0001140361-12-007497.txt : 20120214 0001140361-12-007497.hdr.sgml : 20120214 20120213174208 ACCESSION NUMBER: 0001140361-12-007497 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 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: 12600728 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: 12/31/2011 Check here if Amendment [X]; Amendment Number: 3 ------- 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: 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: Mathew Flynn Title: Senior Portfolio Manager Phone: 916-795-34000 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: 4,104 Form 13F Information Table Value Total: $ 42,341,294 -------------- (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 USD.01 68243Q106 490 222840 SH SOLE 222840 0 0 1ST CONSTITUTION BANCORP COM COMMON STOCK NPV 31986N102 10 1470 SH SOLE 1470 0 0 1ST SOURCE CORP COM COMMON STOCK NPV 336901103 596 23517 SH SOLE 23517 0 0 1ST UNITED BANCORP INC FLA COM COMMON STOCK USD.01 33740N105 429 77300 SH SOLE 77300 0 0 21ST CENTY HLDG CO COM COMMON STOCK USD.01 90136Q100 184 62100 SH SOLE 62100 0 0 * 21VIANET GROUP INC SPONSORED AD ADR 90138A103 1675 183008 SH SOLE 183008 0 0 * 3-D SYS CORP DEL COM NEW COMMON STOCK USD.001 88554D205 1643 114073 SH SOLE 114073 0 0 * 3M CO COM COMMON STOCK USD.01 88579Y101 162645 1990029 SH SOLE 1990029 0 0 * 3SBIO INC SPONSORED ADR ADR USD.0001 88575Y105 132 12900 SH SOLE 12900 0 0 * 51JOB INC SP ADR REP COM ADR USD.0001 316827104 1554 37047 SH SOLE 37047 0 0 * 7 DAYS GROUP HLDGS LTD ADR ADR 81783J101 1179 105769 SH SOLE 105769 0 0 * 8X8 INC NEW COM COMMON STOCK USD.001 282914100 568 179100 SH SOLE 179100 0 0 * 99 CENTS ONLY STORES COM COMMON STOCK NPV 65440K106 4157 189391 SH SOLE 189391 0 0 * A123 SYS INC COM COMMON STOCK USD.001 03739T108 431 267500 SH SOLE 267500 0 0 AAON INC COM PAR $0.004 COMMON STOCK USD.004 000360206 1208 58963 SH SOLE 58963 0 0 * AAR CORP COM COMMON STOCK USD1. 000361105 2217 115641 SH SOLE 115641 0 0 * AARONS INC COM PAR $0.50 COMMON STOCK USD.5 002535300 3585 134355 SH SOLE 134355 0 0 * AASTROM BIOSCIENCES INC COM NEW COMMON STOCK NPV 00253U305 237 130154 SH SOLE 130154 0 0 * ABAXIS INC COM COMMON STOCK NPV 002567105 1958 70759 SH SOLE 70759 0 0 * ABBOTT LABS COM COMMON STOCK NPV 002824100 246306 4380338 SH SOLE 4380338 0 0 * ABERCROMBIE & FITCH CO CL A COMMON STOCK USD.01 002896207 12689 259813 SH SOLE 259813 0 0 * ABIOMED INC COM COMMON STOCK USD.01 003654100 572 30991 SH SOLE 30991 0 0 * ABM INDS INC COM COMMON STOCK USD.01 000957100 2440 118347 SH SOLE 118347 0 0 * ABOVENET INC COM COMMON STOCK USD.01 00374N107 2045 31450 SH SOLE 31450 0 0 * ABRAXAS PETE CORP COM COMMON STOCK USD.01 003830106 1165 353100 SH SOLE 353100 0 0 * ACACIA RESH CORP ACACIA TCH COM TRACKING STK USD.001 003881307 2735 74900 SH SOLE 74900 0 0 ACADIA HEALTHCARE COMPANY IN COM COMMON STOCK 00404A109 151 15100 SH SOLE 15100 0 0 * 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 3464 171990 SH SOLE 171990 0 0 ACCELR8 TECHNOLOGY CORP COM NEW COMMON STOCK NPV 004304200 13 10703 SH SOLE 10703 0 0 * ACCELRYS INC COM COMMON STOCK 00430U103 998 148559 SH SOLE 148559 0 0 USD.0001 * ACCENTURE PLC IRELAND SHS CLASS COMMON STOCK G1151C101 97480 1831302 SH SOLE 1831302 0 0 USD.0022.5 ACCESS NATL CORP COM COMMON STOCK USD.835 004337101 285 32400 SH SOLE 32400 0 0 * ACCO BRANDS CORP COM COMMON STOCK USD.01 00081T108 1328 137625 SH SOLE 137625 0 0 * ACCRETIVE HEALTH INC COM COMMON STOCK USD.01 00438V103 63 2741 SH SOLE 2741 0 0 * ACCURAY INC COM COMMON STOCK USD.001 004397105 185 43688 SH SOLE 43688 0 0 * ACCURIDE CORP NEW COM NEW COMMON STOCK 00439T206 232 32605 SH SOLE 32605 0 0 * ACE LTD SHS COMMON STOCK H0023R105 71415 1018473 SH SOLE 1018473 0 0 CHF30.57 * ACETO CORP COM COMMON STOCK USD.01 004446100 791 114699 SH SOLE 114699 0 0 * ACHILLION PHARMACEUTICALS IN CO COMMON STOCK USD.001 00448Q201 706 92600 SH SOLE 92600 0 0 * ACI WORLDWIDE INC COM COMMON STOCK USD.005 004498101 2032 70966 SH SOLE 70966 0 0 * ACME PACKET INC COM COMMON STOCK USD.001 004764106 4471 144633 SH SOLE 144633 0 0 ACME UTD CORP COM COMMON STOCK USD2.5 004816104 88 9300 SH SOLE 9300 0 0 * ACORDA THERAPEUTICS INC COM COMMON STOCK USD.001 00484M106 1595 66902 SH SOLE 66902 0 0 * ACORN INTL INC SPON ADR ADR USD.01 004854105 14 3529 SH SOLE 3529 0 0 * ACTIVE NETWORK INC COM COMMON STOCK 00506D100 964 70867 SH SOLE 70867 0 0 * ACTIVE POWER INC COM COMMON STOCK USD.001 00504W100 150 226519 SH SOLE 226519 0 0 * ACTIVISION BLIZZARD INC COM COMMON STOCK 00507V109 19551 1586930 SH SOLE 1586930 0 0 USD.000001 * ACTUANT CORP CL A NEW COMMON STOCK USD.2 00508X203 4396 193731 SH SOLE 193731 0 0 * ACTUATE CORP COM COMMON STOCK USD.001 00508B102 981 167420 SH SOLE 167420 0 0 * ACUITY BRANDS INC COM COMMON STOCK USD.01 00508Y102 3689 69610 SH SOLE 69610 0 0 * ACURA PHARMACEUTICALS INC COM N COMMON STOCK USD.01 00509L703 166 47529 SH SOLE 47529 0 0 * ACXIOM CORP COM COMMON STOCK USD.1 005125109 2964 242777 SH SOLE 242777 0 0 ADA ES INC COM COMMON STOCK NPV 005208103 362 16000 SH SOLE 16000 0 0 ADAMS GOLF INC COM NEW COMMON STOCK USD.001 006228209 44 7237 SH SOLE 7237 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ADAMS RES & ENERGY INC COM NEW COMMON STOCK USD.1 006351308 455 15700 SH SOLE 15700 0 0 ADCARE HEALTH SYSTEMS INC COM NEW COMMON STOCK 00650W300 21 5355 SH SOLE 5355 0 0 ADDVANTAGE TECHNOLOGIES GP I COM COMMON STOCK USD.01 006743306 40 18600 SH SOLE 18600 0 0 ADEONA PHARMACEUTICALS INC COM COMMON STOCK USD.01 00685T108 126 100350 SH SOLE 100350 0 0 ADEPT TECHNOLOGY INC COM NEW COMMON STOCK NPV 006854202 30 12680 SH SOLE 12680 0 0 * ADOBE SYS INC COM COMMON STOCK 00724F101 41388 1464013 SH SOLE 1464013 0 0 USD.0001 * ADTRAN INC COM COMMON STOCK USD.01 00738A106 6052 200657 SH SOLE 200657 0 0 * ADVANCE AMER CASH ADVANCE CT CO COMMON STOCK USD.01 00739W107 2603 290829 SH SOLE 290829 0 0 * ADVANCE AUTO PARTS INC COM COMMON STOCK 00751Y106 16227 233045 SH SOLE 233045 0 0 USD.0001 * ADVANCED ANALOGIC TECHNOLOGI CO COMMON STOCK USD.001 00752J108 389 67285 SH SOLE 67285 0 0 * ADVANCED ENERGY INDS COM COMMON STOCK USD.001 007973100 4515 420784 SH SOLE 420784 0 0 * ADVANCED MICRO DEVICES INC COM COMMON STOCK USD.01 007903107 10776 1995637 SH SOLE 1995637 0 0 ADVANCED PHOTONIX INC CL A COMMON STOCK USD.001 00754E107 30 52700 SH SOLE 52700 0 0 * ADVENT SOFTWARE INC COM COMMON STOCK USD.01 007974108 4436 182106 SH SOLE 182106 0 0 * ADVENTRX PHARMACEUTICALS INC CO COMMON STOCK USD.001 00764X202 16 27700 SH SOLE 27700 0 0 * ADVISORY BRD CO COM COMMON STOCK USD.01 00762W107 186 2502 SH SOLE 2502 0 0 ADVOCAT INC COM COMMON STOCK USD.01 007586100 119 21489 SH SOLE 21489 0 0 * AECOM TECHNOLOGY CORP DELAWA CO COMMON STOCK USD.01 00766T100 5761 280078 SH SOLE 280078 0 0 * AEGEAN MARINE PETROLEUM NETW SH COMMON STOCK USD.01 Y0017S102 23 5700 SH SOLE 5700 0 0 AEGERION PHARMACEUTICALS INC COM COMMON STOCK USD.001 00767E102 275 16400 SH SOLE 16400 0 0 * AEGION CORP COM ADDED COMMON STOCK USD.01 00770F104 1749 113992 SH SOLE 113992 0 0 AEHR TEST SYSTEMS COM COMMON STOCK USD.01 00760J108 1 2300 SH SOLE 2300 0 0 AEP INDS INC COM COMMON STOCK USD.01 001031103 651 23114 SH SOLE 23114 0 0 * AERCAP HOLDINGS NV SHS COMMON STOCK EUR.01 N00985106 3151 279100 SH SOLE 279100 0 0 AEROCENTURY CORP COM COMMON STOCK USD.001 007737109 19 3000 SH SOLE 3000 0 0 * AEROFLEX HLDG CORP COM COMMON STOCK USD.01 007767106 1128 110200 SH SOLE 110200 0 0 * AEROPOSTALE COM COMMON STOCK USD.01 007865108 2329 152749 SH SOLE 152749 0 0 AEROSONIC CORP DEL COM PAR $0.40 COMMON STOCK USD.4 008015307 47 14590 SH SOLE 14590 0 0 * AEROVIRONMENT INC COM COMMON STOCK 008073108 1312 41675 SH SOLE 41675 0 0 USD.0001 * AES CORP COM COMMON STOCK USD.01 00130H105 23871 2016119 SH SOLE 2016119 0 0 * AETNA INC NEW COM COMMON STOCK USD.01 00817Y108 52717 1249520 SH SOLE 1249520 0 0 * AETRIUM INC COM COMMON STOCK USD.001 00817R103 53 73237 SH SOLE 73237 0 0 * AFC ENTERPRISES INC COM COMMON STOCK USD.01 00104Q107 893 60722 SH SOLE 60722 0 0 * AFFILIATED MANAGERS GROUP COM COMMON STOCK USD.01 008252108 15662 163228 SH SOLE 163228 0 0 AFFIRMATIVE INS HLDGS INC COM COMMON STOCK USD.01 008272106 33 60500 SH SOLE 60500 0 0 * AFFYMAX INC COM COMMON STOCK USD.001 00826A109 807 122103 SH SOLE 122103 0 0 * AFFYMETRIX INC COM COMMON STOCK USD.01 00826T108 761 186024 SH SOLE 186024 0 0 * AFLAC INC COM COMMON STOCK USD.1 001055102 59537 1376254 SH SOLE 1376254 0 0 AG MTG INVT TR INC COM COMMON STOCK 001228105 6 300 SH SOLE 300 0 0 * AGCO CORP COM COMMON STOCK USD.01 001084102 12593 293054 SH SOLE 293054 0 0 AGENUS INC COM NEW ADDED COMMON STOCK USD.01 00847G705 74 37053 SH SOLE 37053 0 0 * AGFEED INDUSTRIES INC COM COMMON STOCK USD.001 00846L101 24 62400 SH SOLE 62400 0 0 * AGILENT TECHNOLOGIES INC COM COMMON STOCK USD.01 00846U101 33520 959630 SH SOLE 959630 0 0 * AGILYSYS INC COM COMMON STOCK USD.3 00847J105 721 90648 SH SOLE 90648 0 0 * AGL RES INC COM COMMON STOCK USD5. 001204106 11429 270451 SH SOLE 270451 0 0 * AGREE REALTY CORP COM REIT USD.0001 008492100 1269 52062 SH SOLE 52062 0 0 AGRIA CORP SPONSORED ADR ADR USD.0000.1 00850H103 20 18900 SH SOLE 18900 0 0 A H BELO CORP COM CL A COMMON STOCK USD.01 001282102 445 93679 SH SOLE 93679 0 0 * AIR LEASE CORP CL A COMMON STOCK USD.01 00912X302 3937 166031 SH SOLE 166031 0 0 * AIR METHODS CORP COM PAR $.06 COMMON STOCK USD.06 009128307 4324 51204 SH SOLE 51204 0 0 * AIR PRODS & CHEMS INC COM COMMON STOCK USD1. 009158106 51714 607045 SH SOLE 607045 0 0 AIR T INC COM COMMON STOCK USD.25 009207101 567 66800 SH SOLE 66800 0 0 * AIR TRANSPORT SERVICES GRP I CO COMMON STOCK USD.01 00922R105 1463 310031 SH SOLE 310031 0 0 * AIRCASTLE LTD COM COMMON STOCK USD.01 G0129K104 2413 189718 SH SOLE 189718 0 0 * AIRGAS INC COM COMMON STOCK USD.01 009363102 14631 187379 SH SOLE 187379 0 0 * AIRMEDIA GROUP INC SPONSORED AD ADR USD.001 009411109 571 157400 SH SOLE 157400 0 0 * AK STL HLDG CORP COM COMMON STOCK USD.01 001547108 2262 273871 SH SOLE 273871 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AKAMAI TECHNOLOGIES INC COM COMMON STOCK USD.01 00971T101 13817 428038 SH SOLE 428038 0 0 * AKORN INC COM COMMON STOCK NPV 009728106 2613 235004 SH SOLE 235004 0 0 ALAMO GROUP INC COM COMMON STOCK USD.1 011311107 687 25500 SH SOLE 25500 0 0 * ALASKA AIR GROUP INC COM COMMON STOCK USD1. 011659109 9695 129115 SH SOLE 129115 0 0 * ALASKA COMMUNICATIONS SYS GR CO COMMON STOCK USD.01 01167P101 150 49966 SH SOLE 49966 0 0 * ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 1530 66180 SH SOLE 66180 0 0 * ALBANY MOLECULAR RESH INC COM COMMON STOCK USD.01 012423109 530 180963 SH SOLE 180963 0 0 * ALBEMARLE CORP COM COMMON STOCK USD.01 012653101 9827 190773 SH SOLE 190773 0 0 * ALCOA INC COM COMMON STOCK USD1. 013817101 26880 3107539 SH SOLE 3107539 0 0 ALERE INC PERP PFD CONV SE PREFERRED STOCK 3. 01449J204 29 139 SH SOLE 139 0 0 * ALERE INC COM COMMON STOCK USD.001 01449J105 2956 128042 SH SOLE 128042 0 0 * ALEXANDER & BALDWIN INC COM COMMON STOCK NPV 014482103 3865 94682 SH SOLE 94682 0 0 ALEXANDERS INC COM REIT USD1. 014752109 4045 10932 SH SOLE 10932 0 0 * ALEXANDRIA REAL ESTATE EQ IN CO REIT USD.01 015271109 19474 282356 SH SOLE 282356 0 0 * ALEXION PHARMACEUTICALS INC COM COMMON STOCK 015351109 33153 463682 SH SOLE 463682 0 0 USD.0001 * ALEXZA PHARMACEUTICALS INC COM COMMON STOCK 015384100 218 263080 SH SOLE 263080 0 0 USD.0001 ALICO INC COM COMMON STOCK USD1. 016230104 200 10321 SH SOLE 10321 0 0 * ALIGN TECHNOLOGY INC COM COMMON STOCK 016255101 5663 238711 SH SOLE 238711 0 0 USD.0001 ALIMERA SCIENCES INC COM COMMON STOCK USD.01 016259103 1 500 SH SOLE 500 0 0 * ALKERMES PLC SHS ADDED COMMON STOCK USD.01 G01767105 3610 207969 SH SOLE 207969 0 0 ALLEGHANY CORP DEL COM COMMON STOCK USD1. 017175100 5704 19994 SH SOLE 19994 0 0 * ALLEGHENY TECHNOLOGIES INC COM COMMON STOCK USD.1 01741R102 13457 281536 SH SOLE 281536 0 0 * ALLEGIANT TRAVEL CO COM COMMON STOCK USD.001 01748X102 220 4126 SH SOLE 4126 0 0 * ALLERGAN INC COM COMMON STOCK USD.01 018490102 75795 863858 SH SOLE 863858 0 0 * ALLETE INC COM NEW COMMON STOCK NPV 018522300 3267 77818 SH SOLE 77818 0 0 ALLIANCE BANKSHARES CORP COM COMMON STOCK USD4. 018535104 36 10490 SH SOLE 10490 0 0 * ALLIANCE DATA SYSTEMS CORP COM COMMON STOCK USD.01 018581108 18138 174677 SH SOLE 174677 0 0 ALLIANCE FIBER OPTIC PRODS I COM COMMON STOCK USD.001 018680306 292 38180 SH SOLE 38180 0 0 ALLIANCE FINANCIAL CORP NY COM COMMON STOCK USD1. 019205103 534 17277 SH SOLE 17277 0 0 * ALLIANCE HEALTHCARE SRVCS IN CO COMMON STOCK USD.01 018606202 264 209894 SH SOLE 209894 0 0 * ALLIANCE HOLDINGS GP LP COM UNI LTD PART 01861G100 2953 56806 SH SOLE 56806 0 0 * ALLIANCE ONE INTL INC COM COMMON STOCK NPV 018772103 10 3790 SH SOLE 3790 0 0 * ALLIANCE RES PARTNER L P UT LTD LTD PART NPV 01877R108 4985 65958 SH SOLE 65958 0 0 * ALLIANCEBERNSTEIN HOLDING LP UN LTD PART NPV 01881G106 1724 131800 SH SOLE 131800 0 0 * ALLIANT ENERGY CORP COM COMMON STOCK USD.01 018802108 13538 306912 SH SOLE 306912 0 0 * ALLIANT TECHSYSTEMS INC COM COMMON STOCK USD.01 018804104 4987 87255 SH SOLE 87255 0 0 ALLIED HEALTHCARE PRODS INC COM COMMON STOCK USD.01 019222108 86 25400 SH SOLE 25400 0 0 ALLIED MOTION TECHNOLOGIES I COM COMMON STOCK NPV 019330109 118 20924 SH SOLE 20924 0 0 * ALLIED NEVADA GOLD CORP COM COMMON STOCK USD.001 019344100 7945 262374 SH SOLE 262374 0 0 * ALLIED WRLD ASSUR COM HLDG A SH COMMON STOCK USD.03 H01531104 6818 108338 SH SOLE 108338 0 0 * ALLOS THERAPEUTICS INC COM COMMON STOCK USD.001 019777101 159 112025 SH SOLE 112025 0 0 * ALLOT COMMUNICATIONS LTD SHS COMMON STOCK USD.01 M0854Q105 423 27800 SH SOLE 27800 0 0 * ALLSCRIPTS HEALTHCARE SOLUTN CO COMMON STOCK USD.01 01988P108 6125 323401 SH SOLE 323401 0 0 * ALLSTATE CORP COM COMMON STOCK USD.01 020002101 50726 1850635 SH SOLE 1850635 0 0 * ALMOST FAMILY INC COM COMMON STOCK USD.1 020409108 628 37890 SH SOLE 37890 0 0 * ALNYLAM PHARMACEUTICALS INC COM COMMON STOCK USD.01 02043Q107 253 31062 SH SOLE 31062 0 0 * ALON USA ENERGY INC COM COMMON STOCK USD.01 020520102 782 89834 SH SOLE 89834 0 0 * ALPHA & OMEGA SEMICONDUCTOR SHS COMMON STOCK G6331P104 102 13900 SH SOLE 13900 0 0 * ALPHA NATURAL RESOURCES INC COM COMMON STOCK USD.01 02076X102 12806 626835 SH SOLE 626835 0 0 * ALPHA PRO TECH LTD COM COMMON STOCK USD.01 020772109 49 40800 SH SOLE 40800 0 0 * ALPHATEC HOLDINGS INC COM COMMON STOCK 02081G102 223 129763 SH SOLE 129763 0 0 USD.0001 ALTAIR NANOTECHNOLOGIES INC COM N COMMON STOCK NPV 021373204 40 59937 SH SOLE 59937 0 0 * ALTERA CORP COM COMMON STOCK USD.001 021441100 32334 871546 SH SOLE 871546 0 0 * ALTERRA CAPITAL HOLDINGS LIM CO COMMON STOCK USD1. G0229R108 5223 221033 SH SOLE 221033 0 0 * ALTISOURCE PORTFOLIO SOLNS S RE COMMON STOCK USD1. L0175J104 1876 37394 SH SOLE 37394 0 0 * ALTRA HOLDINGS INC COM COMMON STOCK USD.001 02208R106 1283 68135 SH SOLE 68135 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ALTRIA GROUP INC COM COMMON STOCK USD.333 02209S103 1432 48294 SH SOLE 48294 0 0 * AMAG PHARMACEUTICALS INC COM COMMON STOCK USD.01 00163U106 1495 79054 SH SOLE 79054 0 0 * AMARIN CORP PLC SPONS ADR NEW ADR GBP.1 023111206 1774 236900 SH SOLE 236900 0 0 * AMAZON COM INC COM COMMON STOCK USD.01 023135106 159148 919397 SH SOLE 919397 0 0 * AMBASSADORS GROUP INC COM COMMON STOCK USD.01 023177108 140 30961 SH SOLE 30961 0 0 * AMC NETWORKS INC CL A COMMON STOCK 00164V103 6643 176760 SH SOLE 176760 0 0 * AMCOL INTL CORP COM COMMON STOCK USD.01 02341W103 2480 92348 SH SOLE 92348 0 0 AMCON DISTRG CO COM NEW COMMON STOCK USD.01 02341Q205 113 1750 SH SOLE 1750 0 0 * AMDOCS LTD ORD COMMON STOCK G02602103 13828 484685 SH SOLE 484685 0 0 GBP.0001 * AMEDISYS INC COM COMMON STOCK USD.001 023436108 785 71908 SH SOLE 71908 0 0 AMERICAN NATL BANKSHARES INC COM COMMON STOCK USD1. 027745108 207 10600 SH SOLE 10600 0 0 * AMERCO COM COMMON STOCK USD.25 023586100 3789 42860 SH SOLE 42860 0 0 * AMEREN CORP COM COMMON STOCK USD.01 023608102 23261 702103 SH SOLE 702103 0 0 * AMERESCO INC CL A COMMON STOCK 02361E108 11 800 SH SOLE 800 0 0 USD.0001 AMERIANA BANCORP COM COMMON STOCK USD1. 023613102 76 18900 SH SOLE 18900 0 0 * AMERICAS CAR MART INC COM COMMON STOCK USD.01 03062T105 938 23943 SH SOLE 23943 0 0 * AMERICAN APPAREL INC COM COMMON STOCK 023850100 245 339791 SH SOLE 339791 0 0 USD.0001 * AMERICAN ASSETS TR INC COM REIT 024013104 1741 84900 SH SOLE 84900 0 0 * AMERICAN AXLE & MFG HLDGS IN CO COMMON STOCK USD.01 024061103 1840 186037 SH SOLE 186037 0 0 AMERICAN BILTRITE INC COM COMMON STOCK USD.01 024591109 29 6100 SH SOLE 6100 0 0 * AMERICAN CAMPUS CMNTYS INC COM REIT USD.01 024835100 13255 315886 SH SOLE 315886 0 0 * AMERICAN CAPITAL AGENCY CORP CO REIT USD.01 02503X105 9442 336258 SH SOLE 336258 0 0 * AMERICAN CAP LTD COM COMMON STOCK USD.01 02503Y103 103 15300 SH SOLE 15300 0 0 * AMERICAN CAP MTG INVT CORP COM REIT 02504A104 6 300 SH SOLE 300 0 0 AMERICAN CARESOURCE HLDGS IN COM COMMON STOCK USD.01 02505A103 15 37715 SH SOLE 37715 0 0 AMERICAN DEFENSE SYS INC COM DELE COMMON STOCK USD.001 025351107 1 54722 SH SOLE 54722 0 0 AMERICAN DENTAL PARTNERS COM COMMON STOCK USD.01 025353103 1100 58430 SH SOLE 58430 0 0 * AMERICAN EAGLE OUTFITTERS NE CO COMMON STOCK USD.01 02553E106 6301 412076 SH SOLE 412076 0 0 * AMERICAN ELEC PWR INC COM COMMON STOCK USD6.5 025537101 56948 1378543 SH SOLE 1378543 0 0 AMERICAN ELECTRIC TECH INC COM COMMON STOCK USD.001 025576109 34 6700 SH SOLE 6700 0 0 * AMERICAN EQTY INVT LIFE HLD COM COMMON STOCK USD1. 025676206 2337 224675 SH SOLE 224675 0 0 * AMERICAN EXPRESS CO COM COMMON STOCK USD.2 025816109 166115 3521615 SH SOLE 3521615 0 0 * AMERICAN FINL GROUP INC OHIO CO COMMON STOCK NPV 025932104 8965 243020 SH SOLE 243020 0 0 * AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 462 36955 SH SOLE 36955 0 0 * AMERICAN INTL GROUP INC COM NEW COMMON STOCK USD2.5 026874784 27757 1196408 SH SOLE 1196408 0 0 AMERICAN INTL GROUP INC *W EXP 01 CALL EXP 19JAN21 026874156 1330 241294 SH SOLE 241294 0 0 AMERICAN LORAIN CORP COM COMMON STOCK USD.001 027297100 29 18000 SH SOLE 18000 0 0 AMERICAN NATL INS CO COM COMMON STOCK USD1. 028591105 3335 45668 SH SOLE 45668 0 0 * AMERICAN ORIENTAL BIOENGR IN CO COMMON STOCK USD.001 028731107 67 118795 SH SOLE 118795 0 0 AMERICAN PAC CORP COM COMMON STOCK USD.1 028740108 192 25200 SH SOLE 25200 0 0 * AMERICAN PUBLIC EDUCATION IN CO COMMON STOCK USD.01 02913V103 2180 50365 SH SOLE 50365 0 0 * AMERICAN RAILCAR INDS INC COM COMMON STOCK USD.01 02916P103 5209 217697 SH SOLE 217697 0 0 AMERICAN RLTY INVS INC COM COMMON STOCK USD.01 029174109 2 912 SH SOLE 912 0 0 * AMERICAN REPROGRAPHICS CO COM COMMON STOCK USD.001 029263100 343 74738 SH SOLE 74738 0 0 AMERICAN RIVER BANKSHARES COM COMMON STOCK NPV 029326105 38 8247 SH SOLE 8247 0 0 * AMERICAN SCIENCE & ENGR INC COM COMMON STOCK USD.667 029429107 1330 19520 SH SOLE 19520 0 0 AMERICAN SHARED HOSPITAL SVC COM COMMON STOCK NPV 029595105 36 13000 SH SOLE 13000 0 0 * AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 923 97720 SH SOLE 97720 0 0 * AMERICAN STS WTR CO COM COMMON STOCK NPV 029899101 620 17778 SH SOLE 17778 0 0 * AMERICAN SUPERCONDUCTOR CORP CO COMMON STOCK USD.01 030111108 2614 708490 SH SOLE 708490 0 0 * AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 64600 1076494 SH SOLE 1076494 0 0 * AMERICAN VANGUARD CORP COM COMMON STOCK USD.1 030371108 735 55110 SH SOLE 55110 0 0 * AMERICAN WTR WKS CO INC NEW COM COMMON STOCK USD.01 030420103 13627 427720 SH SOLE 427720 0 0 AMERICAN WOODMARK CORP COM COMMON STOCK NPV 030506109 435 31809 SH SOLE 31809 0 0 * AMERIGAS PARTNERS L P UNIT L P LTD PART NPV 030975106 2159 47034 SH SOLE 47034 0 0 * AMERIGON INC COM COMMON STOCK NPV 03070L300 1446 101408 SH SOLE 101408 0 0 * AMERIGROUP CORP COM COMMON STOCK USD.01 03073T102 8024 135812 SH SOLE 135812 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AMERIPRISE FINL INC COM COMMON STOCK USD.01 03076C106 34740 699848 SH SOLE 699848 0 0 AMERIS BANCORP COM COMMON STOCK USD1. 03076K108 379 36864 SH SOLE 36864 0 0 * AMERISAFE INC COM COMMON STOCK USD.01 03071H100 1657 71276 SH SOLE 71276 0 0 AMERISERV FINL INC COM COMMON STOCK USD.01 03074A102 47 24033 SH SOLE 24033 0 0 * AMERISOURCEBERGEN CORP COM COMMON STOCK USD.01 03073E105 36675 986154 SH SOLE 986154 0 0 * AMERISTAR CASINOS INC COM COMMON STOCK USD.01 03070Q101 934 53997 SH SOLE 53997 0 0 AMES NATL CORP COM COMMON STOCK USD2. 031001100 215 11040 SH SOLE 11040 0 0 * AMETEK INC NEW COM COMMON STOCK USD.01 031100100 17587 417745 SH SOLE 417745 0 0 * AMGEN INC COM COMMON STOCK 031162100 140234 2183990 SH SOLE 2183990 0 0 USD.0001 AMICUS THERAPEUTICS INC COM COMMON STOCK USD.01 03152W109 152 44200 SH SOLE 44200 0 0 * AMKOR TECHNOLOGY INC COM COMMON STOCK USD.001 031652100 1778 407851 SH SOLE 407851 0 0 * AMN HEALTHCARE SERVICES INC COM COMMON STOCK USD.01 001744101 312 70461 SH SOLE 70461 0 0 * AMPAL AMERN ISRAEL CORP CL A COMMON STOCK USD1. 032015109 9 30780 SH SOLE 30780 0 0 AMPCO-PITTSBURGH CORP COM COMMON STOCK USD1. 032037103 222 11494 SH SOLE 11494 0 0 * AMPHENOL CORP NEW CL A COMMON STOCK USD.001 032095101 21429 472114 SH SOLE 472114 0 0 AMPIO PHARMACEUTICALS INC COM COMMON STOCK 03209T109 91 21300 SH SOLE 21300 0 0 * AMR CORP COM COMMON STOCK USD1. 001765106 385 1100610 SH SOLE 1100610 0 0 AMREP CORP NEW COM COMMON STOCK USD.1 032159105 120 18304 SH SOLE 18304 0 0 * AMSURG CORP COM COMMON STOCK NPV 03232P405 1618 62143 SH SOLE 62143 0 0 * AMTECH SYS INC COM PAR $0.01N COMMON STOCK USD.01 032332504 1162 136530 SH SOLE 136530 0 0 * AMTRUST FINANCIAL SERVICES I CO COMMON STOCK USD.01 032359309 3631 152869 SH SOLE 152869 0 0 * AMYLIN PHARMACEUTICALS INC COM COMMON STOCK USD.001 032346108 3478 305583 SH SOLE 305583 0 0 * AMYRIS INC COM COMMON STOCK 03236M101 1593 138077 SH SOLE 138077 0 0 ANACOR PHARMACEUTICALS INC COM COMMON STOCK USD.001 032420101 3 500 SH SOLE 500 0 0 * ANADARKO PETE CORP COM COMMON STOCK USD.1 032511107 103968 1362089 SH SOLE 1362089 0 0 * ANADIGICS INC COM COMMON STOCK USD.01 032515108 16 7432 SH SOLE 7432 0 0 * ANALOG DEVICES INC COM COMMON STOCK USD.167 032654105 28999 810491 SH SOLE 810491 0 0 * ANALOGIC CORP COM PAR $0.05 COMMON STOCK USD.05 032657207 3210 56002 SH SOLE 56002 0 0 ANALYSTS INTL CORP COM NEW COMMON STOCK USD.1 032681207 62 11188 SH SOLE 11188 0 0 * ANAREN INC COM COMMON STOCK USD.01 032744104 1004 60432 SH SOLE 60432 0 0 * ANCESTRY COM INC COM COMMON STOCK USD.01 032803108 1758 76584 SH SOLE 76584 0 0 ANCHOR BANCORP WIS INC COM DELETE COMMON STOCK USD.1 032839102 41 121500 SH SOLE 121500 0 0 * ANDERSONS INC COM COMMON STOCK NPV 034164103 1434 32839 SH SOLE 32839 0 0 ANGEION CORP COM COMMON STOCK USD.1 03462H404 85 16310 SH SOLE 16310 0 0 * ANGIES LIST INC COM ADDED COMMON STOCK 034754101 8 500 SH SOLE 500 0 0 * ANGIODYNAMICS INC COM COMMON STOCK USD.01 03475V101 1243 83941 SH SOLE 83941 0 0 * ANIKA THERAPEUTICS INC COM COMMON STOCK USD.01 035255108 1789 182500 SH SOLE 182500 0 0 * ANIXTER INTL INC COM COMMON STOCK USD1. 035290105 5297 88817 SH SOLE 88817 0 0 * ANN INC COM COMMON STOCK 035623107 4276 172551 SH SOLE 172551 0 0 USD.0068 * ANNALY CAP MGMT INC COM REIT USD.01 035710409 33311 2087132 SH SOLE 2087132 0 0 * ANSYS INC COM COMMON STOCK USD.01 03662Q105 15146 264421 SH SOLE 264421 0 0 ANTARES PHARMA INC COM COMMON STOCK USD.01 036642106 734 333700 SH SOLE 333700 0 0 ANTHERA PHARMACEUTICALS INC COM COMMON STOCK 03674U102 45 7300 SH SOLE 7300 0 0 * ANWORTH MORTGAGE ASSET CP COM REIT USD.01 037347101 1605 255647 SH SOLE 255647 0 0 * AOL INC COM COMMON STOCK USD.01 00184X105 5863 388286 SH SOLE 388286 0 0 * AON CORP COM COMMON STOCK USD1. 037389103 43640 932476 SH SOLE 932476 0 0 * APACHE CORP COM COMMON STOCK USD.625 037411105 94030 1038087 SH SOLE 1038087 0 0 * APARTMENT INVT & MGMT CO CL A REIT USD.01 03748R101 13435 586418 SH SOLE 586418 0 0 APCO OIL & GAS INTERNATIONAL SHS COMMON STOCK USD.01 G0471F109 1095 13395 SH SOLE 13395 0 0 * APOGEE ENTERPRISES INC COM COMMON STOCK USD.333 037598109 605 49364 SH SOLE 49364 0 0 * APOLLO COML REAL EST FIN INC CO REIT USD.01 03762U105 21 1594 SH SOLE 1594 0 0 * APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 22218 412430 SH SOLE 412430 0 0 * APOLLO INVT CORP COM COMMON STOCK USD.001 03761U106 65 10020 SH SOLE 10020 0 0 * APOLLO RESIDENTIAL MTG INC COM COMMON STOCK 03763V102 8 500 SH SOLE 500 0 0 * APPLE INC COM COMMON STOCK NPV 037833100 992799 2451355 SH SOLE 2451355 0 0 APPLIANCE RECYCLING CTRS AME COM COMMON STOCK NPV 03814F205 30 5993 SH SOLE 5993 0 0 * APPLIED ENERGETICS INC COM COMMON STOCK USD.001 03819M106 19 263800 SH SOLE 263800 0 0 * APPLIED INDL TECHNOLOGIES IN CO COMMON STOCK NPV 03820C105 4891 139076 SH SOLE 139076 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * APPLIED MATLS INC COM COMMON STOCK USD.01 038222105 45526 4250796 SH SOLE 4250796 0 0 * APPLIED MICRO CIRCUITS CORP COM COMMON STOCK USD.01 03822W406 911 135565 SH SOLE 135565 0 0 * APPROACH RESOURCES INC COM COMMON STOCK USD.01 03834A103 1441 49010 SH SOLE 49010 0 0 * APRICUS BIOSCIENCES INC COM COMMON STOCK USD.001 03832V109 1332 258130 SH SOLE 258130 0 0 * APTARGROUP INC COM COMMON STOCK USD.01 038336103 10548 202179 SH SOLE 202179 0 0 * AQUA AMERICA INC COM COMMON STOCK USD.5 03836W103 8091 366929 SH SOLE 366929 0 0 ARABIAN AMERN DEV CO COM COMMON STOCK USD.1 038465100 64 7600 SH SOLE 7600 0 0 * ARBITRON INC COM COMMON STOCK USD.5 03875Q108 3103 90177 SH SOLE 90177 0 0 ARBOR RLTY TR INC COM REIT USD.01 038923108 531 150759 SH SOLE 150759 0 0 * ARCA BIOPHARMA INC COM COMMON STOCK USD.001 00211Y100 12 12475 SH SOLE 12475 0 0 * ARCH CAP GROUP LTD ORD COMMON STOCK USD.01 G0450A105 18545 498123 SH SOLE 498123 0 0 * ARCH COAL INC COM COMMON STOCK USD.01 039380100 8195 564788 SH SOLE 564788 0 0 * ARCHER DANIELS MIDLAND CO COM COMMON STOCK NPV 039483102 50719 1773388 SH SOLE 1773388 0 0 ARCHIPELAGO LEARNING INC COM COMMON STOCK USD.001 03956P102 139 14343 SH SOLE 14343 0 0 * ARCOS DORADOS HOLDINGS INC SHS COMMON STOCK G0457F107 6579 320459 SH SOLE 320459 0 0 * ARCTIC CAT INC COM COMMON STOCK USD.01 039670104 1319 58500 SH SOLE 58500 0 0 * ARDEA BIOSCIENCES INC COM COMMON STOCK USD.001 03969P107 325 19340 SH SOLE 19340 0 0 ARDEN GROUP INC CL A COMMON STOCK USD.25 039762109 168 1869 SH SOLE 1869 0 0 * ARENA PHARMACEUTICALS INC COM COMMON STOCK 040047102 979 523366 SH SOLE 523366 0 0 USD.0001 * ARES CAP CORP COM COMMON STOCK USD.001 04010L103 140 9067 SH SOLE 9067 0 0 ARGAN INC COM COMMON STOCK USD.15 04010E109 351 23100 SH SOLE 23100 0 0 * ARGO GROUP INTL HLDGS LTD COM COMMON STOCK USD1. G0464B107 2868 99050 SH SOLE 99050 0 0 * ARIAD PHARMACEUTICALS INC COM COMMON STOCK USD.001 04033A100 3022 246656 SH SOLE 246656 0 0 * ARIBA INC COM NEW COMMON STOCK USD.002 04033V203 9154 325983 SH SOLE 325983 0 0 ARK RESTAURANTS CORP COM COMMON STOCK USD.01 040712101 153 11400 SH SOLE 11400 0 0 * ARKANSAS BEST CORP DEL COM COMMON STOCK USD.01 040790107 352 18287 SH SOLE 18287 0 0 * ARLINGTON ASSET INVT CORP CL A COMMON STOCK USD.01 041356205 514 24101 SH SOLE 24101 0 0 * ARMOUR RESIDENTIAL REIT INC COM REIT USD.0001 042315101 654 92800 SH SOLE 92800 0 0 * ARMSTRONG WORLD INDS INC NEW CO COMMON STOCK USD.01 04247X102 3471 79122 SH SOLE 79122 0 0 AROTECH CORP COM NEW COMMON STOCK USD.01 042682203 36 30142 SH SOLE 30142 0 0 * ARQULE INC COM COMMON STOCK USD.01 04269E107 634 112364 SH SOLE 112364 0 0 ARRHYTHMIA RESH TECHNOLOGY I COM COMMON STOCK USD.01 042698308 75 23000 SH SOLE 23000 0 0 * ARRIS GROUP INC COM COMMON STOCK USD.01 04269Q100 3563 329280 SH SOLE 329280 0 0 * ARROW ELECTRS INC COM COMMON STOCK USD1. 042735100 14650 391602 SH SOLE 391602 0 0 ARROW FINL CORP COM COMMON STOCK USD1. 042744102 937 39991 SH SOLE 39991 0 0 ARROWHEAD RESH CORP COM NEW ADDED COMMON STOCK USD.001 042797209 68 16347 SH SOLE 16347 0 0 ARTS WAY MFG INC COM COMMON STOCK USD.01 043168103 17 3219 SH SOLE 3219 0 0 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1. 043113208 327 17374 SH SOLE 17374 0 0 * ARTHROCARE CORP COM COMMON STOCK USD.001 043136100 2057 64939 SH SOLE 64939 0 0 * GALLAGHER ARTHUR J & CO COM COMMON STOCK USD1. 363576109 10222 305683 SH SOLE 305683 0 0 * ARTIO GLOBAL INVS INC COM CL A COMMON STOCK USD.001 04315B107 120 24500 SH SOLE 24500 0 0 * ARUBA NETWORKS INC COM COMMON STOCK 043176106 3434 185426 SH SOLE 185426 0 0 USD.0001 * ASBURY AUTOMOTIVE GROUP INC COM COMMON STOCK USD.01 043436104 1117 51825 SH SOLE 51825 0 0 * ASCENA RETAIL GROUP INC COM COMMON STOCK USD.01 04351G101 6588 221661 SH SOLE 221661 0 0 ASCENT CAP GROUP INC COM SER A COMMON STOCK USD.01 043632108 502 9900 SH SOLE 9900 0 0 * ASCENT SOLAR TECHNOLOGIES IN CO COMMON STOCK 043635101 27 70200 SH SOLE 70200 0 0 USD.0001 * ASHFORD HOSPITALITY TR INC COM REIT USD.01 044103109 2933 366682 SH SOLE 366682 0 0 * ASHLAND INC NEW COM COMMON STOCK USD.01 044209104 11445 200221 SH SOLE 200221 0 0 * ASIAINFO-LINKAGE INC COM COMMON STOCK USD.01 04518A104 901 116200 SH SOLE 116200 0 0 * ASPEN INSURANCE HOLDINGS LTD SH COMMON STOCK G05384105 6980 263395 SH SOLE 263395 0 0 USD.514456 * ASPEN TECHNOLOGY INC COM COMMON STOCK USD.1 045327103 2665 153603 SH SOLE 153603 0 0 * ASPENBIO PHARMA INC COM NEW COMMON STOCK NPV 045346202 11 11753 SH SOLE 11753 0 0 * ASSET ACCEP CAP CORP COM COMMON STOCK USD.01 04543P100 341 87100 SH SOLE 87100 0 0 ASSISTED LIVING CONCPT NEV N CL A COMMON STOCK USD.01 04544X300 498 33420 SH SOLE 33420 0 0 * ASSOCIATED BANC CORP COM COMMON STOCK USD.01 045487105 4510 403739 SH SOLE 403739 0 0 * ASSOCIATED ESTATES RLTY CORP CO REIT USD.1 045604105 2615 163923 SH SOLE 163923 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ASSURANT INC COM COMMON STOCK USD.01 04621X108 15210 370429 SH SOLE 370429 0 0 * ASSURED GUARANTY LTD COM COMMON STOCK USD.01 G0585R106 5251 399643 SH SOLE 399643 0 0 * ASTA FDG INC COM COMMON STOCK USD.01 046220109 321 40264 SH SOLE 40264 0 0 ASTEA INTL INC COM NEW COMMON STOCK USD.01 04622E208 199 59474 SH SOLE 59474 0 0 * ASTEC INDS INC COM COMMON STOCK USD.2 046224101 1209 37527 SH SOLE 37527 0 0 * ASTEX PHARMACEUTICALS INC COM COMMON STOCK USD.001 04624B103 325 172000 SH SOLE 172000 0 0 * ASTORIA FINL CORP COM COMMON STOCK USD.01 046265104 1541 181454 SH SOLE 181454 0 0 ASTRO-MED INC NEW COM COMMON STOCK USD.05 04638F108 147 19382 SH SOLE 19382 0 0 ASTRONICS CORP COM COMMON STOCK USD.01 046433108 1004 28033 SH SOLE 28033 0 0 ASTROTECH CORP COM COMMON STOCK NPV 046484101 1 1625 SH SOLE 1625 0 0 ASURE SOFTWARE INC COM COMMON STOCK USD.01 04649U102 142 22370 SH SOLE 22370 0 0 CROSS A T CO CL A COMMON STOCK USD1. 227478104 525 46500 SH SOLE 46500 0 0 * AT&T INC COM COMMON STOCK USD1. 00206R102 544359 18001290 SH SOLE 18001290 0 0 ATA INC SPONS ADR ADR USD.01 00211V106 5 694 SH SOLE 694 0 0 * ATHENAHEALTH INC COM COMMON STOCK USD.01 04685W103 4791 97543 SH SOLE 97543 0 0 * ATHERSYS INC COM COMMON STOCK USD.001 04744L106 52 29800 SH SOLE 29800 0 0 ATLANTIC AMERN CORP COM COMMON STOCK USD1. 048209100 104 53025 SH SOLE 53025 0 0 ATLANTIC COAST FINL CORP COM COMMON STOCK USD.01 048426100 37 13186 SH SOLE 13186 0 0 * ATLANTIC PWR CORP COM NEW COMMON STOCK 04878Q863 72 5000 SH SOLE 5000 0 0 * ATLANTIC TELE NETWORK INC COM N COMMON STOCK USD.01 049079205 821 21022 SH SOLE 21022 0 0 * ATLAS AIR WORLDWIDE HLDGS IN CO COMMON STOCK USD.01 049164205 2786 72501 SH SOLE 72501 0 0 * ATLAS ENERGY LP COM UNITS LP LTD PART 04930A104 3596 147978 SH SOLE 147978 0 0 * ATLAS PIPELINE PARTNERS LP UNIT LTD PART NPV 049392103 4730 127312 SH SOLE 127312 0 0 * ATMEL CORP COM COMMON STOCK USD.001 049513104 9683 1195476 SH SOLE 1195476 0 0 * ATMI INC COM COMMON STOCK USD.01 00207R101 1334 66590 SH SOLE 66590 0 0 * ATMOS ENERGY CORP COM COMMON STOCK NPV 049560105 7251 217429 SH SOLE 217429 0 0 * ATP OIL & GAS CORP COM COMMON STOCK USD.001 00208J108 744 101103 SH SOLE 101103 0 0 ATRICURE INC COM COMMON STOCK USD.001 04963C209 449 40468 SH SOLE 40468 0 0 ATRINSIC INC COM NEW DELETED COMMON STOCK USD.01 04964C208 0 10266 SH SOLE 10266 0 0 ATRION CORP COM COMMON STOCK USD.1 049904105 994 4139 SH SOLE 4139 0 0 * ATWOOD OCEANICS INC COM COMMON STOCK USD1. 050095108 4680 117624 SH SOLE 117624 0 0 AUBURN NATL BANCORP COM COMMON STOCK USD.01 050473107 7 400 SH SOLE 400 0 0 * AUTHENTEC INC COM COMMON STOCK USD.01 052660107 21 6400 SH SOLE 6400 0 0 * AUTHENTIDATE HLDG CORP COM COMMON STOCK USD.001 052666104 114 168169 SH SOLE 168169 0 0 * AUTOBYTEL INC COM COMMON STOCK USD.001 05275N106 261 372900 SH SOLE 372900 0 0 AUTOCHINA INTERNATIONAL LIMI SHS COMMON STOCK G06750106 202 9600 SH SOLE 9600 0 0 * AUTODESK INC COM COMMON STOCK USD.01 052769106 20406 672788 SH SOLE 672788 0 0 * AUTOLIV INC COM COMMON STOCK USD1. 052800109 12799 239281 SH SOLE 239281 0 0 * AUTOMATIC DATA PROCESSING IN CO COMMON STOCK USD.1 053015103 77379 1432679 SH SOLE 1432679 0 0 * AUTONATION INC COM COMMON STOCK USD.01 05329W102 13995 379580 SH SOLE 379580 0 0 AUTONAVI HLDGS LTD SPONSORED ADR ADR USD.0001 05330F106 177 17672 SH SOLE 17672 0 0 * AUTOZONE INC COM COMMON STOCK USD.01 053332102 33920 104380 SH SOLE 104380 0 0 * AUXILIUM PHARMACEUTICALS INC CO COMMON STOCK USD.01 05334D107 3111 156109 SH SOLE 156109 0 0 * AVAGO TECHNOLOGIES LTD SHS COMMON STOCK Y0486S104 12960 449048 SH SOLE 449048 0 0 AVALON HLDGS CORP CL A COMMON STOCK USD.01 05343P109 15 5200 SH SOLE 5200 0 0 * AVALONBAY CMNTYS INC COM REIT USD.01 053484101 57281 438600 SH SOLE 438600 0 0 * AVANIR PHARMACEUTICALS INC CL A COMMON STOCK NPV 05348P401 2829 1380101 SH SOLE 1380101 0 0 * AVATAR HLDGS INC COM COMMON STOCK USD1. 053494100 25 3423 SH SOLE 3423 0 0 * AVEO PHARMACEUTICALS INC COM COMMON STOCK 053588109 867 50416 SH SOLE 50416 0 0 * AVERY DENNISON CORP COM COMMON STOCK USD1. 053611109 9649 336427 SH SOLE 336427 0 0 * AVI BIOPHARMA INC COM COMMON STOCK 002346104 238 318866 SH SOLE 318866 0 0 USD.0001 * AVIAT NETWORKS INC COM COMMON STOCK USD.01 05366Y102 278 152181 SH SOLE 152181 0 0 * AVID TECHNOLOGY INC COM COMMON STOCK USD.01 05367P100 807 94567 SH SOLE 94567 0 0 * AVIS BUDGET GROUP COM COMMON STOCK USD.01 053774105 4601 429176 SH SOLE 429176 0 0 * AVISTA CORP COM COMMON STOCK NPV 05379B107 4151 161209 SH SOLE 161209 0 0 * AVNET INC COM COMMON STOCK USD1. 053807103 15474 497702 SH SOLE 497702 0 0 * AVON PRODS INC COM COMMON STOCK USD.25 054303102 20997 1201903 SH SOLE 1201903 0 0 * AVX CORP NEW COM COMMON STOCK USD.01 002444107 1998 156568 SH SOLE 156568 0 0 * AXCELIS TECHNOLOGIES INC COM COMMON STOCK USD.001 054540109 286 215300 SH SOLE 215300 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AXIS CAPITAL HOLDINGS SHS COMMON STOCK G0692U109 12932 404632 SH SOLE 404632 0 0 USD.0125 * AXT INC COM COMMON STOCK USD.001 00246W103 566 135800 SH SOLE 135800 0 0 * AZZ INC COM COMMON STOCK USD1. 002474104 1263 27795 SH SOLE 27795 0 0 * B & G FOODS INC NEW COM COMMON STOCK USD.01 05508R106 1871 77725 SH SOLE 77725 0 0 * BABCOCK & WILCOX CO NEW COM COMMON STOCK USD.01 05615F102 8836 366038 SH SOLE 366038 0 0 BACTERIN INTL HLDGS INC COM COMMON STOCK 05644R101 3 1000 SH SOLE 1000 0 0 USD.000001 * BADGER METER INC COM COMMON STOCK USD1. 056525108 1045 35501 SH SOLE 35501 0 0 * BAIDU INC SPON ADR REP A ADR USD.00005 056752108 76359 655609 SH SOLE 655609 0 0 * BAKER HUGHES INC COM COMMON STOCK USD1. 057224107 58334 1199303 SH SOLE 1199303 0 0 * BALCHEM CORP COM COMMON STOCK 057665200 3698 91228 SH SOLE 91228 0 0 USD.0667 BALDWIN & LYONS INC CL A COMMON STOCK NPV 057755100 24 1000 SH SOLE 1000 0 0 BALDWIN & LYONS INC CL B COMMON STOCK NPV 057755209 418 19167 SH SOLE 19167 0 0 BALDWIN TECHNOLOGY INC CL A COMMON STOCK USD.01 058264102 171 190130 SH SOLE 190130 0 0 * BALL CORP COM COMMON STOCK NPV 058498106 14903 417327 SH SOLE 417327 0 0 * BALLANTYNE STRONG INC COM COMMON STOCK USD.01 058516105 337 82338 SH SOLE 82338 0 0 * BALLY TECHNOLOGIES INC COM COMMON STOCK USD.1 05874B107 4147 104828 SH SOLE 104828 0 0 * BALTIC TRADING LIMITED COM COMMON STOCK Y0553W103 1234 259700 SH SOLE 259700 0 0 BANCFIRST CORP COM COMMON STOCK USD1. 05945F103 211 5620 SH SOLE 5620 0 0 * BANCORP INC DEL COM COMMON STOCK USD1. 05969A105 522 72200 SH SOLE 72200 0 0 BANCORP NEW JERSEY INC NEW COM COMMON STOCK 059915108 6 600 SH SOLE 600 0 0 BANCORP RHODE ISLAND INC COM COMMON STOCK USD.01 059690107 860 21660 SH SOLE 21660 0 0 * BANCORPSOUTH INC COM COMMON STOCK USD2.5 059692103 3676 333552 SH SOLE 333552 0 0 BANCTRUST FINANCIAL GP COM COMMON STOCK USD.01 05978R107 49 39311 SH SOLE 39311 0 0 * BANK MUTUAL CORP NEW COM COMMON STOCK USD.01 063750103 209 65604 SH SOLE 65604 0 0 * BANK OF AMERICA CORPORATION COM COMMON STOCK USD.01 060505104 167789 30177811 SH SOLE 30177811 0 0 BANK COMM HLDGS COM COMMON STOCK NPV 06424J103 13 4000 SH SOLE 4000 0 0 * BANK HAWAII CORP COM COMMON STOCK USD.01 062540109 6436 144663 SH SOLE 144663 0 0 BANK KY FINL CORP COM COMMON STOCK NPV 062896105 58 2900 SH SOLE 2900 0 0 BANK OF MARIN BANCORP COM COMMON STOCK NPV 063425102 829 22053 SH SOLE 22053 0 0 * BANK OF NEW YORK MELLON CORP CO COMMON STOCK USD.01 064058100 68924 3461762 SH SOLE 3461762 0 0 BANK OF THE CAROLINES CORP COM COMMON STOCK USD5. 06425J102 6 22565 SH SOLE 22565 0 0 * BANK OF THE OZARKS INC COM COMMON STOCK USD.01 063904106 2547 85946 SH SOLE 85946 0 0 * BANKATLANTIC BANCORP CL A PAR $ COMMON STOCK USD.01 065908808 253 74860 SH SOLE 74860 0 0 BANKFINANCIAL CORP COM COMMON STOCK USD.01 06643P104 50 9023 SH SOLE 9023 0 0 * BANKRATE INC DEL COM COMMON STOCK 06647F102 22 1000 SH SOLE 1000 0 0 * BANKUNITED INC COM COMMON STOCK USD.01 06652K103 1072 48755 SH SOLE 48755 0 0 * BANNER CORP COM NEW COMMON STOCK USD.01 06652V208 712 41541 SH SOLE 41541 0 0 BAR HBR BANKSHARES COM COMMON STOCK USD2. 066849100 225 7500 SH SOLE 7500 0 0 * BARNES & NOBLE INC COM COMMON STOCK USD.001 067774109 2688 185661 SH SOLE 185661 0 0 * BARNES GROUP INC COM COMMON STOCK USD.01 067806109 947 39258 SH SOLE 39258 0 0 BARNWELL INDS INC COM COMMON STOCK USD.5 068221100 66 24600 SH SOLE 24600 0 0 BARRETT BUSINESS SERVICES IN COM COMMON STOCK USD.01 068463108 1501 75201 SH SOLE 75201 0 0 BARRY R G CORP OHIO COM COMMON STOCK USD1. 068798107 532 44042 SH SOLE 44042 0 0 * BASIC ENERGY SVCS INC NEW COM COMMON STOCK USD.01 06985P100 1484 75317 SH SOLE 75317 0 0 BASSETT FURNITURE INDS INC COM COMMON STOCK USD5. 070203104 311 41500 SH SOLE 41500 0 0 * BAXTER INTL INC COM COMMON STOCK USD1. 071813109 80623 1629414 SH SOLE 1629414 0 0 * BB&T CORP COM COMMON STOCK USD5. 054937107 51047 2028088 SH SOLE 2028088 0 0 * BBCN BANCORP INC COM ADDED COMMON STOCK USD.001 073295107 2930 310095 SH SOLE 310095 0 0 BCB BANCORP INC COM COMMON STOCK NPV 055298103 205 20300 SH SOLE 20300 0 0 BCSB BANCORP INC COM COMMON STOCK USD.01 055367106 43 4020 SH SOLE 4020 0 0 * BE AEROSPACE INC COM COMMON STOCK USD.01 073302101 13010 336084 SH SOLE 336084 0 0 BEACON FED BANCORP INC COM COMMON STOCK NPV 073582108 42 3000 SH SOLE 3000 0 0 BEACON POWER CORP COM NEW DELETED COMMON STOCK USD.01 073677205 1 25620 SH SOLE 25620 0 0 * BEACON ROOFING SUPPLY INC COM COMMON STOCK USD.01 073685109 2509 124026 SH SOLE 124026 0 0 * BEAM INC COM ADDED COMMON STOCK 073730103 24002 468520 SH SOLE 468520 0 0 USD3.125 BEASLEY BROADCAST GROUP INC CL A COMMON STOCK USD.001 074014101 220 69583 SH SOLE 69583 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BEAZER HOMES USA INC COM COMMON STOCK USD.001 07556Q105 480 193592 SH SOLE 193592 0 0 * BEBE STORES INC COM COMMON STOCK USD.001 075571109 1646 197644 SH SOLE 197644 0 0 * BECTON DICKINSON & CO COM COMMON STOCK USD1. 075887109 46031 616043 SH SOLE 616043 0 0 * BED BATH & BEYOND INC COM COMMON STOCK USD.01 075896100 43430 749189 SH SOLE 749189 0 0 BEL FUSE INC CL A COMMON STOCK USD.1 077347201 38 1800 SH SOLE 1800 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 302 16112 SH SOLE 16112 0 0 * BELDEN INC COM COMMON STOCK USD.01 077454106 3778 113508 SH SOLE 113508 0 0 * BELO CORP COM SER A COMMON STOCK USD1.67 080555105 2090 331738 SH SOLE 331738 0 0 * BEMIS INC COM COMMON STOCK USD.1 081437105 9921 329806 SH SOLE 329806 0 0 * BENCHMARK ELECTRS INC COM COMMON STOCK USD.1 08160H101 3869 287231 SH SOLE 287231 0 0 BENEFICIAL MUTUAL BANCORP IN COM COMMON STOCK USD.01 08173R104 393 46995 SH SOLE 46995 0 0 BENIHANA INC COM COMMON STOCK USD.1 082047101 545 53312 SH SOLE 53312 0 0 BERKSHIRE BANCORP INC DEL COM NEW COMMON STOCK USD.1 084597202 52 7345 SH SOLE 7345 0 0 BERKSHIRE HATHAWAY INC DEL CL A COMMON STOCK USD5. 084670108 221821 1933 SH SOLE 1933 0 0 * BERKSHIRE HATHAWAY INC DEL CL B COMMON STOCK 084670702 243049 3185440 SH SOLE 3185440 0 0 USD.0033 BERKSHIRE HILLS BANCORP INC COM COMMON STOCK USD.01 084680107 2156 97164 SH SOLE 97164 0 0 * BERRY PETE CO CL A COMMON STOCK USD.01 085789105 6034 143591 SH SOLE 143591 0 0 * BEST BUY INC COM COMMON STOCK USD.1 086516101 31094 1330511 SH SOLE 1330511 0 0 * BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 797 134169 SH SOLE 134169 0 0 * BIG 5 SPORTING GOODS CORP COM COMMON STOCK USD.01 08915P101 660 63199 SH SOLE 63199 0 0 * BIG LOTS INC COM COMMON STOCK USD.01 089302103 9409 249180 SH SOLE 249180 0 0 * BIGLARI HLDGS INC COM COMMON STOCK USD.5 08986R101 1337 3630 SH SOLE 3630 0 0 * BARRETT BILL CORP COM COMMON STOCK USD.001 06846N104 1468 43084 SH SOLE 43084 0 0 * BIO RAD LABS INC CL A COMMON STOCK 090572207 5773 60111 SH SOLE 60111 0 0 USD.0001 * BIO-REFERENCE LABS INC COM $.01 COMMON STOCK USD.01 09057G602 1816 111630 SH SOLE 111630 0 0 BIOCLINICA INC COM COMMON STOCK 09071B100 309 72726 SH SOLE 72726 0 0 USD.00025 * BIOCRYST PHARMACEUTICALS COM COMMON STOCK USD.01 09058V103 276 111800 SH SOLE 111800 0 0 * BIODEL INC COM COMMON STOCK USD.01 09064M105 39 63070 SH SOLE 63070 0 0 * BIODELIVERY SCIENCES INTL IN CO COMMON STOCK USD.001 09060J106 54 66100 SH SOLE 66100 0 0 BIOFUEL ENERGY CORP COM COMMON STOCK USD.01 09064Y109 208 305662 SH SOLE 305662 0 0 * BIOGEN IDEC INC COM COMMON STOCK 09062X103 74932 680894 SH SOLE 680894 0 0 USD.0005 * BIOLASE TECHNOLOGY INC COM COMMON STOCK USD.001 090911108 308 119938 SH SOLE 119938 0 0 * BIOMARIN PHARMACEUTICAL INC COM COMMON STOCK USD.001 09061G101 8060 234452 SH SOLE 234452 0 0 * BIOMED REALTY TRUST INC COM REIT USD.01 09063H107 11290 624435 SH SOLE 624435 0 0 * BIOMIMETIC THERAPEUTICS INC COM COMMON STOCK USD.001 09064X101 475 166499 SH SOLE 166499 0 0 BIONOVO INC COM NEW COMMON STOCK USD.001 090643206 13 56180 SH SOLE 56180 0 0 * BIOSANTE PHARMACEUTICALS INC CO COMMON STOCK NPV 09065V203 103 206019 SH SOLE 206019 0 0 * BIOSCRIP INC COM COMMON STOCK 09069N108 1313 240421 SH SOLE 240421 0 0 USD.0001 BIOSPECIFICS TECHNOLOGIES CO COM COMMON STOCK USD.001 090931106 146 8800 SH SOLE 8800 0 0 * BIOTIME INC COM COMMON STOCK NPV 09066L105 299 51400 SH SOLE 51400 0 0 BIRNER DENTAL MGMT SERVICES COM N COMMON STOCK NPV 091283200 40 2500 SH SOLE 2500 0 0 BITSTREAM INC CL A COMMON STOCK USD.01 091736108 85 14700 SH SOLE 14700 0 0 * BJS RESTAURANTS INC COM COMMON STOCK NPV 09180C106 2394 52817 SH SOLE 52817 0 0 * BLACK BOX CORP DEL COM COMMON STOCK USD.001 091826107 1493 53238 SH SOLE 53238 0 0 BLACK DIAMOND INC COM COMMON STOCK 09202G101 4 500 SH SOLE 500 0 0 USD.0001 * BLACK HILLS CORP COM COMMON STOCK USD1. 