-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QIOpwNW/e8Nruotp836sgj80j6cqrF4g2hbBx0sT8xagcpLZuOmYmr5bFsx+wSeb QIjHrXTKagsqAbQdHdRrZg== 0001140361-10-043996.txt : 20101105 0001140361-10-043996.hdr.sgml : 20101105 20101105165217 ACCESSION NUMBER: 0001140361-10-043996 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20101105 DATE AS OF CHANGE: 20101105 EFFECTIVENESS DATE: 20101105 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: 101169400 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 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2010 Check here if Amendment [X]; Amendment Number: 1 ------- This Amendment (Check only one.): [X] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CalPERS Address: 400 Q. St Sacramento, CA 95811 Form 13F File Number: 028-04896 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Matthew Flynn Title: Div Chief Investment Operation Phone: 916-795-3400 Signature, Place, and Date of Signing: /s/ - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,013 Form 13F Information Table Value Total: $ 34,262,400 -------------- (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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AAON INC COMMON STOCK USD.004 000360206 1,301 57525 SH SOLE 0 57525 0 AAR CORP COMMON STOCK USD1.0 000361105 4,208 169521 SH SOLE 0 169521 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 764 99675 SH SOLE 0 99675 0 AC MOORE ARTS CRAFTS INC Common Stock NPV 00086T103 297 101263 SH SOLE 0 101263 0 ADC TELECOMMUNICATIONS INC COMMON STOCK USD.2 000886309 2,054 280960 SH SOLE 0 280960 0 A.D.A.M. INC COMMON STOCK USD.01 00088U108 580 144912 SH SOLE 0 144912 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 3,323 156762 SH SOLE 0 156762 0 AEP INDUSTRIES INC Common Stock USD.01 001031103 927 35614 SH SOLE 0 35614 0 AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 722 67314 SH SOLE 0 67314 0 AFLAC INC COMMON STOCK USD.1 001055102 65,394 1204540 SH SOLE 0 1204540 0 AGCO CORP COMMON STOCK USD.01 001084102 6,233 173766 SH SOLE 0 173766 0 AGL RESOURCES INC COMMON STOCK USD5.0 001204106 3,428 88695 SH SOLE 0 88695 0 AH BELO CORP A COMMON STOCK USD.01 001282102 650 90635 SH SOLE 0 90635 0 AES CORP COMMON STOCK USD.01 00130H105 17,481 1589168 SH SOLE 0 1589168 0 AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 5,737 250943 SH SOLE 0 250943 0 AMB PROPERTY CORP REIT USD.01 00163T109 18,300 671815 SH SOLE 0 671815 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1,126 32244 SH SOLE 0 32244 0 AMICAS INC Common Stock USD.001 001712108 800 132950 SH SOLE 0 132950 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 292 33194 SH SOLE 0 33194 0 AMR CORP COMMON STOCK USD1.0 001765106 7,076 776780 SH SOLE 0 776780 0 AOL INC COMMON STOCK USD.01 00184X105 7,693 304325 SH SOLE 0 304325 0 APAC CUSTOMER SERVICES INC Common Stock USD.01 00185E106 948 164866 SH SOLE 0 164866 0 AP PHARMA INC Common Stock USD.01 00202J203 40 39475 SH SOLE 0 39475 0 AT+T INC COMMON STOCK USD1.0 00206R102 425,857 16480525 SH SOLE 0 16480525 0 ATMI INC COMMON STOCK USD.01 00207R101 2,725 141097 SH SOLE 0 141097 0 ATS MEDICAL INC COMMON STOCK USD.01 002083103 188 72400 SH SOLE 0 72400 0 ATP OIL + GAS CORPORATION COMMON STOCK USD.001 00208J108 2,230 118573 SH SOLE 0 118573 0 ATC TECHNOLOGY CORP COMMON STOCK USD.01 00211W104 1,843 107421 SH SOLE 0 107421 0 ARCA BIOPHARMA INC COMMON STOCK USD.001 00211Y100 30 5575 SH SOLE 0 5575 0 AVI BIOPHARMA INC Common Stock NPV 002346104 427 358897 SH SOLE 0 358897 0 AVX CORP COMMON STOCK USD.01 002444107 2,469 173899 SH SOLE 0 173899 0 AXT INC Common Stock USD.001 00246W103 167 52400 SH SOLE 0 52400 0 AZZ INC COMMON STOCK USD1.0 002474104 1,198 35395 SH SOLE 0 35395 0 AARON S INC COMMON STOCK USD.5 002535201 3,016 90449 SH SOLE 0 90449 0 AASTROM BIOSCIENCES INC Common Stock NPV 00253U305 111 67354 SH SOLE 0 67354 0 ABAXIS INC COMMON STOCK NPV 002567105 3,799 139732 SH SOLE 0 139732 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 207,118 3931634 SH SOLE 0 3931634 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 8,284 181508 SH SOLE 0 181508 0 ABINGTON BANCORP INC COMMON STOCK USD.01 00350L109 261 33084 SH SOLE 0 33084 0 ABIOMED INC COMMON STOCK USD.01 003654100 94 9068 SH SOLE 0 9068 0 ABOVENET INC Common Stock USD.01 00374N107 74 1450 SH SOLE 0 1450 0 ABRAXAS PETROLEUM CORP Common Stock USD.01 003830106 330 171700 SH SOLE 0 171700 0 ABRAXIS BIOSCIENCE INC COMMON STOCK USD.001 00383Y102 1,432 27663 SH SOLE 0 27663 0 ACACIA RESEARCH ACACIA TEC TRACKING STK USD.001 003881307 1,427 131800 SH SOLE 0 131800 0 ACADIA PHARMACEUTICALS INC Common Stock USD.0001 004225108 145 96150 SH SOLE 0 96150 0 ACADIA REALTY TRUST REIT USD.001 004239109 2,745 153704 SH SOLE 0 153704 0 ACCELR8 TECHNOLOGY CORP Common Stock NPV 004304200 8 10703 SH SOLE 0 10703 0 ACCELRYS INC Common Stock USD.0001 00430U103 611 99162 SH SOLE 0 99162 0 ACCESS NATIONAL CORP COMMON STOCK USD.835 004337101 202 32400 SH SOLE 0 32400 0 ACCURAY INC COMMON STOCK USD.001 004397105 529 86942 SH SOLE 0 86942 0 ACETO CORP COMMON STOCK USD.01 004446100 781 129379 SH SOLE 0 129379 0 ACHILLION PHARMACEUTICALS Common Stock USD.001 00448Q201 168 60800 SH SOLE 0 60800 0 ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 1,537 74588 SH SOLE 0 74588 0 ACME PACKET INC COMMON STOCK USD.001 004764106 1,776 92128 SH SOLE 0 92128 0 ACME UNITED CORP Common Stock USD2.5 004816104 101 9300 SH SOLE 0 9300 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 2,990 87432 SH SOLE 0 87432 0 ACTEL CORP COMMON STOCK USD.001 004934105 1,714 123721 SH SOLE 0 123721 0 ACTIVE POWER INC COMMON STOCK USD.001 00504W100 152 187119 SH SOLE 0 187119 0 ACTIVIDENTITY CORP Common Stock USD.001 00506P103 331 116600 SH SOLE 0 116600 0 ACTIVISION BLIZZARD INC COMMON STOCK USD1E 00507V109 21,438 1777593 SH SOLE 0 1777593 0 06.0
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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ACTUATE CORPORATION COMMON STOCK USD.001 00508B102 997 178421 SH SOLE 0 178421 0 ACTUANT CORP CL A COMMON STOCK USD.2 00508X203 4,044 206853 SH SOLE 0 206853 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 2,322 55019 SH SOLE 0 55019 0 ACURA PHARMACEUTICALS INC COMMON STOCK USD.01 00509L703 226 41929 SH SOLE 0 41929 0 ACXIOM CORP COMMON STOCK USD.1 005125109 4,467 248982 SH SOLE 0 248982 0 ADA ES INC COMMON STOCK NPV 005208103 128 16000 SH SOLE 0 16000 0 ADAMS GOLF INC Common Stock USD.001 006228209 24 7237 SH SOLE 0 7237 0 ADAMS RESOURCES ENERGY INC Common Stock USD.1 006351308 480 27426 SH SOLE 0 27426 0 ADCARE HEALTH SYSTEMS INC COMMON STOCK 00650W300 11 2000 SH SOLE 0 2000 0 ADAPTEC INC COMMON STOCK USD.001 00651F108 821 250942 SH SOLE 0 250942 0 ADDVANTAGE TECHNOLOGIES GRP Common Stock USD.01 006743306 42 18600 SH SOLE 0 18600 0 ADEPT TECHNOLOGY INC Common Stock NPV 006854202 38 8080 SH SOLE 0 8080 0 ADEONA PHARMACEUTICALS INC COMMON STOCK USD.01 00685T108 3 1750 SH SOLE 0 1750 0 ADMINISTAFF INC COMMON STOCK USD.01 007094105 1,150 53891 SH SOLE 0 53891 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 45,554 1287924 SH SOLE 0 1287924 0 ADOLOR CORPORATION Common Stock USD.0001 00724X102 314 174360 SH SOLE 0 174360 0 ADTRAN INC COMMON STOCK USD.01 00738A106 5,218 198015 SH SOLE 0 198015 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 1,810 311004 SH SOLE 0 311004 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 9,988 238258 SH SOLE 0 238258 0 ADVANCED BATTERY TECHNOLOGIE COMMON STOCK USD.001 00752H102 425 108910 SH SOLE 0 108910 0 ADVANCED ANALOGIC TECHNOLOGI COMMON STOCK USD.001 00752J108 163 46585 SH SOLE 0 46585 0 ADVANCED PHOTONIX INCCL A Common Stock USD.001 00754E107 30 52700 SH SOLE 0 52700 0 ADVOCAT INC Common Stock USD.01 007586100 100 14789 SH SOLE 0 14789 0 AEHR TEST SYSTEMS Common Stock USD.01 00760J108 6 2300 SH SOLE 0 2300 0 ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 348 11051 SH SOLE 0 11051 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 6,561 231280 SH SOLE 0 231280 0 ADVANSOURCE BIOMATERIALS COR Common Stock USD.001 00767T109 39 128776 SH SOLE 0 128776 0 AEROCENTURY CORP Common Stock USD.001 007737109 57 3000 SH SOLE 0 3000 0 AEROPOSTALE INC COMMON STOCK USD.01 007865108 7,930 275064.5 SH SOLE 0 275064.5 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 10,687 1152823 SH SOLE 0 1152823 0 ADVANCED ENVIRONMENTAL REC A COMMON STOCK USD.01 007947104 55 136700 SH SOLE 0 136700 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 1,169 70589 SH SOLE 0 70589 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 4,912 109770 SH SOLE 0 109770 0 AEROSONIC CORP Common Stock USD.4 008015307 58 14590 SH SOLE 0 14590 0 AEROVIRONMENT INC COMMON STOCK USD.0001 008073108 1,317 50430 SH SOLE 0 50430 0 AETRIUM INC COMMON STOCK USD.001 00817R103 226 73237 SH SOLE 0 73237 0 AETNA INC COMMON STOCK USD.01 00817Y108 37,640 1072047 SH SOLE 0 1072047 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 6,503 82316 SH SOLE 0 82316 0 AFFYMAX INC COMMON STOCK USD.001 00826A109 321 13703 SH SOLE 0 13703 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 592 80667 SH SOLE 0 80667 0 AFFIRMATIVE INSURANCE HOLDIN COMMON STOCK USD.01 008272106 284 60500 SH SOLE 0 60500 0 AGA MEDICAL HOLDINGS INC Common Stock USD.01 008368102 10 600 SH SOLE 0 600 0 AGFEED INDUSTRIES INC Common Stock USD.001 00846L101 5 1070 SH SOLE 0 1070 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 29,379 854296 SH SOLE 0 854296 0 AGILYSYS INC COMMON STOCK USD.3 00847J105 607 54348 SH SOLE 0 54348 0 AGREE REALTY CORP REIT USD.0001 008492100 1,103 48262 SH SOLE 0 48262 0 AIR METHODS CORP COMMON STOCK USD.06 009128307 2,551 75024 SH SOLE 0 75024 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0 009158106 36,427 492589 SH SOLE 0 492589 0 AIR T INC Common Stock USD.25 009207101 749 65900 SH SOLE 0 65900 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 1,020 302800 SH SOLE 0 302800 0 AIRGAS INC COMMON STOCK USD.01 009363102 11,254 176891 SH SOLE 0 176891 0 AIRTRAN HOLDINGS INC COMMON STOCK USD.001 00949P108 2,975 585637 SH SOLE 0 585637 0 AIRVANA INC COMMON STOCK USD.001 00950V101 297 38807 SH SOLE 0 38807 0 AKAMAI TECHNOLOGIES COMMON STOCK USD.01 00971T101 11,689 372143 SH SOLE 0 372143 0 AKEENA SOLAR INC Common Stock USD.001 009720103 99 94000 SH SOLE 0 94000 0 AKORN INC COMMON STOCK NPV 009728106 161 105259 SH SOLE 0 105259 0 ALAMO GROUP INC Common Stock USD.1 011311107 468 23400 SH SOLE 0 23400 0 ALANCO TECHNOLOGIES INC Common Stock NPV 011612603 2 8000 SH SOLE 0 8000 0 ALASKA AIR GROUP INC COMMON STOCK USD1.0 011659109 5,295 128432 SH SOLE 0 128432 0 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 146 17966 SH SOLE 0 17966 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 2,082 96717 SH SOLE 0 96717 0 ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 1,019 122063 SH SOLE 0 122063 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 3,063 71844 SH SOLE 0 71844 0 ALBERTO CULVER CO COMMON STOCK USD.01 013078100 5,438 207951 SH SOLE 0 207951 0 ALCOA INC COMMON STOCK USD1.0 013817101 35,691 2506387 SH SOLE 0 2506387 0 ALDILA INC COMMON STOCK USD.01 014384200 165 30202 SH SOLE 0 30202 0 ALEXANDER + BALDWIN INC COMMON STOCK NPV 014482103 3,455 104532 SH SOLE 0 104532 0 ALEXANDERS INC REIT USD1.0 014752109 3,080 10295 SH SOLE 0 10295 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 10,534 155835 SH SOLE 0 155835 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 16,789 308794 SH SOLE 0 308794 0 ALEXZA PHARMACEUTICALS INC Common Stock USD.0001 015384100 234 87180 SH SOLE 0 87180 0 ALICO INC COMMON STOCK USD1.0 016230104 293 11588 SH SOLE 0 11588 0 ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 3,608 186579 SH SOLE 0 186579 0 ALKERMES INC COMMON STOCK USD.01 01642T108 2,817 217204 SH SOLE 0 217204 0 ALLEGHANY CORP COMMON STOCK USD1.0 017175100 5,812 19986.9 SH SOLE 0 19986.9 0 ALLEGHENY ENERGY INC COMMON STOCK USD1.25 017361106 10,222 444455 SH SOLE 0 444455 0 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 8,840 163727 SH SOLE 0 163727 0 ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 3,303 57079 SH SOLE 0 57079 0 ALLERGAN INC COMMON STOCK USD.01 018490102 47,856 732635 SH SOLE 0 732635 0 ALLETE INC COMMON STOCK NPV 018522300 3,485 104094 SH SOLE 0 104094 0 ALLIANCE BANKSHARES CORP Common Stock USD4.0 018535104 33 12790 SH SOLE 0 12790 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 10,653 166472 SH SOLE 0 166472 0 ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 1,091 194179 SH SOLE 0 194179 0 ALLIANCE FIBER OPTIC PRODUCT Common Stock USD.001 018680108 275 190900 SH SOLE 0 190900 0 ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 21 4190 SH SOLE 0 4190 0 ALLIANCE RESOURCE PARTNERS Ltd Part NPV 01877R108 456 10870 SH SOLE 0 10870 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 10,479 315051 SH SOLE 0 315051 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 5,245 64519 SH SOLE 0 64519 0 ALLIED CAPITAL CORP COMMON STOCK USD.0001 01903Q108 40 8037 SH SOLE 0 8037 0 ALLIED DEFENSE GROUP INC/THE COMMON STOCK USD.1 019118108 153 21170 SH SOLE 0 21170 0 ALLIANCE FINANCIAL CORP COMMON STOCK USD1.0 019205103 341 11577 SH SOLE 0 11577 0 ALLIED HEALTHCARE PRODUCTS Common Stock USD.01 019222108 95 25400 SH SOLE 0 25400 0 ALLIED HEALTHCARE INTL INC Common Stock USD.01 01923A109 768 282465 SH SOLE 0 282465 0 ALLIED MOTION TECHNOLOGIES I Common Stock NPV 019330109 75 20924 SH SOLE 0 20924 0 ALLIED NEVADA GOLD CORP COMMON STOCK USD.001 019344100 3,487 210421 SH SOLE 0 210421 0 ALLIS CHALMERS ENERGY INC COMMON STOCK USD.01 019645506 569 160752 SH SOLE 0 160752 0 ALLOS THERAPEUTICS INC COMMON STOCK USD.001 019777101 2,208 297177 SH SOLE 0 297177 0 ALLOY INC Common Stock USD.01 019855303 588 71660 SH SOLE 0 71660 0 ALLSCRIPTS MISYS HEALTHCARE COMMON STOCK USD.01 01988P108 2,851 145768 SH SOLE 0 145768 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 49,717 1538760 SH SOLE 0 1538760 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 1,601 42485 SH SOLE 0 42485 0 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 799 46957 SH SOLE 0 46957 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 665 91774 SH SOLE 0 91774 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 17,540 351566 SH SOLE 0 351566 0 ALPHATEC HOLDINGS INC COMMON STOCK USD.0001 02081G102 937 147070 SH SOLE 0 147070 0 ALTAIR NANOTECHNOLOGIES INC Common Stock NPV 021373105 173 239750 SH SOLE 0 239750 0 ALTERA CORPORATION COMMON STOCK USD.001 021441100 18,242 750373 SH SOLE 0 750373 0 ALTIGEN COMMUNICATIONS INC Common Stock USD.001 021489109 21 30100 SH SOLE 0 30100 0 ALTRA HOLDINGS INC COMMON STOCK USD.001 02208R106 39 2848 SH SOLE 0 2848 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 970 47294 SH SOLE 0 47294 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 139,820 1030137 SH SOLE 0 1030137 0 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 023139108 436 783720 SH SOLE 0 783720 0 AMBASSADORS GROUP INC COMMON STOCK USD.01 023177108 539 48809 SH SOLE 0 48809 0 AMBASSADORS INTERNATIONAL COMMON STOCK USD.01 023178106 15 29190 SH SOLE 0 29190 0 AMCON DISTRIBUTING CO Common Stock USD.01 02341Q205 67 1150 SH SOLE 0 1150 0 AMCOL INTERNATIONAL CORP COMMON STOCK USD.01 02341W103 2,725 100194 SH SOLE 0 100194 0 AMEDISYS INC COMMON STOCK USD.001 023436108 4,233 76663 SH SOLE 0 76663 0 AMERCO COMMON STOCK USD.25 023586100 2,513 46284 SH SOLE 0 46284 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 17,734 680003 SH SOLE 0 680003 0 AMERIANA BANCORP COMMON STOCK USD1.0 023613102 53 20000 SH SOLE 0 20000 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERICA SERVICE GROUP INC Common Stock USD.01 02364L109 751 46700 SH SOLE 0 46700 0 AMERICAN APPAREL INC COMMON STOCK USD.0001 023850100 616 203231 SH SOLE 0 203231 0 AMCORE FINANCIAL INC COMMON STOCK USD.22 023912108 39 86161 SH SOLE 0 86161 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 2,358 236320 SH SOLE 0 236320 0 AMERICAN BILTRITE INC COMMON STOCK USD.01 024591109 24 7800 SH SOLE 0 7800 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 5,153 186285 SH SOLE 0 186285 0 AMERICAN CAPITAL AGENCY CORP 02503X105 8,911 348073 SH SOLE 0 348073 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 65 12700 SH SOLE 0 12700 0 AMERICAN CARESOURCE HOLDINGS Common Stock USD.01 02505A103 67 37915 SH SOLE 0 37915 0 AMERICAN COMMERCIAL LINES Common Stock USD.01 025195405 444 17681 SH SOLE 0 17681 0 AMERICAN DAIRY INC COMMON STOCK USD.001 025334103 7 368 SH SOLE 0 368 0 AMERICAN DEFENSE SYSTEMS INC Common Stock USD.001 025351107 20 54722 SH SOLE 0 54722 0 AMERICAN DENTAL PARTNERS INC Common Stock USD.01 025353103 837 64130 SH SOLE 0 64130 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 40,370 1181101 SH SOLE 0 1181101 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 4,913 265273 SH SOLE 0 265273 0 AMERICAN ELECTRIC TECHNOLOGI Common Stock USD.001 025576109 19 6700 SH SOLE 0 6700 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 025676206 2,761 259215 SH SOLE 0 259215 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 107,087 2595427 SH SOLE 0 2595427 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 7,301 256618 SH SOLE 0 256618 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1.0 026375105 1,918 92055 SH SOLE 0 92055 0 AMERICAN INDEPENDENCE CORP Common Stock USD.01 026760405 151 24102 SH SOLE 0 24102 0 AMERICAN INTERNATIONAL GROUP Common Stock USD2.5 026874784 19,043 557789 SH SOLE 0 557789 0 AMERICAN ITALIAN PASTA CO A COMMON STOCK USD.001 027070101 364 9360 SH SOLE 0 9360 0 AMERICAN MEDICAL SYS HLDGS COMMON STOCK USD.01 02744M108 4,083 219740 SH SOLE 0 219740 0 AMER NATL BNKSHS/DANVILLE VA Common Stock USD1.0 027745108 218 10800 SH SOLE 0 10800 0 AMER MEDICAL ALERT CORP COMMON STOCK USD.01 027904101 72 10500 SH SOLE 0 10500 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 7,838 69035 SH SOLE 0 69035 0 AMERICAN OIL + GAS INC COMMON STOCK USD.001 028723104 977 143700 SH SOLE 0 143700 0 AMERICAN ORIENTAL BIOENGINEE COMMON STOCK USD.001 028731107 10 2444 SH SOLE 0 2444 0 AMERICAN PACIFIC CORP Common Stock USD.1 028740108 186 27300 SH SOLE 0 27300 0 AMERICAN PHYSICIANS SVC GP Common Stock USD.1 028882108 456 18230 SH SOLE 0 18230 0 AMERICAN PHYSICIANS CAP INC COMMON STOCK NPV 028884104 1,250 39137 SH SOLE 0 39137 0 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 3,056 65582 SH SOLE 0 65582 0 AMERICAN RAILCAR INDUSTRIES COMMON STOCK USD.01 02916P103 673 55320 SH SOLE 0 55320 0 AMERICAN REALTY INVESTORS IN COMMON STOCK USD.01 029174109 11 1012 SH SOLE 0 1012 0 AMERICAN REPROGRAPHICS CO COMMON STOCK USD.001 029263100 1,353 150878 SH SOLE 0 150878 0 AMERICAN RIVER BANKSHRS (CA) Common Stock NPV 029326105 44 5547 SH SOLE 0 5547 0 AMERICAN SCIENCE + ENGINEERI COMMON STOCK USD.667 029429107 3,359 44830 SH SOLE 0 44830 0 AMERICAN SHARED HOSPITAL COMMON STOCK NPV 029595105 37 13000 SH SOLE 0 13000 0 AMERICAN SOFTWARE INCCL A Common Stock USD.1 029683109 429 73820 SH SOLE 0 73820 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 1,668 48060 SH SOLE 0 48060 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 43,960 1031691 SH SOLE 0 1031691 0 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 030111108 3,039 105158 SH SOLE 0 105158 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 483 59298 SH SOLE 0 59298 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 6,176 283823 SH SOLE 0 283823 0 AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 1,425 73509 SH SOLE 0 73509 0 AMERICANWEST BANCORPORATION Common Stock NPV 03058P109 17 59875 SH SOLE 0 59875 0 AMERICREDIT CORP COMMON STOCK USD.01 03060R101 5,582 234951 SH SOLE 0 234951 0 AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 649 26925 SH SOLE 0 26925 0 AMERIGON INC Common Stock NPV 03070L300 1,004 99316 SH SOLE 0 99316 0 AMERISTAR CASINOS INC COMMON STOCK USD.01 03070Q101 2,250 123496 SH SOLE 0 123496 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 2,654 42208 SH SOLE 0 42208 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 1,673 102176 SH SOLE 0 102176 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 22,647 783106 SH SOLE 0 783106 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 4,669 140461 SH SOLE 0 140461 0 AMERITYRE CORP Common Stock USD.001 03073V107 4 7800 SH SOLE 0 7800 0 AMERISERV FINANCIAL INC Common Stock USD.01 03074A102 41 24033 SH SOLE 0 24033 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 29,778 656472 SH SOLE 0 656472 0 AMERIS BANCORP COMMON STOCK USD1.0 03076K108 459 50805.116 SH SOLE 0 50805.116 0 AMES NATIONAL CORP Common Stock USD2.0 031001100 224 11167 SH SOLE 0 11167 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMETEK INC COMMON STOCK USD.01 031100100 11,971 288730 SH SOLE 0 288730 0 AMGEN INC COMMON STOCK USD.0001 031162100 158,370 2650099 SH SOLE 0 2650099 0 AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 30 9368 SH SOLE 0 9368 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 2,051 290051 SH SOLE 0 290051 0 AMPAL AMERICAN ISRAEL CORP A COMMON STOCK USD1.0 032015109 88 31500 SH SOLE 0 31500 0 AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 032037103 47 1894 SH SOLE 0 1894 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 15,428 365673 SH SOLE 0 365673 0 AMREP CORP Common Stock USD.1 032159105 316 21752 SH SOLE 0 21752 0 AMSURG CORP COMMON STOCK NPV 03232P405 1,832 84853 SH SOLE 0 84853 0 AMTECH SYSTEMS INC Common Stock USD.01 032332504 444 44030 SH SOLE 0 44030 0 AMYLIN PHARMACEUTICALS INC COMMON STOCK USD.001 032346108 5,532 245980 SH SOLE 0 245980 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 2,874 206052 SH SOLE 0 206052 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 86,339 1185493 SH SOLE 0 1185493 0 ANADIGICS INC COMMON STOCK USD.01 032515108 740 152232 SH SOLE 0 152232 0 ANADYS PHARMACEUTICALS INC COMMON STOCK USD.001 03252Q408 366 144100 SH SOLE 0 144100 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 21,485 745489 SH SOLE 0 745489 0 ANALOGIC CORP COMMON STOCK USD.05 032657207 2,769 64792 SH SOLE 0 64792 0 ANALYSTS INTERNATIONAL CORP COMMON STOCK USD.1 032681207 30 11188 SH SOLE 0 11188 0 ANAREN INC COMMON STOCK USD.01 032744104 990 69510 SH SOLE 0 69510 0 ANCESTRY.COM INC Common Stock USD.01 032803108 281 16600 SH SOLE 0 16600 0 ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.1 032839102 129 117560 SH SOLE 0 117560 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 1,394 41645 SH SOLE 0 41645 0 ANGEION CORP Common Stock USD.1 03462H404 101 22910 SH SOLE 0 22910 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1,709 109430 SH SOLE 0 109430 0 ANIKA THERAPEUTICS INC Common Stock USD.01 035255108 1,425 199900 SH SOLE 0 199900 0 ANIMAL HEALTH INTERNATIONAL Common Stock USD.01 03525N109 286 151238 SH SOLE 0 151238 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 1,460 31164 SH SOLE 0 31164 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 20,133 1171883 SH SOLE 0 1171883 0 ANNTAYLOR STORES CORP COMMON STOCK USD.0068 036115103 4,535 219098 SH SOLE 0 219098 0 ANSYS INC COMMON STOCK USD.01 03662Q105 10,545 244441 SH SOLE 0 244441 0 ANSWERS CORP Common Stock USD.001 03662X100 261 31300 SH SOLE 0 31300 0 ANTARES PHARMA INC Common Stock USD.01 036642106 452 330200 SH SOLE 0 330200 0 ANTE4 INC COMMON STOCK USD.001 03665E109 6 5500 SH SOLE 0 5500 0 ANTIGENICS INC Common Stock USD.01 037032109 162 222323 SH SOLE 0 222323 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 5,566 825782 SH SOLE 0 825782 0 AON CORP COMMON STOCK USD1.0 037389103 25,157 589009 SH SOLE 0 589009 0 A123 SYSTEMS INC Common Stock USD.001 03739T108 1,004 73100 SH SOLE 0 73100 0 APACHE CORP COMMON STOCK USD.625 037411105 85,034 837773 SH SOLE 0 837773 0 APARTMENT INVT MGMT CO A REIT USD.01 03748R101 10,578 574560 SH SOLE 0 574560 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,360 85998 SH SOLE 0 85998 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 28,984 472900 SH SOLE 0 472900 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 96 7558 SH SOLE 0 7558 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 7 400 SH SOLE 0 400 0 APPLE INC COMMON STOCK NPV 037833100 541,528 2305060 SH SOLE 0 2305060 0 APPLIANCE RECYCLING CTRS AMR Common Stock NPV 03814F205 16 5993 SH SOLE 0 5993 0 APPLIED ENERGETICS INC Common Stock USD.001 03819M106 137 175900 SH SOLE 0 175900 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 4,034 162334 SH SOLE 0 162334 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 37,353 2771011 SH SOLE 0 2771011 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 1,371 158837 SH SOLE 0 158837 0 APPLIED SIGNAL TECHNOLOGY COMMON STOCK NPV 038237103 1,441 73580 SH SOLE 0 73580 0 APTARGROUP INC COMMON STOCK USD.01 038336103 7,700 195683 SH SOLE 0 195683 0 APPROACH RESOURCES INC Common Stock USD.01 03834A103 413 45490 SH SOLE 0 45490 0 AQUA AMERICA INC COMMON STOCK USD.5 03836W103 6,122 348444 SH SOLE 0 348444 0 ARABIAN AMERICAN DEVELOPMENT Common Stock USD.1 038465100 20 7600 SH SOLE 0 7600 0 ARBINET CORP Common Stock USD.001 03875P100 211 105007 SH SOLE 0 105007 0 ARBITRON INC COMMON STOCK USD.5 03875Q108 3,385 126983 SH SOLE 0 126983 0 ARBOR REALTY TRUST INC REIT USD.01 038923108 316 97559 SH SOLE 0 97559 0 ARCADIA RESOURCES INC Common Stock USD.001 039209101 270 679821 SH SOLE 0 679821 0 ARCH CHEMICALS INC COMMON STOCK USD1.0 03937R102 1,055 30663 SH SOLE 0 30663 0 ARCH COAL INC COMMON STOCK USD.01 039380100 9,696 424324 SH SOLE 0 424324 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 46,474 1608105 SH SOLE 0 1608105 0 ARCHIPELAGO LEARNING INC COMMON STOCK USD.001 03956P102 4 300 SH SOLE 0 300 0 ARCSIGHT INC COMMON STOCK USD1E 039666102 2,856 101446 SH SOLE 0 101446 0 05.0 ARCTIC CAT INC COMMON STOCK USD.01 039670104 470 43300 SH SOLE 0 43300 0 ARDEA BIOSCIENCES INC COMMON STOCK USD.001 03969P107 379 20740 SH SOLE 0 20740 0 ARDEN GROUP INC CL A Common Stock USD.25 039762109 334 3147 SH SOLE 0 3147 0 ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 040047102 721 232675 SH SOLE 0 232675 0 ARENA RESOURCES INC COMMON STOCK USD.001 040049108 4,471 133872 SH SOLE 0 133872 0 ARGAN INC COMMON STOCK USD.15 04010E109 125 9600 SH SOLE 0 9600 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 82 5555 SH SOLE 0 5555 0 ARGON ST INC COMMON STOCK USD.01 040149106 2,008 75468 SH SOLE 0 75468 0 ARIAD PHARMACEUTICALS INC COMMON STOCK USD.001 04033A100 916 269319 SH SOLE 0 269319 0 ARIBA INC COMMON STOCK USD.002 04033V203 5,700 443606 SH SOLE 0 443606 0 ARK RESTAURANTS CORP Common Stock USD.01 040712101 121 8900 SH SOLE 0 8900 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 348 11655 SH SOLE 0 11655 0 ARLINGTON ASSET INVESTMENTA Common Stock USD.01 041356205 645 36201 SH SOLE 0 36201 0 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 1,327 36538 SH SOLE 0 36538 0 AROTECH CORP COMMON STOCK USD.01 042682203 50 30142 SH SOLE 0 30142 0 ARRHYTHMIA RESEARCH TECH Common Stock USD.01 042698308 183 23000 SH SOLE 0 23000 0 ARQULE INC COMMON STOCK USD.01 04269E107 745 129364 SH SOLE 0 129364 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 7,389 615207 SH SOLE 0 615207 0 ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 75 27260 SH SOLE 0 27260 0 ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 9,944 330024 SH SOLE 0 330024 0 ARROW FINANCIAL CORP COMMON STOCK USD1.0 042744102 1,575 58574 SH SOLE 0 58574 0 ARROWHEAD RESEARCH CORP Common Stock USD.001 042797100 25 21981 SH SOLE 0 21981 0 ART TECHNOLOGY GROUP INC COMMON STOCK USD.01 04289L107 1,695 384340 SH SOLE 0 384340 0 ARTESIAN RESOURCES CORPCL A Common Stock USD1.0 043113208 250 14174 SH SOLE 0 14174 0 ARTIO GLOBAL INVESTORS INC Common Stock USD.001 04315B107 1,836 74200 SH SOLE 0 74200 0 ART S WAY MANUFACTURING CO COMMON STOCK USD.01 043168103 20 3219 SH SOLE 0 3219 0 ARUBA NETWORKS INC COMMON STOCK USD.0001 043176106 3,465 253659 SH SOLE 0 253659 0 ARVINMERITOR INC COMMON STOCK USD1.0 043353101 6,884 515688 SH SOLE 0 515688 0 ARYX THERAPEUTICS INC COMMON STOCK USD.001 043387109 42 48100 SH SOLE 0 48100 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1,223 91965 SH SOLE 0 91965 0 ASCENT MEDIA CORP A COMMON STOCK USD.01 043632108 483 17734 SH SOLE 0 17734 0 ASCENT SOLAR TECHNOLOGIES Common Stock USD.0001 043635101 273 71020 SH SOLE 0 71020 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 3,727 519868 SH SOLE 0 519868 0 ASHLAND INC COMMON STOCK USD.01 044209104 8,342 158076 SH SOLE 0 158076 0 ASIAINFO HOLDINGS INC COMMON STOCK USD.01 04518A104 112 4231 SH SOLE 0 4231 0 ASPENBIO PHARMA INC Common Stock NPV 045346103 134 58765 SH SOLE 0 58765 0 ASSET ACCEPTANCE CAPITAL COMMON STOCK USD.01 04543P100 324 51273 SH SOLE 0 51273 0 ASSISTED LIVING CONCEPTS IA Common Stock USD.01 04544X300 572 17431 SH SOLE 0 17431 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 5,283 382816 SH SOLE 0 382816 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 1,560 113152 SH SOLE 0 113152 0 ASSURANT INC COMMON STOCK USD.01 04621X108 10,266 298591 SH SOLE 0 298591 0 ASTA FUNDING INC Common Stock USD.01 046220109 142 20164 SH SOLE 0 20164 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 573 19772 SH SOLE 0 19772 0 ASTEA INTL INC Common Stock USD.01 04622E208 205 61574 SH SOLE 0 61574 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 5,205 358992 SH SOLE 0 358992 0 ASTRO MED INC COMMON STOCK USD.05 04638F108 148 19382 SH SOLE 0 19382 0 ASTRONICS CORP Common Stock USD.01 046433108 127 12918 SH SOLE 0 12918 0 ASTROTECH CORP Common Stock NPV 046484101 5 1625 SH SOLE 0 1625 0 ASURE SOFTWARE INC Common Stock USD.01 04649U102 52 22370 SH SOLE 0 22370 0 ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 3,940 107760 SH SOLE 0 107760 0 ATHEROS COMMUNICATIONS COMMON STOCK USD.0005 04743P108 7,499 193718 SH SOLE 0 193718 0 ATLANTIC AMERICAN CORP COMMON STOCK USD1.0 048209100 76 53025 SH SOLE 0 53025 0 ATLANTIC COAST FEDERAL/WAYCR COMMON STOCK USD.01 048425102 205 78779 SH SOLE 0 78779 0 ATLANTIC SOUTHERN FINANCIAL COMMON STOCK USD5.0 048877104 7 4200 SH SOLE 0 4200 0 ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 1,193 26558 SH SOLE 0 26558 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 4,243 79981 SH SOLE 0 79981 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ATLAS ENERGY INC COMMON STOCK USD.01 049298102 4,583 147272 SH SOLE 0 147272 0 ATLAS PIPELINE HOLDINGS LP Ltd Part 04939R108 317 50490 SH SOLE 0 50490 0 ATMEL CORP COMMON STOCK USD.001 049513104 4,688 931987 SH SOLE 0 931987 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 3,194 111807 SH SOLE 0 111807 0 ATRICURE INC COMMON STOCK USD.001 04963C209 105 17768 SH SOLE 0 17768 0 ATRINSIC INC COMMON STOCK USD.01 04964C109 34 41166 SH SOLE 0 41166 0 ATRION CORPORATION COMMON STOCK USD.1 049904105 644 4500 SH SOLE 0 4500 0 ATWOOD OCEANICS INC COMMON STOCK USD1.0 050095108 3,457 99824 SH SOLE 0 99824 0 AUBURN NATL BANCORPORATION COMMON STOCK USD.01 050473107 2 100 SH SOLE 0 100 0 AUDIOVOX CORP CL A COMMON STOCK USD.01 050757103 598 76853 SH SOLE 0 76853 0 AUTHENTIDATE HOLDING CORP Common Stock USD.001 052666104 188 168069 SH SOLE 0 168069 0 AUTOBYTEL INC Common Stock USD.001 05275N106 240 229000 SH SOLE 0 229000 0 AUTODESK INC COMMON STOCK USD.01 052769106 15,382 522829 SH SOLE 0 522829 0 AUTOLIV INC COMMON STOCK USD1.0 052800109 915 17765 SH SOLE 0 17765 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 57,157 1285292 SH SOLE 0 1285292 0 AUTONATION INC COMMON STOCK USD.01 05329W102 7,154 395692 SH SOLE 0 395692 0 AUTOZONE INC COMMON STOCK USD.01 053332102 20,010 115603 SH SOLE 0 115603 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 2,541 81546 SH SOLE 0 81546 0 AVALON HOLDINGS CORPA Common Stock USD.01 05343P109 18 5200 SH SOLE 0 5200 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 33,087 383173 SH SOLE 0 383173 0 AVANIR PHARMACEUTICALS INCA Common Stock NPV 05348P401 626 269800 SH SOLE 0 269800 0 AVATAR HOLDINGS INC COMMON STOCK USD1.0 053494100 203 9323 SH SOLE 0 9323 0 AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 8,850 243061 SH SOLE 0 243061 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 1,115 168104 SH SOLE 0 168104 0 AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 648 46992 SH SOLE 0 46992 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 6,370 553898 SH SOLE 0 553898 0 AVISTA CORP COMMON STOCK NPV 05379B107 5,540 267496 SH SOLE 0 267496 0 AVNET INC COMMON STOCK USD1.0 053807103 11,322 377393 SH SOLE 0 377393 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 31,996 944679 SH SOLE 0 944679 0 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 054540109 505 304314 SH SOLE 0 304314 0 BB+T CORP COMMON STOCK USD5.0 054937107 62,841 1940123 SH SOLE 0 1940123 0 B+G FOODS INC CLASS A COMMON STOCK USD.01 05508R106 736 70220 SH SOLE 0 70220 0 BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 923 151044 SH SOLE 0 151044 0 BJ SERVICES CO COMMON STOCK USD.1 055482103 21,412 1000571 SH SOLE 0 1000571 0 BJ S WHOLESALE CLUB INC COMMON STOCK USD.01 05548J106 7,554 204208 SH SOLE 0 204208 0 BOK FINANCIAL CORPORATION COMMON STOCK USD6E 05561Q201 3,936 75051 SH SOLE 0 75051 0 05.0 BP PRUDHOE BAY ROYALTY TRUST Royalty Trst NPV 055630107 4,218 42720 SH SOLE 0 42720 0 BPZ RESOURCES INC COMMON STOCK NPV 055639108 973 132438 SH SOLE 0 132438 0 BRT REALTY TRUST REIT USD3.0 055645303 66 10003 SH SOLE 0 10003 0 BRE PROPERTIES INC REIT USD.01 05564E106 7,683 214901 SH SOLE 0 214901 0 BSD MEDICAL CORP Common Stock USD.001 055662100 49 28043 SH SOLE 0 28043 0 BNC BANCORP COMMON STOCK NPV 05566T101 5 600 SH SOLE 0 600 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 634 45500 SH SOLE 0 45500 0 BMP SUNSTONE CORP Common Stock USD.001 05569C105 7 1332 SH SOLE 0 1332 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 16,847 443353 SH SOLE 0 443353 0 BTU INTERNATIONAL INC COMMON STOCK USD.01 056032105 216 35273 SH SOLE 0 35273 0 BADGER METER INC COMMON STOCK USD1.0 056525108 1,807 46934 SH SOLE 0 46934 0 BAKER (MICHAEL) CORP COMMON STOCK USD1.0 057149106 1,405 40740 SH SOLE 0 40740 0 BAKER HUGHES INC COMMON STOCK USD1.0 057224107 31,367 669654 SH SOLE 0 669654 0 BAKERS FOOTWEAR GROUP INC Common Stock USD.0001 057465106 14 6200 SH SOLE 0 6200 0 BALCHEM CORP COMMON STOCK USD.0667 057665200 3,008 122024 SH SOLE 0 122024 0 BALDOR ELECTRIC COMMON STOCK USD.1 057741100 5,380 143855 SH SOLE 0 143855 0 BALDWIN + LYONS INC CL B COMMON STOCK NPV 057755209 1,172 48646 SH SOLE 0 48646 0 BALDWIN TECHNOLOGY CO CL A Common Stock USD.01 058264102 257 213930 SH SOLE 0 213930 0 BALL CORP COMMON STOCK NPV 058498106 8,546 160094 SH SOLE 0 160094 0 BALLANTYNE STRONG INC Common Stock USD.01 058516105 424 78538 SH SOLE 0 78538 0 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 6,030 148739 SH SOLE 0 148739 0 BANCFIRST CORP COMMON STOCK USD1.0 05945F103 573 13670 SH SOLE 0 13670 0 BANCO SANTANDER CEN HISPANOS ADR 05964H105 177 13357 SH SOLE 0 13357 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BANCORP RHODE ISLAND INC Common Stock USD.01 059690107 674 24660 SH SOLE 0 24660 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 5,061 241460 SH SOLE 0 241460 0 BANCORP INC/THE Common Stock USD1.0 05969A105 781 87700 SH SOLE 0 87700 0 BANCTRUST FINANCIAL GROUP Common Stock USD.01 05978R107 269 55511 SH SOLE 0 55511 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 500,308 28028474 SH SOLE 0 28028474 0 BANK OF FLORIDA CORP COMMON STOCK USD.01 062128103 13 16500 SH SOLE 0 16500 0 BANK OF GRANITE CORP COMMON STOCK USD1.0 062401104 45 36919 SH SOLE 0 36919 0 BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 6,158 136991 SH SOLE 0 136991 0 BANK OF KENTUCKY FINL CORP Common Stock NPV 062896105 2 100 SH SOLE 0 100 0 BANK OF MARIN BANCORP/CA Common Stock NPV 063425102 719 21742 SH SOLE 0 21742 0 BANK MUTUAL CORP COMMON STOCK USD.01 063750103 569 87544 SH SOLE 0 87544 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,843 52383 SH SOLE 0 52383 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 97,799 3167073 SH SOLE 0 3167073 0 BANK OF THE CAROLINAS(NC) COMMON STOCK USD5.0 06425J102 103 22565 SH SOLE 0 22565 0 BANKATLANTIC BANCORP INC A COMMON STOCK USD.01 065908600 260 146905 SH SOLE 0 146905 0 BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 53 5728 SH SOLE 0 5728 0 BANNER CORPORATION COMMON STOCK USD.01 06652V109 359 93533 SH SOLE 0 93533 0 BAR HARBOR BANKSHARES Common Stock USD2.0 066849100 171 5600 SH SOLE 0 5600 0 CR BARD INC COMMON STOCK USD.25 067383109 19,242 222147 SH SOLE 0 222147 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 3,166 146441 SH SOLE 0 146441 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 516 26545 SH SOLE 0 26545 0 BARNWELL INDUSTRIES INC Common Stock USD.5 068221100 105 24600 SH SOLE 0 24600 0 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 956 70501 SH SOLE 0 70501 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 2,136 69554 SH SOLE 0 69554 0 BARRY (R.G.) Common Stock USD1.0 068798107 345 33842 SH SOLE 0 33842 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 474 61483 SH SOLE 0 61483 0 BASSETT FURNITURE INDS COMMON STOCK USD5.0 070203104 292 51743 SH SOLE 0 51743 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 87,446 1502501 SH SOLE 0 1502501 0 BAY NATIONAL CORP COMMON STOCK USD.01 072500101 14 11700 SH SOLE 0 11700 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 8,489 278782 SH SOLE 0 278782 0 BEACH FIRST NATL BANCSHARES Common Stock USD1.0 073334104 23 40200 SH SOLE 0 40200 0 BEACON FEDERAL BANCORP INC Common Stock NPV 073582108 14 1600 SH SOLE 0 1600 0 BEACON POWER CORPORATION Common Stock USD.01 073677106 115 256200 SH SOLE 0 256200 0 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 2,256 117917 SH SOLE 0 117917 0 BEASLEY BROADCAST GRP INC A Common Stock USD.001 074014101 302 72683 SH SOLE 0 72683 0 BEAZER HOMES USA INC COMMON STOCK USD.001 07556Q105 1,275 280792 SH SOLE 0 280792 0 BEBE STORES INC COMMON STOCK USD.001 075571109 1,766 198407 SH SOLE 0 198407 0 BECKMAN COULTER INC COMMON STOCK USD.1 075811109 9,021 143647 SH SOLE 0 143647 0 BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 44,230 561791 SH SOLE 0 561791 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 23,607 539459 SH SOLE 0 539459 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 311 15412 SH SOLE 0 15412 0 BELDEN INC COMMON STOCK USD.01 077454106 3,325 121070 SH SOLE 0 121070 0 BELO CORPORATION A COMMON STOCK USD1.67 080555105 2,206 323448 SH SOLE 0 323448 0 BEMIS COMPANY COMMON STOCK USD.1 081437105 8,718 303550 SH SOLE 0 303550 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 5,472 263841 SH SOLE 0 263841 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 582 61365 SH SOLE 0 61365 0 BENIHANA INC CLASS A Common Stock USD.1 082047200 339 52212 SH SOLE 0 52212 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 10,093 386871 SH SOLE 0 386871 0 BERKSHIRE BANCORP INC Common Stock USD.1 084597202 46 7345 SH SOLE 0 7345 0 BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5.0 084670108 404,376 3320 SH SOLE 0 3320 0 BERKSHIRE HATHAWAY INCCL B Common Stock USD.0033 084670702 78,507 966000 SH SOLE 0 966000 0 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 912 49771 SH SOLE 0 49771 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 2,963 105232 SH SOLE 0 105232 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 36,156 849939 SH SOLE 0 849939 0 BIDZ.COM INC Common Stock USD.001 08883T200 6 2900 SH SOLE 0 2900 0 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 814 53485 SH SOLE 0 53485 0 BIG LOTS INC COMMON STOCK USD.01 089302103 9,386 257723 SH SOLE 0 257723 0 BIGBAND NETWORKS INC COMMON STOCK USD.001 089750509 385 109176 SH SOLE 0 109176 0 BIO RAD LABORATORIES CL A COMMON STOCK USD.0001 090572207 4,612 44556 SH SOLE 0 44556 0 BIO REFERENCE LABS INC COMMON STOCK USD.01 09057G602 3,092 70315 SH SOLE 0 70315 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BIOCRYST PHARMACEUTICALS INC Common Stock USD.01 09058V103 666 101400 SH SOLE 0 101400 0 BIODELIVERY SCIENCES INTL Common Stock USD.001 09060J106 30 7900 SH SOLE 0 7900 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 5,168 221134 SH SOLE 0 221134 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 35,162 613012 SH SOLE 0 613012 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 5,933 358699 SH SOLE 0 358699 0 BIONOVO INC COMMON STOCK USD.001 090643107 59 140900 SH SOLE 0 140900 0 BIODEL INC Common Stock USD.01 09064M105 271 63439 SH SOLE 0 63439 0 BIOMIMETIC THERAPEUTICS INC Common Stock USD.001 09064X### -## -#### SH SOLE 0 -2001 0 BIOSANTE PHARMACEUTICALS INC COMMON STOCK NPV 09065V203 360 201219 SH SOLE 0 201219 0 BIOTIME INC Common Stock NPV 09066L105 100 14000 SH SOLE 0 14000 0 BIOSPHERE MEDICAL INC COMMON STOCK USD.01 09066V103 235 88807 SH SOLE 0 88807 0 BIOSCRIP INC Common Stock USD.0001 09069N108 2,296 287680 SH SOLE 0 287680 0 BIOCLINICA INC COMMON STOCK 09071B100 299 67200 SH SOLE 0 67200 0 USD.00025 BIOLASE TECHNOLOGY INC COMMON STOCK USD.001 090911108 172 88184 SH SOLE 0 88184 0 BIOSPECIFICS TECHNOLOGIES Common Stock USD.001 090931106 314 11300 SH SOLE 0 11300 0 BIRNER DENTAL MGMT SERVICES COMMON STOCK NPV 091283200 43 2500 SH SOLE 0 2500 0 BITSTREAM INC CLASS A COMMON STOCK USD.01 091736108 118 14700 SH SOLE 0 14700 0 BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 929 39885 SH SOLE 0 39885 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 2,054 66783 SH SOLE 0 66783 0 BLACKBOARD INC COMMON STOCK USD.01 091935502 6,389 153359 SH SOLE 0 153359 0 BLACK HILLS CORP COMMON STOCK USD1.0 092113109 711 23415 SH SOLE 0 23415 0 BLACKBAUD INC COMMON STOCK USD.001 09227Q100 925 36737 SH SOLE 0 36737 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 28,352 130200 SH SOLE 0 130200 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 4 440 SH SOLE 0 440 0 BLACKSTONE GROUP LP/THE Ltd Part NPV 09253U108 528 37700 SH SOLE 0 37700 0 H+R BLOCK INC COMMON STOCK NPV 093671105 10,380 583124 SH SOLE 0 583124 0 BLOCKBUSTER INC CL A COMMON STOCK USD.01 093679108 179 709540 SH SOLE 0 709540 0 BLONDER TONGUE LABORATORIES COMMON STOCK USD.001 093698108 24 22600 SH SOLE 0 22600 0 BLOUNT INTERNATIONAL INC COMMON STOCK USD.01 095180105 557 53757 SH SOLE 0 53757 0 BLUE COAT SYSTEMS INC COMMON STOCK USD.0001 09534T508 4,212 135681 SH SOLE 0 135681 0 BLUE DOLPHIN ENERGY CO Common Stock USD.01 095395208 60 167623 SH SOLE 0 167623 0 BLUE NILE INC COMMON STOCK USD.001 09578R103 1,309 23788 SH SOLE 0 23788 0 BLUEFLY INC Common Stock USD.01 096227301 8 2919 SH SOLE 0 2919 0 BLUEGREEN CORP COMMON STOCK USD.01 096231105 -21 -6543 SH SOLE 0 -6543 0 BLUELINX HOLDINGS INC Common Stock USD.01 09624H109 210 55000 SH SOLE 0 55000 0 BLYTH INC COMMON STOCK USD.02 09643P207 424 13572 SH SOLE 0 13572 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 4,334 140215 SH SOLE 0 140215 0 BOEING CO COMMON STOCK USD5.0 097023105 114,466 1576444 SH SOLE 0 1576444 0 BOISE INC Common Stock USD.0001 09746Y105 1,840 300151 SH SOLE 0 300151 0 BOLT TECHNOLOGY CORP Common Stock NPV 097698104 986 87200 SH SOLE 0 87200 0 BONTON STORES INC/THE Common Stock USD.01 09776J101 565 42380 SH SOLE 0 42380 0 BOOKSAMILLION INC Common Stock USD.01 098570104 262 36200 SH SOLE 0 36200 0 BOOTS COOTS INC Common Stock 099469504 972 399900 SH SOLE 0 399900 0 USD1e05.0 BORDERS GROUP INC COMMON STOCK USD.001 099709107 615 357576 SH SOLE 0 357576 0 BORGWARNER INC COMMON STOCK USD.01 099724106 8,719 228377 SH SOLE 0 228377 0 BOSTON BEER COMPANY INC CL A COMMON STOCK USD.01 100557107 1,409 26965 SH SOLE 0 26965 0 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.0 101119105 1,556 211164 SH SOLE 0 211164 0 BOSTON PROPERTIES INC REIT USD.01 101121101 48,197 638885 SH SOLE 0 638885 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 26,281 3640078 SH SOLE 0 3640078 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK USD.001 101388106 2,478 147263 SH SOLE 0 147263 0 BOVIE MEDICAL CORP Common Stock USD.001 10211F100 91 14500 SH SOLE 0 14500 0 BOWL AMERICA INCCLASS A Common Stock USD.1 102565108 77 5912 SH SOLE 0 5912 0 BOWNE + CO INC COMMON STOCK USD.01 103043105 774 69320 SH SOLE 0 69320 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 941 95253 SH SOLE 0 95253 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 1,176 37787 SH SOLE 0 37787 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 5,907 483788 SH SOLE 0 483788 0 BREEZEEASTERN CORP Common Stock USD.01 106764103 126 18000 SH SOLE 0 18000 0 BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV 108030107 185 20206 SH SOLE 0 20206 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BRIDGE BANCORP INC Common Stock USD.01 108035106 117 5000 SH SOLE 0 5000 0 BRIDGEPOINT EDUCATION INC Common Stock USD.01 10807M105 15 600 SH SOLE 0 600 0 BRIDGELINE DIGITAL INC COMMON STOCK USD.001 10807Q205 7 5300 SH SOLE 0 5300 0 BRIDGFORD FOODS CORP Common Stock USD1.0 108763103 300 23772 SH SOLE 0 23772 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 3,948 202455 SH SOLE 0 202455 0 BRIGHAM EXPLORATION CO COMMON STOCK USD.01 109178103 5,618 352224 SH SOLE 0 352224 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 1,718 228154 SH SOLE 0 228154 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 4,990 258802 SH SOLE 0 258802 0 BRINK S CO/THE COMMON STOCK USD1.0 109696104 4,473 158445 SH SOLE 0 158445 0 BRINKS HOME SECURITY HOLDING COMMON STOCK NPV 109699108 5,293 124393 SH SOLE 0 124393 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 134,176 5025311 SH SOLE 0 5025311 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 1,692 44854 SH SOLE 0 44854 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 34,553 1041390 SH SOLE 0 1041390 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 6,104 285496 SH SOLE 0 285496 0 BROADPOINT GLEACHER SECURITI COMMON STOCK USD.01 11134A103 474 118490 SH SOLE 0 118490 0 BROADWIND ENERGY INC Common Stock USD.001 11161T108 6 1300 SH SOLE 0 1300 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 5,881 1029879 SH SOLE 0 1029879 0 BRONCO DRILLING CO INC COMMON STOCK USD.01 112211107 396 84310 SH SOLE 0 84310 0 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 4,582 219988 SH SOLE 0 219988 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 680 77772 SH SOLE 0 77772 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 15,718 1023320 SH SOLE 0 1023320 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 4,606 432875 SH SOLE 0 432875 0 BROOKLYN FEDERAL BANCORP INC Common Stock USD.01 114039100 16 1934 SH SOLE 0 1934 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 1,490 168895 SH SOLE 0 168895 0 BROWN + BROWN INC COMMON STOCK USD.1 115236101 6,553 365660 SH SOLE 0 365660 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 17,029 286448 SH SOLE 0 286448 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 1,784 115219 SH SOLE 0 115219 0 BRUKER CORP COMMON STOCK USD.01 116794108 4,928 336395 SH SOLE 0 336395 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 1,561 97726 SH SOLE 0 97726 0 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 831 36827 SH SOLE 0 36827 0 BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 409 22560 SH SOLE 0 22560 0 BSQUARE CORP Common Stock NPV 11776U300 98 42450 SH SOLE 0 42450 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 492 37586 SH SOLE 0 37586 0 BUCKLE INC/THE COMMON STOCK USD.01 118440106 5,914 160886 SH SOLE 0 160886 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 9,314 141144 SH SOLE 0 141144 0 BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 8,365 173872 SH SOLE 0 173872 0 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 258 36255 SH SOLE 0 36255 0 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 926 293981 SH SOLE 0 293981 0 BURGER KING HOLDINGS INC COMMON STOCK USD.01 121208201 5,304 249499 SH SOLE 0 249499 0 BWAY HOLDING CO COMMON STOCK USD.01 12429T104 679 33770 SH SOLE 0 33770 0 C+D TECHNOLOGIES INC COMMON STOCK USD.01 124661109 189 118100 SH SOLE 0 118100 0 C F FINANCIAL CORP Common Stock USD1.0 12466Q104 31 1550 SH SOLE 0 1550 0 CAS MEDICAL SYSTEMS INC COMMON STOCK USD.004 124769209 13 6600 SH SOLE 0 6600 0 CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 818 66400 SH SOLE 0 66400 0 CBIZ INC COMMON STOCK USD.01 124805102 2,175 330994 SH SOLE 0 330994 0 CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 7,823 570990 SH SOLE 0 570990 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 25,143 1803635 SH SOLE 0 1803635 0 CCA INDUSTRIES INC Common Stock USD.01 124867102 145 24958 SH SOLE 0 24958 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 7,509 473743 SH SOLE 0 473743 0 CDI CORP COMMON STOCK USD.1 125071100 477 32540 SH SOLE 0 32540 0 CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 3,020 79298 SH SOLE 0 79298 0 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 462 126800 SH SOLE 0 126800 0 CFS BANCORP INC Common Stock USD.01 12525D102 215 48492 SH SOLE 0 48492 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 11,801 129422 SH SOLE 0 129422 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 822 20125 SH SOLE 0 20125 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 23,346 418006 SH SOLE 0 418006 0 CIGNA CORP COMMON STOCK USD.25 125509109 25,967 709859 SH SOLE 0 709859 0 CIT GROUP INC COMMON STOCK USD.01 125581801 24,882 638657 SH SOLE 0 638657 0 CKE RESTAURANTS INC COMMON STOCK USD.01 12561E105 318 28754 SH SOLE 0 28754 0 CLECO CORPORATION COMMON STOCK USD1.0 12561W105 2,980 112256 SH SOLE 0 112256 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CKX INC COMMON STOCK USD.01 12562M106 671 109401 SH SOLE 0 109401 0 CKX LDS INC COM 12562N104 64 5095 SH SOLE 0 5095 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 53,393 168906 SH SOLE 0 168906 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 9,337 603925 SH SOLE 0 603925 0 CPI CORP Common Stock USD.4 125902106 266 19200 SH SOLE 0 19200 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 179 8892 SH SOLE 0 8892 0 CPI AEROSTRUCTURES INC Common Stock USD.001 125919308 94 11700 SH SOLE 0 11700 0 CTI INDUSTRIES CORP COMMON STOCK NPV 125961300 29 8000 SH SOLE 0 8000 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 5,180 193845 SH SOLE 0 193845 0 CNB FINANCIAL CORP/PA Common Stock NPV 126128107 374 24200 SH SOLE 0 24200 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 1,018 57209 SH SOLE 0 57209 0 CNX GAS CORP COMMON STOCK USD.01 12618H309 3,556 93448 SH SOLE 0 93448 0 CPI INTERNATIONAL INC COMMON STOCK USD.01 12618M100 307 23174 SH SOLE 0 23174 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 700 30546 SH SOLE 0 30546 0 CPEX PHARMACEUTICALS INC COMMON STOCK USD.01 12620N104 197 12359 SH SOLE 0 12359 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 716 34179 SH SOLE 0 34179 0 CSP INC Common Stock USD.01 126389105 786 218253 SH SOLE 0 218253 0 CSX CORP COMMON STOCK USD1.0 126408103 49,502 972531 SH SOLE 0 972531 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 -14 -800 SH SOLE 0 -800 0 CTS CORP COMMON STOCK NPV 126501105 1,782 189135 SH SOLE 0 189135 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 2,197 221217 SH SOLE 0 221217 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 2,086 238346 SH SOLE 0 238346 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 135,070 3694480 SH SOLE 0 3694480 0 CA INC COMMON STOCK USD.1 12673P105 23,719 1010604 SH SOLE 0 1010604 0 CABELA S INC COMMON STOCK USD.01 126804301 2,530 144647 SH SOLE 0 144647 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 16,880 699237 SH SOLE 0 699237 0 CABOT CORP COMMON STOCK USD1.0 127055101 3,959 130217 SH SOLE 0 130217 0 CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 9,432 256299 SH SOLE 0 256299 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 1,590 42042 SH SOLE 0 42042 0 CACHE INC Common Stock USD.01 127150308 772 140100 SH SOLE 0 140100 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 7,071 144744 SH SOLE 0 144744 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 3,004 451083 SH SOLE 0 451083 0 CADENCE FINANCIAL CORP COMMON STOCK USD1.0 12738A101 67 36600 SH SOLE 0 36600 0 CADENCE PHARMACEUTICALS INC COMMON STOCK USD.0001 12738T100 924 101225 SH SOLE 0 101225 0 CADIZ INC Common Stock USD.01 127537207 43 3402 SH SOLE 0 3402 0 CAGLES INCCLASS A Common Stock USD1.0 127703106 95 15900 SH SOLE 0 15900 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 1,314 179221 SH SOLE 0 179221 0 CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1,186 35006 SH SOLE 0 35006 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 1,085 75654 SH SOLE 0 75654 0 CALAMP CORP Common Stock USD.01 128126109 544 193515 SH SOLE 0 193515 0 CALAVO GROWERS INC COMMON STOCK USD.001 128246105 747 40970 SH SOLE 0 40970 0 CALGON CARBON CORP COMMON STOCK USD.01 129603106 2,606 152221 SH SOLE 0 152221 0 CALIFORNIA COASTAL COMM INC COMMON STOCK USD.05 129915203 74 65885 SH SOLE 0 65885 0 CALIFORNIA FIRST NATL BANCOR Common Stock USD.01 130222102 29 2139 SH SOLE 0 2139 0 CALIFORNIA PIZZA KITCHEN INC COMMON STOCK USD.01 13054D109 3,048 181542 SH SOLE 0 181542 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 1,605 42688 SH SOLE 0 42688 0 CALIPER LIFE SCIENCES INC Common Stock USD.001 130872104 