092113109 3643 108485 SH SOLE 108485 0 0 * BLACKBAUD INC COM COMMON STOCK USD.001 09227Q100 1025 36995 SH SOLE 36995 0 0 * BLACKROCK INC COM COMMON STOCK USD.01 09247X101 47298 265362 SH SOLE 265362 0 0 * BLACKROCK KELSO CAPITAL CORP CO COMMON STOCK USD.001 092533108 25 3054 SH SOLE 3054 0 0 * BLACKSTONE GROUP L P COM UNIT L LTD PART NPV 09253U108 12460 889382 SH SOLE 889382 0 0 BLONDER TONGUE LABS INC COM COMMON STOCK USD.001 093698108 25 20400 SH SOLE 20400 0 0 * BLOUNT INTL INC NEW COM COMMON STOCK USD.01 095180105 766 52721 SH SOLE 52721 0 0 * BLUE COAT SYSTEMS INC COM NEW COMMON STOCK 09534T508 2348 92260 SH SOLE 92260 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- BLUE DOLPHIN ENERGY CO COM PAR $. COMMON STOCK USD.01 095395307 100 23945 SH SOLE 23945 0 0 * BLUE NILE INC COM COMMON STOCK USD.001 09578R103 746 18253 SH SOLE 18253 0 0 BLUEFLY INC COM NEW COMMON STOCK USD.01 096227301 6 2919 SH SOLE 2919 0 0 * BLUEGREEN CORP COM COMMON STOCK USD.01 096231105 292 103758 SH SOLE 103758 0 0 * BLUELINX HLDGS INC COM COMMON STOCK USD.01 09624H109 150 99800 SH SOLE 99800 0 0 * BLYTH INC COM NEW COMMON STOCK USD.02 09643P207 1384 24372 SH SOLE 24372 0 0 BMB MUNAI INC COM DELETED COMMON STOCK USD.001 09656A105 5 34700 SH SOLE 34700 0 0 * BMC SOFTWARE INC COM COMMON STOCK USD.01 055921100 17090 521365 SH SOLE 521365 0 0 BNC BANCORP COM COMMON STOCK NPV 05566T101 4 600 SH SOLE 600 0 0 * BOARDWALK PIPELINE PARTNERS UT LTD PART NPV 096627104 5003 180810 SH SOLE 180810 0 0 * BOB EVANS FARMS INC COM COMMON STOCK USD.01 096761101 4038 120400 SH SOLE 120400 0 0 BODY CENT CORP COM COMMON STOCK 09689U102 1631 65347 SH SOLE 65347 0 0 * BOEING CO COM COMMON STOCK USD5. 097023105 160098 2182661 SH SOLE 2182661 0 0 BOFI HLDG INC COM COMMON STOCK USD.01 05566U108 772 47500 SH SOLE 47500 0 0 BOINGO WIRELESS INC COM COMMON STOCK 09739C102 52 6097 SH SOLE 6097 0 0 * BOISE INC COM COMMON STOCK 09746Y105 1853 260254 SH SOLE 260254 0 0 USD.0001 * BOK FINL CORP COM NEW COMMON STOCK 05561Q201 3694 67245 SH SOLE 67245 0 0 USD.00006 BOLT TECHNOLOGY CORP COM COMMON STOCK NPV 097698104 994 86900 SH SOLE 86900 0 0 * BON-TON STORES INC COM COMMON STOCK USD.01 09776J101 276 81999 SH SOLE 81999 0 0 * BONA FILM GROUP LTD SPONSORED A ADR 09777B107 15 3900 SH SOLE 3900 0 0 * BOOKS-A-MILLION INC COM COMMON STOCK USD.01 098570104 47 19500 SH SOLE 19500 0 0 * BOOZ ALLEN HAMILTON HLDG COR CL COMMON STOCK USD.01 099502106 17 1000 SH SOLE 1000 0 0 * BORGWARNER INC COM COMMON STOCK USD.01 099724106 19186 301006 SH SOLE 301006 0 0 * BOSTON BEER INC CL A COMMON STOCK USD.01 100557107 2127 19594 SH SOLE 19594 0 0 * BOSTON PRIVATE FINL HLDGS IN CO COMMON STOCK USD1. 101119105 888 111873 SH SOLE 111873 0 0 * BOSTON PROPERTIES INC COM REIT USD.01 101121101 67184 674542 SH SOLE 674542 0 0 * BOSTON SCIENTIFIC CORP COM COMMON STOCK USD.01 101137107 24823 4648577 SH SOLE 4648577 0 0 * BOTTOMLINE TECH DEL INC COM COMMON STOCK USD.001 101388106 2037 87913 SH SOLE 87913 0 0 BOVIE MEDICAL CORP COM COMMON STOCK USD.001 10211F100 29 13900 SH SOLE 13900 0 0 BOWL AMER INC CL A COMMON STOCK USD.1 102565108 76 5912 SH SOLE 5912 0 0 * BOYD GAMING CORP COM COMMON STOCK USD.01 103304101 277 37133 SH SOLE 37133 0 0 * BP PRUDHOE BAY RTY TR UNIT BEN ROYALTY TRST NPV 055630107 5433 47679 SH SOLE 47679 0 0 * BPZ RESOURCES INC COM COMMON STOCK NPV 055639108 542 190822 SH SOLE 190822 0 0 * BRADY CORP CL A COMMON STOCK USD.01 104674106 5462 173024 SH SOLE 173024 0 0 * BRANDYWINE RLTY TR SH BEN INT N REIT USD.01 105368203 5286 556460 SH SOLE 556460 0 0 * BRAVO BRIO RESTAURANT GROUP COM COMMON STOCK USD.001 10567B109 173 10094 SH SOLE 10094 0 0 * BRE PROPERTIES INC CL A REIT USD.01 05564E106 16168 320292 SH SOLE 320292 0 0 BREEZE EASTERN CORP COM COMMON STOCK USD.01 106764103 158 19800 SH SOLE 19800 0 0 * BREITBURN ENERGY PARTNERS LP CO LTD PART NPV 106776107 1693 88800 SH SOLE 88800 0 0 BRIDGE BANCORP INC COM COMMON STOCK USD.01 108035106 217 10900 SH SOLE 10900 0 0 BRIDGE CAP HLDGS COM COMMON STOCK NPV 108030107 232 22306 SH SOLE 22306 0 0 BRIDGELINE DIGITAL INC COM COMMON STOCK USD.001 10807Q205 3 5300 SH SOLE 5300 0 0 * BRIDGEPOINT ED INC COM COMMON STOCK USD.01 10807M105 1400 60863 SH SOLE 60863 0 0 BRIDGFORD FOODS CORP COM COMMON STOCK USD1. 108763103 182 18672 SH SOLE 18672 0 0 * BRIGGS & STRATTON CORP COM COMMON STOCK USD.01 109043109 3193 206155 SH SOLE 206155 0 0 * BRIGHTPOINT INC COM NEW COMMON STOCK USD.01 109473405 1907 177197 SH SOLE 177197 0 0 * BRINKS CO COM COMMON STOCK USD1. 109696104 4352 161888 SH SOLE 161888 0 0 * BRINKER INTL INC COM COMMON STOCK USD.1 109641100 6318 236098 SH SOLE 236098 0 0 * BRISTOL MYERS SQUIBB CO COM COMMON STOCK USD.1 110122108 189121 5366659 SH SOLE 5366659 0 0 * BRISTOW GROUP INC COM COMMON STOCK USD.01 110394103 2461 51926 SH SOLE 51926 0 0 * BROADCOM CORP CL A COMMON STOCK 111320107 36160 1231614 SH SOLE 1231614 0 0 USD.0001 * BROADRIDGE FINL SOLUTIONS IN CO COMMON STOCK USD.01 11133T103 7282 322945 SH SOLE 322945 0 0 * BROADSOFT INC COM COMMON STOCK 11133B409 1718 56889 SH SOLE 56889 0 0 BROADVISION INC COM PAR $.001 COMMON STOCK 111412706 14 1300 SH SOLE 1300 0 0 USD.0001 * BROADWIND ENERGY INC COM COMMON STOCK USD.001 11161T108 478 702300 SH SOLE 702300 0 0 * BROCADE COMMUNICATIONS SYS I CO COMMON STOCK USD.001 111621306 6191 1192849 SH SOLE 1192849 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BROOKDALE SR LIVING INC COM COMMON STOCK USD.01 112463104 3285 188883 SH SOLE 188883 0 0 * BROOKFIELD INFRAST PARTNERS LP LTD PART NPV G16252101 8663 312757 SH SOLE 312757 0 0 * BROOKFIELD RESIDENTIAL PPTYS CO COMMON STOCK 11283W104 188 24100 SH SOLE 24100 0 0 * BROOKLINE BANCORP INC DEL COM COMMON STOCK USD.01 11373M107 2261 267942 SH SOLE 267942 0 0 BROOKLYN FEDERAL BANCORP INC COM COMMON STOCK USD.01 114039100 2 1804 SH SOLE 1804 0 0 * BROOKS AUTOMATION INC COM COMMON STOCK USD.01 114340102 1572 153067 SH SOLE 153067 0 0 * BROWN & BROWN INC COM COMMON STOCK USD.1 115236101 8707 384748 SH SOLE 384748 0 0 BROWN FORMAN CORP CL A COMMON STOCK USD.15 115637100 5467 68969 SH SOLE 68969 0 0 * BROWN FORMAN CORP CL B COMMON STOCK USD.15 115637209 22560 280219 SH SOLE 280219 0 0 * BROWN SHOE INC NEW COM COMMON STOCK USD.01 115736100 874 98205 SH SOLE 98205 0 0 BRT RLTY TR SH BEN INT NEW REIT USD3.0 055645303 22 3500 SH SOLE 3500 0 0 * BRUKER CORP COM COMMON STOCK USD.01 116794108 3034 244320 SH SOLE 244320 0 0 * BRUNSWICK CORP COM COMMON STOCK USD.75 117043109 4789 265154 SH SOLE 265154 0 0 BRYN MAWR BK CORP COM COMMON STOCK USD1. 117665109 665 34136 SH SOLE 34136 0 0 * BSD MED CORP DEL COM COMMON STOCK USD.001 055662100 120 50443 SH SOLE 50443 0 0 * BSQUARE CORP COM NEW COMMON STOCK NPV 11776U300 145 42450 SH SOLE 42450 0 0 BTU INTL INC COM COMMON STOCK USD.01 056032105 92 35273 SH SOLE 35273 0 0 * BUCKEYE PARTNERS L P UNIT LTD P LTD PART NPV 118230101 19331 302143 SH SOLE 302143 0 0 * BUCKEYE TECHNOLOGIES INC COM COMMON STOCK USD.01 118255108 2031 60733 SH SOLE 60733 0 0 * BUCKLE INC COM COMMON STOCK USD.01 118440106 3511 85903 SH SOLE 85903 0 0 * BUFFALO WILD WINGS INC COM COMMON STOCK NPV 119848109 5272 78094 SH SOLE 78094 0 0 * BUILD A BEAR WORKSHOP COM COMMON STOCK USD.01 120076104 678 80155 SH SOLE 80155 0 0 * BUILDERS FIRSTSOURCE INC COM COMMON STOCK USD.01 12008R107 395 193781 SH SOLE 193781 0 0 * BUNGE LIMITED COM COMMON STOCK USD.01 G16962105 21685 379116 SH SOLE 379116 0 0 C & F FINL CORP COM COMMON STOCK USD1. 12466Q104 55 2050 SH SOLE 2050 0 0 * C H ROBINSON WORLDWIDE INC COM COMMON STOCK USD.1 12541W209 34545 495062 SH SOLE 495062 0 0 * C&J ENERGY SVCS INC COM COMMON STOCK USD.01 12467B304 17 828 SH SOLE 828 0 0 * CA INC COM COMMON STOCK USD.1 12673P105 27270 1349013 SH SOLE 1349013 0 0 * CABELAS INC COM COMMON STOCK USD.01 126804301 5199 204507 SH SOLE 204507 0 0 * CABLEVISION SYS CORP CL A NY CA COMMON STOCK USD.01 12686C109 10409 732014 SH SOLE 732014 0 0 * CABOT CORP COM COMMON STOCK USD1. 127055101 5206 161974 SH SOLE 161974 0 0 * CABOT MICROELECTRONICS CORP COM COMMON STOCK USD.001 12709P103 2653 56145 SH SOLE 56145 0 0 * CABOT OIL & GAS CORP COM COMMON STOCK USD.1 127097103 23791 313451 SH SOLE 313451 0 0 * CACHE INC COM NEW COMMON STOCK USD.01 127150308 779 125900 SH SOLE 125900 0 0 * CACI INTL INC CL A COMMON STOCK USD.1 127190304 4259 76165 SH SOLE 76165 0 0 * CADENCE DESIGN SYSTEM INC COM COMMON STOCK USD.01 127387108 7283 700310 SH SOLE 700310 0 0 * CADENCE PHARMACEUTICALS INC COM COMMON STOCK 12738T100 353 89425 SH SOLE 89425 0 0 USD.0001 * CADIZ INC COM NEW COMMON STOCK USD.01 127537207 43 4502 SH SOLE 4502 0 0 CAGLES INC CL A DELETED COMMON STOCK USD1. 127703106 1 14000 SH SOLE 14000 0 0 * CAI INTERNATIONAL INC COM COMMON STOCK 12477X106 917 59289 SH SOLE 59289 0 0 USD.0001 * CAL DIVE INTL INC DEL COM COMMON STOCK USD.01 12802T101 301 133921 SH SOLE 133921 0 0 * CAL MAINE FOODS INC COM NEW COMMON STOCK USD.01 128030202 1580 43196 SH SOLE 43196 0 0 * CALAMOS ASSET MGMT INC CL A COMMON STOCK USD.01 12811R104 730 58329 SH SOLE 58329 0 0 * CALAMP CORP COM COMMON STOCK USD.01 128126109 822 193515 SH SOLE 193515 0 0 CALAVO GROWERS INC COM COMMON STOCK USD.001 128246105 1001 38965 SH SOLE 38965 0 0 * CALGON CARBON CORP COM COMMON STOCK USD.01 129603106 1352 86041 SH SOLE 86041 0 0 CALIFORNIA FIRST NTNL BANCOR COM COMMON STOCK USD.01 130222102 63 3939 SH SOLE 3939 0 0 * CALIFORNIA WTR SVC GROUP COM COMMON STOCK USD.01 130788102 1572 86063 SH SOLE 86063 0 0 * CALIX INC COM COMMON STOCK 13100M509 486 75173 SH SOLE 75173 0 0 * CALLAWAY GOLF CO COM COMMON STOCK USD.01 131193104 58 10474 SH SOLE 10474 0 0 * CALLIDUS SOFTWARE INC COM COMMON STOCK USD.001 13123E500 345 53700 SH SOLE 53700 0 0 * CALLON PETE CO DEL COM COMMON STOCK USD.01 13123X102 869 174900 SH SOLE 174900 0 0 * CALPINE CORP COM NEW COMMON STOCK USD.001 131347304 15368 941118 SH SOLE 941118 0 0 * CALUMET SPECIALTY PRODS PTNR UT LTD PART NPV 131476103 1879 93202 SH SOLE 93202 0 0 * CAMAC ENERGY INC COM COMMON STOCK USD.01 131745101 173 170900 SH SOLE 170900 0 0 CAMBIUM LEARNING GRP INC COM COMMON STOCK USD.001 13201A107 2 800 SH SOLE 800 0 0 * CAMBREX CORP COM COMMON STOCK USD.1 132011107 834 116159 SH SOLE 116159 0 0 CAMCO FINL CORP COM COMMON STOCK USD1. 132618109 49 38965 SH SOLE 38965 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CAMDEN NATL CORP COM COMMON STOCK NPV 133034108 991 30400 SH SOLE 30400 0 0 * CAMDEN PPTY TR SH BEN INT REIT USD.01 133131102 21108 339140 SH SOLE 339140 0 0 * CAMELOT INFORMATION SYS INC ADS ADR NPV 13322V105 39 13700 SH SOLE 13700 0 0 * CAMERON INTERNATIONAL CORP COM COMMON STOCK USD.01 13342B105 35221 716015 SH SOLE 716015 0 0 * CAMPBELL SOUP CO COM COMMON STOCK 134429109 24503 737160 SH SOLE 737160 0 0 USD.0375 * CAMPUS CREST CMNTYS INC COM REIT 13466Y105 684 68000 SH SOLE 68000 0 0 * CANADIAN SOLAR INC COM COMMON STOCK NPV 136635109 358 134400 SH SOLE 134400 0 0 * CANO PETE INC COM COMMON STOCK 137801106 8 121150 SH SOLE 121150 0 0 USD.0001 * CANTEL MEDICAL CORP COM COMMON STOCK USD.1 138098108 857 30675 SH SOLE 30675 0 0 CAPE BANCORP INC COM COMMON STOCK USD.01 139209100 11 1347 SH SOLE 1347 0 0 * CAPELLA EDUCATION COMPANY COM COMMON STOCK USD.01 139594105 1836 50938 SH SOLE 50938 0 0 CAPITAL BK CORP COM COMMON STOCK NPV 139793103 73 36552 SH SOLE 36552 0 0 CAPITAL CITY BK GROUP INC COM COMMON STOCK USD.01 139674105 437 45770 SH SOLE 45770 0 0 * CAPITAL ONE FINL CORP COM COMMON STOCK USD.01 14040H105 61178 1446632 SH SOLE 1446632 0 0 * CAPITAL PRODUCT PARTNERS L P CO LTD PART Y11082107 781 127339 SH SOLE 127339 0 0 * CAPITAL SR LIVING CORP COM COMMON STOCK USD.01 140475104 694 87416 SH SOLE 87416 0 0 CAPITAL SOUTHWEST CORP COM COMMON STOCK USD1. 140501107 9 107 SH SOLE 107 0 0 * CAPITAL TRUST INC MD CL A NEW REIT USD.01 14052H506 283 125675 SH SOLE 125675 0 0 * CAPITALSOURCE INC COM COMMON STOCK USD.01 14055X102 10440 1558169 SH SOLE 1558169 0 0 * CAPITOL FED FINL INC COM COMMON STOCK USD.01 14057J101 2757 238866 SH SOLE 238866 0 0 * CAPLEASE INC COM REIT USD.01 140288101 1325 327923 SH SOLE 327923 0 0 * CAPSTEAD MTG CORP COM NO PAR REIT USD.01 14067E506 1813 145770 SH SOLE 145770 0 0 * CAPSTONE TURBINE CORP COM COMMON STOCK USD.001 14067D102 835 719400 SH SOLE 719400 0 0 * CARBO CERAMICS INC COM COMMON STOCK USD.01 140781105 8766 71074 SH SOLE 71074 0 0 CARBONITE INC COM COMMON STOCK 141337105 2 200 SH SOLE 200 0 0 * CARDICA INC COM COMMON STOCK USD.001 14141R101 108 50000 SH SOLE 50000 0 0 * CARDINAL FINL CORP COM COMMON STOCK USD1. 14149F109 886 82520 SH SOLE 82520 0 0 * CARDINAL HEALTH INC COM COMMON STOCK NPV 14149Y108 47736 1175483 SH SOLE 1175483 0 0 * CARDIONET INC COM COMMON STOCK USD.001 14159L103 196 82800 SH SOLE 82800 0 0 * CARDIOVASCULAR SYS INC DEL COM COMMON STOCK NPV 141619106 233 23680 SH SOLE 23680 0 0 CARDIUM THERAPEUTICS INC COM COMMON STOCK 141916106 85 291000 SH SOLE 291000 0 0 USD.0001 * CARDTRONICS INC COM COMMON STOCK 14161H108 5195 191992 SH SOLE 191992 0 0 USD.0001 * CAREER EDUCATION CORP COM COMMON STOCK USD.01 141665109 1941 243496 SH SOLE 243496 0 0 * CAREFUSION CORP COM COMMON STOCK USD.01 14170T101 17323 681726 SH SOLE 681726 0 0 * CARIBOU COFFEE INC COM COMMON STOCK USD.01 142042209 718 51500 SH SOLE 51500 0 0 * CARLISLE COS INC COM COMMON STOCK USD1. 142339100 9076 204867 SH SOLE 204867 0 0 * CARMAX INC COM COMMON STOCK USD.5 143130102 19486 639310 SH SOLE 639310 0 0 * CARMIKE CINEMAS INC COM COMMON STOCK USD.03 143436400 474 68839 SH SOLE 68839 0 0 * CARNIVAL CORP PAIRED CTF COMMON STOCK USD.01 143658300 42180 1292267 SH SOLE 1292267 0 0 * CARPENTER TECHNOLOGY CORP COM COMMON STOCK USD5. 144285103 6880 133650 SH SOLE 133650 0 0 CARRIAGE SVCS INC COM COMMON STOCK USD.01 143905107 936 167100 SH SOLE 167100 0 0 * CARRIZO OIL & CO INC COM COMMON STOCK USD.01 144577103 2014 76432 SH SOLE 76432 0 0 CARROLLTON BANCORP COM COMMON STOCK USD1. 145282109 39 14363 SH SOLE 14363 0 0 CARROLS RESTAURANT GROUP INC COM COMMON STOCK USD.01 14574X104 690 59617 SH SOLE 59617 0 0 * CARTER INC COM COMMON STOCK USD.01 146229109 3108 78078 SH SOLE 78078 0 0 CARVER BANCORP INC COM NEW ADDED COMMON STOCK USD.01 146875604 1 166 SH SOLE 166 0 0 CAS MED SYS INC COM PAR $0.004 COMMON STOCK USD.004 124769209 11 6600 SH SOLE 6600 0 0 CASCADE BANCORP COM NEW COMMON STOCK NPV 147154207 271 61772 SH SOLE 61772 0 0 * CASCADE CORP COM COMMON STOCK USD.5 147195101 1424 30187 SH SOLE 30187 0 0 * CASELLA WASTE SYS INC CL A COMMON STOCK USD.01 147448104 471 73640 SH SOLE 73640 0 0 * CASEYS GEN STORES INC COM COMMON STOCK NPV 147528103 6840 132783 SH SOLE 132783 0 0 * CASH AMER INTL INC COM COMMON STOCK USD.1 14754D100 3171 67997 SH SOLE 67997 0 0 CASS INFORMATION SYS INC COM COMMON STOCK USD.5 14808P109 445 12237 SH SOLE 12237 0 0 * CASTLE A M & CO COM COMMON STOCK USD.01 148411101 426 45049 SH SOLE 45049 0 0 * CASUAL MALE RETAIL GRP INC COM COMMON STOCK USD.01 148711302 711 207827 SH SOLE 207827 0 0 * CATALYST HEALTH SOLUTIONS IN CO COMMON STOCK USD.01 14888B103 8443 162358 SH SOLE 162358 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CATALYST PHARM PARTNERS INC COM COMMON STOCK USD.001 14888U101 14 10500 SH SOLE 10500 0 0 * CATERPILLAR INC DEL COM COMMON STOCK USD1. 149123101 166446 1837156 SH SOLE 1837156 0 0 * CATHAY GENERAL BANCORP COM COMMON STOCK USD.01 149150104 2644 177072 SH SOLE 177072 0 0 * CATO CORP NEW CL A COMMON STOCK USD.033 149205106 2614 108004 SH SOLE 108004 0 0 CAVCO INDS INC DEL COM COMMON STOCK USD.01 149568107 766 19130 SH SOLE 19130 0 0 * CAVIUM INC COM COMMON STOCK USD.001 14964U108 2744 96520 SH SOLE 96520 0 0 * CBEYOND INC COM COMMON STOCK USD.01 149847105 779 97200 SH SOLE 97200 0 0 * CBIZ INC COM COMMON STOCK USD.01 124805102 1924 314834 SH SOLE 314834 0 0 * CBL & ASSOC PPTYS INC COM REIT USD.01 124830100 10594 674778 SH SOLE 674778 0 0 * CBOE HLDGS INC COM COMMON STOCK 12503M108 6443 249163 SH SOLE 249163 0 0 * CBRE GROUP INC CL A ADDED COMMON STOCK USD.01 12504L109 12684 833405 SH SOLE 833405 0 0 * CBS CORP NEW CL A COMMON STOCK USD.001 124857103 57 2050 SH SOLE 2050 0 0 * CBS CORP NEW CL B COMMON STOCK USD.001 124857202 53628 1975981 SH SOLE 1975981 0 0 CCA INDS INC COM COMMON STOCK USD.01 124867102 138 29158 SH SOLE 29158 0 0 * CDC CORPORATION SHS CLASS -A - COMMON STOCK G2022L114 11 67966 SH SOLE 67966 0 0 USD.00025 CDC SOFTWARE CORP SPN ADR LV III ADR USD.001 12507Y108 21 8100 SH SOLE 8100 0 0 * C D I CORP COM COMMON STOCK USD.1 125071100 672 48695 SH SOLE 48695 0 0 * CEC ENTMT INC COM COMMON STOCK USD.1 125137109 2042 59288 SH SOLE 59288 0 0 CECO ENVIRONMENTAL CORP COM COMMON STOCK USD.01 125141101 692 122400 SH SOLE 122400 0 0 * CEDAR FAIR L P DEPOSITRY UNIT LTD PART NPV 150185106 2074 96468 SH SOLE 96468 0 0 * CEDAR REALTY TRUST INC COM NEW REIT USD.06 150602209 1183 274399 SH SOLE 274399 0 0 CEL-SCI CORP COM NEW COMMON STOCK USD.01 150837409 184 634800 SH SOLE 634800 0 0 * CELADON GROUP INC COM COMMON STOCK USD.033 150838100 740 62670 SH SOLE 62670 0 0 * CELANESE CORP DEL COM SER A COMMON STOCK 150870103 23001 519568 SH SOLE 519568 0 0 USD.0001 * CELGENE CORP COM COMMON STOCK USD.01 151020104 84668 1252481 SH SOLE 1252481 0 0 CELGENE CORP RIGHT 12/31/2011 EXP 31DEC30 151020112 34 24107 SH SOLE 24107 0 0 * CELL THERAPEUTICS INC COM NO PA COMMON STOCK NPV 150934602 343 295694 SH SOLE 295694 0 0 * CELLDEX THERAPEUTICS INC NEW CO COMMON STOCK USD.001 15117B103 445 171054 SH SOLE 171054 0 0 * CELSION CORPORATION COM NEW COMMON STOCK USD.01 15117N305 57 33400 SH SOLE 33400 0 0 * CENTENE CORP DEL COM COMMON STOCK USD.001 15135B101 5700 143972 SH SOLE 143972 0 0 CENTER BANCORP INC COM COMMON STOCK NPV 151408101 320 32766 SH SOLE 32766 0 0 * CENTERPOINT ENERGY INC COM COMMON STOCK USD.01 15189T107 26234 1305829 SH SOLE 1305829 0 0 CENTERSTATE BANKS INC COM COMMON STOCK USD.01 15201P109 305 46040 SH SOLE 46040 0 0 CENTRAL BANCORP INC MASS COM COMMON STOCK USD1. 152418109 84 4899 SH SOLE 4899 0 0 * CENTRAL EUROPEAN DIST CORP COM COMMON STOCK USD.01 153435102 812 185592 SH SOLE 185592 0 0 * CENTRAL EUROPEAN MEDIA ENTRP CL COMMON STOCK USD.08 G20045202 774 118707 SH SOLE 118707 0 0 CENTRAL FED CORP COM COMMON STOCK USD.01 15346Q103 6 7300 SH SOLE 7300 0 0 * CENTRAL GARDEN & PET CO COM COMMON STOCK USD.01 153527106 149 18200 SH SOLE 18200 0 0 * CENTRAL GARDEN & PET CO CL A NO COMMON STOCK USD.01 153527205 1034 124271 SH SOLE 124271 0 0 * CENTRAL PAC FINL CORP COM NEW COMMON STOCK NPV 154760409 2009 155497 SH SOLE 155497 0 0 CENTRAL VALLEY CMNTY BANCORP COM COMMON STOCK NPV 155685100 10 1900 SH SOLE 1900 0 0 CENTRAL VT PUB SVC CORP COM COMMON STOCK USD6. 155771108 851 24244 SH SOLE 24244 0 0 * CENTURY ALUM CO COM COMMON STOCK USD.01 156431108 1622 190650 SH SOLE 190650 0 0 CENTURY BANCORP INC MASS CL A NON COMMON STOCK USD1. 156432106 676 23952 SH SOLE 23952 0 0 CENTURY CASINOS INC COM COMMON STOCK USD.01 156492100 131 50700 SH SOLE 50700 0 0 * CENTURYLINK INC COM COMMON STOCK USD1. 156700106 68003 1828035 SH SOLE 1828035 0 0 * CENVEO INC COM COMMON STOCK USD.01 15670S105 591 173863 SH SOLE 173863 0 0 * CEPHEID COM COMMON STOCK NPV 15670R107 4544 132042 SH SOLE 132042 0 0 * CERADYNE INC COM COMMON STOCK USD.01 156710105 1644 61405 SH SOLE 61405 0 0 * CEREPLAST INC COM NEW COMMON STOCK USD.001 156732307 19 20300 SH SOLE 20300 0 0 * CERNER CORP COM COMMON STOCK USD.01 156782104 27496 448920 SH SOLE 448920 0 0 * CERUS CORP COM COMMON STOCK USD.001 157085101 298 106600 SH SOLE 106600 0 0 * CEVA INC COM COMMON STOCK USD.001 157210105 2076 68595 SH SOLE 68595 0 0 * CF INDS HLDGS INC COM COMMON STOCK USD.01 125269100 26829 185050 SH SOLE 185050 0 0 CFS BANCORP INC COM COMMON STOCK USD.01 12525D102 207 47892 SH SOLE 47892 0 0 CH ENERGY GROUP INC COM COMMON STOCK USD.1 12541M102 919 15735 SH SOLE 15735 0 0 CHAMPION INDS INC W VA COM COMMON STOCK USD1. 158520106 26 33843 SH SOLE 33843 0 0 * CHARLES & COLVARD LTD COM COMMON STOCK NPV 159765106 301 116973 SH SOLE 116973 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CHARLES RIV LABS INTL INC COM COMMON STOCK USD.01 159864107 4487 164196 SH SOLE 164196 0 0 CHARM COMMUNICATIONS INC ADR SHS GLOBAL DEPOSITORY 16112R101 27 3100 SH SOLE 3100 0 0 RECEIPT * CHARMING SHOPPES INC COM COMMON STOCK USD.1 161133103 1968 401715 SH SOLE 401715 0 0 * CHART INDS INC COM PAR $0.01 COMMON STOCK USD.01 16115Q308 4629 85603 SH SOLE 85603 0 0 * CHARTER COMMUNICATIONS INC D CL COMMON STOCK 16117M305 15805 277572 SH SOLE 277572 0 0 CHARTER FINL CORP WEST PT GA COM COMMON STOCK USD.01 16122M100 17 1795 SH SOLE 1795 0 0 CHASE CORP COM COMMON STOCK USD.1 16150R104 211 15150 SH SOLE 15150 0 0 CHATHAM LODGING TR COM REIT 16208T102 14 1300 SH SOLE 1300 0 0 * CHECK POINT SOFTWARE TECH LT OR COMMON STOCK USD.01 M22465104 27882 530690 SH SOLE 530690 0 0 * CHECKPOINT SYS INC COM COMMON STOCK USD.1 162825103 1501 137202 SH SOLE 137202 0 0 * CHEESECAKE FACTORY INC COM COMMON STOCK USD.01 163072101 5283 179991 SH SOLE 179991 0 0 CHEFS WHSE INC COM COMMON STOCK 163086101 7 400 SH SOLE 400 0 0 * CHELSEA THERAPEUTICS INTL LT CO COMMON STOCK NPV 163428105 663 129300 SH SOLE 129300 0 0 * CHEMED CORP NEW COM COMMON STOCK USD1. 16359R103 4127 80599 SH SOLE 80599 0 0 * CHEMICAL FINL CORP COM COMMON STOCK USD1. 163731102 1716 80481 SH SOLE 80481 0 0 * CHEMTURA CORP COM NEW COMMON STOCK USD.01 163893209 1590 140175 SH SOLE 140175 0 0 * CHENIERE ENERGY INC COM NEW COMMON STOCK USD.003 16411R208 1479 170206 SH SOLE 170206 0 0 * CHENIERE ENERGY PARTNERS LP COM LTD PART NPV 16411Q101 261 14500 SH SOLE 14500 0 0 CHEROKEE INC DEL NEW COM COMMON STOCK USD.02 16444H102 374 32054 SH SOLE 32054 0 0 * CHESAPEAKE ENERGY CORP COM COMMON STOCK USD.01 165167107 38876 1744101 SH SOLE 1744101 0 0 * CHESAPEAKE LODGING TR SH BEN IN REIT USD.01 165240102 1311 84777 SH SOLE 84777 0 0 * CHESAPEAKE MIDSTREAM PARTNER UN LTD PART 16524K108 574 19782 SH SOLE 19782 0 0 CHESAPEAKE UTILS CORP COM COMMON STOCK 165303108 1351 31166 SH SOLE 31166 0 0 USD.4867 CHEVIOT FINL CORP COM COMMON STOCK USD.01 166774109 31 4219 SH SOLE 4219 0 0 * CHEVRON CORP NEW COM COMMON STOCK USD.75 166764100 620849 5835043 SH SOLE 5835043 0 0 * CHICAGO BRIDGE & IRON CO N V N NY REG SHRS EUR.01 167250109 8851 234166 SH SOLE 234166 0 0 CHICAGO RIVET & MACH CO COM COMMON STOCK USD1. 168088102 50 2900 SH SOLE 2900 0 0 * CHICOS FAS INC COM COMMON STOCK USD.01 168615102 4541 407667 SH SOLE 407667 0 0 CHICOPEE BANCORP INC COM COMMON STOCK NPV 168565109 268 19113 SH SOLE 19113 0 0 * CHILDRENS PL RETAIL STORES I CO COMMON STOCK USD.1 168905107 6618 124581 SH SOLE 124581 0 0 * CHIMERA INVT CORP COM REIT USD.01 16934Q109 5712 2275617 SH SOLE 2275617 0 0 CHINA ADVANCED CONSTR MATLS COM COMMON STOCK USD.001 169365103 82 34600 SH SOLE 34600 0 0 CHINA ARMCO METALS INC COM COMMON STOCK USD.001 16936C108 11 36600 SH SOLE 36600 0 0 CHINA AUTO LOGISTICS INC COM COMMON STOCK USD.001 16936J103 2 2700 SH SOLE 2700 0 0 * CHINA AUTOMOTIVE SYS INC COM COMMON STOCK 16936R105 21 6400 SH SOLE 6400 0 0 USD.0001 * CHINA BAK BATTERY INC COM COMMON STOCK USD.001 16936Y100 12 18700 SH SOLE 18700 0 0 CHINA BIOLOGIC PRODS INC COM COMMON STOCK 16938C106 243 23200 SH SOLE 23200 0 0 USD.0001 CHINA CERAMICS CO LTD SHS COMMON STOCK G2113X100 42 15000 SH SOLE 15000 0 0 CHINA CORD BLOOD CORP SHS COMMON STOCK G21107100 464 175176 SH SOLE 175176 0 0 USD.0001 * CHINA DIGITAL TV HLDG CO LTD SP ADR USD.0005 16938G107 113 35700 SH SOLE 35700 0 0 * CHINA ED ALLIANCE INC COM PAR $ COMMON STOCK USD.001 16938Y306 27 44633 SH SOLE 44633 0 0 * CHINA GENGSHENG MINERALS INC CO COMMON STOCK USD.001 16942P101 93 135300 SH SOLE 135300 0 0 * CHINA GERUI ADV MAT GR LTD SHS COMMON STOCK G21101103 680 202963 SH SOLE 202963 0 0 USD.0001 * CHINA GREEN AGRICULTURE INC COM COMMON STOCK USD.001 16943W105 428 142500 SH SOLE 142500 0 0 CHINA HGS REAL ESTATE INC COM COMMON STOCK 16948W100 1 1700 SH SOLE 1700 0 0 CHINA HYDROELECTRIC CORP SPONSORE ADR 16949D101 48 42000 SH SOLE 42000 0 0 CHINA INFRASTRUCTURE INVT CO COM COMMON STOCK USD.001 16944H107 4 18100 SH SOLE 18100 0 0 CHINA JO-JO DRUGSTORES INC COM NE COMMON STOCK USD.001 16949A206 33 29300 SH SOLE 29300 0 0 CHINA KANGHUI HLDGS SPONSORED ADR ADR 16890V100 5 347 SH SOLE 347 0 0 * CHINA LODGING GROUP LTD SPONSOR ADR 16949N109 1793 126300 SH SOLE 126300 0 0 * CHINA MARINE FOOD GROUP LTD COM COMMON STOCK USD.001 16943R106 151 127200 SH SOLE 127200 0 0 * 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 USD.001 G2110U109 4 533 SH SOLE 533 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 NEPSTAR CHAIN DRUGSTOR SP ADR USD.0001 16943C109 70 45800 SH SOLE 45800 0 0 * CHINA NEW BORUN CORP ADR ADR USD.001 16890T105 208 66300 SH SOLE 66300 0 0 * CHINA NORTH EAST PETE HLDG L CO COMMON STOCK USD.001 16941G102 6 2800 SH SOLE 2800 0 0 CHINA NUOKANG BIO-PHARM INC SPONS ADR 16949B113 7 2500 SH SOLE 2500 0 0 CHINA PHARMA HLDGS INC COM COMMON STOCK USD.001 16941T104 7 11000 SH SOLE 11000 0 0 * CHINA REAL ESTATE INFO CORP ADR ADR 16948Q103 587 145000 SH SOLE 145000 0 0 * CHINA RECYCLING ENERGY CORP COM COMMON STOCK USD.001 168913101 178 150783 SH SOLE 150783 0 0 * CHINA SKY ONE MED INC COM COMMON STOCK USD.001 16941P102 20 19700 SH SOLE 19700 0 0 * CHINA TECHFAITH WIRLS COMM T SP ADR USD.00002 169424108 180 100000 SH SOLE 100000 0 0 * CHINA TRANSINFO TECHNLGY COR CO COMMON STOCK USD.001 169453107 37 10700 SH SOLE 10700 0 0 * CHINA VALVES TECHNOLOGY INC COM COMMON STOCK USD.001 169476207 339 158400 SH SOLE 158400 0 0 * CHINA XD PLASTICS CO LTD COM COMMON STOCK 16948F107 589 110338 SH SOLE 110338 0 0 USD.0001 CHINA YIDA HOLDINGS CO COM NEW COMMON STOCK USD.001 16945D204 51 25400 SH SOLE 25400 0 0 * CHINA YUCHAI INTL LTD COM COMMON STOCK USD.1 G21082105 1605 116400 SH SOLE 116400 0 0 * CHINACAST EDU CORP COM COMMON STOCK 16946T109 454 74200 SH SOLE 74200 0 0 USD.0001 CHINAEDU CORP SPONS ADR ADR USD.01 16945L107 30 5200 SH SOLE 5200 0 0 CHINANET ONLINE HLDGS INC COM COMMON STOCK USD.001 16949H102 31 28500 SH SOLE 28500 0 0 CHINDEX INTERNATIONAL INC COM COMMON STOCK USD.01 169467107 305 35840 SH SOLE 35840 0 0 * CHIPMOS TECH BERMUDA LTD SHS COMMON STOCK USD.01 G2110R114 357 69100 SH SOLE 69100 0 0 * CHIPOTLE MEXICAN GRILL INC COM COMMON STOCK USD.01 169656105 30673 90817 SH SOLE 90817 0 0 * CHIQUITA BRANDS INTL INC COM COMMON STOCK USD.01 170032809 1316 157738 SH SOLE 157738 0 0 * CHOICE HOTELS INTL INC COM COMMON STOCK USD.01 169905106 1744 45833 SH SOLE 45833 0 0 * CHRISTOPHER & BANKS CORP COM COMMON STOCK USD.01 171046105 413 176484 SH SOLE 176484 0 0 CHROMCRAFT REVINGTON INC COM COMMON STOCK USD.01 171117104 15 13900 SH SOLE 13900 0 0 * CHUBB CORP COM COMMON STOCK USD1. 171232101 64991 938912 SH SOLE 938912 0 0 * CHURCH & DWIGHT INC COM COMMON STOCK USD1. 171340102 19426 424523 SH SOLE 424523 0 0 * CHURCHILL DOWNS INC COM COMMON STOCK NPV 171484108 1206 23132 SH SOLE 23132 0 0 CHYRON CORP COM PAR $.01 COMMON STOCK USD.01 171605306 39 27466 SH SOLE 27466 0 0 * CIBER INC COM COMMON STOCK USD.01 17163B102 1726 447150 SH SOLE 447150 0 0 * CIENA CORP COM NEW COMMON STOCK USD.01 171779309 2342 193523 SH SOLE 193523 0 0 CIFC CORP COM COMMON STOCK USD.001 12547R105 73 13600 SH SOLE 13600 0 0 * CIGNA CORPORATION COM COMMON STOCK USD.25 125509109 35942 855750 SH SOLE 855750 0 0 * CIMAREX ENERGY CO COM COMMON STOCK USD.01 171798101 15118 244234 SH SOLE 244234 0 0 * CINCINNATI BELL INC NEW COM COMMON STOCK USD.01 171871106 2304 760341 SH SOLE 760341 0 0 * CINCINNATI FINL CORP COM COMMON STOCK USD2. 172062101 16359 537060 SH SOLE 537060 0 0 CINEDIGM DIGITAL CINEMA CORP COM COMMON STOCK USD.001 172407108 91 66300 SH SOLE 66300 0 0 * CINEMARK HOLDINGS INC COM COMMON STOCK USD.001 17243V102 9175 496192 SH SOLE 496192 0 0 * CINTAS CORP COM COMMON STOCK NPV 172908105 13616 391161 SH SOLE 391161 0 0 * CIRCOR INTL INC COM COMMON STOCK USD.01 17273K109 637 18050 SH SOLE 18050 0 0 * CIRRUS LOGIC INC COM COMMON STOCK USD.001 172755100 2981 188060 SH SOLE 188060 0 0 * CISCO SYS INC COM COMMON STOCK USD.001 17275R102 288640 15964613 SH SOLE 15964613 0 0 * CIT GROUP INC COM NEW COMMON STOCK USD.01 125581801 19077 547092 SH SOLE 547092 0 0 * CITI TRENDS INC COM COMMON STOCK USD.01 17306X102 755 85941 SH SOLE 85941 0 0 * CITIGROUP INC COM NEW COMMON STOCK USD.01 172967424 223019 8476569 SH SOLE 8476569 0 0 CITIZENS & NORTHN CORP COM COMMON STOCK USD1. 172922106 663 35899 SH SOLE 35899 0 0 CITIZENS FIRST CORP COM COMMON STOCK NPV 17462Q107 74 11600 SH SOLE 11600 0 0 * CITIZENS INC CL A COMMON STOCK NPV 174740100 1377 142139 SH SOLE 142139 0 0 * CITIZENS REPUBLIC BANCORP IN CO COMMON STOCK NPV 174420307 3127 274265 SH SOLE 274265 0 0 CITIZENS SOUTH BKG CP DEL COM COMMON STOCK USD.01 176682102 172 48300 SH SOLE 48300 0 0 * CITRIX SYS INC COM COMMON STOCK USD.001 177376100 30844 507979 SH SOLE 507979 0 0 * CITY HLDG CO COM COMMON STOCK USD2.5 177835105 2301 67904 SH SOLE 67904 0 0 * CITY NATL CORP COM COMMON STOCK USD1. 178566105 4987 112870 SH SOLE 112870 0 0 CKX LANDS INC COM COM 12562N104 60 5295 SH SOLE 5295 0 0 * CLARCOR INC COM COMMON STOCK USD1. 179895107 8871 177450 SH SOLE 177450 0 0 WILLIAMS CLAYTON ENERGY INC COM COMMON STOCK USD.1 969490101 2155 28399 SH SOLE 28399 0 0 CLEAN DIESEL TECHNOLOGIES IN COM COMMON STOCK USD.05 18449C401 12 4133 SH SOLE 4133 0 0 * CLEAN ENERGY FUELS CORP COM COMMON STOCK 184499101 1565 125566 SH SOLE 125566 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CLEAN HARBORS INC COM COMMON STOCK USD.01 184496107 10765 168918 SH SOLE 168918 0 0 CLEANTECH SOLUTIONS INTL INC COM COMMON STOCK 18451N105 10 31300 SH SOLE 31300 0 0 USD.00002 * CLEAR CHANNEL OUTDOOR HLDGS CL COMMON STOCK USD.01 18451C109 1267 100961 SH SOLE 100961 0 0 CLEARFIELD INC COM COMMON STOCK USD.01 18482P103 268 35200 SH SOLE 35200 0 0 CLEARONE COMMUNICATIONS INC COM COMMON STOCK USD.001 185060100 9 2100 SH SOLE 2100 0 0 * CLEARWATER PAPER CORP COM COMMON STOCK 18538R103 3758 105530 SH SOLE 105530 0 0 USD.0001 * CLEARWIRE CORP NEW CL A COMMON STOCK 18538Q105 506 260800 SH SOLE 260800 0 0 USD.0001 * CLECO CORP NEW COM COMMON STOCK USD1. 12561W105 3119 81871 SH SOLE 81871 0 0 * CLEVELAND BIOLABS INC COM COMMON STOCK USD.005 185860103 128 44600 SH SOLE 44600 0 0 * CLICKSOFTWARE TECHNOLOGIES L OR COMMON STOCK ILS.02 M25082104 179 18652 SH SOLE 18652 0 0 * CLIFFS NATURAL RESOURCES INC CO COMMON STOCK USD.125 18683K101 24204 388195 SH SOLE 388195 0 0 CLIFTON SVGS BANCORP INC COM COMMON STOCK USD.01 18712Q103 324 34963 SH SOLE 34963 0 0 * CLOROX CO DEL COM COMMON STOCK USD1. 189054109 26446 397326 SH SOLE 397326 0 0 * CLOUD PEAK ENERGY INC COM COMMON STOCK USD.01 18911Q102 4419 228701 SH SOLE 228701 0 0 CLOVIS ONCOLOGY INC COM ADDED COMMON STOCK 189464100 7 500 SH SOLE 500 0 0 * CME GROUP INC COM COMMON STOCK USD.01 12572Q105 47471 194816 SH SOLE 194816 0 0 * CMS ENERGY CORP COM COMMON STOCK USD.01 125896100 14518 657528 SH SOLE 657528 0 0 * CNA FINL CORP COM COMMON STOCK USD2.5 126117100 2614 97727 SH SOLE 97727 0 0 CNB FINL CORP PA COM COMMON STOCK NPV 126128107 511 32400 SH SOLE 32400 0 0 * CNH GLOBAL N V SHS NEW COMMON STOCK USD2.25 N20935206 6321 175645 SH SOLE 175645 0 0 * CNINSURE INC SPONSORED ADR ADR USD.001 18976M103 161 23200 SH SOLE 23200 0 0 * CNO FINL GROUP INC COM COMMON STOCK USD.01 12621E103 5448 863419 SH SOLE 863419 0 0 * COACH INC COM COMMON STOCK USD.01 189754104 50917 834154 SH SOLE 834154 0 0 COAST DISTR SYS COM COMMON STOCK USD.001 190345108 45 19900 SH SOLE 19900 0 0 * COBALT INTL ENERGY INC COM COMMON STOCK USD.01 19075F106 6401 412409 SH SOLE 412409 0 0 * COBIZ FINANCIAL INC COM COMMON STOCK USD.01 190897108 576 99867 SH SOLE 99867 0 0 COBRA ELECTRS CORP COM COMMON STOCK USD.333 191042100 77 17900 SH SOLE 17900 0 0 COCA COLA BOTTLING CO CONS COM COMMON STOCK USD1. 191098102 833 14222 SH SOLE 14222 0 0 * COCA COLA CO COM COMMON STOCK USD.25 191216100 440037 6288945 SH SOLE 6288945 0 0 * COCA COLA ENTERPRISES INC NE CO COMMON STOCK USD1. 19122T109 26101 1012452 SH SOLE 1012452 0 0 * CODEXIS INC COM COMMON STOCK 192005106 32 6006 SH SOLE 6006 0 0 USD.0001 CODORUS VY BANCORP INC COM COMMON STOCK USD2.5 192025104 98 11682 SH SOLE 11682 0 0 * COEUR D ALENE MINES CORP IDA CO COMMON STOCK USD.01 192108504 4237 175521 SH SOLE 175521 0 0 COFFEE HLDGS INC COM COMMON STOCK USD.001 192176105 40 5100 SH SOLE 5100 0 0 * COGDELL SPENCER INC COM REIT USD.01 19238U107 227 53487 SH SOLE 53487 0 0 * COGENT COMM GROUP INC COM NEW COMMON STOCK USD.001 19239V302 1463 86598 SH SOLE 86598 0 0 * COGNEX CORP COM COMMON STOCK USD.002 192422103 3707 103576 SH SOLE 103576 0 0 * COGNIZANT TECHNOLOGY SOLUTIO CL COMMON STOCK USD.01 192446102 55431 861934 SH SOLE 861934 0 0 * COGO GROUP INC ORD SHS COMMON STOCK USD.01 G22538105 38 21200 SH SOLE 21200 0 0 * COHEN & STEERS INC COM COMMON STOCK USD.01 19247A100 963 33326 SH SOLE 33326 0 0 * COHERENT INC COM COMMON STOCK USD.01 192479103 3090 59112 SH SOLE 59112 0 0 * COHU INC COM COMMON STOCK USD1. 192576106 180 15815 SH SOLE 15815 0 0 * COINSTAR INC COM COMMON STOCK USD.001 19259P300 2148 47068 SH SOLE 47068 0 0 * COLDWATER CREEK INC COM COMMON STOCK USD.01 193068103 158 134200 SH SOLE 134200 0 0 * COLEMAN CABLE INC COM COMMON STOCK USD.001 193459302 586 67317 SH SOLE 67317 0 0 * COLFAX CORP COM COMMON STOCK USD.001 194014106 676 23739 SH SOLE 23739 0 0 * COLGATE PALMOLIVE CO COM COMMON STOCK USD1. 194162103 129064 1396943 SH SOLE 1396943 0 0 * COLLECTIVE BRANDS INC COM COMMON STOCK USD.01 19421W100 2745 191000 SH SOLE 191000 0 0 COLLECTORS UNIVERSE INC COM NEW COMMON STOCK USD.001 19421R200 262 18000 SH SOLE 18000 0 0 COLONIAL FINL SVCS INC COM COMMON STOCK USD.1 19566B101 66 5343 SH SOLE 5343 0 0 * COLONIAL PPTYS TR COM SH BEN IN REIT USD.01 195872106 6643 318459 SH SOLE 318459 0 0 COLONY BANKCORP INC COM COMMON STOCK USD1. 19623P101 4 1899 SH SOLE 1899 0 0 * COLONY FINL INC COM REIT USD.01 19624R106 35 2200 SH SOLE 2200 0 0 * COLUMBIA BKG SYS INC COM COMMON STOCK NPV 197236102 1748 90713 SH SOLE 90713 0 0 * COLUMBIA LABS INC COM COMMON STOCK USD.01 197779101 540 215800 SH SOLE 215800 0 0 * COLUMBIA SPORTSWEAR CO COM COMMON STOCK NPV 198516106 2262 48598 SH SOLE 48598 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * COLUMBUS MCKINNON CORP N Y COM COMMON STOCK USD.01 199333105 809 63785 SH SOLE 63785 0 0 COMBIMATRIX CORPORATION COM COMMON STOCK USD.001 20009T105 47 23300 SH SOLE 23300 0 0 * COMCAST CORP NEW CL A COMMON STOCK USD1. 20030N101 141965 5987556 SH SOLE 5987556 0 0 * COMCAST CORP NEW CL A SPL COMMON STOCK USD1. 20030N200 42395 1799459 SH SOLE 1799459 0 0 * COMERICA INC COM COMMON STOCK USD5. 200340107 16085 623463 SH SOLE 623463 0 0 * COMFORT SYS USA INC COM COMMON STOCK USD.01 199908104 482 44996 SH SOLE 44996 0 0 COMMAND SEC CORP COM COMMON STOCK 20050L100 2 1500 SH SOLE 1500 0 0 USD.0001 * COMMERCE BANCSHARES INC COM COMMON STOCK USD5. 200525103 10723 281303 SH SOLE 281303 0 0 * COMMERCIAL METALS CO COM COMMON STOCK USD.01 201723103 3959 286289 SH SOLE 286289 0 0 COMMERICAL NATL FINL CORP PA COM COMMON STOCK USD2. 202217105 2 100 SH SOLE 100 0 0 * COMMERCIAL VEH GROUP INC COM COMMON STOCK USD.01 202608105 343 37978 SH SOLE 37978 0 0 COMMONWEALTH BANKSHARES INC COM D COMMON STOCK 202736104 0 13692 SH SOLE 13692 0 0 USD2.066 * COMMONWEALTH REIT COM SH BEN IN REIT USD.01 203233101 5405 324790 SH SOLE 324790 0 0 COMMUNICATIONS SYS INC COM COMMON STOCK USD.05 203900105 422 30000 SH SOLE 30000 0 0 * COMMUNITY BK SYS INC COM COMMON STOCK USD1. 203607106 892 32076 SH SOLE 32076 0 0 COMMUNITY BANKERS TR CORP COM COMMON STOCK USD.01 203612106 14 12600 SH SOLE 12600 0 0 COMMUNITY BK SHS IND INC COM COMMON STOCK USD.1 203599105 67 7117 SH SOLE 7117 0 0 COMMUNITY FINL CORP VA COM COMMON STOCK USD.01 20365L100 34 10400 SH SOLE 10400 0 0 * COMMUNITY HEALTH SYS INC NEW CO COMMON STOCK USD.01 203668108 5108 292748 SH SOLE 292748 0 0 COMMUNITY PARTNERS BANCORP COM COMMON STOCK NPV 204018105 15 3246.56 SH SOLE 3246.56 0 0 COMMUNITY TR BANCORP INC COM COMMON STOCK USD5. 204149108 302 10255 SH SOLE 10255 0 0 COMMUNITY WEST BANCSHARES COM COMMON STOCK NPV 204157101 34 24654 SH SOLE 24654 0 0 * COMMVAULT SYSTEMS INC COM COMMON STOCK USD.01 204166102 3118 72981 SH SOLE 72981 0 0 * COMPASS DIVERSIFIED HOLDINGS SH COMMON STOCK NPV 20451Q104 401 32345 SH SOLE 32345 0 0 * COMPASS MINERALS INTL INC COM COMMON STOCK USD.01 20451N101 5155 74874 SH SOLE 74874 0 0 * COMPLETE GENOMICS INC COM COMMON STOCK 20454K104 181 61900 SH SOLE 61900 0 0 * COMPLETE PRODUCTION SERVICES CO COMMON STOCK USD.01 20453E109 8202 244400 SH SOLE 244400 0 0 * COMPUCREDIT HLDGS CORP COM COMMON STOCK NPV 20478T107 183 49516 SH SOLE 49516 0 0 * COMPUTER PROGRAMS & SYS INC COM COMMON STOCK USD.001 205306103 2435 47652 SH SOLE 47652 0 0 * COMPUTER SCIENCES CORP COM COMMON STOCK USD1. 205363104 11522 486141 SH SOLE 486141 0 0 * COMPUTER TASK GROUP INC COM COMMON STOCK USD.01 205477102 863 61314 SH SOLE 61314 0 0 * COMPUWARE CORP COM COMMON STOCK USD.01 205638109 6084 731204 SH SOLE 731204 0 0 COMPX INTERNATIONAL INC CL A COMMON STOCK USD.01 20563P101 306 20800 SH SOLE 20800 0 0 * COMSCORE INC COM COMMON STOCK USD.001 20564W105 478 22555 SH SOLE 22555 0 0 * COMSTOCK HOMEBUILDING COS IN CL COMMON STOCK USD.01 205684103 88 84413 SH SOLE 84413 0 0 * COMSTOCK RES INC COM NEW COMMON STOCK USD.5 205768203 1494 97679 SH SOLE 97679 0 0 * COMTECH TELECOMMUNICATIONS C CO COMMON STOCK USD.1 205826209 1865 65148 SH SOLE 65148 0 0 * COMVERGE INC COM COMMON STOCK USD.001 205859101 54 42800 SH SOLE 42800 0 0 * CON-WAY INC COM COMMON STOCK USD.625 205944101 4642 159190 SH SOLE 159190 0 0 * CONAGRA FOODS INC COM COMMON STOCK USD5. 205887102 35273 1336113 SH SOLE 1336113 0 0 * CONCEPTUS INC COM COMMON STOCK USD.003 206016107 902 71355 SH SOLE 71355 0 0 * CONCHO RES INC COM COMMON STOCK USD.001 20605P101 24131 257395 SH SOLE 257395 0 0 * CONCORD MED SVCS HLDGS LTD SPON ADR USD.0001 206277105 261 80600 SH SOLE 80600 0 0 * CONCUR TECHNOLOGIES INC COM COMMON STOCK USD.001 206708109 6202 122116 SH SOLE 122116 0 0 CONCURRENT COMPUTER CORP NEW COM COMMON STOCK USD.01 206710402 83 21968 SH SOLE 21968 0 0 * CONMED CORP COM COMMON STOCK USD.01 207410101 4348 169383 SH SOLE 169383 0 0 * CONNS INC COM COMMON STOCK USD.01 208242107 1154 103965 SH SOLE 103965 0 0 CONNECTICUT WTR SVC INC COM COMMON STOCK NPV 207797101 768 28300 SH SOLE 28300 0 0 * CONOCOPHILLIPS COM COMMON STOCK USD.01 20825C104 301966 4143905 SH SOLE 4143905 0 0 CONSOLIDATED TOMOKA LD CO COM COMMON STOCK USD1. 210226106 24 892 SH SOLE 892 0 0 * CONSOL ENERGY INC COM COMMON STOCK USD.01 20854P109 22186 604519 SH SOLE 604519 0 0 * CONSOLIDATED COMM HLDGS INC COM COMMON STOCK USD.01 209034107 362 19006 SH SOLE 19006 0 0 * CONSOLIDATED EDISON INC COM COMMON STOCK USD.1 209115104 51898 836665 SH SOLE 836665 0 0 * CONSOLIDATED GRAPHICS INC COM COMMON STOCK USD.01 209341106 735 15220 SH SOLE 15220 0 0 CONSOLIDATED WATER CO INC ORD COMMON STOCK USD.6 G23773107 129 15026 SH SOLE 15026 0 0 * CONSTANT CONTACT INC COM COMMON STOCK USD.01 210313102 1290 55597 SH SOLE 55597 0 0 * CONSTELLATION BRANDS INC CL A COMMON STOCK USD.01 21036P108 12224 591368 SH SOLE 591368 0 0 * CONSTELLATION BRANDS INC CL B COMMON STOCK USD.01 21036P207 120 5757 SH SOLE 5757 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CONSTELLATION ENERGY GROUP I CO COMMON STOCK NPV 210371100 27382 690247 SH SOLE 690247 0 0 * CONSTELLATION ENERGY PRTNR L CO UNIT 21038E101 47 24100 SH SOLE 24100 0 0 * CONSUMER PORTFOLIO SVCS INC COM COMMON STOCK NPV 210502100 111 123800 SH SOLE 123800 0 0 * CONTANGO OIL & GAS COMPANY COM COMMON STOCK USD.04 21075N204 3981 68417 SH SOLE 68417 0 0 * CONTINENTAL RESOURCES INC COM COMMON STOCK USD.01 212015101 13715 205591 SH SOLE 205591 0 0 * CONVERGYS CORP COM COMMON STOCK NPV 212485106 4988 390605 SH SOLE 390605 0 0 CONVIO INC COM COMMON STOCK 21257W105 6 500 SH SOLE 500 0 0 * COOPER COS INC COM NEW COMMON STOCK USD.1 216648402 9525 135071 SH SOLE 135071 0 0 * COOPER INDUSTRIES PLC SHS COMMON STOCK USD.01 G24140108 26387 487294 SH SOLE 487294 0 0 * COOPER TIRE & RUBR CO COM COMMON STOCK USD1. 216831107 2484 177306 SH SOLE 177306 0 0 * COPA HOLDINGS SA CL A COMMON STOCK NPV P31076105 2810 47898 SH SOLE 47898 0 0 * COPANO ENERGY L L C COM UNITS UNIT USD1. 217202100 4673 136627 SH SOLE 136627 0 0 * COPART INC COM COMMON STOCK NPV 217204106 7924 165459 SH SOLE 165459 0 0 * CORCEPT THERAPEUTICS INC COM COMMON STOCK USD.001 218352102 482 140800 SH SOLE 140800 0 0 * CORE LABORATORIES N V COM COMMON STOCK EUR.02 N22717107 13223 116045 SH SOLE 116045 0 0 CORE MARK HOLDING CO INC COM COMMON STOCK USD.01 218681104 1493 37698 SH SOLE 37698 0 0 CORE MOLDING TECHNOLOGIES IN COM COMMON STOCK USD.01 218683100 34 4245 SH SOLE 4245 0 0 * CORELOGIC INC COM COMMON STOCK USD1. 21871D103 3452 266940 SH SOLE 266940 0 0 * CORESITE RLTY CORP COM REIT USD.01 21870Q105 14 800 SH SOLE 800 0 0 * CORINTHIAN COLLEGES INC COM COMMON STOCK 218868107 780 359654 SH SOLE 359654 0 0 USD.0001 * CORN PRODS INTL INC COM COMMON STOCK USD.01 219023108 11571 220015 SH SOLE 220015 0 0 CORNERSTONE ONDEMAND INC COM COMMON STOCK 21925Y103 86 4700 SH SOLE 4700 0 0 * CORNERSTONE THERAPEUTICS INC CO COMMON STOCK USD.001 21924P103 95 16923 SH SOLE 16923 0 0 * CORNING INC COM COMMON STOCK USD.5 219350105 53768 4142390 SH SOLE 4142390 0 0 * CORPORATE EXECUTIVE BRD CO COM COMMON STOCK USD.01 21988R102 3289 86317 SH SOLE 86317 0 0 * CORPORATE OFFICE PPTYS TR SH BE REIT USD.01 22002T108 6279 295336 SH SOLE 295336 0 0 * CORRECTIONS CORP AMER NEW COM N COMMON STOCK USD.01 22025Y407 5944 291808 SH SOLE 291808 0 0 CORVEL CORP COM COMMON STOCK 221006109 675 13058 SH SOLE 13058 0 0 USD.0001 * COSAN LTD SHS A COMMON STOCK USD.01 G25343107 2799 255394 SH SOLE 255394 0 0 * COSI INC COM COMMON STOCK USD.01 22122P101 146 207528 SH SOLE 207528 0 0 * COST PLUS INC CALIF COM COMMON STOCK USD.01 221485105 980 100500 SH SOLE 100500 0 0 * COSTAMARE INC SHS COMMON STOCK Y1771G102 23 1600 SH SOLE 1600 0 0 USD.0001 * COSTAR GROUP INC COM COMMON STOCK USD.01 22160N109 5994 89823 SH SOLE 89823 0 0 * COSTCO WHSL CORP NEW COM COMMON STOCK USD.005 22160K105 110472 1325879 SH SOLE 1325879 0 0 COUNTRY STYLE COOKING RESTAU SPON ADR USD.001 22238M109 10 1388 SH SOLE 1388 0 0 COURIER CORP COM COMMON STOCK USD1. 222660102 144 12303 SH SOLE 12303 0 0 * COUSINS PPTYS INC COM REIT USD1. 222795106 2236 348890 SH SOLE 348890 0 0 * COVANCE INC COM COMMON STOCK USD.01 222816100 8755 191496 SH SOLE 191496 0 0 * COVANTA HLDG CORP COM COMMON STOCK USD.1 22282E102 4617 337243 SH SOLE 337243 0 0 COVENANT TRANSN GROUP INC CL A COMMON STOCK USD.01 22284P105 161 54200 SH SOLE 54200 0 0 * COVENTRY HEALTH CARE INC COM COMMON STOCK USD.01 222862104 16108 530397 SH SOLE 530397 0 0 COVER-ALL TECHNOLOGIES INC COM COMMON STOCK USD.01 222892101 21 12000 SH SOLE 12000 0 0 * COVIDIEN PLC SHS COMMON STOCK USD.2 G2554F113 60214 1337794 SH SOLE 1337794 0 0 * COWEN GROUP INC NEW CL A COMMON STOCK USD.01 223622101 220 85097 SH SOLE 85097 0 0 CPI AEROSTRUCTURES INC COM NEW COMMON STOCK USD.001 125919308 137 11700 SH SOLE 11700 0 0 CPI CORP COM COMMON STOCK USD.4 125902106 44 24100 SH SOLE 24100 0 0 * BARD C R INC COM COMMON STOCK USD.25 067383109 21774 254664 SH SOLE 254664 0 0 CRA INTL INC COM COMMON STOCK NPV 12618T105 423 21306 SH SOLE 21306 0 0 * CRACKER BARREL OLD CTRY STOR CO COMMON STOCK USD.01 22410J106 2227 44170 SH SOLE 44170 0 0 * CRAFT BREWERS ALLIANCE INC COM COMMON STOCK USD.005 224122101 157 26090 SH SOLE 26090 0 0 * CRANE CO COM COMMON STOCK USD1. 224399105 10424 223168 SH SOLE 223168 0 0 CRAWFORD & CO CL B COMMON STOCK USD1. 224633107 302 49008 SH SOLE 49008 0 0 CRAWFORD & CO CL A COMMON STOCK USD1. 224633206 111 27200 SH SOLE 27200 0 0 * CRAY INC COM NEW COMMON STOCK USD.01 225223304 1103 170439 SH SOLE 170439 0 0 CREDIT ACCEP CORP MICH COM COMMON STOCK USD.01 225310101 1483 18020 SH SOLE 18020 0 0 CREDO PETE CORP COM PAR $0.10 COMMON STOCK USD.1 225439207 575 55800 SH SOLE 55800 0 0 * CREE INC COM COMMON STOCK 225447101 6054 274687 SH SOLE 274687 0 0 USD.00125