1,183 299500 SH SOLE 0 299500 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 1,315 149072 SH SOLE 0 149072 0 CALLIDUS SOFTWARE INC Common Stock USD.001 13123E500 93 25640 SH SOLE 0 25640 0 CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 1,227 229000 SH SOLE 0 229000 0 CALPINE CORP COMMON STOCK USD.001 131347304 15,073 1267690 SH SOLE 0 1267690 0 CAMBREX CORP COMMON STOCK USD.1 132011107 557 137559 SH SOLE 0 137559 0 CAMCO FINANCIAL CORP COMMON STOCK USD1.0 132618109 115 38965 SH SOLE 0 38965 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 1,140 35510 SH SOLE 0 35510 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 10,177 244453 SH SOLE 0 244453 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 28,019 653732 SH SOLE 0 653732 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 21,457 607001 SH SOLE 0 607001 0 CANO PETROLEUM INC Common Stock USD.0001 137801106 140 119250 SH SOLE 0 119250 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 655 32979 SH SOLE 0 32979 0 CAPE BANCORP INC Common Stock USD.01 139209100 72 8947 SH SOLE 0 8947 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 9,377 100998 SH SOLE 0 100998 0 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 139674105 980 68764 SH SOLE 0 68764 0 CAPITAL BANK CORP Common Stock NPV 139793103 117 26330 SH SOLE 0 26330 0 CAPLEASE INC REIT USD.01 140288101 1,113 200583 SH SOLE 0 200583 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 47,605 1149592 SH SOLE 0 1149592 0 CAPITAL SENIOR LIVING CORP Common Stock USD.01 140475104 467 88716 SH SOLE 0 88716 0 CAPITAL SOUTHWEST CORP COMMON STOCK USD1.0 140501107 10 107 SH SOLE 0 107 0 CAPITAL TRUSTCL A REIT USD.01 14052H506 256 164875 SH SOLE 0 164875 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 4,434 793241 SH SOLE 0 793241 0 CAPITOL BANCORP LTD COMMON STOCK NPV 14056D105 154 63800 SH SOLE 0 63800 0 CAPITOL FEDERAL FINANCIAL COMMON STOCK USD.01 14057C106 3,866 103214 SH SOLE 0 103214 0 CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 1,017 800907 SH SOLE 0 800907 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 1,627 136025 SH SOLE 0 136025 0 CARACO PHARM LABS LTD COMMON STOCK NPV 14075T107 636 106127 SH SOLE 0 106127 0 CARBO CERAMICS INC COMMON STOCK USD.01 140781105 9,943 159501 SH SOLE 0 159501 0 CARDIAC SCIENCE CORP Common Stock USD.001 14141A108 188 100531 SH SOLE 0 100531 0 CARDICA INC Common Stock USD.001 14141R101 96 50000 SH SOLE 0 50000 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1.0 14149F109 1,135 106314 SH SOLE 0 106314 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 34,204 949330 SH SOLE 0 949330 0 CARDIONET INC COMMON STOCK USD.001 14159L103 806 105310 SH SOLE 0 105310 0 CARDIOVASCULAR SYSTEMS INC Common Stock NPV 141619106 54 10080 SH SOLE 0 10080 0 CARDTRONICS INC COMMON STOCK USD.0001 14161H108 866 68887 SH SOLE 0 68887 0 CARE INVESTMENT TRUST INC REIT USD.001 141657106 433 48594 SH SOLE 0 48594 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 7,868 248681 SH SOLE 0 248681 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 10,592 400752 SH SOLE 0 400752 0 CARDIUM THERAPEUTICS INC Common Stock USD.0001 141916106 40 90300 SH SOLE 0 90300 0 CARIBOU COFFEE CO INC COMMON STOCK USD.01 142042209 295 44552 SH SOLE 0 44552 0 CARLISLE COS INC COMMON STOCK USD1.0 142339100 6,894 180945 SH SOLE 0 180945 0 CARMAX INC COMMON STOCK USD.5 143130102 9,238 367745 SH SOLE 0 367745 0 CARMIKE CINEMAS INC Common Stock USD.03 143436400 884 63739 SH SOLE 0 63739 0 CARNIVAL CORP UNIT USD.01 143658300 33,903 871985 SH SOLE 0 871985 0 CARRIAGE SERVICES INC Common Stock USD.01 143905107 714 155600 SH SOLE 0 155600 0 CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 4,949 135220 SH SOLE 0 135220 0 CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 1,121 48860 SH SOLE 0 48860 0 CARROLLTON BANCORP Common Stock USD1.0 145282109 76 14363 SH SOLE 0 14363 0 CARROLS RESTAURANT GROUP INC Common Stock USD.01 14574X104 437 64217 SH SOLE 0 64217 0 CARTER S INC COMMON STOCK USD.01 146229109 4,961 164531 SH SOLE 0 164531 0 CARVER BANCORP INC Common Stock USD.01 146875109 21 2400 SH SOLE 0 2400 0 CASCADE BANCORP COMMON STOCK NPV 147154108 52 95420 SH SOLE 0 95420 0 CASCADE CORP COMMON STOCK USD.5 147195101 139 4328 SH SOLE 0 4328 0 CASCADE FINANCIAL CORP Common Stock USD.01 147272108 99 50399 SH SOLE 0 50399 0 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 478 94967 SH SOLE 0 94967 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 6,765 215460 SH SOLE 0 215460 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 3,324 84182 SH SOLE 0 84182 0 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 14808P109 391 12543 SH SOLE 0 12543 0 CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 744 56901 SH SOLE 0 56901 0 CASUAL MALE RETAIL GROUP INC Common Stock USD.01 148711302 428 111141 SH SOLE 0 111141 0 CATALYST HEALTH SOLUTIONS IN COMMON STOCK USD.01 14888B103 5,602 135368 SH SOLE 0 135368 0 CATALYST PHARMACEUTICAL PART COMMON STOCK USD.001 14888U101 8 10500 SH SOLE 0 10500 0 CATERPILLAR INC COMMON STOCK USD1.0 149123101 88,317 1405201 SH SOLE 0 1405201 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 1,296 111202 SH SOLE 0 111202 0 CATO CORP CLASS A COMMON STOCK USD.033 149205106 2,585 120566 SH SOLE 0 120566 0 CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 673 19700 SH SOLE 0 19700 0 CAVIUM NETWORKS INC COMMON STOCK USD.001 14965A101 8,763 352488 SH SOLE 0 352488 0 CBEYOND INC COMMON STOCK USD.01 149847105 1,394 101923 SH SOLE 0 101923 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 1,975 249706 SH SOLE 0 249706 0 CELSCI CORP Common Stock USD.01 150837409 408 634800 SH SOLE 0 634800 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 807 57870 SH SOLE 0 57870 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 10,739 337169 SH SOLE 0 337169 0 CELL THERAPEUTICS INC COMMON STOCK NPV 150934503 1,048 1937418 SH SOLE 0 1937418 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CELERA CORP COMMON STOCK USD.01 15100E106 2,249 316750 SH SOLE 0 316750 0 CELGENE CORP COMMON STOCK USD.01 151020104 66,784 1077854 SH SOLE 0 1077854 0 CELLU TISSUE HOLDINGS INC Common Stock 151169109 1,747 175000 SH SOLE 0 175000 0 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 1,114 181444 SH SOLE 0 181444 0 CELSION CORP Common Stock USD.01 15117N305 144 33400 SH SOLE 0 33400 0 CENTENE CORP COMMON STOCK USD.001 15135B101 6,710 279113 SH SOLE 0 279113 0 CENTER BANCORP INC Common Stock NPV 151408101 251 30214 SH SOLE 0 30214 0 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 314 64700 SH SOLE 0 64700 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 12,399 863445 SH SOLE 0 863445 0 CENTERSTATE BANKS INC Common Stock USD.01 15201P109 531 43386 SH SOLE 0 43386 0 CENTRAL BANCORP INC Common Stock USD1.0 152418109 47 4899 SH SOLE 0 4899 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 5,880 167950 SH SOLE 0 167950 0 CENTRAL FEDERAL CORP COMMON STOCK USD.01 15346Q103 9 7300 SH SOLE 0 7300 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 2,343 255805 SH SOLE 0 255805 0 CENTRAL JERSEY BANCORP COMMON STOCK USD.01 153770102 28 8720 SH SOLE 0 8720 0 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760102 308 183060 SH SOLE 0 183060 0 CENTRAL VALLEY COMM BANCORP COMMON STOCK NPV 155685100 10 1900 SH SOLE 0 1900 0 CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6.0 155771108 602 29826 SH SOLE 0 29826 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 2,397 174204 SH SOLE 0 174204 0 CENTURY BANCORP INC CL A Common Stock USD1.0 156432106 460 23952 SH SOLE 0 23952 0 CENTRUE FINANCIAL CORP Common Stock USD1.0 15643B106 49 14210 SH SOLE 0 14210 0 CENTURY CASINOS INC Common Stock USD.01 156492100 89 35700 SH SOLE 0 35700 0 CENTURYTEL INC COMMON STOCK USD1.0 156700106 24,137 680673 SH SOLE 0 680673 0 CEPHALON INC COMMON STOCK USD.01 156708109 12,527 184819 SH SOLE 0 184819 0 CEPHEID INC COMMON STOCK NPV 15670R107 2,673 152926 SH SOLE 0 152926 0 CENVEO INC COMMON STOCK USD.01 15670S105 367 42403 SH SOLE 0 42403 0 CERADYNE INC COMMON STOCK USD.01 156710105 1,086 47875 SH SOLE 0 47875 0 CERNER CORP COMMON STOCK USD.01 156782104 15,284 179687 SH SOLE 0 179687 0 CERUS CORP Common Stock USD.001 157085101 288 103300 SH SOLE 0 103300 0 CEVA INC COMMON STOCK USD.001 157210105 1,119 96010 SH SOLE 0 96010 0 CHAMPION INDUSTRIES INC/WV Common Stock USD1.0 158520106 53 42743 SH SOLE 0 42743 0 CHARLES + COLVARD LTD COMMON STOCK NPV 159765106 683 373412 SH SOLE 0 373412 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 7,158 182095 SH SOLE 0 182095 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 1,553 284439 SH SOLE 0 284439 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 1,801 90051 SH SOLE 0 90051 0 CHASE CORP COMMON STOCK USD.1 16150R104 190 15050 SH SOLE 0 15050 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 4,950 223788 SH SOLE 0 223788 0 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 5,969 220585 SH SOLE 0 220585 0 CHELSEA THERAPEUTICS INTERNA Common Stock NPV 163428105 240 67692 SH SOLE 0 67692 0 CHEMED CORP COMMON STOCK USD1.0 16359R103 5,071 93253 SH SOLE 0 93253 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 2,090 88464 SH SOLE 0 88464 0 CHENIERE ENERGY PARTNERS LP Ltd Part NPV 16411Q101 253 15425 SH SOLE 0 15425 0 CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 548 177196 SH SOLE 0 177196 0 CHEROKEE INC COMMON STOCK USD.02 16444H102 331 18403 SH SOLE 0 18403 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 37,038 1566756 SH SOLE 0 1566756 0 CHESAPEAKE LODGING TRUST COMMON STOCK 165240102 136 7000 SH SOLE 0 7000 0 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 1,019 34184 SH SOLE 0 34184 0 CHEVRON CORP COMMON STOCK USD.75 166764100 421,660 5560600 SH SOLE 0 5560600 0 CHEVIOT FINANCIAL CORP Common Stock USD.01 166774109 40 4319 SH SOLE 0 4319 0 CHICAGO RIVET MACHINE CO Common Stock USD1.0 168088102 44 2900 SH SOLE 0 2900 0 CHICOPEE BANCORP INC Common Stock NPV 168565109 233 18313 SH SOLE 0 18313 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 7,298 506103 SH SOLE 0 506103 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 1,557 34941 SH SOLE 0 34941 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 5,086 1307545 SH SOLE 0 1307545 0 CHINA AUTOMOTIVE SYSTEMS INC Common Stock USD.0001 16936R105 5 200 SH SOLE 0 200 0 CHINA BAK BATTERY INC Common Stock USD.001 16936Y100 3 1340 SH SOLE 0 1340 0 CHINABIOTICS INC Common Stock USD.001 16937B109 29 1600 SH SOLE 0 1600 0 CHINA FIRE SECURITY GROUP Common Stock USD.001 16938R103 7 520 SH SOLE 0 520 0 CHINA HOUSING LAND DEVELOP Common Stock USD.001 16939V103 4 1000 SH SOLE 0 1000 0 CHINA PRECISION STEEL INC Common Stock USD.001 16941J106 3 1310 SH SOLE 0 1310 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 SKY ONE MEDICAL INC Common Stock USD.001 16941P102 7 430 SH SOLE 0 430 0 CHINA SECURITY SURVEILLANC Common Stock USD.0001 16942J105 14 1800 SH SOLE 0 1800 0 CHINA GREEN AGRICULTURE INC Common Stock USD.001 16943W105 6 400 SH SOLE 0 400 0 CHINA INFORMATION SECURITY Common Stock USD.01 16944F101 5 920 SH SOLE 0 920 0 CHINA TRANSINFO TECHNOLOGY COMMON STOCK USD.001 169453107 3 400 SH SOLE 0 400 0 CHINDEX INTERNATIONAL INC Common Stock USD.01 169467107 403 34090 SH SOLE 0 34090 0 CHINACAST EDUCATION CORP COMMON STOCK USD.0001 16946T109 10 1400 SH SOLE 0 1400 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 10,886 96620 SH SOLE 0 96620 0 CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1,387 39847 SH SOLE 0 39847 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 3,445 218983 SH SOLE 0 218983 0 CHORDIANT SOFTWARE INC COMMON STOCK USD.001 170404305 394 77756 SH SOLE 0 77756 0 CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 1,078 134759 SH SOLE 0 134759 0 CHROMCRAFT REVINGTON INC COMMON STOCK USD.01 171117104 34 13900 SH SOLE 0 13900 0 CHUBB CORP COMMON STOCK USD1.0 171232101 48,968 944411 SH SOLE 0 944411 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1.0 171340102 13,375 199774 SH SOLE 0 199774 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 799 21312 SH SOLE 0 21312 0 CHYRON CORP COMMON STOCK USD.01 171605306 53 27466 SH SOLE 0 27466 0 CIBER INC COMMON STOCK USD.01 17163B102 1,369 365963 SH SOLE 0 365963 0 CIENA CORP COMMON STOCK USD.01 171779309 1,814 119019 SH SOLE 0 119019 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 15,662 263756 SH SOLE 0 263756 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2,456 720166 SH SOLE 0 720166 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 13,467 465976 SH SOLE 0 465976 0 CINEDIGM DIGITAL CINEMA A Common Stock USD.001 172407108 64 39500 SH SOLE 0 39500 0 CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 2,895 157867 SH SOLE 0 157867 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 346 10408 SH SOLE 0 10408 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 2,435 290281 SH SOLE 0 290281 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 383,729 14741796 SH SOLE 0 14741796 0 CINTAS CORP COMMON STOCK NPV 172908105 6,775 241206 SH SOLE 0 241206 0 CITIZENS NORTHERN CORP Common Stock USD1.0 172922106 411 32776 SH SOLE 0 32776 0 CITIGROUP INC COMMON STOCK USD.01 172967101 226,683 55971088 SH SOLE 0 55971088 0 CITI TRENDS INC COMMON STOCK USD.01 17306X102 2,207 68037 SH SOLE 0 68037 0 CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420109 1,666 1411672 SH SOLE 0 1411672 0 CITIZENS FIRST BANCORP INC Common Stock USD.01 17461R106 5 29154 SH SOLE 0 29154 0 CITIZENS FIRST CORP COMMON STOCK NPV 17462Q107 81 11600 SH SOLE 0 11600 0 CITIZENS HOLDING COMPANY Common Stock USD.2 174715102 5 200 SH SOLE 0 200 0 CITIZENS INC COMMON STOCK NPV 174740100 1,656 239708 SH SOLE 0 239708 0 CITIZENS SOUTH BANKING CORP Common Stock USD.01 176682102 289 46000 SH SOLE 0 46000 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 19,181 404057 SH SOLE 0 404057 0 CITY BANK LYNNWOOD WA COMMON STOCK USD1.0 17770A109 77 68130 SH SOLE 0 68130 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 3,250 94774 SH SOLE 0 94774 0 CITY NATIONAL CORP COMMON STOCK USD1.0 178566105 5,887 109083 SH SOLE 0 109083 0 CLARCOR INC COMMON STOCK USD1.0 179895107 5,725 165989 SH SOLE 0 165989 0 CLARIENT INC Common Stock USD.01 180489106 176 67000 SH SOLE 0 67000 0 CLEAN HARBORS INC COMMON STOCK USD.01 184496107 1,771 31871 SH SOLE 0 31871 0 CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 184499101 7,170 314752 SH SOLE 0 314752 0 CLEAN DIESEL TECHNOLOGIES Common Stock USD.05 18449C302 5 3200 SH SOLE 0 3200 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 701 66085 SH SOLE 0 66085 0 CLEARFIELD INC Common Stock USD.01 18482P103 85 31100 SH SOLE 0 31100 0 CLEARONE COMMUNICATIONS INC Common Stock USD.001 185060100 6 2100 SH SOLE 0 2100 0 CLEARWIRE CORP CLASS A COMMON STOCK USD.0001 18538Q105 1,323 184985 SH SOLE 0 184985 0 CLEARWIRE CORP RIGHTS RTS EXP 21JUN10 18538Q139 57 308285 SH SOLE 0 308285 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 3,777 76683 SH SOLE 0 76683 0 CLEVELAND BIOLABS INC Common Stock USD.005 185860103 43 12100 SH SOLE 0 12100 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 20,494 288850 SH SOLE 0 288850 0 CLIFTON SAVINGS BANCORP INC COMMON STOCK USD.01 18712Q103 367 39592 SH SOLE 0 39592 0 CLINICAL DATA INC COMMON STOCK USD.01 18725U109 542 27932 SH SOLE 0 27932 0 CLOROX COMPANY COMMON STOCK USD1.0 189054109 25,175 392507 SH SOLE 0 392507 0 CLOUD PEAK ENERGY INC Common Stock USD.01 18911Q102 4,142 248900 SH SOLE 0 248900 0 COACH INC COMMON STOCK USD.01 189754104 32,049 810952 SH SOLE 0 810952 0 COAST DISTRIBUTION SYSTEM/DE COMMON STOCK USD.001 190345108 80 19900 SH SOLE 0 19900 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 30 2200 SH SOLE 0 2200 0 COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 835 134000 SH SOLE 0 134000 0 COBRA ELECTRONICS CORP COMMON STOCK USD.333 191042100 45 17900 SH SOLE 0 17900 0 COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1.0 191098102 444 7570 SH SOLE 0 7570 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 297,466 5408480 SH SOLE 0 5408480 0 COCA COLA ENTERPRISES COMMON STOCK USD1.0 191219104 23,651 855068 SH SOLE 0 855068 0 CODORUS VALLEY BANCORP INC Common Stock USD2.5 192025104 74 10282 SH SOLE 0 10282 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 2,805 187272 SH SOLE 0 187272 0 COFFEE HOLDING CO INC Common Stock USD.001 192176105 23 5100 SH SOLE 0 5100 0 COGDELL SPENCER INC REIT USD.01 19238U107 623 84200 SH SOLE 0 84200 0 COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 1,089 104602 SH SOLE 0 104602 0 COGENT INC COMMON STOCK USD.001 19239Y108 2,181 213868 SH SOLE 0 213868 0 COGNEX CORP COMMON STOCK USD.002 192422103 2,510 135726 SH SOLE 0 135726 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 38,870 762463 SH SOLE 0 762463 0 COGO GROUP INC COMMON STOCK USD.01 192448108 10 1495 SH SOLE 0 1495 0 COHERENT INC COMMON STOCK USD.01 192479103 188 5890 SH SOLE 0 5890 0 COHEN + STEERS INC COMMON STOCK USD.01 19247A100 1,565 62720 SH SOLE 0 62720 0 COHEN + CO INC COMMON STOCK 19248U105 37 6500 SH SOLE 0 6500 0 COHU INC COMMON STOCK USD1.0 192576106 -9 -670 SH SOLE 0 -670 0 COINSTAR INC COMMON STOCK USD.001 19259P300 4,090 125842 SH SOLE 0 125842 0 COLDWATER CREEK INC COMMON STOCK USD.01 193068103 2,268 326799 SH SOLE 0 326799 0 KENNETH COLE PRODUCTIONS A COMMON STOCK USD.01 193294105 500 39025 SH SOLE 0 39025 0 COLEMAN CABLE INC Common Stock USD.001 193459302 208 42117 SH SOLE 0 42117 0 COLFAX CORP COMMON STOCK USD.001 194014106 124 10520 SH SOLE 0 10520 0 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 108,799 1276086 SH SOLE 0 1276086 0 COLLECTORS UNIVERSE Common Stock USD.001 19421R200 115 10200 SH SOLE 0 10200 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 4,294 188820 SH SOLE 0 188820 0 COLONIAL BANKSHARES INC COMMON STOCK USD.1 195572102 54 5685 SH SOLE 0 5685 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 3,166 245778 SH SOLE 0 245778 0 COLONY BANKCORP Common Stock USD1.0 19623P101 6 999 SH SOLE 0 999 0 COLONY FINANCIAL INC REIT USD.01 19624R106 12 600 SH SOLE 0 600 0 COLUMBIA BANCORP/OR Common Stock NPV 197231103 1 33300 SH SOLE 0 33300 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 1,201 59130 SH SOLE 0 59130 0 COLUMBIA LABORATORIES INC Common Stock USD.01 197779101 228 212800 SH SOLE 0 212800 0 COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 3,965 75478 SH SOLE 0 75478 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 748 47142 SH SOLE 0 47142 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 564 45131 SH SOLE 0 45131 0 COMARCO INC Common Stock USD.1 200080109 89 29248 SH SOLE 0 29248 0 COMBINATORX INC Common Stock USD.001 20010A103 78 65200 SH SOLE 0 65200 0 COMCAST CORP CLASS A COMMON STOCK USD1.0 20030N101 75,062 3988413 SH SOLE 0 3988413 0 COMCAST CORP SPECIAL CL A COMMON STOCK USD1.0 20030N200 58,579 3259840 SH SOLE 0 3259840 0 COMERICA INC COMMON STOCK USD5.0 200340107 16,454 432541 SH SOLE 0 432541 0 COMFORCE CORPORATION COMMON STOCK USD.01 20038K109 65 55563 SH SOLE 0 55563 0 COMMAND SECURITY CORPORATION Common Stock USD.0001 20050L100 4 1500 SH SOLE 0 1500 0 COMMERCE BANCSHARES INC COMMON STOCK USD5.0 200525103 8,699 211437.9 SH SOLE 0 211437.9 0 COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 4,446 295233 SH SOLE 0 295233 0 COMMERCIAL VEHICLE GROUP INC Common Stock USD.01 202608105 523 73475 SH SOLE 0 73475 0 COMMONWEALTH BANKSHARES INC COMMON STOCK USD2.066 202736104 43 13692 SH SOLE 0 13692 0 COMMONWEALTH BIOTECHNOLOGIES COMMON STOCK NPV 202739108 15 57300 SH SOLE 0 57300 0 COMMSCOPE INC COMMON STOCK USD.01 203372107 5,090 181662 SH SOLE 0 181662 0 COMMUNITY BK SHARES/INDIANA COMMON STOCK USD.1 203599105 64 7117 SH SOLE 0 7117 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0 203607106 456 20018 SH SOLE 0 20018 0 COMMUNITY CAPITAL CORP Common Stock USD1.0 20363C102 186 64013 SH SOLE 0 64013 0 COMMUNITY FINL CORP/VA Common Stock USD.01 20365L100 48 11600 SH SOLE 0 11600 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 8,628 233641 SH SOLE 0 233641 0 COMMUNICATIONS SYSTEMS INC Common Stock USD.05 203900105 344 26600 SH SOLE 0 26600 0 COMMUNITY PARTNERS BANCORP Common Stock NPV 204018105 11 3002 SH SOLE 0 3002 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 204149108 487 17995 SH SOLE 0 17995 0 COMMUNITY WEST BANCSHARES Common Stock NPV 204157101 75 24654 SH SOLE 0 24654 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 460 21552 SH SOLE 0 21552 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- COMPETITIVE TECHNOLOGIES INC Common Stock USD.01 204512107 34 27125 SH SOLE 0 27125 0 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 6,481 80785 SH SOLE 0 80785 0 COMPASS DIVERSIFIED HLDGS SH BEN INT 20451Q104 135 8845 SH SOLE 0 8845 0 COMPELLENT TECHNOLOGIES INC COMMON STOCK USD.001 20452A### -## -#### SH SOLE 0 -1035 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 1,834 158751 SH SOLE 0 158751 0 COMPUCREDIT HOLDINGS CORP COMMON STOCK NPV 20478T107 427 82707 SH SOLE 0 82707 0 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001 205306103 4,045 103494 SH SOLE 0 103494 0 COMPUTER SCIENCES CORP COMMON STOCK USD1.0 205363104 24,622 451870 SH SOLE 0 451870 0 COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 425 58590 SH SOLE 0 58590 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 6,151 732213 SH SOLE 0 732213 0 COMPX INTERNATIONAL INC Common Stock USD.01 20563P101 198 22000 SH SOLE 0 22000 0 COMSCORE INC COMMON STOCK USD.001 20564W### -## -#### SH SOLE 0 -3545 0 COMSTOCK HOMEBUILDING COS A COMMON STOCK USD.01 205684103 142 128713 SH SOLE 0 128713 0 COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768203 3,240 101884 SH SOLE 0 101884 0 COMSYS IT PARTNERS INC COMMON STOCK USD.01 20581E104 801 45822 SH SOLE 0 45822 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 1,845 57669 SH SOLE 0 57669 0 COMVERGE INC COMMON STOCK USD.001 205859101 590 52204 SH SOLE 0 52204 0 CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 23,835 950722 SH SOLE 0 950722 0 CON WAY INC COMMON STOCK USD.625 205944101 3,462 98590 SH SOLE 0 98590 0 CONCEPTUS INC COMMON STOCK USD.003 206016107 2,027 101540 SH SOLE 0 101540 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 11,236 223107 SH SOLE 0 223107 0 CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 4,630 112891 SH SOLE 0 112891 0 CONCURRENT COMPUTER CORP Common Stock USD.01 206710402 304 52868 SH SOLE 0 52868 0 CONEXANT SYSTEMS INC COMMON STOCK USD.01 207142308 660 194120 SH SOLE 0 194120 0 CONMED CORP COMMON STOCK USD.01 207410101 366 15360 SH SOLE 0 15360 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 680 29205 SH SOLE 0 29205 0 CONN S INC COMMON STOCK USD.01 208242107 452 57722 SH SOLE 0 57722 0 CONOLOG CORP Common Stock USD.01 208254862 0 20 SH SOLE 0 20 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 215,078 4203206 SH SOLE 0 4203206 0 CONSECO INC COMMON STOCK USD.01 208464883 5,004 804554 SH SOLE 0 804554 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 20,844 488605 SH SOLE 0 488605 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 269 14206 SH SOLE 0 14206 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 31,351 703892 SH SOLE 0 703892 0 CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 628 15157 SH SOLE 0 15157 0 CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1.0 210226106 6 192 SH SOLE 0 192 0 CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 1,420 61161 SH SOLE 0 61161 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 7,927 482180 SH SOLE 0 482180 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 16,233 462338 SH SOLE 0 462338 0 CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 250 111600 SH SOLE 0 111600 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 11,795 230588 SH SOLE 0 230588 0 CONTINENTAL AIRLINES CLASS B COMMON STOCK USD.01 210795308 6,527 297084 SH SOLE 0 297084 0 CONVERA CORP CLASS A COMMON STOCK USD.01 211919105 6 74300 SH SOLE 0 74300 0 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 14,214 334049 SH SOLE 0 334049 0 CONTINUCARE CORP Common Stock USD.0001 212172100 738 199575 SH SOLE 0 199575 0 CONVERGYS CORP COMMON STOCK NPV 212485106 4,384 357624 SH SOLE 0 357624 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 2,582 66412 SH SOLE 0 66412 0 COOPER TIRE + RUBBER COMMON STOCK USD1.0 216831107 2,500 131451 SH SOLE 0 131451 0 COPANO ENERGY LLCUNITS Unit USD1.0 217202100 413 17114 SH SOLE 0 17114 0 COPART INC COMMON STOCK NPV 217204106 7,078 198820 SH SOLE 0 198820 0 CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 455 159700 SH SOLE 0 159700 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 770 25151 SH SOLE 0 25151 0 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 218683100 6 1645 SH SOLE 0 1645 0 CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 2,901 164939 SH SOLE 0 164939 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 6,703 193382 SH SOLE 0 193382 0 CORNELL COMPANIES INC COMMON STOCK USD.001 219141108 207 11310 SH SOLE 0 11310 0 CORNERSTONE THERAPEUTICS INC Common Stock USD.001 21924P103 107 16823 SH SOLE 0 16823 0 CORNING INC COMMON STOCK USD.5 219350105 67,624 3346078 SH SOLE 0 3346078 0 CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 1,583 59545 SH SOLE 0 59545 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 8,679 216271 SH SOLE 0 216271 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 10,204 513820 SH SOLE 0 513820 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CORVEL CORP COMMON STOCK USD.0001 221006109 426 11923 SH SOLE 0 11923 0 COSI INC COMMON STOCK USD.01 22122P101 184 207528 SH SOLE 0 207528 0 COST PLUS INC/CALIFORNIA COMMON STOCK USD.01 221485105 168 81200 SH SOLE 0 81200 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 64,482 1079919 SH SOLE 0 1079919 0 COSTAR GROUP INC COMMON STOCK USD.01 22160N109 4,309 103788 SH SOLE 0 103788 0 COURIER CORP COMMON STOCK USD1.0 222660102 74 4503 SH SOLE 0 4503 0 COUSINS PROPERTIES INC REIT USD1.0 222795106 2,624 315763 SH SOLE 0 315763 0 COVANCE INC COMMON STOCK USD.01 222816100 11,519 187640 SH SOLE 0 187640 0 COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 5,559 333691 SH SOLE 0 333691 0 COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 22284P105 289 47900 SH SOLE 0 47900 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 10,926 441973 SH SOLE 0 441973 0 COWEN GROUP INCCLASS A Common Stock USD.01 223622101 168 29650 SH SOLE 0 29650 0 COWLITZ BANCORP COMMON STOCK NPV 223767203 1 169 SH SOLE 0 169 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 