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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CRESTWOOD MIDSTREAM PRTNERS COM U LTD PART 226372100 455 14347 SH SOLE 14347 0 0 * CREXENDO INC COM COMMON STOCK USD.001 226552107 113 40100 SH SOLE 40100 0 0 * CREXUS INVT CORP COM REIT USD.01 226553105 49 4726 SH SOLE 4726 0 0 * CRIMSON EXPLORATION INC COM NEW COMMON STOCK USD.001 22662K207 295 103200 SH SOLE 103200 0 0 * CROCS INC COM COMMON STOCK USD.001 227046109 4116 278657 SH SOLE 278657 0 0 * CROSS CTRY HEALTHCARE INC COM COMMON STOCK 227483104 450 81067 SH SOLE 81067 0 0 USD.0001 CROSS TIMBERS RTY TR TR UNIT COMMON STOCK 22757R109 876 17922 SH SOLE 17922 0 0 * CROSSTEX ENERGY INC COM COMMON STOCK USD.01 22765Y104 1808 143074 SH SOLE 143074 0 0 * CROSSTEX ENERGY L P COM LTD PART NPV 22765U102 2031 125200 SH SOLE 125200 0 0 * CROWN CASTLE INTL CORP COM COMMON STOCK USD.01 228227104 31246 697454 SH SOLE 697454 0 0 CROWN CRAFTS INC COM COMMON STOCK USD.01 228309100 137 40828 SH SOLE 40828 0 0 * CROWN HOLDINGS INC COM COMMON STOCK USD5. 228368106 16600 494328 SH SOLE 494328 0 0 CROWN MEDIA HLDGS INC CL A COMMON STOCK USD.01 228411104 29 23855 SH SOLE 23855 0 0 * CRYOLIFE INC COM COMMON STOCK USD.01 228903100 438 91301 SH SOLE 91301 0 0 * CRYPTOLOGIC LIMITED SHS COMMON STOCK NPV G3159C109 118 49800 SH SOLE 49800 0 0 CRYSTAL ROCK HLDGS INC COM COMMON STOCK USD.001 22940F103 39 53000 SH SOLE 53000 0 0 * CSG SYS INTL INC COM COMMON STOCK USD.01 126349109 293 19929 SH SOLE 19929 0 0 CSP INC COM COMMON STOCK USD.01 126389105 714 216453 SH SOLE 216453 0 0 CSS INDS INC COM COMMON STOCK USD.1 125906107 374 18764 SH SOLE 18764 0 0 * CSX CORP COM COMMON STOCK USD1. 126408103 70603 3352462 SH SOLE 3352462 0 0 * CTC MEDIA INC COM COMMON STOCK USD.01 12642X106 1175 133949 SH SOLE 133949 0 0 CTI INDUSTRIES CORP COM NEW COMMON STOCK NPV 125961300 35 8000 SH SOLE 8000 0 0 * CTRIP COM INTL LTD AMERICAN DEP ADR USD.01 22943F100 7171 306458 SH SOLE 306458 0 0 * CTS CORP COM COMMON STOCK NPV 126501105 861 93614 SH SOLE 93614 0 0 * CUBESMART COM ADDED REIT USD.01 229663109 4592 431547 SH SOLE 431547 0 0 * CUBIC CORP COM COMMON STOCK NPV 229669106 2584 59275 SH SOLE 59275 0 0 CUBIC ENERGY INC COM COMMON STOCK USD.05 229675103 20 31300 SH SOLE 31300 0 0 * CUBIST PHARMACEUTICALS INC COM COMMON STOCK USD.001 229678107 6291 158785 SH SOLE 158785 0 0 * CULLEN FROST BANKERS INC COM COMMON STOCK USD.01 229899109 9339 176511 SH SOLE 176511 0 0 * CULP INC COM COMMON STOCK USD.05 230215105 448 52543 SH SOLE 52543 0 0 * CUMBERLAND PHARMACEUTICALS I CO COMMON STOCK NPV 230770109 60 11100 SH SOLE 11100 0 0 * CUMMINS INC COM COMMON STOCK USD2.5 231021106 48730 553623 SH SOLE 553623 0 0 * CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 236 70546 SH SOLE 70546 0 0 * CURIS INC COM COMMON STOCK USD.01 231269101 1109 237000 SH SOLE 237000 0 0 * CURTISS WRIGHT CORP COM COMMON STOCK USD1. 231561101 2269 64217 SH SOLE 64217 0 0 * CUTERA INC COM COMMON STOCK USD.001 232109108 366 49133 SH SOLE 49133 0 0 * CVB FINL CORP COM COMMON STOCK NPV 126600105 1320 131627 SH SOLE 131627 0 0 * CVR ENERGY INC COM COMMON STOCK USD.01 12662P108 3198 170732 SH SOLE 170732 0 0 * CVR PARTNERS LP COM UNIT 126633106 362 14600 SH SOLE 14600 0 0 * CVS CAREMARK CORPORATION COM COMMON STOCK USD.01 126650100 146796 3599695 SH SOLE 3599695 0 0 CYANOTECH CORP COM PAR $0.02 COMMON STOCK USD.005 232437301 81 11600 SH SOLE 11600 0 0 * CYBERONICS INC COM COMMON STOCK USD.01 23251P102 4215 125827 SH SOLE 125827 0 0 CYBEROPTICS CORP COM COMMON STOCK NPV 232517102 223 28500 SH SOLE 28500 0 0 CYBEX INTL INC COM COMMON STOCK USD.1 23252E106 11 27250 SH SOLE 27250 0 0 CYCLACEL PHARMACEUTICALS INC COM COMMON STOCK USD.001 23254L108 29 49000 SH SOLE 49000 0 0 * CYMER INC COM COMMON STOCK USD.001 232572107 4329 86990 SH SOLE 86990 0 0 * CYNOSURE INC CL A COMMON STOCK USD.001 232577205 894 76007 SH SOLE 76007 0 0 * CYPRESS SEMICONDUCTOR CORP COM COMMON STOCK USD.01 232806109 6466 382850 SH SOLE 382850 0 0 * CYS INVTS INC COM REIT USD.01 12673A108 89 6800 SH SOLE 6800 0 0 * CYTEC INDS INC COM COMMON STOCK USD.01 232820100 6427 143943 SH SOLE 143943 0 0 * CYTOKINETICS INC COM COMMON STOCK USD.001 23282W100 148 154250 SH SOLE 154250 0 0 * CYTORI THERAPEUTICS INC COM COMMON STOCK USD.001 23283K105 173 78820 SH SOLE 78820 0 0 * CYTRX CORP COM NEW COMMON STOCK USD.001 232828301 63 232450 SH SOLE 232450 0 0 DAEGIS INC COM COMMON STOCK USD.001 233720101 7 3853 SH SOLE 3853 0 0 * DAKTRONICS INC COM COMMON STOCK NPV 234264109 1520 158822 SH SOLE 158822 0 0 * DANA HLDG CORP COM COMMON STOCK USD.01 235825205 6208 510946 SH SOLE 510946 0 0 * DANAHER CORP DEL COM COMMON STOCK USD.01 235851102 87163 1852961 SH SOLE 1852961 0 0 DANAOS CORPORATION SHS COMMON STOCK USD.01 Y1968P105 63 18886 SH SOLE 18886 0 0 DARA BIOSCIENCES INC COM NEW COMMON STOCK USD.01 23703P205 5 4233 SH SOLE 4233 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DARDEN RESTAURANTS INC COM COMMON STOCK NPV 237194105 16517 362364 SH SOLE 362364 0 0 * DARLING INTL INC COM COMMON STOCK USD.01 237266101 3205 241186 SH SOLE 241186 0 0 * DATA I O CORP COM COMMON STOCK NPV 237690102 106 27600 SH SOLE 27600 0 0 * DATALINK CORP COM COMMON STOCK USD.001 237934104 826 100000 SH SOLE 100000 0 0 DATARAM CORP COM PAR $1 COMMON STOCK USD1. 238108203 35 43100 SH SOLE 43100 0 0 DATAWATCH CORP COM NEW COMMON STOCK USD.01 237917208 369 64643 SH SOLE 64643 0 0 * DAVITA INC COM COMMON STOCK USD.001 23918K108 21532 284031 SH SOLE 284031 0 0 * DAWSON GEOPHYSICAL CO COM COMMON STOCK USD.333 239359102 596 15078 SH SOLE 15078 0 0 DAXOR CORP COM COMMON STOCK USD.01 239467103 125 13700 SH SOLE 13700 0 0 * DCP MIDSTREAM PARTNERS LP COM U LTD PART NPV 23311P100 8823 185871 SH SOLE 185871 0 0 * DCT INDUSTRIAL TRUST INC COM REIT USD.01 233153105 5047 985730 SH SOLE 985730 0 0 * DDI CORP COM 0.0001 NEW COMMON STOCK USD.001 233162502 203 21800 SH SOLE 21800 0 0 * DDR CORP COM REIT USD.1 23317H102 14631 1202190 SH SOLE 1202190 0 0 * DEALERTRACK HLDGS INC COM COMMON STOCK USD.01 242309102 1937 71045 SH SOLE 71045 0 0 * DEAN FOODS CO NEW COM COMMON STOCK USD.01 242370104 9560 853550 SH SOLE 853550 0 0 DEARBORN BANCORP INC COM DELETED COMMON STOCK NPV 24242R108 5 32100 SH SOLE 32100 0 0 * DECKERS OUTDOOR CORP COM COMMON STOCK USD.01 243537107 6517 86234 SH SOLE 86234 0 0 * DEER CONSUMER PRODS INC COM NEW COMMON STOCK USD.001 24379J200 760 178027 SH SOLE 178027 0 0 * DEERE & CO COM COMMON STOCK USD1. 244199105 92963 1201854 SH SOLE 1201854 0 0 * DELCATH SYS INC COM COMMON STOCK USD.01 24661P104 132 43204 SH SOLE 43204 0 0 * DELEK US HLDGS INC COM COMMON STOCK USD.01 246647101 269 23552 SH SOLE 23552 0 0 * DELIA'S INC NEW COM COMMON STOCK USD.001 246911101 156 152630 SH SOLE 152630 0 0 * DELL INC COM COMMON STOCK USD.01 24702R101 86218 5893206 SH SOLE 5893206 0 0 * DELPHI AUTOMOTIVE PLC SHS ADDED COMMON STOCK G27823106 207 9600 SH SOLE 9600 0 0 * DELPHI FINL GROUP INC CL A COMMON STOCK USD.01 247131105 6956 157018 SH SOLE 157018 0 0 * DELTA AIR LINES INC DEL COM NEW COMMON STOCK 247361702 20511 2535391 SH SOLE 2535391 0 0 USD.0001 DELTA APPAREL INC COM COMMON STOCK USD.01 247368103 584 30600 SH SOLE 30600 0 0 DELTA NAT GAS INC COM COMMON STOCK USD1. 247748106 203 5900 SH SOLE 5900 0 0 * DELTA PETE CORP COM PAR $0.01 COMMON STOCK USD.01 247907306 2 16340 SH SOLE 16340 0 0 DELTEK INC COM COMMON STOCK USD.001 24784L105 773 78670 SH SOLE 78670 0 0 * DELTIC TIMBER CORP COM COMMON STOCK USD.01 247850100 116 1923 SH SOLE 1923 0 0 * DELUXE CORP COM COMMON STOCK USD1. 248019101 2426 106607 SH SOLE 106607 0 0 * DEMAND MEDIA INC COM COMMON STOCK 24802N109 81 12132 SH SOLE 12132 0 0 USD.0001 * DEMANDTEC INC COM NEW COMMON STOCK USD.001 24802R506 889 67520 SH SOLE 67520 0 0 * DENBURY RES INC COM NEW COMMON STOCK USD.001 247916208 15757 1043504 SH SOLE 1043504 0 0 * DENDREON CORP COM COMMON STOCK USD.001 24823Q107 1901 250109 SH SOLE 250109 0 0 * DENNYS CORP COM COMMON STOCK USD.01 24869P104 1816 483050 SH SOLE 483050 0 0 * DENTSPLY INTL INC NEW COM COMMON STOCK USD.01 249030107 11706 334541 SH SOLE 334541 0 0 * DEPOMED INC COM COMMON STOCK NPV 249908104 781 150860 SH SOLE 150860 0 0 DERMA SCIENCES INC COM PAR $.01 COMMON STOCK USD.01 249827502 56 7400 SH SOLE 7400 0 0 * DESTINATION MATERNITY CORP COM COMMON STOCK USD.01 25065D100 687 41070 SH SOLE 41070 0 0 DESWELL INDS INC COM COMMON STOCK NPV 250639101 36 17000 SH SOLE 17000 0 0 * DEVON ENERGY CORP NEW COM COMMON STOCK USD.1 25179M103 72965 1176854 SH SOLE 1176854 0 0 * DEVRY INC DEL COM COMMON STOCK USD.01 251893103 7874 204732 SH SOLE 204732 0 0 * DEX ONE CORP COM COMMON STOCK 25212W100 957 576299 SH SOLE 576299 0 0 * DEXCOM INC COM COMMON STOCK USD.001 252131107 921 98875 SH SOLE 98875 0 0 * DFC GLOBAL CORP COM COMMON STOCK USD.001 23324T107 2245 124294 SH SOLE 124294 0 0 DGSE COMPANIES INC COM COMMON STOCK USD.01 23323G106 54 7400 SH SOLE 7400 0 0 * DHT HOLDINGS INC COM COMMON STOCK USD.01 Y2065G105 63 85040 SH SOLE 85040 0 0 DIAL GLOBAL INC COM ADDED COMMON STOCK USD.01 25247X107 59 18400 SH SOLE 18400 0 0 DIALOGIC INC COM COMMON STOCK USD.001 25250T100 21 17720 SH SOLE 17720 0 0 * DIAMOND FOODS INC COM COMMON STOCK USD.001 252603105 1837 56940 SH SOLE 56940 0 0 DIAMOND HILL INVESTMENT GROU COM COMMON STOCK NPV 25264R207 866 11700 SH SOLE 11700 0 0 * DIAMOND OFFSHORE DRILLING IN CO COMMON STOCK USD.01 25271C102 11159 201939 SH SOLE 201939 0 0 * DIAMONDROCK HOSPITALITY CO COM REIT USD.01 252784301 8061 836244 SH SOLE 836244 0 0 * DIANA SHIPPING INC COM COMMON STOCK USD.01 Y2066G104 55 7300 SH SOLE 7300 0 0 * DICE HLDGS INC COM COMMON STOCK USD.01 253017107 994 119876 SH SOLE 119876 0 0 * DICKS SPORTING GOODS INC COM COMMON STOCK USD.01 253393102 6772 183630 SH SOLE 183630 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DIEBOLD INC COM COMMON STOCK USD1.25 253651103 6125 203708 SH SOLE 203708 0 0 * DIGI INTL INC COM COMMON STOCK USD.01 253798102 184 16510 SH SOLE 16510 0 0 DIGIMARC CORP NEW COM COMMON STOCK USD.001 25381B101 333 13932 SH SOLE 13932 0 0 DIGIRAD CORP COM COMMON STOCK 253827109 214 109300 SH SOLE 109300 0 0 USD.0001 DIGITAL DOMAIN MEDIA GROUP I COM COMMON STOCK 25386U104 608 100000 SH SOLE 100000 0 0 * DIGITAL GENERATION INC COM ADDE COMMON STOCK USD.001 25400B108 1362 114290 SH SOLE 114290 0 0 DIGITAL PWR CORP COM COMMON STOCK NPV 253862106 25 13600 SH SOLE 13600 0 0 * DIGITAL RLTY TR INC COM REIT USD.01 253868103 29530 442934 SH SOLE 442934 0 0 * DIGITAL RIV INC COM COMMON STOCK USD.01 25388B104 1592 105984 SH SOLE 105984 0 0 * DIGITALGLOBE INC COM NEW COMMON STOCK USD.001 25389M877 1009 59000 SH SOLE 59000 0 0 * DILLARDS INC CL A COMMON STOCK NPV 254067101 7548 168179 SH SOLE 168179 0 0 * DIME CMNTY BANCSHARES COM COMMON STOCK USD.01 253922108 1613 127997 SH SOLE 127997 0 0 * DINEEQUITY INC COM COMMON STOCK USD.01 254423106 1343 31818 SH SOLE 31818 0 0 * DIODES INC COM COMMON STOCK USD.667 254543101 1535 72049 SH SOLE 72049 0 0 * DIRECTV COM CL A COMMON STOCK USD.01 25490A101 97738 2285725 SH SOLE 2285725 0 0 * DISCOVER FINL SVCS COM COMMON STOCK USD.01 254709108 40275 1678143 SH SOLE 1678143 0 0 * DISCOVERY COMMUNICATNS NEW COM COMMON STOCK USD.01 25470F104 15772 384966 SH SOLE 384966 0 0 * DISCOVERY COMMUNICATNS NEW COM COMMON STOCK USD.01 25470F302 13179 349571 SH SOLE 349571 0 0 DISCOVERY LABORATORIES INC N COM COMMON STOCK USD.001 254668403 71 41973 SH SOLE 41973 0 0 * DISH NETWORK CORP CL A COMMON STOCK USD.01 25470M109 18918 664259 SH SOLE 664259 0 0 * DITECH NETWORKS INC COM COMMON STOCK USD.001 25500T108 119 126200 SH SOLE 126200 0 0 DIXIE GROUP INC CL A COMMON STOCK USD3. 255519100 177 60157 SH SOLE 60157 0 0 DOCUMENT SEC SYS INC COM COMMON STOCK USD.02 25614T101 80 31200 SH SOLE 31200 0 0 * DOLAN CO COM COMMON STOCK USD.001 25659P402 645 75739 SH SOLE 75739 0 0 * DOLBY LABORATORIES INC COM COMMON STOCK USD.001 25659T107 7370 241551 SH SOLE 241551 0 0 * DOLE FOOD CO INC NEW COM COMMON STOCK 256603101 2091 241700 SH SOLE 241700 0 0 * DOLLAR GEN CORP NEW COM COMMON STOCK USD.875 256677105 12089 293850 SH SOLE 293850 0 0 * DOLLAR THRIFTY AUTOMOTIVE GP CO COMMON STOCK USD.01 256743105 12915 183815 SH SOLE 183815 0 0 * DOLLAR TREE INC COM COMMON STOCK USD.01 256746108 30245 363913 SH SOLE 363913 0 0 DOMINION RES BLACK WARRIOR T UNIT UNIT BEN INT 25746Q108 177 22100 SH SOLE 22100 0 0 * DOMINION RES INC VA NEW COM COMMON STOCK NPV 25746U109 82083 1546396 SH SOLE 1546396 0 0 * DOMINOS PIZZA INC COM COMMON STOCK USD.01 25754A201 6579 193794 SH SOLE 193794 0 0 * DOMTAR CORP COM NEW COMMON STOCK USD.01 257559203 10243 128102 SH SOLE 128102 0 0 * DONALDSON INC COM COMMON STOCK USD5. 257651109 13989 205478 SH SOLE 205478 0 0 DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 259 18306 SH SOLE 18306 0 0 * DORAL FINL CORP COM NEW COMMON STOCK USD.01 25811P886 315 329275 SH SOLE 329275 0 0 * DORCHESTER MINERALS LP COM UNIT LTD PART NPV 25820R105 781 34446 SH SOLE 34446 0 0 DORMAN PRODUCTS INC COM COMMON STOCK USD.01 258278100 1463 39623 SH SOLE 39623 0 0 * DOT HILL SYS CORP COM COMMON STOCK USD.001 25848T109 192 144300 SH SOLE 144300 0 0 * DOUBLE EAGLE PETE CO COM PAR $0 COMMON STOCK USD.1 258570209 274 39885 SH SOLE 39885 0 0 * DOUGLAS DYNAMICS INC COM COMMON STOCK USD.01 25960R105 60 4100 SH SOLE 4100 0 0 * DOUGLAS EMMETT INC COM REIT USD.01 25960P109 8227 451017 SH SOLE 451017 0 0 * DOVER CORP COM COMMON STOCK USD1. 260003108 32244 555446 SH SOLE 555446 0 0 * DOVER DOWNS GAMING & ENTMT I CO COMMON STOCK USD.1 260095104 28 13237 SH SOLE 13237 0 0 * DOVER MOTORSPORTS INC COM COMMON STOCK USD.1 260174107 120 115086 SH SOLE 115086 0 0 * DOW CHEM CO COM COMMON STOCK USD2.5 260543103 94319 3279510 SH SOLE 3279510 0 0 * D R HORTON INC COM COMMON STOCK USD.01 23331A109 13213 1047842 SH SOLE 1047842 0 0 * DR PEPPER SNAPPLE GROUP INC COM COMMON STOCK USD.01 26138E109 26393 668516 SH SOLE 668516 0 0 DREAMS INC COM COMMON STOCK NPV 261983209 24 11100 SH SOLE 11100 0 0 * DREAMWORKS ANIMATION SKG INC CL COMMON STOCK USD.01 26153C103 2951 177823 SH SOLE 177823 0 0 * DRESSER-RAND GROUP INC COM COMMON STOCK USD.01 261608103 12880 258071 SH SOLE 258071 0 0 * DREW INDS INC COM NEW COMMON STOCK USD.01 26168L205 715 29129 SH SOLE 29129 0 0 DRI CORPORATION COM COMMON STOCK USD.1 23330F109 4 15157 SH SOLE 15157 0 0 * DRIL-QUIP INC COM COMMON STOCK USD.01 262037104 7800 118507 SH SOLE 118507 0 0 * DRYSHIPS INC SHS COMMON STOCK USD.01 Y2109Q101 1155 577700 SH SOLE 577700 0 0 * DSP GROUP INC COM COMMON STOCK USD.001 23332B106 285 54775 SH SOLE 54775 0 0 * DST SYS INC DEL COM COMMON STOCK USD.01 233326107 2231 49019 SH SOLE 49019 0 0 * DSW INC CL A COMMON STOCK NPV 23334L102 2210 49980 SH SOLE 49980 0 0 * DTE ENERGY CO COM COMMON STOCK NPV 233331107 29647 544488 SH SOLE 544488 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DTS INC COM COMMON STOCK 23335C101 908 33348 SH SOLE 33348 0 0 USD.0001 * DU PONT E I DE NEMOURS & CO COM COMMON STOCK USD.3 263534109 124267 2714442 SH SOLE 2714442 0 0 DUCKWALL-ALCO STORES INC NEW COM COMMON STOCK 264142100 182 21800 SH SOLE 21800 0 0 USD.0001 * DUCOMMUN INC DEL COM COMMON STOCK USD.01 264147109 278 21813 SH SOLE 21813 0 0 * DUFF & PHELPS CORP NEW CL A COMMON STOCK USD.01 26433B107 767 52891 SH SOLE 52891 0 0 * DUKE ENERGY CORP NEW COM COMMON STOCK USD.001 26441C105 97272 4421476 SH SOLE 4421476 0 0 * DUKE REALTY CORP COM NEW REIT USD.01 264411505 14662 1216734 SH SOLE 1216734 0 0 * DUN & BRADSTREET CORP DEL NE CO COMMON STOCK USD.01 26483E100 10259 137097 SH SOLE 137097 0 0 * DUNKIN BRANDS GROUP INC COM COMMON STOCK 265504100 211 8437 SH SOLE 8437 0 0 * DUPONT FABROS TECHNOLOGY INC CO REIT USD.001 26613Q106 6699 276587 SH SOLE 276587 0 0 * DURECT CORP COM COMMON STOCK 266605104 80 67509 SH SOLE 67509 0 0 USD.0001 * DUSA PHARMACEUTICALS INC COM COMMON STOCK NPV 266898105 380 86854 SH SOLE 86854 0 0 * DXP ENTERPRISES INC NEW COM NEW COMMON STOCK USD.01 233377407 1796 55778 SH SOLE 55778 0 0 * DYAX CORP COM COMMON STOCK USD.01 26746E103 46 33470 SH SOLE 33470 0 0 * DYCOM INDS INC COM COMMON STOCK USD.333 267475101 2160 103253 SH SOLE 103253 0 0 DYNACQ HEALTHCARE INC COM COMMON STOCK USD.001 26779V105 10 8800 SH SOLE 8800 0 0 * DYNAMIC MATLS CORP COM COMMON STOCK USD.05 267888105 589 29759 SH SOLE 29759 0 0 DYNAMICS RESH CORP COM COMMON STOCK USD.1 268057106 461 40694 SH SOLE 40694 0 0 DYNATRONICS CORP COM COMMON STOCK NPV 268157104 3 4300 SH SOLE 4300 0 0 * DYNAVAX TECHNOLOGIES CORP COM COMMON STOCK USD.001 268158102 400 120369 SH SOLE 120369 0 0 * DYNAVOX INC CL A COMMON STOCK 26817F104 150 41300 SH SOLE 41300 0 0 * DYNEGY INC DEL COM COMMON STOCK NPV 26817G300 1089 393114 SH SOLE 393114 0 0 * DYNEX CAP INC COM NEW REIT USD.01 26817Q506 425 46500 SH SOLE 46500 0 0 * E-COMMERCE CHINA DANGDANG IN SP ADR 26833A105 210 47800 SH SOLE 47800 0 0 * E HOUSE CHINA HLDGS LTD ADR ADR USD.001 26852W103 330 77300 SH SOLE 77300 0 0 * E TRADE FINANCIAL CORP COM NEW COMMON STOCK USD.01 269246401 5824 731596 SH SOLE 731596 0 0 EAGLE BANCORP INC MD COM COMMON STOCK USD.01 268948106 430 29594 SH SOLE 29594 0 0 * EAGLE BULK SHIPPING INC COM COMMON STOCK USD.01 Y2187A101 301 319856 SH SOLE 319856 0 0 * EAGLE MATERIALS INC COM COMMON STOCK USD.01 26969P108 2160 84169 SH SOLE 84169 0 0 * EAGLE ROCK ENERGY PARTNERS L UN LTD PART NPV 26985R104 1508 129475 SH SOLE 129475 0 0 * EARTHLINK INC COM COMMON STOCK USD.01 270321102 1001 155439 SH SOLE 155439 0 0 * EAST WEST BANCORP INC COM COMMON STOCK USD.001 27579R104 7752 392524 SH SOLE 392524 0 0 EASTERN CO COM COMMON STOCK NPV 276317104 386 19225 SH SOLE 19225 0 0 EASTERN INS HLDGS INC COM COMMON STOCK NPV 276534104 876 61500 SH SOLE 61500 0 0 EASTERN VA BANKSHARES INC COM COMMON STOCK USD2. 277196101 17 8463 SH SOLE 8463 0 0 * EASTGROUP PPTY INC COM REIT NPV 277276101 5169 118874 SH SOLE 118874 0 0 * EASTMAN CHEM CO COM COMMON STOCK USD.01 277432100 16973 434534 SH SOLE 434534 0 0 * EASTMAN KODAK CO COM COMMON STOCK USD2.5 277461109 831 1279195 SH SOLE 1279195 0 0 * EASYLINK SERVICES INTL CORP CL COMMON STOCK USD.01 277858106 279 70000 SH SOLE 70000 0 0 * EATON CORP COM COMMON STOCK USD.5 278058102 42331 972464 SH SOLE 972464 0 0 * EATON VANCE CORP COM NON VTG COMMON STOCK 278265103 9583 405378 SH SOLE 405378 0 0 USD.90625 * EBAY INC COM COMMON STOCK USD.001 278642103 109747 3618421 SH SOLE 3618421 0 0 * EBIX INC COM NEW COMMON STOCK USD.1 278715206 2800 126701 SH SOLE 126701 0 0 ECB BANCORP INC COM COMMON STOCK USD3.5 268253101 3 300 SH SOLE 300 0 0 * ECHELON CORP COM COMMON STOCK USD.01 27874N105 237 48633 SH SOLE 48633 0 0 * ECHO GLOBAL LOGISTICS INC COM COMMON STOCK 27875T101 719 44492 SH SOLE 44492 0 0 USD.0001 * ECHOSTAR CORP CL A COMMON STOCK USD.001 278768106 2237 106816 SH SOLE 106816 0 0 * ECOLAB INC COM COMMON STOCK USD1. 278865100 54598 944438 SH SOLE 944438 0 0 ECOLOGY & ENVIRONMENT INC CL A COMMON STOCK USD.01 278878103 144 8900 SH SOLE 8900 0 0 ECOTALITY INC COM NEW COMMON STOCK 27922Y202 11 10500 SH SOLE 10500 0 0 EDAC TECHNOLOGIES CORP COM COMMON STOCK 279285100 176 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 USD.01 27943Q105 4574 696160 SH SOLE 696160 0 0 EDGAR ONLINE INC COM COMMON STOCK USD.01 279765101 24 59915 SH SOLE 59915 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * EDGEWATER TECHNOLOGY INC COM COMMON STOCK USD.01 280358102 142 51545 SH SOLE 51545 0 0 EDIETS COM INC COM NEW DELETED COMMON STOCK USD.001 280597204 3 11144 SH SOLE 11144 0 0 * EDISON INTL COM COMMON STOCK NPV 281020107 40451 977066 SH SOLE 977066 0 0 * EDUCATION MGMT CORP NEW COM COMMON STOCK USD.01 28140M103 3390 121105 SH SOLE 121105 0 0 * EDUCATION RLTY TR INC COM REIT USD.01 28140H104 3227 315467 SH SOLE 315467 0 0 EDUCATIONAL DEV CORP COM COMMON STOCK USD.2 281479105 34 6900 SH SOLE 6900 0 0 * EDWARDS LIFESCIENCES CORP COM COMMON STOCK USD1. 28176E108 22551 318964 SH SOLE 318964 0 0 * EHEALTH INC COM COMMON STOCK USD.001 28238P109 985 66991 SH SOLE 66991 0 0 EINSTEIN NOAH REST GROUP INC COM COMMON STOCK USD.001 28257U104 518 32760 SH SOLE 32760 0 0 * EL PASO CORP COM COMMON STOCK USD3. 28336L109 51149 1925052 SH SOLE 1925052 0 0 * EL PASO ELEC CO COM NEW COMMON STOCK NPV 283677854 3010 86896 SH SOLE 86896 0 0 * EL PASO PIPELINE PARTNERS L COM LTD PART NPV 283702108 13949 402917 SH SOLE 402917 0 0 ELECSYS CORP COM COMMON STOCK USD.01 28473M100 30 7200 SH SOLE 7200 0 0 ELECTRO RENT CORP COM COMMON STOCK NPV 285218103 1153 67225 SH SOLE 67225 0 0 * ELECTRO SCIENTIFIC INDS COM COMMON STOCK NPV 285229100 905 62518 SH SOLE 62518 0 0 ELECTRO-SENSORS INC COM COMMON STOCK USD.1 285233102 14 3550 SH SOLE 3550 0 0 * ELECTRONIC ARTS INC COM COMMON STOCK USD.01 285512109 20611 1000553 SH SOLE 1000553 0 0 * ELECTRONICS FOR IMAGING INC COM COMMON STOCK USD.01 286082102 203 14233 SH SOLE 14233 0 0 * LILLY ELI & CO COM COMMON STOCK NPV 532457108 143177 3445066 SH SOLE 3445066 0 0 * ELIZABETH ARDEN INC COM COMMON STOCK USD.01 28660G106 1865 50360 SH SOLE 50360 0 0 ELLIE MAE INC COM COMMON STOCK 28849P100 2 400 SH SOLE 400 0 0 USD.0001 ELMIRA SVGS BK FSB N Y COM COMMON STOCK USD1. 289660102 38 2312 SH SOLE 2312 0 0 * ELONG INC SPONSORED ADR ADR USD.01 290138205 114 7600 SH SOLE 7600 0 0 * EMAGIN CORP COM NEW COMMON STOCK USD.001 29076N206 236 63690 SH SOLE 63690 0 0 * E M C CORP MASS COM COMMON STOCK USD.01 268648102 122555 5689626 SH SOLE 5689626 0 0 EMC INS GROUP INC COM COMMON STOCK USD1. 268664109 399 19402 SH SOLE 19402 0 0 * EMCOR GROUP INC COM COMMON STOCK USD.01 29084Q100 4138 154359 SH SOLE 154359 0 0 * EMCORE CORP COM COMMON STOCK NPV 290846104 380 440165 SH SOLE 440165 0 0 * EMERGENT BIOSOLUTIONS INC COM COMMON STOCK USD.001 29089Q105 473 28082 SH SOLE 28082 0 0 * EMERITUS CORP COM COMMON STOCK 291005106 1221 69737 SH SOLE 69737 0 0 USD.0001 * EMERSON ELEC CO COM COMMON STOCK USD.5 291011104 103340 2218081 SH SOLE 2218081 0 0 * EMERSON RADIO CORP COM NEW COMMON STOCK USD.01 291087203 97 60900 SH SOLE 60900 0 0 * EMMIS COMMUNICATIONS CORP CL A COMMON STOCK USD.01 291525103 199 301901 SH SOLE 301901 0 0 * EMPIRE DIST ELEC CO COM COMMON STOCK USD1. 291641108 2347 111285 SH SOLE 111285 0 0 EMPIRE RESORTS INC COM NEW ADDED COMMON STOCK USD.01 292052206 32 20666 SH SOLE 20666 0 0 * EMPLOYERS HOLDINGS INC COM COMMON STOCK USD.01 292218104 1342 74172 SH SOLE 74172 0 0 * EMULEX CORP COM NEW COMMON STOCK USD.1 292475209 305 44476 SH SOLE 44476 0 0 * ENBRIDGE ENERGY MANAGEMENT L SH COMMON STOCK USD.01 29250X103 37 1058 SH SOLE 1058 0 0 * ENBRIDGE ENERGY PARTNERS L P CO LTD PART NPV 29250R106 16907 509404 SH SOLE 509404 0 0 ENCORE BANCSHARES INC COM COMMON STOCK USD1. 29255V201 279 20673 SH SOLE 20673 0 0 * ENCORE CAP GROUP INC COM COMMON STOCK USD.01 292554102 1331 62614 SH SOLE 62614 0 0 * ENCORE WIRE CORP COM COMMON STOCK USD.01 292562105 1484 57290 SH SOLE 57290 0 0 * ENDEAVOUR INTL CORP COM NEW COMMON STOCK USD.001 29259G200 739 84989 SH SOLE 84989 0 0 * ENDO PHARMACEUTICALS HLDGS I CO COMMON STOCK USD.01 29264F205 10070 291643 SH SOLE 291643 0 0 * ENDOCYTE INC COM COMMON STOCK 29269A102 399 106000 SH SOLE 106000 0 0 * ENDOLOGIX INC COM COMMON STOCK USD.001 29266S106 862 75100 SH SOLE 75100 0 0 * ENDURANCE SPECIALTY HLDGS LT SH COMMON STOCK USD1. G30397106 5720 149548 SH SOLE 149548 0 0 * ENER1 INC COM NEW DELETED COMMON STOCK USD.01 29267A203 0 3 SH SOLE 3 0 0 * ENERGEN CORP COM COMMON STOCK USD.01 29265N108 8704 174074 SH SOLE 174074 0 0 * ENERGIZER HLDGS INC COM COMMON STOCK USD.01 29266R108 14683 189505 SH SOLE 189505 0 0 * ENERGY CONVERSION DEVICES IN CO COMMON STOCK USD.01 292659109 6 28000 SH SOLE 28000 0 0 ENERGY FOCUS INC COM DELETED COMMON STOCK 29268T102 32 160500 SH SOLE 160500 0 0 USD.0001 * ENERGY PARTNERS LTD COM NEW COMMON STOCK 29270U303 1018 69749 SH SOLE 69749 0 0 * ENERGY RECOVERY INC COM COMMON STOCK USD.001 29270J100 431 167040 SH SOLE 167040 0 0 * ENERGY TRANSFER EQUITY L P COM LTD PART NPV 29273V100 16057 395691 SH SOLE 395691 0 0 * ENERGY TRANSFER PRTNRS L P UNIT LTD PART NPV 29273R109 18658 406934 SH SOLE 406934 0 0 * ENERGY XXI (BERMUDA) LTD USD UN COMMON STOCK USD.005 G10082140 4770 149611 SH SOLE 149611 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ENERGYSOLUTIONS INC COM COMMON STOCK USD.01 292756202 406 131528 SH SOLE 131528 0 0 * ENERNOC INC COM COMMON STOCK USD.001 292764107 622 57194 SH SOLE 57194 0 0 * ENERSYS COM COMMON STOCK USD.01 29275Y102 4797 184728 SH SOLE 184728 0 0 * ENGLOBAL CORP COM COMMON STOCK USD.001 293306106 251 118800 SH SOLE 118800 0 0 * ENNIS INC COM COMMON STOCK USD2.5 293389102 629 47195 SH SOLE 47195 0 0 ENOVA SYSTEMS INC COM NEW COMMON STOCK NPV 29355M200 6 37600 SH SOLE 37600 0 0 * ENPRO INDS INC COM COMMON STOCK USD.01 29355X107 2779 84276 SH SOLE 84276 0 0 * ENSCO PLC SPONSORED ADR ADR USD.1 29358Q109 24482 521785 SH SOLE 521785 0 0 * ENSIGN GROUP INC COM COMMON STOCK USD.001 29358P101 89 3635 SH SOLE 3635 0 0 ENSTAR GROUP LIMITED SHS COMMON STOCK USD1. G3075P101 4046 41206 SH SOLE 41206 0 0 * ENTEGRIS INC COM COMMON STOCK USD.01 29362U104 557 63832 SH SOLE 63832 0 0 * ENTERCOM COMMUNICATIONS CORP CL COMMON STOCK USD.01 293639100 1022 166200 SH SOLE 166200 0 0 * ENTERGY CORP NEW COM COMMON STOCK USD.01 29364G103 45071 616989 SH SOLE 616989 0 0 ENTEROMEDICS INC COM NEW COMMON STOCK USD.01 29365M208 111 65200 SH SOLE 65200 0 0 ENTERPRISE BANCORP INC MASS COM COMMON STOCK USD.01 293668109 130 9057 SH SOLE 9057 0 0 ENTERPRISE FINL SVCS CORP COM COMMON STOCK USD.01 293712105 921 62246 SH SOLE 62246 0 0 * ENTERPRISE PRODS PARTNERS L COM LTD PART NPV 293792107 73159 1577382 SH SOLE 1577382 0 0 ENTERTAINMENT GAMING ASIA IN COM COMMON STOCK USD.001 29383V107 27 122075 SH SOLE 122075 0 0 * ENTERTAINMENT PPTYS TR COM SH B REIT USD.01 29380T105 7884 180378 SH SOLE 180378 0 0 * ENTRAVISION COMMUNICATIONS C CL COMMON STOCK 29382R107 678 434665 SH SOLE 434665 0 0 USD.0001 ENTREMED INC COM NEW COMMON STOCK USD.01 29382F202 26 26718 SH SOLE 26718 0 0 * ENTROPIC COMMUNICATIONS INC COM COMMON STOCK USD.001 29384R105 1174 229811 SH SOLE 229811 0 0 ENVESTNET INC COM COMMON STOCK 29404K106 10 800 SH SOLE 800 0 0 * ENZON PHARMACEUTICALS INC COM COMMON STOCK USD.01 293904108 373 55690 SH SOLE 55690 0 0 * EOG RES INC COM COMMON STOCK USD.01 26875P101 70717 717867 SH SOLE 717867 0 0 EON COMMUNICATIONS CORP COM NEW COMMON STOCK USD.001 268763208 26 19555 SH SOLE 19555 0 0 EPICEPT CORP COM NEW DELETED COMMON STOCK 294264304 6 17833 SH SOLE 17833 0 0 USD.0001 * EPIQ SYS INC COM COMMON STOCK USD.01 26882D109 775 64454 SH SOLE 64454 0 0 EPLUS INC COM COMMON STOCK USD.01 294268107 1202 42500 SH SOLE 42500 0 0 EPOCH HOLDING CORP COM COMMON STOCK USD.01 29428R103 2384 107232 SH SOLE 107232 0 0 * EPOCRATES INC COM COMMON STOCK 29429D103 52 6700 SH SOLE 6700 0 0 * EQT CORP COM COMMON STOCK NPV 26884L109 20959 382536 SH SOLE 382536 0 0 * EQUIFAX INC COM COMMON STOCK USD1.25 294429105 13072 337417 SH SOLE 337417 0 0 * EQUINIX INC COM NEW COMMON STOCK USD.001 29444U502 12049 118828 SH SOLE 118828 0 0 * EQUITY LIFESTYLE PPTYS INC COM REIT USD.01 29472R108 11700 175435 SH SOLE 175435 0 0 * EQUITY ONE COM REIT USD.01 294752100 4273 251637 SH SOLE 251637 0 0 * EQUITY RESIDENTIAL SH BEN INT REIT USD.01 29476L107 79312 1390710 SH SOLE 1390710 0 0 * ERESEARCHTECHNOLOGY INC COM COMMON STOCK USD.01 29481V108 786 167655 SH SOLE 167655 0 0 ERIE INDTY CO CL A COMMON STOCK NPV 29530P102 8186 104728 SH SOLE 104728 0 0 ESB FINL CORP COM COMMON STOCK USD.01 26884F102 414 29458 SH SOLE 29458 0 0 ESCALADE INC COM COMMON STOCK NPV 296056104 44 9800 SH SOLE 9800 0 0 ESCALON MED CORP COM NEW COMMON STOCK USD.001 296074305 17 17000 SH SOLE 17000 0 0 * ESCO TECHNOLOGIES INC COM COMMON STOCK USD.01 296315104 871 30279 SH SOLE 30279 0 0 ESPEY MFG & ELECTRS CORP COM COMMON STOCK USD.333 296650104 214 9200 SH SOLE 9200 0 0 ESSA BANCORP INC COM COMMON STOCK USD.01 29667D104 37 3540 SH SOLE 3540 0 0 * ESSEX PPTY TR INC COM REIT USD.0001 297178105 21255 151270 SH SOLE 151270 0 0 ESSEX RENT CORP COM COMMON STOCK 297187106 24 8300 SH SOLE 8300 0 0 * LAUDER ESTEE COS INC CL A COMMON STOCK USD.01 518439104 37019 329582 SH SOLE 329582 0 0 * ESTERLINE TECHNOLOGIES CORP COM COMMON STOCK USD.2 297425100 4867 86966 SH SOLE 86966 0 0 * ETHAN ALLEN INTERIORS INC COM COMMON STOCK USD.01 297602104 1625 68546 SH SOLE 68546 0 0 * EURONET WORLDWIDE INC COM COMMON STOCK USD.02 298736109 2595 140418 SH SOLE 140418 0 0 * EUROSEAS LTD COM NEW COMMON STOCK USD.03 Y23592200 216 91800 SH SOLE 91800 0 0 * EV ENERGY PARTNERS LP COM UNITS LTD PART 26926V107 5359 81321 SH SOLE 81321 0 0 EVANS BANCORP INC COM NEW COMMON STOCK USD.5 29911Q208 13 1100 SH SOLE 1100 0 0 * EVERCORE PARTNERS INC CLASS A COMMON STOCK USD.01 29977A105 1169 43921 SH SOLE 43921 0 0 * EVEREST RE GROUP LTD COM COMMON STOCK USD.01 G3223R108 15979 190028 SH SOLE 190028 0 0 * EVERGREEN ENERGY INC NEW COM NE COMMON STOCK USD.001 30024B203 6 104191 SH SOLE 104191 0 0 * EVOLUTION PETROLEUM CORP COM COMMON STOCK USD.001 30049A107 782 97111 SH SOLE 97111 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- EVOLVING SYS INC COM NEW COMMON STOCK USD.001 30049R209 4 537 SH SOLE 537 0 0 * SCRIPPS E W CO OHIO CL A NEW COMMON STOCK USD.01 811054402 1041 129999 SH SOLE 129999 0 0 * EXACT SCIENCES CORP COM COMMON STOCK USD.01 30063P105 1510 186000 SH SOLE 186000 0 0 EXACTECH INC COM COMMON STOCK USD.01 30064E109 482 29274 SH SOLE 29274 0 0 * EXAMWORKS GROUP INC COM COMMON STOCK 30066A105 48 5100 SH SOLE 5100 0 0 * EXAR CORP COM COMMON STOCK 300645108 1128 173503 SH SOLE 173503 0 0 USD.0001 EXCEED COMPANY LTD SHS COMMON STOCK G32335104 90 18100 SH SOLE 18100 0 0 USD.0001 * EXCEL MARITIME CARRIERS LTD COM COMMON STOCK USD.01 V3267N107 521 359100 SH SOLE 359100 0 0 * EXCEL TR INC COM REIT USD.01 30068C109 21 1751 SH SOLE 1751 0 0 * EXCO RESOURCES INC COM COMMON STOCK USD.001 269279402 4320 413399 SH SOLE 413399 0 0 * EXELIS INC COM ADDED COMMON STOCK 30162A108 4235 467928 SH SOLE 467928 0 0 * EXELIXIS INC COM COMMON STOCK USD.001 30161Q104 204 43152 SH SOLE 43152 0 0 * EXELON CORP COM COMMON STOCK NPV 30161N101 89769 2069843 SH SOLE 2069843 0 0 * EXIDE TECHNOLOGIES COM NEW COMMON STOCK USD.01 302051206 2420 920319 SH SOLE 920319 0 0 * EXLSERVICE HOLDINGS INC COM COMMON STOCK USD.001 302081104 615 27493 SH SOLE 27493 0 0 EXPEDIA INC DEL COM NEW ADDED COMMON STOCK USD.001 30212P303 9885 340616 SH SOLE 340616 0 0 * EXPEDITORS INTL WASH INC COM COMMON STOCK USD.01 302130109 27442 669971 SH SOLE 669971 0 0 EXPONENT INC COM COMMON STOCK USD.001 30214U102 2222 48341 SH SOLE 48341 0 0 * EXPRESS INC COM COMMON STOCK 30219E103 2628 131801 SH SOLE 131801 0 0 * EXPRESS SCRIPTS INC COM COMMON STOCK USD.01 302182100 59633 1334361 SH SOLE 1334361 0 0 * EXTERRAN HLDGS INC COM COMMON STOCK USD.01 30225X103 974 107021 SH SOLE 107021 0 0 * EXTERRAN PARTNERS LP COM UNITS LTD PART 30225N105 1322 65624 SH SOLE 65624 0 0 * EXTRA SPACE STORAGE INC COM REIT USD.01 30225T102 10352 427223 SH SOLE 427223 0 0 * EXTREME NETWORKS INC COM COMMON STOCK USD.001 30226D106 1075 368059 SH SOLE 368059 0 0 * EXXON MOBIL CORP COM COMMON STOCK NPV 30231G102 1188271 14019241 SH SOLE 14019241 0 0 * EZCORP INC CL A NON VTG COMMON STOCK USD.01 302301106 4096 155341 SH SOLE 155341 0 0 * F5 NETWORKS INC COM COMMON STOCK NPV 315616102 23609 222473 SH SOLE 222473 0 0 * FABRINET SHS COMMON STOCK USD.01 G3323L100 763 55781 SH SOLE 55781 0 0 * FACTSET RESH SYS INC COM COMMON STOCK USD.01 303075105 8290 94981 SH SOLE 94981 0 0 * FAIR ISAAC CORP COM COMMON STOCK USD.01 303250104 4243 118398 SH SOLE 118398 0 0 * FAIRCHILD SEMICONDUCTOR INTL CO COMMON STOCK USD.01 303726103 3219 267371 SH SOLE 267371 0 0 * FAIRPOINT COMMUNICATIONS INC CO COMMON STOCK 305560302 3 800 SH SOLE 800 0 0 * FALCONSTOR SOFTWARE INC COM COMMON STOCK USD.001 306137100 721 279443 SH SOLE 279443 0 0 * FAMILY DLR STORES INC COM COMMON STOCK USD.1 307000109 22965 398285 SH SOLE 398285 0 0 * FAMOUS DAVES AMER INC COM COMMON STOCK USD.01 307068106 592 57022 SH SOLE 57022 0 0 FARMER BROS CO COM COMMON STOCK USD1. 307675108 24 3197 SH SOLE 3197 0 0 FARMERS CAP BK CORP COM COMMON STOCK USD.125 309562106 114 25424 SH SOLE 25424 0 0 * FARO TECHNOLOGIES INC COM COMMON STOCK USD.001 311642102 856 18601 SH SOLE 18601 0 0 * FASTENAL CO COM COMMON STOCK USD.01 311900104 34640 794306 SH SOLE 794306 0 0 FAUQUIER BANKSHARES INC VA COM COMMON STOCK USD3.13 312059108 4 400 SH SOLE 400 0 0 FBL FINL GROUP INC CL A COMMON STOCK NPV 30239F106 1763 51816 SH SOLE 51816 0 0 * FBR & CO COM COMMON STOCK USD.001 30247C301 193 93970 SH SOLE 93970 0 0 * FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 1079 59900 SH SOLE 59900 0 0 * FEDERAL MOGUL CORP COM COMMON STOCK USD.01 313549404 2994 202992 SH SOLE 202992 0 0 * FEDERAL REALTY INVT TR SH BEN I REIT USD.01 313747206 29560 325733 SH SOLE 325733 0 0 * FEDERAL SIGNAL CORP COM COMMON STOCK USD1. 313855108 899 216574 SH SOLE 216574 0 0 * FEDERATED INVS INC PA CL B COMMON STOCK NPV 314211103 4931 325446 SH SOLE 325446 0 0 * FEDEX CORP COM COMMON STOCK USD.1 31428X106 77527 928361 SH SOLE 928361 0 0 * FEI CO COM COMMON STOCK NPV 30241L109 3750 91947 SH SOLE 91947 0 0 * FEIHE INTL INC COM COMMON STOCK USD.001 31429Y103 138 53301 SH SOLE 53301 0 0 * FELCOR LODGING TR INC COM REIT USD.01 31430F101 1934 634057 SH SOLE 634057 0 0 FEMALE HEALTH CO COM COMMON STOCK USD.01 314462102 414 91700 SH SOLE 91700 0 0 * FERRELLGAS PARTNERS L.P. UNIT L LTD PART USD1. 315293100 2616 137900 SH SOLE 137900 0 0 * FERRO CORP COM COMMON STOCK USD1. 315405100 1583 323669 SH SOLE 323669 0 0 FIBERTOWER CORP COM NEW COMMON STOCK USD.001 31567R209 0 2200 SH SOLE 2200 0 0 * FIDELITY NATIONAL FINANCIAL CL COMMON STOCK 31620R105 16622 1043438 SH SOLE 1043438 0 0 USD.0001 * FIDELITY NATL INFORMATION SV CO COMMON STOCK USD.01 31620M106 24854 934705 SH SOLE 934705 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- FIDELITY SOUTHERN CORP NEW COM COMMON STOCK NPV 316394105 316 51928 SH SOLE 51928 0 0 FIDUS INVT CORP COM COMMON STOCK 316500107 3 200 SH SOLE 200 0 0 FIELDPOINT PETROLEUM CORP COM COMMON STOCK USD.01 316570100 472 110740 SH SOLE 110740 0 0 * FIFTH STREET FINANCE CORP COM COMMON STOCK USD.01 31678A103 30 3110 SH SOLE 3110 0 0 * FIFTH THIRD BANCORP COM COMMON STOCK NPV 316773100 33557 2638112 SH SOLE 2638112 0 0 * FINANCIAL ENGINES INC COM COMMON STOCK 317485100 1124 50358 SH SOLE 50358 0 0 USD.0001 FINANCIAL INSTNS INC COM COMMON STOCK USD.01 317585404 735 45529 SH SOLE 45529 0 0 * FINISAR CORP COM NEW COMMON STOCK USD.001 31787A507 3953 236049 SH SOLE 236049 0 0 * FINISH LINE INC CL A COMMON STOCK USD.01 317923100 3611 187258 SH SOLE 187258 0 0 FIRST ACCEPTANCE CORP COM COMMON STOCK USD.01 318457108 32 23700 SH SOLE 23700 0 0 * FIRST AMERN FINL CORP COM COMMON STOCK 31847R102 3322 262184 SH SOLE 262184 0 0 USD.00001 FIRST BANCORP INC ME COM COMMON STOCK USD.01 31866P102 241 15663 SH SOLE 15663 0 0 * FIRST BANCORP P R COM NEW COMMON STOCK USD1. 318672706 795 227696 SH SOLE 227696 0 0 FIRST BANCORP N C COM COMMON STOCK NPV 318910106 682 61137 SH SOLE 61137 0 0 FIRST BANCSHARES INC MO COM COMMON STOCK USD.01 318687100 34 6700 SH SOLE 6700 0 0 FIRST BANCSHARES INC MS COM COMMON STOCK USD1. 318916103 3 400 SH SOLE 400 0 0 * FIRST BUSEY CORP COM COMMON STOCK USD.001 319383105 504 100875 SH SOLE 100875 0 0 FIRST CALIFORNIA FINANCIAL G COM COMMON STOCK USD.01 319395109 159 48629 SH SOLE 48629 0 0 FIRST CAPITAL BANCORP VA COM COMMON STOCK USD4. 319438107 2 1100 SH SOLE 1100 0 0 FIRST CAPITAL INC COM COMMON STOCK USD.01 31942S104 2 100 SH SOLE 100 0 0 * FIRST CASH FINL SVCS INC COM COMMON STOCK USD.01 31942D107 3527 100501 SH SOLE 100501 0 0 FIRST CTZNS BANC CORP COM NO PAR COMMON STOCK NPV 319459202 69 17100 SH SOLE 17100 0 0 FIRST CTZNS BANCSHARES INC N CL A COMMON STOCK USD1. 31946M103 2336 13351 SH SOLE 13351 0 0 FIRST CLOVER LEAF FIN CORP COM COMMON STOCK USD.1 31969M105 16 2700 SH SOLE 2700 0 0 * FIRST COMWLTH FINL CORP PA COM COMMON STOCK USD1. 319829107 1160 220481 SH SOLE 220481 0 0 * FIRST CMNTY BANCSHARES INC N CO COMMON STOCK USD1. 31983A103 400 32078 SH SOLE 32078 0 0 FIRST CMNTY CORP S C COM COMMON STOCK USD1. 319835104 38 6180 SH SOLE 6180 0 0 FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103 10 800 SH SOLE 800 0 0 FIRST DEFIANCE FINL CORP COM COMMON STOCK USD.01 32006W106 497 34088 SH SOLE 34088 0 0 FIRST FED BANCSHARES ARK COM NEW COMMON STOCK USD.01 32020F303 151 34876 SH SOLE 34876 0 0 FIRST FED NORTHN MICH BANCOR COM COMMON STOCK USD.01 32021X105 58 20153 SH SOLE 20153 0 0 * FIRST FINL BANCORP OH COM COMMON STOCK NPV 320209109 852 51213 SH SOLE 51213 0 0 FIRST FINL CORP IND COM COMMON STOCK NPV 320218100 244 7327 SH SOLE 7327 0 0 FIRST FINL HLDGS INC COM COMMON STOCK USD.01 320239106 467 52304 SH SOLE 52304 0 0 * FIRST FINANCIAL NORTHWEST IN CO COMMON STOCK USD.01 32022K102 395 67079 SH SOLE 67079 0 0 FIRST FINL SVC CORP COM COMMON STOCK USD1. 32022D108 11 6981 SH SOLE 6981 0 0 * FIRST FINL BANKSHARES COM COMMON STOCK USD.01 32020R109 2642 79036 SH SOLE 79036 0 0 * FIRST HORIZON NATL CORP COM COMMON STOCK USD.625 320517105 7887 985903 SH SOLE 985903 0 0 * FIRST INDUSTRIAL REALTY TRUS CO REIT USD.01 32054K103 2926 285976 SH SOLE 285976 0 0 FIRST INTST BANCSYSTEM INC COM CL COMMON STOCK NPV 32055Y201 262 20094 SH SOLE 20094 0 0 FIRST M & F CORP COM COMMON STOCK USD5. 320744105 87 30730 SH SOLE 30730 0 0 * FIRST MARBLEHEAD CORP COM COMMON STOCK USD.01 320771108 401 342507 SH SOLE 342507 0 0 * FIRST MERCHANTS CORP COM COMMON STOCK NPV 320817109 815 96265 SH SOLE 96265 0 0 * FIRST MIDWEST BANCORP DEL COM COMMON STOCK USD.01 320867104 1582 156132 SH SOLE 156132 0 0 * FIRST NIAGARA FINL GP INC COM COMMON STOCK USD.01 33582V108 7050 816911 SH SOLE 816911 0 0 FIRST LONG IS CORP COM COMMON STOCK USD.1 320734106 615 23349 SH SOLE 23349 0 0 FIRST PACTRUST BANCORP INC COM COMMON STOCK USD.01 33589V101 89 8700 SH SOLE 8700 0 0 FIRST PL FINL CORP COM DELETED COMMON STOCK USD.01 33610T109 9 17715 SH SOLE 17715 0 0 * FIRST POTOMAC RLTY TR COM REIT USD.001 33610F109 2241 171716 SH SOLE 171716 0 0 * FIRST REP BK SAN FRAN CALI N CO COMMON STOCK USD.01 33616C100 7244 236657 SH SOLE 236657 0 0 FIRST SEC GROUP INC COM NEW ADDED COMMON STOCK USD.01 336312202 14 5541 SH SOLE 5541 0 0 * FIRST SOLAR INC COM COMMON STOCK USD.001 336433107 5804 171921 SH SOLE 171921 0 0 FIRST SOUTH BANCORP INC VA COM COMMON STOCK USD.01 33646W100 119 37325 SH SOLE 37325 0 0 FIRST UTD CORP COM COMMON STOCK USD.01 33741H107 109 32573 SH SOLE 32573 0 0 FIRSTBANK CORP MICH COM COMMON STOCK NPV 33761G104 52 10290 SH SOLE 10290 0 0 FIRSTCITY FINL CORP COM COMMON STOCK USD.01 33761X107 283 35149 SH SOLE 35149 0 0 * FIRSTENERGY CORP COM COMMON STOCK USD.1 337932107 52706 1189762 SH SOLE 1189762 0 0 * FIRSTMERIT CORP COM COMMON STOCK NPV 337915102 3844 254048 SH SOLE 254048 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * FISERV INC COM COMMON STOCK USD.01 337738108 24256 412932 SH SOLE 412932 0 0 FISHER COMMUNICATIONS INC COM COMMON STOCK USD1.25 337756209 738 25610 SH SOLE 25610 0 0 * FIVE STAR QUALITY CARE INC COM COMMON STOCK USD.01 33832D106 623 207600 SH SOLE 207600 0 0 FLAGSTAR BANCORP INC COM NEW COMMON STOCK USD.01 337930507 48 95137 SH SOLE 95137 0 0 * FLAGSTONE REINSURANCE HOLDIN CO COMMON STOCK USD.01 L3466T104 739 89194 SH SOLE 89194 0 0 FLANIGANS ENTERPRISES INC COM COMMON STOCK USD.1 338517105 26 3800 SH SOLE 3800 0 0 * FLEETCOR TECHNOLOGIES INC COM COMMON STOCK USD.001 339041105 364 12174 SH SOLE 12174 0 0 FLEXIBLE SOLUTIONS INTL INC COM COMMON STOCK USD.001 33938T104 4 1700 SH SOLE 1700 0 0 FLEXSTEEL INDS INC COM COMMON STOCK USD1. 339382103 477 34500 SH SOLE 34500 0 0 * FLEXTRONICS INTL LTD ORD COMMON STOCK NPV Y2573F102 13461 2378187 SH SOLE 2378187 0 0 * FLIR SYS INC COM COMMON STOCK USD.01 302445101 10217 407527 SH SOLE 407527 0 0 * FLOTEK INDS INC DEL COM COMMON STOCK 343389102 2245 225405 SH SOLE 225405 0 0 USD.0001 * FLOW INTL CORP COM COMMON STOCK USD.01 343468104 492 140532 SH SOLE 140532 0 0 * FLOWERS FOODS INC COM COMMON STOCK USD.01 343498101 11081 583821 SH SOLE 583821 0 0 * FLOWSERVE CORP COM COMMON STOCK USD1.25 34354P105 16916 170322 SH SOLE 170322 0 0 FLUIDIGM CORP DEL COM COMMON STOCK 34385P108 3 200 SH SOLE 200 0 0 * FLUOR CORP NEW COM COMMON STOCK USD.01 343412102 26953 536379 SH SOLE 536379 0 0 * FLUSHING FINL CORP COM COMMON STOCK USD.01 343873105 1529 121045 SH SOLE 121045 0 0 * F M C CORP COM NEW COMMON STOCK USD.1 302491303 17807 206967 SH SOLE 206967 0 0 * FMC TECHNOLOGIES INC COM COMMON STOCK USD.01 30249U101 36285 694716 SH SOLE 694716 0 0 * FNB CORP PA COM COMMON STOCK USD.01 302520101 3059 270445 SH SOLE 270445 0 0 F N B UNITED CORP COM NEW ADDED COMMON STOCK USD2.5 302519202 6 476 SH SOLE 476 0 0 * FOCUS MEDIA HLDG LTD SPONSORED ADR USD.00005 34415V109 6588 338019 SH SOLE 338019 0 0 FONAR CORP COM NEW COMMON STOCK 344437405 75 45575 SH SOLE 45575 0 0 USD.0001 FOOD TECHNOLOGY SERVICE INC COM N COMMON STOCK USD.01 344798202 49 9329 SH SOLE 9329 0 0 * FOOT LOCKER INC COM COMMON STOCK USD.01 344849104 12295 515738 SH SOLE 515738 0 0 * FORD MTR CO DEL COM PAR $0.01 COMMON STOCK USD.01 345370860 109416 10168760 SH SOLE 10168760 0 0 * FOREST CITY ENTERPRISES INC CL COMMON STOCK USD.333 345550107 8233 696491 SH SOLE 696491 0 0 FOREST CITY ENTERPRISES INC CL B COMMON STOCK USD.333 345550305 12 1051 SH SOLE 1051 0 0 * FOREST LABS INC COM COMMON STOCK USD.1 345838106 22552 745285 SH SOLE 745285 0 0 * FOREST OIL CORP COM PAR $0.01 COMMON STOCK USD.1 346091705 4058 299519 SH SOLE 299519 0 0 * FORESTAR GROUP INC COM COMMON STOCK USD1. 346233109 685 45265 SH SOLE 45265 0 0 * FORMFACTOR INC COM COMMON STOCK USD.001 346375108 214 42227 SH SOLE 42227 0 0 * FORRESTER RESH INC COM COMMON STOCK USD.01 346563109 1936 57053 SH SOLE 57053 0 0 FORTEGRA FINL CORP COM COMMON STOCK USD.01 34954W104 13 2000 SH SOLE 2000 0 0 * FORTINET INC COM COMMON STOCK USD.001 34959E109 5811 266435 SH SOLE 266435 0 0 * FORTRESS INVESTMENT GROUP LL CL LTD PART NPV 34958B106 715 211400 SH SOLE 211400 0 0 * FORTUNE BRANDS HOME & SEC IN CO COMMON STOCK USD.01 34964C106 7660 449790 SH SOLE 449790 0 0 * FORWARD AIR CORP COM COMMON STOCK USD.01 349853101 2093 65315 SH SOLE 65315 0 0 FORWARD INDS INC N Y COM NEW COMMON STOCK USD.01 349862300 33 19705 SH SOLE 19705 0 0 * FOSSIL INC COM COMMON STOCK USD.01 349882100 10006 126089 SH SOLE 126089 0 0 * FOSTER L B CO COM COMMON STOCK USD.01 350060109 266 9408 SH SOLE 9408 0 0 * FOSTER WHEELER AG COM COMMON STOCK CHF3. H27178104 4635 242168 SH SOLE 242168 0 0 FOX CHASE BANCORP INC NEW COM COMMON STOCK USD.01 35137T108 8 635 SH SOLE 635 0 0 * FRANCESCAS HLDGS CORP COM COMMON STOCK 351793104 65 3747 SH SOLE 3747 0 0 * FRANKLIN COVEY CO COM COMMON STOCK USD.05 353469109 330 38945 SH SOLE 38945 0 0 * FRANKLIN ELEC INC COM COMMON STOCK USD.1 353514102 2497 57322 SH SOLE 57322 0 0 FRANKLIN FINL CORP VA COM COMMON STOCK 35353C102 7 600 SH SOLE 600 0 0 * FRANKLIN RES INC COM COMMON STOCK USD.1 354613101 43100 448683 SH SOLE 448683 0 0 * FRANKLIN STREET PPTYS CORP COM REIT USD.0001 35471R106 3274 329023 SH SOLE 329023 0 0 * FREDS INC CL A COMMON STOCK NPV 356108100 2383 163410 SH SOLE 163410 0 0 FREDERICKS HOLLYWOOD GROUP I COM COMMON STOCK USD1. 35582T108 15 40300 SH SOLE 40300 0 0 * FREEPORT-MCMORAN COPPER & GO CO COMMON STOCK USD.1 35671D857 98125 2667163 SH SOLE 2667163 0 0 * FREESCALE SEMICONDUCTOR HLDG SH COMMON STOCK G3727Q101 1308 103429 SH SOLE 103429 0 0 * FREIGHTCAR AMER INC COM COMMON STOCK USD.01 357023100 391 18676 SH SOLE 18676 0 0 FREQUENCY ELECTRS INC COM COMMON STOCK USD1. 358010106 92 12000 SH SOLE 12000 0 0 * FRESH DEL MONTE PRODUCE INC ORD COMMON STOCK USD.01 G36738105 2946 117787 SH SOLE 117787 0 0 * FRESH MKT INC COM COMMON STOCK USD.01 35804H106 1031 25841 SH SOLE 25841 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- FRIEDMAN INDS INC COM COMMON STOCK USD1. 358435105 753 72099 SH SOLE 72099 0 0 FRISCHS RESTAURANTS INC COM COMMON STOCK NPV 358748101 149 7629 SH SOLE 7629 0 0 * FRONTIER COMMUNICATIONS CORP CO COMMON STOCK USD.25 35906A108 11869 2304628 SH SOLE 2304628 0 0 * FRONTLINE LTD SHS COMMON STOCK USD2.5 G3682E127 10 2217 SH SOLE 2217 0 0 FROZEN FOOD EXPRESS INDS INC COM COMMON STOCK USD1.5 359360104 77 59507 SH SOLE 59507 0 0 * FSI INTL INC COM COMMON STOCK NPV 302633102 375 102400 SH SOLE 102400 0 0 * FTI CONSULTING INC COM COMMON STOCK USD.01 302941109 3999 94281 SH SOLE 94281 0 0 * FUEL SYS SOLUTIONS INC COM COMMON STOCK USD.001 35952W103 989 60002 SH SOLE 60002 0 0 * FUEL TECH INC COM COMMON STOCK USD.01 359523107 4183 635702 SH SOLE 635702 0 0 * FUELCELL ENERGY INC COM COMMON STOCK 35952H106 287 329172 SH SOLE 329172 0 0 USD.0001 FULL HOUSE RESORTS INC COM COMMON STOCK 359678109 25 9575 SH SOLE 9575 0 0 USD.0001 * FULTON FINL CORP PA COM COMMON STOCK USD2.5 360271100 5485 559158 SH SOLE 559158 0 0 * FURIEX PHARMACEUTICALS INC COM COMMON STOCK 36106P101 377 22534 SH SOLE 22534 0 0 * FURMANITE CORPORATION COM COMMON STOCK NPV 361086101 784 124221 SH SOLE 124221 0 0 * FURNITURE BRANDS INTL INC COM COMMON STOCK USD1. 360921100 341 277107 SH SOLE 277107 0 0 * FUSHI COPPERWELD INC COM COMMON STOCK USD.006 36113E107 795 105700 SH SOLE 105700 0 0 * FUSION-IO INC COM COMMON STOCK 36112J107 318 13127 SH SOLE 13127 0 0 FUTUREFUEL CORPORATION COM COMMON STOCK 36116M106 22 1778 SH SOLE 1778 0 0 USD.0001 * FX ENERGY INC COM COMMON STOCK USD.001 302695101 212 44078 SH SOLE 44078 0 0 * FXCM INC COM CL A COMMON STOCK USD.01 302693106 171 17500 SH SOLE 17500 0 0 G & K SVCS INC CL A COMMON STOCK USD.5 361268105 1848 63473 SH SOLE 63473 0 0 * G-III APPAREL GROUP LTD COM COMMON STOCK USD.01 36237H101 484 19440 SH SOLE 19440 0 0 * GAIAM INC CL A COMMON STOCK 36268Q103 138 42505 SH SOLE 42505 0 0 USD.0001 GAIN CAP HLDGS INC COM COMMON STOCK 36268W100 66 9900 SH SOLE 9900 0 0 USD.00001 * GALENA BIOPHARMA COM ADDED COMMON STOCK 363256108 5 10457 SH SOLE 10457 0 0 USD.0001 GAMCO INVESTORS INC COM COMMON STOCK USD.001 361438104 1326 30486 SH SOLE 30486 0 0 * GAMESTOP CORP NEW CL A COMMON STOCK USD.001 36467W109 13553 561653 SH SOLE 561653 0 0 GAMING PARTNERS INTL CORP COM COMMON STOCK USD.01 36467A107 118 19100 SH SOLE 19100 0 0 * GANNETT INC COM COMMON STOCK USD1. 364730101 12314 921028 SH SOLE 921028 0 0 * GAP INC DEL COM COMMON STOCK USD.05 364760108 25172 1357005 SH SOLE 1357005 0 0 * GARDNER DENVER INC COM COMMON STOCK USD.01 365558105 10733 139275 SH SOLE 139275 0 0 * GARMIN LTD SHS COMMON STOCK CHF10. H2906T109 17134 430390 SH SOLE 430390 0 0 * GARTNER INC COM COMMON STOCK 366651107 10283 295746 SH SOLE 295746 0 0 USD.0005 GAS NAT INC COM COMMON STOCK USD.15 367204104 70 6150 SH SOLE 6150 0 0 * GASCO ENERGY INC COM COMMON STOCK 367220100 102 454688 SH SOLE 454688 0 0 USD.0001 * GASTAR EXPL LTD COM NEW COMMON STOCK NPV 367299203 260 81900 SH SOLE 81900 0 0 * GATX CORP COM COMMON STOCK USD.625 361448103 6146 140766 SH SOLE 140766 0 0 * GAYLORD ENTMT CO NEW COM COMMON STOCK USD.01 367905106 1617 66978 SH SOLE 66978 0 0 GEEKNET INC COM NEW COMMON STOCK USD.001 36846Q203 355 20795 SH SOLE 20795 0 0 * GEN-PROBE INC NEW COM COMMON STOCK 36866T103 6490 109771 SH SOLE 109771 0 0 USD.0001 * GENCO SHIPPING & TRADING LTD SH COMMON STOCK USD.01 Y2685T107 1374 203301 SH SOLE 203301 0 0 * GENCORP INC COM COMMON STOCK USD.1 368682100 1532 287966 SH SOLE 287966 0 0 * GENERAC HLDGS INC COM COMMON STOCK 368736104 126 4487 SH SOLE 4487 0 0 * GENERAL CABLE CORP DEL NEW COM COMMON STOCK USD.01 369300108 4864 194498 SH SOLE 194498 0 0 * GENERAL COMMUNICATION INC CL A COMMON STOCK NPV 369385109 1839 187894 SH SOLE 187894 0 0 * GENERAL DYNAMICS CORP COM COMMON STOCK USD1. 369550108 72059 1085066 SH SOLE 1085066 0 0 * GENERAL ELECTRIC CO COM COMMON STOCK USD.06 369604103 550748 30750846 SH SOLE 30750846 0 0 GENERAL EMPLOYMENT ENTERPRIS COM COMMON STOCK NPV 369730106 0 100 SH SOLE 100 0 0 GENERAL FINANCE CORP COM COMMON STOCK 369822101 7 2600 SH SOLE 2600 0 0 USD.0001 * GENERAL GROWTH PPTYS INC NEW CO REIT USD.01 370023103 29933 1992885 SH SOLE 1992885 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * GENERAL MLS INC COM COMMON STOCK USD.1 370334104 72908 1804208 SH SOLE 1804208 0 0 * GENERAL MOLY INC COM COMMON STOCK USD.001 370373102 356 115249 SH SOLE 115249 0 0 * GENERAL MTRS CO COM COMMON STOCK USD.01 37045V100 31084 1533476 SH SOLE 1533476 0 0 * GENERAL STEEL HOLDINGS INC COM COMMON STOCK USD.001 370853103 157 159100 SH SOLE 159100 0 0 * GENESCO INC COM COMMON STOCK USD1. 371532102 4983 80712 SH SOLE 80712 0 0 * GENESEE & WYO INC CL A COMMON STOCK USD.01 371559105 6635 109531 SH SOLE 109531 0 0 * GENESIS ENERGY L P UNIT LTD PAR LTD PART NPV 371927104 2095 74712 SH SOLE 74712 0 0 * GENIE ENERGY LTD CL B ADDED COMMON STOCK 372284208 431 54300 SH SOLE 54300 0 0 * GENOMIC HEALTH INC COM COMMON STOCK 37244C101 1227 48315 SH SOLE 48315 0 0 USD.0001 * GENON ENERGY INC COM COMMON STOCK USD.001 37244E107 6684 2560993 SH SOLE 2560993 0 0 * GENPACT LIMITED SHS COMMON STOCK USD.01 G3922B107 6299 421305 SH SOLE 421305 0 0 * GENTEX CORP COM COMMON STOCK USD.06 371901109 10849 366648 SH SOLE 366648 0 0 GENTIUM S P A SPONSORED ADR ADR EUR1. 37250B104 33 5500 SH SOLE 5500 0 0 * GENTIVA HEALTH SERVICES INC COM COMMON STOCK USD.1 37247A102 665 98559 SH SOLE 98559 0 0 * GENUINE PARTS CO COM COMMON STOCK USD1. 372460105 31310 511595 SH SOLE 511595 0 0 GENVEC INC COM NEW COMMON STOCK USD.001 37246C307 87 37182 SH SOLE 37182 0 0 * GENWORTH FINL INC COM CL A COMMON STOCK USD.001 37247D106 10852 1656820 SH SOLE 1656820 0 0 * GEO GROUP INC COM COMMON STOCK USD.01 36159R103 2603 155403 SH SOLE 155403 0 0 * GEOEYE INC COM COMMON STOCK USD.01 37250W108 999 44976 SH SOLE 44976 0 0 * GEOGLOBAL RESOURCES INC COM COMMON STOCK USD.001 37249T109 25 107800 SH SOLE 107800 0 0 * GEOKINETICS INC COM PAR $0.01 COMMON STOCK USD.01 372910307 108 50200 SH SOLE 50200 0 0 GEOMET INC DEL COM COMMON STOCK USD.001 37250U201 5 5800 SH SOLE 5800 0 0 GEOPETRO RESOURCES CO COM COMMON STOCK NPV 37248H304 7 31500 SH SOLE 31500 0 0 * GEORESOURCES INC COM COMMON STOCK USD.01 372476101 420 14325 SH SOLE 14325 0 0 * GEORGIA GULF CORP COM PAR$0.01 COMMON STOCK USD.01 373200302 1568 80461 SH SOLE 80461 0 0 GERMAN AMERN BANCORP INC COM COMMON STOCK NPV 373865104 538 29600 SH SOLE 29600 0 0 * GERON CORP COM COMMON STOCK USD.001 374163103 8 5547 SH SOLE 5547 0 0 * GETTY RLTY CORP NEW COM REIT USD.01 374297109 2110 151235 SH SOLE 151235 0 0 GEVO INC COM COMMON STOCK 374396109 1 200 SH SOLE 200 0 0 * GFI GROUP INC COM COMMON STOCK USD.01 361652209 912 221337 SH SOLE 221337 0 0 * GIBRALTAR INDS INC COM COMMON STOCK USD.01 374689107 646 46243 SH SOLE 46243 0 0 GIGA TRONICS INC COM COMMON STOCK NPV 375175106 38 26700 SH SOLE 26700 0 0 * GIGAMEDIA LTD ORD COMMON STOCK NPV Y2711Y104 81 97700 SH SOLE 97700 0 0 * GILEAD SCIENCES INC COM COMMON STOCK USD.001 375558103 86252 2107293 SH SOLE 2107293 0 0 * GLACIER BANCORP INC NEW COM COMMON STOCK USD.01 37637Q105 1523 126626 SH SOLE 126626 0 0 * GLADSTONE CAPITAL CORP COM COMMON STOCK USD.001 376535100 4 522 SH SOLE 522 0 0 GLADSTONE COML CORP COM REIT USD.001 376536108 7 400 SH SOLE 400 0 0 GLADSTONE INVT CORP COM COMMON STOCK USD.001 376546107 8 1120 SH SOLE 1120 0 0 * GLATFELTER COM COMMON STOCK USD.01 377316104 2890 204662 SH SOLE 204662 0 0 * GLEACHER & CO INC COM COMMON STOCK USD.01 377341102 6 3490 SH SOLE 3490 0 0 * GLIMCHER RLTY TR SH BEN INT REIT USD.01 379302102 4844 526553 SH SOLE 526553 0 0 * GLOBAL CASH ACCESS HLDGS INC CO COMMON STOCK USD.001 378967103 1375 308974 SH SOLE 308974 0 0 * GLOBAL GEOPHYSICAL SVCS INC COM COMMON STOCK USD.01 37946S107 415 61739 SH SOLE 61739 0 0 * GLOBAL INDEMNITY PLC SHS COMMON STOCK G39319101 441 22232 SH SOLE 22232 0 0 USD.0001 * GLOBAL PMTS INC COM COMMON STOCK NPV 37940X102 11850 250109 SH SOLE 250109 0 0 * GLOBAL POWER EQUIPMENT GRP I CO COMMON STOCK 37941P306 515 21700 SH SOLE 21700 0 0 GLOBAL SHIP LEASE INC NEW SHS A COMMON STOCK USD.01 Y27183105 174 96000 SH SOLE 96000 0 0 GLOBAL SOURCES LTD ORD COMMON STOCK USD.01 G39300101 22 4477 SH SOLE 4477 0 0 GLOBAL TECH ADVANCED INNOVAT SHS COMMON STOCK USD.01 G39320117 4 1200 SH SOLE 1200 0 0 GLOBALSCAPE INC COM COMMON STOCK USD.001 37940G109 88 55100 SH SOLE 55100 0 0 * GLOBALSTAR INC COM COMMON STOCK 378973408 2 3300 SH SOLE 3300 0 0 USD.0001 * GLOBE SPECIALTY METALS INC COM COMMON STOCK 37954N206 4274 319224 SH SOLE 319224 0 0 USD.0001 * GLOBECOMM SYSTEMS INC COM COMMON STOCK USD.001 37956X103 1055 77112 SH SOLE 77112 0 0 GLOWPOINT INC COM NEW ADDED COMMON STOCK 379887201 19 8225 SH SOLE 8225 0 0 USD.0001 * GLU MOBILE INC COM COMMON STOCK 379890106 507 161600 SH SOLE 161600 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * GMX RES INC COM COMMON STOCK USD.001 38011M108 384 307281 SH SOLE 307281 0 0 * GNC HLDGS INC COM CL A COMMON STOCK USD.001 36191G107 5724 197721 SH SOLE 197721 0 0 * GOLAR LNG LTD BERMUDA SHS COMMON STOCK USD1. G9456A100 77 1730 SH SOLE 1730 0 0 * GOLAR LNG PARTNERS LP COM UNIT UNIT Y2745C102 491 16022 SH SOLE 16022 0 0 * GOLD RESV INC CL A COMMON STOCK NPV 38068N108 60 21600 SH SOLE 21600 0 0 * GOLD RESOURCE CORP COM COMMON STOCK USD.001 38068T105 1175 55300 SH SOLE 55300 0 0 GOLDEN ENTERPRISES INC COM COMMON STOCK 381010107 165 45502 SH SOLE 45502 0 0 USD.666667 * GOLDEN MINERALS CO COM COMMON STOCK USD.01 381119106 136 23400 SH SOLE 23400 0 0 * GOLDEN STAR RES LTD CDA COM COMMON STOCK NPV 38119T104 17 10600 SH SOLE 10600 0 0 * GOLDMAN SACHS GROUP INC COM COMMON STOCK USD.01 38141G104 124463 1376348 SH SOLE 1376348 0 0 GOLFSMITH INTL HOLDINGS INC COM COMMON STOCK USD.001 38168Y103 32 10000 SH SOLE 10000 0 0 * GOLUB CAP BDC INC COM COMMON STOCK 38173M102 110 7100 SH SOLE 7100 0 0 * GOODRICH CORP COM COMMON STOCK USD5. 382388106 46790 378250 SH SOLE 378250 0 0 * GOODRICH PETE CORP COM NEW COMMON STOCK USD.2 382410405 1687 122850 SH SOLE 122850 0 0 * GOODYEAR TIRE & RUBR CO COM COMMON STOCK NPV 382550101 16362 1154668 SH SOLE 1154668 0 0 * GOOGLE INC CL A COMMON STOCK USD.001 38259P508 415655 643528 SH SOLE 643528 0 0 GORDMANS STORES INC COM COMMON STOCK 38269P100 93 7400 SH SOLE 7400 0 0 * GORMAN RUPP CO COM COMMON STOCK NPV 383082104 1219 44900 SH SOLE 44900 0 0 * GOVERNMENT PPTYS INCOME TR COM REIT USD.01 38376A103 2485 110179 SH SOLE 110179 0 0 * GP STRATEGIES CORP COM COMMON STOCK USD.01 36225V104 1537 113992 SH SOLE 113992 0 0 * GRACO INC COM COMMON STOCK USD1. 384109104 8070 197361 SH SOLE 197361 0 0 * GRAFTECH INTL LTD COM COMMON STOCK USD.01 384313102 4558 333895 SH SOLE 333895 0 0 * GRAHAM CORP COM COMMON STOCK USD.1 384556106 691 30800 SH SOLE 30800 0 0 * GRAMERCY CAP CORP COM REIT USD.001 384871109 624 249625 SH SOLE 249625 0 0 * GRAN TIERRA ENERGY INC COM COMMON STOCK USD.001 38500T101 1534 319500 SH SOLE 319500 0 0 * GRAND CANYON ED INC COM COMMON STOCK USD.01 38526M106 2212 138587 SH SOLE 138587 0 0 GRANITE CITY FOOD & BREWERY COM N COMMON STOCK USD.01 38724Q404 7 2883 SH SOLE 2883 0 0 * GRANITE CONSTR INC COM COMMON STOCK USD.01 387328107 1149 48421 SH SOLE 48421 0 0 * GRAPHIC PACKAGING HLDG CO COM COMMON STOCK USD.01 388689101 1837 431210 SH SOLE 431210 0 0 GRAVITY CO LTD SPONSORED ADR ADR KRW500. 38911N107 5 3900 SH SOLE 3900 0 0 GRAY TELEVISION INC COM COMMON STOCK NPV 389375106 337 208265 SH SOLE 208265 0 0 GRAYMARK HEALTHCARE INC COM PAR $ COMMON STOCK 389465303 1 1225 SH SOLE 1225 0 0 USD.0001 * GREAT LAKES DREDGE & DOCK CO CO COMMON STOCK 390607109 644 115834 SH SOLE 115834 0 0 USD.0001 GREAT NORTHN IRON ORE PPTYS CTFS LTD PART NPV 391064102 348 3160 SH SOLE 3160 0 0 * GREAT PLAINS ENERGY INC COM COMMON STOCK NPV 391164100 8382 384836 SH SOLE 384836 0 0 GREAT SOUTHN BANCORP INC COM COMMON STOCK USD.01 390905107 645 27347 SH SOLE 27347 0 0 * GREAT WOLF RESORTS INC COM COMMON STOCK USD.01 391523107 131 45113 SH SOLE 45113 0 0 * GREATBATCH INC COM COMMON STOCK USD.001 39153L106 1603 72532 SH SOLE 72532 0 0 GREEN BANKSHARES INC COM NEW COMMON STOCK USD2. 394361208 56 44609 SH SOLE 44609 0 0 * GREEN DOT CORP CL A COMMON STOCK USD.001 39304D102 544 17426 SH SOLE 17426 0 0 * GREEN MTN COFFEE ROASTERS IN CO COMMON STOCK USD.1 393122106 16156 360212 SH SOLE 360212 0 0 * GREEN PLAINS RENEWABLE ENERG CO COMMON STOCK USD.001 393222104 1277 130821 SH SOLE 130821 0 0 * GREENBRIER COS INC COM COMMON STOCK NPV 393657101 1334 54955 SH SOLE 54955 0 0 * GREENHILL & CO INC COM COMMON STOCK USD.01 395259104 1671 45943 SH SOLE 45943 0 0 * GREENLIGHT CAPITAL RE LTD CLASS COMMON STOCK USD.01 G4095J109 848 35805 SH SOLE 35805 0 0 * GREIF INC CL A COMMON STOCK NPV 397624107 3460 75959 SH SOLE 75959 0 0 GREIF INC CL B COMMON STOCK NPV 397624206 253 5618 SH SOLE 5618 0 0 GRIFFIN LD & NURSERIES INC CL A COMMON STOCK USD.01 398231100 133 5030 SH SOLE 5030 0 0 * GRIFFON CORP COM COMMON STOCK USD.25 398433102 542 59347 SH SOLE 59347 0 0 * GRIFOLS S A SPONSORED ADR ADR 398438309 1759 318120 SH SOLE 318120 0 0 * GROUP 1 AUTOMOTIVE INC COM COMMON STOCK USD.01 398905109 2703 52176 SH SOLE 52176 0 0 * GROUPON INC COM CL A ADDED COMMON STOCK 399473107 111 5394 SH SOLE 5394 0 0 GRUBB & ELLIS CO COM PAR $0.01 COMMON STOCK USD.01 400095204 29 224590 SH SOLE 224590 0 0 GSE SYS INC COM COMMON STOCK USD.01 36227K106 287 147100 SH SOLE 147100 0 0 * GSI GROUP INC CDA NEW COM NEW COMMON STOCK NPV 36191C205 11 1100 SH SOLE 1100 0 0 * GSI TECHNOLOGY COM COMMON STOCK USD.001 36241U106 148 31600 SH SOLE 31600 0 0 * GT ADVANCED TECHNOLOGIES INC CO COMMON STOCK USD.01 36191U106 1730 238920 SH SOLE 238920 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- GTSI CORP COM COMMON STOCK USD.005 36238K103 136 32300 SH SOLE 32300 0 0 * GTX INC DEL COM COMMON STOCK USD.001 40052B108 124 36822 SH SOLE 36822 0 0 GUANWEI RECYCLING CORP COM COMMON STOCK USD.001 400685103 31 37300 SH SOLE 37300 0 0 * GUARANTY BANCORP DEL COM COMMON STOCK USD.001 40075T102 378 257357 SH SOLE 257357 0 0 GUARANTY FED BANCSHARES INC COM COMMON STOCK USD.1 40108P101 101 17728 SH SOLE 17728 0 0 * GUESS INC COM COMMON STOCK USD.01 401617105 2866 96104 SH SOLE 96104 0 0 GUIDANCE SOFTWARE INC COM COMMON STOCK USD.001 401692108 3 400 SH SOLE 400 0 0 * GULF ISLAND FABRICATION INC COM COMMON STOCK NPV 402307102 843 28853 SH SOLE 28853 0 0 * GULF RESOURCES INC COM PAR $0.0 COMMON STOCK USD.001 40251W309 115 64000 SH SOLE 64000 0 0 * GULFMARK OFFSHORE INC CL A NEW COMMON STOCK USD.01 402629208 828 19707 SH SOLE 19707 0 0 * GULFPORT ENERGY CORP COM NEW COMMON STOCK USD.01 402635304 3592 121978 SH SOLE 121978 0 0 * FULLER H B CO COM COMMON STOCK USD1. 359694106 3596 155593 SH SOLE 155593 0 0 * H & E EQUIPMENT SERVICES INC CO COMMON STOCK USD.01 404030108 1317 98131 SH SOLE 98131 0 0 * BLOCK H & R INC COM COMMON STOCK NPV 093671105 17126 1048771 SH SOLE 1048771 0 0 * HACKETT GROUP INC COM COMMON STOCK USD.001 404609109 875 234060 SH SOLE 234060 0 0 * HAEMONETICS CORP COM COMMON STOCK USD.01 405024100 2659 43430 SH SOLE 43430 0 0 * HAIN CELESTIAL GROUP INC COM COMMON STOCK USD.01 405217100 3498 95426 SH SOLE 95426 0 0 HALLADOR ENERGY COMPANY COM COMMON STOCK USD.01 40609P105 14 1449 SH SOLE 1449 0 0 * HALLIBURTON CO COM COMMON STOCK USD2.5 406216101 88095 2552727 SH SOLE 2552727 0 0 HALLMARK FINL SVCS INC EC COM NEW COMMON STOCK USD.18 40624Q203 560 80105 SH SOLE 80105 0 0 * HALOZYME THERAPEUTICS INC COM COMMON STOCK USD.001 40637H109 813 85478 SH SOLE 85478 0 0 HAMPDEN BANCORP INC COM COMMON STOCK USD.01 40867E107 81 6900 SH SOLE 6900 0 0 HAMPTON ROADS BANKSHARES INC COM COMMON STOCK USD.625 409321502 191 69816 SH SOLE 69816 0 0 * HANCOCK HLDG CO COM COMMON STOCK USD3.33 410120109 5863 183392 SH SOLE 183392 0 0 HANDY & HARMAN LTD COM COMMON STOCK USD.01 410315105 956 96600 SH SOLE 96600 0 0 * HANESBRANDS INC COM COMMON STOCK USD.01 410345102 5902 269978 SH SOLE 269978 0 0 * HANGER ORTHOPEDIC GROUP INC COM COMMON STOCK USD.01 41043F208 1732 92659 SH SOLE 92659 0 0 * HANOVER INS GROUP INC COM COMMON STOCK USD.01 410867105 5395 154353 SH SOLE 154353 0 0 * HANSEN MEDICAL INC COM COMMON STOCK 411307101 396 153325 SH SOLE 153325 0 0 USD.0001 HARBINGER GROUP INC COM COMMON STOCK USD.01 41146A106 200 49980 SH SOLE 49980 0 0 HARDINGE INC COM COMMON STOCK USD.01 412324303 272 33750 SH SOLE 33750 0 0 * HARLEY DAVIDSON INC COM COMMON STOCK USD.01 412822108 24787 637700 SH SOLE 637700 0 0 HARLEYSVILLE GROUP INC COM COMMON STOCK USD1. 412824104 1029 18195 SH SOLE 18195 0 0 HARLEYSVILLE SVGS FINL CORP COM COMMON STOCK USD.01 412865107 150 10464 SH SOLE 10464 0 0 * HARMAN INTL INDS INC COM COMMON STOCK USD.01 413086109 6703 176222 SH SOLE 176222 0 0 * HARMONIC INC COM COMMON STOCK USD.001 413160102 1149 228009 SH SOLE 228009 0 0 * HARRIS & HARRIS GROUP INC COM COMMON STOCK USD.01 413833104 0 120 SH SOLE 120 0 0 * HARRIS CORP DEL COM COMMON STOCK USD1. 413875105 10894 302274 SH SOLE 302274 0 0 * HARRIS INTERACTIVE INC COM COMMON STOCK USD.001 414549105 186 332800 SH SOLE 332800 0 0 * HARSCO CORP COM COMMON STOCK USD1.25 415864107 5347 259827 SH SOLE 259827 0 0 * HARTE-HANKS INC COM COMMON STOCK USD1. 416196103 998 109804 SH SOLE 109804 0 0 * HARTFORD FINL SVCS GROUP INC CO COMMON STOCK USD.01 416515104 24059 1480545 SH SOLE 1480545 0 0 * HARVARD BIOSCIENCE INC COM COMMON STOCK USD.01 416906105 543 140202 SH SOLE 140202 0 0 * HARVEST NATURAL RESOURCES IN CO COMMON STOCK USD.01 41754V103 767 103922 SH SOLE 103922 0 0 * HASBRO INC COM COMMON STOCK USD.5 418056107 10105 316861 SH SOLE 316861 0 0 HASTINGS ENTMT INC COM COMMON STOCK USD.01 418365102 90 56100 SH SOLE 56100 0 0 * HATTERAS FINL CORP COM REIT USD.001 41902R103 2346 88980 SH SOLE 88980 0 0 HAUPPAUGE DIGITAL INC COM COMMON STOCK USD.01 419131107 38 64100 SH SOLE 64100 0 0 HAVERTY FURNITURE INC COM COMMON STOCK USD1. 419596101 762 69402 SH SOLE 69402 0 0 HAVERTY FURNITURE INC CL A COMMON STOCK USD1. 419596200 6 500 SH SOLE 500 0 0 * HAWAIIAN ELEC INDUSTRIES COM COMMON STOCK NPV 419870100 9873 372848 SH SOLE 372848 0 0 * HAWAIIAN HOLDINGS INC COM COMMON STOCK USD.01 419879101 1234 212749 SH SOLE 212749 0 0 HAWKINS INC COM COMMON STOCK USD.05 420261109 913 24761 SH SOLE 24761 0 0 HAWTHORN BANCSHARES INC COM COMMON STOCK USD1. 420476103 68 11051 SH SOLE 11051 0 0 * HAYNES INTERNATIONAL INC COM NE COMMON STOCK USD.001 420877201 1108 20300 SH SOLE 20300 0 0 * HCA HOLDINGS INC COM COMMON STOCK USD.01 40412C101 8356 379301 SH SOLE 379301 0 0 * HCC INS HLDGS INC COM COMMON STOCK USD1. 404132102 10460 380357 SH SOLE 380357 0 0 * HCP INC COM REIT USD1. 40414L109 78120 1885589 SH SOLE 1885589 0 0 * HEADWATERS INC COM COMMON STOCK USD.001 42210P102 237 106605 SH SOLE 106605 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HEALTH CARE REIT INC COM REIT USD1. 42217K106 47120 864104 SH SOLE 864104 0 0 * HEALTH MGMT ASSOC INC NEW CL A COMMON STOCK USD.01 421933102 6310 856211 SH SOLE 856211 0 0 * HEALTH NET INC COM COMMON STOCK USD.001 42222G108 10948 359881 SH SOLE 359881 0 0 * HEALTHCARE RLTY TR COM REIT USD.01 421946104 5624 302509 SH SOLE 302509 0 0 * HEALTHCARE SVCS GRP INC COM COMMON STOCK USD.01 421906108 5128 289905 SH SOLE 289905 0 0 * HEALTHSOUTH CORP COM NEW COMMON STOCK USD.01 421924309 2789 157825 SH SOLE 157825 0 0 * HEALTHSPRING INC COM COMMON STOCK USD.01 42224N101 9279 170134 SH SOLE 170134 0 0 * HEALTHSTREAM INC COM COMMON STOCK NPV 42222N103 1409 76369 SH SOLE 76369 0 0 * HEALTHWAYS INC COM COMMON STOCK USD.001 422245100 180 26253 SH SOLE 26253 0 0 * HEARTLAND EXPRESS INC COM COMMON STOCK USD.01 422347104 3181 222611 SH SOLE 222611 0 0 HEARTLAND FINL USA INC COM COMMON STOCK USD1. 42234Q102 163 10634 SH SOLE 10634 0 0 * HEARTLAND PMT SYS INC COM COMMON STOCK USD.001 42235N108 3381 138799 SH SOLE 138799 0 0 * HEARTWARE INTL INC COM COMMON STOCK 422368100 55 800 SH SOLE 800 0 0 * HECKMANN CORP COM COMMON STOCK USD.001 422680108 82 12257 SH SOLE 12257 0 0 * HECLA MNG CO COM COMMON STOCK USD.25 422704106 3601 688583 SH SOLE 688583 0 0 * HEELYS INC COM COMMON STOCK USD.001 42279M107 128 69340 SH SOLE 69340 0 0 * HEICO CORP NEW COM COMMON STOCK USD.01 422806109 381 6519 SH SOLE 6519 0 0 HEICO CORP NEW CL A COMMON STOCK USD.01 422806208 1963 49875 SH SOLE 49875 0 0 * HEIDRICK & STRUGGLES INTL IN CO COMMON STOCK USD.01 422819102 283 13159 SH SOLE 13159 0 0 * HELEN OF TROY CORP LTD COM COMMON STOCK USD.1 G4388N106 1582 51535 SH SOLE 51535 0 0 * HELIX ENERGY SOLUTIONS GRP I CO COMMON STOCK NPV 42330P107 7696 487104 SH SOLE 487104 0 0 * HELMERICH & PAYNE INC COM COMMON STOCK USD.1 423452101 17773 304549 SH SOLE 304549 0 0 * HEMISPHERX BIOPHARMA INC COM COMMON STOCK USD.001 42366C103 86 439500 SH SOLE 439500 0 0 * SCHEIN HENRY INC COM COMMON STOCK USD.01 806407102 17944 278507 SH SOLE 278507 0 0 * HERBALIFE LTD COM USD SHS COMMON STOCK USD.002 G4412G101 20009 387242 SH SOLE 387242 0 0 * HERCULES OFFSHORE INC COM COMMON STOCK USD.01 427093109 1167 262872 SH SOLE 262872 0 0 * HERCULES TECH GROWTH CAP INC CO COMMON STOCK USD.001 427096508 18 1913 SH SOLE 1913 0 0 HERITAGE COMMERCE CORP COM COMMON STOCK NPV 426927109 203 42900 SH SOLE 42900 0 0 HERITAGE CRYSTAL CLEAN INC COM COMMON STOCK USD.01 42726M106 412 24900 SH SOLE 24900 0 0 HERITAGE FINL CORP WASH COM COMMON STOCK NPV 42722X106 349 27800 SH SOLE 27800 0 0 HERITAGE FINL GROUP INC COM COMMON STOCK USD.01 42726X102 204 18372 SH SOLE 18372 0 0 HERITAGE OAKS BANCORP COM COMMON STOCK NPV 42724R107 13 3897 SH SOLE 3897 0 0 * MILLER HERMAN INC COM COMMON STOCK USD.2 600544100 2715 147153 SH SOLE 147153 0 0 * HERSHA HOSPITALITY TR SH BEN IN REIT USD.01 427825104 3400 696687 SH SOLE 696687 0 0 * HERSHEY CO COM COMMON STOCK USD1. 427866108 29170 472156 SH SOLE 472156 0 0 * HERTZ GLOBAL HOLDINGS INC COM COMMON STOCK USD.01 42805T105 14268 1217426 SH SOLE 1217426 0 0 HESKA CORP COM RESTRC NEW COMMON STOCK USD.001 42805E306 49 6680 SH SOLE 6680 0 0 * HESS CORP COM COMMON STOCK USD1. 42809H107 57264 1008168 SH SOLE 1008168 0 0 * HEWLETT PACKARD CO COM COMMON STOCK USD.01 428236103 159091 6175911 SH SOLE 6175911 0 0 * HEXCEL CORP NEW COM COMMON STOCK USD.01 428291108 6098 251899 SH SOLE 251899 0 0 HF FINL CORP COM COMMON STOCK USD.01 404172108 9 801 SH SOLE 801 0 0 * HFF INC CL A COMMON STOCK USD.01 40418F108 375 36284 SH SOLE 36284 0 0 * HHGREGG INC COM COMMON STOCK 42833L108 362 25049 SH SOLE 25049 0 0 USD.0001 * HI-TECH PHARMACAL INC COM COMMON STOCK USD.01 42840B101 2780 71479 SH SOLE 71479 0 0 * HIBBETT SPORTS INC COM COMMON STOCK USD.01 428567101 3724 82416 SH SOLE 82416 0 0 HICKORY TECH CORP COM COMMON STOCK NPV 429060106 678 61200 SH SOLE 61200 0 0 * HIGHER ONE HLDGS INC COM COMMON STOCK 42983D104 2302 124845 SH SOLE 124845 0 0 HIGHPOWER INTL INC COM COMMON STOCK USD.001 43113X101 12 12300 SH SOLE 12300 0 0 * HIGHWOODS PPTYS INC COM REIT USD.01 431284108 10421 351244 SH SOLE 351244 0 0 * HILL INTERNATIONAL INC COM COMMON STOCK 431466101 482 93720 SH SOLE 93720 0 0 USD.0001 * HILL ROM HLDGS INC COM COMMON STOCK NPV 431475102 7879 233870 SH SOLE 233870 0 0 * HILLENBRAND INC COM COMMON STOCK NPV 431571108 3649 163478 SH SOLE 163478 0 0 * HILLTOP HOLDINGS INC COM COMMON STOCK USD.01 432748101 289 34216 SH SOLE 34216 0 0 HINGHAM INSTN SVGS MASS COM COMMON STOCK USD1. 433323102 171 3580 SH SOLE 3580 0 0 HISOFT TECHNOLOGY INTL LTD SPONSO ADR 43358R108 281 30400 SH SOLE 30400 0 0 * HITTITE MICROWAVE CORP COM COMMON STOCK USD.01 43365Y104 2207 44685 SH SOLE 44685 0 0 * HEINZ H J CO COM COMMON STOCK USD.25 423074103 46360 857876 SH SOLE 857876 0 0 HKN INC COM COMMON STOCK USD.01 40420K103 325 152731 SH SOLE 152731 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- HMN FINL INC COM COMMON STOCK USD.01 40424G108 49 23940 SH SOLE 23940 0 0 * HMS HLDGS CORP COM COMMON STOCK USD.01 40425J101 6815 213115 SH SOLE 213115 0 0 * HNI CORP COM COMMON STOCK USD1. 404251100 1103 42261 SH SOLE 42261 0 0 * HOKU CORP COM COMMON STOCK USD.001 434711107 35 59902 SH SOLE 59902 0 0 * HOLLY ENERGY PARTNERS L P COM U LTD PART 435763107 477 8856 SH SOLE 8856 0 0 * HOLLYFRONTIER CORP COM COMMON STOCK USD.01 436106108 11432 488541 SH SOLE 488541 0 0 * HOLLYSYS AUTOMATION TECHNOLO SH COMMON STOCK G45667105 2972 357270 SH SOLE 357270 0 0 USD.0001 * HOLLYWOOD MEDIA CORP COM COMMON STOCK USD.01 436233100 130 102323 SH SOLE 102323 0 0 * HOLOGIC INC COM COMMON STOCK USD.01 436440101 12232 698556 SH SOLE 698556 0 0 HOME BANCORP INC COM COMMON STOCK USD.01 43689E107 39 2500 SH SOLE 2500 0 0 * HOME BANCSHARES INC COM COMMON STOCK USD.01 436893200 1119 43189 SH SOLE 43189 0 0 * HOME DEPOT INC COM COMMON STOCK USD.05 437076102 199510 4745707 SH SOLE 4745707 0 0 HOME FED BANCORP INC MD COM COMMON STOCK USD.01 43710G105 409 39310 SH SOLE 39310 0 0 * HOME INNS & HOTELS MGMT INC SPO ADR USD.005 43713W107 188 7300 SH SOLE 7300 0 0 * HOME PROPERTIES INC COM REIT USD.01 437306103 11772 204484 SH SOLE 204484 0 0 * HOMEAWAY INC COM COMMON STOCK 43739Q100 83 3574 SH SOLE 3574 0 0 USD.0001 HOMEOWNERS CHOICE INC COM COMMON STOCK NPV 43741E103 46 5700 SH SOLE 5700 0 0 * HONEYWELL INTL INC COM COMMON STOCK USD1. 438516106 125545 2309937 SH SOLE 2309937 0 0 HOOKER FURNITURE CORP COM COMMON STOCK NPV 439038100 461 40200 SH SOLE 40200 0 0 * HOOPER HOLMES INC COM COMMON STOCK USD.04 439104100 171 285400 SH SOLE 285400 0 0 HOPFED BANCORP INC COM COMMON STOCK USD.01 439734104 87 13413 SH SOLE 13413 0 0 * HORACE MANN EDUCATORS CORP N CO COMMON STOCK USD.001 440327104 1767 128865 SH SOLE 128865 0 0 * HORMEL FOODS CORP COM COMMON STOCK 440452100 16110 550033 SH SOLE 550033 0 0 USD.0586 * HORNBECK OFFSHORE SVCS INC N CO COMMON STOCK USD.01 440543106 1730 55778 SH SOLE 55778 0 0 * HORSEHEAD HLDG CORP COM COMMON STOCK USD.01 440694305 3472 385309 SH SOLE 385309 0 0 * HOSPIRA INC COM COMMON STOCK USD.01 441060100 13426 442067 SH SOLE 442067 0 0 * HOSPITALITY PPTYS TR COM SH BEN REIT USD.01 44106M102 12821 557932 SH SOLE 557932 0 0 * HOST HOTELS & RESORTS INC COM REIT USD.01 44107P104 49876 3376849 SH SOLE 3376849 0 0 * HOT TOPIC INC COM COMMON STOCK NPV 441339108 1891 286103 SH SOLE 286103 0 0 * HOUSTON AMERN ENERGY CORP COM COMMON STOCK USD.001 44183U100 1121 92000 SH SOLE 92000 0 0 * HOUSTON WIRE & CABLE CO COM COMMON STOCK USD.001 44244K109 314 22689 SH SOLE 22689 0 0 * HOVNANIAN ENTERPRISES INC CL A COMMON STOCK USD.01 442487203 228 156947 SH SOLE 156947 0 0 * HOWARD HUGHES CORP COM COMMON STOCK 44267D107 3054 69149 SH SOLE 69149 0 0 * HSN INC COM COMMON STOCK USD.01 404303109 4828 133163 SH SOLE 133163 0 0 * HUB GROUP INC CL A COMMON STOCK USD.01 443320106 2922 90100 SH SOLE 90100 0 0 * HUBBELL INC CL A COMMON STOCK USD.01 443510102 174 2903 SH SOLE 2903 0 0 * HUBBELL INC CL B COMMON STOCK USD.01 443510201 12018 179746 SH SOLE 179746 0 0 * HUDSON CITY BANCORP COM COMMON STOCK USD.01 443683107 10081 1613009 SH SOLE 1613009 0 0 * HUDSON HIGHLAND GROUP INC COM COMMON STOCK USD.001 443792106 816 170340 SH SOLE 170340 0 0 * HUDSON PAC PPTYS INC COM REIT USD.01 444097109 150 10600 SH SOLE 10600 0 0 HUDSON TECHNOLOGIES INC COM COMMON STOCK USD.01 444144109 146 104500 SH SOLE 104500 0 0 HUDSON VALLEY HOLDING CORP COM COMMON STOCK USD.2 444172100 296 13927 SH SOLE 13927 0 0 * HUGOTON RTY TR TEX UNIT BEN INT ROYALTY TRST NPV 444717102 2841 150656 SH SOLE 150656 0 0 * HUMAN GENOME SCIENCES INC COM COMMON STOCK USD.01 444903108 2580 349082 SH SOLE 349082 0 0 * HUMANA INC COM COMMON STOCK USD.166 444859102 49606 566209 SH SOLE 566209 0 0 * HUNT J B TRANS SVCS INC COM COMMON STOCK USD.01 445658107 13428 297943 SH SOLE 297943 0 0 * HUNTINGTON BANCSHARES INC COM COMMON STOCK USD.01 446150104 14856 2706093 SH SOLE 2706093 0 0 * HUNTINGTON INGALLS INDS INC COM COMMON STOCK USD.01 446413106 4089 130719 SH SOLE 130719 0 0 * HUNTSMAN CORP COM COMMON STOCK USD.01 447011107 5814 581400 SH SOLE 581400 0 0 HURCO COMPANIES INC COM COMMON STOCK NPV 447324104 317 15100 SH SOLE 15100 0 0 * HURON CONSULTING GROUP INC COM COMMON STOCK USD.01 447462102 2462 63556 SH SOLE 63556 0 0 * HUTCHINSON TECHNOLOGY INC COM COMMON STOCK USD.01 448407106 225 149900 SH SOLE 149900 0 0 * HYATT HOTELS CORP COM CL A COMMON STOCK USD.01 448579102 4833 128391 SH SOLE 128391 0 0 * HYPERDYNAMICS CORP COM COMMON STOCK USD.001 448954107 1123 458300 SH SOLE 458300 0 0 * IAC INTERACTIVECORP COM PAR $.0 COMMON STOCK USD.001 44919P508 11479 269450 SH SOLE 269450 0 0 * IBERIABANK CORP COM COMMON STOCK USD1. 450828108 2980 60442 SH SOLE 60442 0 0 IBIO INC COM COMMON STOCK USD.001 451033104 23 27500 SH SOLE 27500 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ICAD INC COM COMMON STOCK USD.01 44934S107 94 165356 SH SOLE 165356 0 0 ICAHN ENTERPRISES LP DEPOSITARY U LTD PART NPV 451100101 385 10762 SH SOLE 10762 0 0 * ICF INTL INC COM COMMON STOCK USD.001 44925C103 204 8240 SH SOLE 8240 0 0 * ICG GROUP INC COM COMMON STOCK USD.001 44928D108 12 1560 SH SOLE 1560 0 0 * ICONIX BRAND GROUP INC COM COMMON STOCK USD.001 451055107 2511 154114 SH SOLE 154114 0 0 * ICU MED INC COM COMMON STOCK USD.1 44930G107 1118 24853 SH SOLE 24853 0 0 * I D SYSTEMS INC COM COMMON STOCK USD.01 449489103 183 38786 SH SOLE 38786 0 0 * IDACORP INC COM COMMON STOCK NPV 451107106 3707 87397 SH SOLE 87397 0 0 * IDENIX PHARMACEUTICALS INC COM COMMON STOCK USD.001 45166R204 848 113872 SH SOLE 113872 0 0 * IDENTIVE GROUP INC COM COMMON STOCK USD.001 45170X106 138 61810 SH SOLE 61810 0 0 * IDERA PHARMACEUTICALS INC COM N COMMON STOCK USD.001 45168K306 113 107000 SH SOLE 107000 0 0 * IDEX CORP COM COMMON STOCK USD.01 45167R104 8076 217636 SH SOLE 217636 0 0 * IDEXX LABS INC COM COMMON STOCK USD.1 45168D104 12927 167965 SH SOLE 167965 0 0 * IDT CORP CL B NEW COMMON STOCK USD.01 448947507 514 54800 SH SOLE 54800 0 0 IEC ELECTRS CORP NEW COM COMMON STOCK USD.01 44949L105 191 40200 SH SOLE 40200 0 0 * IGATE CORP COM COMMON STOCK USD.01 45169U105 1497 95143 SH SOLE 95143 0 0 * IGI LABS INC COM COMMON STOCK USD.01 449575109 20 17000 SH SOLE 17000 0 0 * IGO INC COM COMMON STOCK USD.01 449593102 73 94709 SH SOLE 94709 0 0 * IHS INC CL A COMMON STOCK USD.01 451734107 11088 128688 SH SOLE 128688 0 0 * II VI INC COM COMMON STOCK NPV 902104108 2467 134344 SH SOLE 134344 0 0 IKANOS COMMUNICATIONS COM COMMON STOCK USD.001 45173E105 157 193330 SH SOLE 193330 0 0 * ILLINOIS TOOL WKS INC COM COMMON STOCK USD.01 452308109 65802 1408726 SH SOLE 1408726 0 0 * ILLUMINA INC COM COMMON STOCK USD.01 452327109 10057 329938 SH SOLE 329938 0 0 IMAGE SENSING SYS INC COM COMMON STOCK USD.01 45244C104 206 31600 SH SOLE 31600 0 0 * IMATION CORP COM COMMON STOCK USD.01 45245A107 1234 215380 SH SOLE 215380 0 0 * IMMERSION CORP COM COMMON STOCK USD.001 452521107 435 83940 SH SOLE 83940 0 0 * IMMUNOGEN INC COM COMMON STOCK USD.01 45253H101 324 28000 SH SOLE 28000 0 0 * IMMUNOMEDICS INC COM COMMON STOCK USD.01 452907108 428 128594 SH SOLE 128594 0 0 * IMPAX LABORATORIES INC COM COMMON STOCK USD.01 45256B101 1521 75400 SH SOLE 75400 0 0 * IMPERIAL HLDGS INC COM COMMON STOCK USD.01 452834104 2 800 SH SOLE 800 0 0 * IMPERIAL SUGAR CO NEW COM NEW COMMON STOCK NPV 453096208 226 63380 SH SOLE 63380 0 0 IMPERVA INC COM ADDED COMMON STOCK 45321L100 7 200 SH SOLE 200 0 0 USD.0001 * INCONTACT INC COM COMMON STOCK 45336E109 442 99874 SH SOLE 99874 0 0 USD.0001 * INCYTE CORP COM COMMON STOCK USD.001 45337C102 1594 106166 SH SOLE 106166 0 0 INDEPENDENCE HLDG CO NEW COM NEW COMMON STOCK USD1. 453440307 389 47900 SH SOLE 47900 0 0 * INDEPENDENT BANK CORP MICH COM COMMON STOCK USD1. 453838609 4 2745 SH SOLE 2745 0 0 * INDEPENDENT BANK CORP MASS COM COMMON STOCK USD.01 453836108 285 10460 SH SOLE 10460 0 0 INDIANA COMMUNITY BANCORP COM COMMON STOCK NPV 454674102 265 18109 SH SOLE 18109 0 0 INDUSTRIAL SVCS AMER INC FLA COM COMMON STOCK USD.005 456314103 179 33827 SH SOLE 33827 0 0 * INERGY L P UNIT LTD PTNR LTD PART NPV 456615103 6374 261016 SH SOLE 261016 0 0 * INFINERA CORPORATION COM COMMON STOCK USD.001 45667G103 1343 213923 SH SOLE 213923 0 0 * INFINITY PHARMACEUTICALS INC CO COMMON STOCK USD.001 45665G303 344 38900 SH SOLE 38900 0 0 * INFINITY PPTY & CAS CORP COM COMMON STOCK NPV 45665Q103 1420 25031 SH SOLE 25031 0 0 * INFORMATICA CORP COM COMMON STOCK USD.001 45666Q102 10474 283621 SH SOLE 283621 0 0 INFORMATION SERVICES GROUP I COM COMMON STOCK 45675Y104 133 128800 SH SOLE 128800 0 0 USD.0001 * INFOSONICS CORP COM COMMON STOCK USD.001 456784107 65 108700 SH SOLE 108700 0 0 * INFOSPACE INC COM PAR $.0001 COMMON STOCK 45678T300 466 42428 SH SOLE 42428 0 0 USD.0001 * INGERSOLL-RAND PLC SHS COMMON STOCK USD1. G47791101 26828 880480 SH SOLE 880480 0 0 INGLES MKTS INC CL A COMMON STOCK USD.05 457030104 460 30577 SH SOLE 30577 0 0 * INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 10369 570057 SH SOLE 570057 0 0 * INHIBITEX INC COM COMMON STOCK USD.001 45719T103 1341 122600 SH SOLE 122600 0 0 * INLAND REAL ESTATE CORP COM NEW REIT USD.01 457461200 2771 364131 SH SOLE 364131 0 0 * INNERWORKINGS INC COM COMMON STOCK 45773Y105 242 26045 SH SOLE 26045 0 0 USD.0001 INNODATA ISOGEN INC COM NEW COMMON STOCK USD.01 457642205 481 121992 SH SOLE 121992 0 0 * INNOPHOS HOLDINGS INC COM COMMON STOCK USD.001 45774N108 1635 33660 SH SOLE 33660 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * INNOSPEC INC COM COMMON STOCK USD.01 45768S105 825 29400 SH SOLE 29400 0 0 INNOTRAC CORP COM COMMON STOCK USD.1 45767M109 87 82200 SH SOLE 82200 0 0 INNOVARO INC COM COMMON STOCK USD.01 45777T102 20 21300 SH SOLE 21300 0 0 * INNOVATIVE SOLUTIONS & SUPPO CO COMMON STOCK USD.001 45769N105 74 21500 SH SOLE 21500 0 0 INOVIO PHARMACEUTICALS INC COM COMMON STOCK USD.001 45773H102 105 244800 SH SOLE 244800 0 0 * INPHI CORP COM COMMON STOCK 45772F107 252 21100 SH SOLE 21100 0 0 * INSIGHT ENTERPRISES INC COM COMMON STOCK USD.01 45765U103 3124 204307 SH SOLE 204307 0 0 * INSIGNIA SYS INC COM COMMON STOCK USD.01 45765Y105 149 74400 SH SOLE 74400 0 0 * INSMED INC COM PAR $.01 COMMON STOCK USD.01 457669307 272 89217 SH SOLE 89217 0 0 * INSPERITY INC COM COMMON STOCK USD.01 45778Q107 1127 44462 SH SOLE 44462 0 0 * INSTEEL INDUSTRIES INC COM COMMON STOCK NPV 45774W108 639 58148 SH SOLE 58148 0 0 INSTITUTIONAL FINL MKTS INC COM COMMON STOCK USD.001 45779L107 9 6700 SH SOLE 6700 0 0 * INSULET CORP COM COMMON STOCK USD.001 45784P101 133 7065 SH SOLE 7065 0 0 * INTEGRA LIFESCIENCES HLDGS C CO COMMON STOCK USD.01 457985208 1448 46966 SH SOLE 46966 0 0 INTEGRAMED AMER INC COM NEW COMMON STOCK USD.01 45810N302 355 45195 SH SOLE 45195 0 0 * INTEGRATED DEVICE TECHNOLOGY CO COMMON STOCK USD.001 458118106 1490 272820 SH SOLE 272820 0 0 * INTEGRATED ELECTRICAL SVC COM COMMON STOCK USD.01 45811E301 43 22600 SH SOLE 22600 0 0 * INTEGRATED SILICON SOLUTION COM COMMON STOCK 45812P107 1968 215300 SH SOLE 215300 0 0 USD.0001 * INTEGRYS ENERGY GROUP INC COM COMMON STOCK USD1. 45822P105 17081 315271 SH SOLE 315271 0 0 * INTEL CORP COM COMMON STOCK USD.001 458140100 356999 14721589 SH SOLE 14721589 0 0 * INTELLICHECK MOBILISA INC COM COMMON STOCK USD.001 45817G102 33 38600 SH SOLE 38600 0 0 INTELLIGENT SYS CORP NEW COM COMMON STOCK USD.01 45816D100 0 300 SH SOLE 300 0 0 * INTER PARFUMS INC COM COMMON STOCK USD.001 458334109 710 45617 SH SOLE 45617 0 0 * INTERACTIVE BROKERS GROUP IN CO COMMON STOCK USD.01 45841N107 1970 131871 SH SOLE 131871 0 0 * INTERACTIVE INTELLIGENCE GRO CO COMMON STOCK USD.01 45841V109 547 23850 SH SOLE 23850 0 0 * INTERCONTINENTALEXCHANGE INC CO COMMON STOCK USD.01 45865V100 24612 204168 SH SOLE 204168 0 0 * INTERDIGITAL INC COM COMMON STOCK USD.01 45867G101 4214 96719 SH SOLE 96719 0 0 * INTERFACE INC CL A COMMON STOCK USD.1 458665106 1501 130108 SH SOLE 130108 0 0 * INTERLINE BRANDS INC COM COMMON STOCK USD.01 458743101 268 17206 SH SOLE 17206 0 0 * INTERMEC INC COM COMMON STOCK USD.01 458786100 454 66250 SH SOLE 66250 0 0 * INTERMUNE INC COM COMMON STOCK USD.001 45884X103 938 74415 SH SOLE 74415 0 0 * INTERNAP NETWORK SVCS CORP COM COMMON STOCK USD.001 45885A300 614 103327 SH SOLE 103327 0 0 * INTERNATIONAL BANCSHARES COR CO COMMON STOCK USD1. 459044103 1034 56414 SH SOLE 56414 0 0 * INTL PAPER CO COM COMMON STOCK USD1. 460146103 44150 1491569 SH SOLE 1491569 0 0 * INTEROIL CORP COM COMMON STOCK NPV 460951106 5081 99365 SH SOLE 99365 0 0 INTERPHASE CORP COM COMMON STOCK USD.1 460593106 19 4263 SH SOLE 4263 0 0 * INTERPUBLIC GROUP COS INC COM COMMON STOCK USD.1 460690100 14435 1483546 SH SOLE 1483546 0 0 INTERSECTIONS INC COM COMMON STOCK USD.01 460981301 173 15600 SH SOLE 15600 0 0 * INTERSIL CORP CL A COMMON STOCK USD.01 46069S109 4123 394880 SH SOLE 394880 0 0 * INTERVAL LEISURE GROUP INC COM COMMON STOCK USD.01 46113M108 662 48640 SH SOLE 48640 0 0 INTERVEST BANCSHARES CORP CL A COMMON STOCK USD1. 460927106 110 40400 SH SOLE 40400 0 0 INTEST CORP COM COMMON STOCK USD.01 461147100 88 31576 SH SOLE 31576 0 0 * INTEVAC INC COM COMMON STOCK NPV 461148108 131 17755 SH SOLE 17755 0 0 * INTERNATIONAL BUSINESS MACHS CO COMMON STOCK USD.2 459200101 633356 3444400 SH SOLE 3444400 0 0 * INTL FCSTONE INC COM COMMON STOCK USD.01 46116V105 422 17890 SH SOLE 17890 0 0 * INTERNATIONAL FLAVORS&FRAGRA CO COMMON STOCK USD.125 459506101 11829 225649 SH SOLE 225649 0 0 * INTERNATIONAL GAME TECHNOLOG CO COMMON STOCK 459902102 15706 913147 SH SOLE 913147 0 0 USD.156.25 * INTERNATIONAL RECTIFIER CORP CO COMMON STOCK USD1. 460254105 2792 143755 SH SOLE 143755 0 0 INTERNATIONAL SHIPHOLDING CO COM COMMON STOCK USD1. 460321201 598 32020 SH SOLE 32020 0 0 * INTERNATIONAL SPEEDWAY CORP CL COMMON STOCK USD.01 460335201 1969 77657 SH SOLE 77657 0 0 * INTRALINKS HLDGS INC COM COMMON STOCK USD.001 46118H104 359 57456 SH SOLE 57456 0 0 * INTREPID POTASH INC COM COMMON STOCK USD.001 46121Y102 2449 108218 SH SOLE 108218 0 0 INTRICON CORP COM COMMON STOCK USD1. 46121H109 213 34116 SH SOLE 34116 0 0 * INTUIT COM COMMON STOCK USD.01 461202103 47244 898345 SH SOLE 898345 0 0 * INTUITIVE SURGICAL INC COM NEW COMMON STOCK USD.001 46120E602 46902 101298 SH SOLE 101298 0 0 INUVO INC COM NEW COMMON STOCK USD.001 46122W204 24 33980 SH SOLE 33980 0 0 * INVACARE CORP COM COMMON STOCK USD.25 461203101 1195 78165 SH SOLE 78165 0 0 * INVENSENSE INC COM ADDED COMMON STOCK 46123D205 199 20000 SH SOLE 20000 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * INVENTURE FOODS INC COM COMMON STOCK USD.01 461212102 244 65180 SH SOLE 65180 0 0 * INVESCO LTD SHS COMMON STOCK USD.2 G491BT108 24670 1227960 SH SOLE 1227960 0 0 * INVESCO MORTGAGE CAPITAL INC CO REIT USD.01 46131B100 2186 155600 SH SOLE 155600 0 0 * INVESTMENT TECHNOLOGY GRP NE CO COMMON STOCK USD.01 46145F105 1351 124978 SH SOLE 124978 0 0 * INVESTORS BANCORP INC COM COMMON STOCK USD.01 46146P102 1621 120261 SH SOLE 120261 0 0 INVESTORS CAP HLDGS LTD COM COMMON STOCK USD.01 46147M108 32 7790 SH SOLE 7790 0 0 * INVESTORS REAL ESTATE TR SH BEN REIT NPV 461730103 2396 328457 SH SOLE 328457 0 0 INVESTORS TITLE CO COM COMMON STOCK NPV 461804106 193 5400 SH SOLE 5400 0 0 INX INC COM COMMON STOCK USD.01 46185W109 576 65800 SH SOLE 65800 0 0 * ION GEOPHYSICAL CORP COM COMMON STOCK USD.01 462044108 1671 272650 SH SOLE 272650 0 0 * IPASS INC COM COMMON STOCK USD.001 46261V108 652 469370 SH SOLE 469370 0 0 * IPC THE HOSPITALIST CO INC COM COMMON STOCK USD.001 44984A105 2472 54077 SH SOLE 54077 0 0 * IPG PHOTONICS CORP COM COMMON STOCK 44980X109 1449 42775 SH SOLE 42775 0 0 USD.0001 IRIDEX CORP COM COMMON STOCK USD.01 462684101 96 25800 SH SOLE 25800 0 0 * IRIDIUM COMMUNICATIONS INC COM COMMON STOCK USD.001 46269C102 676 87700 SH SOLE 87700 0 0 * IRIS INTL INC COM COMMON STOCK USD.01 46270W105 507 54180 SH SOLE 54180 0 0 * IROBOT CORP COM COMMON STOCK USD.01 462726100 1007 33724 SH SOLE 33724 0 0 * IRON MTN INC COM COMMON STOCK USD.01 462846106 17383 564379 SH SOLE 564379 0 0 * IRONWOOD PHARMACEUTICALS INC CO COMMON STOCK USD.001 46333X108 272 22700 SH SOLE 22700 0 0 * ISHARES TR RUSL 2000 GROW ISHARES RUSSELL 464287648 34 400 SH SOLE 400 0 0 2000 GROWTH * ISIS PHARMACEUTICALS INC COM COMMON STOCK USD.001 464330109 880 121994 SH SOLE 121994 0 0 * ISLE OF CAPRI CASINOS INC COM COMMON STOCK USD.01 464592104 255 54568 SH SOLE 54568 0 0 * ISOFTSTONE HLDGS LTD SPONSORED ADR 46489B108 6 694 SH SOLE 694 0 0 ISORAY INC COM COMMON STOCK USD.001 46489V104 7 10500 SH SOLE 10500 0 0 ISRAMCO INC COM NEW COMMON STOCK USD.01 465141406 125 1400 SH SOLE 1400 0 0 * ISTA PHARMACEUTICALS INC COM NE COMMON STOCK USD.001 45031X204 749 106300 SH SOLE 106300 0 0 * ISTAR FINL INC COM REIT USD.001 45031U101 2361 446379 SH SOLE 446379 0 0 * ITC HLDGS CORP COM COMMON STOCK NPV 465685105 9861 129959 SH SOLE 129959 0 0 ITERIS INC COM COMMON STOCK USD.1 46564T107 93 71700 SH SOLE 71700 0 0 * ITRON INC COM COMMON STOCK NPV 465741106 3338 93305 SH SOLE 93305 0 0 * ITT CORP NEW COM NEW ADDED COMMON STOCK USD1. 450911201 5051 261306 SH SOLE 261306 0 0 * ITT EDUCATIONAL SERVICES INC CO COMMON STOCK USD.01 45068B109 4065 71447 SH SOLE 71447 0 0 IVAX DIAGNOSTICS INC COM COMMON STOCK USD.01 45070W109 47 107200 SH SOLE 107200 0 0 * IXIA COM COMMON STOCK NPV 45071R109 686 65300 SH SOLE 65300 0 0 * IXYS CORP COM COMMON STOCK USD.01 46600W106 640 59072 SH SOLE 59072 0 0 J & J SNACK FOODS CORP COM COMMON STOCK NPV 466032109 1766 33151 SH SOLE 33151 0 0 J ALEXANDERS CORP COM COMMON STOCK USD.05 466096104 124 19800 SH SOLE 19800 0 0 * PENNEY J C INC COM COMMON STOCK USD.5 708160106 25703 731224 SH SOLE 731224 0 0 * J2 GLOBAL INC COM ADDED COMMON STOCK USD.01 48123V102 3616 128492 SH SOLE 128492 0 0 * JA SOLAR HOLDINGS CO LTD SPON A ADR NPV 466090107 424 316400 SH SOLE 316400 0 0 * JABIL CIRCUIT INC COM COMMON STOCK USD.001 466313103 17799 905358 SH SOLE 905358 0 0 * HENRY JACK & ASSOC INC COM COMMON STOCK USD.01 426281101 8389 249590 SH SOLE 249590 0 0 * JACK IN THE BOX INC COM COMMON STOCK USD.01 466367109 3178 152080 SH SOLE 152080 0 0 * JACOBS ENGR GROUP INC DEL COM COMMON STOCK USD1. 469814107 14687 361923 SH SOLE 361923 0 0 * JAGUAR MNG INC COM COMMON STOCK NPV 47009M103 24 3700 SH SOLE 3700 0 0 * JAKKS PAC INC COM COMMON STOCK USD.001 47012E106 246 17442 SH SOLE 17442 0 0 * JAMBA INC COM COMMON STOCK USD.001 47023A101 218 166318 SH SOLE 166318 0 0 * JAMES RIVER COAL CO COM NEW COMMON STOCK USD.01 470355207 413 59730 SH SOLE 59730 0 0 * JANUS CAP GROUP INC COM COMMON STOCK USD.01 47102X105 2699 427669 SH SOLE 427669 0 0 * JARDEN CORP COM COMMON STOCK USD.01 471109108 9957 333238 SH SOLE 333238 0 0 * JAZZ PHARMACEUTICALS INC COM COMMON STOCK 472147107 6012 155626 SH SOLE 155626 0 0 USD.0001 * JDA SOFTWARE GROUP INC COM COMMON STOCK USD.01 46612K108 2308 71242 SH SOLE 71242 0 0 * JDS UNIPHASE CORP COM PAR $0.00 COMMON STOCK USD.001 46612J507 7119 681866 SH SOLE 681866 0 0 * JEFFERIES GROUP INC NEW COM COMMON STOCK 472319102 770 56002 SH SOLE 56002 0 0 USD.0001 JEFFERSON BANCSHARES INC TEN COM COMMON STOCK USD.01 472375104 101 41300 SH SOLE 41300 0 0 JEFFERSONVILLE BANCORP COM COMMON STOCK USD.5 47559A103 1 100 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * JETBLUE AIRWAYS CORP COM COMMON STOCK USD.01 477143101 3115 599041 SH SOLE 599041 0 0 JEWETT CAMERON TRADING LTD COM NE COMMON STOCK NPV 47733C207 115 13390 SH SOLE 13390 0 0 * JIAYUAN COM INTL LTD SPONSORED ADR 477374102 252 43100 SH SOLE 43100 0 0 JINGWEI INTL LTD COM COMMON STOCK 47759G108 5 3300 SH SOLE 3300 0 0 * JINKOSOLAR HLDG CO LTD SPONSORE ADR USD.00002 47759T100 88 17600 SH SOLE 17600 0 0 * JINPAN INTL LTD ORD COMMON STOCK USD.009 G5138L100 268 32958 SH SOLE 32958 0 0 * SMUCKER J M CO COM NEW COMMON STOCK NPV 832696405 25384 324732 SH SOLE 324732 0 0 JMP GROUP INC COM COMMON STOCK USD.001 46629U107 452 63200 SH SOLE 63200 0 0 JOES JEANS INC COM COMMON STOCK USD.1 47777N101 81 158700 SH SOLE 158700 0 0 SANFILIPPO JOHN B & SON INC COM COMMON STOCK USD.01 800422107 176 23300 SH SOLE 23300 0 0 * JOHN BEAN TECHNOLOGIES CORP COM COMMON STOCK USD.01 477839104 368 23923 SH SOLE 23923 0 0 * JOHNSON & JOHNSON COM COMMON STOCK USD1. 