4,592 99000 SH SOLE 0 99000 0 CRAFT BREWERS ALLIANCE INC COMMON STOCK USD.005 224122101 116 46790 SH SOLE 0 46790 0 CRANE CO COMMON STOCK USD1.0 224399105 7,741 218064 SH SOLE 0 218064 0 CRAWFORD + CO CL B COMMON STOCK USD1.0 224633107 159 39108 SH SOLE 0 39108 0 CRAY INC COMMON STOCK USD.01 225223304 1,086 182570 SH SOLE 0 182570 0 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1,659 40223 SH SOLE 0 40223 0 CREDO PETROLEUM CORP Common Stock USD.1 225439207 555 56100 SH SOLE 0 56100 0 CREE RESEARCH INC COMMON STOCK 225447101 13,246 188632 SH SOLE 0 188632 0 USD.00125 CRESCENT FINANCIAL CORP Common Stock USD1.0 225744101 52 15198 SH SOLE 0 15198 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 8 600 SH SOLE 0 600 0 CRIMSON EXPLORATION INC Common Stock USD.001 22662K207 4 1200 SH SOLE 0 1200 0 CROCS INC COMMON STOCK USD.001 227046109 3,297 375894 SH SOLE 0 375894 0 AT CROSS COCL A Common Stock USD1.0 227478104 208 50100 SH SOLE 0 50100 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 878 86889 SH SOLE 0 86889 0 CROSS TIMBERS RLTY TR COMMON STOCK 22757R109 648 20213 SH SOLE 0 20213 0 CROSSTEX ENERGY INC COMMON STOCK USD.01 22765Y104 1,630 187543 SH SOLE 0 187543 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 23,810 622819 SH SOLE 0 622819 0 CROWN CRAFTS INC Common Stock USD.01 228309100 121 38475 SH SOLE 0 38475 0 CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 13,265 492018 SH SOLE 0 492018 0 CROWN MEDIA HOLDINGS CLASS A COMMON STOCK USD.01 228411104 20 10605 SH SOLE 0 10605 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 620 95801 SH SOLE 0 95801 0 CUBIC CORP COMMON STOCK NPV 229669106 2,378 66045 SH SOLE 0 66045 0 CUBIC ENERGY INC Common Stock USD.05 229675103 34 31900 SH SOLE 0 31900 0 CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 4,701 208576 SH SOLE 0 208576 0 CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 8,738 156594 SH SOLE 0 156594 0 CULP INC Common Stock USD.05 230215105 500 41743 SH SOLE 0 41743 0 CUMBERLAND PHARMACEUTICALS Common Stock NPV 230770109 3 300 SH SOLE 0 300 0 CUMMINS INC COMMON STOCK USD2.5 231021106 28,711 463457 SH SOLE 0 463457 0 CUMULUS MEDIA INCCL A Common Stock USD.01 231082108 265 77846 SH SOLE 0 77846 0 CURIS INC Common Stock USD.01 231269101 705 229700 SH SOLE 0 229700 0 CURTISS WRIGHT CORP COMMON STOCK USD1.0 231561101 2,426 69714 SH SOLE 0 69714 0 CUTERA INC COMMON STOCK USD.001 232109108 536 51733 SH SOLE 0 51733 0 CYANOTECH CORP Common Stock USD.005 232437301 39 11600 SH SOLE 0 11600 0 CYBEROPTICS CORP Common Stock NPV 232517102 266 28500 SH SOLE 0 28500 0 CYBERSOURCE CORP COMMON STOCK USD.001 23251J106 4,397 249285 SH SOLE 0 249285 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 3,185 166217 SH SOLE 0 166217 0 CYBEX INTERNATIONAL INC Common Stock USD.1 23252E106 27 16850 SH SOLE 0 16850 0 CYCLACEL PHARMACEUTICALS INC COMMON STOCK USD.001 23254L108 12 5500 SH SOLE 0 5500 0 CYMER INC COMMON STOCK USD.001 232572107 5,241 140501 SH SOLE 0 140501 0 CYNOSURE INC CLASS A COMMON STOCK USD.001 232577205 1,120 99607 SH SOLE 0 99607 0 CYPRESS BIOSCIENCE INC COMMON STOCK USD.001 232674507 806 164424 SH SOLE 0 164424 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 3,636 316195 SH SOLE 0 316195 0 CYPRESS SHARPRIDGE INVESTMEN REIT USD.01 23281A307 67 5000 SH SOLE 0 5000 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 5,734 122681 SH SOLE 0 122681 0 CYTRX CORP Common Stock USD.001 232828301 250 225150 SH SOLE 0 225150 0 CYTOKINETICS INC Common Stock USD.001 23282W100 482 150597 SH SOLE 0 150597 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CYTOMEDIX INC COMMON STOCK USD.0001 23283B204 48 115400 SH SOLE 0 115400 0 CYTORI THERAPEUTICS INC Common Stock USD.001 23283K105 419 91920 SH SOLE 0 91920 0 CYCLE COUNTRY ACCESSORIES CO Common Stock USD.0001 232984104 1 2800 SH SOLE 0 2800 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 4,161 795536 SH SOLE 0 795536 0 DDI CORP Common Stock USD.001 233162502 121 21313 SH SOLE 0 21313 0 DGSE COMPANIES INC COMMON STOCK USD.01 23323G106 45 20500 SH SOLE 0 20500 0 DG FASTCHANNEL INC COMMON STOCK USD.001 23326R109 3,761 117709 SH SOLE 0 117709 0 DPL INC COMMON STOCK USD.01 233293109 10,768 396036 SH SOLE 0 396036 0 DRI CORP Common Stock USD.1 23330F109 28 15157 SH SOLE 0 15157 0 DR HORTON INC COMMON STOCK USD.01 23331A109 9,834 780509 SH SOLE 0 780509 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,332 32130 SH SOLE 0 32130 0 DSP GROUP INC COMMON STOCK USD.001 23332B106 515 61775 SH SOLE 0 61775 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 20,199 452891 SH SOLE 0 452891 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 203 7967 SH SOLE 0 7967 0 DTS INC COMMON STOCK USD.0001 23335C101 1,186 34837 SH SOLE 0 34837 0 DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 588 46060 SH SOLE 0 46060 0 DAKTRONICS INC COMMON STOCK NPV 234264109 1,367 179421 SH SOLE 0 179421 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 5,769 485629 SH SOLE 0 485629 0 DANAHER CORP COMMON STOCK USD.01 235851102 49,317 617158 SH SOLE 0 617158 0 DANVERS BANCORP INC COMMON STOCK USD.01 236442109 140 10140 SH SOLE 0 10140 0 DARA BIOSCIENCES INC COMMON STOCK USD.01 23703P106 30 67738 SH SOLE 0 67738 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 12,867 288885 SH SOLE 0 288885 0 DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 2,363 263675 SH SOLE 0 263675 0 DATA I/O CORP COMMON STOCK NPV 237690102 127 27600 SH SOLE 0 27600 0 DATAWATCH CORP COMMON STOCK USD.01 237917208 167 69143 SH SOLE 0 69143 0 DATALINK CORP COMMON STOCK USD.001 237934104 523 114700 SH SOLE 0 114700 0 DATARAM CORP Common Stock USD1.0 238108203 44 18200 SH SOLE 0 18200 0 DAVITA INC COMMON STOCK USD.001 23918K108 16,082 253661 SH SOLE 0 253661 0 DAWSON GEOPHYSICAL CO COMMON STOCK USD.333 239359102 567 19398 SH SOLE 0 19398 0 DAXOR CORP COMMON STOCK USD.01 239467103 151 13700 SH SOLE 0 13700 0 DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 2,398 140390 SH SOLE 0 140390 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 7,430 473569 SH SOLE 0 473569 0 DEARBORN BANCORP INC COMMON STOCK NPV 24242R108 67 61100 SH SOLE 0 61100 0 DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 5,991 43414 SH SOLE 0 43414 0 DEERE + CO COMMON STOCK USD1.0 244199105 61,138 1028229 SH SOLE 0 1028229 0 DEL MONTE FOODS CO COMMON STOCK USD.01 24522P103 5,867 401842 SH SOLE 0 401842 0 DELCATH SYSTEMS INC Common Stock USD.01 24661P104 354 43685 SH SOLE 0 43685 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 464 63722 SH SOLE 0 63722 0 DELIAS INC Common Stock USD.001 246911101 119 68730 SH SOLE 0 68730 0 DELL INC COMMON STOCK USD.01 24702R101 67,731 4512363 SH SOLE 0 4512363 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 5,273 209563 SH SOLE 0 209563 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 22,762 1560128 SH SOLE 0 1560128 0 DELTA APPAREL INC Common Stock USD.01 247368103 340 21800 SH SOLE 0 21800 0 DELTA NATURAL GAS CO INC Common Stock USD1.0 247748106 139 4700 SH SOLE 0 4700 0 DELTEK INC COMMON STOCK USD.001 24784L105 779 101994 SH SOLE 0 101994 0 DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 21 485 SH SOLE 0 485 0 DELTA PETROLEUM CORP COMMON STOCK USD.01 247907207 258 183105 SH SOLE 0 183105 0 DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 10,726 635816 SH SOLE 0 635816 0 DELUXE CORP COMMON STOCK USD1.0 248019101 2,492 128307 SH SOLE 0 128307 0 DEMANDTEC INC COMMON STOCK USD.001 24802R506 212 30506 SH SOLE 0 30506 0 DENDREON CORP COMMON STOCK USD.001 24823Q107 9,448 259066 SH SOLE 0 259066 0 DENNY S CORP COMMON STOCK USD.01 24869P104 1,150 299550 SH SOLE 0 299550 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 8,984 257792 SH SOLE 0 257792 0 DERMA SCIENCES INC COMMON STOCK USD.01 249827502 39 7400 SH SOLE 0 7400 0 DEPOMED INC Common Stock NPV 249908104 709 199760 SH SOLE 0 199760 0 DESTINATION MATERNITY CORP Common Stock USD.01 25065D100 704 27422 SH SOLE 0 27422 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 10,479 861018 SH SOLE 0 861018 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 68,088 1056774 SH SOLE 0 1056774 0 DEVRY INC COMMON STOCK USD.01 251893103 13,073 200509 SH SOLE 0 200509 0 DEX ONE CORP Common Stock 25212W100 137 4900 SH SOLE 0 4900 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DEXCOM INC COMMON STOCK USD.001 252131107 921 94681 SH SOLE 0 94681 0 DIALYSIS CORP OF AMERICA Common Stock USD.01 252529102 206 33120 SH SOLE 0 33120 0 DIAMOND FOODS INC COMMON STOCK USD.001 252603105 2,972 70698 SH SOLE 0 70698 0 DIAMOND HILL INVESTMENT GRP Common Stock NPV 25264R207 4,207 61328 SH SOLE 0 61328 0 DIAMOND MANAGEMENT + TECHNOL COMMON STOCK USD.001 25269L106 1,701 216632 SH SOLE 0 216632 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 14,199 159885 SH SOLE 0 159885 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 4,507 445781 SH SOLE 0 445781 0 DICE HOLDINGS INC COMMON STOCK USD.01 253017107 591 77757 SH SOLE 0 77757 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 3,753 143752 SH SOLE 0 143752 0 DIEBOLD INC COMMON STOCK USD1.25 253651103 6,492 204418 SH SOLE 0 204418 0 DIEDRICH COFFEE INC COMMON STOCK USD.01 253675201 3 100 SH SOLE 0 100 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 363 34157 SH SOLE 0 34157 0 DIGIMARC CORP Common Stock USD.001 25381B101 268 15541 SH SOLE 0 15541 0 DIGIRAD CORP Common Stock USD.0001 253827109 158 77300 SH SOLE 0 77300 0 DIGITAL ANGEL CORP COMMON STOCK USD.01 25383A200 69 114512 SH SOLE 0 114512 0 DIGITAL POWER CORP COMMON STOCK NPV 253862106 17 13600 SH SOLE 0 13600 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 15,773 291006 SH SOLE 0 291006 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 4,014 132484 SH SOLE 0 132484 0 DIGITALGLOBE INC Common Stock USD.001 25389M877 1,467 52500 SH SOLE 0 52500 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 2,281 180622 SH SOLE 0 180622 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 6,892 292036 SH SOLE 0 292036 0 DINEEQUITY INC COMMON STOCK USD.01 254423106 1,410 35668 SH SOLE 0 35668 0 DIODES INC COMMON STOCK USD.667 254543101 1,498 66879 SH SOLE 0 66879 0 DIONEX CORP COMMON STOCK USD.001 254546104 539 7204 SH SOLE 0 7204 0 DISCOVERY LABORATORIES INC Common Stock USD.001 254668106 330 634044 SH SOLE 0 634044 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 159,444 4567279 SH SOLE 0 4567279 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 20,436 1371544 SH SOLE 0 1371544 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 6,903 204298 SH SOLE 0 204298 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 21,134 718588 SH SOLE 0 718588 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 12,810 615279 SH SOLE 0 615279 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 89,798 2655967 SH SOLE 0 2655967 0 DITECH NETWORKS INC Common Stock USD.001 25500T108 176 108000 SH SOLE 0 108000 0 DIVX INC COMMON STOCK USD.001 255413106 83 11625 SH SOLE 0 11625 0 DIXIE GROUP INC Common Stock USD3.0 255519100 279 56457 SH SOLE 0 56457 0 DOCUMENT SECURITY SYSTEMS COMMON STOCK USD.02 25614T101 91 23500 SH SOLE 0 23500 0 DOLAN MEDIA COMPANY COMMON STOCK USD.001 25659P402 851 78324 SH SOLE 0 78324 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 9,016 153675 SH SOLE 0 153675 0 DOLE FOOD CO INC COMMON STOCK 256603101 3,642 307300 SH SOLE 0 307300 0 DOLLAR FINANCIAL CORP COMMON STOCK USD.001 256664103 3,380 140463 SH SOLE 0 140463 0 DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 5,479 217000 SH SOLE 0 217000 0 DOLLAR THRIFTY AUTOMOTIVE GP Common Stock USD.01 256743105 4,401 136976 SH SOLE 0 136976 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 7,923 133787 SH SOLE 0 133787 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 61,906 1505868 SH SOLE 0 1505868 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 957 70132 SH SOLE 0 70132 0 DOMTAR CORP COMMON STOCK USD.01 257559203 7,461 115841 SH SOLE 0 115841 0 DONALDSON CO INC COMMON STOCK USD5.0 257651109 4,363 96706 SH SOLE 0 96706 0 DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 499 34359 SH SOLE 0 34359 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 9,242 432882 SH SOLE 0 432882 0 DORAL FINANCIAL CORP Common Stock USD.01 25811P886 170 39503 SH SOLE 0 39503 0 DORMAN PRODUCTS INC Common Stock USD.01 258278100 1,495 78726 SH SOLE 0 78726 0 DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 260 174700 SH SOLE 0 174700 0 DOUBLE EAGLE PETROLEUM CO Common Stock USD.1 258570209 164 38585 SH SOLE 0 38585 0 DOUBLE TAKE SOFTWARE INC COMMON STOCK USD.001 258598101 203 22793 SH SOLE 0 22793 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 5,745 373754 SH SOLE 0 373754 0 DOVER CORP COMMON STOCK USD1.0 260003108 21,744 465112 SH SOLE 0 465112 0 DOVER DOWNS GAMING + ENTERTA COMMON STOCK USD.1 260095104 154 38805 SH SOLE 0 38805 0 DOVER MOTORSPORTS INC Common Stock USD.1 260174107 237 115086 SH SOLE 0 115086 0 DOW CHEMICAL COMMON STOCK USD2.5 260543103 82,769 2799085 SH SOLE 0 2799085 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 22,442 638088 SH SOLE 0 638088 0 DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 5,557 141078 SH SOLE 0 141078 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DRESS BARN INC COMMON STOCK USD.05 261570105 5,977 228495 SH SOLE 0 228495 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 7,837 249443 SH SOLE 0 249443 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 770 34949 SH SOLE 0 34949 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 10,647 174997 SH SOLE 0 174997 0 DRUGSTORE.COM INC Common Stock USD.0001 262241102 1,190 333202 SH SOLE 0 333202 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 89,130 2393403 SH SOLE 0 2393403 0 DUCKWALL ALCO STORES INC COMMON STOCK USD.0001 264142100 277 19100 SH SOLE 0 19100 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 455 21663 SH SOLE 0 21663 0 DUFF + PHELPS CORP CL A COMMON STOCK USD.01 26433B107 1,167 69743 SH SOLE 0 69743 0 DUKE REALTY CORP REIT USD.01 264411505 11,085 893984 SH SOLE 0 893984 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 53,723 3291848 SH SOLE 0 3291848 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 12,247 164567 SH SOLE 0 164567 0 DUOYUAN PRINTING INC Common Stock USD.001 26605B109 4 400 SH SOLE 0 400 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 4,378 202761 SH SOLE 0 202761 0 DURECT CORPORATION COMMON STOCK USD.0001 266605104 210 69746 SH SOLE 0 69746 0 DUSA PHARMACEUTICALS INC Common Stock NPV 266898105 157 85854 SH SOLE 0 85854 0 DYAX CORP Common Stock USD.01 26746E103 208 60920 SH SOLE 0 60920 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 2,039 232502 SH SOLE 0 232502 0 DYNACQ HEALTHCARE INC Common Stock USD.001 26779V105 26 8800 SH SOLE 0 8800 0 DYNAMEX INC Common Stock USD.01 26784F103 352 20449 SH SOLE 0 20449 0 DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 557 35639 SH SOLE 0 35639 0 DYNAMICS RESEARCH CORP Common Stock USD.1 268057106 556 49294 SH SOLE 0 49294 0 DYNATRONICS CORP Common Stock NPV 268157104 4 4300 SH SOLE 0 4300 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 268158102 165 127000 SH SOLE 0 127000 0 DYNCORP INTERNATIONAL INC A COMMON STOCK USD.01 26817C101 1,489 129587 SH SOLE 0 129587 0 DYNEGY INC CL A COMMON STOCK NPV 26817G102 2,020 1603033 SH SOLE 0 1603033 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 5 500 SH SOLE 0 500 0 EDCI HOLDINGS INC Common Stock USD.02 268315108 211 62196 SH SOLE 0 62196 0 EF JOHNSON TECHNOLOGIES INC COMMON STOCK USD.01 26843B101 230 246200 SH SOLE 0 246200 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 96,757 5363456 SH SOLE 0 5363456 0 EMC INS GROUP INC COMMON STOCK USD1.0 268664109 693 30762 SH SOLE 0 30762 0 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 1,491 89815 SH SOLE 0 89815 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 54,986 591626 SH SOLE 0 591626 0 EON COMMUNICATIONS CORP COM NEW 268763208 51 19555 SH SOLE 0 19555 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 914 73492 SH SOLE 0 73492 0 ESB FINANCIAL CORP Common Stock USD.01 26884F102 318 24636 SH SOLE 0 24636 0 EQT CORP COMMON STOCK NPV 26884L109 12,539 305841 SH SOLE 0 305841 0 EAGLE BANCORP INC Common Stock USD.01 268948106 337 28460 SH SOLE 0 28460 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246104 5,169 3132892 SH SOLE 0 3132892 0 EXCO RESOURCES INC COMMON STOCK USD.001 269279402 10,709 582622 SH SOLE 0 582622 0 EV3 INC COMMON STOCK USD.01 26928A200 3,528 222431 SH SOLE 0 222431 0 EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 2,281 85952 SH SOLE 0 85952 0 EARTHLINK INC COMMON STOCK USD.01 270321102 3,704 433724 SH SOLE 0 433724 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 3,842 220529 SH SOLE 0 220529 0 EASTERN CO/THE Common Stock NPV 276317104 252 18625 SH SOLE 0 18625 0 EASTERN INSURANCE HOLDINGS Common Stock NPV 276534104 627 61800 SH SOLE 0 61800 0 EASTERN VIRGINIA BANKSHARES Common Stock USD2.0 277196101 64 8463 SH SOLE 0 8463 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 4,140 109700 SH SOLE 0 109700 0 EASTMAN CHEMICAL COMPANY COMMON STOCK USD.01 277432100 9,053 142169 SH SOLE 0 142169 0 EASTMAN KODAK CO COMMON STOCK USD2.5 277461109 3,785 653630 SH SOLE 0 653630 0 EASYLINK SERVICES INTL CL A COMMON STOCK USD.01 277858106 165 70000 SH SOLE 0 70000 0 EATON CORP COMMON STOCK USD.5 278058102 27,611 364409 SH SOLE 0 364409 0 EATON VANCE CORP COMMON STOCK 278265103 17,397 518699 SH SOLE 0 518699 0 USD.00390625 EBAY INC COMMON STOCK USD.001 278642103 88,607 3287826 SH SOLE 0 3287826 0 EBIX INC COMMON STOCK USD.1 278715206 1,489 93240 SH SOLE 0 93240 0 ECHELON CORP COMMON STOCK USD.01 27874N105 487 54323 SH SOLE 0 54323 0 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 364 28200 SH SOLE 0 28200 0 ECHOSTAR CORP A COMMON STOCK USD.001 278768106 3,993 196898 SH SOLE 0 196898 0 ECLIPSYS CORP COMMON STOCK USD.01 278856109 2,517 126619 SH SOLE 0 126619 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ECOLAB INC COMMON STOCK USD1.0 278865100 20,100 457339 SH SOLE 0 457339 0 ECOLOGY AND ENVIRON CL A COMMON STOCK USD.01 278878103 88 6300 SH SOLE 0 6300 0 EDAC TECHNOLOGIES CORP Common Stock USD.0025 279285100 57 15900 SH SOLE 0 15900 0 EDGAR ONLINE INC COMMON STOCK USD.01 279765101 110 59915 SH SOLE 0 59915 0 EDGEWATER TECHNOLOGY INC Common Stock USD.01 280358102 165 51545 SH SOLE 0 51545 0 EDIETS.COM INC Common Stock USD.001 280597105 71 48450 SH SOLE 0 48450 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 28,364 830097 SH SOLE 0 830097 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 1,253 218290 SH SOLE 0 218290 0 EDUCATION MANAGEMENT CORP Common Stock USD.01 28140M103 210 9600 SH SOLE 0 9600 0 EDUCATIONAL DEVELOPMENT CORP Common Stock USD.2 281479105 43 6900 SH SOLE 0 6900 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 16,818 170086 SH SOLE 0 170086 0 EHEALTH INC COMMON STOCK USD.001 28238P109 966 61329 SH SOLE 0 61329 0 EINSTEIN NOAH RESTAURANT GRO Common Stock USD.001 28257U104 541 44563 SH SOLE 0 44563 0 8X8 INC Common Stock USD.001 282914100 259 176400 SH SOLE 0 176400 0 EL PASO CORP COMMON STOCK USD3.0 28336L109 18,561 1712287 SH SOLE 0 1712287 0 EL PASO ELECTRIC CO Common Stock NPV 283677854 2,777 134805 SH SOLE 0 134805 0 ELECSYS CORP Common Stock USD.01 28473M100 27 7100 SH SOLE 0 7100 0 ELECTRO OPTICAL SCIENCES INC COMMON STOCK USD.001 285192100 381 51300 SH SOLE 0 51300 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 1,052 80087 SH SOLE 0 80087 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 1,059 82678 SH SOLE 0 82678 0 ELECTRO SENSORS INC COMMON STOCK USD.1 285233102 13 3550 SH SOLE 0 3550 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 16,679 893831 SH SOLE 0 893831 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 1,379 118563 SH SOLE 0 118563 0 ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 1,056 58671 SH SOLE 0 58671 0 ELIXIR GAMING TECHNOLOGIES I COMMON STOCK USD.001 28661G105 30 122075 SH SOLE 0 122075 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 1,092 48218 SH SOLE 0 48218 0 ELMIRA SAVINGS BANK FSB Common Stock USD1.0 289660102 36 2102 SH SOLE 0 2102 0 ELOYALTY CORP COMMON STOCK USD.01 290151307 138 24427 SH SOLE 0 24427 0 EMCORE CORP COMMON STOCK NPV 290846104 310 256155 SH SOLE 0 256155 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 3,898 158269 SH SOLE 0 158269 0 EMDEON INC CLASS A COMMON STOCK USD1E 29084T104 18 1100 SH SOLE 0 1100 0 05.0 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 480 28582 SH SOLE 0 28582 0 EMERGENT GROUP INC Common Stock USD.04 29089V203 107 13570 SH SOLE 0 13570 0 EMERITUS CORP COMMON STOCK USD.0001 291005106 1,875 92142 SH SOLE 0 92142 0 EMERGENCY MEDICAL SERVICES A COMMON STOCK USD.01 29100P102 4,204 74344 SH SOLE 0 74344 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 97,881 1944400 SH SOLE 0 1944400 0 EMERSON RADIO CORP Common Stock USD.01 291087203 10 4600 SH SOLE 0 4600 0 EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 291525103 308 270612 SH SOLE 0 270612 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1.0 291641108 2,548 141387 SH SOLE 0 141387 0 EMPIRE RESORTS INC Common Stock USD.01 292052107 113 62000 SH SOLE 0 62000 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 1,600 107737 SH SOLE 0 107737 0 EMULEX CORP COMMON STOCK USD.1 292475209 1,477 111199 SH SOLE 0 111199 0 ENBRIDGE ENERGY MANAGEMENT L COMMON STOCK USD.01 29250X103 351 6877 SH SOLE 0 6877 0 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 1,356 82435 SH SOLE 0 82435 0 ENCORE BANCSHARES INC Common Stock USD1.0 29255V201 224 23673 SH SOLE 0 23673 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 272 13089 SH SOLE 0 13089 0 ENCORIUM GROUP INC Common Stock USD.001 29257R208 13 5037 SH SOLE 0 5037 0 ENDEAVOUR INTERNATIONAL CORP Common Stock USD.001 29259G101 840 661140 SH SOLE 0 661140 0 ENDWAVE CORPORATION Common Stock USD.001 29264A206 199 72400 SH SOLE 0 72400 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 5,534 233621 SH SOLE 0 233621 0 ENERGY CONVERSION DEVICES COMMON STOCK USD.01 292659109 878 112077 SH SOLE 0 112077 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 5,837 125447 SH SOLE 0 125447 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 8,892 141689 SH SOLE 0 141689 0 ENDOLOGIX INC Common Stock USD.001 29266S106 189 46900 SH SOLE 0 46900 0 ENER1 INC COMMON STOCK USD.01 29267A203 203 43018 SH SOLE 0 43018 0 ENERGY FOCUS INC COMMON STOCK USD.0001 29268T102 193 170800 SH SOLE 0 170800 0 ENERGY INC COMMON STOCK USD.15 29269V106 63 6150 SH SOLE 0 6150 0 ENERGY RECOVERY INC COMMON STOCK USD.001 29270J100 8 1340 SH SOLE 0 1340 0 ENERGY PARTNERS LTD Common Stock 29270U303 295 24259 SH SOLE 0 24259 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 DEP SHS COMMON STOCK USD.01 292756202 679 105543 SH SOLE 0 105543 0 ENERSYS COMMON STOCK USD.01 29275Y102 3,659 148373 SH SOLE 0 148373 0 ENERNOC INC COMMON STOCK USD.001 292764107 1,799 60625 SH SOLE 0 60625 0 ENGLOBAL CORP COMMON STOCK USD.001 293306106 280 101106 SH SOLE 0 101106 0 ENNIS INC COMMON STOCK USD2.5 293389102 775 47630 SH SOLE 0 47630 0 ENOVA SYSTEMS INC COMMON STOCK NPV 29355M200 17 11400 SH SOLE 0 11400 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 2,671 91846 SH SOLE 0 91846 0 ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 28 1635 SH SOLE 0 1635 0 ENSCO PLC SPON ADR 29358Q109 45 1000 SH SOLE 0 1000 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 344 68307 SH SOLE 0 68307 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 2,923 245830 SH SOLE 0 245830 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 41,376 508615 SH SOLE 0 508615 0 ENTEROMEDICS INC COMMON STOCK USD.01 29365M109 0 600 SH SOLE 0 600 0 ENTERPRISE BANCORP INC Common Stock USD.01 293668109 86 7057 SH SOLE 0 7057 0 ENTERPRISE FINANCIAL SERVICE Common Stock USD.01 293712105 688 62236 SH SOLE 0 62236 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 6,255 152067 SH SOLE 0 152067 0 ENTREMED INC COMMON STOCK USD.01 29382F103 165 242200 SH SOLE 0 242200 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 825 298877 SH SOLE 0 298877 0 ENTORIAN TECHNOLOGIES INC COMMON STOCK USD.001 29383P209 10 3879 SH SOLE 0 3879 0 ENTROPIC COMMUNICATIONS INC Common Stock USD.001 29384R105 1,019 200600 SH SOLE 0 200600 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 532 52290 SH SOLE 0 52290 0 ENVIRONMENTAL POWER CORP COMMON STOCK USD.01 29406L201 5 26200 SH SOLE 0 26200 0 ENZO BIOCHEM INC COMMON STOCK USD.01 294100102 -22 -3610 SH SOLE 0 -3610 0 EPICEPT CORP Common Stock USD.0001 294264304 38 17833 SH SOLE 0 17833 0 EPLUS INC Common Stock USD.01 294268107 600 34200 SH SOLE 0 34200 0 EPICOR SOFTWARE CORP COMMON STOCK USD.001 29426L108 2,346 245369 SH SOLE 0 245369 0 EPOCH HOLDING CORP Common Stock USD.01 29428R103 1,373 121568 SH SOLE 0 121568 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 13,024 363791 SH SOLE 0 363791 0 EQUINIX INC COMMON STOCK USD.001 29444U502 7,532 77379 SH SOLE 0 77379 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 5,878 109102 SH SOLE 0 109102 0 EQUITY ONE INC REIT USD.01 294752100 3,936 208390 SH SOLE 0 208390 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 50,068 1278875 SH SOLE 0 1278875 0 ERESEARCH TECHNOLOGY INC COMMON STOCK USD.01 29481V108 1,517 219470 SH SOLE 0 219470 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 1,614 37422 SH SOLE 0 37422 0 ESCALADE INC Common Stock NPV 296056104 13 4900 SH SOLE 0 4900 0 ESCALON MEDICAL CORP Common Stock USD.001 296074305 26 17000 SH SOLE 0 17000 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 1,444 45381 SH SOLE 0 45381 0 ESPEY MFG ELECTRONICS CORP Common Stock USD.333 296650104 184 9200 SH SOLE 0 9200 0 ESSA BANCORP INC COMMON STOCK USD.01 29667D104 8 640 SH SOLE 0 640 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 10,632 118201 SH SOLE 0 118201 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 4,641 93900 SH SOLE 0 93900 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 131 6346 SH SOLE 0 6346 0 EUROBANCSHARES INC Common Stock USD.01 298716101 31 84848 SH SOLE 0 84848 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 3,001 162846 SH SOLE 0 162846 0 EVANS BANCORP INC Common Stock USD.5 29911Q208 5 300 SH SOLE 0 300 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1,478 49266 SH SOLE 0 49266 0 EVERGREEN ENERGY INC COMMON STOCK USD.001 30024B104 21 116874 SH SOLE 0 116874 0 EVERGREEN SOLAR INC COMMON STOCK USD.01 30033R108 1,244 1101240 SH SOLE 0 1101240 0 EVOLUTION PETROLEUM CORP Common Stock USD.001 30049A107 406 87400 SH SOLE 0 87400 0 