478160104 511686 7802477 SH SOLE 7802477 0 0 * JOHNSON CTLS INC COM COMMON STOCK 478366107 58441 1869520 SH SOLE 1869520 0 0 USD.01388 JOHNSON OUTDOORS INC CL A COMMON STOCK USD.05 479167108 321 20900 SH SOLE 20900 0 0 * JONES GROUP INC COM COMMON STOCK USD.01 48020T101 1961 185889 SH SOLE 185889 0 0 * JONES LANG LASALLE INC COM COMMON STOCK USD.01 48020Q107 9287 151593 SH SOLE 151593 0 0 * JONES SODA CO COM COMMON STOCK NPV 48023P106 24 64200 SH SOLE 64200 0 0 * JOS A BANK CLOTHIERS INC COM COMMON STOCK USD.01 480838101 1020 20918 SH SOLE 20918 0 0 * JOURNAL COMMUNICATIONS INC CL A COMMON STOCK USD.01 481130102 605 137564 SH SOLE 137564 0 0 * JOY GLOBAL INC COM COMMON STOCK USD1. 481165108 24166 322345 SH SOLE 322345 0 0 * JPMORGAN CHASE & CO COM COMMON STOCK USD1. 46625H100 365019 10978000 SH SOLE 10978000 0 0 * JUNIPER NETWORKS INC COM COMMON STOCK 48203R104 31208 1529065 SH SOLE 1529065 0 0 USD.00001 * K-SWISS INC CL A COMMON STOCK USD.01 482686102 146 50139 SH SOLE 50139 0 0 * K12 INC COM COMMON STOCK 48273U102 1794 99975 SH SOLE 99975 0 0 USD.0001 * KADANT INC COM COMMON STOCK USD.01 48282T104 737 32614 SH SOLE 32614 0 0 * KAISER ALUMINUM CORP COM PAR $0 COMMON STOCK USD.01 483007704 1507 32851 SH SOLE 32851 0 0 KAISER FED FINL GROUP INC COM COMMON STOCK USD.01 483056107 265 20665 SH SOLE 20665 0 0 * KAMAN CORP COM COMMON STOCK USD1. 483548103 1903 69668 SH SOLE 69668 0 0 * KANDI TECHNOLOGIES CORP COM COMMON STOCK USD.001 483709101 45 12200 SH SOLE 12200 0 0 KANSAS CITY LIFE INS CO COM COMMON STOCK USD1.25 484836101 310 9457 SH SOLE 9457 0 0 * KANSAS CITY SOUTHERN COM NEW COMMON STOCK USD.01 485170302 20227 297415 SH SOLE 297415 0 0 * KAPSTONE PAPER & PACKAGING C CO COMMON STOCK 48562P103 1579 100304 SH SOLE 100304 0 0 USD.0001 * KAR AUCTION SVCS INC COM COMMON STOCK USD.01 48238T109 253 18741 SH SOLE 18741 0 0 * KAYDON CORP COM COMMON STOCK USD.1 486587108 2719 89147 SH SOLE 89147 0 0 * KB HOME COM COMMON STOCK USD1. 48666K109 1272 189268 SH SOLE 189268 0 0 * KBR INC COM COMMON STOCK USD.001 48242W106 14277 512271 SH SOLE 512271 0 0 * KBW INC COM COMMON STOCK USD.01 482423100 813 53569 SH SOLE 53569 0 0 KEARNY FINL CORP COM COMMON STOCK USD.1 487169104 32 3421 SH SOLE 3421 0 0 * KELLOGG CO COM COMMON STOCK USD.25 487836108 34742 687007 SH SOLE 687007 0 0 * KELLY SVCS INC CL A COMMON STOCK USD1. 488152208 1470 107478 SH SOLE 107478 0 0 * KEMET CORP COM NEW COMMON STOCK USD.01 488360207 2543 360666 SH SOLE 360666 0 0 * KEMPER CORP DEL COM COMMON STOCK USD.1 488401100 4968 170065 SH SOLE 170065 0 0 * KENEXA CORP COM COMMON STOCK USD.01 488879107 1049 39282 SH SOLE 39282 0 0 * KENNAMETAL INC COM COMMON STOCK USD1.25 489170100 7834 214511 SH SOLE 214511 0 0 KENNEDY-WILSON HLDGS INC COM COMMON STOCK 489398107 10 900 SH SOLE 900 0 0 * COLE KENNETH PRODTNS INC CL A COMMON STOCK USD.01 193294105 526 49625 SH SOLE 49625 0 0 * KENSEY NASH CORP COM COMMON STOCK USD.001 490057106 458 23858 SH SOLE 23858 0 0 KENTUCKY FIRST FED BANCORP COM COMMON STOCK USD.01 491292108 52 5612 SH SOLE 5612 0 0 * KERYX BIOPHARMACEUTICALS INC CO COMMON STOCK USD.001 492515101 240 94700 SH SOLE 94700 0 0 KEWAUNEE SCIENTIFIC CORP COM COMMON STOCK USD2.5 492854104 66 8100 SH SOLE 8100 0 0 * KEY ENERGY SVCS INC COM COMMON STOCK USD.1 492914106 6054 391365 SH SOLE 391365 0 0 KEY TECHNOLOGY INC COM COMMON STOCK NPV 493143101 434 33567 SH SOLE 33567 0 0 KEY TRONICS CORP COM COMMON STOCK NPV 493144109 262 55900 SH SOLE 55900 0 0 * KEYCORP NEW COM COMMON STOCK USD1. 493267108 21748 2828123 SH SOLE 2828123 0 0 * KEYNOTE SYS INC COM COMMON STOCK USD.001 493308100 1188 57850 SH SOLE 57850 0 0 * KEYW HLDG CORP COM COMMON STOCK 493723100 6 800 SH SOLE 800 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * KFORCE INC COM COMMON STOCK USD.01 493732101 1091 88479 SH SOLE 88479 0 0 * KID BRANDS INC COM COMMON STOCK USD.1 49375T100 378 119600 SH SOLE 119600 0 0 * KILROY RLTY CORP COM REIT USD.01 49427F108 9242 242755 SH SOLE 242755 0 0 KIMBALL INTL INC CL B COMMON STOCK USD.05 494274103 728 143636 SH SOLE 143636 0 0 * KIMBERLY CLARK CORP COM COMMON STOCK USD1.25 494368103 86849 1180656 SH SOLE 1180656 0 0 * KIMCO RLTY CORP COM REIT USD.01 49446R109 30334 1867842 SH SOLE 1867842 0 0 * KINDER MORGAN ENERGY PARTNER UT LTD PART NPV 494550106 52078 613042 SH SOLE 613042 0 0 * KINDER MORGAN INC DEL COM COMMON STOCK USD.01 49456B101 8837 274703 SH SOLE 274703 0 0 * KINDER MORGAN MANAGEMENT LLC SH COMMON STOCK NPV 49455U100 26110 332531 SH SOLE 332531 0 0 * KINDRED HEALTHCARE INC COM COMMON STOCK USD.25 494580103 1788 151884 SH SOLE 151884 0 0 KINGOLD JEWELRY INC COM NEW COMMON STOCK USD.001 49579A204 48 41700 SH SOLE 41700 0 0 KIOR INC CL A COMMON STOCK 497217109 5 500 SH SOLE 500 0 0 * KIRBY CORP COM COMMON STOCK USD.1 497266106 9762 148269 SH SOLE 148269 0 0 * KIRKLANDS INC COM COMMON STOCK NPV 497498105 789 59300 SH SOLE 59300 0 0 * KIT DIGITAL INC COM NEW COMMON STOCK 482470200 543 64300 SH SOLE 64300 0 0 USD.0001 * KITE RLTY GROUP TR COM REIT USD.01 49803T102 1396 309644 SH SOLE 309644 0 0 * KKR FINANCIAL HLDGS LLC COM LTD PART NPV 48248A306 3520 403250 SH SOLE 403250 0 0 * KLA-TENCOR CORP COM COMMON STOCK USD.001 482480100 21982 455590 SH SOLE 455590 0 0 KMG CHEMICALS INC COM COMMON STOCK USD.01 482564101 631 36518 SH SOLE 36518 0 0 * KNIGHT CAP GROUP INC CL A COM COMMON STOCK USD.01 499005106 2867 242563 SH SOLE 242563 0 0 * KNIGHT TRANSN INC COM COMMON STOCK USD.01 499064103 2027 129617 SH SOLE 129617 0 0 * KNOLL INC COM NEW COMMON STOCK USD.01 498904200 818 55094 SH SOLE 55094 0 0 * KNOLOGY INC COM COMMON STOCK USD.01 499183804 377 26530 SH SOLE 26530 0 0 * KODIAK OIL & GAS CORP COM COMMON STOCK NPV 50015Q100 3897 410247 SH SOLE 410247 0 0 * KOHLBERG CAPITAL CORP COM COMMON STOCK USD.01 500233101 5 800 SH SOLE 800 0 0 * KOHLS CORP COM COMMON STOCK USD.01 500255104 45334 918625 SH SOLE 918625 0 0 KONA GRILL INC COM COMMON STOCK USD.01 50047H201 111 18200 SH SOLE 18200 0 0 * KONGZHONG CORP SPONSORED ADR ADR USD.0000.5 50047P104 42 10100 SH SOLE 10100 0 0 * KOPIN CORP COM COMMON STOCK USD.01 500600101 2136 550524 SH SOLE 550524 0 0 * KOPPERS HOLDINGS INC COM COMMON STOCK USD.01 50060P106 1564 45525 SH SOLE 45525 0 0 * KORN FERRY INTL COM NEW COMMON STOCK USD.01 500643200 1485 87019 SH SOLE 87019 0 0 * KOSMOS ENERGY LTD SHS COMMON STOCK G5315B107 197 16102 SH SOLE 16102 0 0 KOSS CORP COM COMMON STOCK USD.005 500692108 103 20416 SH SOLE 20416 0 0 * KRAFT FOODS INC CL A COMMON STOCK NPV 50075N104 186288 4986289 SH SOLE 4986289 0 0 * KRATON PERFORMANCE POLYMERS COM COMMON STOCK USD.01 50077C106 1772 87300 SH SOLE 87300 0 0 * KRATOS DEFENSE & SEC SOLUTIO CO COMMON STOCK USD.001 50077B207 360 60276 SH SOLE 60276 0 0 * KRISPY KREME DOUGHNUTS INC COM COMMON STOCK NPV 501014104 1577 241139 SH SOLE 241139 0 0 * KROGER CO COM COMMON STOCK USD1. 501044101 53997 2229431 SH SOLE 2229431 0 0 * KRONOS WORLDWIDE INC COM COMMON STOCK USD.01 50105F105 1337 74091 SH SOLE 74091 0 0 KSW INC COM COMMON STOCK USD.01 48268R106 136 40987 SH SOLE 40987 0 0 KU6 MEDIA CO LTD SPONSORED ADR ADR USD.00005 48274B103 10 8100 SH SOLE 8100 0 0 * KULICKE & SOFFA INDS INC COM COMMON STOCK NPV 501242101 1780 192468 SH SOLE 192468 0 0 * K V PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 198 141525 SH SOLE 141525 0 0 * KVH INDS INC COM COMMON STOCK USD.01 482738101 226 29070 SH SOLE 29070 0 0 * L-3 COMMUNICATIONS HLDGS INC CO COMMON STOCK USD.01 502424104 22599 338919 SH SOLE 338919 0 0 LNB BANCORP INC COM COMMON STOCK USD1. 502100100 46 9867 SH SOLE 9867 0 0 * L & L ENERGY INC COM COMMON STOCK USD.001 50162D100 269 103700 SH SOLE 103700 0 0 * LA Z BOY INC COM COMMON STOCK USD1. 505336107 3108 261141 SH SOLE 261141 0 0 * LABORATORY CORP AMER HLDGS COM COMMON STOCK USD.1 50540R409 23404 272235 SH SOLE 272235 0 0 * LACLEDE GROUP INC COM COMMON STOCK USD1. 505597104 2870 70921 SH SOLE 70921 0 0 LACROSSE FOOTWEAR INC COM COMMON STOCK USD.01 505688101 285 22600 SH SOLE 22600 0 0 LADENBURG THALMAN FIN SVCS I COM COMMON STOCK 50575Q102 1173 472800 SH SOLE 472800 0 0 USD.0001 LAKE SHORE BANCORP INC COM COMMON STOCK USD.01 510700107 78 8076 SH SOLE 8076 0 0 LAKELAND BANCORP INC COM COMMON STOCK NPV 511637100 917 106397 SH SOLE 106397 0 0 LAKELAND FINL CORP COM COMMON STOCK NPV 511656100 1102 42601 SH SOLE 42601 0 0 LAKELAND INDS INC COM COMMON STOCK USD.01 511795106 135 14546 SH SOLE 14546 0 0 * LAKES ENTMNT INC COM COMMON STOCK USD.01 51206P109 38 20300 SH SOLE 20300 0 0 * LAM RESEARCH CORP COM COMMON STOCK USD.001 512807108 9837 265710 SH SOLE 265710 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * LAMAR ADVERTISING CO CL A COMMON STOCK USD.001 512815101 4112 149534 SH SOLE 149534 0 0 * LANCASTER COLONY CORP COM COMMON STOCK NPV 513847103 3417 49274 SH SOLE 49274 0 0 LANDAUER INC COM COMMON STOCK USD.1 51476K103 840 16313 SH SOLE 16313 0 0 * LANDEC CORP COM COMMON STOCK USD.001 514766104 561 101565 SH SOLE 101565 0 0 LANDMARK BANCORP INC COM COMMON STOCK USD.01 51504L107 114 6025 SH SOLE 6025 0 0 * LANDSTAR SYS INC COM COMMON STOCK USD.01 515098101 7524 157022 SH SOLE 157022 0 0 * LANNET INC COM COMMON STOCK USD.001 516012101 232 52400 SH SOLE 52400 0 0 LANTRONIX INC COM NEW COMMON STOCK 516548203 107 41933 SH SOLE 41933 0 0 USD.0001 * LAS VEGAS SANDS CORP COM COMMON STOCK USD.001 517834107 38795 907916 SH SOLE 907916 0 0 * LASALLE HOTEL PPTYS COM SH BEN REIT USD.01 517942108 10500 433704 SH SOLE 433704 0 0 * LATTICE SEMICONDUCTOR CORP COM COMMON STOCK USD.01 518415104 1904 320592 SH SOLE 320592 0 0 LAWSON PRODS INC COM COMMON STOCK USD1. 520776105 308 19972 SH SOLE 19972 0 0 * LAYNE CHRISTENSEN CO COM COMMON STOCK USD.01 521050104 552 22815 SH SOLE 22815 0 0 * LAZARD LTD SHS A LTD PART USD.01 G54050102 7633 292337 SH SOLE 292337 0 0 * LCA-VISION INC COM PAR $.001 COMMON STOCK USD.001 501803308 189 65000 SH SOLE 65000 0 0 * LDK SOLAR CO LTD SPONSORED ADR ADR USD.1 50183L107 661 157700 SH SOLE 157700 0 0 * LEAP WIRELESS INTL INC COM NEW COMMON STOCK 521863308 1183 127378 SH SOLE 127378 0 0 USD.0001 * LEAPFROG ENTERPRISES INC CL A COMMON STOCK 52186N106 747 133595 SH SOLE 133595 0 0 USD.0001 * LEAR CORP COM NEW COMMON STOCK USD.01 521865204 11931 299764 SH SOLE 299764 0 0 * LEARNING TREE INTL INC COM COMMON STOCK 522015106 416 59200 SH SOLE 59200 0 0 USD.0001 * LECROY CORP COM COMMON STOCK USD.01 52324W109 646 76856 SH SOLE 76856 0 0 * LEE ENTERPRISES INC COM COMMON STOCK USD2. 523768109 282 397445 SH SOLE 397445 0 0 * LEGACY RESERVES LP UNIT LP INT LTD PART NPV 524707304 2715 96156 SH SOLE 96156 0 0 * LEGG MASON INC COM COMMON STOCK USD.1 524901105 11170 464442 SH SOLE 464442 0 0 * LEGGETT & PLATT INC COM COMMON STOCK USD.01 524660107 12369 536865 SH SOLE 536865 0 0 LEMAITRE VASCULAR INC COM COMMON STOCK USD.01 525558201 76 12847 SH SOLE 12847 0 0 * LENDER PROCESSING SVCS INC COM COMMON STOCK 52602E102 2984 198023 SH SOLE 198023 0 0 USD.0001 * LENNAR CORP CL B COMMON STOCK USD.1 526057302 231 14828 SH SOLE 14828 0 0 * LENNAR CORP CL A COMMON STOCK USD.1 526057104 8162 415370 SH SOLE 415370 0 0 * LENNOX INTL INC COM COMMON STOCK USD.01 526107107 5824 172554 SH SOLE 172554 0 0 * LEUCADIA NATL CORP COM COMMON STOCK USD1. 527288104 10495 461540 SH SOLE 461540 0 0 * LEVEL 3 COMMUNICATIONS INC COM COMMON STOCK USD.01 52729N308 7629 449031 SH SOLE 449031 0 0 * LEXICON PHARMACEUTICALS INC COM COMMON STOCK USD.001 528872104 389 301590 SH SOLE 301590 0 0 * LEXINGTON REALTY TRUST COM REIT USD.0001 529043101 4738 632635 SH SOLE 632635 0 0 * LEXMARK INTL NEW CL A COMMON STOCK USD.01 529771107 8999 272129 SH SOLE 272129 0 0 * LHC GROUP INC COM COMMON STOCK USD.01 50187A107 595 46340 SH SOLE 46340 0 0 * LIBBEY INC COM COMMON STOCK USD.01 529898108 803 63000 SH SOLE 63000 0 0 * LIBERTY GLOBAL INC COM SER A COMMON STOCK USD.01 530555101 14773 360042 SH SOLE 360042 0 0 LIBERTY GLOBAL INC COM SER B COMMON STOCK 530555200 95 2300 SH SOLE 2300 0 0 * LIBERTY GLOBAL INC COM SER C COMMON STOCK USD.01 530555309 10033 253883 SH SOLE 253883 0 0 * LIBERTY INTERACTIVE CORPORAT IN TRACKING STK USD.01 53071M104 28009 1727327 SH SOLE 1727327 0 0 LIBERTY INTERACTIVE CORPORAT INT TRACKING STK USD.01 53071M203 176 11072 SH SOLE 11072 0 0 * LIBERTY MEDIA CORPORATION LIB C COMMON STOCK USD.01 530322106 22786 291944 SH SOLE 291944 0 0 LIBERTY MEDIA CORPORATION LIB CAP TRACKING STK USD.01 530322205 13 173 SH SOLE 173 0 0 * LIBERTY PPTY TR SH BEN INT REIT USD.001 531172104 15753 510145 SH SOLE 510145 0 0 * LIFE PARTNERS HOLDINGS INC COM COMMON STOCK USD.01 53215T106 386 59800 SH SOLE 59800 0 0 * LIFE TECHNOLOGIES CORP COM COMMON STOCK USD.01 53217V109 21389 549697 SH SOLE 549697 0 0 * LIFE TIME FITNESS INC COM COMMON STOCK USD.02 53217R207 2906 62156 SH SOLE 62156 0 0 * LIFEPOINT HOSPITALS INC COM COMMON STOCK USD.01 53219L109 5411 145640 SH SOLE 145640 0 0 * LIFETIME BRANDS INC COM COMMON STOCK USD.01 53222Q103 204 16800 SH SOLE 16800 0 0 LIFEWAY FOODS INC COM COMMON STOCK NPV 531914109 768 79670 SH SOLE 79670 0 0 * LIGAND PHARMACEUTICALS INC COM COMMON STOCK USD.001 53220K504 12 1004 SH SOLE 1004 0 0 * LIGHTBRIDGE CORP COM COMMON STOCK USD.001 53224K104 32 15900 SH SOLE 15900 0 0 LIGHTPATH TECHNOLOGIES INC CL A N COMMON STOCK USD.01 532257805 7 6123 SH SOLE 6123 0 0 * LIHUA INTL INC COM COMMON STOCK 532352101 99 20800 SH SOLE 20800 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- LIME ENERGY CO COM NEW COMMON STOCK 53261U205 104 32700 SH SOLE 32700 0 0 USD.0001 * LIMELIGHT NETWORKS INC COM COMMON STOCK USD.001 53261M104 349 117993 SH SOLE 117993 0 0 * LIMITED BRANDS INC COM COMMON STOCK USD.5 532716107 36574 906420 SH SOLE 906420 0 0 LIMONEIRA CO COM COMMON STOCK USD.01 532746104 6 358 SH SOLE 358 0 0 * LIN TV CORP CL A COMMON STOCK USD.01 532774106 605 143137 SH SOLE 143137 0 0 * LINCARE HLDGS INC COM COMMON STOCK USD.01 532791100 8757 340606 SH SOLE 340606 0 0 * LINCOLN EDL SVCS CORP COM COMMON STOCK NPV 533535100 493 62358 SH SOLE 62358 0 0 * LINCOLN ELEC HLDGS INC COM COMMON STOCK NPV 533900106 9802 250568 SH SOLE 250568 0 0 * LINCOLN NATL CORP IND COM COMMON STOCK NPV 534187109 19609 1009728 SH SOLE 1009728 0 0 * LINDSAY CORP COM COMMON STOCK USD1. 535555106 1310 23860 SH SOLE 23860 0 0 * LINEAR TECHNOLOGY CORP COM COMMON STOCK USD.001 535678106 17146 570970 SH SOLE 570970 0 0 * LINKTONE LTD ADR ADR 535925101 6 4800 SH SOLE 4800 0 0 * LINN ENERGY LLC UNIT LTD LIAB LTD PART NPV 536020100 17307 456538 SH SOLE 456538 0 0 * LIONBRIDGE TECHNOLOGIES INC COM COMMON STOCK USD.01 536252109 496 216442 SH SOLE 216442 0 0 * LIONS GATE ENTMNT CORP COM NEW COMMON STOCK NPV 535919203 730 87683 SH SOLE 87683 0 0 * LIQUIDITY SERVICES INC COM COMMON STOCK USD.001 53635B107 1806 48941 SH SOLE 48941 0 0 * LITHIA MTRS INC CL A COMMON STOCK NPV 536797103 1178 53876 SH SOLE 53876 0 0 * LITTELFUSE INC COM COMMON STOCK USD.01 537008104 2794 65001 SH SOLE 65001 0 0 * LIVE NATION ENTERTAINMENT IN CO COMMON STOCK USD.01 538034109 2725 327919 SH SOLE 327919 0 0 * LIVEPERSON INC COM COMMON STOCK USD.001 538146101 868 69130 SH SOLE 69130 0 0 * LIZ CLAIBORNE INC COM COMMON STOCK USD1. 539320101 2312 267885 SH SOLE 267885 0 0 * LJ INTL INC ORD COMMON STOCK USD.01 G55312105 137 71100 SH SOLE 71100 0 0 * LKQ CORP COM COMMON STOCK USD.01 501889208 12604 419002 SH SOLE 419002 0 0 LMI AEROSPACE INC COM COMMON STOCK USD.02 502079106 927 52847 SH SOLE 52847 0 0 * LML PMT SYS INC COM COMMON STOCK NPV 50208P109 138 59100 SH SOLE 59100 0 0 * LOCAL COM CORP COM COMMON STOCK 53954R105 77 36200 SH SOLE 36200 0 0 USD.00001 * LOCKHEED MARTIN CORP COM COMMON STOCK USD1. 539830109 86122 1064554 SH SOLE 1064554 0 0 * LODGENET INTERACTIVE CORP COM COMMON STOCK USD.01 540211109 614 256865 SH SOLE 256865 0 0 * LOEWS CORP COM COMMON STOCK USD.01 540424108 44716 1187676 SH SOLE 1187676 0 0 * LOGMEIN INC COM COMMON STOCK USD.01 54142L109 2413 62594 SH SOLE 62594 0 0 * LO-JACK CORP COM COMMON STOCK USD.01 539451104 112 36469 SH SOLE 36469 0 0 * LONE PINE RES INC COM COMMON STOCK USD.01 54222A106 995 142000 SH SOLE 142000 0 0 LONGWEI PETROLEUM INV HLDG L COM COMMON STOCK NPV 543354104 64 49100 SH SOLE 49100 0 0 LOOKSMART LTD COM NEW COMMON STOCK USD.001 543442503 189 146140 SH SOLE 146140 0 0 * LOOPNET INC COM COMMON STOCK USD.001 543524300 1478 80858 SH SOLE 80858 0 0 * LORAL SPACE & COMMUNICATNS I CO COMMON STOCK USD.01 543881106 956 14738 SH SOLE 14738 0 0 * LORILLARD INC COM COMMON STOCK USD.01 544147101 364 3190 SH SOLE 3190 0 0 LOUISANA BANCORP INC NEW COM COMMON STOCK USD.01 54619P104 91 5725 SH SOLE 5725 0 0 * LOUISIANA PAC CORP COM COMMON STOCK USD1. 546347105 2858 354188 SH SOLE 354188 0 0 * LOWES COS INC COM COMMON STOCK USD.5 548661107 100008 3940421 SH SOLE 3940421 0 0 * LPL INVT HLDGS INC COM COMMON STOCK 50213H100 3304 108194 SH SOLE 108194 0 0 LRAD CORP COM COMMON STOCK 50213V109 65 43800 SH SOLE 43800 0 0 USD.00001 * LSB INDS INC COM COMMON STOCK USD.1 502160104 927 33089 SH SOLE 33089 0 0 * LSI CORPORATION COM COMMON STOCK USD.01 502161102 11168 1876896 SH SOLE 1876896 0 0 * LSI INDS INC COM COMMON STOCK NPV 50216C108 20 3351 SH SOLE 3351 0 0 * LTC PPTYS INC COM REIT USD.01 502175102 3859 125053 SH SOLE 125053 0 0 * LTX-CREDENCE CORP COM NEW COMMON STOCK USD.05 502403207 1214 226933 SH SOLE 226933 0 0 * LUBYS INC COM COMMON STOCK USD.32 549282101 39 8700 SH SOLE 8700 0 0 * LUCAS ENERGY INC COM NEW COMMON STOCK USD.001 549333201 55 23500 SH SOLE 23500 0 0 * LUFKIN INDS INC COM COMMON STOCK USD1. 549764108 5304 78802 SH SOLE 78802 0 0 * LULULEMON ATHLETICA INC COM COMMON STOCK USD.01 550021109 12745 273148 SH SOLE 273148 0 0 * LUMBER LIQUIDATORS HLDGS INC CO COMMON STOCK USD.001 55003T107 1024 58000 SH SOLE 58000 0 0 * LUMINEX CORP DEL COM COMMON STOCK USD.001 55027E102 2540 119648 SH SOLE 119648 0 0 LUMOS NETWORKS CORP COM ADDED COMMON STOCK 550283105 587 38236 SH SOLE 38236 0 0 LUNA INNOVATIONS COM COMMON STOCK USD.001 550351100 107 61800 SH SOLE 61800 0 0 LYDALL INC DEL COM COMMON STOCK USD.1 550819106 748 78800 SH SOLE 78800 0 0 * LYONDELLBASELL INDUSTRIES N SHS COMMON STOCK N53745100 33170 1020926 SH SOLE 1020926 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * M & T BK CORP COM COMMON STOCK USD.5 55261F104 26635 348895 SH SOLE 348895 0 0 * M/I HOMES INC COM COMMON STOCK USD.01 55305B101 338 35258 SH SOLE 35258 0 0 MAC-GRAY CORP COM COMMON STOCK USD.01 554153106 598 43400 SH SOLE 43400 0 0 MACATAWA BK CORP COM COMMON STOCK NPV 554225102 281 123052 SH SOLE 123052 0 0 * MACERICH CO COM REIT USD.01 554382101 30873 610136 SH SOLE 610136 0 0 * MACK CALI RLTY CORP COM REIT USD.01 554489104 9397 352083 SH SOLE 352083 0 0 * MACQUARIE INFRASTR CO LLC MEMBE COMMON STOCK NPV 55608B105 2978 106535 SH SOLE 106535 0 0 * MACYS INC COM COMMON STOCK USD.01 55616P104 44917 1395791 SH SOLE 1395791 0 0 * MADISON SQUARE GARDEN CO CL A COMMON STOCK 55826P100 4673 163166 SH SOLE 163166 0 0 * MAGELLAN HEALTH SVCS INC COM NE COMMON STOCK USD.01 559079207 4702 95043 SH SOLE 95043 0 0 * MAGELLAN MIDSTREAM PRTNRS LP CO LTD PART NPV 559080106 21520 312429 SH SOLE 312429 0 0 MAGELLAN PETE CORP COM COMMON STOCK USD.01 559091301 250 258600 SH SOLE 258600 0 0 * MAGICJACK VOCALTEC LTD SHS COMMON STOCK ILS.65 M6787E101 180 13200 SH SOLE 13200 0 0 * MAGMA DESIGN AUTOMATION COM COMMON STOCK 559181102 2003 279016 SH SOLE 279016 0 0 USD.0001 MAGNETEK INC COM NEW ADDED COMMON STOCK USD.01 559424403 100 11590 SH SOLE 11590 0 0 * MAGNUM HUNTER RES CORP DEL COM COMMON STOCK USD.01 55973B102 1342 249004 SH SOLE 249004 0 0 * MAIDEN HOLDINGS LTD SHS COMMON STOCK USD.01 G5753U112 573 65460 SH SOLE 65460 0 0 * MAIDENFORM BRANDS INC COM COMMON STOCK USD.01 560305104 1074 58708 SH SOLE 58708 0 0 * MAIN STREET CAPITAL CORP COM COMMON STOCK USD.01 56035L104 21 1007 SH SOLE 1007 0 0 MAINSOURCE FINANCIAL GP INC COM COMMON STOCK NPV 56062Y102 639 72312 SH SOLE 72312 0 0 * MAJESCO ENTERTAINMENT CO COM NE COMMON STOCK USD.001 560690208 56 22900 SH SOLE 22900 0 0 MAKEMUSIC INC COM NEW COMMON STOCK USD.01 56086P202 5 1100 SH SOLE 1100 0 0 * MAKO SURGICAL CORP COM COMMON STOCK USD.001 560879108 1997 79200 SH SOLE 79200 0 0 MANAGEMENT NETWORK GROUP INC COM COMMON STOCK USD.001 561693201 81 53440 SH SOLE 53440 0 0 * MANHATTAN ASSOCS INC COM COMMON STOCK USD.01 562750109 4202 103797 SH SOLE 103797 0 0 MANITEX INTL INC COM COMMON STOCK NPV 563420108 29 6800 SH SOLE 6800 0 0 * MANITOWOC INC COM COMMON STOCK USD.01 563571108 3223 350760 SH SOLE 350760 0 0 * MANNATECH INC COM COMMON STOCK 563771104 17 42500 SH SOLE 42500 0 0 USD.0001 MANNING & NAPIER INC CL A ADDED COMMON STOCK 56382Q102 6 500 SH SOLE 500 0 0 * MANNKIND CORP COM COMMON STOCK USD.01 56400P201 1148 459371 SH SOLE 459371 0 0 * MANPOWERGROUP INC COM COMMON STOCK USD.01 56418H100 10257 286914 SH SOLE 286914 0 0 * MANTECH INTL CORP CL A COMMON STOCK USD.01 564563104 586 18771 SH SOLE 18771 0 0 * MAP PHARMACEUTICALS INC COM COMMON STOCK USD.01 56509R108 4194 318419 SH SOLE 318419 0 0 * MARATHON OIL CORP COM COMMON STOCK USD1. 565849106 64324 2197600 SH SOLE 2197600 0 0 * MARATHON PETE CORP COM COMMON STOCK 56585A102 36506 1096608 SH SOLE 1096608 0 0 * MARCHEX INC CL B COMMON STOCK USD.01 56624R108 386 61777 SH SOLE 61777 0 0 * MARCUS CORP COM COMMON STOCK USD1. 566330106 105 8350 SH SOLE 8350 0 0 MARINE PRODS CORP COM COMMON STOCK USD.1 568427108 602 121366 SH SOLE 121366 0 0 * MARINEMAX INC COM COMMON STOCK USD.001 567908108 384 58900 SH SOLE 58900 0 0 MARKEL CORP COM COMMON STOCK NPV 570535104 12392 29884 SH SOLE 29884 0 0 MARKET LEADER INC COM COMMON STOCK USD.001 57056R103 566 205670 SH SOLE 205670 0 0 * MARKETAXESS HLDGS INC COM COMMON STOCK USD.003 57060D108 2476 82226 SH SOLE 82226 0 0 * MARKWEST ENERGY PARTNERS L P UN LTD PART USD.01 570759100 19037 345757 SH SOLE 345757 0 0 MARLIN BUSINESS SVCS CORP COM COMMON STOCK USD.01 571157106 872 68683 SH SOLE 68683 0 0 * MARRIOTT INTL INC NEW CL A COMMON STOCK USD.01 571903202 27849 954727 SH SOLE 954727 0 0 * MARRIOTT VACATIONS WRLDWDE C CO COMMON STOCK 57164Y107 1518 88479 SH SOLE 88479 0 0 * MARSH & MCLENNAN COS INC COM COMMON STOCK USD1. 571748102 52091 1647391 SH SOLE 1647391 0 0 * MARTEN TRANS LTD COM COMMON STOCK USD.01 573075108 1092 60705 SH SOLE 60705 0 0 * MARTHA STEWART LIVING OMNIME CL COMMON STOCK USD.01 573083102 536 121834 SH SOLE 121834 0 0 * MARTIN MARIETTA MATLS INC COM COMMON STOCK USD.01 573284106 9206 122073 SH SOLE 122073 0 0 * MARTIN MIDSTREAM PRTNRS L P UNI LTD PART NPV 573331105 1804 52385 SH SOLE 52385 0 0 * MARVELL TECHNOLOGY GROUP LTD OR COMMON STOCK USD.002 G5876H105 20810 1502491 SH SOLE 1502491 0 0 * MASCO CORP COM COMMON STOCK USD1. 574599106 11462 1093698 SH SOLE 1093698 0 0 * MASIMO CORP COM COMMON STOCK USD.001 574795100 1601 85690 SH SOLE 85690 0 0 * MASTEC INC COM COMMON STOCK USD.1 576323109 2412 138875 SH SOLE 138875 0 0 MASTECH HOLDINGS INC COM COMMON STOCK USD.01 57633B100 82 22098 SH SOLE 22098 0 0 * MASTERCARD INC CL A COMMON STOCK 57636Q104 122798 329377 SH SOLE 329377 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- MATERIAL SCIENCES CORP COM COMMON STOCK USD.02 576674105 302 37050 SH SOLE 37050 0 0 * MATERION CORP COM COMMON STOCK NPV 576690101 464 19127 SH SOLE 19127 0 0 * MATRIX SVC CO COM COMMON STOCK USD.01 576853105 821 87022 SH SOLE 87022 0 0 * MATTEL INC COM COMMON STOCK USD1. 577081102 29448 1060794 SH SOLE 1060794 0 0 MATTERSIGHT CORP COM COMMON STOCK USD.01 577097108 112 24127 SH SOLE 24127 0 0 * MATTHEWS INTL CORP CL A COMMON STOCK USD1. 577128101 139 4422 SH SOLE 4422 0 0 MATTRESS FIRM HLDG CORP COM ADDED COMMON STOCK 57722W106 28 1200 SH SOLE 1200 0 0 * MATTSON TECHNOLOGY INC COM COMMON STOCK USD.001 577223100 222 160985 SH SOLE 160985 0 0 MAUI LD & PINEAPPLE INC COM COMMON STOCK NPV 577345101 18 4200 SH SOLE 4200 0 0 * MAXIM INTEGRATED PRODS INC COM COMMON STOCK USD.001 57772K101 20105 772076 SH SOLE 772076 0 0 * MAXIMUS INC COM COMMON STOCK NPV 577933104 2396 57939 SH SOLE 57939 0 0 * MAXLINEAR INC CL A COMMON STOCK 57776J100 267 56171 SH SOLE 56171 0 0 * MAXWELL TECHNOLOGIES INC COM COMMON STOCK USD.1 577767106 483 29769 SH SOLE 29769 0 0 * MAXYGEN INC COM COMMON STOCK 577776107 207 36855 SH SOLE 36855 0 0 USD.0001 MAYFLOWER BANCORP INC COM COMMON STOCK USD1. 578321101 100 12800 SH SOLE 12800 0 0 * MB FINANCIAL INC NEW COM COMMON STOCK USD.01 55264U108 1351 78984 SH SOLE 78984 0 0 * MBIA INC COM COMMON STOCK USD1. 55262C100 3486 300739 SH SOLE 300739 0 0 MBT FINL CORP COM COMMON STOCK NPV 578877102 83 77900 SH SOLE 77900 0 0 * MCCLATCHY CO CL A COMMON STOCK USD.01 579489105 1250 523135 SH SOLE 523135 0 0 * MCCORMICK & CO INC COM VTG COMMON STOCK NPV 579780107 239 4750 SH SOLE 4750 0 0 * MCCORMICK & CO INC COM NON VTG COMMON STOCK NPV 579780206 17524 347568 SH SOLE 347568 0 0 * MCCORMICK & SCHMICKS SEAFD R CO COMMON STOCK USD.001 579793100 710 81200 SH SOLE 81200 0 0 * MCDERMOTT INTL INC COM COMMON STOCK USD1. 580037109 7250 629924 SH SOLE 629924 0 0 * MCDONALDS CORP COM COMMON STOCK USD.01 580135101 283193 2822616 SH SOLE 2822616 0 0 * MCGRATH RENTCORP COM COMMON STOCK NPV 580589109 1595 55002 SH SOLE 55002 0 0 * MCGRAW HILL COS INC COM COMMON STOCK USD1. 580645109 42618 947692 SH SOLE 947692 0 0 * MCKESSON CORP COM COMMON STOCK USD.01 58155Q103 66669 855712 SH SOLE 855712 0 0 * MCMORAN EXPLORATION CO COM COMMON STOCK USD.01 582411104 5204 357695 SH SOLE 357695 0 0 * M D C HLDGS INC COM COMMON STOCK USD.01 552676108 2272 128887 SH SOLE 128887 0 0 MDC PARTNERS INC CL A SUB VTG COMMON STOCK NPV 552697104 14 1000 SH SOLE 1000 0 0 * MDU RES GROUP INC COM COMMON STOCK USD1. 552690109 11752 547606 SH SOLE 547606 0 0 * MEAD JOHNSON NUTRITION CO COM COMMON STOCK USD.01 582839106 38871 565563 SH SOLE 565563 0 0 MEADE INSTRUMENTS CORP COM NEW COMMON STOCK USD.01 583062203 34 10750 SH SOLE 10750 0 0 * MEADOWBROOK INS GROUP INC COM COMMON STOCK USD.01 58319P108 1885 176503 SH SOLE 176503 0 0 * MEADWESTVACO CORP COM COMMON STOCK USD.01 583334107 15916 531434 SH SOLE 531434 0 0 * MEASUREMENT SPECIALTIES INC COM COMMON STOCK NPV 583421102 1431 51186 SH SOLE 51186 0 0 * MECOX LANE LIMITED SPONSORED AD ADR 58403M102 71 61100 SH SOLE 61100 0 0 * MEDALLION FINL CORP COM COMMON STOCK USD.01 583928106 505 44419 SH SOLE 44419 0 0 * MEDASSETS INC COM COMMON STOCK USD.01 584045108 581 62810 SH SOLE 62810 0 0 * MEDCATH CORP COM COMMON STOCK USD.01 58404W109 235 32200 SH SOLE 32200 0 0 * MEDCO HEALTH SOLUTIONS INC COM COMMON STOCK USD.01 58405U102 68937 1233214 SH SOLE 1233214 0 0 * MEDIA GEN INC CL A COMMON STOCK USD5. 584404107 986 242380 SH SOLE 242380 0 0 MEDICAL ACTION INDS INC COM COMMON STOCK USD.001 58449L100 278 53204 SH SOLE 53204 0 0 * MEDICAL PPTYS TRUST INC COM REIT USD.001 58463J304 4586 464645 SH SOLE 464645 0 0 * MEDICINES CO COM COMMON STOCK USD.001 584688105 3756 201512 SH SOLE 201512 0 0 MEDICINOVA INC COM NEW COMMON STOCK USD.001 58468P206 26 14900 SH SOLE 14900 0 0 * MEDICIS PHARMACEUTICAL CORP CL COMMON STOCK USD.014 584690309 3326 100040 SH SOLE 100040 0 0 * MEDIDATA SOLUTIONS INC COM COMMON STOCK USD.01 58471A105 396 18222 SH SOLE 18222 0 0 * MEDIFAST INC COM COMMON STOCK USD.001 58470H101 785 57233 SH SOLE 57233 0 0 * MEDIVATION INC COM COMMON STOCK USD.01 58501N101 1368 29672 SH SOLE 29672 0 0 MEDIWARE INFORMATION SYS INC COM COMMON STOCK USD.1 584946107 553 43169 SH SOLE 43169 0 0 MEDLEY CAP CORP COM COMMON STOCK 58503F106 5 500 SH SOLE 500 0 0 * MEDNAX INC COM COMMON STOCK USD.01 58502B106 7663 106421 SH SOLE 106421 0 0 MEDTOX SCIENTIFIC INC COM NEW COMMON STOCK USD.15 584977201 604 42979 SH SOLE 42979 0 0 * MEDTRONIC INC COM COMMON STOCK USD.1 585055106 113388 2964394 SH SOLE 2964394 0 0 * MELA SCIENCES INC COM COMMON STOCK USD.001 55277R100 833 225700 SH SOLE 225700 0 0 * MELCO CROWN ENTMT LTD ADR ADR USD.01 585464100 12073 1255012 SH SOLE 1255012 0 0 * MEMC ELECTR MATLS INC COM COMMON STOCK USD.01 552715104 4035 1023998 SH SOLE 1023998 0 0 * MENS WEARHOUSE INC COM COMMON STOCK USD.01 587118100 4067 125473 SH SOLE 125473 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MENTOR GRAPHICS CORP COM COMMON STOCK NPV 587200106 3802 280412 SH SOLE 280412 0 0 * MERCADOLIBRE INC COM COMMON STOCK USD.001 58733R102 7566 95122 SH SOLE 95122 0 0 MERCANTILE BANCORP INC ILL COM DE COMMON STOCK 58734P105 3 12200 SH SOLE 12200 0 0 USD.4167 MERCANTILE BANK CORP COM COMMON STOCK NPV 587376104 131 13328 SH SOLE 13328 0 0 * MERCER INTL INC COM COMMON STOCK USD1. 588056101 1166 191212 SH SOLE 191212 0 0 MERCHANTS BANCSHARES COM COMMON STOCK USD.01 588448100 680 23293 SH SOLE 23293 0 0 * MERCK & CO INC NEW COM COMMON STOCK USD.5 58933Y105 330969 8779013 SH SOLE 8779013 0 0 * MERCURY COMPUTER SYS COM COMMON STOCK USD.01 589378108 402 30244 SH SOLE 30244 0 0 * MERCURY GENL CORP NEW COM COMMON STOCK NPV 589400100 3371 73903 SH SOLE 73903 0 0 * MEREDITH CORP COM COMMON STOCK USD1. 589433101 4012 122875 SH SOLE 122875 0 0 * MERGE HEALTHCARE INC COM COMMON STOCK USD.01 589499102 907 187100 SH SOLE 187100 0 0 * MERIDIAN BIOSCIENCE INC COM COMMON STOCK NPV 589584101 1728 91735 SH SOLE 91735 0 0 MERIDIAN INTERSTAT BANCORP I COM COMMON STOCK NPV 58964Q104 152 12200 SH SOLE 12200 0 0 * MERIT MED SYS INC COM COMMON STOCK NPV 589889104 1992 148846 SH SOLE 148846 0 0 * MERITAGE HOMES CORP COM COMMON STOCK USD.01 59001A102 1560 67251 SH SOLE 67251 0 0 * MERITOR INC COM COMMON STOCK USD1. 59001K100 1221 229434 SH SOLE 229434 0 0 MERRIMAN HLDGS INC COM DELETED COMMON STOCK 590419107 1 2385 SH SOLE 2385 0 0 USD.0001 * MERU NETWORKS INC COM COMMON STOCK 59047Q103 105 25538 SH SOLE 25538 0 0 MESA LABS INC COM COMMON STOCK NPV 59064R109 406 9800 SH SOLE 9800 0 0 * MESABI TR CTF BEN INT CTF BEN INT 590672101 1197 47676 SH SOLE 47676 0 0 MET PRO CORP COM COMMON STOCK USD.1 590876306 335 37089 SH SOLE 37089 0 0 META FINL GROUP INC COM COMMON STOCK USD.01 59100U108 256 15810 SH SOLE 15810 0 0 * METABOLIX INC COM COMMON STOCK USD.01 591018809 276 60628 SH SOLE 60628 0 0 * METALICO INC COM COMMON STOCK USD.001 591176102 725 220460 SH SOLE 220460 0 0 * METALS USA HLDGS CORP COM COMMON STOCK USD.01 59132A104 119 10600 SH SOLE 10600 0 0 * METHODE ELECTRS INC COM COMMON STOCK USD.5 591520200 351 42296 SH SOLE 42296 0 0 * METLIFE INC COM COMMON STOCK USD.01 59156R108 69990 2244718 SH SOLE 2244718 0 0 METRO BANCORP INC PA COM COMMON STOCK USD1. 59161R101 250 29803 SH SOLE 29803 0 0 * METROPOLITAN HEALTH NETWORKS CO COMMON STOCK USD.001 592142103 1104 147845 SH SOLE 147845 0 0 METROCORP BANCSHARES INC COM COMMON STOCK USD1. 591650106 168 26500 SH SOLE 26500 0 0 * METROPCS COMMUNICATIONS INC COM COMMON STOCK 591708102 6803 783797 SH SOLE 783797 0 0 USD.0001 * METTLER TOLEDO INTERNATIONAL CO COMMON STOCK USD.01 592688105 13595 92039 SH SOLE 92039 0 0 MEXCO ENERGY CORP COM COMMON STOCK USD.5 592770101 104 14900 SH SOLE 14900 0 0 * MF GLOBAL HLDGS LTD COM DELETED COMMON STOCK USD1. 55277J108 0 1141 SH SOLE 1141 0 0 * MFA FINANCIAL INC COM REIT USD.01 55272X102 5312 790481 SH SOLE 790481 0 0 * MFC INDL LTD COM ADDED COMMON STOCK NPV 55278T105 277 39550 SH SOLE 39550 0 0 MFRI INC COM COMMON STOCK USD.01 552721102 167 24000 SH SOLE 24000 0 0 MGE ENERGY INC COM COMMON STOCK USD1. 55277P104 443 9467 SH SOLE 9467 0 0 * MGIC INVT CORP WIS COM COMMON STOCK USD1. 552848103 1243 333360 SH SOLE 333360 0 0 * MGM RESORTS INTERNATIONAL COM COMMON STOCK USD.01 552953101 9765 936198 SH SOLE 936198 0 0 MHI HOSPITALITY CORP COM REIT USD.01 55302L102 12 5000 SH SOLE 5000 0 0 BAKER MICHAEL CORP COM COMMON STOCK USD1. 057149106 760 38736 SH SOLE 38736 0 0 * MICREL INC COM COMMON STOCK NPV 594793101 547 54149 SH SOLE 54149 0 0 * MICROCHIP TECHNOLOGY INC COM COMMON STOCK USD.001 595017104 15896 433957 SH SOLE 433957 0 0 MICROFINANCIAL INC COM COMMON STOCK USD.01 595072109 380 65690 SH SOLE 65690 0 0 * MICROMET INC COM COMMON STOCK 59509C105 1297 180400 SH SOLE 180400 0 0 USD.00004 * MICRON TECHNOLOGY INC COM COMMON STOCK USD.1 595112103 19365 3078617 SH SOLE 3078617 0 0 MICRONETICS INC DEL COM COMMON STOCK USD.01 595125105 858 108855 SH SOLE 108855 0 0 * MICROS SYS INC COM COMMON STOCK 594901100 10840 232708 SH SOLE 232708 0 0 USD.0125 * MICROSEMI CORP COM COMMON STOCK USD.2 595137100 3712 221625 SH SOLE 221625 0 0 * MICROSOFT CORP COM COMMON STOCK 594918104 598549 23056585 SH SOLE 23056585 0 0 USD.006.25 * MICROSTRATEGY INC CL A NEW COMMON STOCK USD.001 594972408 1940 17913 SH SOLE 17913 0 0 * MICROVISION INC DEL COM COMMON STOCK USD.001 594960106 80 222320 SH SOLE 222320 0 0 * MID-AMER APT CMNTYS INC COM REIT USD.01 59522J103 10923 174622 SH SOLE 174622 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MIDAS GROUP INC COM COMMON STOCK USD.001 595626102 161 18700 SH SOLE 18700 0 0 MIDDLEBURG FINANCIAL CORP COM COMMON STOCK USD2.5 596094102 191 13400 SH SOLE 13400 0 0 * MIDDLEBY CORP COM COMMON STOCK USD.01 596278101 4933 52454 SH SOLE 52454 0 0 MIDDLESEX WATER CO COM COMMON STOCK NPV 596680108 3052 163567 SH SOLE 163567 0 0 MIDSOUTH BANCORP INC COM COMMON STOCK USD.1 598039105 371 28492 SH SOLE 28492 0 0 MIDWAY GOLD CORP COM COMMON STOCK NPV 598153104 8 3700 SH SOLE 3700 0 0 MIDWESTONE FINL GROUP INC NE COM COMMON STOCK USD.01 598511103 254 17374 SH SOLE 17374 0 0 * MILLER ENERGY RES INC COM COMMON STOCK 600527105 234 83900 SH SOLE 83900 0 0 USD.0001 * MILLER INDS INC TENN COM NEW COMMON STOCK USD.01 600551204 841 53446 SH SOLE 53446 0 0 * MINDRAY MEDICAL INTL LTD SPON A ADR USD.001 602675100 3565 139042 SH SOLE 139042 0 0 * MINDSPEED TECHNOLOGIES INC COM COMMON STOCK USD.01 602682205 376 82200 SH SOLE 82200 0 0 * MINE SAFETY APPLIANCES CO COM COMMON STOCK NPV 602720104 2247 67859 SH SOLE 67859 0 0 * MINERALS TECHNOLOGIES INC COM COMMON STOCK USD.1 603158106 561 9924 SH SOLE 9924 0 0 * MINES MGMT INC COM COMMON STOCK USD.01 603432105 283 141700 SH SOLE 141700 0 0 * MIPS TECHNOLOGIES INC COM COMMON STOCK USD.001 604567107 313 70249 SH SOLE 70249 0 0 MISONIX INC COM COMMON STOCK USD.01 604871103 7 3500 SH SOLE 3500 0 0 MISSION WEST PPTYS INC COM REIT USD.001 605203108 874 96894 SH SOLE 96894 0 0 * MISTRAS GROUP INC COM COMMON STOCK USD.01 60649T107 214 8394 SH SOLE 8394 0 0 * MITCHAM INDS INC COM COMMON STOCK USD.01 606501104 657 30100 SH SOLE 30100 0 0 * MITEK SYS INC COM NEW COMMON STOCK USD.001 606710200 66 9100 SH SOLE 9100 0 0 * MITEL NETWORKS CORP COM COMMON STOCK 60671Q104 89 28045 SH SOLE 28045 0 0 * MKS INSTRUMENT INC COM COMMON STOCK NPV 55306N104 2214 79597 SH SOLE 79597 0 0 * MOBILE MINI INC COM COMMON STOCK USD.01 60740F105 1971 112948 SH SOLE 112948 0 0 MOCON INC COM COMMON STOCK USD.1 607494101 330 20700 SH SOLE 20700 0 0 MOD PAC CORP COM COMMON STOCK USD.01 607495108 16 2375 SH SOLE 2375 0 0 * MODINE MFG CO COM COMMON STOCK USD.625 607828100 2157 228027 SH SOLE 228027 0 0 * MODUSLINK GLOBAL SOLUTIONS I CO COMMON STOCK USD.01 60786L107 547 101240 SH SOLE 101240 0 0 * MOHAWK INDS INC COM COMMON STOCK USD.01 608190104 11526 192585 SH SOLE 192585 0 0 * MOLEX INC COM COMMON STOCK USD.05 608554101 4961 207934 SH SOLE 207934 0 0 * MOLEX INC CL A COMMON STOCK USD.05 608554200 4235 214110 SH SOLE 214110 0 0 * MOLINA HEALTHCARE INC COM COMMON STOCK USD.001 60855R100 2360 105676 SH SOLE 105676 0 0 * MOLSON COORS BREWING CO CL B COMMON STOCK USD.01 60871R209 19110 438910 SH SOLE 438910 0 0 * MOLYCORP INC DEL COM COMMON STOCK 608753109 4184 174492 SH SOLE 174492 0 0 * MOMENTA PHARMACEUTICALS INC COM COMMON STOCK 60877T100 1868 107392 SH SOLE 107392 0 0 USD.0001 * MONARCH CASINO & RESORT INC COM COMMON STOCK USD.01 609027107 452 44406 SH SOLE 44406 0 0 MONARCH COMMUNITY BANCORP IN COM COMMON STOCK USD.01 609045109 10 9854 SH SOLE 9854 0 0 MONARCH FINANCIAL HOLDINGS I COM COMMON STOCK USD5. 60907Q100 37 4800 SH SOLE 4800 0 0 * MONEYGRAM INTL INC COM NEW ADDE COMMON STOCK USD.01 60935Y208 545 30725 SH SOLE 30725 0 0 * MONMOUTH REAL ESTATE INVT CO CL REIT USD.01 609720107 793 86720 SH SOLE 86720 0 0 * MONOLITHIC PWR SYS INC COM COMMON STOCK USD.001 609839105 1969 130672 SH SOLE 130672 0 0 * MONOTYPE IMAGING HOLDINGS IN CO COMMON STOCK USD.001 61022P100 850 54502 SH SOLE 54502 0 0 * MONRO MUFFLER BRAKE INC COM COMMON STOCK USD.01 610236101 3583 92362 SH SOLE 92362 0 0 * MONSANTO CO NEW COM COMMON STOCK USD.01 61166W101 106576 1520994 SH SOLE 1520994 0 0 * MONSTER WORLDWIDE INC COM COMMON STOCK USD.001 611742107 1599 201582 SH SOLE 201582 0 0 * MONTPELIER RE HOLDINGS LTD SHS COMMON STOCK G62185106 3943 222132 SH SOLE 222132 0 0 USD.001666 * MOODYS CORP COM COMMON STOCK USD.01 615369105 22132 657112 SH SOLE 657112 0 0 * MOOG INC CL A COMMON STOCK USD1. 615394202 4329 98541 SH SOLE 98541 0 0 * MORGAN STANLEY COM NEW COMMON STOCK USD.01 617446448 61504 4065005 SH SOLE 4065005 0 0 * MORGANS HOTEL GROUP CO COM COMMON STOCK USD.01 61748W108 289 49029 SH SOLE 49029 0 0 * MORNINGSTAR INC COM COMMON STOCK NPV 617700109 3977 66903 SH SOLE 66903 0 0 MORTONS RESTAURANT GRP INC N COM COMMON STOCK USD.01 619430101 372 54000 SH SOLE 54000 0 0 * MOSAIC CO NEW COM COMMON STOCK USD.01 61945C103 36394 721669 SH SOLE 721669 0 0 * MOSYS INC COM COMMON STOCK USD.01 619718109 368 87643 SH SOLE 87643 0 0 * MOTORCAR PTS AMER INC COM COMMON STOCK USD.01 620071100 234 31200 SH SOLE 31200 0 0 * MOTOROLA MOBILITY HLDGS INC COM COMMON STOCK USD.01 620097105 32250 831192 SH SOLE 831192 0 0 * MOTOROLA SOLUTIONS INC COM NEW COMMON STOCK USD.01 620076307 48465 1046994 SH SOLE 1046994 0 0 * MOTRICITY INC COM COMMON STOCK 620107102 156 172882 SH SOLE 172882 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MOVADO GROUP INC COM COMMON STOCK USD.01 624580106 105 5805 SH SOLE 5805 0 0 * MOVE INC COM NEW ADDED COMMON STOCK USD.001 62458M207 66 10401 SH SOLE 10401 0 0 * MPG OFFICE TR INC COM REIT USD.01 553274101 439 220455 SH SOLE 220455 0 0 * MSC INDL DIRECT INC CL A COMMON STOCK USD.001 553530106 11382 159073 SH SOLE 159073 0 0 * MSCI INC CL A COMMON STOCK USD.01 55354G100 10766 326938 SH SOLE 326938 0 0 * MTR GAMING GROUP INC COM COMMON STOCK 553769100 202 108200 SH SOLE 108200 0 0 USD.00001 * MTS SYS CORP COM COMMON STOCK USD.25 553777103 1317 32325 SH SOLE 32325 0 0 * MUELLER INDS INC COM COMMON STOCK USD.01 624756102 1224 31870 SH SOLE 31870 0 0 * MUELLER WTR PRODS INC COM SER A COMMON STOCK USD.01 624758108 1262 517208 SH SOLE 517208 0 0 MULTI COLOR CORP COM COMMON STOCK NPV 625383104 1078 41897 SH SOLE 41897 0 0 * MULTI FINELINE ELECTRONIX IN CO COMMON STOCK 62541B101 880 42811 SH SOLE 42811 0 0 USD.0001 MULTIBAND CORP COM NEW COMMON STOCK NPV 62544X209 9 2900 SH SOLE 2900 0 0 * MULTIMEDIA GAMES HLDG CO INC CO COMMON STOCK USD.01 625453105 1007 126800 SH SOLE 126800 0 0 * MURPHY OIL CORP COM COMMON STOCK USD1. 626717102 32152 576822 SH SOLE 576822 0 0 MUTUALFIRST FINL INC COM COMMON STOCK USD.01 62845B104 197 27574 SH SOLE 27574 0 0 MV OIL TR TR UNITS TR UNITS 553859109 2096 52845 SH SOLE 52845 0 0 * MVC CAPITAL INC COM COMMON STOCK USD.01 553829102 10 851 SH SOLE 851 0 0 * MWI VETERINARY SUPPLY INC COM COMMON STOCK USD.01 55402X105 1898 28560 SH SOLE 28560 0 0 * MYERS INDS INC COM COMMON STOCK NPV 628464109 462 37430 SH SOLE 37430 0 0 * MYLAN INC COM COMMON STOCK USD.5 628530107 26418 1231028 SH SOLE 1231028 0 0 * MYR GROUP INC DEL COM COMMON STOCK USD.01 55405W104 649 33900 SH SOLE 33900 0 0 * MYREXIS INC COM COMMON STOCK USD.01 62856H107 289 108000 SH SOLE 108000 0 0 * MYRIAD GENETICS INC COM COMMON STOCK USD.01 62855J104 4515 215609 SH SOLE 215609 0 0 * NBT BANCORP INC COM COMMON STOCK USD.01 628778102 759 34310 SH SOLE 34310 0 0 * NABI BIOPHARMACEUTICALS COM COMMON STOCK USD.1 629519109 104 55521 SH SOLE 55521 0 0 * NABORS INDUSTRIES LTD SHS COMMON STOCK USD.001 G6359F103 14015 808223 SH SOLE 808223 0 0 NACCO INDS INC CL A COMMON STOCK USD1. 629579103 873 9790 SH SOLE 9790 0 0 * NAM TAI ELECTRS INC COM PAR $0. COMMON STOCK USD.01 629865205 330 62100 SH SOLE 62100 0 0 * NANOMETRICS INC COM COMMON STOCK NPV 630077105 1647 89408 SH SOLE 89408 0 0 * NANOPHASE TCHNOLOGIES CORP COM COMMON STOCK USD.01 630079101 27 66826 SH SOLE 66826 0 0 NANOSPHERE INC COM COMMON STOCK USD.01 63009F105 148 100522 SH SOLE 100522 0 0 NAPCO SEC TECHNOLOGIES INC COM COMMON STOCK USD.01 630402105 214 86060 SH SOLE 86060 0 0 NASB FINL INC COM COMMON STOCK USD.15 628968109 144 13410 SH SOLE 13410 0 0 * NASDAQ OMX GROUP INC COM COMMON STOCK USD.01 631103108 11973 488481 SH SOLE 488481 0 0 * NASH FINCH CO COM COMMON STOCK 631158102 749 25583 SH SOLE 25583 0 0 USD1.667 NATHANS FAMOUS INC NEW COM COMMON STOCK USD.01 632347100 61 2900 SH SOLE 2900 0 0 NATIONAL AMERN UNIV HLDGS IN COM COMMON STOCK 63245Q105 194 25625 SH SOLE 25625 0 0 NATIONAL BANKSHARES INC VA COM COMMON STOCK USD1.25 634865109 290 10401 SH SOLE 10401 0 0 * NATIONAL BEVERAGE CORP COM COMMON STOCK USD.01 635017106 320 19923 SH SOLE 19923 0 0 * NATIONAL CINEMEDIA INC COM COMMON STOCK USD.01 635309107 772 62224 SH SOLE 62224 0 0 * NATIONAL FINL PARTNERS CORP COM COMMON STOCK USD.1 63607P208 2645 195644 SH SOLE 195644 0 0 * NATIONAL FUEL GAS CO N J COM COMMON STOCK USD1. 636180101 12812 230509 SH SOLE 230509 0 0 NATIONAL HEALTHCARE CORP COM COMMON STOCK USD.01 635906100 549 13106 SH SOLE 13106 0 0 * NATIONAL INSTRS CORP COM COMMON STOCK USD.01 636518102 6486 249958 SH SOLE 249958 0 0 NATIONAL INTERSTATE CORP COM COMMON STOCK USD.01 63654U100 419 16983 SH SOLE 16983 0 0 * NATIONAL OILWELL VARCO INC COM COMMON STOCK USD.01 637071101 84017 1235733 SH SOLE 1235733 0 0 NATIONAL PRESTO INDS INC COM COMMON STOCK USD1. 637215104 762 8140 SH SOLE 8140 0 0 NATIONAL RESEARCH CORP COM COMMON STOCK USD.001 637372103 514 13242 SH SOLE 13242 0 0 * NATIONAL RETAIL PROPERTIES I CO REIT USD.01 637417106 11003 417083 SH SOLE 417083 0 0 NATIONAL SEC GROUP INC COM COMMON STOCK USD1. 637546102 1 100 SH SOLE 100 0 0 NATIONAL TECHNICAL SYS INC COM COMMON STOCK NPV 638104109 198 31610 SH SOLE 31610 0 0 * NATIONAL HEALTH INVS INC COM REIT USD.01 63633D104 5668 128888 SH SOLE 128888 0 0 * NATIONAL PENN BANCSHARES INC CO COMMON STOCK NPV 637138108 1973 233787 SH SOLE 233787 0 0 NATIONAL WESTN LIFE INS CO CL A COMMON STOCK USD1. 638522102 645 4734 SH SOLE 4734 0 0 NATURAL ALTERNATIVES INTL IN COM COMMON STOCK USD.01 638842302 126 14300 SH SOLE 14300 0 0 * NATURAL GAS SERVICES GROUP COM COMMON STOCK USD.01 63886Q109 508 35150 SH SOLE 35150 0 0 * NATURAL RESOURCE PARTNERS L COM LTD PART NPV 63900P103 2755 101623 SH SOLE 101623 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- NATURES SUNSHINE PRODUCTS IN COM COMMON STOCK NPV 639027101 1003 64600 SH SOLE 64600 0 0 * NATUS MEDICAL INC DEL COM COMMON STOCK USD.001 639050103 931 98740 SH SOLE 98740 0 0 NATUZZI S P A ADR ADR EUR1. 63905A101 156 69000 SH SOLE 69000 0 0 NAUGATUCK VY FINL CORP MD COM COMMON STOCK USD.01 63906P107 115 16763 SH SOLE 16763 0 0 * NAUTILUS INC COM COMMON STOCK NPV 63910B102 267 152600 SH SOLE 152600 0 0 * NAVARRE CORP COM COMMON STOCK NPV 639208107 279 181040 SH SOLE 181040 0 0 * NAVIGANT CONSULTING INC COM COMMON STOCK USD.001 63935N107 1350 118314 SH SOLE 118314 0 0 * NAVIGATORS GROUP INC COM COMMON STOCK USD.1 638904102 2194 46011 SH SOLE 46011 0 0 NAVIOS MARITIME ACQUIS CORP SHS COMMON STOCK Y62159101 239 88700 SH SOLE 88700 0 0 USD.0001 * NAVIOS MARITIME HOLDINGS INC CO COMMON STOCK Y62196103 322 90100 SH SOLE 90100 0 0 USD.0001 * NAVIOS MARITIME PARTNERS L P UN LTD PART NPV Y62267102 595 40400 SH SOLE 40400 0 0 * NAVISTAR INTL CORP NEW COM COMMON STOCK USD.1 63934E108 9271 244747 SH SOLE 244747 0 0 * NCI BUILDING SYS INC COM NEW COMMON STOCK USD.01 628852204 669 61544 SH SOLE 61544 0 0 NCI INC CL A COMMON STOCK USD.019 62886K104 174 14940 SH SOLE 14940 0 0 * NCR CORP NEW COM COMMON STOCK USD.01 62886E108 9358 568522 SH SOLE 568522 0 0 * NEENAH PAPER INC COM COMMON STOCK USD.01 640079109 1222 54750 SH SOLE 54750 0 0 * NEKTAR THERAPEUTICS COM COMMON STOCK 640268108 625 111674 SH SOLE 111674 0 0 USD.0001 * NELNET INC CL A COMMON STOCK USD.01 64031N108 2238 91463 SH SOLE 91463 0 0 * NEOGEN CORP COM COMMON STOCK USD.16 640491106 2761 90110 SH SOLE 90110 0 0 * NEOPHOTONICS CORP COM COMMON STOCK 64051T100 60 13200 SH SOLE 13200 0 0 USD.0025 NEOSTEM INC COM NEW COMMON STOCK USD.001 640650305 63 125100 SH SOLE 125100 0 0 * NET 1 UEPS TECHNOLOGIES INC COM COMMON STOCK USD.001 64107N206 400 52200 SH SOLE 52200 0 0 * NETAPP INC COM COMMON STOCK USD.001 64110D104 35520 979334 SH SOLE 979334 0 0 * NETEASE COM INC SPONSORED ADR ADR USD.0001 64110W102 13490 300776 SH SOLE 300776 0 0 * NETFLIX INC COM COMMON STOCK USD.001 64110L106 10367 149623 SH SOLE 149623 0 0 * NETGEAR INC COM COMMON STOCK USD.001 64111Q104 1032 30738 SH SOLE 30738 0 0 * NETLIST INC COM COMMON STOCK USD.001 64118P109 83 33200 SH SOLE 33200 0 0 * NETLOGIC MICROSYSTEMS INC COM COMMON STOCK USD.01 64118B100 6873 138654 SH SOLE 138654 0 0 * NETSCOUT SYS INC COM COMMON STOCK USD.001 64115T104 1524 86590 SH SOLE 86590 0 0 NETSOL TECHNOLOGIES INC COM NEW COMMON STOCK USD.001 64115A204 33 79300 SH SOLE 79300 0 0 * NETSPEND HLDGS INC COM COMMON STOCK 64118V106 719 88674 SH SOLE 88674 0 0 * NETSUITE INC COM COMMON STOCK USD.01 64118Q107 2035 50194 SH SOLE 50194 0 0 * NETWORK ENGINES INC COM COMMON STOCK USD.01 64121A107 226 235200 SH SOLE 235200 0 0 * NETWORK EQUIP TECHNOLOGIES COM COMMON STOCK USD.01 641208103 36 31300 SH SOLE 31300 0 0 NEURALSTEM INC COM COMMON STOCK USD.001 64127R302 108 112100 SH SOLE 112100 0 0 * NEUROCRINE BIOSCIENCES INC COM COMMON STOCK USD.001 64125C109 642 75555 SH SOLE 75555 0 0 NEUROGESX INC COM COMMON STOCK USD.001 641252101 6 6918 SH SOLE 6918 0 0 NEUROMETRIX INC COM NEW COMMON STOCK 641255203 23 18116 SH SOLE 18116 0 0 USD.0001 * NEUSTAR INC CL A COMMON STOCK USD.001 64126X201 2341 68524 SH SOLE 68524 0 0 * NEUTRAL TANDEM INC COM COMMON STOCK USD.001 64128B108 822 76893 SH SOLE 76893 0 0 NEW CENTRY BANCORP INC DUNN COM COMMON STOCK USD1. 64353M100 28 13898 SH SOLE 13898 0 0 * NEW ENERGY SYS GROUP COM COMMON STOCK USD.001 643847106 6 9800 SH SOLE 9800 0 0 NEW ENGLAND BANCSHARES INC C COM COMMON STOCK USD.01 643863202 347 33500 SH SOLE 33500 0 0 NEW ENGLAND RLTY ASSOC LTD P DEPO LTD PART NPV 644206104 51 700 SH SOLE 700 0 0 * NEW FRONTIER MEDIA INC COM COMMON STOCK 644398109 100 96300 SH SOLE 96300 0 0 USD.0001 NEW HAMPSHIRE THRIFT BANCSHS COM COMMON STOCK USD.01 644722100 280 24800 SH SOLE 24800 0 0 * NEW JERSEY RES COM COMMON STOCK USD2.5 646025106 2272 46183 SH SOLE 46183 0 0 * NEW MTN FIN CORP COM COMMON STOCK USD.01 647551100 4 300 SH SOLE 300 0 0 * NEW ORIENTAL ED & TECH GRP I SP ADR USD.01 647581107 6937 288432 SH SOLE 288432 0 0 * NEW YORK & CO INC COM COMMON STOCK USD.001 649295102 532 199866 SH SOLE 199866 0 0 * NEW YORK CMNTY BANCORP INC COM COMMON STOCK USD.01 649445103 14598 1180143 SH SOLE 1180143 0 0 NEW YORK MTG TR INC COM PAR $.02 COM PAR USD.02 649604501 123 17100 SH SOLE 17100 0 0 * NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 4284 554203 SH SOLE 554203 0 0 NEWBRIDGE BANCORP COM COMMON STOCK USD5. 65080T102 270 69782 SH SOLE 69782 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * NEWCASTLE INVT CORP COM REIT USD.01 65105M108 321 69100 SH SOLE 69100 0 0 * NEWELL RUBBERMAID INC COM COMMON STOCK USD1. 651229106 12421 769115 SH SOLE 769115 0 0 * NEWFIELD EXPL CO COM COMMON STOCK USD.01 651290108 14208 376579 SH SOLE 376579 0 0 NEWLEAD HOLDINGS LTD SHS COMMON STOCK USD.01 G64626115 1 2516 SH SOLE 2516 0 0 * NEWMARKET CORP COM COMMON STOCK NPV 651587107 7883 39790 SH SOLE 39790 0 0 * NEWMONT MINING CORP COM COMMON STOCK USD1.6 651639106 81498 1358081 SH SOLE 1358081 0 0 * NEWPARK RES INC COM PAR $.01NEW COMMON STOCK USD.01 651718504 2155 226794 SH SOLE 226794 0 0 NEWPORT BANCORP INC COM COMMON STOCK USD.01 651754103 60 4774 SH SOLE 4774 0 0 * NEWPORT CORP COM COMMON STOCK 651824104 1555 114244 SH SOLE 114244 0 0 USD.1167 * NEWS CORP CL A COMMON STOCK USD.01 65248E104 91405 5123571 SH SOLE 5123571 0 0 * NEWS CORP CL B COMMON STOCK USD.01 65248E203 26982 1484169 SH SOLE 1484169 0 0 NEWSTAR FINANCIAL INC COM COMMON STOCK USD.01 65251F105 1230 120910 SH SOLE 120910 0 0 NEWTEK BUSINESS SVCS INC COM COMMON STOCK USD.02 652526104 162 140800 SH SOLE 140800 0 0 NEXSTAR BROADCASTING GROUP I CL A COMMON STOCK USD.01 65336K103 316 40300 SH SOLE 40300 0 0 * NEXTERA ENERGY INC COM COMMON STOCK USD.01 65339F101 72044 1183380 SH SOLE 1183380 0 0 NEXXUS LIGHTING INC COM COMMON STOCK USD.001 65338E105 10 9000 SH SOLE 9000 0 0 * NGP CAP RES CO COM COMMON STOCK USD.001 62912R107 6 851 SH SOLE 851 0 0 * NIC INC COM COMMON STOCK NPV 62914B100 1504 112994 SH SOLE 112994 0 0 NICHOLAS FINANCIAL INC COM NEW COMMON STOCK NPV 65373J209 431 33600 SH SOLE 33600 0 0 * NIELSEN HOLDINGS N V COM COMMON STOCK EUR.07 N63218106 8313 279985 SH SOLE 279985 0 0 * NII HLDGS INC CL B NEW COMMON STOCK USD.001 62913F201 9787 459471 SH SOLE 459471 0 0 * NIKE INC CL B COMMON STOCK NPV 654106103 82332 854333 SH SOLE 854333 0 0 * NISKA GAS STORAGE PARTNERS L UN UNIT 654678101 809 91000 SH SOLE 91000 0 0 * NISOURCE INC COM COMMON STOCK USD.01 65473P105 21079 885281 SH SOLE 885281 0 0 * NL INDS INC COM NEW COMMON STOCK USD.125 629156407 244 18841 SH SOLE 18841 0 0 * NN INC COM COMMON STOCK USD.01 629337106 327 54450 SH SOLE 54450 0 0 * NOAH ED HLDGS LTD ADR ADR USD.00005 65487R303 28 13000 SH SOLE 13000 0 0 * NOAH HLDGS LTD SPONSORED ADS ADR 65487X102 18 2947 SH SOLE 2947 0 0 NOBILITY HOMES INC COM COMMON STOCK USD.1 654892108 86 15000 SH SOLE 15000 0 0 * NOBLE CORPORATION BAAR NAMEN -A COMMON STOCK CHF3.54 H5833N103 18000 595631 SH SOLE 595631 0 0 * NOBLE ENERGY INC COM COMMON STOCK 655044105 45273 479642 SH SOLE 479642 0 0 USD3.333 * NORANDA ALUM HLDG CORP COM COMMON STOCK USD.01 65542W107 191 23200 SH SOLE 23200 0 0 * NORDIC AMERICAN TANKERS LIMI CO COMMON STOCK USD.01 G65773106 905 75473 SH SOLE 75473 0 0 * NORDSON CORP COM COMMON STOCK NPV 655663102 5833 141651 SH SOLE 141651 0 0 * NORDSTROM INC COM COMMON STOCK NPV 655664100 30474 613036 SH SOLE 613036 0 0 * NORFOLK SOUTHERN CORP COM COMMON STOCK USD1. 655844108 81191 1114349 SH SOLE 1114349 0 0 NORTECH SYS INC COM COMMON STOCK USD.01 656553104 55 17570 SH SOLE 17570 0 0 NORTH CENT BANCSHARES INC COM COMMON STOCK USD.01 658418108 133 7400 SH SOLE 7400 0 0 NORTH EUROPEAN OIL RTY TR SH BEN CTF BEN INT 659310106 94 2900 SH SOLE 2900 0 0 NORTH VALLEY BANCORP COM NEW COMMON STOCK NPV 66304M204 57 6001 SH SOLE 6001 0 0 NORTHEAST BANCORP COM NEW COMMON STOCK USD1. 663904209 43 3558 SH SOLE 3558 0 0 * NORTHEAST UTILS COM COMMON STOCK USD5. 664397106 17883 495774 SH SOLE 495774 0 0 * NORTHERN OIL & GAS INC NEV COM COMMON STOCK USD.001 665531109 3144 131099 SH SOLE 131099 0 0 NORTHERN STS FINL CORP COM COMMON STOCK USD.4 665751103 16 17765 SH SOLE 17765 0 0 NORTHERN TECH INTL CORP COM COMMON STOCK USD.02 665809109 105 7700 SH SOLE 7700 0 0 * NORTHERN TR CORP COM COMMON STOCK 665859104 26817 676165 SH SOLE 676165 0 0 USD1.667 NORTHFIELD BANCORP INC NEW COM COMMON STOCK USD.001 66611L105 139 9824 SH SOLE 9824 0 0 NORTHRIM BANCORP INC COM COMMON STOCK USD1. 666762109 717 40968 SH SOLE 40968 0 0 * NORTHROP GRUMMAN CORP COM COMMON STOCK USD1. 666807102 52883 904291 SH SOLE 904291 0 0 * NORTHSTAR RLTY FIN CORP COM REIT USD.01 66704R100 1701 356536 SH SOLE 356536 0 0 * NORTHWEST BANCSHARES INC MD COM COMMON STOCK USD.01 667340103 3499 281233 SH SOLE 281233 0 0 * NORTHWEST NAT GAS CO COM COMMON STOCK 667655104 549 11463 SH SOLE 11463 0 0 USD3.167 * NORTHWEST PIPE CO COM COMMON STOCK USD.01 667746101 422 18482 SH SOLE 18482 0 0 * NORTHWESTERN CORP COM NEW COMMON STOCK USD.01 668074305 4536 126731 SH SOLE 126731 0 0 NORWOOD FINANCIAL CORP COM COMMON STOCK USD.1 669549107 65 2380 SH SOLE 2380 0 0 NOVABAY PHARMACEUTICALS INC COM COMMON STOCK USD.01 66987P102 29 22500 SH SOLE 22500 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * NOVATEL WIRELESS INC COM NEW COMMON STOCK USD.001 66987M604 120 38290 SH SOLE 38290 0 0 * NOVAVAX INC COM COMMON STOCK USD.01 670002104 449 356670 SH SOLE 356670 0 0 * NOVELLUS SYS INC COM COMMON STOCK NPV 670008101 9558 231496 SH SOLE 231496 0 0 * NPS PHARMACEUTICALS INC COM COMMON STOCK USD.001 62936P103 1329 201680 SH SOLE 201680 0 0 * NRG ENERGY INC COM NEW COMMON STOCK USD.01 629377508 15350 847147 SH SOLE 847147 0 0 * NSTAR COM COMMON STOCK USD1. 67019E107 15389 327714 SH SOLE 327714 0 0 * NTELOS HLDGS CORP COM NEW ADDED COMMON STOCK USD.01 67020Q305 771 37832 SH SOLE 37832 0 0 * NTN BUZZTIME INC COM NEW COMMON STOCK USD.005 629410309 29 116100 SH SOLE 116100 0 0 NTS RLTY HLDGS LTD PARTNERSH PART LTD PART 629422106 7 2200 SH SOLE 2200 0 0 * NU SKIN ENTERPRISES INC CL A COMMON STOCK USD.001 67018T105 9096 187284 SH SOLE 187284 0 0 * NUANCE COMMUNICATIONS INC COM COMMON STOCK USD.001 67020Y100 15211 604580 SH SOLE 604580 0 0 * NUCOR CORP COM COMMON STOCK USD.4 670346105 32967 833120 SH SOLE 833120 0 0 NUMEREX CORP PA CL A COMMON STOCK NPV 67053A102 269 32700 SH SOLE 32700 0 0 * NUSTAR ENERGY LP UNIT COM LTD PART NPV 67058H102 8802 155343 SH SOLE 155343 0 0 * NUSTAR GP HOLDINGS LLC UNIT RES UNIT NPV 67059L102 929 27936 SH SOLE 27936 0 0 * NUTRACEUTICAL INTL CORP COM COMMON STOCK USD.01 67060Y101 430 38000 SH SOLE 38000 0 0 * NUTRI SYS INC NEW COM COMMON STOCK USD.001 67069D108 248 19192 SH SOLE 19192 0 0 * NUVASIVE INC COM COMMON STOCK USD.001 670704105 1282 101858 SH SOLE 101858 0 0 * NV ENERGY INC COM COMMON STOCK USD1. 67073Y106 8132 497349 SH SOLE 497349 0 0 NVE CORP COM NEW COMMON STOCK USD.01 629445206 1080 19448 SH SOLE 19448 0 0 * NVIDIA CORP COM COMMON STOCK USD.001 67066G104 21309 1537455 SH SOLE 1537455 0 0 NVR INC COM COMMON STOCK USD.01 62944T105 11901 17348 SH SOLE 17348 0 0 * NXP SEMICONDUCTORS N V COM COMMON STOCK N6596X109 5789 376652 SH SOLE 376652 0 0 * NXSTAGE MEDICAL INC COM COMMON STOCK USD.001 67072V103 1451 81605 SH SOLE 81605 0 0 * NYMOX PHARMACEUTICAL CORP COM COMMON STOCK NPV 67076P102 132 16100 SH SOLE 16100 0 0 * NYSE EURONEXT COM COMMON STOCK USD.01 629491101 19633 752212 SH SOLE 752212 0 0 * O CHARLEYS INC COM COMMON STOCK NPV 670823103 886 161320 SH SOLE 161320 0 0 * O REILLY AUTOMOTIVE INC NEW COM COMMON STOCK USD.01 67103H107 26501 331466 SH SOLE 331466 0 0 OAK VALLEY BANCORP OAKDALE C COM COMMON STOCK NPV 671807105 5 700 SH SOLE 700 0 0 * OASIS PETE INC NEW COM COMMON STOCK USD.01 674215108 4076 140113 SH SOLE 140113 0 0 * OBAGI MEDICAL PRODUCTS INC COM COMMON STOCK USD.001 67423R108 141 13852 SH SOLE 13852 0 0 * OCCIDENTAL PETE CORP DEL COM COMMON STOCK USD.2 674599105 212663 2269617 SH SOLE 2269617 0 0 OCEAN BIO CHEM INC COM COMMON STOCK USD.01 674631106 68 31895 SH SOLE 31895 0 0 * OCEAN PWR TECHNOLOGIES INC COM COMMON STOCK USD.001 674870308 17 6200 SH SOLE 6200 0 0 * OCEAN RIG UDW INC SHS ADDED COMMON STOCK USD.01 Y64354205 104 8490 SH SOLE 8490 0 0 OCEAN SHORE HLDG CO NEW COM COMMON STOCK USD.01 67501R103 91 8880 SH SOLE 8880 0 0 * OCEANEERING INTL INC COM COMMON STOCK USD.25 675232102 14843 321765 SH SOLE 321765 0 0 OCEANFIRST FINL CORP COM COMMON STOCK USD.01 675234108 209 16000 SH SOLE 16000 0 0 * OCH ZIFF CAP MGMT GROUP CL A LTD PART NPV 67551U105 776 92328 SH SOLE 92328 0 0 * OCLARO INC COM NEW COMMON STOCK USD.01 67555N206 132 46700 SH SOLE 46700 0 0 * OCULUS INNOVATIVE SCIENCES I CO COMMON STOCK 67575P108 66 63200 SH SOLE 63200 0 0 USD.0001 * OCWEN FINL CORP COM NEW COMMON STOCK USD.01 675746309 2070 142974 SH SOLE 142974 0 0 * OCZ TECHNOLOGY GROUP INC COM COMMON STOCK 67086E303 232 35100 SH SOLE 35100 0 0 USD.0025 * ODYSSEY MARINE EXPLORATION I CO COMMON STOCK USD.01 676118102 101 36800 SH SOLE 36800 0 0 * OFFICE DEPOT INC COM COMMON STOCK USD.01 676220106 2304 1071840 SH SOLE 1071840 0 0 * OFFICEMAX INC DEL COM COMMON STOCK USD2.5 67622P101 1566 344970 SH SOLE 344970 0 0 * OGE ENERGY CORP COM COMMON STOCK USD.01 670837103 13399 236271 SH SOLE 236271 0 0 OHIO LEGACY CORP COM COMMON STOCK NPV 677399107 5 4700 SH SOLE 4700 0 0 OHIO VY BANC CORP COM COMMON STOCK USD1. 677719106 56 2982 SH SOLE 2982 0 0 OIL DRI CORP AMER COM COMMON STOCK USD.1 677864100 609 30100 SH SOLE 30100 0 0 * OIL STS INTL INC COM COMMON STOCK USD.01 678026105 10825 141745 SH SOLE 141745 0 0 * OILSANDS QUEST INC COM COMMON STOCK USD.001 678046103 58 325700 SH SOLE 325700 0 0 * OLD DOMINION FGHT LINES INC COM COMMON STOCK USD.1 679580100 5645 139282 SH SOLE 139282 0 0 * OLD NATL BANCORP IND COM COMMON STOCK NPV 680033107 2932 251653 SH SOLE 251653 0 0 * OLD REP INTL CORP COM COMMON STOCK USD1. 680223104 8390 905107 SH SOLE 905107 0 0 OLD SECOND BANCORP INC ILL COM COMMON STOCK USD1. 680277100 146 110000 SH SOLE 110000 0 0 * OLIN CORP COM PAR $1 COMMON STOCK USD1. 680665205 4682 238290 SH SOLE 238290 0 0 * OLYMPIC STEEL INC COM COMMON STOCK NPV 68162K106 112 4824 SH SOLE 4824 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * OM GROUP INC COM COMMON STOCK USD.01 670872100 1026 45844 SH SOLE 45844 0 0 OMEGA FLEX INC COM COMMON STOCK USD.01 682095104 245 17310 SH SOLE 17310 0 0 * OMEGA HEALTHCARE INVS INC COM REIT USD.1 681936100 7673 396563 SH SOLE 396563 0 0 * OMEGA PROTEIN CORP COM COMMON STOCK USD.01 68210P107 538 75500 SH SOLE 75500 0 0 OMNIAMERICAN BANCORP INC COM COMMON STOCK 68216R107 314 20000 SH SOLE 20000 0 0 * OMNICARE INC COM COMMON STOCK USD1. 681904108 11805 342659 SH SOLE 342659 0 0 * OMNICELL INC COM COMMON STOCK USD.001 68213N109 171 10338 SH SOLE 10338 0 0 * OMNICOM GROUP INC COM COMMON STOCK USD.15 681919106 38771 869686 SH SOLE 869686 0 0 * OMNIVISION TECHNOLOGIES INC COM COMMON STOCK USD.001 682128103 1608 131455 SH SOLE 131455 0 0 * OMNOVA SOLUTIONS INC COM COMMON STOCK USD.1 682129101 615 133500 SH SOLE 133500 0 0 * ON ASSIGNMENT INC COM COMMON STOCK USD.01 682159108 1138 101793 SH SOLE 101793 0 0 * ON SEMICONDUCTOR CORP COM COMMON STOCK USD.01 682189105 7657 991786 SH SOLE 991786 0 0 * ONCOGENEX PHARMACEUTICALS IN CO COMMON STOCK USD.001 68230A106 128 10944 SH SOLE 10944 0 0 * ONCOTHYREON INC COM COMMON STOCK NPV 682324108 384 50700 SH SOLE 50700 0 0 ONE LIBERTY PPTYS INC COM REIT USD1. 682406103 636 38530 SH SOLE 38530 0 0 * ONEBEACON INSURANCE GROUP LT CL COMMON STOCK USD.01 G67742109 1373 89188 SH SOLE 89188 0 0 * ONEOK INC NEW COM COMMON STOCK USD.01 682680103 26448 305092 SH SOLE 305092 0 0 * ONEOK PARTNERS LP UNIT LTD PART LTD PART NPV 68268N103 24934 431834 SH SOLE 431834 0 0 * ONLINE RES CORP COM COMMON STOCK 68273G101 212 87400 SH SOLE 87400 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 45 15800 SH SOLE 15800 0 0 USD.0001 * ONYX PHARMACEUTICALS INC COM COMMON STOCK USD.001 683399109 8063 183469 SH SOLE 183469 0 0 * OPENTABLE INC COM COMMON STOCK 68372A104 1433 36631 SH SOLE 36631 0 0 * OPENWAVE SYS INC COM NEW COMMON STOCK USD.001 683718308 492 311100 SH SOLE 311100 0 0 * OPEXA THERAPEUTICS INC COM COMMON STOCK USD.5 68372T103 23 24200 SH SOLE 24200 0 0 * OPKO HEALTH INC COM COMMON STOCK USD.01 68375N103 1136 231860 SH SOLE 231860 0 0 * OPLINK COMMUNICATIONS INC COM N COMMON STOCK USD.001 68375Q403 664 40343 SH SOLE 40343 0 0 * OPNET TECHNOLOGIES INC COM COMMON STOCK USD.001 683757108 2069 56424 SH SOLE 56424 0 0 * OPNEXT INC COM COMMON STOCK USD.01 68375V105 224 277040 SH SOLE 277040 0 0 OPPENHEIMER HLDGS INC CL A NON VT COMMON STOCK NPV 683797104 35 2180 SH SOLE 2180 0 0 OPTICAL CABLE CORP COM NEW COMMON STOCK NPV 683827208 84 26409 SH SOLE 26409 0 0 * OPTIMER PHARMACEUTICALS INC COM COMMON STOCK USD.001 68401H104 473 38630 SH SOLE 38630 0 0 * ORACLE CORP COM COMMON STOCK USD.01 68389X105 346408 13505186 SH SOLE 13505186 0 0 * ORASURE TECHNOLOGIES INC COM COMMON STOCK 68554V108 1391 152743 SH SOLE 152743 0 0 USD.000001 * ORBCOMM INC COM COMMON STOCK USD.001 68555P100 315 105500 SH SOLE 105500 0 0 ORBIT INTL CORP COM NEW COMMON STOCK USD.1 685559304 123 34429 SH SOLE 34429 0 0 * ORBITAL SCIENCES CORP COM COMMON STOCK USD.01 685564106 3009 207085 SH SOLE 207085 0 0 * ORBITZ WORLDWIDE INC COM COMMON STOCK USD.01 68557K109 1195 317948 SH SOLE 317948 0 0 * ORBOTECH LTD ORD COMMON STOCK USD.14 M75253100 1102 110400 SH SOLE 110400 0 0 ORCHIDS PAPER PRODS CO DEL COM COMMON STOCK USD.001 68572N104 457 25100 SH SOLE 25100 0 0 * OREXIGEN THERAPEUTICS INC COM COMMON STOCK USD.001 686164104 468 290765 SH SOLE 290765 0 0 * ORIENT-EXPRESS HOTELS LTD CL A COMMON STOCK USD.01 G67743107 1173 157074 SH SOLE 157074 0 0 * ORIENT PAPER INC COM NEW COMMON STOCK USD.001 68619F205 114 35200 SH SOLE 35200 0 0 * ORIENTAL FINL GROUP INC COM COMMON STOCK USD1. 68618W100 778 64231 SH SOLE 64231 0 0 * ORIGIN AGRITECH LIMITED SHS COMMON STOCK G67828106 125 53100 SH SOLE 53100 0 0 USD.0001 * ORION ENERGY SYSTEMS INC COM COMMON STOCK NPV 686275108 196 66300 SH SOLE 66300 0 0 * ORION MARINE GROUP INC COM COMMON STOCK USD.01 68628V308 551 82880 SH SOLE 82880 0 0 * ORITANI FINL CORP DEL COM COMMON STOCK USD.01 68633D103 321 25126 SH SOLE 25126 0 0 * ORMAT TECHNOLOGIES INC COM COMMON STOCK USD.001 686688102 731 40553 SH SOLE 40553 0 0 ORRSTOWN FINL SVCS INC COM COMMON STOCK NPV 687380105 20 2400 SH SOLE 2400 0 0 * ORTHOFIX INTL N V COM COMMON STOCK USD.1 N6748L102 1678 47643 SH SOLE 47643 0 0 * OSHKOSH CORP COM COMMON STOCK USD.01 688239201 6145 287430 SH SOLE 287430 0 0 * OSI SYSTEMS INC COM COMMON STOCK NPV 671044105 2309 47336 SH SOLE 47336 0 0 * OSIRIS THERAPEUTICS INC NEW COM COMMON STOCK USD.001 68827R108 164 30590 SH SOLE 30590 0 0 * OTTER TAIL CORP COM COMMON STOCK USD5. 689648103 1232 55959 SH SOLE 55959 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- OUTDOOR CHANNEL HLDGS INC COM NEW COMMON STOCK USD.001 690027206 668 89510 SH SOLE 89510 0 0 OVERHILL FARMS INC COM COMMON STOCK USD.01 690212105 360 97081 SH SOLE 97081 0 0 OVERLAND STORAGE INC COM NEW COMMON STOCK NPV 690310206 35 13866 SH SOLE 13866 0 0 * OVERSEAS SHIPHOLDING GROUP I CO COMMON STOCK USD1. 690368105 314 28744 SH SOLE 28744 0 0 * OVERSTOCK COM INC DEL COM COMMON STOCK 690370101 58 7382 SH SOLE 7382 0 0 USD.0001 * OWENS & MINOR INC NEW COM COMMON STOCK USD2. 690732102 5773 207732 SH SOLE 207732 0 0 * OWENS CORNING NEW COM COMMON STOCK USD.001 690742101 9968 347077 SH SOLE 347077 0 0 * OWENS ILL INC COM NEW COMMON STOCK USD.01 690768403 9639 497394 SH SOLE 497394 0 0 * OXFORD INDS INC COM COMMON STOCK USD1. 691497309 4440 98413 SH SOLE 98413 0 0 OXFORD RESOURCE PARTNERS LP COM U LTD PART 691807101 3 216 SH SOLE 216 0 0 * OXIGENE INC COM NEW COMMON STOCK USD.01 691828305 3 3299 SH SOLE 3299 0 0 OXYGEN BIOTHERAPEUTICS INC COM NE COMMON STOCK USD.01 69207P209 78 54600 SH SOLE 54600 0 0 OYO GEOSPACE CORP COM COMMON STOCK USD.01 671074102 1485 19202 SH SOLE 19202 0 0 P & F INDS INC CL A NEW COMMON STOCK USD1. 692830508 9 2500 SH SOLE 2500 0 0 * PG&E CORP COM COMMON STOCK NPV 69331C108 47399 1149914 SH SOLE 1149914 0 0 P A M TRANSN SVCS INC COM COMMON STOCK USD.01 693149106 439 46200 SH SOLE 46200 0 0 * PAA NAT GAS STORAGE L P COM UNI LTD PART 693139107 419 22326 SH SOLE 22326 0 0 * PACCAR INC COM COMMON STOCK USD1. 693718108 38584 1029740 SH SOLE 1029740 0 0 * PACER INTL INC TENN COM COMMON STOCK USD.01 69373H106 1501 280595 SH SOLE 280595 0 0 * PACIFIC BIOSCIENCES CALIF IN CO COMMON STOCK 69404D108 1480 528500 SH SOLE 528500 0 0 USD.0001 * PACIFIC CAP BANCORP NEW COM NEW COMMON STOCK NPV 69404P200 582 20620 SH SOLE 20620 0 0 PACIFIC CONTINENTAL CORP COM COMMON STOCK NPV 69412V108 451 50993 SH SOLE 50993 0 0 PACIFIC ETHANOL INC COM NEW COMMON STOCK USD.001 69423U206 62 58785 SH SOLE 58785 0 0 PACIFIC MERCANTILE BANCORP COM COMMON STOCK NPV 694552100 87 26537 SH SOLE 26537 0 0 PACIFIC PREMIER BANCORP COM COMMON STOCK USD.01 69478X105 218 34360 SH SOLE 34360 0 0 * PACIFIC SUNWEAR CALIF INC COM COMMON STOCK USD.01 694873100 722 422303 SH SOLE 422303 0 0 PACIRA PHARMACEUTICALS INC COM COMMON STOCK 695127100 2 200 SH SOLE 200 0 0 * PACKAGING CORP AMER COM COMMON STOCK USD.01 695156109 7443 294893 SH SOLE 294893 0 0 * PACWEST BANCORP DEL COM COMMON STOCK NPV 695263103 982 51801 SH SOLE 51801 0 0 * PAIN THERAPEUTICS INC COM COMMON STOCK USD.001 69562K100 24 6368 SH SOLE 6368 0 0 PALATIN TECHNOLOGIES INC COM PAR COMMON STOCK USD.01 696077403 16 40602 SH SOLE 40602 0 0 * PALL CORP COM COMMON STOCK USD.1 696429307 21158 370210 SH SOLE 370210 0 0 * PALOMAR MED TECHNOLOGIES INC CO COMMON STOCK USD.01 697529303 552 59350 SH SOLE 59350 0 0 * PANDORA MEDIA INC COM COMMON STOCK 698354107 41 4114 SH SOLE 4114 0 0 USD.0001 * PANERA BREAD CO CL A COMMON STOCK 69840W108 13777 97396 SH SOLE 97396 0 0 USD.0001 PANHANDLE OIL AND GAS INC CL A COMMON STOCK 698477106 673 20500 SH SOLE 20500 0 0 USD.01666 * PANTRY INC COM COMMON STOCK USD.01 698657103 2364 197466 SH SOLE 197466 0 0 * PAPA JOHNS INTL INC COM COMMON STOCK USD.01 698813102 2138 56738 SH SOLE 56738 0 0 * PAR PHARMACEUTICAL COS INC COM COMMON STOCK USD.01 69888P106 2952 90197 SH SOLE 90197 0 0 PAR TECHNOLOGY CORP COM COMMON STOCK USD.02 698884103 119 30335 SH SOLE 30335 0 0 * PARAGON SHIPPING INC CL A COMMON STOCK USD.001 69913R309 34 53000 SH SOLE 53000 0 0 * PARAMETRIC TECHNOLOGY CORP COM COMMON STOCK USD.01 699173209 5496 300988 SH SOLE 300988 0 0 * PARAMOUNT GOLD & SILVER CORP CO COMMON STOCK USD.001 69924P102 717 335100 SH SOLE 335100 0 0 * PAREXEL INTL CORP COM COMMON STOCK USD.01 699462107 2944 141960 SH SOLE 141960 0 0 * PARK ELECTROCHEMICAL CORP COM COMMON STOCK USD.1 700416209 392 15314 SH SOLE 15314 0 0 PARK NATL CORP COM COMMON STOCK NPV 700658107 3171 48741 SH SOLE 48741 0 0 PARK OHIO HLDGS CORP COM COMMON STOCK USD1. 700666100 1089 61030 SH SOLE 61030 0 0 PARK STERLING CORP COM COMMON STOCK USD.01 70086Y105 119 29129 SH SOLE 29129 0 0 * PARKER DRILLING CO COM COMMON STOCK USD.167 701081101 2267 316174 SH SOLE 316174 0 0 * PARKER HANNIFIN CORP COM COMMON STOCK USD.5 701094104 33947 445209 SH SOLE 445209 0 0 * PARKERVISION INC COM COMMON STOCK USD.01 701354102 149 175785 SH SOLE 175785 0 0 PARKVALE FINL CORP COM COMMON STOCK USD1. 701492100 601 24458 SH SOLE 24458 0 0 * PARKWAY PPTYS INC COM REIT USD.001 70159Q104 690 69975 SH SOLE 69975 0 0 * PARLUX FRAGRANCES INC COM COMMON STOCK USD.01 701645103 328 64398 SH SOLE 64398 0 0 * PARTNERRE LTD COM COMMON STOCK USD1. G6852T105 13165 205028 SH SOLE 205028 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- PATRICK INDS INC COM COMMON STOCK NPV 703343103 103 25800 SH SOLE 25800 0 0 * PATRIOT COAL CORP COM COMMON STOCK USD.01 70336T104 1799 212430 SH SOLE 212430 0 0 PATRIOT NATL BANCORP INC COM COMMON STOCK USD2. 70336F104 34 19649 SH SOLE 19649 0 0 PATRIOT TRANSN HLDG INC COM COMMON STOCK USD.1 70337B102 1245 57362 SH SOLE 57362 0 0 * PATTERSON COMPANIES INC COM COMMON STOCK USD.01 703395103 10401 352323 SH SOLE 352323 0 0 * PATTERSON UTI ENERGY INC COM COMMON STOCK USD.01 703481101 8230 411916 SH SOLE 411916 0 0 PAULSON CAP CORP COM COMMON STOCK NPV 703797100 48 91065 SH SOLE 91065 0 0 * PAYCHEX INC COM COMMON STOCK USD.01 704326107 29752 988112 SH SOLE 988112 0 0 * P C CONNECTION COM COMMON STOCK USD.01 69318J100 355 32021 SH SOLE 32021 0 0 * PC MALL INC COM COMMON STOCK USD.001 69323K100 173 27583 SH SOLE 27583 0 0 * PC-TEL INC COM COMMON STOCK USD.001 69325Q105 372 54350 SH SOLE 54350 0 0 * PDF SOLUTIONS INC COM COMMON STOCK 693282105 517 74199 SH SOLE 74199 0 0 USD.00015 * PDI INC COM COMMON STOCK USD.01 69329V100 424 65700 SH SOLE 65700 0 0 * PDL BIOPHARMA INC COM COMMON STOCK USD.01 69329Y104 3573 576364 SH SOLE 576364 0 0 * PEABODY ENERGY CORP COM COMMON STOCK USD.01 704549104 27386 827112 SH SOLE 827112 0 0 PEAPACK-GLADSTONE FINL CORP COM COMMON STOCK NPV 704699107 296 27518 SH SOLE 27518 0 0 * PEBBLEBROOK HOTEL TR COM REIT USD.01 70509V100 3734 194671 SH SOLE 194671 0 0 * PEERLESS SYS CORP COM COMMON STOCK USD.001 705536100 16 4100 SH SOLE 4100 0 0 * PEETS COFFEE & TEA INC COM COMMON STOCK NPV 705560100 2618 41767 SH SOLE 41767 0 0 * PEGASYSTEMS INC COM COMMON STOCK USD.01 705573103 2631 89474 SH SOLE 89474 0 0 PENDRELL CORP COM COMMON STOCK USD.01 70686R104 487 190200 SH SOLE 190200 0 0 PENFORD CORP COM COMMON STOCK USD1. 707051108 232 45600 SH SOLE 45600 0 0 * PENN NATL GAMING INC COM COMMON STOCK USD.01 707569109 8206 215557 SH SOLE 215557 0 0 * PENNSYLVANIA RL ESTATE INVT SH REIT USD1. 709102107 2715 260031 SH SOLE 260031 0 0 * PENN VA CORP COM COMMON STOCK USD.01 707882106 514 97091 SH SOLE 97091 0 0 * PENN VA RESOURCES PARTNERS L CO LTD PART NPV 707884102 4255 166681 SH SOLE 166681 0 0 * PENNANTPARK INVT CORP COM COMMON STOCK USD.001 708062104 18 1829 SH SOLE 1829 0 0 PENNICHUCK CORP COM NEW COMMON STOCK USD1. 708254206 706 24500 SH SOLE 24500 0 0 PENNS WOODS BANCORP INC COM COMMON STOCK USD8.33 708430103 313 8068 SH SOLE 8068 0 0 * PENNYMAC MTG INVT TR COM REIT USD.01 70931T103 24 1442 SH SOLE 1442 0 0 * PENSKE AUTOMOTIVE GRP INC COM COMMON STOCK 70959W103 1885 97923 SH SOLE 97923 0 0 USD.0001 * PENSON WORLDWIDE INC COM COMMON STOCK USD.01 709600100 29 25000 SH SOLE 25000 0 0 * PENTAIR INC COM COMMON STOCK USD.167 709631105 11574 347661 SH SOLE 347661 0 0 * PEOPLES UNITED FINANCIAL INC CO COMMON STOCK USD.01 712704105 13874 1079659 SH SOLE 1079659 0 0 PEOPLES BANCORP INC COM COMMON STOCK NPV 709789101 446 30146 SH SOLE 30146 0 0 PEOPLES BANCORP N C INC COM COMMON STOCK NPV 710577107 42 7652 SH SOLE 7652 0 0 PEOPLES FED BANCSHARES INC COM COMMON STOCK 711037101 19 1300 SH SOLE 1300 0 0 PEOPLES FINL CORP MISS COM COMMON STOCK USD1. 71103B102 196 19007 SH SOLE 19007 0 0 * PEP BOYS MANNY MOE & JACK COM COMMON STOCK USD1. 713278109 2430 220884 SH SOLE 220884 0 0 * PEPCO HOLDINGS INC COM COMMON STOCK USD.01 713291102 15360 756666 SH SOLE 756666 0 0 * PEPSICO INC COM COMMON STOCK USD.017 713448108 291552 4394150 SH SOLE 4394150 0 0 * PERCEPTRON INC COM COMMON STOCK USD.01 71361F100 162 34000 SH SOLE 34000 0 0 * PEREGRINE PHARMACEUTICALS IN CO COMMON STOCK USD.001 713661304 108 105200 SH SOLE 105200 0 0 * PERFECT WORLD CO LTD SPON ADR R ADR 71372U104 1216 116100 SH SOLE 116100 0 0 * PERFICIENT INC COM COMMON STOCK USD.001 71375U101 1896 189387 SH SOLE 189387 0 0 * PERFORMANCE TECHNOLOGIES INC CO COMMON STOCK USD.01 71376K102 285 158359 SH SOLE 158359 0 0 PERFUMANIA HLDGS INC COM NEW COMMON STOCK USD.01 71376C100 105 10075 SH SOLE 10075 0 0 * PERICOM SEMICONDUCTOR CORP COM COMMON STOCK NPV 713831105 885 116310 SH SOLE 116310 0 0 * PERKINELMER INC COM COMMON STOCK USD1. 714046109 7126 356285 SH SOLE 356285 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM COMMON STOCK USD.001 714157104 221 142700 SH SOLE 142700 0 0 PERNIX THERAPEUTICS HLDGS IN COM COMMON STOCK USD.01 71426V108 35 3800 SH SOLE 3800 0 0 * PERRIGO CO COM COMMON STOCK NPV 714290103 26784 275268 SH SOLE 275268 0 0 * ELLIS PERRY INTL INC COM COMMON STOCK USD.01 288853104 320 22524 SH SOLE 22524 0 0 PERVASIVE SOFTWARE INC COM COMMON STOCK USD.001 715710109 566 97300 SH SOLE 97300 0 0 * PETMED EXPRESS INC COM COMMON STOCK USD.001 716382106 509 49054 SH SOLE 49054 0 0 * PETROLEUM DEV CORP COM COMMON STOCK USD.01 716578109 1846 52564 SH SOLE 52564 0 0 * PETROQUEST ENERGY INC COM COMMON STOCK USD.001 716748108 1532 232175 SH SOLE 232175 0 0 * PETSMART INC COM COMMON STOCK 716768106 18013 351191 SH SOLE 351191 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * P F CHANGS CHINA BISTRO INC COM COMMON STOCK USD.001 69333Y108 2025 65519 SH SOLE 65519 0 0 * PFIZER INC COM COMMON STOCK USD.05 717081103 486626 22487351 SH SOLE 22487351 0 0 * PFSWEB INC COM NEW COMMON STOCK USD.001 717098206 207 62767 SH SOLE 62767 0 0 PGT INC COM COMMON STOCK USD.01 69336V101 70 63857 SH SOLE 63857 0 0 * PHARMACYCLICS INC COM COMMON STOCK 716933106 1808 122000 SH SOLE 122000 0 0 USD.0001 * PHARMASSET INC COM COMMON STOCK USD.001 71715N106 18534 144572 SH SOLE 144572 0 0 * PHARMATHENE INC COM COMMON STOCK 71714G102 72 57000 SH SOLE 57000 0 0 USD.0001 * PHARMERICA CORP COM COMMON STOCK USD.01 71714F104 1656 109063 SH SOLE 109063 0 0 * PHH CORP COM NEW COMMON STOCK USD.01 693320202 1841 172094 SH SOLE 172094 0 0 PHI INC COM NON VTG COMMON STOCK USD.1 69336T205 827 33270 SH SOLE 33270 0 0 PHI INC COM VTG COMMON STOCK USD.1 69336T106 14 600 SH SOLE 600 0 0 * PHILIP MORRIS INTL INC COM COMMON STOCK NPV 718172109 3185 40584 SH SOLE 40584 0 0 * PHOENIX COS INC NEW COM COMMON STOCK USD.01 71902E109 1475 877874 SH SOLE 877874 0 0 PHOTOMEDEX INC COM PAR $0.01 COMMON STOCK USD.01 719358301 65 5012 SH SOLE 5012 0 0 * PHOTRONICS INC COM COMMON STOCK USD.01 719405102 945 155384 SH SOLE 155384 0 0 PHYSICIANS FORMULA HLDGS INC COM COMMON STOCK USD.01 719427106 113 35400 SH SOLE 35400 0 0 * PICO HLDGS INC COM NEW COMMON STOCK USD.001 693366205 358 17416 SH SOLE 17416 0 0 * PIEDMONT NAT GAS INC COM COMMON STOCK NPV 720186105 4428 130316 SH SOLE 130316 0 0 * PIEDMONT OFFICE REALTY TR IN CO REIT USD.01 720190206 14519 852073 SH SOLE 852073 0 0 * PIER 1 IMPORTS INC COM COMMON STOCK USD.001 720279108 3301 236960 SH SOLE 236960 0 0 * PIKE ELEC CORP COM COMMON STOCK USD.001 721283109 41 5679 SH SOLE 5679 0 0 * PILGRIMS PRIDE CORP NEW COM COMMON STOCK USD.01 72147K108 1419 246300 SH SOLE 246300 0 0 * PINNACLE AIRL CORP COM COMMON STOCK USD.01 723443107 117 143000 SH SOLE 143000 0 0 PINNACLE DATA SYS INC COM COMMON STOCK NPV 723454104 2 900 SH SOLE 900 0 0 * PINNACLE ENTMT INC COM COMMON STOCK USD.1 723456109 808 79569 SH SOLE 79569 0 0 * PINNACLE FINL PARTNERS INC COM COMMON STOCK USD1. 72346Q104 1533 94899 SH SOLE 94899 0 0 * PINNACLE WEST CAP CORP COM COMMON STOCK NPV 723484101 12766 264957 SH SOLE 264957 0 0 * PIONEER DRILLING CO COM COMMON STOCK USD.1 723655106 870 89924 SH SOLE 89924 0 0 * PIONEER NAT RES CO COM COMMON STOCK USD.01 723787107 28128 314355 SH SOLE 314355 0 0 * PIPER JAFFRAY COS COM COMMON STOCK USD.01 724078100 774 38302 SH SOLE 38302 0 0 * PITNEY BOWES INC COM COMMON STOCK USD1. 724479100 13698 738850 SH SOLE 738850 0 0 PIXELWORKS INC COM NEW COMMON STOCK USD.001 72581M305 101 41666 SH SOLE 41666 0 0 PIZZA INN HOLDINGS INC COM ADDED COMMON STOCK USD.01 725846109 265 48100 SH SOLE 48100 0 0 * PLAINS ALL AMERN PIPELINE L UNI LTD PART NPV 726503105 24126 328462 SH SOLE 328462 0 0 * PLAINS EXPL& PRODTN CO COM COMMON STOCK USD.01 726505100 12790 348321 SH SOLE 348321 0 0 * PLANAR SYS INC COM COMMON STOCK NPV 726900103 62 31976 SH SOLE 31976 0 0 * PLANTRONICS INC NEW COM COMMON STOCK USD.01 727493108 5240 147031 SH SOLE 147031 0 0 * PLATINUM UNDERWRITER HLDGS L CO COMMON STOCK USD.01 G7127P100 3002 88006 SH SOLE 88006 0 0 * PLEXUS CORP COM COMMON STOCK USD.01 729132100 2987 109086 SH SOLE 109086 0 0 * PLUG POWER INC COM NEW COMMON STOCK USD.01 72919P202 31 15149 SH SOLE 15149 0 0 * PLUM CREEK TIMBER CO INC COM REIT USD.01 729251108 18678 510878 SH SOLE 510878 0 0 PLUMAS BANCORP COM COMMON STOCK NPV 729273102 6 2315 SH SOLE 2315 0 0 * PLX TECHNOLOGY INC COM COMMON STOCK USD.001 693417107 735 255983 SH SOLE 255983 0 0 * PMC-SIERRA INC COM COMMON STOCK USD.001 69344F106 2539 460751 SH SOLE 460751 0 0 PMC COML TR SH BEN INT REIT USD.01 693434102 36 5180 SH SOLE 5180 0 0 PMFG INC COM COMMON STOCK USD1. 69345P103 686 35160 SH SOLE 35160 0 0 * PMI GROUP INC COM DELETED COMMON STOCK USD.01 69344M101 0 6800 SH SOLE 6800 0 0 * PNC FINL SVCS GROUP INC COM COMMON STOCK USD5. 693475105 88455 1533816 SH SOLE 1533816 0 0 * PNM RES INC COM COMMON STOCK NPV 69349H107 3871 212328 SH SOLE 212328 0 0 POINT 360 COM COMMON STOCK USD1. 730507100 23 19400 SH SOLE 19400 0 0 POKERTEK INC COM NEW COMMON STOCK NPV 730864204 19 19680 SH SOLE 19680 0 0 * POLARIS INDS INC COM COMMON STOCK USD.01 731068102 10623 189764 SH SOLE 189764 0 0 * POLYCOM INC COM COMMON STOCK 73172K104 9511 583468 SH SOLE 583468 0 0 USD.0005 * POLYONE CORP COM COMMON STOCK USD.01 73179P106 4774 413319 SH SOLE 413319 0 0 * POLYPORE INTL INC COM COMMON STOCK USD.01 73179V103 4877 110874 SH SOLE 110874 0 0 * PONIARD PHARMACEUTICALS INC COM COMMON STOCK USD.02 732449400 5 2407 SH SOLE 2407 0 0 * POOL CORPORATION COM COMMON STOCK USD.001 73278L105 3802 126303 SH SOLE 126303 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- POPE RES DEL LTD PARTNERSHIP DEPO LTD PART NPV 732857107 131 3050 SH SOLE 3050 0 0 * POPULAR INC COM COMMON STOCK USD.01 733174106 3831 2755828 SH SOLE 2755828 0 0 PORTER BANCORP INC COM COMMON STOCK NPV 736233107 54 18621 SH SOLE 18621 0 0 * PORTFOLIO RECOVERY ASSOCS IN CO COMMON STOCK USD.01 73640Q105 3129 46337 SH SOLE 46337 0 0 * PORTLAND GEN ELEC CO COM NEW COMMON STOCK NPV 736508847 3055 120818 SH SOLE 120818 0 0 * POST PPTYS INC COM REIT USD.01 737464107 9824 224710 SH SOLE 224710 0 0 * POSTROCK ENERGY CORP COM COMMON STOCK USD.001 737525105 34 12096 SH SOLE 12096 0 0 * POTLATCH CORP NEW COM REIT USD1. 737630103 3983 128023 SH SOLE 128023 0 0 * POWELL INDS INC COM COMMON STOCK USD.01 739128106 1138 36385 SH SOLE 36385 0 0 * POWER INTEGRATIONS INC COM COMMON STOCK USD.001 739276103 290 8748 SH SOLE 8748 0 0 * POWER ONE INC NEW COM COMMON STOCK USD.001 73930R102 1267 324097 SH SOLE 324097 0 0 POWER REIT COM ADDED REIT USD.0000.1 73933H101 14 1300 SH SOLE 1300 0 0 * POWERSECURE INTL INC COM COMMON STOCK USD.01 73936N105 409 82610 SH SOLE 82610 0 0 * POWERWAVE TECHNOLOGIES INC COM COMMON STOCK 739363307 144 69311 SH SOLE 69311 0 0 USD.0001 * POZEN INC COM COMMON STOCK USD.001 73941U102 160 40398 SH SOLE 40398 0 0 * PPG INDS INC COM COMMON STOCK USD1.67 693506107 40726 487794 SH SOLE 487794 0 0 * PPL CORP COM COMMON STOCK USD.01 69351T106 43671 1484410 SH SOLE 1484410 0 0 * PRAXAIR INC COM COMMON STOCK USD.01 74005P104 87653 819952 SH SOLE 819952 0 0 * PRECISION CASTPARTS CORP COM COMMON STOCK NPV 740189105 63682 386441 SH SOLE 386441 0 0 PREFERRED BK LOS ANGELES CA COM N COMMON STOCK NPV 740367404 108 14412 SH SOLE 14412 0 0 PREFORMED LINE PRODS CO COM COMMON STOCK USD2. 740444104 239 4002 SH SOLE 4002 0 0 * PREMIER EXIBITIONS INC COM COMMON STOCK 74051E102 324 132055 SH SOLE 132055 0 0 USD.0001 PREMIER FINL BANCORP INC COM COMMON STOCK NPV 74050M105 147 32813 SH SOLE 32813 0 0 * PREMIERE GLOBAL SVCS INC COM COMMON STOCK USD.01 740585104 1569 185266 SH SOLE 185266 0 0 PREMIERWEST BANCORP COM NEW COMMON STOCK NPV 740921200 55 68448 SH SOLE 68448 0 0 * PRESIDENTIAL LIFE CORP COM COMMON STOCK USD.01 740884101 853 85411 SH SOLE 85411 0 0 * PRESSTEK INC COM COMMON STOCK USD.01 741113104 64 118734 SH SOLE 118734 0 0 PRESSURE BIOSCIENCES INC COM COMMON STOCK USD.01 74112E109 5 8200 SH SOLE 8200 0 0 * PRESTIGE BRANDS HLDGS INC COM COMMON STOCK USD.01 74112D101 611 54224 SH SOLE 54224 0 0 * PRGX GLOBAL INC COM NEW COMMON STOCK USD.01 69357C503 611 102607 SH SOLE 102607 0 0 * PRICELINE COM INC COM NEW COMMON STOCK USD.008 741503403 63240 135212 SH SOLE 135212 0 0 * PRICESMART INC COM COMMON STOCK 741511109 3634 52217 SH SOLE 52217 0 0 USD.0001 PRIMEENERGY CORP COM COMMON STOCK USD.1 74158E104 99 4380 SH SOLE 4380 0 0 * PRIMERICA INC COM COMMON STOCK 74164M108 2068 89000 SH SOLE 89000 0 0 * PRIMO WTR CORP COM COMMON STOCK 74165N105 154 50500 SH SOLE 50500 0 0 * PRIMORIS SVCS CORP COM COMMON STOCK 74164F103 66 4394 SH SOLE 4394 0 0 USD.0001 PRIMUS GUARANTY LTD SHS COMMON STOCK USD.08 G72457107 526 107257 SH SOLE 107257 0 0 PRIMUS TELECOMMUNICATIONS GR COM COMMON STOCK USD.001 741929301 429 33870 SH SOLE 33870 0 0 PRINCETON NATL BANCORP INC COM COMMON STOCK USD5. 742282106 30 19900 SH SOLE 19900 0 0 PRINCETON REVIEW INC COM COMMON STOCK USD.01 742352107 9 94800 SH SOLE 94800 0 0 * PRINCIPAL FINL GROUP INC COM COMMON STOCK USD.01 74251V102 24497 995821 SH SOLE 995821 0 0 PRIVATE MEDIA GROUP INC COM NEW D COMMON STOCK USD.001 74266R302 2 9400 SH SOLE 9400 0 0 * PRIVATEBANCORP INC COM COMMON STOCK NPV 742962103 1843 167849 SH SOLE 167849 0 0 * PROASSURANCE CORP COM COMMON STOCK USD.01 74267C106 4693 58797 SH SOLE 58797 0 0 * PROCERA NETWORKS INC COM NEW COMMON STOCK USD.001 74269U203 238 15255 SH SOLE 15255 0 0 * PROCTER & GAMBLE CO COM COMMON STOCK USD1. 742718109 521246 7813612 SH SOLE 7813612 0 0 PRO-DEX INC COLO COM NEW COMMON STOCK NPV 74265M205 0 1 SH SOLE 1 0 0 * PROGENICS PHARMACEUTICALS IN CO COMMON STOCK 743187106 682 79915 SH SOLE 79915 0 0 USD.0013 * PROGRESS ENERGY INC COM COMMON STOCK NPV 743263105 45064 804433 SH SOLE 804433 0 0 * PROGRESS SOFTWARE CORP COM COMMON STOCK USD.01 743312100 4988 257764 SH SOLE 257764 0 0 * PROGRESSIVE CORP OHIO COM COMMON STOCK USD1. 743315103 39061 2002088 SH SOLE 2002088 0 0 * PROLOGIS INC COM REIT USD.01 74340W103 57090 1996843 SH SOLE 1996843 0 0 PROLOR BIOTECH INC COM COMMON STOCK 74344F106 39 9100 SH SOLE 9100 0 0 USD.00001 PROPHASE LABS INC COM COMMON STOCK 74345W108 56 46600 SH SOLE 46600 0 0 USD.0005