EVOLVING SYSTEMS INC Common Stock USD.001 30049R209 4 537 SH SOLE 0 537 0 EXACT SCIENCES CORP Common Stock USD.01 30063P105 733 164615 SH SOLE 0 164615 0 EXAR CORP COMMON STOCK USD.0001 300645108 968 137283 SH SOLE 0 137283 0 EXACTECH INC COMMON STOCK USD.01 30064E109 645 30780 SH SOLE 0 30780 0 EXELON CORP COMMON STOCK NPV 30161N101 75,789 1729948 SH SOLE 0 1729948 0 EXELIXIS INC COMMON STOCK USD.001 30161Q104 916 150982 SH SOLE 0 150982 0 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 1,713 297980 SH SOLE 0 297980 0 EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 1,582 94817 SH SOLE 0 94817 0 EXPEDIA INC COMMON STOCK USD.001 30212P105 8,680 347773 SH SOLE 0 347773 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 19,626 531593 SH SOLE 0 531593 0 EXPONENT INC COMMON STOCK USD.001 30214U102 1,695 59441 SH SOLE 0 59441 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EXPRESS 1 EXPEDITED SOLUTION COMMON STOCK USD.001 30217Q108 25 17100 SH SOLE 0 17100 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 59,002 579820 SH SOLE 0 579820 0 EXPRESSJET HOLDINGS INC COMMON STOCK USD.01 30218U306 58 15490 SH SOLE 0 15490 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 4,375 345019 SH SOLE 0 345019 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 2,213 91571 SH SOLE 0 91571 0 EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 1,495 487013 SH SOLE 0 487013 0 EZCORP INC CL A COMMON STOCK USD.01 302301106 10,884 528373 SH SOLE 0 528373 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 882,348 13173304 SH SOLE 0 13173304 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 1,823 74451 SH SOLE 0 74451 0 FEI COMPANY COMMON STOCK NPV 30241L109 1,171 51122 SH SOLE 0 51122 0 FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 10,087 357693 SH SOLE 0 357693 0 FBR CAPITAL MARKETS CORP COMMON STOCK USD.001 30247C301 624 137181 SH SOLE 0 137181 0 FMC CORP COMMON STOCK USD.1 302491303 10,956 180966 SH SOLE 0 180966 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 19,020 294293 SH SOLE 0 294293 0 FNB UNITED CORP Common Stock USD2.5 302519103 45 37515 SH SOLE 0 37515 0 FNB CORP COMMON STOCK USD.01 302520101 3,256 401530 SH SOLE 0 401530 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 456 16815 SH SOLE 0 16815 0 FPL GROUP INC COMMON STOCK USD.01 302571104 47,650 985927 SH SOLE 0 985927 0 FSI INTL INC COMMON STOCK NPV 302633102 391 101000 SH SOLE 0 101000 0 FX ENERGY INC Common Stock USD.001 302695101 81 23678 SH SOLE 0 23678 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 3,066 77988 SH SOLE 0 77988 0 FACET BIOTECH CORP COMMON STOCK USD.01 30303Q103 1,399 51818 SH SOLE 0 51818 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 10,643 145057 SH SOLE 0 145057 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 3,768 148700 SH SOLE 0 148700 0 FAIRCHILD SEMICON INTERNATIO COMMON STOCK USD.01 303726103 2,815 264331 SH SOLE 0 264331 0 FALCONSTOR SOFTWARE INC COMMON STOCK USD.001 306137100 977 280843 SH SOLE 0 280843 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 12,152 331940 SH SOLE 0 331940 0 FAMOUS DAVES OF AMERICA Common Stock USD.01 307068106 391 48622 SH SOLE 0 48622 0 FARMER BROS CO COMMON STOCK USD1.0 307675108 0 18 SH SOLE 0 18 0 FARMERS CAPITAL BANK CORP Common Stock USD.125 309562106 298 34724 SH SOLE 0 34724 0 FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 1,242 48215 SH SOLE 0 48215 0 FASTENAL CO COMMON STOCK USD.01 311900104 15,946 332270 SH SOLE 0 332270 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0 313148306 673 59400 SH SOLE 0 59400 0 FREDDIE MAC COMMON STOCK USD.21 313400301 1,886 1485370 SH SOLE 0 1485370 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 8,953 487662 SH SOLE 0 487662 0 FANNIE MAE COMMON STOCK NPV 313586109 4,965 4728365 SH SOLE 0 4728365 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 17,563 241215 SH SOLE 0 241215 0 FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 913 101334 SH SOLE 0 101334 0 FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 7,225 273871 SH SOLE 0 273871 0 FEDEX CORP COMMON STOCK USD.1 31428X106 68,533 733758 SH SOLE 0 733758 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 1,619 284105 SH SOLE 0 284105 0 FEMALE HEALTH COMPANY Common Stock USD.01 314462102 642 89600 SH SOLE 0 89600 0 FERRO CORP COMMON STOCK USD1.0 315405100 1,572 178869 SH SOLE 0 178869 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 19,334 314331 SH SOLE 0 314331 0 FIBERTOWER CORP Common Stock USD.001 31567R209 86 18425 SH SOLE 0 18425 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 18,073 771021 SH SOLE 0 771021 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 9,850 664628 SH SOLE 0 664628 0 FIDELITY SOUTHERN CORP Common Stock NPV 316394105 251 44019 SH SOLE 0 44019 0 FIELDPOINT PETROLEUM CORP COMMON STOCK USD.01 316570100 247 110740 SH SOLE 0 110740 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 31,092 2287871 SH SOLE 0 2287871 0 FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 19 1610 SH SOLE 0 1610 0 FINANCIAL INSTITUTIONS INC Common Stock USD.01 317585404 755 51620 SH SOLE 0 51620 0 FINISAR CORPORATION Common Stock USD.001 31787A507 3,285 209098 SH SOLE 0 209098 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 3,235 198219 SH SOLE 0 198219 0 FIRST ACCEPTANCE CORP Common Stock USD.01 318457108 120 58798 SH SOLE 0 58798 0 FIRST AMERICAN CORPORATION COMMON STOCK USD1.0 318522307 9,224 272567 SH SOLE 0 272567 0 FIRST BANCORP INC/ME Common Stock USD.01 31866P102 353 22163 SH SOLE 0 22163 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1.0 318672102 1,115 462834 SH SOLE 0 462834 0 FIRST BANCSHARES INC (MO) Common Stock USD.01 318687100 60 6900 SH SOLE 0 6900 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 943 69748 SH SOLE 0 69748 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- FIRST BUSEY CORP COMMON STOCK USD.001 319383105 479 108346 SH SOLE 0 108346 0 FIRST CALIFORNIA FINANCIAL G COMMON STOCK USD.01 319395109 129 48729 SH SOLE 0 48729 0 FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 9,535 442027 SH SOLE 0 442027 0 FIRST CAPITAL BANCORP INC COMMON STOCK USD4.0 319438107 8 1100 SH SOLE 0 1100 0 FIRST CITIZENS BANC CORP Common Stock NPV 319459202 66 14700 SH SOLE 0 14700 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1.0 31946M103 2,884 14508 SH SOLE 0 14508 0 FIRST CLOVER LEAF FINANCIAL COMMON STOCK USD.1 31969M105 19 2700 SH SOLE 0 2700 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 319829107 1,928 287264 SH SOLE 0 287264 0 FIRST COMMUNITY CORP COMMON STOCK USD1.0 319835104 38 6180 SH SOLE 0 6180 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1.0 31983A103 556 44978 SH SOLE 0 44978 0 FIRST DEFIANCE FINL CORP Common Stock USD.01 32006W106 422 41688 SH SOLE 0 41688 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 1,885 105983 SH SOLE 0 105983 0 FIRST FED BNCSHS OF ARKANSAS Common Stock USD.01 32020F105 119 31100 SH SOLE 0 31100 0 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 32020R109 2,975 57711 SH SOLE 0 57711 0 FIRST FINANCIAL CORP INDIANA COMMON STOCK NPV 320218100 902 31156 SH SOLE 0 31156 0 FIRST FEDERAL OF NORTHERN MI COMMON STOCK USD.01 32021X105 33 23553 SH SOLE 0 23553 0 FIRST FINANCIAL SERVICE CORP Common Stock USD1.0 32022D108 44 4981 SH SOLE 0 4981 0 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 373 54619 SH SOLE 0 54619 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 995 66059 SH SOLE 0 66059 0 FIRST FRANKLIN CORP COMMON STOCK USD.01 320272107 93 10300 SH SOLE 0 10300 0 FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 8,402 598035.225 SH SOLE 0 598035.225 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 2,547 328244 SH SOLE 0 328244 0 FIRST KEYSTONE FINANCIAL INC Common Stock USD.01 320655103 205 15500 SH SOLE 0 15500 0 FIRST OF LONG ISLAND CORP Common Stock USD.1 320734106 635 26339 SH SOLE 0 26339 0 FIRST M F CORP Common Stock USD5.0 320744105 98 30730 SH SOLE 0 30730 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 1,128 397295 SH SOLE 0 397295 0 FIRST MARINER BANCORP INC Common Stock USD.05 320795107 223 218153 SH SOLE 0 218153 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 774 111224 SH SOLE 0 111224 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK USD.01 320841109 293 22498 SH SOLE 0 22498 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 3,441 253918 SH SOLE 0 253918 0 FIRST NATIONAL BANCSHARES Common Stock USD.01 32111B104 4 5376 SH SOLE 0 5376 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 5,141 361540 SH SOLE 0 361540 0 FIRST PACTRUST BANCORP INC Common Stock USD.01 33589V101 27 3500 SH SOLE 0 3500 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 1,817 120915 SH SOLE 0 120915 0 FIRST PLACE FINANCIAL /OHIO Common Stock USD.01 33610T109 71 17715 SH SOLE 0 17715 0 FIRST REGIONAL BANCORP/CAL Common Stock NPV 33615C101 0 22409 SH SOLE 0 22409 0 FIRST SECURITY GROUP INC/TN Common Stock USD.01 336312103 120 55412 SH SOLE 0 55412 0 FIRST SOLAR INC COMMON STOCK USD.001 336433107 20,138 164188 SH SOLE 0 164188 0 FIRST STATE BANCORPORATION COMMON STOCK NPV 336453105 44 80726 SH SOLE 0 80726 0 FIRST SOUTH BANCORP INC /NC Common Stock USD.01 33646W100 560 44812 SH SOLE 0 44812 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 794 45237 SH SOLE 0 45237 0 FIRST UNITED CORP Common Stock USD.01 33741H107 147 24432 SH SOLE 0 24432 0 FIRSTBANK CORP/ALMA MICH Common Stock NPV 33761G104 61 10290 SH SOLE 0 10290 0 FIRSTCITY FINANCIAL CORP COMMON STOCK USD.01 33761X107 246 35149 SH SOLE 0 35149 0 FISERV INC COMMON STOCK USD.01 337738108 20,324 400389 SH SOLE 0 400389 0 FISHER COMMUNICATIONS INC COMMON STOCK USD1.25 337756209 561 39810 SH SOLE 0 39810 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 5,447 252514 SH SOLE 0 252514 0 FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930101 223 372031 SH SOLE 0 372031 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 30,755 786770 SH SOLE 0 786770 0 FIVE STAR QUALITY CARE Common Stock USD.01 33832D106 665 218100 SH SOLE 0 218100 0 FLANDERS CORPORATION Common Stock USD.001 338494107 63 16700 SH SOLE 0 16700 0 FLANIGANS ENTERPRISES INC Common Stock USD.1 338517105 23 3400 SH SOLE 0 3400 0 FLEXSTEEL INDS Common Stock USD1.0 339382103 410 30200 SH SOLE 0 30200 0 FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 178 140290 SH SOLE 0 140290 0 FLUOR CORP COMMON STOCK USD.01 343412102 21,904 470952 SH SOLE 0 470952 0 FLOW INTL CORP COMMON STOCK USD.01 343468104 404 134332 SH SOLE 0 134332 0 FLOWERS FOODS INC COMMON STOCK USD.01 343498101 5,501 222333 SH SOLE 0 222333 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 15,806 143337 SH SOLE 0 143337 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 1,721 135974 SH SOLE 0 135974 0 FONAR CORP Common Stock USD.0001 344437405 36 18775 SH SOLE 0 18775 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- FOOD TECHNOLOGY SERVICE INC COMMON STOCK USD.01 344798202 24 9329 SH SOLE 0 9329 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 9,874 656496 SH SOLE 0 656496 0 FORCE PROTECTION INC COMMON STOCK USD.001 345203202 1,227 203859 SH SOLE 0 203859 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 103,114 8203206 SH SOLE 0 8203206 0 FOREST CITY ENTERPRISES CL A COMMON STOCK USD.333 345550107 9,230 640540 SH SOLE 0 640540 0 FOREST LABORATORIES INC Common Stock USD.1 345838106 20,608 657135 SH SOLE 0 657135 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 4,317 167204 SH SOLE 0 167204 0 FORESTAR GROUP INC COMMON STOCK USD1.0 346233109 1,733 91765 SH SOLE 0 91765 0 FORMFACTOR INC COMMON STOCK USD.001 346375108 724 40777 SH SOLE 0 40777 0 FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 2,366 78673 SH SOLE 0 78673 0 FORTRESS INVESTMENT GRP CL A LTD PART NPV 34958B106 1,037 260000 SH SOLE 0 260000 0 FORTRESS INTERNATIONAL GROUP COMMON STOCK USD.0001 34958D102 8 7000 SH SOLE 0 7000 0 FORTINET INC Common Stock USD.001 34959E109 283 16100 SH SOLE 0 16100 0 FORTUNE BRANDS INC COMMON STOCK USD3.125 349631101 21,768 448735 SH SOLE 0 448735 0 FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 1,664 63286 SH SOLE 0 63286 0 FORWARD INDUSTRIES INC Common Stock USD.01 349862300 287 94005 SH SOLE 0 94005 0 FOSSIL INC COMMON STOCK USD.01 349882100 2,997 79423 SH SOLE 0 79423 0 FOSTER (LB) CO CL A COMMON STOCK USD.01 350060109 159 5508 SH SOLE 0 5508 0 4KIDS ENTERTAINMENT INC COMMON STOCK USD.01 350865101 102 89000 SH SOLE 0 89000 0 FOX CHASE BANCORP INC Common Stock USD.01 35137P106 66 6120 SH SOLE 0 6120 0 FRANKLIN COVEY CO COMMON STOCK USD.05 353469109 284 35745 SH SOLE 0 35745 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 3,015 100530 SH SOLE 0 100530 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 58,325 525922 SH SOLE 0 525922 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 4,065 281700 SH SOLE 0 281700 0 FREDERICKS OF HOLLYWOOD GRO Common Stock USD1.0 35582T108 16 13700 SH SOLE 0 13700 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 2,856 238400 SH SOLE 0 238400 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 94,824 1135073 SH SOLE 0 1135073 0 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 257 10624 SH SOLE 0 10624 0 FREQUENCY ELECTRONICS INC Common Stock USD1.0 358010106 50 9400 SH SOLE 0 9400 0 FRIEDMAN INDUSTRIES Common Stock USD1.0 358435105 356 62299 SH SOLE 0 62299 0 FRISCHS RESTAURANTS INC Common Stock NPV 358748101 171 7729 SH SOLE 0 7729 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 5,636 757533 SH SOLE 0 757533 0 FRONTIER FINANCIAL CORP Common Stock NPV 35907K204 39 19859 SH SOLE 0 19859 0 FRONTIER OIL CORP COMMON STOCK NPV 35914P105 5,017 371611 SH SOLE 0 371611 0 FROZEN FOOD EXPRESS INDS Common Stock USD1.5 359360104 232 59507 SH SOLE 0 59507 0 FUEL TECH INC COMMON STOCK USD.01 359523107 392 48825 SH SOLE 0 48825 0 FUELCELL ENERGY INC COMMON STOCK USD.0001 35952H106 8 2872 SH SOLE 0 2872 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 3,622 113322 SH SOLE 0 113322 0 FULL HOUSE RESORTS INC Common Stock USD.0001 359678109 27 9575 SH SOLE 0 9575 0 H.B. FULLER CO. COMMON STOCK USD1.0 359694106 4,189 180481 SH SOLE 0 180481 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 5,737 562983 SH SOLE 0 562983 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1.0 360921100 1,165 181207 SH SOLE 0 181207 0 FUQI INTERNATIONAL INC Common Stock USD.001 36102A207 5 500 SH SOLE 0 500 0 FURMANITE CORP COMMON STOCK NPV 361086101 802 154505 SH SOLE 0 154505 0 FUSHI COPPERWELD INC COMMON STOCK USD.006 36113E### -## -#### SH SOLE 0 -1380 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 1,910 73818 SH SOLE 0 73818 0 GAMCO INVESTORS INC A COMMON STOCK USD.001 361438104 1,583 34793 SH SOLE 0 34793 0 GATX CORP COMMON STOCK USD.625 361448103 5,238 182843 SH SOLE 0 182843 0 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 3,825 192965 SH SOLE 0 192965 0 GFI GROUP INC COMMON STOCK USD.01 361652209 1,640 283656 SH SOLE 0 283656 0 GP STRATEGIES CORP Common Stock USD.01 36225V104 416 49733 SH SOLE 0 49733 0 GSE SYSTEMS INC Common Stock USD.01 36227K106 799 147700 SH SOLE 0 147700 0 G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1,100 39915 SH SOLE 0 39915 0 GSI COMMERCE INC COMMON STOCK USD.01 36238G102 4,268 154238 SH SOLE 0 154238 0 GTSI CORP Common Stock USD.005 36238K103 100 18000 SH SOLE 0 18000 0 GTC BIOTHERAPEUTICS INC Common Stock USD.01 36238T203 17 31340 SH SOLE 0 31340 0 GT SOLAR INTERNATIONAL INC COMMON STOCK USD.01 3623E0209 3,646 697196 SH SOLE 0 697196 0 GSI TECHNOLOGY INC Common Stock USD.001 36241U106 3 700 SH SOLE 0 700 0 GAIAM INC CLASS A COMMON STOCK USD.0001 36268Q103 344 41411 SH SOLE 0 41411 0 GAINSCO INC COMMON STOCK USD.1 363127309 12 1257 SH SOLE 0 1257 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 363576109 3,215 130959 SH SOLE 0 130959 0 GAMETECH INTERNATIONAL INC Common Stock USD.001 36466D102 61 31064 SH SOLE 0 31064 0 GAMING PARTNERS INTERNATIONA COMMON STOCK USD.01 36467A107 118 19100 SH SOLE 0 19100 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 9,921 452828 SH SOLE 0 452828 0 GANNETT CO COMMON STOCK USD1.0 364730101 13,027 788534 SH SOLE 0 788534 0 GAP INC/THE COMMON STOCK USD.05 364760108 34,910 1510583 SH SOLE 0 1510583 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 3,619 82184 SH SOLE 0 82184 0 GARTNER INC COMMON STOCK USD.0005 366651107 8,178 367719 SH SOLE 0 367719 0 GASCO ENERGY INC Common Stock USD.0001 367220100 146 454788 SH SOLE 0 454788 0 GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 394 81126 SH SOLE 0 81126 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 2,140 73057 SH SOLE 0 73057 0 GEEKNET INC Common Stock USD.001 36846Q104 309 205955 SH SOLE 0 205955 0 GEN PROBE INC COMMON STOCK USD.0001 36866T103 5,204 104078 SH SOLE 0 104078 0 GENCORP INC COMMON STOCK USD.1 368682100 430 74600 SH SOLE 0 74600 0 GENERAL CABLE CORP COMMON STOCK USD.01 369300108 5,833 216025 SH SOLE 0 216025 0 GENERAL COMMUNICATION CL A COMMON STOCK NPV 369385109 1,282 222215 SH SOLE 0 222215 0 GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 64,895 840607 SH SOLE 0 840607 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 527,984 29010109 SH SOLE 0 29010109 0 GENERAL EMPLOYMENT ENTERPRIS Common Stock NPV 369730106 1 1300 SH SOLE 0 1300 0 GENERAL GROWTH PROPERTIES REIT USD.01 370021107 9,804 609311 SH SOLE 0 609311 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 54,893 775436 SH SOLE 0 775436 0 GENERAL MOLY INC COMMON STOCK USD.001 370373102 678 204134 SH SOLE 0 204134 0 GENERAL STEEL HOLDINGS INC COMMON STOCK USD.001 370853103 3 780 SH SOLE 0 780 0 GENESCO INC COMMON STOCK USD1.0 371532102 2,685 86578 SH SOLE 0 86578 0 GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 4,146 121517 SH SOLE 0 121517 0 GENTEX CORP COMMON STOCK USD.06 371901109 9,977 513731 SH SOLE 0 513731 0 GENOPTIX INC COMMON STOCK USD.001 37243V100 2,217 62475 SH SOLE 0 62475 0 GENOMIC HEALTH INC COMMON STOCK USD.0001 37244C101 1,905 108291 SH SOLE 0 108291 0 GENUINE PARTS CO COMMON STOCK USD1.0 372460105 18,129 429196 SH SOLE 0 429196 0 GENVEC INC Common Stock USD.001 37246C109 228 292927 SH SOLE 0 292927 0 GEORESOURCES INC Common Stock USD.01 372476101 23 1500 SH SOLE 0 1500 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 3,650 129055 SH SOLE 0 129055 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 22,451 1224166 SH SOLE 0 1224166 0 GEOPETRO RESOURCES CO COMMON STOCK NPV 37248H304 12 18800 SH SOLE 0 18800 0 GEOPHARMA INC Common Stock USD.01 37250A106 17 62082 SH SOLE 0 62082 0 GEOMET INC COMMON STOCK USD.001 37250U201 28 31600 SH SOLE 0 31600 0 GEOEYE INC COMMON STOCK USD.01 37250W108 1,557 52771 SH SOLE 0 52771 0 GEOKINETICS INC Common Stock USD.01 372910307 250 34631 SH SOLE 0 34631 0 GENZYME CORP COMMON STOCK USD.01 372917104 33,536 647035 SH SOLE 0 647035 0 GEORGIA GULF CORP Common Stock USD.01 373200302 1,108 59903 SH SOLE 0 59903 0 GERBER SCIENTIFIC INC COMMON STOCK USD.01 373730100 491 79000 SH SOLE 0 79000 0 GERMAN AMERICAN BANCORP Common Stock NPV 373865104 406 26803 SH SOLE 0 26803 0 GERON CORP COMMON STOCK USD.001 374163103 394 69447 SH SOLE 0 69447 0 GETTY REALTY CORP REIT USD.01 374297109 2,123 90745 SH SOLE 0 90745 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 226 17887 SH SOLE 0 17887 0 GIGATRONICS INC Common Stock NPV 375175106 60 26700 SH SOLE 0 26700 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 108,262 2380432 SH SOLE 0 2380432 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 2,606 171138 SH SOLE 0 171138 0 GLADSTONE CAPITAL CORP COMMON STOCK USD.001 376535100 9 722 SH SOLE 0 722 0 GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 4 300 SH SOLE 0 300 0 GLADSTONE INVESTMENT CORP Common Stock USD.001 376546107 5 820 SH SOLE 0 820 0 GLATFELTER COMMON STOCK USD.01 377316104 4,779 329795 SH SOLE 0 329795 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 3,041 372183 SH SOLE 0 372183 0 GLOBALSTAR INC Common Stock USD.0001 378973408 304 223619 SH SOLE 0 223619 0 GLG PARTNERS INC Common Stock USD.0001 37929X107 1,455 474045 SH SOLE 0 474045 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 1,731 341486 SH SOLE 0 341486 0 GLOBAL INDUSTRIES LTD COMMON STOCK USD.01 379336100 1,584 246667 SH SOLE 0 246667 0 GLOBALSCAPE INC COMMON STOCK USD.001 37940G109 30 21000 SH SOLE 0 21000 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 10,423 228818 SH SOLE 0 228818 0 GLOBAL TRAFFIC NETWORK INC Common Stock USD.001 37947B103 247 45900 SH SOLE 0 45900 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GLOBAL DEFENSE TECHNOLOGY Common Stock USD.01 37950B107 3 200 SH SOLE 0 200 0 GLOBECOMM SYSTEMS INC Common Stock USD.001 37956X103 574 74620 SH SOLE 0 74620 0 GLU MOBILE INC COMMON STOCK USD.0001 379890106 33 33400 SH SOLE 0 33400 0 GLOBAL ENERGY HOLDINGS GROUP COMMON STOCK USD.001 37991A100 2 196400 SH SOLE 0 196400 0 GMX RESOURCES INC COMMON STOCK USD.001 38011M108 382 46481 SH SOLE 0 46481 0 GOLDEN ENTERPRISES Common Stock 381010107 151 45502 SH SOLE 0 45502 0 USD.6666667 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 235,674 1381202 SH SOLE 0 1381202 0 GOLFSMITH INTERNATIONAL HOLD Common Stock USD.001 38168Y103 40 10000 SH SOLE 0 10000 0 GOODRICH CORP COMMON STOCK USD5.0 382388106 22,485 318848 SH SOLE 0 318848 0 GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 1,476 94385 SH SOLE 0 94385 0 GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 9,888 782269 SH SOLE 0 782269 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 327,952 578389 SH SOLE 0 578389 0 GORMAN RUPP CO COMMON STOCK NPV 383082104 972 38213 SH SOLE 0 38213 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 1,059 40700 SH SOLE 0 40700 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 3,471 125046 SH SOLE 0 125046 0 GRACO INC COMMON STOCK USD1.0 384109104 6,043 188837 SH SOLE 0 188837 0 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 6,650 486438 SH SOLE 0 486438 0 GRAHAM CORP Common Stock USD.1 384556106 550 30548 SH SOLE 0 30548 0 GRAHAM PACKAGING CO INC Common Stock USD.01 384701108 2,510 200000 SH SOLE 0 200000 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 18,648 172471 SH SOLE 0 172471 0 GRAMERCY CAPITAL CORP REIT USD.001 384871109 534 191338 SH SOLE 0 191338 0 GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 126 21320 SH SOLE 0 21320 0 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 7,084 270990 SH SOLE 0 270990 0 GRANITE CITY FOOD BREWERY Common Stock USD.01 38724Q404 5 2883 SH SOLE 0 2883 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 1,067 35296 SH SOLE 0 35296 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 1,477 409196 SH SOLE 0 409196 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 384 166865 SH SOLE 0 166865 0 GRAYMARK HEALTHCARE INC COMMON STOCK USD.0001 389465204 3 2800 SH SOLE 0 2800 0 GREAT ATLANTIC + PAC TEA CO COMMON STOCK USD1.0 390064103 913 119062 SH SOLE 0 119062 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 718 136834 SH SOLE 0 136834 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 648 28870 SH SOLE 0 28870 0 GREAT PLAINS ENERGY INC COMMON STOCK NPV 391164100 6,742 363067 SH SOLE 0 363067 0 GREAT WOLF RESORTS INC Common Stock USD.01 391523107 230 72480 SH SOLE 0 72480 0 GREATBATCH INC COMMON STOCK USD.001 39153L106 2,408 113661 SH SOLE 0 113661 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 16,012 165380 SH SOLE 0 165380 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 2,555 179020 SH SOLE 0 179020 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 544 49440 SH SOLE 0 49440 0 GREEN BANKSHARES INC Common Stock USD2.0 394361208 483 59220 SH SOLE 0 59220 0 GREENHILL + CO INC COMMON STOCK USD.01 395259104 4,195 51107 SH SOLE 0 51107 0 GREIF INC CL A COMMON STOCK NPV 397624107 3,131 57018 SH SOLE 0 57018 0 GRIFFIN LAND + NURSERIES COMMON STOCK USD.01 398231100 146 5030 SH SOLE 0 5030 0 GRIFFON CORPORATION COMMON STOCK USD.25 398433102 665 53367 SH SOLE 0 53367 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 1,573 49362 SH SOLE 0 49362 0 GRUBB ELLIS CO Common Stock USD.01 400095204 620 281790 SH SOLE 0 281790 0 GTX INC COMMON STOCK USD.001 40052B108 391 116959 SH SOLE 0 116959 0 GUARANTY BANCORP COMMON STOCK USD.001 40075T102 444 279226 SH SOLE 0 279226 0 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 40108P101 98 17728 SH SOLE 0 17728 0 GUESS? INC COMMON STOCK USD.01 401617105 8,978 191099 SH SOLE 0 191099 0 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 728 33478 SH SOLE 0 33478 0 GULFMARK OFFSHORE INCCL A Common Stock USD.01 402629208 1,755 66083 SH SOLE 0 66083 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 1,550 137935 SH SOLE 0 137935 0 GULFSTREAM INTERNATIONAL GRP Common Stock USD.01 402738108 1 700 SH SOLE 0 700 0 GYMBOREE CORP COMMON STOCK USD.001 403777105 4,592 88932 SH SOLE 0 88932 0 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 1,208 112032 SH SOLE 0 112032 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1.0 404132102 8,656 313635 SH SOLE 0 313635 0 HCP INC REIT USD1.0 40414L109 41,573 1259776 SH SOLE 0 1259776 0 HF FINANCIAL CORP Common Stock USD.01 404172108 8 801 SH SOLE 0 801 0 HFF INCCLASS A Common Stock USD.01 40418F108 186 25000 SH SOLE 0 25000 0 HKN INC Common Stock USD.01 40420K103 223 73977 SH SOLE 0 73977 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 FINANCIAL INC Common Stock USD.01 40424G108 132 23940 SH SOLE 0 23940 0 HNI CORP COMMON STOCK USD1.0 404251100 1,025 38473 SH SOLE 0 38473 0 HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 4,598 90167 SH SOLE 0 90167 0 HQ SUSTAINABLE MARITIME INDU Common Stock USD.001 40426A208 591 98506 SH SOLE 0 98506 0 HRPT PROPERTIES TRUST REIT USD.01 40426W101 7,401 951237 SH SOLE 0 951237 0 HSN INC COMMON STOCK USD.01 404303109 3,035 103084 SH SOLE 0 103084 0 HACKETT GROUP INC/THE Common Stock USD.001 404609109 683 245660 SH SOLE 0 245660 0 HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 2,932 51301 SH SOLE 0 51301 0 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 1,361 78453 SH SOLE 0 78453 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 67,488 2239898 SH SOLE 0 2239898 0 HALLMARK FINL SERVICES INC Common Stock USD.18 40624Q203 723 80305 SH SOLE 0 80305 0 HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 936 117178 SH SOLE 0 117178 0 HAMPDEN BANCORP INC Common Stock USD.01 40867E107 69 6900 SH SOLE 0 6900 0 HAMPTON ROADS BANKSHARES INC Common Stock USD.625 409321106 173 111058 SH SOLE 0 111058 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 2,930 70078 SH SOLE 0 70078 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 6,242 224355 SH SOLE 0 224355 0 HANGER ORTHOPEDIC GROUP INC COMMON STOCK USD.01 41043F208 2,550 140264 SH SOLE 0 140264 0 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495105 478 198973 SH SOLE 0 198973 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 6,353 145688 SH SOLE 0 145688 0 HANSEN MEDICAL INC COMMON STOCK USD.0001 411307101 12 5325 SH SOLE 0 5325 0 HANSEN NATURAL CORPORATION COMMON STOCK USD.005 411310105 8,349 192466 SH SOLE 0 192466 0 HARBIN ELECTRIC INC Common Stock 41145W109 13 620 SH SOLE 0 620 0 USD1e05.0 HARBINGER GROUP INC Common Stock USD.01 41146A106 338 49880 SH SOLE 0 49880 0 HARDINGE INC Common Stock USD.01 412324303 337 37425 SH SOLE 0 37425 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 13,001 463161 SH SOLE 0 463161 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1.0 412824104 1,410 41765 SH SOLE 0 41765 0 HARLEYSVILLE NATIONAL CORP COMMON STOCK USD1.0 412850109 742 110818 SH SOLE 0 110818 0 HARLEYSVILLE SVNGS FIN CORP Common Stock USD.01 412865107 140 9964 SH SOLE 0 9964 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 4,057 86721 SH SOLE 0 86721 0 HARMONIC INC COMMON STOCK USD.001 413160102 2,374 376231 SH SOLE 0 376231 0 HARRIS + HARRIS GROUP INC COMMON STOCK USD.01 413833104 6 1320 SH SOLE 0 1320 0 HARRIS CORP COMMON STOCK USD1.0 413875105 8,461 178166 SH SOLE 0 178166 0 HARRIS INTERACTIVE INC Common Stock USD.001 414549105 500 412818 SH SOLE 0 412818 0 HARSCO CORP COMMON STOCK USD1.25 415864107 7,344 229924 SH SOLE 0 229924 0 HARTE HANKS INC COMMON STOCK USD1.0 416196103 1,905 148103 SH SOLE 0 148103 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 26,506 932647 SH SOLE 0 932647 0 HARVARD BIOSCIENCE INC Common Stock USD.01 416906105 543 140202 SH SOLE 0 140202 0 HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 946 125687 SH SOLE 0 125687 0 HASBRO INC COMMON STOCK USD.5 418056107 5,659 147844 SH SOLE 0 147844 0 HASTINGS ENTERTAINMENT INC Common Stock USD.01 418365102 247 56100 SH SOLE 0 56100 0 HATTERAS FINL CORP COM 41902R103 5,029 195133 SH SOLE 0 195133 0 HAUPPAUGE DIGITAL INC Common Stock USD.01 419131107 101 117100 SH SOLE 0 117100 0 HAVERTY FURNITURE COMMON STOCK USD1.0 419596101 1,563 95770 SH SOLE 0 95770 0 HAWAIIAN ELECTRIC INDS COMMON STOCK NPV 419870100 8,914 397061 SH SOLE 0 397061 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 1,287 174687 SH SOLE 0 174687 0 HAWK CORP CLASS A Common Stock USD.01 420089104 1,549 79429 SH SOLE 0 79429 0 HAWKINS INC Common Stock USD.05 420261109 820 33900 SH SOLE 0 33900 0 HAWTHORN BANCSHARES INC COMMON STOCK USD1.0 420476103 115 9545 SH SOLE 0 9545 0 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 997 28069 SH SOLE 0 28069 0 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 5,105 228007 SH SOLE 0 228007 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 3,320 177525 SH SOLE 0 177525 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 3,786 440277 SH SOLE 0 440277 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 5,499 236095 SH SOLE 0 236095 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 524 114065 SH SOLE 0 114065 0 HEALTH CARE REIT INC REIT USD1.0 42217K106 22,556 498691 SH SOLE 0 498691 0 HEALTH GRADES INC Common Stock USD.001 42218Q102 378 59500 SH SOLE 0 59500 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 2,824 113557 SH SOLE 0 113557 0 HEALTHTRONICS INC COMMON STOCK NPV 42222L107 695 194064 SH SOLE 0 194064 0 HEALTHSTREAM INC COMMON STOCK NPV 42222N103 245 59800 SH SOLE 0 59800 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HEALTHWAYS INC COMMON STOCK USD.001 422245100 1,239 77086 SH SOLE 0 77086 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 3,143 178599 SH SOLE 0 178599 0 HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 3,446 208861 SH SOLE 0 208861 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 42234Q102 308 19288 SH SOLE 0 19288 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 2,915 156747 SH SOLE 0 156747 0 HEARUSA INC Common Stock USD.1 422360305 94 63200 SH SOLE 0 63200 0 HEARTWARE INTERNATIONAL INC Common Stock 422368100 13 300 SH SOLE 0 300 0 HECKMANN CORP COMMON STOCK USD.001 422680108 -74 -12800 SH SOLE 0 -12800 0 HECLA MINING CO COMMON STOCK USD.25 422704106 3,674 671678 SH SOLE 0 671678 0 HEELYS INC Common Stock USD.001 42279M107 47 19540 SH SOLE 0 19540 0 HEICO CORP COMMON STOCK USD.01 422806109 94 1825 SH SOLE 0 1825 0 HEICO CORP CLASS A COMMON STOCK USD.01 422806208 587 14800 SH SOLE 0 14800 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 1,102 39329 SH SOLE 0 39329 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 33,082 725327 SH SOLE 0 725327 0 HELICOS BIOSCIENCES CORP Common Stock USD.001 42326R109 13 16000 SH SOLE 0 16000 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 4,088 313735 SH SOLE 0 313735 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 10,113 265581 SH SOLE 0 265581 0 HEMISPHERX BIOPHARMA INC Common Stock USD.001 42366C103 329 444000 SH SOLE 0 444000 0 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 5,543 230396 SH SOLE 0 230396 0 HENRY BROS. ELECTRONICS INC Common Stock USD.01 426286100 10 2400 SH SOLE 0 2400 0 HERITAGE COMMERCE CORP Common Stock NPV 426927109 175 41800 SH SOLE 0 41800 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 1,336 310039 SH SOLE 0 310039 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 15 1413 SH SOLE 0 1413 0 HERITAGE FINANCIAL CORP Common Stock NPV 42722X106 383 25400 SH SOLE 0 25400 0 HERITAGE OAKS BANCORP COMMON STOCK NPV 42724R107 15 3897 SH SOLE 0 3897 0 HERITAGE FINANCIAL GROUP COMMON STOCK USD.01 42725U109 266 22033 SH SOLE 0 22033 0 HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 42726M106 1 100 SH SOLE 0 100 0 HERLEY INDUSTRIES INC Common Stock USD.1 427398102 719 49040 SH SOLE 0 49040 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 2,545 491260 SH SOLE 0 491260 0 HERSHEY CO/THE COMMON STOCK USD1.0 427866108 19,102 446202 SH SOLE 0 446202 0 HESKA CORP Common Stock USD.001 42805E108 20 23800 SH SOLE 0 23800 0 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 4,973 497755 SH SOLE 0 497755 0 HESS CORP COMMON STOCK USD1.0 42809H107 60,149 961614 SH SOLE 0 961614 0 HEWITT ASSOCIATES INC CL A COMMON STOCK USD.01 42822Q100 11,385 286201 SH SOLE 0 286201 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 326,859 6149743 SH SOLE 0 6149743 0 HEXCEL CORP COMMON STOCK USD.01 428291108 1,845 127751 SH SOLE 0 127751 0 HHGREGG INC COMMON STOCK USD.0001 42833L108 2,840 112527 SH SOLE 0 112527 0 HITECH PHARMACAL CO INC Common Stock USD.01 42840B101 1,515 68417 SH SOLE 0 68417 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 3,345 130760 SH SOLE 0 130760 0 HICKORYTECH CORP Common Stock NPV 429060106 429 48600 SH SOLE 0 48600 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 8,305 261744 SH SOLE 0 261744 0 HILL INTERNATIONAL INC COMMON STOCK USD.0001 431466101 1,009 173093 SH SOLE 0 173093 0 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 5,273 193774 SH SOLE 0 193774 0 HILLENBRAND INC COMMON STOCK NPV 431571108 4,011 182409 SH SOLE 0 182409 0 HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 1,334 113516 SH SOLE 0 113516 0 HINGHAM INSTITUTION FOR SVGS Common Stock USD1.0 433323102 121 3480 SH SOLE 0 3480 0 HITTITE MICROWAVE CORP COMMON STOCK USD.01 43365Y104 2,634 59915 SH SOLE 0 59915 0 HOLLY CORP COMMON STOCK USD.01 435758305 5,491 196740 SH SOLE 0 196740 0 HOLLYWOOD MEDIA CORP Common Stock USD.01 436233100 181 153215 SH SOLE 0 153215 0 HOLOGIC INC COMMON STOCK USD.01 436440101 11,937 643861 SH SOLE 0 643861 0 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1,342 50758 SH SOLE 0 50758 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 27 1900 SH SOLE 0 1900 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 319,550 9877903 SH SOLE 0 9877903 0 HOME FEDERAL BANCORP INC/MD COMMON STOCK USD.01 43710G105 712 49073 SH SOLE 0 49073 0 HOME PROPERTIES INC REIT USD.01 437306103 6,377 136259 SH SOLE 0 136259 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 77,951 1721917 SH SOLE 0 1721917 0 HOOKER FURNITURE CORP Common Stock NPV 439038100 466 29002 SH SOLE 0 29002 0 HOOPER HOLMES INC Common Stock USD.04 439104100 215 247000 SH SOLE 0 247000 0 HOPFED BANCORP INC COMMON STOCK USD.01 439734104 92 7500 SH SOLE 0 7500 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 690 45793 SH SOLE 0 45793 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HORIZON FINANCIAL CORP Common Stock USD1.0 44041F105 0 26981 SH SOLE 0 26981 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 745 136948 SH SOLE 0 136948 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 9,587 228202 SH SOLE 0 228202 0 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 1,213 65338 SH SOLE 0 65338 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 178 15049 SH SOLE 0 15049 0 HOSPIRA INC COMMON STOCK USD.01 441060100 19,992 352907 SH SOLE 0 352907 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 10,295 429862 SH SOLE 0 429862 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 40,860 2789068 SH SOLE 0 2789068 0 HOT TOPIC INC COMMON STOCK NPV 441339108 1,876 288648 SH SOLE 0 288648 0 HOUSTON AMERICAN ENERGY CORP COMMON STOCK USD.001 44183U100 1,133 62400 SH SOLE 0 62400 0 HOUSTON WIRE + CABLE CO COMMON STOCK USD.001 44244K109 205 17689 SH SOLE 0 17689 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 1,777 408542 SH SOLE 0 408542 0 HUB GROUP INC CL A COMMON STOCK USD.01 443320106 1,648 58885 SH SOLE 0 58885 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 8,247 163525 SH SOLE 0 163525 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 20,286 1432620 SH SOLE 0 1432620 0 HUDSON HIGHLAND GROUP INC COMMON STOCK USD.001 443792106 335 76240 SH SOLE 0 76240 0 HUDSON TECHNOLOGIES INC Common Stock USD.01 444144109 194 74800 SH SOLE 0 74800 0 HUGHES COMMUNICATIONS INC COMMON STOCK USD.001 444398101 1,024 36767 SH SOLE 0 36767 0 HUGOTON ROYALTY TRUST Royalty Trst NPV 444717102 2,643 159798 SH SOLE 0 159798 0 HUMANA INC COMMON STOCK USD.166 444859102 23,470 501820 SH SOLE 0 501820 0 HUMAN GENOME SCIENCES INC COMMON STOCK USD.01 444903108 9,816 325035 SH SOLE 0 325035 0 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 9,526 265484 SH SOLE 0 265484 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 13,011 2422913 SH SOLE 0 2422913 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 4,660 386702 SH SOLE 0 386702 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 288 17128 SH SOLE 0 17128 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 2,056 101261 SH SOLE 0 101261 0 HUTCHINSON TECH COMMON STOCK USD.01 448407106 964 154500 SH SOLE 0 154500 0 HYATT HOTELS CORP CL A Common Stock USD.01 448579102 5,096 130800 SH SOLE 0 130800 0 IDT CORP CLASS B COMMON STOCK USD.01 448947507 307 47366 SH SOLE 0 47366 0 HYPERDYNAMICS CORP Common Stock USD.001 448954107 281 230127 SH SOLE 0 230127 0 HYPERCOM CORP Common Stock USD.001 44913M105 598 154957 SH SOLE 0 154957 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 1,494 65709 SH SOLE 0 65709 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 1,238 49830 SH SOLE 0 49830 0 ICO INC Common Stock NPV 449293109 936 115886 SH SOLE 0 115886 0 ICU MEDICAL INC COMMON STOCK USD.1 44930G107 821 23846 SH SOLE 0 23846 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 36 30193 SH SOLE 0 30193 0 ICOP DIGITAL INC Common Stock NPV 44930M203 2 9500 SH SOLE 0 9500 0 ICAD INC Common Stock USD.01 44934S107 251 165356 SH SOLE 0 165356 0 ICX TECHNOLOGIES INC COMMON STOCK USD.001 44934T105 763 109497 SH SOLE 0 109497 0 ID SYSTEMS INC COMMON STOCK USD.01 449489103 116 38786 SH SOLE 0 38786 0 IEC ELECTRONICS CORP Common Stock USD.01 44949L105 217 40200 SH SOLE 0 40200 0 IGI LABORATORIES INC COMMON STOCK USD.01 449575109 12 17000 SH SOLE 0 17000 0 IGO INC COMMON STOCK USD.01 449593102 190 94709 SH SOLE 0 94709 0 IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 1,170 79043 SH SOLE 0 79043 0 IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 1,343 38260 SH SOLE 0 38260 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 2,063 449499 SH SOLE 0 449499 0 ISTA PHARMACEUTICALS INC. Common Stock USD.001 45031X204 433 106400 SH SOLE 0 106400 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 11,145 99083 SH SOLE 0 99083 0 IVAX DIAGNOSTICS INC COMMON STOCK USD.01 45070W109 68 107200 SH SOLE 0 107200 0 IXIA COMMON STOCK NPV 45071R109 1,478 159475 SH SOLE 0 159475 0 IBERIABANK CORP COMMON STOCK USD1.0 450828108 1,123 18712 SH SOLE 0 18712 0 ITT CORP COMMON STOCK USD1.0 450911102 24,858 463689 SH SOLE 0 463689 0 ICAGEN INC COMMON STOCK USD.001 45104P104 104 144100 SH SOLE 0 144100 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 3,392 220819 SH SOLE 0 220819 0 ICAHN ENTERPRISES LP LTD PART NPV 451100101 167 3510 SH SOLE 0 3510 0 IDACORP INC COMMON STOCK NPV 451107106 3,798 109719 SH SOLE 0 109719 0 IDENIX PHARMACEUTICALS INC COMMON STOCK USD.001 45166R204 337 119547 SH SOLE 0 119547 0 IDEX CORP COMMON STOCK USD.01 45167R104 7,290 220246 SH SOLE 0 220246 0 IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 8,658 150444 SH SOLE 0 150444 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 670 107820 SH SOLE 0 107820 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- IGATE CORP COMMON STOCK USD.01 45169U105 873 89743 SH SOLE 0 89743 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 6,555 122597 SH SOLE 0 122597 0 IKANOS COMMUNICATIONS INC Common Stock USD.001 45173E105 580 193330 SH SOLE 0 193330 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 56,246 1187627 SH SOLE 0 1187627 0 ILLUMINA INC COMMON STOCK USD.01 452327109 15,154 389554 SH SOLE 0 389554 0 IMAGE ENTERTAINMENT INC Common Stock NPV 452439201 23 102600 SH SOLE 0 102600 0 IMAGE SENSING SYSTEMS INC COMMON STOCK USD.01 45244C104 413 31600 SH SOLE 0 31600 0 IMATION CORP COMMON STOCK USD.01 45245A107 1,991 180835 SH SOLE 0 180835 0 IMERGENT INC Common Stock USD.001 45247Q100 271 40300 SH SOLE 0 40300 0 IMMERSION CORPORATION COMMON STOCK USD.001 452521107 482 96340 SH SOLE 0 96340 0 IMMUCOR INC COMMON STOCK USD.1 452526106 4,968 221907 SH SOLE 0 221907 0 IMMUNOGEN INC COMMON STOCK USD.01 45253H101 -139 -17200 SH SOLE 0 -17200 0 IMPAX LABORATORIES INC Common Stock USD.01 45256B101 45 2500 SH SOLE 0 2500 0 IMPERIAL INDUSTRIES INC Common Stock USD.01 452848401 13 44900 SH SOLE 0 44900 0 IMMUNOMEDICS INC Common Stock USD.01 452907108 416 125248 SH SOLE 0 125248 0 IMPERIAL SUGAR CO Common Stock NPV 453096208 662 42680 SH SOLE 0 42680 0 INCONTACT INC Common Stock USD.0001 45336E109 284 99574 SH SOLE 0 99574 0 INCYTE CORP COMMON STOCK USD.001 45337C102 38 2724 SH SOLE 0 2724 0 INDEPENDENCE HOLDING CO Common Stock USD1.0 453440307 301 31750 SH SOLE 0 31750 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 1,424 57747 SH SOLE 0 57747 0 INDEPENDENT BANK CORP MICH COMMON STOCK USD1.0 453838104 29 41818 SH SOLE 0 41818 0 INDIANA COMMUNITY BANCORP Common Stock NPV 454674102 166 18109 SH SOLE 0 18109 0 INDUSTRIAL SVCS OF AMERICA Common Stock USD.005 456314103 715 43485 SH SOLE 0 43485 0 INFINITY PHARMACEUTICALS INC COMMON STOCK USD.001 45665G303 300 49216 SH SOLE 0 49216 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 2,834 62360 SH SOLE 0 62360 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 7,353 273756 SH SOLE 0 273756 0 INFINERA CORP COMMON STOCK USD.001 45667G103 2,276 267153 SH SOLE 0 267153 0 INFOGROUP INC COMMON STOCK USD.0025 45670G108 1,163 149086 SH SOLE 0 149086 0 INFORMATION SERVICES GROUP Common Stock USD.0001 45675Y104 274 80400 SH SOLE 0 80400 0 INFOSONICS CORP COMMON STOCK USD.001 456784107 195 210199 SH SOLE 0 210199 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 520 47059 SH SOLE 0 47059 0 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 339 22577 SH SOLE 0 22577 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 7,540 429643 SH SOLE 0 429643 0 INHIBITEX INC COMMON STOCK USD.001 45719T103 203 133600 SH SOLE 0 133600 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 3,072 335696 SH SOLE 0 335696 0 INNODATA ISOGEN INC Common Stock USD.01 457642205 396 97892 SH SOLE 0 97892 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 3,192 222277 SH SOLE 0 222277 0 INSIGNIA SYSTEMS INC COMMON STOCK USD.01 45765Y105 488 74400 SH SOLE 0 74400 0 INSITUFORM TECHNOLOGIES CL A COMMON STOCK USD.01 457667103 2,998 112657 SH SOLE 0 112657 0 INSMED INC Common Stock USD.01 457669208 958 812076 SH SOLE 0 812076 0 INNOTRAC CORP COMMON STOCK USD.1 45767M109 60 37900 SH SOLE 0 37900 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 332 29242 SH SOLE 0 29242 0 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001 45769N105 135 21500 SH SOLE 0 21500 0 INSPIRE PHARMACEUTICALS INC COMMON STOCK USD.001 457733103 189 30274 SH SOLE 0 30274 0 INOVIO BIOMEDICAL CORP COMMON STOCK USD.001 45773H102 326 244800 SH SOLE 0 244800 0 INNERWORKINGS INC COMMON STOCK USD.0001 45773Y### -## -#### SH SOLE 0 -5162 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 872 31272 SH SOLE 0 31272 0 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 436 40748 SH SOLE 0 40748 0 INSULET CORP COMMON STOCK USD.001 45784P101 22 1465 SH SOLE 0 1465 0 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 3,274 74705 SH SOLE 0 74705 0 INTEGRAL SYSTEMS INC/MD COMMON STOCK USD.01 45810H107 193 20048 SH SOLE 0 20048 0 INTEGRAMED AMERICA INC Common Stock USD.01 45810N302 328 37195 SH SOLE 0 37195 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 2,159 352145 SH SOLE 0 352145 0 INTEGRATED ELECTRICAL SERVIC COMMON STOCK USD.01 45811E301 252 44672 SH SOLE 0 44672 0 INTEGRATED SILICON SOLUTION Common Stock USD.0001 45812P107 753 71329 SH SOLE 0 71329 0 INTEL CORP COMMON STOCK USD.001 458140100 319,216 14340323 SH SOLE 0 14340323 0 INTEGRA BANK CORPORATION COMMON STOCK USD1.0 45814P105 33 53900 SH SOLE 0 53900 0 INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01 45816D100 0 300 SH SOLE 0 300 0 INTELLICHECK MOBILISA INC Common Stock USD.001 45817G102 85 38600 SH SOLE 0 38600 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1.0 45822P105 6,955 146782 SH SOLE 0 146782 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- INTER PARFUMS INC COMMON STOCK USD.001 458334109 773 52187 SH SOLE 0 52187 0 INTERACTIVE INTELLIGENCE INC COMMON STOCK USD.01 45839M103 380 20350 SH SOLE 0 20350 0 INTERACTIVE DATA CORP COMMON STOCK USD.01 45840J107 2,698 84322 SH SOLE 0 84322 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 3,025 187278 SH SOLE 0 187278 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 18,830 167854 SH SOLE 0 167854 0 INTERFACE INC CLASS A COMMON STOCK USD.1 458665106 1,302 112468 SH SOLE 0 112468 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 6,160 221118 SH SOLE 0 221118 0 INTERLEUKIN GENETICS INC Common Stock USD.001 458738101 93 123383 SH SOLE 0 123383 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 444 23206 SH SOLE 0 23206 0 INTERMEC INC COMMON STOCK USD.01 458786100 1,061 74799 SH SOLE 0 74799 0 INTERMUNE INC COMMON STOCK USD.001 45884X103 1,702 38185 SH SOLE 0 38185 0 INTERNAP NETWORK SERVICES COMMON STOCK USD.001 45885A300 1,002 178842 SH SOLE 0 178842 0 INTL ASSETS HOLDING CORP COMMON STOCK USD.01 459028106 249 16641 SH SOLE 0 16641 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 2,852 124074 SH SOLE 0 124074 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 428,798 3343458 SH SOLE 0 3343458 0 INTERNATIONAL COAL GROUP INC COMMON STOCK USD.01 45928H106 2,428 531272 SH SOLE 0 531272 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 6,617 138816 SH SOLE 0 138816 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 13,411 726869 SH SOLE 0 726869 0 USD.00015625 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 26,448 1074678 SH SOLE 0 1074678 0 INTL RECTIFIER CORP COMMON STOCK USD1.0 460254105 1,135 49555 SH SOLE 0 49555 0 INTL SHIPHOLDING CORP Common Stock USD1.0 460321201 520 17682 SH SOLE 0 17682 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 2,358 91512 SH SOLE 0 91512 0 INTERPHASE CORP Common Stock USD.1 460593106 11 4263 SH SOLE 0 4263 0 INTERNET CAPITAL GROUP INC COMMON STOCK USD.001 46059C205 58 6860 SH SOLE 0 6860 0 INTERNET BRANDS INC CL A COMMON STOCK USD.001 460608102 57 6151 SH SOLE 0 6151 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 4,874 585853 SH SOLE 0 585853 0 INTERSIL CORP CL A COMMON STOCK USD.01 46069S109 5,777 391387 SH SOLE 0 391387 0 INTERVEST BANCSHARES CORPA Common Stock USD1.0 460927106 66 16600 SH SOLE 0 16600 0 INTEROIL CORP COMMON STOCK NPV 460951106 84 1300 SH SOLE 0 1300 0 INTERSECTIONS INC Common Stock USD.01 460981301 63 15300 SH SOLE 0 15300 0 INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 791 54294 SH SOLE 0 54294 0 INTEST CORP COMMON STOCK USD.01 461147100 225 142376 SH SOLE 0 142376 0 INTEVAC INC COMMON STOCK NPV 461148108 287 20750 SH SOLE 0 20750 0 INTUIT INC COMMON STOCK USD.01 461202103 26,372 767981 SH SOLE 0 767981 0 INVACARE CORP COMMON STOCK USD.25 461203101 3,935 148274 SH SOLE 0 148274 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 29,850 85743 SH SOLE 0 85743 0 INVENTURE GROUP INC/THE COMMON STOCK USD.01 461214108 187 65180 SH SOLE 0 65180 0 INTRICON CORP Common Stock USD1.0 46121H109 152 39216 SH SOLE 0 39216 0 INTREPID POTASH INC COMMON STOCK USD.001 46121Y102 3,236 106700 SH SOLE 0 106700 0 INVENTIV HEALTH INC COMMON STOCK USD.001 46122E105 4,782 212903 SH SOLE 0 212903 0 INUVO INC COMMON STOCK USD.001 46122W105 99 339800 SH SOLE 0 339800 0 INVERNESS MEDICAL INNOVATION COMMON STOCK USD.001 46126P106 7,917 203248 SH SOLE 0 203248 0 INVERNESS MEDICAL INNOV PREFERRED STOCK 3 46126P304 35 133 SH SOLE 0 133 0 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 16 700 SH SOLE 0 700 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 2,746 164536 SH SOLE 0 164536 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146P102 369 27938 SH SOLE 0 27938 0 INVESTORS CAPITAL HOLDINGS Common Stock USD.01 46147M108 9 5690 SH SOLE 0 5690 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 2,494 276512 SH SOLE 0 276512 0 INVESTORS TITLE CO COMMON STOCK NPV 461804106 164 4800 SH SOLE 0 4800 0 INX INC Common Stock USD.01 46185W109 293 61100 SH SOLE 0 61100 0 INVITEL HLDGS A/S ADS 46186X106 150 34396 SH SOLE 0 34396 0 ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 254 51669 SH SOLE 0 51669 0 IOWA TELECOMMUNICATIONS SERV COMMON STOCK USD.01 462594201 409 24508 SH SOLE 0 24508 0 IPASS INC Common Stock USD.001 46261V108 513 445670 SH SOLE 0 445670 0 IRIDEX CORP COMMON STOCK USD.01 462684101 111 25800 SH SOLE 0 25800 0 IRIS INTERNATIONAL INC COMMON STOCK USD.01 46270W105 499 48878 SH SOLE 0 48878 0 IROBOT CORP COMMON STOCK USD.01 462726100 1,444 95250 SH SOLE 0 95250 0 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 11,271 411343 SH SOLE 0 411343 0 IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 46333X108 68 5000 SH SOLE 0 5000 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- IRVINE SENSORS CORP Common Stock USD.01 463664607 1 3499 SH SOLE 0 3499 0 ISHARES TR RUSSELL 2000 GROWTH 464287648 29 400 SH SOLE 0 400 0 INDEX FD ISILON SYSTEMS INC COMMON STOCK USD1E 46432L104 796 92397 SH SOLE 0 92397 0 05.0 ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 3,328 304724 SH SOLE 0 304724 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 434 55749 SH SOLE 0 55749 0 ISORAY INC Common Stock USD.001 46489V104 14 10500 SH SOLE 0 10500 0 ISRAMCO INC Common Stock USD.01 465141406 23 350 SH SOLE 0 350 0 ITERIS INC Common Stock USD.1 46564T107 78 38800 SH SOLE 0 38800 0 ITC HOLDINGS CORP COMMON STOCK NPV 465685105 8,035 146088 SH SOLE 0 146088 0 ITRON INC COMMON STOCK NPV 465741106 5,331 73464 SH SOLE 0 73464 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 787 92212 SH SOLE 0 92212 0 J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1,710 39327 SH SOLE 0 39327 0 J. ALEXANDERS CORPORATION COMMON STOCK USD.05 466096104 83 19800 SH SOLE 0 19800 0 J CREW GROUP INC COMMON STOCK USD.01 46612H402 4,411 96105 SH SOLE 0 96105 0 JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 9,768 779531 SH SOLE 0 779531 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 2,729 98098 SH SOLE 0 98098 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 479,267 10709878 SH SOLE 0 10709878 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 3,798 162287 SH SOLE 0 162287 0 JMP GROUP INC Common Stock USD.001 46629U107 490 57600 SH SOLE 0 57600 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 8,413 519667 SH SOLE 0 519667 0 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 3,530 149880 SH SOLE 0 149880 0 JACKSON HEWITT TAX SERVICE COMMON STOCK USD.01 468202106 69 34513 SH SOLE 0 34513 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 469814107 13,246 293107 SH SOLE 0 293107 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 305 23362 SH SOLE 0 23362 0 JAMBA INC COMMON STOCK USD.001 47023A101 445 163618 SH SOLE 0 163618 0 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 957 60171 SH SOLE 0 60171 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 6,304 441132 SH SOLE 0 441132 0 JARDEN CORP COMMON STOCK USD.01 471109108 5,981 179650 SH SOLE 0 179650 0 JAVELIN PHARMACEUTICALS INC Common Stock USD.001 471894105 104 80694 SH SOLE 0 80694 0 JAZZ PHARMACEUTICALS INC Common Stock USD.0001 472147107 476 43700 SH SOLE 0 43700 0 JEFFERIES GROUP INC (NEW) COMMON STOCK USD.0001 472319102 5,724 241842 SH SOLE 0 241842 0 JEFFERSON BANCSHARES INC/TN Common Stock USD.01 472375104 184 40300 SH SOLE 0 40300 0 JENNIFER CONVERTIBLES INC COMMON STOCK USD.01 476153101 25 23400 SH SOLE 0 23400 0 JESUP + LAMONT INC COMMON STOCK USD.01 477046106 64 221200 SH SOLE 0 221200 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 3,154 565186 SH SOLE 0 565186 0 JEWETT CAMERON TRADING LTD COMMON STOCK NPV 47733C207 104 13390 SH SOLE 0 13390 0 JO ANN STORES INC COMMON STOCK USD.05 47758P307 4,660 110994 SH SOLE 0 110994 0 JOE S JEANS INC COMMON STOCK USD.1 47777N101 417 158700 SH SOLE 0 158700 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 943 53758 SH SOLE 0 53758 0 JOHNSON + JOHNSON COMMON STOCK USD1.0 478160104 476,628 7310241 SH SOLE 0 7310241 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 42,288 1281835 SH SOLE 0 1281835 0 USD.01388 JOHNSON OUTDOORS INC CL A Common Stock USD.05 479167108 93 8200 SH SOLE 0 8200 0 JONES APPAREL GROUP INC COMMON STOCK USD.01 480074103 4,740 249215 SH SOLE 0 249215 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 9,179 125933 SH SOLE 0 125933 0 JONES SODA CO COMMON STOCK NPV 48023P106 42 64200 SH SOLE 0 64200 0 JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 