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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PROS HOLDINGS INC COM COMMON STOCK USD.001 74346Y103 1115 74918 SH SOLE 74918 0 0 * PROSPECT CAPITAL CORPORATION CO COMMON STOCK USD.001 74348T102 44 4691 SH SOLE 4691 0 0 * PROSPERITY BANCSHARES INC COM COMMON STOCK USD1. 743606105 3483 86332 SH SOLE 86332 0 0 * PROTALIX BIOTHERAPEUTICS INC CO COMMON STOCK 74365A101 250 50800 SH SOLE 50800 0 0 USD.0001 * PROTECTIVE LIFE CORP COM COMMON STOCK USD.5 743674103 6021 266880 SH SOLE 266880 0 0 PROVIDENCE & WORCESTER RR CO COM COMMON STOCK USD.5 743737108 73 6400 SH SOLE 6400 0 0 PROVIDENCE SVC CORP COM COMMON STOCK USD.001 743815102 840 61057 SH SOLE 61057 0 0 PROVIDENT FINL HLDGS INC COM COMMON STOCK USD.01 743868101 394 42215 SH SOLE 42215 0 0 * PROVIDENT FINL SVCS INC COM COMMON STOCK USD.01 74386T105 2945 219965 SH SOLE 219965 0 0 * PROVIDENT NEW YORK BANCORP COM COMMON STOCK USD.01 744028101 684 103045 SH SOLE 103045 0 0 PRUDENTIAL BANCORP INC PA COM COMMON STOCK USD.01 744319104 32 6130 SH SOLE 6130 0 0 * PRUDENTIAL FINL INC COM COMMON STOCK USD.01 744320102 71102 1418645 SH SOLE 1418645 0 0 * PS BUSINESS PKS INC CALIF COM REIT USD.01 69360J107 4896 88331 SH SOLE 88331 0 0 PSB HLDGS INC COM COMMON STOCK USD.1 69360W108 83 18388 SH SOLE 18388 0 0 * PSIVIDA CORP COM COMMON STOCK USD.01 74440J101 55 49900 SH SOLE 49900 0 0 * PSS WORLD MED INC COM COMMON STOCK USD.01 69366A100 3344 138238 SH SOLE 138238 0 0 PSYCHEMEDICS CORP COM NEW COMMON STOCK USD.005 744375205 562 61760 SH SOLE 61760 0 0 * PUBLIC SVC ENTERPRISE GROUP COM COMMON STOCK NPV 744573106 52471 1589539 SH SOLE 1589539 0 0 * PUBLIC STORAGE COM REIT USD.1 74460D109 87815 653096 SH SOLE 653096 0 0 PULASKI FINL CORP COM COMMON STOCK USD.01 745548107 376 52950 SH SOLE 52950 0 0 * PULSE ELECTRONICS CORP COM COMMON STOCK USD.125 74586W106 862 307761 SH SOLE 307761 0 0 * PULTE GROUP INC COM COMMON STOCK USD.01 745867101 6459 1023548 SH SOLE 1023548 0 0 * PURE BIOSCIENCE INC COM COMMON STOCK NPV 74621T100 23 70800 SH SOLE 70800 0 0 PVF CAPITAL CORP COM COMMON STOCK USD.01 693654105 60 40738 SH SOLE 40738 0 0 * PVH CORP COM COMMON STOCK USD1. 693656100 10150 143998 SH SOLE 143998 0 0 PYRAMID OIL CO COM COMMON STOCK NPV 747215101 6 1376 SH SOLE 1376 0 0 PZENA INVESTMENT MGMT INC CLASS A COMMON STOCK USD.01 74731Q103 117 27115 SH SOLE 27115 0 0 QAD INC CL A COMMON STOCK 74727D306 539 51326 SH SOLE 51326 0 0 QAD INC CL B COMMON STOCK USD.001 74727D207 105 10129 SH SOLE 10129 0 0 QC HLDGS INC COM COMMON STOCK USD.01 74729T101 198 49200 SH SOLE 49200 0 0 QCR HOLDINGS INC COM COMMON STOCK USD1. 74727A104 101 11136 SH SOLE 11136 0 0 * QEP RES INC COM COMMON STOCK USD.01 74733V100 14250 486342 SH SOLE 486342 0 0 * QIAGEN NV REG SHS COMMON STOCK EUR.01 N72482107 139 10100 SH SOLE 10100 0 0 * QIAO XING MOBILE COMM CO LTD SH COMMON STOCK NPV G73031109 31 30800 SH SOLE 30800 0 0 * QIAO XING UNVL RESOURCES INC SH COMMON STOCK USD.001 G7303A109 139 227300 SH SOLE 227300 0 0 * QIHOO 360 TECHNOLOGY CO LTD ADS ADR 74734M109 325 20700 SH SOLE 20700 0 0 QKL STORES INC COM COMMON STOCK USD.001 74732Y105 22 31700 SH SOLE 31700 0 0 * QLIK TECHNOLOGIES INC COM COMMON STOCK 74733T105 3965 163858 SH SOLE 163858 0 0 * QLOGIC CORP COM COMMON STOCK USD.001 747277101 4953 330172 SH SOLE 330172 0 0 QUAD / GRAPHICS INC COM CL A COMMON STOCK 747301109 946 66000 SH SOLE 66000 0 0 QUAKER CHEM CORP COM COMMON STOCK USD1. 747316107 2267 58300 SH SOLE 58300 0 0 * QUALCOMM INC COM COMMON STOCK 747525103 238658 4363026 SH SOLE 4363026 0 0 USD.0001 * QUALITY DISTR INC FLA COM COMMON STOCK NPV 74756M102 1180 104860 SH SOLE 104860 0 0 * QUALITY SYS INC COM COMMON STOCK USD.01 747582104 4620 124896 SH SOLE 124896 0 0 QUALSTAR CORP COM COMMON STOCK NPV 74758R109 77 40499 SH SOLE 40499 0 0 * QUANEX BUILDING PRODUCTS COR CO COMMON STOCK USD.01 747619104 1140 75887 SH SOLE 75887 0 0 * QUANTA SVCS INC COM COMMON STOCK 74762E102 12599 584929 SH SOLE 584929 0 0 USD.00001 * QUANTUM CORP COM DSSG COMMON STOCK USD.01 747906204 1205 502104 SH SOLE 502104 0 0 * QUANTUM FUEL SYS TECH WORLDW CO COMMON STOCK USD.001 74765E208 12 16567 SH SOLE 16567 0 0 * QUEPASA CORP COM NEW COMMON STOCK USD.001 74833W206 79 23700 SH SOLE 23700 0 0 * QUEST DIAGNOSTICS INC COM COMMON STOCK USD.01 74834L100 26852 462482 SH SOLE 462482 0 0 * QUEST SOFTWARE INC COM COMMON STOCK NPV 74834T103 2268 121928 SH SOLE 121928 0 0 * QUESTAR CORP COM COMMON STOCK NPV 748356102 10698 538693 SH SOLE 538693 0 0 * QUESTCOR PHARMACEUTICALS INC CO COMMON STOCK NPV 74835Y101 8105 194919 SH SOLE 194919 0 0 * QUICKLOGIC CORP COM COMMON STOCK USD.001 74837P108 242 93100 SH SOLE 93100 0 0 * QUICKSILVER RESOURCES INC COM COMMON STOCK USD.01 74837R104 1590 237011 SH SOLE 237011 0 0 * QUIDEL CORP COM COMMON STOCK USD.001 74838J101 1055 69711 SH SOLE 69711 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * QUIKSILVER INC COM COMMON STOCK USD.01 74838C106 1456 403444 SH SOLE 403444 0 0 * QUINSTREET INC COM COMMON STOCK 74874Q100 158 16912 SH SOLE 16912 0 0 * RACKSPACE HOSTING INC COM COMMON STOCK USD.001 750086100 12624 293518 SH SOLE 293518 0 0 * RADIAN GROUP INC COM COMMON STOCK USD.001 750236101 628 268377 SH SOLE 268377 0 0 * RADIO ONE INC CL D NON VTG COMMON STOCK USD.001 75040P405 409 409424 SH SOLE 409424 0 0 * RADIOSHACK CORP COM COMMON STOCK USD1. 750438103 3461 356430 SH SOLE 356430 0 0 * RADISYS CORP COM COMMON STOCK NPV 750459109 585 115589 SH SOLE 115589 0 0 * RADNET INC COM COMMON STOCK 750491102 220 103136 SH SOLE 103136 0 0 USD.0001 * RADWARE LTD ORD COMMON STOCK ILS.1 M81873107 770 26331 SH SOLE 26331 0 0 * RAILAMERICA INC COM COMMON STOCK USD.01 750753402 185 12456 SH SOLE 12456 0 0 RAINMAKER SYSTEMS COM NEW COMMON STOCK USD.001 750875304 151 185383 SH SOLE 185383 0 0 * RAIT FINANCIAL TRUST COM NEW REIT USD.01 749227609 1607 338325 SH SOLE 338325 0 0 * RALCORP HLDGS INC NEW COM COMMON STOCK USD.01 751028101 13864 162150 SH SOLE 162150 0 0 * RALPH LAUREN CORP CL A COMMON STOCK USD.01 751212101 25898 187558 SH SOLE 187558 0 0 * RAMBUS INC DEL COM COMMON STOCK USD.001 750917106 1427 188941 SH SOLE 188941 0 0 * RAMCO-GERSHENSON PPTYS TR COM S REIT USD.01 751452202 1380 140412 SH SOLE 140412 0 0 * RAMTRON INTL CORP COM NEW COMMON STOCK USD.01 751907304 52 26720 SH SOLE 26720 0 0 * RANGE RES CORP COM COMMON STOCK USD.01 75281A109 27778 448474 SH SOLE 448474 0 0 * RAPTOR PHARMACEUTICAL CORP COM COMMON STOCK USD.001 75382F106 172 27434 SH SOLE 27434 0 0 RAVEN INDS INC COM COMMON STOCK USD1. 754212108 5555 89749 SH SOLE 89749 0 0 * RAYMOND JAMES FINANCIAL INC COM COMMON STOCK USD.01 754730109 9602 310127 SH SOLE 310127 0 0 * RAYONIER INC COM REIT NPV 754907103 14852 332780 SH SOLE 332780 0 0 * RAYTHEON CO COM NEW COMMON STOCK USD.01 755111507 55739 1152100 SH SOLE 1152100 0 0 * RBC BEARINGS INC COM COMMON STOCK USD.01 75524B104 2647 63485 SH SOLE 63485 0 0 * RCM TECHNOLOGIES INC COM NEW COMMON STOCK USD.05 749360400 356 68700 SH SOLE 68700 0 0 * RDA MICROELECTRONICS INC SPONSO ADR 749394102 156 14298 SH SOLE 14298 0 0 * REACHLOCAL INC COM COMMON STOCK 75525F104 41 6600 SH SOLE 6600 0 0 READING INTERNATIONAL INC CL A COMMON STOCK USD.01 755408101 184 43305 SH SOLE 43305 0 0 * REALD INC COM COMMON STOCK 75604L105 441 55500 SH SOLE 55500 0 0 USD.0001 * REALNETWORKS INC COM NEW COMMON STOCK USD.001 75605L708 131 17437 SH SOLE 17437 0 0 * REALPAGE INC COM COMMON STOCK 75606N109 525 20794 SH SOLE 20794 0 0 * REALTY INCOME CORP COM REIT USD1. 756109104 20048 573452 SH SOLE 573452 0 0 * RED HAT INC COM COMMON STOCK 756577102 18053 437233 SH SOLE 437233 0 0 USD.0001 RED LION HOTELS CORP COM COMMON STOCK USD.01 756764106 511 73700 SH SOLE 73700 0 0 * RED ROBIN GOURMET BURGERS IN CO COMMON STOCK USD.001 75689M101 445 16062 SH SOLE 16062 0 0 * REDDY ICE HLDGS INC COM COMMON STOCK USD.01 75734R105 24 101300 SH SOLE 101300 0 0 * REDIFF COM INDIA LTD SPONSORED ADR INR5. 757479100 883 115900 SH SOLE 115900 0 0 * REDWOOD TR INC COM REIT USD.01 758075402 1357 133270 SH SOLE 133270 0 0 REEDS INC COM COMMON STOCK 758338107 1 1100 SH SOLE 1100 0 0 USD.0001 * REGAL BELOIT CORP COM COMMON STOCK USD.01 758750103 5332 104620 SH SOLE 104620 0 0 * REGAL ENTMT GROUP CL A COMMON STOCK USD.001 758766109 4012 336018 SH SOLE 336018 0 0 * REGENCY CTRS CORP COM REIT USD.01 758849103 15217 404501 SH SOLE 404501 0 0 * REGENCY ENERGY PARTNERS L P COM LTD PART USD.01 75885Y107 8337 335345 SH SOLE 335345 0 0 * REGENERON PHARMACEUTICALS COM COMMON STOCK USD.001 75886F107 10756 194055 SH SOLE 194055 0 0 * REGIONS FINANCIAL CORP NEW COM COMMON STOCK USD.01 7591EP100 16138 3753094 SH SOLE 3753094 0 0 * REGIS CORP MINN COM COMMON STOCK USD.05 758932107 1923 116203 SH SOLE 116203 0 0 * REINSURANCE GROUP AMER INC COM COMMON STOCK USD.01 759351604 11829 226384 SH SOLE 226384 0 0 REIS INC COM COMMON STOCK USD.01 75936P105 608 66612 SH SOLE 66612 0 0 * RELIANCE STEEL & ALUMINUM CO CO COMMON STOCK NPV 759509102 10331 212173 SH SOLE 212173 0 0 RELIV INTL INC COM COMMON STOCK USD.001 75952R100 79 60906 SH SOLE 60906 0 0 * RELM WIRELESS CORP COM COMMON STOCK USD.6 759525108 88 79806 SH SOLE 79806 0 0 * RENAISSANCERE HOLDINGS LTD COM COMMON STOCK USD1. G7496G103 12091 162582 SH SOLE 162582 0 0 RENASANT CORP COM COMMON STOCK USD5. 75970E107 272 18165 SH SOLE 18165 0 0 * RENESOLA LTD SPONS ADS ADR 75971T103 225 147000 SH SOLE 147000 0 0 * RENREN INC SPONSORED ADR ADR USD.001 759892102 1805 508475 SH SOLE 508475 0 0 * RENT A CTR INC NEW COM COMMON STOCK USD.01 76009N100 9054 244709 SH SOLE 244709 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * RENTECH INC COM COMMON STOCK USD.01 760112102 441 336301 SH SOLE 336301 0 0 RENTRAK CORP COM COMMON STOCK USD.001 760174102 618 43300 SH SOLE 43300 0 0 * REPLIGEN CORP COM COMMON STOCK USD.01 759916109 484 139608 SH SOLE 139608 0 0 * REPROS THERAPEUTICS INC COM NEW COMMON STOCK USD.001 76028H209 10 2100 SH SOLE 2100 0 0 * REPUBLIC AWYS HLDGS INC COM COMMON STOCK USD.001 760276105 1111 323895 SH SOLE 323895 0 0 * REPUBLIC BANCORP KY CL A COMMON STOCK NPV 760281204 700 30572 SH SOLE 30572 0 0 REPUBLIC FIRST BANCORP INC COM COMMON STOCK USD.01 760416107 72 48164 SH SOLE 48164 0 0 * REPUBLIC SVCS INC COM COMMON STOCK USD.01 760759100 56956 2067358 SH SOLE 2067358 0 0 * RESEARCH FRONTIERS INC COM COMMON STOCK 760911107 149 44146 SH SOLE 44146 0 0 USD.0001 * RESMED INC COM COMMON STOCK USD.004 761152107 7958 313312 SH SOLE 313312 0 0 * RESOLUTE ENERGY CORP COM COMMON STOCK 76116A108 955 88416 SH SOLE 88416 0 0 USD.0001 * RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 305 64000 SH SOLE 64000 0 0 * RESOURCE CAP CORP COM REIT USD.001 76120W302 1584 282274 SH SOLE 282274 0 0 * RESOURCES CONNECTION INC COM COMMON STOCK USD.01 76122Q105 1563 147605 SH SOLE 147605 0 0 RESPONSE GENETICS INC COM COMMON STOCK USD.01 76123U105 25 16400 SH SOLE 16400 0 0 RESPONSYS INC COM COMMON STOCK 761248103 4 400 SH SOLE 400 0 0 USD.0001 * RETAIL OPPORTUNITY INVTS COR CO REIT USD.0001 76131N101 1254 105888 SH SOLE 105888 0 0 RETRACTABLE TECHNOLOGIES INC COM COMMON STOCK NPV 76129W105 3 2700 SH SOLE 2700 0 0 * REVETT MINERALS INC COM NEW COMMON STOCK 761505205 4 900 SH SOLE 900 0 0 * REVLON INC CL A NEW COMMON STOCK USD.01 761525609 1374 92400 SH SOLE 92400 0 0 REX AMERICAN RESOURCES CORP COM COMMON STOCK USD.01 761624105 1082 48950 SH SOLE 48950 0 0 * REX ENERGY CORPORATION COM COMMON STOCK USD.001 761565100 2595 175812 SH SOLE 175812 0 0 REXAHN PHARMACEUTICALS INC COM COMMON STOCK 761640101 88 233129 SH SOLE 233129 0 0 USD.0001 * REYNOLDS AMERICAN INC COM COMMON STOCK 761713106 317 7648 SH SOLE 7648 0 0 USD.0001 RF INDS LTD COM PAR $0.01 COMMON STOCK USD.01 749552105 53 14100 SH SOLE 14100 0 0 * RF MICRODEVICES INC COM COMMON STOCK NPV 749941100 3377 625314 SH SOLE 625314 0 0 RF MONOLITHICS INC COM COMMON STOCK USD.001 74955F106 33 30900 SH SOLE 30900 0 0 RGC RES INC COM COMMON STOCK USD5. 74955L103 166 9200 SH SOLE 9200 0 0 * RICHARDSON ELECTRS LTD COM COMMON STOCK USD.05 763165107 901 73300 SH SOLE 73300 0 0 * RICKS CABARET INTL INC COM NEW COMMON STOCK USD.01 765641303 297 35100 SH SOLE 35100 0 0 * RIGEL PHARMACEUTICALS INC COM N COMMON STOCK USD.001 766559603 51 6402 SH SOLE 6402 0 0 * RIGHTNOW TECHNOLOGIES INC COM COMMON STOCK USD.001 76657R106 3086 72223 SH SOLE 72223 0 0 RIGNET INC COM COMMON STOCK USD.001 766582100 9 547 SH SOLE 547 0 0 * RIMAGE CORP COM COMMON STOCK USD.01 766721104 573 50930 SH SOLE 50930 0 0 * RITE AID CORP COM COMMON STOCK USD1. 767754104 3629 2880170 SH SOLE 2880170 0 0 * RIVERBED TECHNOLOGY INC COM COMMON STOCK 768573107 8614 366544 SH SOLE 366544 0 0 USD.0001 RIVERVIEW BANCORP INC COM COMMON STOCK USD.01 769397100 146 61755 SH SOLE 61755 0 0 * RLI CORP COM COMMON STOCK USD1. 749607107 5039 69163 SH SOLE 69163 0 0 * RLJ LODGING TR COM REIT 74965L101 102272 6076778 SH SOLE 6076778 0 0 ROADRUNNER TRNSN SVCS HLDG I COM COMMON STOCK USD.01 76973Q105 12 847 SH SOLE 847 0 0 * ROBBINS & MYERS INC COM COMMON STOCK NPV 770196103 3229 66516 SH SOLE 66516 0 0 * ROBERT HALF INTL INC COM COMMON STOCK USD.001 770323103 13898 488330 SH SOLE 488330 0 0 ROCHESTER MED CORP COM COMMON STOCK NPV 771497104 388 46800 SH SOLE 46800 0 0 * ROCK-TENN CO CL A COMMON STOCK USD.01 772739207 8071 139885 SH SOLE 139885 0 0 ROCKVILLE FINL INC NEW COM COMMON STOCK NPV 774188106 627 60529 SH SOLE 60529 0 0 * ROCKWELL AUTOMATION INC COM COMMON STOCK USD1. 773903109 29972 408503 SH SOLE 408503 0 0 * ROCKWELL COLLINS INC COM COMMON STOCK USD.01 774341101 25262 456248 SH SOLE 456248 0 0 * ROCKWELL MEDICAL TECH COM COMMON STOCK NPV 774374102 572 67495 SH SOLE 67495 0 0 * ROCKWOOD HLDGS INC COM COMMON STOCK USD.01 774415103 6569 166851 SH SOLE 166851 0 0 ROCKY BRANDS INC COM COMMON STOCK NPV 774515100 540 59897 SH SOLE 59897 0 0 ROCKY MTN CHOCOLATE FACTORY COM P COMMON STOCK USD.03 774678403 156 18220 SH SOLE 18220 0 0 * RODMAN & RENSHAW CAP GP INC COM COMMON STOCK USD.001 77487R100 12 30300 SH SOLE 30300 0 0 * ROFIN SINAR TECHNOLOGIES INC CO COMMON STOCK USD.01 775043102 2033 88969 SH SOLE 88969 0 0 * ROGERS CORP COM COMMON STOCK USD1. 775133101 1433 38883 SH SOLE 38883 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ROLLINS INC COM COMMON STOCK USD1. 775711104 5798 260915 SH SOLE 260915 0 0 ROMA FINANCIAL CORP COM COMMON STOCK USD.1 77581P109 126 12845 SH SOLE 12845 0 0 * ROPER INDS INC NEW COM COMMON STOCK USD.01 776696106 23812 274111 SH SOLE 274111 0 0 ROSETTA GENOMICS LTD SHS COMMON STOCK USD.04 M82183118 0 1625 SH SOLE 1625 0 0 * ROSETTA RESOURCES INC COM COMMON STOCK USD.001 777779307 5901 135657 SH SOLE 135657 0 0 * ROSETTA STONE INC COM COMMON STOCK 777780107 208 27200 SH SOLE 27200 0 0 USD.00005 * ROSS STORES INC COM COMMON STOCK USD.01 778296103 31387 660372 SH SOLE 660372 0 0 * ROVI CORP COM COMMON STOCK USD.001 779376102 6208 252551 SH SOLE 252551 0 0 * ROWAN COS INC COM COMMON STOCK USD.125 779382100 9666 318710 SH SOLE 318710 0 0 ROYAL BANCSHARES PA INC CL A COMMON STOCK USD2. 780081105 12 9043 SH SOLE 9043 0 0 * ROYAL CARIBBEAN CRUISES LTD COM COMMON STOCK USD.01 V7780T103 10909 440392 SH SOLE 440392 0 0 * ROYAL GOLD INC COM COMMON STOCK USD.01 780287108 9345 138582 SH SOLE 138582 0 0 * ROYALE ENERGY INC COM NEW COMMON STOCK NPV 78074G200 326 71182 SH SOLE 71182 0 0 * RPC INC COM COMMON STOCK USD.1 749660106 3208 175791 SH SOLE 175791 0 0 * RPM INTL INC COM COMMON STOCK USD.01 749685103 7696 313464 SH SOLE 313464 0 0 * RPX CORP COM COMMON STOCK 74972G103 16 1300 SH SOLE 1300 0 0 USD.0001 * DONNELLEY R R & SONS CO COM COMMON STOCK USD1.25 257867101 14319 992274 SH SOLE 992274 0 0 * RSC HOLDINGS INC COM COMMON STOCK NPV 74972L102 9611 519529 SH SOLE 519529 0 0 * RTI BIOLOGICS INC COM COMMON STOCK USD.001 74975N105 368 82851 SH SOLE 82851 0 0 * RTI INTL METALS INC COM COMMON STOCK USD.01 74973W107 1578 67970 SH SOLE 67970 0 0 * RUBICON TECHNOLOGY INC COM COMMON STOCK USD.001 78112T107 442 47020 SH SOLE 47020 0 0 * RUBY TUESDAY INC COM COMMON STOCK USD.01 781182100 1197 173539 SH SOLE 173539 0 0 * RUDDICK CORP COM COMMON STOCK NPV 781258108 5074 119005 SH SOLE 119005 0 0 * RUDOLPH TECHNOLOGIES INC COM COMMON STOCK USD.001 781270103 2127 229715 SH SOLE 229715 0 0 * RUE21 INC COM COMMON STOCK USD.001 781295100 42 1924 SH SOLE 1924 0 0 RURBAN FINL CORP COM COMMON STOCK NPV 78176P108 8 3100 SH SOLE 3100 0 0 RUSH ENTERPRISES INC CL B COMMON STOCK USD.01 781846308 29 1700 SH SOLE 1700 0 0 * RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 781846209 307 14691 SH SOLE 14691 0 0 * RUTHS HOSPITALITY GROUP INC COM COMMON STOCK USD.01 783332109 1004 201934 SH SOLE 201934 0 0 * RYDER SYS INC COM COMMON STOCK USD.5 783549108 9198 173089 SH SOLE 173089 0 0 * RYLAND GROUP INC COM COMMON STOCK USD1. 783764103 1298 82334 SH SOLE 82334 0 0 * S & T BANCORP INC COM COMMON STOCK USD2.5 783859101 651 33297 SH SOLE 33297 0 0 S Y BANCORP INC COM COMMON STOCK NPV 785060104 87 4245 SH SOLE 4245 0 0 * S1 CORPORATION COM COMMON STOCK USD.01 78463B101 1889 197378 SH SOLE 197378 0 0 * SABA SOFTWARE INC COM NEW COMMON STOCK USD.001 784932600 1026 130094 SH SOLE 130094 0 0 SABINE ROYALTY TR UNIT BEN INT ROYALTY TRST NPV 785688102 2504 39718 SH SOLE 39718 0 0 * SABRA HEALTH CARE REIT INC COM REIT USD.01 78573L106 567 46860 SH SOLE 46860 0 0 * SAFE BULKERS INC COM COMMON STOCK USD.001 Y7388L103 23 3900 SH SOLE 3900 0 0 * SAFEGUARD SCIENTIFICS INC COM N COMMON STOCK USD.1 786449207 474 30036 SH SOLE 30036 0 0 * SAFETY INS GROUP INC COM COMMON STOCK USD.01 78648T100 701 17317 SH SOLE 17317 0 0 * SAFEWAY INC COM NEW COMMON STOCK USD.01 786514208 30473 1448322 SH SOLE 1448322 0 0 SAGA COMMUNICATIONS INC CL A NEW COMMON STOCK USD.01 786598300 602 16115 SH SOLE 16115 0 0 SAGENT PHARMACEUTICALS INC COM COMMON STOCK 786692103 6 300 SH SOLE 300 0 0 * SAIA INC COM COMMON STOCK USD.001 78709Y105 904 72428 SH SOLE 72428 0 0 * SAIC INC COM COMMON STOCK 78390X101 11351 923608 SH SOLE 923608 0 0 USD.0001 * SAKS INC COM COMMON STOCK USD.1 79377W108 3878 397726 SH SOLE 397726 0 0 SALEM COMMUNICATIONS CORP DE CL A COMMON STOCK USD.01 794093104 61 23900 SH SOLE 23900 0 0 * SALESFORCE COM INC COM COMMON STOCK USD.001 79466L302 27404 270094 SH SOLE 270094 0 0 SALISBURY BANCORP INC COM COMMON STOCK USD.1 795226109 9 400 SH SOLE 400 0 0 * SALIX PHARMACEUTICALS INC COM COMMON STOCK USD.001 795435106 7814 163295 SH SOLE 163295 0 0 * SALLY BEAUTY HLDGS INC COM COMMON STOCK USD.01 79546E104 5821 275462 SH SOLE 275462 0 0 * SAN JUAN BASIN RTY TR UNIT BEN ROYALTY TRST NPV 798241105 1966 86400 SH SOLE 86400 0 0 * SANDERSON FARMS INC COM COMMON STOCK USD1. 800013104 2750 54852 SH SOLE 54852 0 0 * SANDISK CORP COM COMMON STOCK USD.001 80004C101 30887 627661 SH SOLE 627661 0 0 * SANDRIDGE ENERGY INC COM COMMON STOCK USD.001 80007P307 9946 1218875 SH SOLE 1218875 0 0 * SANDRIDGE MISSISSIPPIAN TR I UN UNIT 80007T101 267 8600 SH SOLE 8600 0 0 SANDY SPRING BANCORP INC COM COMMON STOCK USD1. 800363103 1375 78375 SH SOLE 78375 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SANGAMO BIOSCIENCES INC COM COMMON STOCK USD.01 800677106 449 158140 SH SOLE 158140 0 0 * SANMINA SCI CORP COM NEW COMMON STOCK USD.01 800907206 2096 225110 SH SOLE 225110 0 0 * SANOFI RIGHT 12/31/2020 EXP31DEC20 80105N113 645 537300 SH SOLE 537300 0 0 * SANTARUS INC COM COMMON STOCK 802817304 127 38500 SH SOLE 38500 0 0 USD.0001 * SAPIENT CORP COM COMMON STOCK USD.01 803062108 3733 296295 SH SOLE 296295 0 0 * SARA LEE CORP COM COMMON STOCK USD.01 803111103 33168 1753089 SH SOLE 1753089 0 0 * SATCON TECHNOLOGY CORP COM COMMON STOCK USD.01 803893106 3 4800 SH SOLE 4800 0 0 * SAUER-DANFOSS INC COM COMMON STOCK USD.01 804137107 1036 28601 SH SOLE 28601 0 0 SAUL CTRS INC COM REIT USD.01 804395101 2460 69448 SH SOLE 69448 0 0 SAVANNAH BANCORP INC COM COMMON STOCK USD1. 804748101 49 9991 SH SOLE 9991 0 0 * SAVIENT PHARMACEUTICALS INC COM COMMON STOCK USD.01 80517Q100 124 55528 SH SOLE 55528 0 0 * SBA COMMUNICATIONS CORP COM COMMON STOCK USD.01 78388J106 10888 253444 SH SOLE 253444 0 0 * SCANA CORP NEW COM COMMON STOCK NPV 80589M102 13152 291881 SH SOLE 291881 0 0 * SCANSOURCE INC COM COMMON STOCK NPV 806037107 3045 84580 SH SOLE 84580 0 0 SCBT FINANCIAL CORP COM COMMON STOCK USD2.5 78401V102 233 8031 SH SOLE 8031 0 0 SCHAWK INC CL A COMMON STOCK USD.008 806373106 41 3627 SH SOLE 3627 0 0 SCHIFF NUTRITION INTL INC COM COMMON STOCK USD.01 806693107 878 82040 SH SOLE 82040 0 0 * SCHLUMBERGER LTD COM COMMON STOCK USD.01 806857108 246567 3609528 SH SOLE 3609528 0 0 SCHMITT INDS INC ORE COM NEW COMMON STOCK NPV 806870200 45 14206 SH SOLE 14206 0 0 * SCHNITZER STL INDS CL A COMMON STOCK USD1. 806882106 1760 41622 SH SOLE 41622 0 0 * SCHOLASTIC CORP COM COMMON STOCK USD.01 807066105 3731 124502 SH SOLE 124502 0 0 * SCHOOL SPECIALTY INC COM COMMON STOCK USD.001 807863105 62 24916 SH SOLE 24916 0 0 * SCHULMAN A INC COM COMMON STOCK USD1. 808194104 2132 100679 SH SOLE 100679 0 0 * SCHWAB CHARLES CORP NEW COM COMMON STOCK USD.01 808513105 38180 3390727 SH SOLE 3390727 0 0 * SCHWEITZER-MAUDUIT INTL INC COM COMMON STOCK USD.1 808541106 48 725 SH SOLE 725 0 0 * SCICLONE PHARMACEUTICALS INC CO COMMON STOCK USD.001 80862K104 417 97156 SH SOLE 97156 0 0 * SCIENTIFIC GAMES CORP CL A COMMON STOCK USD.01 80874P109 1294 133428 SH SOLE 133428 0 0 SCIENTIFIC LEARNING CORP COM COMMON STOCK USD.01 808760102 124 48600 SH SOLE 48600 0 0 SCIQUEST INC NEW COM COMMON STOCK USD.001 80908T101 244 17080 SH SOLE 17080 0 0 SCORPIO TANKERS INC SHS COMMON STOCK USD.01 Y7542C106 435 89000 SH SOLE 89000 0 0 * SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 6124 131157 SH SOLE 131157 0 0 * SCRIPPS NETWORKS INTERACT IN CL COMMON STOCK USD.01 811065101 13817 325717 SH SOLE 325717 0 0 SEABOARD CORP COM COMMON STOCK USD1. 811543107 1737 853 SH SOLE 853 0 0 * SEABRIGHT HOLDINGS INC COM COMMON STOCK USD.01 811656107 813 106294 SH SOLE 106294 0 0 * SEACHANGE INTL INC COM COMMON STOCK USD.01 811699107 836 118887 SH SOLE 118887 0 0 * SEACOAST BKG CORP FLA COM COMMON STOCK USD.1 811707306 318 208990 SH SOLE 208990 0 0 * SEACOR HOLDINGS INC COM COMMON STOCK USD.01 811904101 4252 47798 SH SOLE 47798 0 0 * SEACUBE CONTAINER LEASING LT SH COMMON STOCK USD.01 G79978105 602 40616 SH SOLE 40616 0 0 * SEAGATE TECHNOLOGY PLC SHS COMMON STOCK G7945M107 24835 1514328 SH SOLE 1514328 0 0 USD.00001 * SEALED AIR CORP NEW COM COMMON STOCK USD.1 81211K100 9978 579807 SH SOLE 579807 0 0 * SEALY CORP COM COMMON STOCK USD.01 812139301 460 267394 SH SOLE 267394 0 0 SEARCHMEDIA HOLDINGS LTD SHS COMMON STOCK G8005Y106 5 8000 SH SOLE 8000 0 0 * SEARS HLDGS CORP COM COMMON STOCK USD.01 812350106 7466 234920 SH SOLE 234920 0 0 * SEASPAN CORP SHS COMMON STOCK USD.01 Y75638109 1262 92232 SH SOLE 92232 0 0 * SEATTLE GENETICS INC COM COMMON STOCK USD.001 812578102 3158 188952 SH SOLE 188952 0 0 SECURITY NATL FINL CORP CL A NEW COMMON STOCK USD2. 814785309 67 43136 SH SOLE 43136 0 0 * SEI INVESTMENTS CO COM COMMON STOCK USD.01 784117103 6927 399223 SH SOLE 399223 0 0 * SELECT COMFORT CORP COM COMMON STOCK USD.01 81616X103 3278 151124 SH SOLE 151124 0 0 * SELECT MED HLDGS CORP COM COMMON STOCK USD.001 81619Q105 1006 118641 SH SOLE 118641 0 0 SELECTICA INC COM NEW COMMON STOCK 816288203 50 16361 SH SOLE 16361 0 0 USD.0001 * SELECTIVE INS GROUP INC COM COMMON STOCK USD2. 816300107 3413 192508 SH SOLE 192508 0 0 SEMGROUP CORP CL A COMMON STOCK 81663A105 1780 68300 SH SOLE 68300 0 0 * SEMILEDS CORP COM COMMON STOCK 816645105 1470 431100 SH SOLE 431100 0 0 * SEMPRA ENERGY COM COMMON STOCK NPV 816851109 38311 696568 SH SOLE 696568 0 0 * SEMTECH CORP COM COMMON STOCK USD.01 816850101 2426 97753 SH SOLE 97753 0 0 SENECA FOODS CORP NEW CL A COMMON STOCK USD.25 817070501 637 24680 SH SOLE 24680 0 0 SENECA FOODS CORP NEW CL B COMMON STOCK USD.25 817070105 68 2600 SH SOLE 2600 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SENESCO TECHNOLOGIES INC COM NEW COMMON STOCK USD.01 817208408 2 5900 SH SOLE 5900 0 0 * SENIOR HSG PPTYS TR SH BEN INT REIT USD.01 81721M109 14834 661057 SH SOLE 661057 0 0 * SENOMYX INC COM COMMON STOCK USD.001 81724Q107 366 105200 SH SOLE 105200 0 0 * SENSATA TECHNOLOGIES HLDG BV SH COMMON STOCK USD.01 N7902X106 4492 170916 SH SOLE 170916 0 0 * SENSIENT TECHNOLOGIES CORP COM COMMON STOCK USD.1 81725T100 4806 126817 SH SOLE 126817 0 0 * SEQUANS COMMUNICATIONS S A SPON ADR USD.02 817323108 282 101300 SH SOLE 101300 0 0 * SEQUENOM INC COM NEW COMMON STOCK USD.001 817337405 738 165776 SH SOLE 165776 0 0 SERACARE LIFE SCIENCES INC D COM COMMON STOCK NPV 81747T104 195 64000 SH SOLE 64000 0 0 * SERVICE CORP INTL COM COMMON STOCK USD1. 817565104 8349 783985 SH SOLE 783985 0 0 * SERVICESOURCE INTL LLC COM COMMON STOCK 81763U100 6 400 SH SOLE 400 0 0 SERVOTRONICS INC COM COMMON STOCK USD.2 817732100 148 16553 SH SOLE 16553 0 0 SEVCON INC COM COMMON STOCK USD.1 81783K108 63 13500 SH SOLE 13500 0 0 SEVERN BANCORP ANNAPOLIS MD COM COMMON STOCK USD.01 81811M100 127 51450 SH SOLE 51450 0 0 * SHANDA GAMES LTD SP ADR REPTG A ADR 81941U105 3 700 SH SOLE 700 0 0 * SHANDA INTERACTIVE ENTMT LTD SP ADR USD.01 81941Q203 3110 77719 SH SOLE 77719 0 0 * SHAW GROUP INC COM COMMON STOCK NPV 820280105 7233 268902 SH SOLE 268902 0 0 SHENANDOAH TELECOMMUNICATION COM COMMON STOCK NPV 82312B106 649 61920 SH SOLE 61920 0 0 SHENGKAI INNOVATIONS INC COM COMMON STOCK USD.001 82321P104 25 39700 SH SOLE 39700 0 0 * SHERWIN WILLIAMS CO COM COMMON STOCK USD1. 824348106 26567 297601 SH SOLE 297601 0 0 SHILOH INDS INC COM COMMON STOCK USD.01 824543102 335 40000 SH SOLE 40000 0 0 * SHIP FINANCE INTERNATIONAL L SH COMMON STOCK USD1. G81075106 1166 124806 SH SOLE 124806 0 0 SHOE CARNIVAL INC COM COMMON STOCK USD.01 824889109 897 34911 SH SOLE 34911 0 0 SHORE BANCSHARES INC COM COMMON STOCK USD.01 825107105 113 21886 SH SOLE 21886 0 0 * SHORETEL INC COM COMMON STOCK USD.001 825211105 505 79167 SH SOLE 79167 0 0 * SHUFFLE MASTER INC COM COMMON STOCK USD.01 825549108 1356 115702 SH SOLE 115702 0 0 * SHUTTERFLY INC COM COMMON STOCK 82568P304 1362 59843 SH SOLE 59843 0 0 USD.0001 SI FINL GROUP INC MD COM COMMON STOCK USD.01 78425V104 346 35115 SH SOLE 35115 0 0 SIEBERT FINL CORP COM COMMON STOCK USD.01 826176109 64 44300 SH SOLE 44300 0 0 SIERRA BANCORP COM COMMON STOCK NPV 82620P102 264 30018 SH SOLE 30018 0 0 SIFCO INDS INC COM COMMON STOCK USD1. 826546103 433 21725 SH SOLE 21725 0 0 * SIFY TECHNOLOGIES LIMITED SPONS ADR INR10. 82655M107 812 202000 SH SOLE 202000 0 0 * SIGA TECHNOLOGIES INC COM COMMON STOCK 826917106 49 19500 SH SOLE 19500 0 0 USD.0001 * SIGMA ALDRICH CORP COM COMMON STOCK USD1. 826552101 20742 332077 SH SOLE 332077 0 0 * SIGMA DESIGNS INC COM COMMON STOCK NPV 826565103 478 79689 SH SOLE 79689 0 0 SIGMATRON INTL INC COM COMMON STOCK USD.01 82661L101 29 8700 SH SOLE 8700 0 0 * SIGNATURE BK NEW YORK N Y COM COMMON STOCK USD.01 82669G104 8346 139121 SH SOLE 139121 0 0 * SIGNET JEWELERS LIMITED SHS COMMON STOCK USD.18 G81276100 9636 219191 SH SOLE 219191 0 0 * SILGAN HOLDINGS INC COM COMMON STOCK USD.01 827048109 2131 55139 SH SOLE 55139 0 0 * SILICON GRAPHICS INTL CORP COM COMMON STOCK USD.001 82706L108 959 83686 SH SOLE 83686 0 0 * SILICON IMAGE INC COM COMMON STOCK USD.001 82705T102 811 172653 SH SOLE 172653 0 0 * SILICON LABORATORIES INC COM COMMON STOCK 826919102 3234 74477 SH SOLE 74477 0 0 USD.0001 * SILICON MOTION TECHNOLOGY CO SP ADR USD.01 82706C108 1452 70904 SH SOLE 70904 0 0 SILVER BULL RES INC COM COMMON STOCK USD.01 827458100 60 110900 SH SOLE 110900 0 0 * SIMCERE PHARMACEUTICAL GROUP SP ADR USD.01 82859P104 165 17594 SH SOLE 17594 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR COMMON STOCK USD.01 828730200 281 10323 SH SOLE 10323 0 0 * SIMON PPTY GROUP INC NEW COM REIT USD.0001 828806109 183708 1424759 SH SOLE 1424759 0 0 * SIMPSON MANUFACTURING CO INC CO COMMON STOCK USD.01 829073105 2931 87070 SH SOLE 87070 0 0 SIMULATIONS PLUS INC COM COMMON STOCK USD.001 829214105 117 39200 SH SOLE 39200 0 0 * SINA CORP ORD COMMON STOCK USD.133 G81477104 8508 163616 SH SOLE 163616 0 0 * SINCLAIR BROADCAST GROUP INC CL COMMON STOCK USD.01 829226109 1969 173782 SH SOLE 173782 0 0 * SINO CLEAN ENERGY INC COM NEW COMMON STOCK USD.001 82936G200 47 47000 SH SOLE 47000 0 0 * SINOCOKING COAL & COKE CH IN CO COMMON STOCK USD.001 829357102 164 72526 SH SOLE 72526 0 0 SINOHUB INC COM COMMON STOCK USD.001 82935L101 14 37600 SH SOLE 37600 0 0 * SINOVAC BIOTECH LTD SHS COMMON STOCK USD.001 P8696W104 186 84400 SH SOLE 84400 0 0 * SIRIUS XM RADIO INC COM COMMON STOCK USD.001 82967N108 19382 10649272 SH SOLE 10649272 0 0 * SIRONA DENTAL SYSTEMS INC COM COMMON STOCK USD.01 82966C103 8410 190968 SH SOLE 190968 0 0 * SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102 1612 39100 SH SOLE 39100 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SJW CORP COM COMMON STOCK 784305104 368 15569 SH SOLE 15569 0 0 USD1.042 * SKECHERS U S A INC CL A COMMON STOCK USD.001 830566105 400 32970 SH SOLE 32970 0 0 * SKILLED HEALTHCARE GROUP INC CL COMMON STOCK USD.001 83066R107 660 120927 SH SOLE 120927 0 0 * SKULLCANDY INC COM COMMON STOCK 83083J104 59 4700 SH SOLE 4700 0 0 USD.0001 * SKY-MOBI LTD SPONSORED ADS ADR 83084G109 104 34200 SH SOLE 34200 0 0 * SKYLINE CORP COM COMMON STOCK USD.028 830830105 103 23730 SH SOLE 23730 0 0 * SKYPEOPLE FRUIT JUICE INC COM N COMMON STOCK USD.001 83086T208 86 46000 SH SOLE 46000 0 0 SKYSTAR BIO-PHARMA CO COM PAR $.0 COMMON STOCK USD.001 830884300 44 15900 SH SOLE 15900 0 0 * SKYWEST INC COM COMMON STOCK NPV 830879102 1804 143255 SH SOLE 143255 0 0 * SKYWORKS SOLUTIONS INC COM COMMON STOCK USD.25 83088M102 7619 469750 SH SOLE 469750 0 0 * SL GREEN RLTY CORP COM REIT USD.01 78440X101 27080 406363 SH SOLE 406363 0 0 S L INDS INC COM COMMON STOCK USD.2 784413106 383 23652 SH SOLE 23652 0 0 * SLM CORP COM COMMON STOCK USD.2 78442P106 17579 1311888 SH SOLE 1311888 0 0 * SM ENERGY CO COM COMMON STOCK USD.01 78454L100 11325 154926 SH SOLE 154926 0 0 * SMART BALANCE INC COM COMMON STOCK 83169Y108 728 135768 SH SOLE 135768 0 0 USD.0001 * SMARTHEAT INC COM COMMON STOCK 83172F104 46 145000 SH SOLE 145000 0 0 SMARTPROS LTD COM COMMON STOCK 83171G103 5 2700 SH SOLE 2700 0 0 USD.0001 SMF ENERGY CORPORATION COM NEW COMMON STOCK USD.01 78453M208 11 3932 SH SOLE 3932 0 0 * SMITH A O COM COMMON STOCK USD1. 831865209 4533 112994 SH SOLE 112994 0 0 * SMITH & WESSON HLDG CORP COM COMMON STOCK USD.001 831756101 614 140764 SH SOLE 140764 0 0 * SMITH MICRO SOFTWARE INC COM COMMON STOCK USD.001 832154108 93 82162 SH SOLE 82162 0 0 * SMITHFIELD FOODS INC COM COMMON STOCK USD.5 832248108 13043 537182 SH SOLE 537182 0 0 * SMTC CORP COM NEW COMMON STOCK USD.01 832682207 253 91400 SH SOLE 91400 0 0 * SNAP ON INC COM COMMON STOCK USD1. 833034101 10202 201548 SH SOLE 201548 0 0 * SNYDERS-LANCE INC COM COMMON STOCK USD.833 833551104 3531 156916 SH SOLE 156916 0 0 SOCKET MOBILE INC COM NEW COMMON STOCK USD.001 83368E200 16 8320 SH SOLE 8320 0 0 * SODASTREAM INTERNATIONAL LTD US COMMON STOCK M9068E105 845 25847 SH SOLE 25847 0 0 * SOHU COM INC COM COMMON STOCK USD.001 83408W103 3989 79771 SH SOLE 79771 0 0 * SOLAR CAP LTD COM COMMON STOCK USD.01 83413U100 35 1600 SH SOLE 1600 0 0 SOLAR SR CAP LTD COM COMMON STOCK USD.01 83416M105 6 400 SH SOLE 400 0 0 * SOLARWINDS INC COM COMMON STOCK USD.001 83416B109 2143 76671 SH SOLE 76671 0 0 * SOLAZYME INC COM COMMON STOCK 83415T101 5 400 SH SOLE 400 0 0 * SOLERA HOLDINGS INC COM COMMON STOCK USD.01 83421A104 7817 175513 SH SOLE 175513 0 0 SOLITARIO EXPL & RTY CORP COM COMMON STOCK USD.01 8342EP107 20 14104 SH SOLE 14104 0 0 SOLTA MED INC COM COMMON STOCK USD.001 83438K103 738 235074 SH SOLE 235074 0 0 * SOLUTIA INC COM NEW COMMON STOCK USD.01 834376501 6134 354956 SH SOLE 354956 0 0 * SOMAXON PHARMACEUTICALS INC COM COMMON STOCK 834453102 119 265200 SH SOLE 265200 0 0 USD.0001 SOMERSET HILLS BANCORP COM COMMON STOCK NPV 834728107 1 100 SH SOLE 100 0 0 SONESTA INTL HOTELS CORP CL A COMMON STOCK USD.8 835438409 191 6215 SH SOLE 6215 0 0 * SONIC AUTOMOTIVE INC CL A COMMON STOCK USD.01 83545G102 1613 108910 SH SOLE 108910 0 0 * SONIC CORP COM COMMON STOCK USD.01 835451105 1043 155030 SH SOLE 155030 0 0 SONIC FDRY INC COM NEW COMMON STOCK USD.01 83545R207 72 9487 SH SOLE 9487 0 0 * SONOCO PRODS CO COM COMMON STOCK NPV 835495102 10412 315911 SH SOLE 315911 0 0 * SONOSITE INC COM COMMON STOCK USD.01 83568G104 454 8432 SH SOLE 8432 0 0 * SONUS NETWORKS INC COM COMMON STOCK USD.001 835916107 857 357241 SH SOLE 357241 0 0 * SORL AUTO PTS INC COM COMMON STOCK USD.002 78461U101 39 16600 SH SOLE 16600 0 0 * SOTHEBYS COM COMMON STOCK USD.01 835898107 4932 172881 SH SOLE 172881 0 0 SOUFUN HLDGS LTD ADR ADR 836034108 270 18500 SH SOLE 18500 0 0 SOUNDBITE COMMUNICATIONS INC COM COMMON STOCK USD.001 836091108 15 6500 SH SOLE 6500 0 0 * SOURCEFIRE INC COM COMMON STOCK USD.001 83616T108 2140 66100 SH SOLE 66100 0 0 * SOUTH JERSEY INDS INC COM COMMON STOCK USD1.25 838518108 3423 60257 SH SOLE 60257 0 0 SOUTHCOAST FINANCIAL CORP COM COMMON STOCK NPV 84129R100 16 12849 SH SOLE 12849 0 0 * SOUTHERN CO COM COMMON STOCK USD5. 842587107 111286 2404109 SH SOLE 2404109 0 0 SOUTHERN CMNTY FINL CORP COM COMMON STOCK NPV 842632101 91 77900 SH SOLE 77900 0 0 * SOUTHERN COPPER CORP COM COMMON STOCK USD.01 84265V105 19050 631220 SH SOLE 631220 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SOUTHERN MO BANCORP INC COM COMMON STOCK USD.01 843380106 196 8895 SH SOLE 8895 0 0 SOUTHERN NATL BANCORP OF VA COM COMMON STOCK USD.01 843395104 115 18800 SH SOLE 18800 0 0 * SOUTHERN UN CO NEW COM COMMON STOCK USD1. 844030106 14529 345025 SH SOLE 345025 0 0 SOUTHSIDE BANCSHARES INC COM COMMON STOCK USD1.25 84470P109 1112 51329 SH SOLE 51329 0 0 * SOUTHWEST AIRLS CO COM COMMON STOCK USD1. 844741108 18077 2111765 SH SOLE 2111765 0 0 * SOUTHWEST BANCORP INC OKLA COM COMMON STOCK USD1. 844767103 220 36923 SH SOLE 36923 0 0 * SOUTHWEST GAS CORP COM COMMON STOCK USD1. 844895102 6177 145375 SH SOLE 145375 0 0 SOUTHWEST GA FINL CORP COM COMMON STOCK USD1. 84502A104 82 9763 SH SOLE 9763 0 0 * SOUTHWESTERN ENERGY CO COM COMMON STOCK USD.01 845467109 30186 945092 SH SOLE 945092 0 0 * SOVRAN SELF STORAGE INC COM REIT USD.01 84610H108 5147 120620 SH SOLE 120620 0 0 SPAN AMER MED SYS INC COM COMMON STOCK NPV 846396109 166 11612 SH SOLE 11612 0 0 SPANISH BROADCASTING SYS INC CL A COMMON STOCK 846425833 43 14385 SH SOLE 14385 0 0 USD.0001 * SPANSION INC COM CL A NEW COMMON STOCK USD.001 84649R200 18 2200 SH SOLE 2200 0 0 * SPARTAN MTRS INC COM COMMON STOCK USD.01 846819100 161 33527 SH SOLE 33527 0 0 * SPARTAN STORES INC COM COMMON STOCK NPV 846822104 1797 97123 SH SOLE 97123 0 0 * SPARTECH CORP COM NEW COMMON STOCK USD.75 847220209 763 161212 SH SOLE 161212 0 0 SPARTON CORP COM COMMON STOCK USD1.25 847235108 332 38199 SH SOLE 38199 0 0 SPDR INDEX SHS FDS S&P EMKTSC ETF SPDR S+P EMERGING 78463X756 522216 13840862 SH SOLE 13840862 0 0 MKTS SMALL * SPECTRA ENERGY CORP COM COMMON STOCK USD.001 847560109 52259 1699493 SH SOLE 1699493 0 0 * SPECTRA ENERGY PARTNERS LP COM LTD PART NPV 84756N109 444 13900 SH SOLE 13900 0 0 * SPECTRANETICS CORP COM COMMON STOCK USD.001 84760C107 484 67098 SH SOLE 67098 0 0 * SPECTRUM BRANDS HLDGS INC COM COMMON STOCK USD.01 84763R101 1496 54588 SH SOLE 54588 0 0 * SPECTRUM PHARMACEUTICALS INC CO COMMON STOCK USD.001 84763A108 2746 187668 SH SOLE 187668 0 0 * SPEEDWAY MOTORSPORTS INC COM COMMON STOCK USD.01 847788106 575 37500 SH SOLE 37500 0 0 SPHERIX INC COM NEW COMMON STOCK USD.005 84842R205 6 4750 SH SOLE 4750 0 0 SPIRE CORP COM COMMON STOCK USD.01 848565107 24 39300 SH SOLE 39300 0 0 * SPIRIT AEROSYSTEMS HLDGS INC CO COMMON STOCK USD.01 848574109 6896 331860 SH SOLE 331860 0 0 * SPIRIT AIRLS INC COM COMMON STOCK 848577102 16 1054 SH SOLE 1054 0 0 SPORT CHALET INC CL A COMMON STOCK USD.01 849163209 30 18375 SH SOLE 18375 0 0 SPORT CHALET INC CL B COMMON STOCK USD.01 849163308 2 1025 SH SOLE 1025 0 0 * SPREADTRUM COMMUNICATIONS IN AD ADR USD.0001 849415203 1329 63649 SH SOLE 63649 0 0 * SPRINT NEXTEL CORP COM SER 1 COMMON STOCK USD2. 852061100 22113 9450015 SH SOLE 9450015 0 0 * SPS COMM INC COM COMMON STOCK USD.001 78463M107 345 13300 SH SOLE 13300 0 0 * SPX CORP COM COMMON STOCK USD10. 784635104 8747 145132 SH SOLE 145132 0 0 SRI/SURGICAL EXPRESS INC COM COMMON STOCK USD.001 78464W104 388 91400 SH SOLE 91400 0 0 SRS LABS INC COM COMMON STOCK USD.001 78464M106 250 43510 SH SOLE 43510 0 0 * SS&C TECHNOLOGIES HLDGS INC COM COMMON STOCK 78467J100 18 1000 SH SOLE 1000 0 0 * ST JOE CO COM COMMON STOCK NPV 790148100 2160 147339 SH SOLE 147339 0 0 * ST JUDE MED INC COM COMMON STOCK USD.1 790849103 30773 897179 SH SOLE 897179 0 0 * STAAR SURGICAL CO COM PAR $0.01 COMMON STOCK USD.01 852312305 498 47455 SH SOLE 47455 0 0 * STAG INDL INC COM REIT USD.01 85254J102 7 600 SH SOLE 600 0 0 * STAGE STORES INC COM NEW COMMON STOCK USD.01 85254C305 1012 72843 SH SOLE 72843 0 0 * STAMPS COM INC COM NEW COMMON STOCK USD.001 852857200 2513 96171 SH SOLE 96171 0 0 * STANCORP FINL GROUP INC COM COMMON STOCK NPV 852891100 5743 156261 SH SOLE 156261 0 0 STANDARD FINL CORP MD COM COMMON STOCK 853393106 18 1200 SH SOLE 1200 0 0 * STANDARD MICROSYSTEMS CORP COM COMMON STOCK USD.1 853626109 1585 61503 SH SOLE 61503 0 0 * STANDARD MTR PRODS INC COM COMMON STOCK USD2. 853666105 1264 63056 SH SOLE 63056 0 0 * STANDARD PAC CORP NEW COM COMMON STOCK USD.01 85375C101 1093 343645 SH SOLE 343645 0 0 STANDARD PARKING CORP COM COMMON STOCK USD.001 853790103 412 23067 SH SOLE 23067 0 0 STANDARD REGISTER CO COM COMMON STOCK USD1. 853887107 240 103000 SH SOLE 103000 0 0 STANDEX INTL CORP COM COMMON STOCK USD1.5 854231107 756 22127 SH SOLE 22127 0 0 * STANLEY BLACK & DECKER INC COM COMMON STOCK USD2.5 854502101 29561 437287 SH SOLE 437287 0 0 STANLEY FURNITURE CO INC COM NEW COMMON STOCK USD.02 854305208 199 66246 SH SOLE 66246 0 0 * STAPLES INC COM COMMON STOCK 855030102 30345 2184688 SH SOLE 2184688 0 0 USD.0006 * STAR BULK CARRIERS CORP COM COMMON STOCK USD.01 Y8162K105 75 84000 SH SOLE 84000 0 0 * STAR SCIENTIFIC INC COM COMMON STOCK 85517P101 10 4370 SH SOLE 4370 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * STARBUCKS CORP COM COMMON STOCK USD.001 855244109 94743 2059186 SH SOLE 2059186 0 0 STARRETT L S CO CL A COMMON STOCK USD1. 855668109 725 56400 SH SOLE 56400 0 0 * STARTEK INC COM COMMON STOCK USD.01 85569C107 153 79600 SH SOLE 79600 0 0 * STARWOOD HOTELS&RESORTS WRLD CO COMMON STOCK USD.01 85590A401 25477 531105 SH SOLE 531105 0 0 * STARWOOD PPTY TR INC COM REIT USD.01 85571B105 3404 183886 SH SOLE 183886 0 0 STATE AUTO FINL CORP COM COMMON STOCK NPV 855707105 329 24238 SH SOLE 24238 0 0 STATE BANCORP INC N.Y COM COMMON STOCK USD5. 855716106 630 51642 SH SOLE 51642 0 0 STATE BK FINL CORP COM COMMON STOCK 856190103 20 1300 SH SOLE 1300 0 0 * STATE STR CORP COM COMMON STOCK USD1. 857477103 59886 1485632 SH SOLE 1485632 0 0 STEALTHGAS INC SHS COMMON STOCK USD.01 Y81669106 135 34900 SH SOLE 34900 0 0 * STEC INC COM COMMON STOCK USD.001 784774101 2852 332045 SH SOLE 332045 0 0 * STEEL DYNAMICS INC COM COMMON STOCK USD.005 858119100 7277 553408 SH SOLE 553408 0 0 * STEELCASE INC CL A COMMON STOCK NPV 858155203 1752 234847 SH SOLE 234847 0 0 * STEIN MART INC COM COMMON STOCK USD.01 858375108 914 134248 SH SOLE 134248 0 0 * STEINER LEISURE LTD ORD COMMON STOCK USD.01 P8744Y102 220 4847 SH SOLE 4847 0 0 STEINWAY MUSICAL INSTRS INC COM COMMON STOCK USD.001 858495104 265 10571 SH SOLE 10571 0 0 STELLARONE CORP COM COMMON STOCK USD1. 85856G100 682 59913 SH SOLE 59913 0 0 STEMCELLS INC COM NEW COMMON STOCK USD.01 85857R204 22 26230 SH SOLE 26230 0 0 STEPAN CO COM COMMON STOCK USD1. 858586100 1891 23586 SH SOLE 23586 0 0 * STEREOTAXIS INC COM COMMON STOCK USD.001 85916J102 1 754 SH SOLE 754 0 0 * STERICYCLE INC COM COMMON STOCK USD.01 858912108 17027 218517 SH SOLE 218517 0 0 * STERIS CORP COM COMMON STOCK NPV 859152100 5434 182220 SH SOLE 182220 0 0 * STERLING BANCORP COM COMMON STOCK USD1. 859158107 526 60894 SH SOLE 60894 0 0 * STERLING CONSTRUCTION CO INC CO COMMON STOCK USD.01 859241101 137 12740 SH SOLE 12740 0 0 * STERLING FINL CORP WASH COM NEW COMMON STOCK USD1. 859319303 1023 61274 SH SOLE 61274 0 0 * MADDEN STEVEN LTD COM COMMON STOCK 556269108 2301 66684 SH SOLE 66684 0 0 USD.0001 STEWARDSHIP FINL CORP COM COMMON STOCK NPV 860326107 4 800 SH SOLE 800 0 0 * STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 1589 275857 SH SOLE 275857 0 0 * STEWART INFORMATION SVCS COR CO COMMON STOCK USD1. 860372101 752 65139 SH SOLE 65139 0 0 * STIFEL FINL CORP COM COMMON STOCK USD.15 860630102 3857 120343 SH SOLE 120343 0 0 * STILLWATER MNG CO COM COMMON STOCK USD.01 86074Q102 2503 239281 SH SOLE 239281 0 0 * STONE ENERGY CORP COM COMMON STOCK USD.01 861642106 3676 139339 SH SOLE 139339 0 0 * STONEMOR PARTNERS L P COM UNITS LTD PART USD.01 86183Q100 293 12500 SH SOLE 12500 0 0 * STONERIDGE INC COM COMMON STOCK NPV 86183P102 1077 127790 SH SOLE 127790 0 0 * STR HLDGS INC COM COMMON STOCK USD.01 78478V100 701 85200 SH SOLE 85200 0 0 * STRATASYS INC COM COMMON STOCK USD.01 862685104 667 21920 SH SOLE 21920 0 0 STRATEGIC DIAGNOSTICS INC COM COMMON STOCK USD.01 862700101 62 33500 SH SOLE 33500 0 0 * STRATEGIC HOTELS & RESORTS I CO REIT USD.01 86272T106 4223 786353 SH SOLE 786353 0 0 STRATTEC SEC CORP COM COMMON STOCK USD.01 863111100 171 8554 SH SOLE 8554 0 0 STRATUS PPTYS INC COM NEW COMMON STOCK USD.01 863167201 177 22499 SH SOLE 22499 0 0 * STRAYER ED INC COM COMMON STOCK USD.01 863236105 3329 34248 SH SOLE 34248 0 0 STREAM GLOBAL SVCS INC COM COMMON STOCK USD.001 86323M100 1 400 SH SOLE 400 0 0 STREAMLINE HEALTH SOLUTIONS COM COMMON STOCK USD.01 86323X106 49 28600 SH SOLE 28600 0 0 * STRYKER CORP COM COMMON STOCK USD.1 863667101 39679 798213 SH SOLE 798213 0 0 * STURM RUGER & CO INC COM COMMON STOCK USD1. 864159108 2302 68794 SH SOLE 68794 0 0 * SUBURBAN PROPANE PARTNERS L UNI LTD PART NPV 864482104 1940 40739 SH SOLE 40739 0 0 * SUCAMPO PHARMACEUTICALS INC CL COMMON STOCK USD.01 864909106 25 5636 SH SOLE 5636 0 0 * SUCCESSFACTORS INC COM COMMON STOCK USD.001 864596101 8457 212123 SH SOLE 212123 0 0 SUFFOLK BANCORP COM COMMON STOCK USD2.5 864739107 425 39358 SH SOLE 39358 0 0 SUMMER INFANT INC COM COMMON STOCK 865646103 158 22500 SH SOLE 22500 0 0 USD.0001 SUMMIT FINANCIAL GROUP INC COM COMMON STOCK USD2.5 86606G101 42 15450 SH SOLE 15450 0 0 * SUMMIT HOTEL PPTYS INC COM REIT 866082100 11 1200 SH SOLE 1200 0 0 * SUN BANCORP INC COM COMMON STOCK USD1. 86663B102 30 12400 SH SOLE 12400 0 0 * SUN COMMUNITIES INC COM REIT USD.01 866674104 2967 81219 SH SOLE 81219 0 0 * SUN HEALTHCARE GROUP INC NEW CO COMMON STOCK 86677E100 4 1127 SH SOLE 1127 0 0 * SUN HYDRAULICS CORP COM COMMON STOCK USD.001 866942105 841 35877 SH SOLE 35877 0 0 * SUNCOKE ENERGY INC COM COMMON STOCK 86722A103 488 43600 SH SOLE 43600 0 0 SUNESIS PHARMACEUTICALS INC COM N COMMON STOCK 867328601 94 80483 SH SOLE 80483 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SUNLINK HEALTH SYSTEMS INC COM COMMON STOCK NPV 86737U102 41 25182 SH SOLE 25182 0 0 * SUNOCO INC COM COMMON STOCK USD1. 86764P109 18246 444804 SH SOLE 444804 0 0 * SUNOCO LOGISTICS PRTNRS L P COM LTD PART 86764L108 3157 80118 SH SOLE 80118 0 0 * SUNPOWER CORP COM ADDED COMMON STOCK USD.001 867652406 1923 308721 SH SOLE 308721 0 0 * SUNRISE SENIOR LIVING INC COM COMMON STOCK USD.01 86768K106 820 126494 SH SOLE 126494 0 0 * SUNSTONE HOTEL INVS INC NEW COM REIT USD.01 867892101 5320 652811 SH SOLE 652811 0 0 * SUNTECH PWR HLDGS CO LTD ADR ADR USD.01 86800C104 681 308300 SH SOLE 308300 0 0 * SUNTRUST BKS INC COM COMMON STOCK USD1. 867914103 29595 1672017 SH SOLE 1672017 0 0 * SUPER MICRO COMPUTER INC COM COMMON STOCK USD.001 86800U104 855 54500 SH SOLE 54500 0 0 * SUPERCONDUCTOR TECHNOLOGIES COM COMMON STOCK USD.001 867931305 56 45410 SH SOLE 45410 0 0 * SUPERIOR ENERGY SVCS INC COM COMMON STOCK USD.001 868157108 4925 173174 SH SOLE 173174 0 0 * SUPERIOR INDS INTL INC COM COMMON STOCK NPV 868168105 594 35943 SH SOLE 35943 0 0 SUPERIOR UNIFORM GP INC COM COMMON STOCK NPV 868358102 308 24800 SH SOLE 24800 0 0 * SUPERMEDIA INC COM COMMON STOCK USD.01 868447103 975 369200 SH SOLE 369200 0 0 SUPERTEL HOSPITALITY INC MD COM REIT USD.01 868526104 19 30300 SH SOLE 30300 0 0 * SUPERTEX INC COM COMMON STOCK NPV 868532102 663 35125 SH SOLE 35125 0 0 * SUPERVALU INC COM COMMON STOCK USD1. 868536103 11885 1463677 SH SOLE 1463677 0 0 * SUPPORT COM INC COM COMMON STOCK 86858W101 218 96740 SH SOLE 96740 0 0 USD.0001 SUPREME INDS INC CL A COMMON STOCK USD.1 868607102 86 34164 SH SOLE 34164 0 0 SUREWEST COMMUNICATIONS COM COMMON STOCK NPV 868733106 715 59429 SH SOLE 59429 0 0 * SURMODICS INC COM COMMON STOCK USD.05 868873100 342 23321 SH SOLE 23321 0 0 * SUSQUEHANNA BANCSHARES INC P CO COMMON STOCK USD2. 869099101 3652 435768 SH SOLE 435768 0 0 SUSSER HLDGS CORP COM COMMON STOCK USD.01 869233106 1638 72420 SH SOLE 72420 0 0 * SVB FINL GROUP COM COMMON STOCK USD.001 78486Q101 7013 147044 SH SOLE 147044 0 0 * SWIFT ENERGY CO COM COMMON STOCK USD.01 870738101 2975 100116 SH SOLE 100116 0 0 * SWIFT TRANSN CO CL A COMMON STOCK USD.001 87074U101 262 31800 SH SOLE 31800 0 0 * SWISHER HYGIENE INC COM COMMON STOCK NPV 870808102 370 99000 SH SOLE 99000 0 0 * SWS GROUP INC COM COMMON STOCK USD.1 78503N107 829 120646 SH SOLE 120646 0 0 * SXC HEALTH SOLUTIONS CORP COM COMMON STOCK NPV 78505P100 152 2700 SH SOLE 2700 0 0 * SYCAMORE NETWORKS INC COM NEW COMMON STOCK USD.001 871206405 980 54759 SH SOLE 54759 0 0 * SYKES ENTERPRISES INC COM COMMON STOCK USD.01 871237103 2444 156055 SH SOLE 156055 0 0 * SYMANTEC CORP COM COMMON STOCK USD.01 871503108 33873 2164440 SH SOLE 2164440 0 0 * SYMETRA FINL CORP COM COMMON STOCK USD.01 87151Q106 2100 231500 SH SOLE 231500 0 0 * SYMMETRICOM INC COM COMMON STOCK 871543104 959 177938 SH SOLE 177938 0 0 USD.0001 * SYMMETRY MED INC COM COMMON STOCK 871546206 716 89654 SH SOLE 89654 0 0 USD.0001 SYMS CORP COM DELETED COMMON STOCK USD.05 871551107 516 46900 SH SOLE 46900 0 0 SYNAGEVA BIOPHARMA CORP COM ADDED COMMON STOCK USD.001 87159A103 1229 46144 SH SOLE 46144 0 0 SYNALLOY CP DEL COM COMMON STOCK USD1. 871565107 485 47257 SH SOLE 47257 0 0 * SYNAPTICS INC COM COMMON STOCK USD.001 87157D109 2521 83618 SH SOLE 83618 0 0 * SYNCHRONOSS TECHNOLOGIES INC CO COMMON STOCK 87157B103 1698 56206 SH SOLE 56206 0 0 USD.0001 * SYNERGETICS USA INC COM COMMON STOCK USD.001 87160G107 691 93600 SH SOLE 93600 0 0 * SYNERON MEDICAL LTD ORD SHS COMMON STOCK USD1. M87245102 357 32249 SH SOLE 32249 0 0 * SYNNEX CORP COM COMMON STOCK USD.001 87162W100 1388 45557 SH SOLE 45557 0 0 * SYNOPSYS INC COM COMMON STOCK USD.01 871607107 11342 416974 SH SOLE 416974 0 0 * SYNOVIS LIFE TECHNOLOGIES IN CO COMMON STOCK USD.01 87162G105 1198 43064 SH SOLE 43064 0 0 * SYNOVUS FINL CORP COM COMMON STOCK USD1. 87161C105 3654 2591378 SH SOLE 2591378 0 0 * SYNTA PHARMACEUTICALS CORP COM COMMON STOCK 87162T206 442 94678 SH SOLE 94678 0 0 USD.0001 * SYNTEL INC COM COMMON STOCK NPV 87162H103 1828 39085 SH SOLE 39085 0 0 * SYNTHESIS ENERGY SYS INC COM COMMON STOCK USD.01 871628103 232 149999 SH SOLE 149999 0 0 * SYNTROLEUM CORP COM COMMON STOCK USD.01 871630109 110 114400 SH SOLE 114400 0 0 SYNUTRA INTL INC COM COMMON STOCK 87164C102 44 8674 SH SOLE 8674 0 0 USD.0001 SYPRIS SOLUTIONS INC COM COMMON STOCK USD.01 871655106 174 43848 SH SOLE 43848 0 0 * SYSCO CORP COM COMMON STOCK USD1. 871829107 51798 1766035 SH SOLE 1766035 0 0 * SYSTEMAX INC COM COMMON STOCK USD.01 871851101 1503 91613 SH SOLE 91613 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PRICE T ROWE GROUP INC COM COMMON STOCK USD.2 74144T108 42214 741250 SH SOLE 741250 0 0 * TGC INDS INC COM NEW COMMON STOCK USD.01 872417308 446 62520 SH SOLE 62520 0 0 * TAKE-TWO INTERACTIVE SOFTWAR CO COMMON STOCK USD.01 874054109 2730 201489 SH SOLE 201489 0 0 * TAL INTL GROUP INC COM COMMON STOCK USD.001 874083108 2080 72263 SH SOLE 72263 0 0 * TALBOTS INC COM COMMON STOCK USD.01 874161102 818 307596 SH SOLE 307596 0 0 * TALEO CORP CL A COMMON STOCK 87424N104 2945 76124 SH SOLE 76124 0 0 USD.00001 TANDY BRANDS ACCESSORIES INC COM COMMON STOCK USD1. 875378101 15 15287 SH SOLE 15287 0 0 TANDY LEATHER FACTORY INC COM COMMON STOCK 87538X105 15 3000 SH SOLE 3000 0 0 USD.0024 * TANGER FACTORY OUTLET CTRS I CO REIT USD.01 875465106 9960 339716 SH SOLE 339716 0 0 TANGOE INC COM COMMON STOCK 87582Y108 6 400 SH SOLE 400 0 0 USD.0001 * TARGA RES CORP COM COMMON STOCK USD.001 87612G101 1493 36700 SH SOLE 36700 0 0 * TARGA RESOURCES PARTNERS LP COM LTD PART USD.01 87611X105 5856 157078 SH SOLE 157078 0 0 * TARGACEPT INC COM COMMON STOCK USD.001 87611R306 477 85700 SH SOLE 85700 0 0 * TARGET CORP COM COMMON STOCK 87612E106 103187 2014592 SH SOLE 2014592 0 0 USD.0833 * TASER INTL INC COM COMMON STOCK 87651B104 963 188023 SH SOLE 188023 0 0 USD.00001 * TAUBMAN CTRS INC COM REIT USD.01 876664103 16157 260172 SH SOLE 260172 0 0 TAYLOR CAP GROUP INC COM COMMON STOCK USD.01 876851106 120 12383 SH SOLE 12383 0 0 TAYLOR DEVICES INC COM COMMON STOCK USD.025 877163105 4 500 SH SOLE 500 0 0 * TBS INTERNATIONAL PLC CL A SHS COMMON STOCK USD.01 G8657Q104 26 171632 SH SOLE 171632 0 0 * TC PIPELINES LP UT COM LTD PRT LTD PART USD.01 87233Q108 3365 70937 SH SOLE 70937 0 0 * TCF FINL CORP COM COMMON STOCK USD.01 872275102 4800 465141 SH SOLE 465141 0 0 * TD AMERITRADE HLDG CORP COM COMMON STOCK USD.01 87236Y108 13000 830642 SH SOLE 830642 0 0 * TE CONNECTIVITY LTD REG SHS COMMON STOCK CHF1.37 H84989104 37761 1225595 SH SOLE 1225595 0 0 * TEAM HEALTH HOLDINGS INC COM COMMON STOCK USD.01 87817A107 346 15700 SH SOLE 15700 0 0 * TEAM INC COM COMMON STOCK USD.3 878155100 2064 69379 SH SOLE 69379 0 0 TEAMSTAFF INC COM PAR $.001 COMMON STOCK USD.001 87815U303 8 4275 SH SOLE 4275 0 0 TEARLAB CORP COM COMMON STOCK USD.001 878193101 4 3200 SH SOLE 3200 0 0 * TEAVANA HLDGS INC COM COMMON STOCK 87819P102 47 2500 SH SOLE 2500 0 0 * TECH DATA CORP COM COMMON STOCK 878237106 8453 171082 SH SOLE 171082 0 0 USD.0015 TECHE HLDG CO COM COMMON STOCK USD.01 878330109 256 7300 SH SOLE 7300 0 0 * TECHNE CORP COM COMMON STOCK USD.01 878377100 6215 91056 SH SOLE 91056 0 0 TECHNICAL COMMUNICATIONS COR COM COMMON STOCK USD.1 878409101 48 6500 SH SOLE 6500 0 0 TECHTARGET INC COM COMMON STOCK USD.001 87874R100 10 1719 SH SOLE 1719 0 0 * TECO ENERGY INC COM COMMON STOCK USD1. 