3,517 64357 SH SOLE 0 64357 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 528 125794 SH SOLE 0 125794 0 JOY GLOBAL INC COMMON STOCK USD1.0 481165108 15,928 281420 SH SOLE 0 281420 0 JUNIPER NETWORKS INC COMMON STOCK USD1E 48203R104 37,103 1209357 SH SOLE 0 1209357 0 05.0 KAR AUCTION SERVICES INC Common Stock 48238T109 110 7300 SH SOLE 0 7300 0 KBW INC COMMON STOCK USD.01 482423100 2,596 96519 SH SOLE 0 96519 0 KBR INC COMMON STOCK USD.001 48242W106 10,824 488429 SH SOLE 0 488429 0 KFED BANCORP Common Stock USD.01 48246S101 257 28826 SH SOLE 0 28826 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 10,012 323807 SH SOLE 0 323807 0 KMG CHEMICALS INC Common Stock USD.01 482564101 1,082 61550 SH SOLE 0 61550 0 K SWISS INC CL A COMMON STOCK USD.01 482686102 199 19054 SH SOLE 0 19054 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- KSW INC Common Stock USD.01 48268R106 150 40987 SH SOLE 0 40987 0 KSEA TRANSPORTATION PARTNER Ltd Part NPV 48268Y101 73 8170 SH SOLE 0 8170 0 K TRON INTERNATIONAL INC COMMON STOCK USD.01 482730108 1,290 8600 SH SOLE 0 8600 0 KVH INDUSTRIES INC Common Stock USD.01 482738101 423 32100 SH SOLE 0 32100 0 K12 INC COMMON STOCK USD.0001 48273U102 800 36010 SH SOLE 0 36010 0 KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 278 157772 SH SOLE 0 157772 0 KADANT INC COMMON STOCK USD.01 48282T104 238 16541 SH SOLE 0 16541 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 1,352 35051 SH SOLE 0 35051 0 KAMAN CORP COMMON STOCK USD1.0 483548103 563 22524 SH SOLE 0 22524 0 KANSAS CITY LIFE INS CO COMMON STOCK USD1.25 484836101 668 21157 SH SOLE 0 21157 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 8,811 243602 SH SOLE 0 243602 0 KAPSTONE PAPER AND PACKAGING Common Stock USD.0001 48562P103 1,942 163598 SH SOLE 0 163598 0 KAYDON CORP COMMON STOCK USD.1 486587108 2,384 63397 SH SOLE 0 63397 0 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 5 332 SH SOLE 0 332 0 KB HOME COMMON STOCK USD1.0 48666K109 3,061 182728 SH SOLE 0 182728 0 KEARNY FINANCIAL CORP COMMON STOCK USD.1 487169104 55 5274 SH SOLE 0 5274 0 KEITHLEY INSTRUMENTS INC COMMON STOCK NPV 487584104 436 66000 SH SOLE 0 66000 0 KELLOGG CO COMMON STOCK USD.25 487836108 35,525 664897 SH SOLE 0 664897 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 3,022 181408 SH SOLE 0 181408 0 KENDLE INTERNATIONAL INC COMMON STOCK NPV 48880L107 1,203 68798 SH SOLE 0 68798 0 KENEXA CORP COMMON STOCK USD.01 488879107 451 32800 SH SOLE 0 32800 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 6,017 213973 SH SOLE 0 213973 0 KENSEY NASH CORP COMMON STOCK USD.001 490057106 1,185 50236 SH SOLE 0 50236 0 KENTUCKY FIRST FEDERAL BANCO Common Stock USD.01 491292108 60 5712 SH SOLE 0 5712 0 KERYX BIOPHARMACEUTICALS COMMON STOCK USD.001 492515101 325 118447 SH SOLE 0 118447 0 KEWAUNEE SCIENTIFIC CP Common Stock USD2.5 492854104 113 8100 SH SOLE 0 8100 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 5,378 563140 SH SOLE 0 563140 0 KEY TECHNOLOGY INC Common Stock NPV 493143101 393 28567 SH SOLE 0 28567 0 KEY TRONIC CORP Common Stock NPV 493144109 136 26400 SH SOLE 0 26400 0 KEYCORP COMMON STOCK USD1.0 493267108 18,646 2405929 SH SOLE 0 2405929 0 KEYNOTE SYSTEMS INC Common Stock USD.001 493308100 620 54450 SH SOLE 0 54450 0 KFORCE INC COMMON STOCK USD.01 493732101 2,151 141414 SH SOLE 0 141414 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 597 69000 SH SOLE 0 69000 0 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 1,042 149936 SH SOLE 0 149936 0 KILROY REALTY CORP REIT USD.01 49427F108 5,403 175206 SH SOLE 0 175206 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 65,027 1034138 SH SOLE 0 1034138 0 KIMCO REALTY CORP REIT USD.01 49446R109 25,994 1661989 SH SOLE 0 1661989 0 KINDER MORGAN ENERGY PRTNRS Ltd Part NPV 494550106 5,399 82530 SH SOLE 0 82530 0 KINDER MORGAN MGMT LLC SHS 49455U100 2,447 41744 SH SOLE 0 41744 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 2,816 156037 SH SOLE 0 156037 0 KINETIC CONCEPTS INC COMMON STOCK USD.001 49460W208 6,066 126875 SH SOLE 0 126875 0 KING PHARMACEUTICALS INC COMMON STOCK NPV 495582108 4,829 410646 SH SOLE 0 410646 0 KIRBY CORP COMMON STOCK USD.1 497266106 3,934 103113 SH SOLE 0 103113 0 KIRKLANDS INC Common Stock NPV 497498105 1,980 94300 SH SOLE 0 94300 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 1,277 269881 SH SOLE 0 269881 0 KNOLL INC COMMON STOCK USD.01 498904200 1,289 114561 SH SOLE 0 114561 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 3,148 206444 SH SOLE 0 206444 0 KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 2,931 138959 SH SOLE 0 138959 0 KNOLOGY INC COMMON STOCK USD.01 499183804 1,023 76120 SH SOLE 0 76120 0 KNOT INC/THE COMMON STOCK USD.01 499184109 731 93510 SH SOLE 0 93510 0 KODIAK OIL GAS CORP Common Stock NPV 50015Q100 1,238 363100 SH SOLE 0 363100 0 KOHLBERG CAPITAL CORP Common Stock USD.01 500233101 4 703 SH SOLE 0 703 0 KOHLS CORP COMMON STOCK USD.01 500255104 39,613 723126 SH SOLE 0 723126 0 KONA GRILL INC Common Stock USD.01 50047H201 68 18200 SH SOLE 0 18200 0 KOPIN CORP COMMON STOCK USD.01 500600101 1,782 481659 SH SOLE 0 481659 0 KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 1,527 53928 SH SOLE 0 53928 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 1,027 58194 SH SOLE 0 58194 0 KOSS CORP Common Stock USD.005 500692108 116 20416 SH SOLE 0 20416 0 KRAFT FOODS INC A W/I COMMON STOCK NPV 50075N104 113,623 3757390 SH SOLE 0 3757390 0 KRATOS DEFENSE SECURITY Common Stock USD.001 50077B207 521 36532 SH SOLE 0 36532 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- KRATON PERFORMANCE POLYMERS Common Stock USD.01 50077C106 1,847 103400 SH SOLE 0 103400 0 KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 726 180499 SH SOLE 0 180499 0 KROGER CO COMMON STOCK USD1.0 501044101 36,762 1697251 SH SOLE 0 1697251 0 KRONOS WORLDWIDE INC Common Stock USD.01 50105F105 121 8255 SH SOLE 0 8255 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 2,214 305443 SH SOLE 0 305443 0 LCA VISION INC COMMON STOCK USD.001 501803308 513 61600 SH SOLE 0 61600 0 LHC GROUP INC COMMON STOCK USD.01 50187A107 2,760 82325 SH SOLE 0 82325 0 LKQ CORP COMMON STOCK USD.01 501889208 7,650 376863 SH SOLE 0 376863 0 LMI AEROSPACE INC Common Stock USD.02 502079106 1,074 57816 SH SOLE 0 57816 0 L N B BANCORP INC Common Stock USD1.0 502100100 30 6667 SH SOLE 0 6667 0 L 1 IDENTITY SOLUTIONS INC COMMON STOCK USD.001 50212A106 1,597 178823 SH SOLE 0 178823 0 LSB CORP Common Stock USD.1 50215P100 213 17056 SH SOLE 0 17056 0 LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 567 37228 SH SOLE 0 37228 0 LSI CORP COMMON STOCK USD.01 502161102 8,629 1410043 SH SOLE 0 1410043 0 LSI INDUSTRIES INC Common Stock NPV 50216C108 173 25351 SH SOLE 0 25351 0 LTC PROPERTIES INC REIT USD.01 502175102 2,721 100549 SH SOLE 0 100549 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403108 1,298 428491 SH SOLE 0 428491 0 L 3 COMMUNICATIONS HLDGS INC COMMON STOCK USD.01 502424104 28,798 314290 SH SOLE 0 314290 0 LABARGE INC Common Stock USD.01 502470107 512 46300 SH SOLE 0 46300 0 LA Z BOY INC COMMON STOCK USD1.0 505336107 1,863 148579 SH SOLE 0 148579 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 16,879 222941 SH SOLE 0 222941 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 276 52528 SH SOLE 0 52528 0 LACLEDE GROUP INC/THE COMMON STOCK USD1.0 505597104 2,600 77116 SH SOLE 0 77116 0 LACROSSE FOOTWEAR INC Common Stock USD.01 505688101 284 18500 SH SOLE 0 18500 0 LADISH CO INC COMMON STOCK USD.01 505754200 1,117 55390 SH SOLE 0 55390 0 LADENBURG THALMANN FINANCIAL Common Stock USD.0001 50575Q102 192 203899 SH SOLE 0 203899 0 LAKE SHORE BANCORP INC COMMON STOCK USD.01 510700107 54 6475 SH SOLE 0 6475 0 LAKELAND BANCORP INC COMMON STOCK NPV 511637100 1,125 127091 SH SOLE 0 127091 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1,074 56362 SH SOLE 0 56362 0 LAKELAND INDUSTRIES INC Common Stock USD.01 511795106 124 14546 SH SOLE 0 14546 0 LAKES ENTERTAINMENT INC COMMON STOCK USD.01 51206P109 2 800 SH SOLE 0 800 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 8,365 224154 SH SOLE 0 224154 0 LAMAR ADVERTISING CO CL A COMMON STOCK USD.001 512815101 6,181 179935 SH SOLE 0 179935 0 LANCASTER COLONY CORP COMMON STOCK NPV 513847103 5,705 96764 SH SOLE 0 96764 0 LANCE INC COMMON STOCK USD.833 514606102 4,374 189124 SH SOLE 0 189124 0 LANDEC CORP COMMON STOCK USD.001 514766104 714 107681 SH SOLE 0 107681 0 LANDAUER INC COMMON STOCK USD.1 51476K103 1,427 21873 SH SOLE 0 21873 0 LANDMARK BANCORP INC COMMON STOCK USD.01 51504L107 98 5466 SH SOLE 0 5466 0 LANDRY S RESTAURANTS INC COMMON STOCK USD.01 51508L103 1,547 86336 SH SOLE 0 86336 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 5,403 128704 SH SOLE 0 128704 0 LANNETT CO INC Common Stock USD.001 516012101 355 83600 SH SOLE 0 83600 0 LANTRONIX INC Common Stock USD.0001 516548203 151 41933 SH SOLE 0 41933 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 19,855 938752 SH SOLE 0 938752 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 5,902 253292 SH SOLE 0 253292 0 LASERCARD CORP Common Stock USD.01 51807U101 248 39500 SH SOLE 0 39500 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 2,183 594855 SH SOLE 0 594855 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 25,617 394891 SH SOLE 0 394891 0 LAWSON PRODUCTS INC COMMON STOCK USD1.0 520776105 281 18177 SH SOLE 0 18177 0 LAWSON SOFTWARE INC COMMON STOCK USD.01 52078P102 2,029 306984 SH SOLE 0 306984 0 LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01 521050104 1,627 60925 SH SOLE 0 60925 0 LAZARE KAPLAN INTERNATIONAL Common Stock USD1.0 521078105 113 45000 SH SOLE 0 45000 0 LEAP WIRELESS INTL INC COMMON STOCK USD.0001 521863308 3,597 219885 SH SOLE 0 219885 0 LEAPFROG ENTERPRISES INC COMMON STOCK USD.0001 52186N106 470 71730 SH SOLE 0 71730 0 LEARNING TREE INTERNATIONAL Common Stock USD.0001 522015106 792 56300 SH SOLE 0 56300 0 LECG CORP Common Stock USD.001 523234102 112 37700 SH SOLE 0 37700 0 LECROY CORP Common Stock USD.01 52324W109 378 76156 SH SOLE 0 76156 0 LEE ENTERPRISES COMMON STOCK USD2.0 523768109 871 256845 SH SOLE 0 256845 0 LEGACY BANCORP INC Common Stock USD.01 52463G105 571 60149 SH SOLE 0 60149 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 10,722 495458 SH SOLE 0 495458 0 LEGG MASON INC COMMON STOCK USD.1 524901105 11,756 410059 SH SOLE 0 410059 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 24 5347 SH SOLE 0 5347 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 6,737 178454 SH SOLE 0 178454 0 LENNAR CORP CL A COMMON STOCK USD.1 526057104 6,853 398189 SH SOLE 0 398189 0 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 7,656 172737 SH SOLE 0 172737 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 11,127 448493 SH SOLE 0 448493 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N100 6,417 3961299 SH SOLE 0 3961299 0 LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872104 709 478806 SH SOLE 0 478806 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 3,039 466832 SH SOLE 0 466832 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 2,463 68261 SH SOLE 0 68261 0 LIBBEY INC COMMON STOCK USD.01 529898108 647 52500 SH SOLE 0 52500 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 22,616 775569 SH SOLE 0 775569 0 LIBERTY MEDIA CORPINTER A Tracking Stk USD.01 53071M104 25,615 1673090 SH SOLE 0 1673090 0 LIBERTY MEDIA CORPCAP SER A Tracking Stk USD.01 53071M302 7,790 214177 SH SOLE 0 214177 0 LIBERTY MEDIASTARZ SERIES A Tracking Stk USD.01 53071M708 930 17000 SH SOLE 0 17000 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 14,332 422275 SH SOLE 0 422275 0 LIFEWAY FOODS INC COMMON STOCK NPV 531914109 1,157 97470 SH SOLE 0 97470 0 LIFE PARTNERS HOLDINGS INC COMMON STOCK USD.01 53215T106 1,214 54767 SH SOLE 0 54767 0 LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 2,543 90483 SH SOLE 0 90483 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 23,310 445957 SH SOLE 0 445957 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 5,160 140301 SH SOLE 0 140301 0 LIGAND PHARMACEUTICALS CL B COMMON STOCK USD.001 53220K207 76 43606 SH SOLE 0 43606 0 LIFETIME BRANDS INC Common Stock USD.01 53222Q103 548 46436 SH SOLE 0 46436 0 LIGHTPATH TECHNOLOGIES INCA Common Stock USD.01 532257805 4 1923 SH SOLE 0 1923 0 ELI LILLY + CO COMMON STOCK NPV 532457108 84,284 2327006 SH SOLE 0 2327006 0 LIMELIGHT NETWORKS INC COMMON STOCK USD.001 53261M104 404 110492 SH SOLE 0 110492 0 LIME ENERGY CO Common Stock USD.0001 53261U205 149 32700 SH SOLE 0 32700 0 LTD BRANDS INC COMMON STOCK USD.5 532716107 17,156 696820 SH SOLE 0 696820 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 706 122837 SH SOLE 0 122837 0 LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 10,424 232267 SH SOLE 0 232267 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 1,277 50458 SH SOLE 0 50458 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 5,849 107661 SH SOLE 0 107661 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 22,430 730617 SH SOLE 0 730617 0 LINDSAY CORP COMMON STOCK USD1.0 535555106 428 10338 SH SOLE 0 10338 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 11,091 392173 SH SOLE 0 392173 0 LIONS GATE ENTERTAINMENT W/D COMMON STOCK NPV 535919203 230 36800 SH SOLE 0 36800 0 LINN ENERGY LLCUNITS Unit NPV 536020100 188 7292 SH SOLE 0 7292 0 LIONBRIDGE TECHNOLOGIES INC Common Stock USD.01 536252109 705 194301 SH SOLE 0 194301 0 LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 419 36304 SH SOLE 0 36304 0 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 445 69500 SH SOLE 0 69500 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 2,406 63291 SH SOLE 0 63291 0 LIVE NATION ENTERTAIN W/D COMMON STOCK USD.01 538034109 6,037 416342 SH SOLE 0 416342 0 LIVEPERSON INC Common Stock USD.001 538146101 495 64601 SH SOLE 0 64601 0 LIZ CLAIBORNE INC COMMON STOCK USD1.0 539320101 1,095 147370 SH SOLE 0 147370 0 LOJACK CORPORATION COMMON STOCK USD.01 539451104 175 42469 SH SOLE 0 42469 0 LOCAL.COM CORP Common Stock 53954R105 241 36200 SH SOLE 0 36200 0 USD1e05.0 LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 68,975 828833 SH SOLE 0 828833 0 LODGENET INTERACTIVE CORP Common Stock USD.01 540211109 962 138065 SH SOLE 0 138065 0 LODGIAN INC Common Stock USD.01 54021P403 21 8349 SH SOLE 0 8349 0 LOEWS CORP COMMON STOCK USD.01 540424108 36,507 979278 SH SOLE 0 979278 0 LOGIC DEVICES INC Common Stock NPV 541402103 157 114400 SH SOLE 0 114400 0 LOGMEIN INC Common Stock USD.01 54142L109 6 300 SH SOLE 0 300 0 LOOKSMART LTD COMMON STOCK USD.001 543442503 151 146140 SH SOLE 0 146140 0 LOOPNET INC COMMON STOCK USD.001 543524300 1,077 95778 SH SOLE 0 95778 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 2,139 60901 SH SOLE 0 60901 0 LORILLARD INC COMMON STOCK USD.01 544147101 270 3590 SH SOLE 0 3590 0 LOUISIANA BANCORP INC COMMON STOCK USD.01 54619P104 81 5425 SH SOLE 0 5425 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 3,851 425533 SH SOLE 0 425533 0 LOWE S COS INC COMMON STOCK USD.5 548661107 85,315 3519598 SH SOLE 0 3519598 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 16,309 177818 SH SOLE 0 177818 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LUBYS INC Common Stock USD.32 549282101 45 11420 SH SOLE 0 11420 0 LUCAS ENERGY INC Common Stock USD.001 549333201 18 23500 SH SOLE 0 23500 0 LUFKIN INDUSTRIES INC COMMON STOCK USD1.0 549764108 7,668 96881 SH SOLE 0 96881 0 LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 -17 -405 SH SOLE 0 -405 0 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 1,728 64800 SH SOLE 0 64800 0 LUMINEX CORP COMMON STOCK USD.001 55027E102 3,411 202677 SH SOLE 0 202677 0 LUNA INNOVATIONS INC COMMON STOCK USD.001 550351100 144 61800 SH SOLE 0 61800 0 LYDALL INC COMMON STOCK USD.1 550819106 662 84300 SH SOLE 0 84300 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 1,453 47485 SH SOLE 0 47485 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 17,306 218012 SH SOLE 0 218012 0 MBIA INC COMMON STOCK USD1.0 55262C100 3,828 610514 SH SOLE 0 610514 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 3,167 140559 SH SOLE 0 140559 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 4,747 137157 SH SOLE 0 137157 0 MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 10,040 465259 SH SOLE 0 465259 0 MEMC ELECTRONIC MATERIALS COMMON STOCK USD.01 552715104 7,351 479532 SH SOLE 0 479532 0 MFRI INC Common Stock USD.01 552721102 130 19400 SH SOLE 0 19400 0 MFA FINANCIAL INC REIT USD.01 55272X102 11,449 1555509 SH SOLE 0 1555509 0 MDRNA INC Common Stock USD.006 55276N100 81 73259 SH SOLE 0 73259 0 MF GLOBAL HOLDINGS LTD Common Stock USD1.0 55277J108 3,953 489895 SH SOLE 0 489895 0 MGE ENERGY INC COMMON STOCK USD1.0 55277P104 964 27267 SH SOLE 0 27267 0 MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 2,416 220220 SH SOLE 0 220220 0 MGM MIRAGE COMMON STOCK USD.01 552953101 9,886 823816 SH SOLE 0 823816 0 MGP INGREDIENTS INC Common Stock NPV 55302G103 214 27900 SH SOLE 0 27900 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 590 40268 SH SOLE 0 40268 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 1,819 92842 SH SOLE 0 92842 0 MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 5,984 117980 SH SOLE 0 117980 0 MSCI INC A COMMON STOCK USD.01 55354G100 8,217 227627 SH SOLE 0 227627 0 MTR GAMING GROUP INC Common Stock 553769100 195 96300 SH SOLE 0 96300 0 USD1e05.0 MTS SYSTEMS CORP COMMON STOCK USD.25 553777103 71 2450 SH SOLE 0 2450 0 MVC CAPITAL INC COMMON STOCK USD.01 553829102 12 851 SH SOLE 0 851 0 MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 685 16948 SH SOLE 0 16948 0 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 410 25168 SH SOLE 0 25168 0 MACGRAY CORP Common Stock USD.01 554153106 462 40900 SH SOLE 0 40900 0 MACATAWA BANK CORP COMMON STOCK NPV 554225102 74 42376 SH SOLE 0 42376 0 MACE SECURITY INTL INC Common Stock USD.01 554335208 68 71154 SH SOLE 0 71154 0 MACERICH CO/THE REIT USD.01 554382101 14,616 381518 SH SOLE 0 381518 0 MACKCALI REALTY CORP REIT USD.01 554489104 10,313 292579 SH SOLE 0 292579 0 MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 116 8400 SH SOLE 0 8400 0 MACY S INC COMMON STOCK USD.01 55616P104 23,647 1086241 SH SOLE 0 1086241 0 STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 1,390 28485 SH SOLE 0 28485 0 MADISON SQUARE GAR INCA Common Stock 55826P100 3,583 164888 SH SOLE 0 164888 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 2,386 54878 SH SOLE 0 54878 0 MAGELLAN PETROLEUM CORP Common Stock USD.01 559091301 667 297600 SH SOLE 0 297600 0 MAGMA DESIGN AUTOMATION INC COMMON STOCK USD.0001 559181102 685 263300 SH SOLE 0 263300 0 MAGNETEK INC COMMON STOCK USD.01 559424106 195 115900 SH SOLE 0 115900 0 MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 305 100400 SH SOLE 0 100400 0 MAGUIRE PROPERTIES INC REIT USD.01 559775101 652 211755 SH SOLE 0 211755 0 MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 1,174 53708 SH SOLE 0 53708 0 MAIN STREET CAPITAL CORP Common Stock USD.01 56035L104 6 400 SH SOLE 0 400 0 MAINE MARITIMES CORP Common Stock USD7.0 560377103 171 3900 SH SOLE 0 3900 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 577 85769 SH SOLE 0 85769 0 MAJESCO ENTERTAINMENT CO Common Stock USD.001 560690208 20 22900 SH SOLE 0 22900 0 MAKEMUSIC INC Common Stock USD.01 56086P202 6 1100 SH SOLE 0 1100 0 MAKO SURGICAL CORP Common Stock USD.001 560879108 1,694 125700 SH SOLE 0 125700 0 MANAGEMENT NETWORK GROUP INC COMMON STOCK USD.001 561693201 138 53440 SH SOLE 0 53440 0 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 3,125 122633 SH SOLE 0 122633 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 16 6800 SH SOLE 0 6800 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 3,050 234613 SH SOLE 0 234613 0 MANNATECH INC COMMON STOCK USD.0001 563771104 11 3349 SH SOLE 0 3349 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MANNKIND CORP COMMON STOCK USD.01 56400P201 958 146075 SH SOLE 0 146075 0 MANPOWER INC WIS COM 56418H100 15,990 279945 SH SOLE 0 279945 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 670 13731 SH SOLE 0 13731 0 MAP PHARMACEUTICALS INC Common Stock USD.01 56509R108 2,291 144200 SH SOLE 0 144200 0 MARATHON OIL CORP COMMON STOCK USD1.0 565849106 62,403 1972290 SH SOLE 0 1972290 0 MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 298 58277 SH SOLE 0 58277 0 MARCUS CORPORATION COMMON STOCK USD1.0 566330106 -53 -4044 SH SOLE 0 -4044 0 MARINEMAX INC COMMON STOCK USD.001 567908108 520 48300 SH SOLE 0 48300 0 MARINE PRODUCTS CORP COMMON STOCK USD.1 568427108 956 159396 SH SOLE 0 159396 0 MARINER ENERGY INC COMMON STOCK USD.0001 56845T305 3,786 252914 SH SOLE 0 252914 0 MARKEL CORP COMMON STOCK NPV 570535104 9,821 26214 SH SOLE 0 26214 0 MARKET LEADER INC Common Stock USD.001 57056R103 411 205670 SH SOLE 0 205670 0 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 4,733 300860 SH SOLE 0 300860 0 MARLIN BUSINESS SERVICES COMMON STOCK USD.01 571157106 503 49583 SH SOLE 0 49583 0 MARSH + MCLENNAN COS COMMON STOCK USD1.0 571748102 31,158 1275928 SH SOLE 0 1275928 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1.0 571837103 12,432 1544331 SH SOLE 0 1544331 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 22,809 723636.153 SH SOLE 0 723636.153 0 MARTEK BIOSCIENCES CORP COMMON STOCK USD.1 572901106 3,548 157609 SH SOLE 0 157609 0 MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 1,498 75995 SH SOLE 0 75995 0 MARTHA STEWART LIVING CL A COMMON STOCK USD.01 573083102 889 159354 SH SOLE 0 159354 0 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 8,977 107447 SH SOLE 0 107447 0 MASCO CORP COMMON STOCK USD1.0 574599106 13,311 857690 SH SOLE 0 857690 0 MASIMO CORPORATION COMMON STOCK USD.001 574795100 2,358 88818 SH SOLE 0 88818 0 MASSEY ENERGY CO COMMON STOCK USD.625 576206106 9,478 181251 SH SOLE 0 181251 0 MASTEC INC COMMON STOCK USD.1 576323109 2,097 166297 SH SOLE 0 166297 0 MASTECH HOLDINGS INC Common Stock USD.01 57633B100 96 22098 SH SOLE 0 22098 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 52,584 207023 SH SOLE 0 207023 0 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 904 84028 SH SOLE 0 84028 0 MATRIXX INITIATIVES INC COMMON STOCK USD.001 57685L105 11 2100 SH SOLE 0 2100 0 MATTEL INC COMMON STOCK USD1.0 577081102 19,842 872551 SH SOLE 0 872551 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 583 16422 SH SOLE 0 16422 0 MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 727 157285 SH SOLE 0 157285 0 MAUI LAND + PINEAPPLE CO COMMON STOCK NPV 577345101 26 4200 SH SOLE 0 4200 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 13,763 709820 SH SOLE 0 709820 0 MAXWELL TECHNOLOGIES INC COMMON STOCK USD.1 577767106 863 69622 SH SOLE 0 69622 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 173 26331 SH SOLE 0 26331 0 MAXIMUS INC COMMON STOCK NPV 577933104 2,073 34024 SH SOLE 0 34024 0 MAYFLOWER BANCORP INC Common Stock USD1.0 578321101 105 13000 SH SOLE 0 13000 0 MBT FINANCIAL CORP Common Stock NPV 578877102 75 54400 SH SOLE 0 54400 0 MCAFEE INC COMMON STOCK USD.01 579064106 15,552 387546 SH SOLE 0 387546 0 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 1,868 380459 SH SOLE 0 380459 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 12,061 314421 SH SOLE 0 314421 0 MCCORMICK + SCHMICK S SEAFOO COMMON STOCK USD.001 579793100 460 45700 SH SOLE 0 45700 0 MCDERMOTT INTL INC COMMON STOCK USD1.0 580037109 15,092 560625 SH SOLE 0 560625 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 176,464 2644844 SH SOLE 0 2644844 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 16 3007 SH SOLE 0 3007 0 MCGRATH RENTCORP COMMON STOCK NPV 580589109 2,862 118112 SH SOLE 0 118112 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1.0 580645109 28,357 795430 SH SOLE 0 795430 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 49,895 759208 SH SOLE 0 759208 0 MCMORAN EXPLORATION CO COMMON STOCK USD.01 582411104 4,460 304827 SH SOLE 0 304827 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 14,288 274608 SH SOLE 0 274608 0 MEADE INSTRUMENTS CORP Common Stock USD.01 583062203 44 10750 SH SOLE 0 10750 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 2,681 339341 SH SOLE 0 339341 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 10,870 425451 SH SOLE 0 425451 0 MEASUREMENT SPECIALTIES INC Common Stock NPV 583421102 653 44363 SH SOLE 0 44363 0 MEDALLION FINANCIAL CORP Common Stock USD.01 583928106 315 39519 SH SOLE 0 39519 0 MEDASSETS INC COMMON STOCK USD.01 584045108 2,552 121510 SH SOLE 0 121510 0 MEDCATH CORPORATION COMMON STOCK USD.01 58404W109 730 69739 SH SOLE 0 69739 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 80,159 1241613 SH SOLE 0 1241613 0 MEDIA GENERAL INC CL A COMMON STOCK USD5.0 584404107 1,084 130780 SH SOLE 0 130780 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MEDIACOM COMMUNICATIONS CL A COMMON STOCK USD.01 58446K105 435 73119 SH SOLE 0 73119 0 MEDIA SCIENCES INTL INC Common Stock USD.001 58446X107 1 2800 SH SOLE 0 2800 0 MEDICAL ACTION IND INC Common Stock USD.001 58449L100 542 44204 SH SOLE 0 44204 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 3,690 352069 SH SOLE 0 352069 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 1,871 238686 SH SOLE 0 238686 0 MEDICINOVA INC COMMON STOCK USD.001 58468P206 77 10300 SH SOLE 0 10300 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 2,724 108275 SH SOLE 0 108275 0 MEDIFAST INC COMMON STOCK USD.001 58470H101 673 26800 SH SOLE 0 26800 0 MEDIDATA SOLUTIONS INC Common Stock USD.01 58471A105 927 60973 SH SOLE 0 60973 0 MEDIWARE INFORMATION SYSTEMS Common Stock USD.1 584946107 387 43169 SH SOLE 0 43169 0 MEDQUIST INC Common Stock NPV 584949101 77 9800 SH SOLE 0 9800 0 MEDTOX SCIENTIFIC INC Common Stock USD.15 584977201 424 41379 SH SOLE 0 41379 0 MEDIVATION INC COMMON STOCK USD.01 58501N101 893 85096 SH SOLE 0 85096 0 MEDNAX INC Common Stock USD.01 58502B106 5,795 99587 SH SOLE 0 99587 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 117,798 2616000 SH SOLE 0 2616000 0 MEMSIC INC COMMON STOCK USD1E 586264103 1 400 SH SOLE 0 400 0 05.0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 3,205 133895 SH SOLE 0 133895 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 2,668 332638 SH SOLE 0 332638 0 MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 89 1843 SH SOLE 0 1843 0 MERCANTILE BANCORP QUINCY COMMON STOCK USD.4167 58734P105 28 12200 SH SOLE 0 12200 0 MERCANTILE BANK CORP COMMON STOCK NPV 587376104 131 33328 SH SOLE 0 33328 0 MERCER INSURANCE GROUP INC Common Stock NPV 587902107 747 41527 SH SOLE 0 41527 0 MERCER INTERNATIONAL INC COMMON STOCK USD1.0 588056101 236 44700 SH SOLE 0 44700 0 MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 506 23293 SH SOLE 0 23293 0 MERCK CO INC Common Stock USD.01 58933Y105 279,843 7492461 SH SOLE 0 7492461 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 430 31339 SH SOLE 0 31339 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 2,453 56117 SH SOLE 0 56117 0 MEREDITH CORP COMMON STOCK USD1.0 589433101 4,821 140107 SH SOLE 0 140107 0 MERGE HEALTHCARE INC Common Stock USD.01 589499102 314 151900 SH SOLE 0 151900 0 MERIDIAN BIOSCIENCE INC COMMON STOCK NPV 589584101 2,375 116610 SH SOLE 0 116610 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 122 11697 SH SOLE 0 11697 0 MERIDIAN RESOURCE CORP Common Stock USD.01 58977Q109 276 985370 SH SOLE 0 985370 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 2,414 158302 SH SOLE 0 158302 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 2,578 122756 SH SOLE 0 122756 0 MERRIMAN CURHAN FORD GROUP Common Stock USD.0001 590418109 27 35900 SH SOLE 0 35900 0 MESA LABORATORIES INC Common Stock NPV 59064R109 251 9800 SH SOLE 0 9800 0 METPRO CORP Common Stock USD.1 590876306 349 35589 SH SOLE 0 35589 0 META FINANCIAL GROUP INC Common Stock USD.01 59100U108 284 11310 SH SOLE 0 11310 0 METABOLIX INC COMMON STOCK USD.01 591018809 832 68319 SH SOLE 0 68319 0 METALICO INC Common Stock USD.001 591176102 847 141395 SH SOLE 0 141395 0 METALLINE MINING CO Common Stock USD.01 591257100 110 110900 SH SOLE 0 110900 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 513 51781 SH SOLE 0 51781 0 METLIFE INC COMMON STOCK USD.01 59156R108 85,763 1978835 SH SOLE 0 1978835 0 METRO BANCORP INC Common Stock USD1.0 59161R101 342 24803 SH SOLE 0 24803 0 METROCORP BANCSHARES INC COMMON STOCK USD1.0 591650106 75 25300 SH SOLE 0 25300 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 4,510 637041 SH SOLE 0 637041 0 METRO HEALTH NETWORKS INC Common Stock USD.001 592142103 495 153100 SH SOLE 0 153100 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 9,350 85620 SH SOLE 0 85620 0 MEXCO ENERGY CORP Common Stock USD.5 592770101 123 14900 SH SOLE 0 14900 0 MICREL INC COMMON STOCK NPV 594793101 639 59974 SH SOLE 0 59974 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 7,079 215291 SH SOLE 0 215291 0 MICROSOFT CORP COMMON STOCK USD.25E 594918104 670,571 22909849 SH SOLE 0 22909849 0 06 MICROVISION INC Common Stock USD.001 594960106 216 76520 SH SOLE 0 76520 0 MICROSTRATEGY INC CL A COMMON STOCK USD.001 594972408 1,849 21731 SH SOLE 0 21731 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 7,861 279156 SH SOLE 0 279156 0 MICROFINANCIAL INC COMMON STOCK USD.01 595072109 257 65690 SH SOLE 0 65690 0 MICROMET INC COMMON STOCK USD4E 59509C105 1,148 142033 SH SOLE 0 142033 0 05.0