872375100 12198 637292 SH SOLE 637292 0 0 * TECUMSEH PRODS CO CL A COMMON STOCK USD1. 878895200 86 18363 SH SOLE 18363 0 0 * TECUMSEH PRODS CO CL B COMMON STOCK USD1. 878895101 30 6800 SH SOLE 6800 0 0 * TEEKAY CORPORATION COM COMMON STOCK USD.001 Y8564W103 3948 147714 SH SOLE 147714 0 0 * TEEKAY LNG PARTNERS L P PRTNRSP LTD PART Y8564M105 1736 52347 SH SOLE 52347 0 0 * TEEKAY OFFSHORE PARTNERS L P PA LTD PART Y8565J101 1019 38300 SH SOLE 38300 0 0 * TEEKAY TANKERS LTD CL A COMMON STOCK USD.01 Y8565N102 25 7160 SH SOLE 7160 0 0 TEGAL CORP COM PAR $0.01 COMMON STOCK USD.01 879008308 6 1800 SH SOLE 1800 0 0 * TEJON RANCH CO COM COMMON STOCK USD.5 879080109 11 465 SH SOLE 465 0 0 * TEKELEC COM COMMON STOCK NPV 879101103 2585 236474 SH SOLE 236474 0 0 * TELECOMMUNICATION SYS INC CL A COMMON STOCK USD.01 87929J103 395 168056 SH SOLE 168056 0 0 * TELEDYNE TECHNOLOGIES INC COM COMMON STOCK USD.01 879360105 5849 106636 SH SOLE 106636 0 0 * TELEFLEX INC COM COMMON STOCK USD1. 879369106 4738 77304 SH SOLE 77304 0 0 * TELENAV INC COM COMMON STOCK USD.001 879455103 73 9300 SH SOLE 9300 0 0 TELEPHONE & DATA SYS INC SPL COM COMMON STOCK USD.01 879433860 1612 67709 SH SOLE 67709 0 0 * TELEPHONE & DATA SYS INC COM COMMON STOCK USD.01 879433100 5245 202569 SH SOLE 202569 0 0 * TELESTONE TECHNOLOGIES CORP COM COMMON STOCK USD.001 87953J102 80 19300 SH SOLE 19300 0 0 * TELETECH HOLDINGS INC COM COMMON STOCK USD.01 879939106 1332 82252 SH SOLE 82252 0 0 * TELIK INC COM COMMON STOCK USD.01 87959M109 24 138273 SH SOLE 138273 0 0 * TELLABS INC COM COMMON STOCK USD.01 879664100 4658 1152947 SH SOLE 1152947 0 0 * TELULAR CORP COM NEW COMMON STOCK USD.01 87970T208 456 60745 SH SOLE 60745 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TEMPLE INLAND INC COM COMMON STOCK USD1. 879868107 11742 370282 SH SOLE 370282 0 0 * TEMPUR PEDIC INTL INC COM COMMON STOCK USD.01 88023U101 8780 167148 SH SOLE 167148 0 0 * TENET HEALTHCARE CORP COM COMMON STOCK USD.05 88033G100 10617 2069581 SH SOLE 2069581 0 0 TENGASCO INC COM NEW COMMON STOCK USD.001 88033R205 129 183248 SH SOLE 183248 0 0 * TENNANT CO COM COMMON STOCK USD.375 880345103 1325 34092 SH SOLE 34092 0 0 * TENNECO INC COM COMMON STOCK USD.01 880349105 5369 180285 SH SOLE 180285 0 0 TENNESSEE COMMERCE BANCORP I COM COMMON STOCK USD.5 88043P108 4 50511 SH SOLE 50511 0 0 * TERADATA CORP DEL COM COMMON STOCK USD.01 88076W103 23359 481523 SH SOLE 481523 0 0 * TERADYNE INC COM COMMON STOCK USD.125 880770102 7887 578662 SH SOLE 578662 0 0 * TEREX CORP NEW COM COMMON STOCK USD.01 880779103 4180 309435 SH SOLE 309435 0 0 * TERNIUM SA SPON ADR ADR USD1. 880890108 201 10928 SH SOLE 10928 0 0 TERRENO RLTY CORP COM REIT USD.01 88146M101 6 400 SH SOLE 400 0 0 TERRITORIAL BANCORP INC COM COMMON STOCK USD.01 88145X108 41 2100 SH SOLE 2100 0 0 * TESCO CORP COM COMMON STOCK NPV 88157K101 2962 234331 SH SOLE 234331 0 0 * TESLA MTRS INC COM COMMON STOCK USD.001 88160R101 2847 99670 SH SOLE 99670 0 0 * TESORO CORP COM COMMON STOCK USD.167 881609101 11945 511348 SH SOLE 511348 0 0 * TESORO LOGISTICS LP COM UNIT LP UNIT 88160T107 10 315 SH SOLE 315 0 0 TESSCO TECHNOLOGIES INC COM COMMON STOCK USD.01 872386107 733 53075 SH SOLE 53075 0 0 * TESSERA TECHNOLOGIES INC COM COMMON STOCK USD.001 88164L100 1761 105133 SH SOLE 105133 0 0 * TETRA TECH INC NEW COM COMMON STOCK USD.01 88162G103 3769 174587 SH SOLE 174587 0 0 * TETRA TECHNOLOGIES INC DEL COM COMMON STOCK USD.01 88162F105 1673 179087 SH SOLE 179087 0 0 * TEXAS CAPITAL BANCSHARES INC CO COMMON STOCK USD.01 88224Q107 2710 88518 SH SOLE 88518 0 0 * TEXAS INDS INC COM COMMON STOCK USD1. 882491103 1083 35198 SH SOLE 35198 0 0 * TEXAS INSTRS INC COM COMMON STOCK USD1. 882508104 94621 3250459 SH SOLE 3250459 0 0 TEXAS PAC LD TR SUB CTF PROP I T ROYALTY TRST 882610108 104 2600 SH SOLE 2600 0 0 USD.033333 * TEXAS ROADHOUSE INC COM COMMON STOCK USD.001 882681109 2971 199411 SH SOLE 199411 0 0 * TEXTAINER GROUP HOLDINGS LTD SH COMMON STOCK USD.01 G8766E109 934 32079 SH SOLE 32079 0 0 * TEXTRON INC COM COMMON STOCK USD.125 883203101 15726 850502 SH SOLE 850502 0 0 TF FINL CORP COM COMMON STOCK USD.1 872391107 7 300 SH SOLE 300 0 0 * TFS FINL CORP COM COMMON STOCK USD.01 87240R107 1397 155918 SH SOLE 155918 0 0 * THE9 LTD ADR ADR USD.01 88337K104 55 7700 SH SOLE 7700 0 0 * THERAGENICS CORP COM COMMON STOCK USD.01 883375107 368 219200 SH SOLE 219200 0 0 * THERAVANCE INC COM COMMON STOCK USD.01 88338T104 1800 81460 SH SOLE 81460 0 0 * THERMO FISHER SCIENTIFIC INC CO COMMON STOCK USD1. 883556102 50296 1118437 SH SOLE 1118437 0 0 THERMOGENESIS CORP COM PAR $0.001 COMMON STOCK USD.001 883623308 35 49574 SH SOLE 49574 0 0 THERMON GROUP HLDGS INC COM COMMON STOCK USD.001 88362T103 7 400 SH SOLE 400 0 0 * THESTREET INC COM COMMON STOCK USD.01 88368Q103 213 127002 SH SOLE 127002 0 0 THL CR INC COM COMMON STOCK 872438106 5 400 SH SOLE 400 0 0 * THOMAS & BETTS CORP COM COMMON STOCK USD.1 884315102 9921 181706 SH SOLE 181706 0 0 THOMAS PPTYS GROUP INC COM COMMON STOCK USD.01 884453101 410 123020 SH SOLE 123020 0 0 * THOMPSON CREEK METALS CO INC CO COMMON STOCK NPV 884768102 49 7000 SH SOLE 7000 0 0 * THOR INDS INC COM COMMON STOCK USD.1 885160101 3304 120449 SH SOLE 120449 0 0 * THORATEC CORP COM NEW COMMON STOCK NPV 885175307 5115 152418 SH SOLE 152418 0 0 * THQ INC COM NEW COMMON STOCK USD.01 872443403 153 200985 SH SOLE 200985 0 0 THRESHOLD PHARMACEUTICAL INC COM COMMON STOCK USD.001 885807206 64 52400 SH SOLE 52400 0 0 TIB FINL CORP COM NEW COMMON STOCK USD.1 872449202 55 6117 SH SOLE 6117 0 0 * TIBCO SOFTWARE INC COM COMMON STOCK USD.001 88632Q103 13096 547735 SH SOLE 547735 0 0 * TICC CAPITAL CORP COM COMMON STOCK USD.01 87244T109 19 2225 SH SOLE 2225 0 0 * TIDEWATER INC COM COMMON STOCK USD.1 886423102 8313 168625 SH SOLE 168625 0 0 * TIFFANY & CO NEW COM COMMON STOCK USD.01 886547108 24035 362745 SH SOLE 362745 0 0 TIGERLOGIC CORPORATION COM COMMON STOCK USD.1 8867EQ101 51 24900 SH SOLE 24900 0 0 TII NETWORK TECHNOLOGIES INC COM COMMON STOCK USD.01 872479209 176 119700 SH SOLE 119700 0 0 TIMBERLAND BANCORP INC COM COMMON STOCK USD.01 887098101 163 42400 SH SOLE 42400 0 0 TIMBERLINE RES CORP COM COMMON STOCK USD.001 887133106 54 94000 SH SOLE 94000 0 0 * TIME WARNER CABLE INC COM COMMON STOCK USD.01 88732J207 62233 978974 SH SOLE 978974 0 0 * TIME WARNER INC COM NEW COMMON STOCK USD.01 887317303 120974 3347380 SH SOLE 3347380 0 0 * TIMKEN CO COM COMMON STOCK NPV 887389104 11937 308373 SH SOLE 308373 0 0 * TITAN INTL INC ILL COM COMMON STOCK NPV 88830M102 1854 95290 SH SOLE 95290 0 0 * TITAN MACHY INC COM COMMON STOCK 88830R101 128 5870 SH SOLE 5870 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TITANIUM METALS CORP COM NEW COMMON STOCK USD.01 888339207 3339 222876 SH SOLE 222876 0 0 * TIVO INC COM COMMON STOCK USD.001 888706108 1694 188872 SH SOLE 188872 0 0 * TJX COS INC NEW COM COMMON STOCK USD1. 872540109 75020 1162202 SH SOLE 1162202 0 0 TMS INTL CORP CL A COMMON STOCK USD.001 87261Q103 8 771 SH SOLE 771 0 0 * TNS INC COM COMMON STOCK USD.001 872960109 2116 119395 SH SOLE 119395 0 0 TOFUTTI BRANDS INC COM COMMON STOCK USD.01 88906B105 6 3700 SH SOLE 3700 0 0 * TOLL BROTHERS INC COM COMMON STOCK USD.01 889478103 7164 350853 SH SOLE 350853 0 0 TOMPKINS FINANCIAL CORPORATI COM COMMON STOCK USD.1 890110109 570 14798 SH SOLE 14798 0 0 TOP SHIPS INC SHS COMMON STOCK USD.01 Y8897Y123 16 8170 SH SOLE 8170 0 0 TOR MINERALS INTL INC COM NEW COMMON STOCK USD.25 890878309 19 1220 SH SOLE 1220 0 0 * TORCHMARK CORP COM COMMON STOCK USD1. 891027104 19087 439895 SH SOLE 439895 0 0 * TOREADOR RES CORP COM COMMON STOCK USD.156 891050106 636 123400 SH SOLE 123400 0 0 * TORNIER N V SHS COMMON STOCK N87237108 7 400 SH SOLE 400 0 0 * TORO CO COM COMMON STOCK USD1. 891092108 4868 80258 SH SOLE 80258 0 0 * TOTAL SYS SVCS INC COM COMMON STOCK USD.1 891906109 12935 661308 SH SOLE 661308 0 0 TOWER BANCORP INC COM COMMON STOCK NPV 891709107 73 2552 SH SOLE 2552 0 0 * TOWER GROUP INC COM COMMON STOCK USD.01 891777104 2233 110716 SH SOLE 110716 0 0 TOWER INTL INC COM COMMON STOCK USD.01 891826109 790 73600 SH SOLE 73600 0 0 * TOWERS WATSON & CO CL A COMMON STOCK USD.01 891894107 5146 85869 SH SOLE 85869 0 0 * TOWERSTREAM CORP COM COMMON STOCK USD.001 892000100 187 89100 SH SOLE 89100 0 0 TOWN SPORTS INTL HLDGS INC COM COMMON STOCK USD.001 89214A102 473 64400 SH SOLE 64400 0 0 TOWNEBANK PORTSMOUTH VA COM COMMON STOCK 89214P109 499 40780 SH SOLE 40780 0 0 USD1.667 * TPC GROUP INC COM COMMON STOCK 89236Y104 1420 60852 SH SOLE 60852 0 0 * TRACTOR SUPPLY CO COM COMMON STOCK USD.008 892356106 18129 258439 SH SOLE 258439 0 0 TRAILER BRIDGE COM DELETED COMMON STOCK USD.01 892782103 2 24100 SH SOLE 24100 0 0 * TRANS WORLD ENTMT CORP COM COMMON STOCK USD.01 89336Q100 36 14193 SH SOLE 14193 0 0 * TRANSACT TECHNOLOGIES INC COM COMMON STOCK USD.01 892918103 253 34852 SH SOLE 34852 0 0 * TRANSATLANTIC HLDGS INC COM COMMON STOCK USD1. 893521104 12097 221029 SH SOLE 221029 0 0 * TRANSATLANTIC PETROLEUM LTD SHS COMMON STOCK NPV G89982105 663 505868 SH SOLE 505868 0 0 TRANSCAT INC COM COMMON STOCK USD.5 893529107 199 17704 SH SOLE 17704 0 0 TRANSCEND SERVICES INC COM NEW COMMON STOCK USD.05 893929208 658 27716 SH SOLE 27716 0 0 * TRANSCEPT PHARMACEUTICALS IN CO COMMON STOCK USD.001 89354M106 22 2780 SH SOLE 2780 0 0 TRANSCONTINENTAL RLTY INVS COM NE COMMON STOCK USD.01 893617209 0 100 SH SOLE 100 0 0 * TRANSDIGM GROUP INC COM COMMON STOCK USD.01 893641100 12252 128054 SH SOLE 128054 0 0 * TRANSMONTAIGNE PARTNERS L P COM LTD PART 89376V100 996 29720 SH SOLE 29720 0 0 * TRANSWITCH CORP COM NEW COMMON STOCK USD.001 894065309 78 24403 SH SOLE 24403 0 0 * TRAVELCENTERS OF AMERICA LLC CO COMMON STOCK 894174101 387 91000 SH SOLE 91000 0 0 USD.00001 * TRAVELERS COMPANIES INC COM COMMON STOCK NPV 89417E109 79017 1335428 SH SOLE 1335428 0 0 * TRAVELZOO INC COM COMMON STOCK USD.01 89421Q106 305 12400 SH SOLE 12400 0 0 * TRC COS INC COM COMMON STOCK USD.1 872625108 187 31139 SH SOLE 31139 0 0 * TREDEGAR CORP COM COMMON STOCK NPV 894650100 776 34919 SH SOLE 34919 0 0 * TREE COM INC COM COMMON STOCK USD.01 894675107 139 24846 SH SOLE 24846 0 0 * TREEHOUSE FOODS INC COM COMMON STOCK USD.01 89469A104 5920 90555 SH SOLE 90555 0 0 * TREX CO INC COM COMMON STOCK USD.01 89531P105 1706 74464 SH SOLE 74464 0 0 TRI-TECH HOLDING INC SHS COMMON STOCK USD.01 G9103F106 6 1200 SH SOLE 1200 0 0 * TRI VY CORP COM COMMON STOCK USD.001 895735108 4 29040 SH SOLE 29040 0 0 * TRIANGLE CAP CORP COM COMMON STOCK USD.001 895848109 19 1010 SH SOLE 1010 0 0 * TRIANGLE PETE CORP COM NEW COMMON STOCK 89600B201 631 105700 SH SOLE 105700 0 0 USD.00001 TRICO BANCSHARES COM COMMON STOCK NPV 896095106 329 23143 SH SOLE 23143 0 0 * TRIDENT MICROSYSTEMS INC COM COMMON STOCK USD.001 895919108 18 97700 SH SOLE 97700 0 0 * TRIMAS CORP COM NEW COMMON STOCK USD.01 896215209 764 42538 SH SOLE 42538 0 0 * TRIMBLE NAVIGATION LTD COM COMMON STOCK NPV 896239100 16858 388428 SH SOLE 388428 0 0 * TRINA SOLAR LIMITED SPON ADR ADR USD.00001 89628E104 729 109100 SH SOLE 109100 0 0 TRINITY BIOTECH PLC SPON ADR NEW ADR 896438306 298 29300 SH SOLE 29300 0 0 * TRINITY INDS INC COM COMMON STOCK USD1. 896522109 8347 277689 SH SOLE 277689 0 0 TRIO TECH INTL COM NEW COMMON STOCK NPV 896712205 6 2400 SH SOLE 2400 0 0 TRIPADVISOR INC COM ADDED COMMON STOCK USD.001 896945201 8831 350315 SH SOLE 350315 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TRIPLE-S MGMT CORP CL B COMMON STOCK USD1. 896749108 1066 53230 SH SOLE 53230 0 0 * TRIQUINT SEMICONDUCTOR INC COM COMMON STOCK USD.001 89674K103 1663 341570 SH SOLE 341570 0 0 * TRIUMPH GROUP INC NEW COM COMMON STOCK USD.001 896818101 8812 150765 SH SOLE 150765 0 0 TRIUS THERAPEUTICS INC COM COMMON STOCK 89685K100 2 300 SH SOLE 300 0 0 * TRUE RELIGION APPAREL INC COM COMMON STOCK 89784N104 2147 62101 SH SOLE 62101 0 0 USD.00001 * TRUEBLUE INC COM COMMON STOCK NPV 89785X101 2453 176711 SH SOLE 176711 0 0 * TRUSTCO BK CORP N Y COM COMMON STOCK USD1. 898349105 385 68575 SH SOLE 68575 0 0 * TRUSTMARK CORP COM COMMON STOCK NPV 898402102 1862 76638 SH SOLE 76638 0 0 * TRW AUTOMOTIVE HLDGS CORP COM COMMON STOCK USD.01 87264S106 10315 316407 SH SOLE 316407 0 0 * TSAKOS ENERGY NAVIGATION LTD SH COMMON STOCK USD1. G9108L108 154 32300 SH SOLE 32300 0 0 TSR INC COM NEW COMMON STOCK USD.01 872885207 22 5250 SH SOLE 5250 0 0 * TTM TECHNOLOGIES INC COM COMMON STOCK USD.001 87305R109 912 83221 SH SOLE 83221 0 0 TUCOWS INC COM COMMON STOCK NPV 898697107 17 22800 SH SOLE 22800 0 0 * TUESDAY MORNING CORP COM NEW COMMON STOCK USD.01 899035505 455 131856 SH SOLE 131856 0 0 TUFCO TECHNOLOGIES INC COM COMMON STOCK USD.01 899040109 26 7700 SH SOLE 7700 0 0 * TUPPERWARE BRANDS CORP COM COMMON STOCK USD.01 899896104 10456 186822 SH SOLE 186822 0 0 * TUTOR PERINI CORP COM COMMON STOCK USD1. 901109108 1283 104004 SH SOLE 104004 0 0 * TW TELECOM INC COM COMMON STOCK USD.01 87311L104 6814 351605 SH SOLE 351605 0 0 * TWIN DISC INC COM COMMON STOCK NPV 901476101 754 20755 SH SOLE 20755 0 0 * TWO HBRS INVT CORP COM COMMON STOCK 90187B101 96 10356 SH SOLE 10356 0 0 * TYCO INTERNATIONAL LTD SHS COMMON STOCK CHF6.7 H89128104 66999 1434365 SH SOLE 1434365 0 0 * TYLER TECHNOLOGIES INC COM COMMON STOCK USD.01 902252105 3973 131954 SH SOLE 131954 0 0 * TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 20655 1000748 SH SOLE 1000748 0 0 * U S ENERGY CORP WYO COM COMMON STOCK USD.01 911805109 193 66160 SH SOLE 66160 0 0 * U S GLOBAL INVS INC CL A COMMON STOCK USD.025 902952100 279 46200 SH SOLE 46200 0 0 U S PHYSICAL THERAPY INC COM COMMON STOCK USD.01 90337L108 831 42236 SH SOLE 42236 0 0 * UBIQUITI NETWORKS INC COM ADDED COMMON STOCK 90347A100 7 400 SH SOLE 400 0 0 * UDR INC COM REIT USD.01 902653104 21997 876389 SH SOLE 876389 0 0 UFP TECHNOLOGIES INC COM COMMON STOCK USD.01 902673102 544 36800 SH SOLE 36800 0 0 * UGI CORP NEW COM COMMON STOCK NPV 902681105 6575 223625 SH SOLE 223625 0 0 * UIL HLDG CORP COM COMMON STOCK NPV 902748102 441 12463 SH SOLE 12463 0 0 * ULTA SALON COSMETCS & FRAG I CO COMMON STOCK USD.01 90384S303 9654 148701 SH SOLE 148701 0 0 * ULTIMATE SOFTWARE GROUP INC COM COMMON STOCK USD.01 90385D107 7996 122788 SH SOLE 122788 0 0 * ULTRA CLEAN HLDGS INC COM COMMON STOCK USD.001 90385V107 607 99400 SH SOLE 99400 0 0 * ULTRA PETROLEUM CORP COM COMMON STOCK NPV 903914109 11851 399965 SH SOLE 399965 0 0 * ULTRAPETROL BAHAMAS LTD COM COMMON STOCK USD.01 P94398107 94 31546 SH SOLE 31546 0 0 * ULTRATECH INC COM COMMON STOCK USD.001 904034105 2537 103236 SH SOLE 103236 0 0 * UMB FINL CORP COM COMMON STOCK USD1. 902788108 2000 53696 SH SOLE 53696 0 0 U M H PROPERTIES INC COM REIT USD.1 903002103 25 2721 SH SOLE 2721 0 0 * UMPQUA HLDGS CORP COM COMMON STOCK NPV 904214103 2741 221206 SH SOLE 221206 0 0 * UNDER ARMOUR INC CL A COMMON STOCK 904311107 7381 102809 SH SOLE 102809 0 0 USD.000333 UNICO AMERN CORP COM COMMON STOCK NPV 904607108 167 13900 SH SOLE 13900 0 0 UNIFI INC COM NEW COMMON STOCK USD.1 904677200 634 83401 SH SOLE 83401 0 0 * UNIFIRST CORP MASS COM COMMON STOCK USD.1 904708104 436 7684 SH SOLE 7684 0 0 * UNILIFE CORP NEW COM COMMON STOCK USD.01 90478E103 9 3000 SH SOLE 3000 0 0 UNION BANKSHARES INC COM COMMON STOCK USD2. 905400107 8 400 SH SOLE 400 0 0 * UNION DRILLING INC COM COMMON STOCK USD.01 90653P105 287 46041 SH SOLE 46041 0 0 UNION FIRST MKT BANKSH CP COM COMMON STOCK USD1.33 90662P104 202 15206 SH SOLE 15206 0 0 * UNION PAC CORP COM COMMON STOCK USD2.5 907818108 145747 1375753 SH SOLE 1375753 0 0 * UNISOURCE ENERGY CORP COM COMMON STOCK NPV 909205106 4495 121739 SH SOLE 121739 0 0 * UNISYS CORP COM NEW COMMON STOCK USD.01 909214306 2471 125373 SH SOLE 125373 0 0 * UNIT CORP COM COMMON STOCK USD.2 909218109 7707 166106 SH SOLE 166106 0 0 UNITED BANCORP INC OHIO COM COMMON STOCK USD1. 909911109 120 14229 SH SOLE 14229 0 0 * UNITED BANKSHARES INC WEST V CO COMMON STOCK USD2.5 909907107 1979 70019 SH SOLE 70019 0 0 UNITED CMNTY BANCORP COM COMMON STOCK USD.01 90984H103 104 18869 SH SOLE 18869 0 0 * UNITED CMNTY BKS BLAIRSVLE G CO COMMON STOCK USD1. 90984P303 851 121795 SH SOLE 121795 0 0 UNITED CMNTY FINL CORP OHIO COM COMMON STOCK NPV 909839102 60 47249 SH SOLE 47249 0 0 * UNITED CONTL HLDGS INC COM COMMON STOCK USD.01 910047109 16051 850627 SH SOLE 850627 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * UNITED FINANCIAL BANCORP INC CO COMMON STOCK USD.01 91030T109 524 32549 SH SOLE 32549 0 0 * UNITED FIRE & CAS CO COM COMMON STOCK 910331107 1486 73625 SH SOLE 73625 0 0 USD3.333 UNITED GUARDIAN INC COM COMMON STOCK USD.1 910571108 220 14450 SH SOLE 14450 0 0 * UNITED NAT FOODS INC COM COMMON STOCK USD.01 911163103 2481 62000 SH SOLE 62000 0 0 * UNITED ONLINE INC COM COMMON STOCK 911268100 1742 320269 SH SOLE 320269 0 0 USD.0001 * UNITED PARCEL SERVICE INC CL B COMMON STOCK USD.01 911312106 155855 2129458 SH SOLE 2129458 0 0 * UNITED RENTALS INC COM COMMON STOCK USD.01 911363109 5530 187142 SH SOLE 187142 0 0 UNITED SECURITY BANCSHARES C COM COMMON STOCK NPV 911460103 145 66077 SH SOLE 66077 0 0 * UNITED SEC BANCSHARES INC SHS COMMON STOCK USD.01 911459105 41 10000 SH SOLE 10000 0 0 UNITED STATES LIME & MINERAL COM COMMON STOCK USD.1 911922102 325 5400 SH SOLE 5400 0 0 * UNITED STATES STL CORP NEW COM COMMON STOCK USD1. 912909108 10947 413731 SH SOLE 413731 0 0 * UNITED STATIONERS INC COM COMMON STOCK USD.1 913004107 4482 137664 SH SOLE 137664 0 0 * UNITED TECHNOLOGIES CORP COM COMMON STOCK USD1. 913017109 198927 2721672 SH SOLE 2721672 0 0 * UNITED THERAPEUTICS CORP DEL CO COMMON STOCK USD.01 91307C102 7059 149396 SH SOLE 149396 0 0 * UNITEDHEALTH GROUP INC COM COMMON STOCK USD.01 91324P102 163989 3235770 SH SOLE 3235770 0 0 UNITEK GLOBAL SVCS INC COM PAR $. COMMON STOCK 91324T302 163 35950 SH SOLE 35950 0 0 USD.00002 UNITIL CORP COM COMMON STOCK NPV 913259107 338 11900 SH SOLE 11900 0 0 UNITY BANCORP INC COM COMMON STOCK NPV 913290102 174 27224 SH SOLE 27224 0 0 * UNIVERSAL AMERN CORP NEW COM COMMON STOCK USD.01 91338E101 2800 220338 SH SOLE 220338 0 0 * UNIVERSAL CORP VA COM COMMON STOCK NPV 913456109 48 1040 SH SOLE 1040 0 0 * UNIVERSAL DISPLAY CORP COM COMMON STOCK USD.01 91347P105 3283 89467 SH SOLE 89467 0 0 * UNIVERSAL ELECTRS INC COM COMMON STOCK USD.01 913483103 841 49830 SH SOLE 49830 0 0 * UNIVERSAL FST PRODS INC COM COMMON STOCK NPV 913543104 778 25205 SH SOLE 25205 0 0 UNIVERSAL HEALTH RLTY INCM T SH B REIT USD.01 91359E105 1838 47126 SH SOLE 47126 0 0 * UNIVERSAL HLTH SVCS INC CL B COMMON STOCK USD.01 913903100 12075 310733 SH SOLE 310733 0 0 * UNIVERSAL INS HLDGS INC COM COMMON STOCK USD.01 91359V107 422 117833 SH SOLE 117833 0 0 UNIVERSAL SEC INSTRS INC COM NEW COMMON STOCK USD.01 913821302 10 1966 SH SOLE 1966 0 0 UNIVERSAL STAINLESS & ALLOY COM COMMON STOCK USD.001 913837100 3498 93624 SH SOLE 93624 0 0 * UNIVERSAL TECHNICAL INST INC CO COMMON STOCK 913915104 1123 87845 SH SOLE 87845 0 0 USD.0001 UNIVERSAL TRUCKLOAD SVCS INC COM COMMON STOCK NPV 91388P105 405 22315 SH SOLE 22315 0 0 UNIVEST CORP PA COM COMMON STOCK USD5. 915271100 401 27389 SH SOLE 27389 0 0 * UNUM GROUP COM COMMON STOCK USD.1 91529Y106 22247 1055849 SH SOLE 1055849 0 0 * UQM TECHNOLOGIES INC COM COMMON STOCK USD.01 903213106 231 167200 SH SOLE 167200 0 0 UR ENERGY INC COM COMMON STOCK 91688R108 4 4400 SH SOLE 4400 0 0 * URANERZ ENERGY CORP COM COMMON STOCK USD.001 91688T104 285 156500 SH SOLE 156500 0 0 * URANIUM ENERGY CORP COM COMMON STOCK USD.001 916896103 965 315400 SH SOLE 315400 0 0 * URANIUM RES INC COM PAR $0.001 COMMON STOCK USD.001 916901507 2 3400 SH SOLE 3400 0 0 * URBAN OUTFITTERS INC COM COMMON STOCK 917047102 10541 382462 SH SOLE 382462 0 0 USD.0001 * UROLOGIX INC COM COMMON STOCK USD.01 917273104 91 84400 SH SOLE 84400 0 0 * UROPLASTY INC COM NEW COMMON STOCK USD.01 917277204 207 48700 SH SOLE 48700 0 0 * URS CORP NEW COM COMMON STOCK USD.01 903236107 9419 268194 SH SOLE 268194 0 0 * URSTADT BIDDLE PPTYS INS CL A REIT USD.01 917286205 1581 87465 SH SOLE 87465 0 0 URSTADT BIDDLE PPTYS INS COM REIT USD.01 917286106 12 700 SH SOLE 700 0 0 * U S AIRWAYS GROUP INC COM COMMON STOCK USD.01 90341W108 2198 433493 SH SOLE 433493 0 0 U.S. AUTO PARTS NETWORK INC COM COMMON STOCK USD.001 90343C100 116 26541 SH SOLE 26541 0 0 * US BANCORP DEL COM NEW COMMON STOCK USD.01 902973304 150059 5547466 SH SOLE 5547466 0 0 * UNITED STATES CELLULAR CORP COM COMMON STOCK USD1. 911684108 3402 77975 SH SOLE 77975 0 0 * US ECOLOGY INC COM COMMON STOCK USD.01 91732J102 1374 73170 SH SOLE 73170 0 0 U S GEOTHERMAL INC COM COMMON STOCK USD.001 90338S102 69 191735 SH SOLE 191735 0 0 U S HOME SYS INC COM COMMON STOCK USD.001 90335C100 493 74099 SH SOLE 74099 0 0 * USA MOBILITY INC COM COMMON STOCK 90341G103 985 71022 SH SOLE 71022 0 0 USD.0001 USA TRUCK INC COM COMMON STOCK USD.01 902925106 339 43843 SH SOLE 43843 0 0 * USANA HEALTH SCIENCES INC COM COMMON STOCK USD.001 90328M107 275 9066 SH SOLE 9066 0 0 * USEC INC COM COMMON STOCK USD.1 90333E108 237 207528 SH SOLE 207528 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * U S G CORP COM NEW COMMON STOCK USD.1 903293405 137 13483 SH SOLE 13483 0 0 * UTAH MED PRODS INC COM COMMON STOCK USD.01 917488108 439 16250 SH SOLE 16250 0 0 * UTI WORLDWIDE INC ORD COMMON STOCK NPV G87210103 3470 261116 SH SOLE 261116 0 0 * UTSTARCOM HOLDINGS CORP USD ORD COMMON STOCK G9310A106 669 484500 SH SOLE 484500 0 0 USD.00125 * VAALCO ENERGY INC COM NEW COMMON STOCK USD.1 91851C201 1281 212068 SH SOLE 212068 0 0 * VAIL RESORTS INC COM COMMON STOCK USD.01 91879Q109 2309 54501 SH SOLE 54501 0 0 * VALASSIS COMMUNICATIONS INC COM COMMON STOCK USD.01 918866104 3198 166278 SH SOLE 166278 0 0 * VALENCE TECHNOLOGY INC COM COMMON STOCK USD.001 918914102 289 295153 SH SOLE 295153 0 0 * VALERO ENERGY CORP NEW COM COMMON STOCK USD.01 91913Y100 41637 1978026 SH SOLE 1978026 0 0 * VALHI INC NEW COM COMMON STOCK USD.01 918905100 2648 43786 SH SOLE 43786 0 0 * VALIDUS HOLDINGS LTD COM SHS COMMON STOCK USD.175 G9319H102 7655 243027 SH SOLE 243027 0 0 * VALLEY NATL BANCORP COM COMMON STOCK NPV 919794107 5458 441225 SH SOLE 441225 0 0 * VALMONT INDS INC COM COMMON STOCK USD1. 920253101 5066 55802 SH SOLE 55802 0 0 VALPEY FISHER CORP COM COMMON STOCK USD.05 920344108 40 9700 SH SOLE 9700 0 0 * VALSPAR CORP COM COMMON STOCK USD.5 920355104 10741 275623 SH SOLE 275623 0 0 VALUE LINE INC COM COMMON STOCK USD.1 920437100 2 200 SH SOLE 200 0 0 * VALUECLICK INC COM COMMON STOCK USD.001 92046N102 7366 452190 SH SOLE 452190 0 0 * VALUEVISION MEDIA INC CL A COMMON STOCK USD.01 92047K107 351 186500 SH SOLE 186500 0 0 * VANCEINFO TECHNOLOGIES INC ADR ADR USD.001 921564100 473 52100 SH SOLE 52100 0 0 * VANDA PHARMACEUTICALS INC COM COMMON STOCK USD.001 921659108 363 76200 SH SOLE 76200 0 0 * VANGUARD HEALTH SYS INC COM COMMON STOCK 922036207 1338 130900 SH SOLE 130900 0 0 * VANGUARD NATURAL RESOURCES L CO COM UNIT REPSTG LTD 92205F106 268 9700 SH SOLE 9700 0 0 LIABLITY C VANTAGE DRILLING COMPANY ORD SHS COMMON STOCK USD.001 G93205113 885 762800 SH SOLE 762800 0 0 * VARIAN MED SYS INC COM COMMON STOCK USD1. 92220P105 22080 328921 SH SOLE 328921 0 0 * VASCO DATA SEC INTL INC COM COMMON STOCK USD.001 92230Y104 854 131038 SH SOLE 131038 0 0 * VASCULAR SOLUTIONS INC COM COMMON STOCK USD.01 92231M109 944 84775 SH SOLE 84775 0 0 * VCA ANTECH INC COM COMMON STOCK USD.001 918194101 4248 215069 SH SOLE 215069 0 0 * VECTOR GROUP LTD COM COMMON STOCK USD.1 92240M108 38 2129 SH SOLE 2129 0 0 * VECTREN CORP COM COMMON STOCK NPV 92240G101 5554 183728 SH SOLE 183728 0 0 * VEECO INSTRS INC DEL COM COMMON STOCK USD.01 922417100 1656 79604 SH SOLE 79604 0 0 * VELTI PLC ST HELIER SHS COMMON STOCK GBP.05 G93285107 462 68000 SH SOLE 68000 0 0 * VENOCO INC COM COMMON STOCK USD.01 92275P307 370 54704 SH SOLE 54704 0 0 * VENTAS INC COM REIT USD.25 92276F100 71494 1296829 SH SOLE 1296829 0 0 * VERA BRADLEY INC COM COMMON STOCK 92335C106 545 16894 SH SOLE 16894 0 0 * VERENIUM CORP COM NEW COMMON STOCK USD.001 92340P209 109 49907 SH SOLE 49907 0 0 * VERIFONE SYS INC COM COMMON STOCK USD.01 92342Y109 7924 223090 SH SOLE 223090 0 0 * VERINT SYS INC COM COMMON STOCK USD.001 92343X100 94 3400 SH SOLE 3400 0 0 * VERISIGN INC COM COMMON STOCK USD.001 92343E102 17636 493740 SH SOLE 493740 0 0 * VERISK ANALYTICS INC CL A COMMON STOCK USD.001 92345Y106 20430 509105 SH SOLE 509105 0 0 * VERIZON COMMUNICATIONS INC COM COMMON STOCK USD.1 92343V104 356987 8897992 SH SOLE 8897992 0 0 VERSANT CORP COM NEW COMMON STOCK NPV 925284309 218 23500 SH SOLE 23500 0 0 VERSAR 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925811101 52 16000 SH SOLE 16000 0 0 * VICOR CORP COM COMMON STOCK USD.01 925815102 271 34014 SH SOLE 34014 0 0 VIDEO DISPLAY CORP COM COMMON STOCK NPV 926555103 188 30980 SH SOLE 30980 0 0 * VIEWPOINT FINL GROUP INC MD COM COMMON STOCK USD.01 92672A101 60 4582 SH SOLE 4582 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- VILLAGE SUPER MKT INC CL A NEW COMMON STOCK NPV 927107409 432 15201 SH SOLE 15201 0 0 * VIMPELCOM LTD SPONSORED ADR ADR 92719A106 8616 909769 SH SOLE 909769 0 0 VIRCO MFG CO COM COMMON STOCK USD.01 927651109 84 51876 SH SOLE 51876 0 0 * VIRGIN MEDIA INC COM COMMON STOCK USD.01 92769L101 18004 842110 SH SOLE 842110 0 0 VIRGINIA COMM BANCORP INC COM COMMON STOCK USD1. 92778Q109 941 121786 SH SOLE 121786 0 0 * VIRNETX HLDG CORP COM COMMON STOCK 92823T108 1471 58900 SH SOLE 58900 0 0 USD.0001 * VIROPHARMA INC COM COMMON STOCK USD.002 928241108 6798 248200 SH SOLE 248200 0 0 VIRTUALSCOPICS INC COM COMMON STOCK USD.001 928269109 23 25400 SH SOLE 25400 0 0 VIRTUS INVT PARTNERS INC COM COMMON STOCK USD.01 92828Q109 1011 13306 SH SOLE 13306 0 0 * VIRTUSA CORP COM COMMON STOCK USD.01 92827P102 156 10749 SH SOLE 10749 0 0 * VISA INC COM CL A COMMON STOCK 92826C839 144839 1426564 SH SOLE 1426564 0 0 USD.0001 * VISHAY INTERTECHNOLOGY INC COM COMMON STOCK USD.1 928298108 3464 385339 SH SOLE 385339 0 0 * VISHAY PRECISION GROUP INC COM COMMON STOCK 92835K103 14 883 SH SOLE 883 0 0 VISION-SCIENCES INC DEL COM COMMON STOCK USD.01 927912105 75 39540 SH SOLE 39540 0 0 VIST FINANCIAL CORP COM COMMON STOCK USD5. 918255100 204 33680 SH SOLE 33680 0 0 * VISTA GOLD CORP COM NEW COMMON STOCK NPV 927926303 405 131817 SH SOLE 131817 0 0 * VISTAPRINT N V SHS COMMON STOCK USD.001 N93540107 2146 70116 SH SOLE 70116 0 0 * VISTEON CORP COM NEW COMMON STOCK 92839U206 4835 96823 SH SOLE 96823 0 0 * VITACOST COM INC COM COMMON STOCK 92847A200 309 49600 SH SOLE 49600 0 0 USD.00001 * VITAMIN SHOPPE INC COM COMMON STOCK USD.01 92849E101 2532 63492 SH SOLE 63492 0 0 * VIVUS INC COM COMMON STOCK USD.001 928551100 1064 109093 SH SOLE 109093 0 0 * VMWARE INC CL A COM COMMON STOCK USD.01 928563402 19446 233752 SH SOLE 233752 0 0 * VOCUS INC COM COMMON STOCK USD.01 92858J108 230 10427 SH SOLE 10427 0 0 * VOLCANO CORPORATION COM COMMON STOCK USD.001 928645100 1846 77603 SH SOLE 77603 0 0 * VOLTERRA SEMICONDUCTOR CORP COM COMMON STOCK USD.001 928708106 855 33390 SH SOLE 33390 0 0 * VONAGE HLDGS CORP COM COMMON STOCK USD.001 92886T201 2345 957299 SH SOLE 957299 0 0 * VORNADO RLTY TR SH BEN INT REIT USD.04 929042109 65220 848555 SH SOLE 848555 0 0 * VOXX INTL CORP CL A ADDED COMMON STOCK USD.01 91829F104 916 108453 SH SOLE 108453 0 0 * VOYAGER OIL & GAS INC COM COMMON STOCK USD.001 92911K100 221 85900 SH SOLE 85900 0 0 VSE CORP COM COMMON STOCK USD.05 918284100 540 22250 SH SOLE 22250 0 0 * VULCAN MATLS CO COM COMMON STOCK USD1. 929160109 13428 341243 SH SOLE 341243 0 0 W P CAREY & CO LLC COM LTD PART NPV 92930Y107 590 14400 SH SOLE 14400 0 0 * W & T OFFSHORE INC COM COMMON STOCK 92922P106 1160 54709 SH SOLE 54709 0 0 USD.00001 * WABASH NATL CORP COM COMMON STOCK USD.01 929566107 1062 135400 SH SOLE 135400 0 0 * WABCO HLDGS INC COM COMMON STOCK USD.01 92927K102 9951 229292 SH SOLE 229292 0 0 * WABTEC CORP COM COMMON STOCK USD.01 929740108 9030 129090 SH SOLE 129090 0 0 WACCAMAW BANKSHARES INC COM DELET COMMON STOCK NPV 929741106 1 4300 SH SOLE 4300 0 0 * WADDELL & REED FINL INC CL A COMMON STOCK USD.01 930059100 5817 234832 SH SOLE 234832 0 0 * WAL MART STORES INC COM COMMON STOCK USD.1 931142103 449963 7529504 SH SOLE 7529504 0 0 * WALGREEN CO COM COMMON STOCK 931422109 89733 2714250 SH SOLE 2714250 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 USD.01 254687106 201523 5373949 SH SOLE 5373949 0 0 * WALTER ENERGY INC COM COMMON STOCK USD.01 93317Q105 9889 163297 SH SOLE 163297 0 0 * WALTER INVT MGMT CORP COM REIT USD.01 93317W102 1108 54036 SH SOLE 54036 0 0 * WARNACO GROUP INC COM NEW COMMON STOCK USD.01 934390402 6418 128251 SH SOLE 128251 0 0 * WARNER CHILCOTT PLC IRELAND SHS COMMON STOCK USD.01 G94368100 2195 145061 SH SOLE 145061 0 0 * WARREN RES INC COM COMMON STOCK 93564A100 950 291487 SH SOLE 291487 0 0 USD.0001 WARWICK VALLEY TEL CO COM COMMON STOCK USD.01 936750108 102 7700 SH SOLE 7700 0 0 WASHINGTON BKG CO OAK HBR WA COM COMMON STOCK NPV 937303105 744 62500 SH SOLE 62500 0 0 * WASHINGTON FED INC COM COMMON STOCK USD1. 938824109 3323 237541 SH SOLE 237541 0 0 WASHINGTON POST CO CL B COMMON STOCK USD1. 939640108 3517 9333 SH SOLE 9333 0 0 * WASHINGTON REAL ESTATE INVT SH REIT USD.01 939653101 7282 266237 SH SOLE 266237 0 0 WASHINGTON TR BANCORP COM COMMON STOCK 940610108 797 33406 SH SOLE 33406 0 0 USD.0625

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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * WASTE CONNECTIONS INC COM COMMON STOCK USD.01 941053100 10422 314480 SH SOLE 314480 0 0 * WASTE MGMT INC DEL COM COMMON STOCK USD.01 94106L109 45155 1380460 SH SOLE 1380460 0 0 * WATERS CORP COM COMMON STOCK USD.01 941848103 20208 272890 SH SOLE 272890 0 0 WATERSTONE FINANCIAL INC COM COMMON STOCK USD.01 941888109 59 30988 SH SOLE 30988 0 0 * WATSCO INC COM COMMON STOCK USD.5 942622200 4071 62002 SH SOLE 62002 0 0 * WATSON PHARMACEUTICALS INC COM COMMON STOCK 942683103 18649 309062 SH SOLE 309062 0 0 USD.0033 * WATTS WATER TECHNOLOGIES INC CL COMMON STOCK USD.1 942749102 1563 45674 SH SOLE 45674 0 0 * WAUSAU PAPER CORP COM COMMON STOCK NPV 943315101 2188 264925 SH SOLE 264925 0 0 * WAVE SYSTEMS CORP COM NEW COMMON STOCK USD.01 943526301 424 195600 SH SOLE 195600 0 0 WAYNE SVGS BANCSHARES INC NE COM COMMON STOCK USD.1 94624Q101 82 10466 SH SOLE 10466 0 0 WAYSIDE TECHNOLOGY GROUP INC COM COMMON STOCK USD.01 946760105 165 13590 SH SOLE 13590 0 0 WCA WASTE CORP COM COMMON STOCK USD.01 92926K103 438 67300 SH SOLE 67300 0 0 * WD-40 CO COM COMMON STOCK USD.001 929236107 2470 61112 SH SOLE 61112 0 0 * WEATHERFORD INTERNATIONAL LT RE COMMON STOCK USD1. H27013103 28214 1927175 SH SOLE 1927175 0 0 * WEB COM GROUP INC COM COMMON STOCK USD.001 94733A104 2022 176600 SH SOLE 176600 0 0 * WEBMD HEALTH CORP COM COMMON STOCK USD.01 94770V102 92967 2475814 SH SOLE 2475814 0 0 WEBMEDIABRANDS INC COM COMMON STOCK USD.01 94770W100 42 93400 SH SOLE 93400 0 0 * WEBSENSE INC COM COMMON STOCK USD.005 947684106 2264 120901 SH SOLE 120901 0 0 * WEBSTER FINL CORP CONN COM COMMON STOCK USD.01 947890109 3291 161399 SH SOLE 161399 0 0 * WEIGHT WATCHERS INTL INC NEW CO COMMON STOCK NPV 948626106 6341 115261 SH SOLE 115261 0 0 * WEINGARTEN RLTY INVS SH BEN INT REIT USD.03 948741103 11678 535198 SH SOLE 535198 0 0 WEIS MKTS INC COM COMMON STOCK NPV 948849104 341 8529 SH SOLE 8529 0 0 * WELLCARE HEALTH PLANS INC COM COMMON STOCK USD.01 94946T106 5953 113397 SH SOLE 113397 0 0 * WELLPOINT INC COM COMMON STOCK USD.01 94973V107 79784 1204290 SH SOLE 1204290 0 0 * WELLS FARGO & CO NEW COM COMMON STOCK 949746101 415446 15074250 SH SOLE 15074250 0 0 USD1.666 WELLS GARDNER ELECTRS CORP COM COMMON STOCK USD1. 949765101 97 47799 SH SOLE 47799 0 0 * WENDYS CO COM COMMON STOCK USD.1 95058W100 5654 1054809 SH SOLE 1054809 0 0 * WERNER ENTERPRISES INC COM COMMON STOCK USD.01 950755108 4807 199457 SH SOLE 199457 0 0 * WESBANCO INC COM COMMON STOCK 950810101 537 27556 SH SOLE 27556 0 0 USD2.0833 * WESCO AIRCRAFT HLDGS INC COM COMMON STOCK USD.001 950814103 1820 130100 SH SOLE 130100 0 0 * WESCO INTL INC COM COMMON STOCK USD.01 95082P105 9057 170863 SH SOLE 170863 0 0 WEST BANCORPORATION INC CAP STK COMMON STOCK NPV 95123P106 567 59189 SH SOLE 59189 0 0 * WEST COAST BANCORP ORE NEW COM COMMON STOCK NPV 952145209 490 31386 SH SOLE 31386 0 0 * WEST MARINE INC COM COMMON STOCK USD.001 954235107 617 53059 SH SOLE 53059 0 0 * WEST PHARMACEUTICAL SVSC INC CO COMMON STOCK USD.25 955306105 271 7137 SH SOLE 7137 0 0 * WESTAMERICA BANCORPORATION COM COMMON STOCK NPV 957090103 3222 73394 SH SOLE 73394 0 0 * WESTAR ENERGY INC COM COMMON STOCK USD5. 95709T100 9385 326108 SH SOLE 326108 0 0 * WESTELL TECHNOLOGIES INC CL A COMMON STOCK USD.01 957541105 413 186020 SH SOLE 186020 0 0 * WESTERN ALLIANCE BANCORP COM COMMON STOCK 957638109 684 109796 SH SOLE 109796 0 0 USD.0001 * WESTERN DIGITAL CORP COM COMMON STOCK USD.01 958102105 22224 718049 SH SOLE 718049 0 0 * WESTERN GAS PARTNERS LP COM UNI LTD PART 958254104 3345 81060 SH SOLE 81060 0 0 WESTERN LIBERTY BANCORP COM COMMON STOCK 961443108 5 1900 SH SOLE 1900 0 0 * WESTERN REFNG INC COM COMMON STOCK USD.01 959319104 2985 224602 SH SOLE 224602 0 0 * WESTERN UN CO COM COMMON STOCK USD.01 959802109 33944 1858949 SH SOLE 1858949 0 0 WESTFIELD FINANCIAL INC NEW COM COMMON STOCK USD.01 96008P104 281 38112 SH SOLE 38112 0 0 WESTINGHOUSE SOLAR COM COMMON STOCK USD.001 96040V101 7 23500 SH SOLE 23500 0 0 * WESTLAKE CHEM CORP COM COMMON STOCK USD.01 960413102 1052 26144 SH SOLE 26144 0 0 WESTMORELAND COAL CO COM COMMON STOCK USD2.5 960878106 534 41900 SH SOLE 41900 0 0 WESTWOOD HLDGS GROUP INC COM COMMON STOCK USD.01 961765104 669 18312 SH SOLE 18312 0 0 * WET SEAL INC CL A COMMON STOCK USD.1 961840105 1204 369358 SH SOLE 369358 0 0 WEYCO GROUP INC COM COMMON STOCK USD1. 962149100 122 4950 SH SOLE 4950 0 0 * WEYERHAEUSER CO COM REIT USD1.25 962166104 30879 1653923 SH SOLE 1653923 0 0 * WGL HLDGS INC COM COMMON STOCK NPV 92924F106 3609 81604 SH SOLE 81604 0 0 * WHIRLPOOL CORP COM COMMON STOCK USD1. 963320106 10510 221494 SH SOLE 221494 0 0 WHITE MTNS INS GROUP LTD COM COMMON STOCK USD1. G9618E107 3342 7371 SH SOLE 7371 0 0 WHITE RIVER CAPITAL INC COM COMMON STOCK NPV 96445P105 41 2000 SH SOLE 2000 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- WHITESTONE REIT CL B SBI REIT USD.001 966084204 4 300 SH SOLE 300 0 0 * WHITING PETE CORP NEW COM COMMON STOCK USD.001 966387102 14826 317549 SH SOLE 317549 0 0 * WHITING USA TR I TR UNIT ROYALTY TRST 966389108 1025 61200 SH SOLE 61200 0 0 * WHOLE FOODS MKT INC COM COMMON STOCK NPV 966837106 34392 494273 SH SOLE 494273 0 0 WIDEPOINT CORP COM COMMON STOCK USD.001 967590100 1 1500 SH SOLE 1500 0 0 WILEY JOHN & SONS INC CL B COMMON STOCK USD1. 968223305 211 4763 SH SOLE 4763 0 0 * WILEY JOHN & SONS INC CL A COMMON STOCK USD1. 968223206 6021 135616 SH SOLE 135616 0 0 WILLAMETTE VY VINEYARD INC COM COMMON STOCK NPV 969136100 14 4600 SH SOLE 4600 0 0 * WILLBROS GROUP INC DEL COM COMMON STOCK USD.05 969203108 202 54933 SH SOLE 54933 0 0 WILLDAN GROUP INC COM COMMON STOCK USD.01 96924N100 48 12100 SH SOLE 12100 0 0 WILLIAMS CTLS INC COM NEW COMMON STOCK USD.01 969465608 195 17642 SH SOLE 17642 0 0 * WILLIAMS COS INC DEL COM COMMON STOCK USD1. 969457100 57461 1740175 SH SOLE 1740175 0 0 * WILLIAMS PARTNERS L P COM UNIT LTD PART NPV 96950F104 14369 239517 SH SOLE 239517 0 0 * WILLIAMS SONOMA INC COM COMMON STOCK USD.01 969904101 11451 297434 SH SOLE 297434 0 0 * WILLIS GROUP HOLDINGS PUBLIC SH COMMON STOCK G96666105 18506 476954 SH SOLE 476954 0 0 USD.000115 WILLIS LEASE FINANCE CORP COM COMMON STOCK USD.01 970646105 303 25500 SH SOLE 25500 0 0 * WILSHIRE BANCORP INC COM COMMON STOCK NPV 97186T108 90 24709 SH SOLE 24709 0 0 * WINDSTREAM CORP COM COMMON STOCK 97381W104 18066 1538866 SH SOLE 1538866 0 0 USD.0001 WINLAND ELECTRS INC COM COMMON STOCK USD.01 974241101 2 5800 SH SOLE 5800 0 0 WINMARK CORP COM COMMON STOCK NPV 974250102 729 12700 SH SOLE 12700 0 0 * WINN DIXIE STORES INC COM NEW COMMON STOCK USD.001 974280307 2810 299600 SH SOLE 299600 0 0 * WINNEBAGO INDS INC COM COMMON STOCK USD.5 974637100 975 132179 SH SOLE 132179 0 0 * WINTHROP RLTY TR SH BEN INT NEW REIT USD1. 976391300 1112 109348 SH SOLE 109348 0 0 * WINTRUST FINANCIAL CORP COM COMMON STOCK NPV 97650W108 2331 83100 SH SOLE 83100 0 0 * WIRELESS RONIN TECHNOLOGIES COM COMMON STOCK USD.01 97652A203 5 4300 SH SOLE 4300 0 0 * WIRELESS TELECOM GROUP INC COM COMMON STOCK USD.01 976524108 78 67592 SH SOLE 67592 0 0 * WISCONSIN ENERGY CORP COM COMMON STOCK USD.01 976657106 24269 694186 SH SOLE 694186 0 0 * WMS INDS INC COM COMMON STOCK USD.5 929297109 2645 128886 SH SOLE 128886 0 0 * WNS HOLDINGS LTD SPON ADR ADR USD.16 92932M101 12 1388 SH SOLE 1388 0 0 * WOLVERINE WORLD WIDE INC COM COMMON STOCK USD1. 978097103 3956 111011 SH SOLE 111011 0 0 * WOODWARD INC COM COMMON STOCK 980745103 7345 179443 SH SOLE 179443 0 0 USD.00292 * WORLD ACCEP CORP DEL COM COMMON STOCK NPV 981419104 3038 41336 SH SOLE 41336 0 0 * WORLD FUEL SVCS CORP COM COMMON STOCK USD.01 981475106 8708 207424 SH SOLE 207424 0 0 WORLD HEART CORP COM NO PAR COMMON STOCK NPV 980905400 3 11700 SH SOLE 11700 0 0 * WORLD WRESTLING ENTMT INC CL A COMMON STOCK USD.01 98156Q108 1145 122803 SH SOLE 122803 0 0 * WORTHINGTON INDS INC COM COMMON STOCK NPV 981811102 3089 188595 SH SOLE 188595 0 0 * BERKLEY W R CORP COM COMMON STOCK USD.2 084423102 14912 433625 SH SOLE 433625 0 0 * GRACE W R & CO DEL NEW COM COMMON STOCK USD.01 38388F108 8135 177152 SH SOLE 177152 0 0 * WRIGHT EXPRESS CORP COM COMMON STOCK USD.01 98233Q105 4129 76067 SH SOLE 76067 0 0 * WRIGHT MED GROUP INC COM COMMON STOCK USD.01 98235T107 1501 90949 SH SOLE 90949 0 0 WSB HOLDINGS INC COM COMMON STOCK USD1. 92934C101 95 40700 SH SOLE 40700 0 0 * WSFS FINL CORP COM COMMON STOCK USD.01 929328102 163 4545 SH SOLE 4545 0 0 WSI INDS INC COM COMMON STOCK USD.1 92932Q102 36 6500 SH SOLE 6500 0 0 WSP HOLDINGS LIMITED ADR ADR 92934F104 8 17900 SH SOLE 17900 0 0 * WUXI PHARMATECH CAYMAN INC SPON ADR USD.02 929352102 1603 145200 SH SOLE 145200 0 0 WVS FINL CORP COM COMMON STOCK USD.01 929358109 23 2594 SH SOLE 2594 0 0 * GRAINGER W W INC COM COMMON STOCK USD.5 384802104 38851 207549 SH SOLE 207549 0 0 * WYNDHAM WORLDWIDE CORP COM COMMON STOCK USD.01 98310W108 18959 501158 SH SOLE 501158 0 0 * WYNN RESORTS LTD COM COMMON STOCK USD.01 983134107 26029 235577 SH SOLE 235577 0 0 * X-RITE INC COM COMMON STOCK USD.1 983857103 166 35700 SH SOLE 35700 0 0 XATA CORP COM NEW COMMON STOCK USD.01 983882309 9 7200 SH SOLE 7200 0 0 * XCEL ENERGY INC COM COMMON STOCK USD2.5 98389B100 40674 1471579 SH SOLE 1471579 0 0 XENITH BANKSHARES INC COM COMMON STOCK USD3.2 98410X105 1 300 SH SOLE 300 0 0 * XENOPORT INC COM COMMON STOCK USD.001 98411C100 30 7920 SH SOLE 7920 0 0 XERIUM TECHNOLOGIES INC COM NEW COMMON STOCK USD.001 98416J118 154 23572 SH SOLE 23572 0 0 * XEROX CORP COM COMMON STOCK USD1. 984121103 30194 3793273 SH SOLE 3793273 0 0 * XILINX INC COM COMMON STOCK USD.01 983919101 22230 693378 SH SOLE 693378 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 --------------------------------- -------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * XL GROUP PLC SHS COMMON STOCK USD.01 G98290102 20664 1045207 SH SOLE 1045207 0 0 * XO GROUP INC COM COMMON STOCK USD.01 983772104 796 95489 SH SOLE 95489 0 0 * XOMA LTD SHS COMMON STOCK G9825R206 77 67307 SH SOLE 67307 0 0 USD.0005 * XPO LOGISTICS INC COM COMMON STOCK USD.001 983793100 269 21800 SH SOLE 21800 0 0 * XUEDA ED GROUP SPONSORED ADR ADR USD.0001 98418W109 289 82767 SH SOLE 82767 0 0 * XYLEM INC COM ADDED COMMON STOCK 98419M100 13883 540416 SH SOLE 540416 0 0 * XYRATEX LTD COM COMMON STOCK USD.01 G98268108 470 35312 SH SOLE 35312 0 0 YADKIN VALLEY FINANCIAL CORP COM COMMON STOCK USD1. 984314104 50 29417 SH SOLE 29417 0 0 * YAHOO INC COM COMMON STOCK USD.001 984332106 60438 3746960 SH SOLE 3746960 0 0 * YANDEX N V SHS CLASS A COMMON STOCK EUR.01 N97284108 3188 161839 SH SOLE 161839 0 0 * YINGLI GREEN ENERGY HLDG CO ADR ADR USD.01 98584B103 173 45500 SH SOLE 45500 0 0 * YONGYE INTL INC COM COMMON STOCK 98607B106 627 178500 SH SOLE 178500 0 0 USD.0001 YORK WTR CO COM COMMON STOCK NPV 987184108 133 7517 SH SOLE 7517 0 0 * YOUKU COM INC SPONSORED ADR ADR 98742U100 822 52483 SH SOLE 52483 0 0 YOUNG INNOVATIONS INC COM COMMON STOCK USD.01 987520103 316 10663 SH SOLE 10663 0 0 * YRC WORLDWIDE INC COM PAR $.01 COMMON STOCK USD1. 984249607 43 4324 SH SOLE 4324 0 0 * YUM BRANDS INC COM COMMON STOCK NPV 988498101 78926 1337495 SH SOLE 1337495 0 0 * ZAGG INC COM COMMON STOCK USD.001 98884U108 567 80200 SH SOLE 80200 0 0 * ZALE CORP NEW COM COMMON STOCK USD.01 988858106 938 246270 SH SOLE 246270 0 0 ZALICUS INC COM COMMON STOCK USD.001 98887C105 222 183200 SH SOLE 183200 0 0 ZANETT INC COM NEW DELETED COMMON STOCK USD.001 98906R208 1 4975 SH SOLE 4975 0 0 ZBB ENERGY CORPORATION COM COMMON STOCK USD.01 98876R204 27 38700 SH SOLE 38700 0 0 * ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 4520 126323 SH SOLE 126323 0 0 * ZEP INC COM COMMON STOCK USD.01 98944B108 611 43707 SH SOLE 43707 0 0 ZHONE TECHNOLOGIES INC NEW COM NE COMMON STOCK USD.001 98950P884 35 40822 SH SOLE 40822 0 0 * ZHONGPIN INC COM COMMON STOCK USD.001 98952K107 737 86498 SH SOLE 86498 0 0 * ZILLOW INC CL A COMMON STOCK 98954A107 25 1100 SH SOLE 1100 0 0 * ZIMMER HLDGS INC COM COMMON STOCK USD.01 98956P102 29888 559485 SH SOLE 559485 0 0 * ZION OIL & GAS INC COM COMMON STOCK USD.01 989696109 258 116580 SH SOLE 116580 0 0 ZION OIL & GAS INC *W EXP 08/15/2 CALL EXP 26JUL12 989696133 7 46312 SH SOLE 46312 0 0 * ZIONS BANCORPORATION COM COMMON STOCK NPV 989701107 10224 627983 SH SOLE 627983 0 0 * ZIOPHARM ONCOLOGY INC COM COMMON STOCK USD.001 98973P101 185 41900 SH SOLE 41900 0 0 * ZIPCAR INC COM COMMON STOCK USD.001 98974X103 63 4700 SH SOLE 4700 0 0 ZIPREALTY INC COM COMMON STOCK USD.001 98974V107 87 77100 SH SOLE 77100 0 0 * ZIX CORP COM COMMON STOCK USD.01 98974P100 611 216736 SH SOLE 216736 0 0 ZOGENIX INC COM COMMON STOCK 98978L105 0 100 SH SOLE 100 0 0 * ZOLL MED CORP COM COMMON STOCK USD.01 989922109 5248 83062 SH SOLE 83062 0 0 * ZOLTEK COS INC COM COMMON STOCK USD.01 98975W104 866 113683 SH SOLE 113683 0 0 * ZOOM TECHNOLOGIES INC COM NEW COMMON STOCK USD.01 98976E301 19 18500 SH SOLE 18500 0 0 ZST DIGITAL NETWORKS INC COM NEW COMMON STOCK 98878T208 20 8900 SH SOLE 8900 0 0 USD.0001 * ZUMIEZ INC COM COMMON STOCK NPV 989817101 810 29193 SH SOLE 29193 0 0 * ZYGO CORP COM COMMON STOCK USD.1 989855101 1056 59851 SH SOLE 59851 0 0