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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 18,474 1778021 SH SOLE 0 1778021 0 MICRONETICS INC Common Stock USD.01 595125105 441 109755 SH SOLE 0 109755 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 4,675 269591 SH SOLE 0 269591 0 MICROTUNE INC COMMON STOCK USD.001 59514P109 419 153364 SH SOLE 0 153364 0 MICRUS ENDOVASCULAR CORP Common Stock USD.01 59518V102 1,024 51928 SH SOLE 0 51928 0 MIDAMERICA APARTMENT COMM REIT USD.01 59522J103 5,250 101363 SH SOLE 0 101363 0 MIDAS INC COMMON STOCK USD.001 595626102 192 16979 SH SOLE 0 16979 0 MIDDLEBROOK PHARMACEUTICALS Common Stock USD.01 596087106 120 401340 SH SOLE 0 401340 0 MIDDLEBURG FINANCIAL CORP Common Stock USD2.5 596094102 157 10400 SH SOLE 0 10400 0 MIDDLEBY CORP COMMON STOCK USD.01 596278101 4,347 75478 SH SOLE 0 75478 0 MIDDLESEX WATER CO COMMON STOCK NPV 596680108 905 53106 SH SOLE 0 53106 0 MIDSOUTH BANCORP INC Common Stock USD.1 598039105 439 26592 SH SOLE 0 26592 0 MIDWEST BANC HOLDINGS INC COMMON STOCK USD.01 598251106 20 73953 SH SOLE 0 73953 0 MIDWESTONE FINANCIAL GROUP I Common Stock USD.01 598511103 149 12674 SH SOLE 0 12674 0 HERMAN MILLER INC COMMON STOCK USD.2 600544100 433 23959 SH SOLE 0 23959 0 MILLER INDUSTRIES INC/TENN Common Stock USD.01 600551204 635 51070 SH SOLE 0 51070 0 MILLIPORE CORP COMMON STOCK USD1.0 601073109 7,305 69180 SH SOLE 0 69180 0 MINDSPEED TECHNOLOGIES INC Common Stock USD.01 602682205 627 78215 SH SOLE 0 78215 0 MINE SAFETY APPLIANCES CO COMMON STOCK NPV 602720104 1,711 61191 SH SOLE 0 61191 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 430 8304 SH SOLE 0 8304 0 MINES MANAGEMENT INC COMMON STOCK USD.01 603432105 55 21400 SH SOLE 0 21400 0 MIPS TECHNOLOGIES INC Common Stock USD.001 604567107 232 51949 SH SOLE 0 51949 0 MIRANT CORP COMMON STOCK USD.01 60467R100 6,000 552448 SH SOLE 0 552448 0 MISONIX INC Common Stock USD.01 604871103 8 3500 SH SOLE 0 3500 0 MISSION WEST PROPERTIES REIT USD.001 605203108 638 92794 SH SOLE 0 92794 0 MISTRAS GROUP INC Common Stock USD.01 60649T107 4 400 SH SOLE 0 400 0 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 174 24000 SH SOLE 0 24000 0 MKTG INC Common Stock USD.001 60688K108 1 3450 SH SOLE 0 3450 0 MOBILE MINI INC COMMON STOCK USD.01 60740F105 3,110 200756 SH SOLE 0 200756 0 MOCON INC COMMON STOCK USD.1 607494101 193 18100 SH SOLE 0 18100 0 MODPAC CORP Common Stock USD.01 607495108 14 2375 SH SOLE 0 2375 0 MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 3,641 323902 SH SOLE 0 323902 0 MODUSLINK GLOBAL SOLUTIONS I COMMON STOCK USD.01 60786L107 722 85675 SH SOLE 0 85675 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 5,582 102645 SH SOLE 0 102645 0 MOLECULAR INSIGHT PHARMACEUT Common Stock USD.01 60852M104 72 54828 SH SOLE 0 54828 0 MOLEX INC COMMON STOCK USD.05 608554101 1,451 69558 SH SOLE 0 69558 0 MOLEX INC CL A COMMON STOCK USD.05 608554200 6,989 396000 SH SOLE 0 396000 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 433 17196 SH SOLE 0 17196 0 MOLSON COORS BREWING CO B Common Stock USD.01 60871R209 14,819 352340 SH SOLE 0 352340 0 MOMENTA PHARMACEUTICALS INC COMMON STOCK USD.0001 60877T100 1,407 93981 SH SOLE 0 93981 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 393 46006 SH SOLE 0 46006 0 MONARCH COMMUNITY BANCORP COMMON STOCK USD.01 609045109 21 9854 SH SOLE 0 9854 0 MONARCH FINANCIAL HOLDINGS COMMON STOCK USD5.0 60907Q100 23 3000 SH SOLE 0 3000 0 MONEYGRAM INTERNATIONAL INC Common Stock USD.01 60935Y109 541 142103 SH SOLE 0 142103 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 780 92720 SH SOLE 0 92720 0 MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 3,723 166939 SH SOLE 0 166939 0 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK USD.001 61022P100 471 48390 SH SOLE 0 48390 0 MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 2,267 63381 SH SOLE 0 63381 0 MONSANTO CO COMMON STOCK USD.01 61166W101 98,879 1384471 SH SOLE 0 1384471 0 MONSTER WORLDWIDE INC COMMON STOCK USD.001 611742107 3,776 227355 SH SOLE 0 227355 0 MOODY S CORP COMMON STOCK USD.01 615369105 14,442 485438 SH SOLE 0 485438 0 MOOG INC CLASS A COMMON STOCK USD1.0 615394202 3,394 95821 SH SOLE 0 95821 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 90,409 3086671 SH SOLE 0 3086671 0 MORGANS HOTEL GROUP CO COMMON STOCK USD.01 61748W108 391 60939 SH SOLE 0 60939 0 MORNINGSTAR INC COMMON STOCK NPV 617700109 3,183 66183 SH SOLE 0 66183 0 MORTONS RESTAURANT GROUP Common Stock USD.01 619430101 221 36200 SH SOLE 0 36200 0 MOSAIC CO/THE COMMON STOCK USD.01 61945A107 28,906 475664 SH SOLE 0 475664 0 MOSYS INC COMMON STOCK USD.01 619718109 347 86643 SH SOLE 0 86643 0 MOTORCAR PARTS OF AMERICA IN Common Stock USD.01 620071100 163 25100 SH SOLE 0 25100 0 MOTOROLA INC COMMON STOCK USD.01 620076109 38,712 5514459 SH SOLE 0 5514459 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 COMMON STOCK USD.01 624580106 89 7921 SH SOLE 0 7921 0 MOVE INC COMMON STOCK USD.001 62458M108 600 286935 SH SOLE 0 286935 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 1,277 47684 SH SOLE 0 47684 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 1,214 254008 SH SOLE 0 254008 0 MULTICOLOR CORP Common Stock NPV 625383104 503 42022 SH SOLE 0 42022 0 MULTI FINELINE ELECTRONIX IN COMMON STOCK USD.0001 62541B101 2,361 91643 SH SOLE 0 91643 0 MULTIBAND CORP COMMON STOCK NPV 62544X209 15 7600 SH SOLE 0 7600 0 MULTIMEDIA GAMES INC COMMON STOCK USD.01 625453105 453 116100 SH SOLE 0 116100 0 MURPHY OIL CORP COMMON STOCK USD1.0 626717102 28,800 512555 SH SOLE 0 512555 0 MUTUALFIRST FINANCIAL INC Common Stock USD.01 62845B104 183 27574 SH SOLE 0 27574 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 913 87103 SH SOLE 0 87103 0 MYLAN INC COMMON STOCK USD.5 628530107 19,756 869910 SH SOLE 0 869910 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 6,672 277423 SH SOLE 0 277423 0 MYRIAD PHARMACEUTICALS COMMON STOCK USD.01 62856H107 441 97660 SH SOLE 0 97660 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 1,707 74713 SH SOLE 0 74713 0 NBTY INC COMMON STOCK USD.008 628782104 9,826 204786 SH SOLE 0 204786 0 NCI BUILDING SYSTEMS INC Common Stock USD.01 628852204 2,079 188283 SH SOLE 0 188283 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 7,560 547802 SH SOLE 0 547802 0 NCI INC CLASS A COMMON STOCK USD.019 62886K104 440 14540 SH SOLE 0 14540 0 NASB FINANCIAL INC Common Stock USD.15 628968109 482 20836 SH SOLE 0 20836 0 NGP CAPITAL RESOURCES CO COMMON STOCK USD.001 62912R107 7 833 SH SOLE 0 833 0 NGAS RESOURCES INC Common Stock NPV 62912T103 84 55800 SH SOLE 0 55800 0 NII HOLDINGS INC COMMON STOCK USD.001 62913F201 17,655 423778 SH SOLE 0 423778 0 NIC INC COMMON STOCK NPV 62914B100 2,028 257726 SH SOLE 0 257726 0 NIVS INTELLIMEDIA TECHNOLOGY Common Stock USD.0001 62914U108 0 100 SH SOLE 0 100 0 NL INDUSTRIES COMMON STOCK USD.125 629156407 265 30868 SH SOLE 0 30868 0 NMT MEDICAL INC COMMON STOCK USD.001 629294109 192 42366 SH SOLE 0 42366 0 NN INC COMMON STOCK USD.01 629337106 292 53150 SH SOLE 0 53150 0 NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 1,135 225291 SH SOLE 0 225291 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 14,153 677185 SH SOLE 0 677185 0 NTN BUZZTIME INC COMMON STOCK USD.005 629410309 48 96100 SH SOLE 0 96100 0 NVE CORP COMMON STOCK USD.01 629445206 766 16900 SH SOLE 0 16900 0 NVR INC COMMON STOCK USD.01 62944T105 17,026 23436 SH SOLE 0 23436 0 NYMAGIC INC Common Stock USD1.0 629484106 391 18396 SH SOLE 0 18396 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 18,877 637516 SH SOLE 0 637516 0 NABI BIOPHARMACEUTICALS COMMON STOCK USD.1 629519109 378 69021 SH SOLE 0 69021 0 NACCO INDUSTRIES CL A COMMON STOCK USD1.0 629579103 1,610 21716 SH SOLE 0 21716 0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 9,433 387722 SH SOLE 0 387722 0 NAM TAI ELECTRONICS INC COMMON STOCK USD.01 629865205 378 75600 SH SOLE 0 75600 0 NANOMETRICS INC COMMON STOCK NPV 630077105 379 40000 SH SOLE 0 40000 0 NANOPHASE TECHNOLOGIES CORP COMMON STOCK USD.01 630079101 45 23826 SH SOLE 0 23826 0 NANOSPHERE INC Common Stock USD.01 63009F105 527 109967 SH SOLE 0 109967 0 NAPCO SECURITY TECHNOLOGIES Common Stock USD.01 630402105 206 89460 SH SOLE 0 89460 0 NARA BANCORP INC COMMON STOCK USD.001 63080P105 1,088 124239 SH SOLE 0 124239 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 9,696 459102 SH SOLE 0 459102 0 NASH FINCH CO COMMON STOCK USD1.667 631158102 713 21193 SH SOLE 0 21193 0 NATHANS FAMOUS INC Common Stock USD.01 632347100 45 2900 SH SOLE 0 2900 0 NATIONAL COAL CORP COMMON STOCK USD.0001 632381208 67 117950 SH SOLE 0 117950 0 NATIONAL BANKSHARES INC/VA Common Stock USD1.25 634865109 114 4187 SH SOLE 0 4187 0 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 635017106 100 8980 SH SOLE 0 8980 0 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 1,141 66132 SH SOLE 0 66132 0 NATIONAL DENTEX CORP Common Stock USD.01 63563H109 241 24350 SH SOLE 0 24350 0 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 987 27911 SH SOLE 0 27911 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 2,861 202915 SH SOLE 0 202915 0 NATIONAL FUEL GAS CO COMMON STOCK USD1.0 636180101 9,963 197090 SH SOLE 0 197090 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 4,585 118298 SH SOLE 0 118298 0 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 636518102 5,141 154165 SH SOLE 0 154165 0 NATIONAL INTERSTATE CORP COMMON STOCK USD.01 63654U100 469 22648 SH SOLE 0 22648 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 42,974 1058996 SH SOLE 0 1058996 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 2,624 380315 SH SOLE 0 380315 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NATIONAL PRESTO INDS INC COMMON STOCK USD1.0 637215104 999 8401 SH SOLE 0 8401 0 NATIONAL RESEARCH CORP COMMON STOCK USD.001 637372103 574 22660 SH SOLE 0 22660 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 7,484 327812 SH SOLE 0 327812 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 5,531 382734 SH SOLE 0 382734 0 NATIONAL TECHNICAL SYSTEM Common Stock NPV 638104109 154 28010 SH SOLE 0 28010 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1.0 638522102 1,086 5892 SH SOLE 0 5892 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 15,603 443900 SH SOLE 0 443900 0 NATURAL ALTERNATIVES INTL Common Stock USD.01 638842302 115 14300 SH SOLE 0 14300 0 NATURAL GAS SERVICES GROUP Common Stock USD.01 63886Q109 759 47840 SH SOLE 0 47840 0 NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 3,206 81516 SH SOLE 0 81516 0 NATUS MEDICAL INC COMMON STOCK USD.001 639050103 2,227 139999 SH SOLE 0 139999 0 NAUGATUCK VALLEY FINANCIAL COMMON STOCK USD.01 639067107 115 17100 SH SOLE 0 17100 0 NAUTILUS INC COMMON STOCK NPV 63910B102 418 138400 SH SOLE 0 138400 0 NAVARRE CORP Common Stock NPV 639208107 319 153140 SH SOLE 0 153140 0 NAVISTAR INTERNATIONAL COMMON STOCK USD.1 63934E108 7,595 169800 SH SOLE 0 169800 0 NAVISITE INC Common Stock USD.01 63935M208 30 11700 SH SOLE 0 11700 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 1,799 148312 SH SOLE 0 148312 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 1,192 75265 SH SOLE 0 75265 0 NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 3,965 260689 SH SOLE 0 260689 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 3,692 198911 SH SOLE 0 198911 0 NEOGEN CORP COMMON STOCK USD.16 640491106 2,452 97700 SH SOLE 0 97700 0 NEOSTEM INC COMMON STOCK USD.001 640650305 5 2800 SH SOLE 0 2800 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 188 29815 SH SOLE 0 29815 0 NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 64107N206 170 9265 SH SOLE 0 9265 0 NETAPP INC COMMON STOCK USD.001 64110D104 27,607 847893 SH SOLE 0 847893 0 NETFLIX INC COMMON STOCK USD.001 64110L106 15,477 209880 SH SOLE 0 209880 0 NETEZZA CORP COMMON STOCK USD.001 64111N101 31 2428 SH SOLE 0 2428 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 1,237 47381 SH SOLE 0 47381 0 NETSOL TECHNOLOGIES INC Common Stock USD.001 64115A204 69 79300 SH SOLE 0 79300 0 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 1,298 87790 SH SOLE 0 87790 0 NETLOGIC MICROSYSTEMS INC COMMON STOCK USD.01 64118B100 3,849 130786 SH SOLE 0 130786 0 NETSUITE INC COMMON STOCK USD.01 64118Q107 145 9940 SH SOLE 0 9940 0 NETWORK EQUIPMENT TECH INC COMMON STOCK USD.01 641208103 184 33400 SH SOLE 0 33400 0 NEUROBIOLOGICAL TECHNOLOGIES Common Stock USD.001 64124W304 4 61300 SH SOLE 0 61300 0 NEUROGESX INC Common Stock USD.001 641252101 69 7318 SH SOLE 0 7318 0 NEUROMETRIX INC Common Stock USD.0001 641255104 87 45800 SH SOLE 0 45800 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 -41 -16245 SH SOLE 0 -16245 0 NEVADA GOLD CASINOS INC Common Stock USD.12 64126Q206 108 135300 SH SOLE 0 135300 0 NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 6,066 240697 SH SOLE 0 240697 0 NEURALSTEM INC Common Stock USD.001 64127R302 60 29500 SH SOLE 0 29500 0 NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 2,230 139578 SH SOLE 0 139578 0 NEW CENTURY BANCORP INC COMMON STOCK USD1.0 64353M100 76 12198 SH SOLE 0 12198 0 NEW ENGLAND BANCSHARES INC Common Stock USD.01 643863202 254 33500 SH SOLE 0 33500 0 NEW FRONTIER MEDIA INC Common Stock USD.0001 644398109 147 73400 SH SOLE 0 73400 0 NEW HAMPSHIRE THRIFT BANCSHS COMMON STOCK USD.01 644722100 238 23000 SH SOLE 0 23000 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 1,434 38185 SH SOLE 0 38185 0 NEW YORK + CO COMMON STOCK USD.001 649295102 1,390 290091 SH SOLE 0 290091 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 14,008 846887 SH SOLE 0 846887 0 NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 2,989 268513 SH SOLE 0 268513 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 5,078 402364 SH SOLE 0 402364 0 NEWBRIDGE BANCORP Common Stock USD5.0 65080T102 264 74282 SH SOLE 0 74282 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 1,028 318273 SH SOLE 0 318273 0 NEWELL RUBBERMAID INC COMMON STOCK USD1.0 651229106 9,861 648726 SH SOLE 0 648726 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 16,954 325732 SH SOLE 0 325732 0 NEWMARKET CORP COMMON STOCK NPV 651587107 4,871 47293 SH SOLE 0 47293 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 54,887 1077699 SH SOLE 0 1077699 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 1,419 270275 SH SOLE 0 270275 0 NEWPORT BANCORP INC Common Stock USD.01 651754103 56 4774 SH SOLE 0 4774 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 1,314 105144 SH SOLE 0 105144 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 78,106 5420251 SH SOLE 0 5420251 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NEWSTAR FINANCIAL INC COMMON STOCK USD.01 65251F105 850 133168 SH SOLE 0 133168 0 NEWTEK BUSINESS SERVICES INC Common Stock USD.02 652526104 176 140800 SH SOLE 0 140800 0 NEXMED INC COMMON STOCK USD.001 652903105 94 202400 SH SOLE 0 202400 0 NEXSTAR BROADCASTING GROUPA Common Stock USD.01 65336K103 334 67800 SH SOLE 0 67800 0 NEXTWAVE WIRELESS INC COMMON STOCK USD.001 65337Y102 97 205736 SH SOLE 0 205736 0 NICOR INC COMMON STOCK USD2.5 654086107 7,142 170371 SH SOLE 0 170371 0 NIKE INC CL B COMMON STOCK NPV 654106103 74,710 1016469 SH SOLE 0 1016469 0 NIGHTHAWK RADIOLOGY HOLDINGS COMMON STOCK USD.001 65411N105 436 137208 SH SOLE 0 137208 0 99 CENTS ONLY STORES COMMON STOCK NPV 65440K106 3,233 198358 SH SOLE 0 198358 0 NISOURCE INC COMMON STOCK USD.01 65473P105 8,136 514945 SH SOLE 0 514945 0 NOBEL LEARNING COMMUNITIES Common Stock USD.001 654889104 121 15450 SH SOLE 0 15450 0 NOBILITY HOMES INC Common Stock USD.1 654892108 162 16500 SH SOLE 0 16500 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 24,277 332558 SH SOLE 0 332558 0 NORDSON CORP COMMON STOCK NPV 655663102 534 7860 SH SOLE 0 7860 0 NORDSTROM INC COMMON STOCK NPV 655664100 17,943 439241 SH SOLE 0 439241 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 54,262 970866 SH SOLE 0 970866 0 NORTECH SYSTEMS INC COMMON STOCK USD.01 656553104 24 6878 SH SOLE 0 6878 0 NORTH AMERICAN GALVANIZING Common Stock USD.1 65686Y109 922 165766 SH SOLE 0 165766 0 NORTH CENTRAL BANCSHARES INC Common Stock USD.01 658418108 107 7500 SH SOLE 0 7500 0 NORTH VALLEY BANCORP COMMON STOCK NPV 66304M105 27 15215 SH SOLE 0 15215 0 NORTHEAST BANCORP Common Stock USD1.0 663904100 169 12100 SH SOLE 0 12100 0 NORTHEAST COMMUNITY BANCORP COMMON STOCK USD.01 664112109 1 200 SH SOLE 0 200 0 NORTHEAST UTILITIES COMMON STOCK USD5.0 664397106 11,516 416657 SH SOLE 0 416657 0 NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 1,755 110735 SH SOLE 0 110735 0 NORTHERN STATES FINL CORP Common Stock USD.4 665751103 59 17765 SH SOLE 0 17765 0 NORTHERN TECHNOLOGIES INTL Common Stock USD.02 665809109 73 7700 SH SOLE 0 7700 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 32,549 589012 SH SOLE 0 589012 0 NORTHFIELD BANCORP INC/NJ COMMON STOCK USD.001 66611L105 163 11230 SH SOLE 0 11230 0 NORTHRIM BANCORP INC Common Stock USD1.0 666762109 657 38468 SH SOLE 0 38468 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 53,948 822748 SH SOLE 0 822748 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 1,160 275551 SH SOLE 0 275551 0 NORTHWEST BANCSHARES INC Common Stock USD.1 667340103 1,585 135013 SH SOLE 0 135013 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 900 19313 SH SOLE 0 19313 0 NORTHWEST PIPE COMPANY COMMON STOCK USD.01 667746101 576 26382 SH SOLE 0 26382 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 4,334 161663 SH SOLE 0 161663 0 NORWOOD FINANCIAL CORP Common Stock USD.1 669549107 56 2080 SH SOLE 0 2080 0 NOVAMED INC COMMON STOCK USD.01 66986W108 433 127300 SH SOLE 0 127300 0 NOVADEL PHARMA INC COMMON STOCK USD.001 66986X106 44 233400 SH SOLE 0 233400 0 NOVATEL WIRELESS INC COMMON STOCK USD.001 66987M604 217 32290 SH SOLE 0 32290 0 NOVABAY PHARMACEUTICALS INC COMMON STOCK USD.01 66987P102 21 9600 SH SOLE 0 9600 0 NU HORIZONS ELEC CORP Common Stock USD.0066 669908105 210 65450 SH SOLE 0 65450 0 NOVAVAX INC Common Stock USD.01 670002104 659 285483 SH SOLE 0 285483 0 NOVELL INC COMMON STOCK USD.1 670006105 6,198 1034770 SH SOLE 0 1034770 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 1,090 43600 SH SOLE 0 43600 0 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 5,409 185879 SH SOLE 0 185879 0 NSTAR COMMON STOCK USD1.0 67019E107 10,672 301305 SH SOLE 0 301305 0 NTELOS HOLDINGS CORP COMMON STOCK USD.01 67020Q107 2,951 165894 SH SOLE 0 165894 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 9,576 575458 SH SOLE 0 575458 0 NUCOR CORP COMMON STOCK USD.4 670346105 31,857 702015 SH SOLE 0 702015 0 NUMEREX CORP CL A COMMON STOCK NPV 67053A102 141 32300 SH SOLE 0 32300 0 NUTRACEUTICAL INTL CORP Common Stock USD.01 67060Y101 548 36700 SH SOLE 0 36700 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 21,317 1226509 SH SOLE 0 1226509 0 NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 1,222 68616 SH SOLE 0 68616 0 NUVASIVE INC COMMON STOCK USD.001 670704105 5,865 129753 SH SOLE 0 129753 0 NYER MEDICAL GROUP INC Common Stock USD.0001 670711100 40 20900 SH SOLE 0 20900 0 NXSTAGE MEDICAL INC Common Stock USD.001 67072V103 794 69387 SH SOLE 0 69387 0 NV ENERGY INC COMMON STOCK USD1.0 67073Y106 5,072 411390 SH SOLE 0 411390 0 O CHARLEYS INC COMMON STOCK NPV 670823103 614 68720 SH SOLE 0 68720 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 6,882 176732 SH SOLE 0 176732 0 O.I. CORPORATION Common Stock USD.1 670841105 72 8100 SH SOLE 0 8100 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 COMMON STOCK USD.01 670872100 1,740 51348 SH SOLE 0 51348 0 OSI PHARMACEUTICALS INC COMMON STOCK USD.01 671040103 2,604 43733 SH SOLE 0 43733 0 OSI SYSTEMS INC COMMON STOCK NPV 671044105 1,481 52792 SH SOLE 0 52792 0 OYO GEOSPACE CORP COMMON STOCK USD.01 671074102 1,015 21239 SH SOLE 0 21239 0 OBAGI MEDICAL PRODUCTS INC Common Stock USD.001 67423R108 -11 -910 SH SOLE 0 -910 0 OCCAM NETWORKS INC Common Stock USD.001 67457P309 715 109055 SH SOLE 0 109055 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 178,941 2116642 SH SOLE 0 2116642 0 OCEAN BIO CHEM INC COMMON STOCK USD.01 674631106 74 43495 SH SOLE 0 43495 0 OCEAN POWER TECHNOLOGIES INC Common Stock USD.001 674870308 44 6200 SH SOLE 0 6200 0 OCEAN SHORE HOLDING CO Common Stock USD.01 67501R103 95 8880 SH SOLE 0 8880 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 9,505 149702 SH SOLE 0 149702 0 OCEANFIRST FINANCIAL CORP Common Stock USD.01 675234108 253 22286 SH SOLE 0 22286 0 OCLARO INC COMMON STOCK USD.01 67555N107 959 348597 SH SOLE 0 348597 0 OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 1,503 135551 SH SOLE 0 135551 0 OCULUS INNOVATIVE SCIENCES I Common Stock USD.0001 67575P108 134 63200 SH SOLE 0 63200 0 ODYSSEY MARINE EXPLORATION COMMON STOCK USD.01 676118102 3 2071 SH SOLE 0 2071 0 ODYSSEY HEALTHCARE INC COMMON STOCK USD.001 67611V101 2,992 165228 SH SOLE 0 165228 0 OFFICE DEPOT INC COMMON STOCK USD.01 676220106 6,548 820592 SH SOLE 0 820592 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 1,139 69395 SH SOLE 0 69395 0 OHIO VALLEY BANC CORP Common Stock USD1.0 677719106 60 2782 SH SOLE 0 2782 0 OILDRI CORP OF AMERICA Common Stock USD.1 677864100 603 31200 SH SOLE 0 31200 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 5,521 121769 SH SOLE 0 121769 0 OILSANDS QUEST INC COMMON STOCK USD.001 678046103 7 9657 SH SOLE 0 9657 0 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 2,609 78139 SH SOLE 0 78139 0 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 3,887 325294 SH SOLE 0 325294 0 OLD POINT FINANCIAL CORP Common Stock USD5.0 680194107 1 100 SH SOLE 0 100 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 680223104 11,731 925164 SH SOLE 0 925164 0 OLD SECOND BANCORP INC COMMON STOCK USD1.0 680277100 90 13603 SH SOLE 0 13603 0 OLIN CORP COMMON STOCK USD1.0 680665205 1,967 100240 SH SOLE 0 100240 0 OLYMPIC STEEL INC COMMON STOCK NPV 68162K106 89 2724 SH SOLE 0 2724 0 OMNICARE INC COMMON STOCK USD1.0 681904108 8,128 287325 SH SOLE 0 287325 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 28,489 734074 SH SOLE 0 734074 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 6,302 323332 SH SOLE 0 323332 0 OMEGA FLEX INC Common Stock USD.01 682095104 182 17310 SH SOLE 0 17310 0 OMEGA PROTEIN CORP Common Stock USD.01 68210P107 382 66510 SH SOLE 0 66510 0 OMNI ENERGY SERVICES CORP COMMON STOCK USD.01 68210T208 103 53566 SH SOLE 0 53566 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 1,231 71675 SH SOLE 0 71675 0 OMNOVA SOLUTIONS INC COMMON STOCK USD.1 682129101 1,420 180847 SH SOLE 0 180847 0 OMNICELL INC COMMON STOCK USD.001 68213N109 677 48225 SH SOLE 0 48225 0 OMEROS CORP COMMON STOCK USD.01 682143102 2 300 SH SOLE 0 300 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 751 105329 SH SOLE 0 105329 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 6,714 839294 SH SOLE 0 839294 0 ONCOGENEX PHARMACEUTICAL INC Common Stock USD.001 68230A106 219 10644 SH SOLE 0 10644 0 ONE LIBERTY PROPERTIES INC REIT USD1.0 682406103 709 42567 SH SOLE 0 42567 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 509 202740 SH SOLE 0 202740 0 ONEOK INC COMMON STOCK USD.01 682680103 14,915 326736 SH SOLE 0 326736 0 ONLINE RESOURCES CORP Common Stock USD.0001 68273G101 361 89566 SH SOLE 0 89566 0 ONSTREAM MEDIA CORP Common Stock USD.0001 682875109 21 67200 SH SOLE 0 67200 0 ONVIA INC COMMON STOCK USD.0001 68338T403 127 15800 SH SOLE 0 15800 0 ONYX PHARMACEUTICALS INC COMMON STOCK USD.001 683399109 5,026 165971 SH SOLE 0 165971 0 OPENWAVE SYSTEMS INC Common Stock USD.001 683718308 694 301642 SH SOLE 0 301642 0 OPENTABLE INC COMMON STOCK 68372A104 1,843 48342 SH SOLE 0 48342 0 OPEXA THERAPEUTICS INC Common Stock USD.5 68372T103 51 24200 SH SOLE 0 24200 0 OPNET TECHNOLOGIES INC COMMON STOCK USD.001 683757108 1,066 66138 SH SOLE 0 66138 0 OPKO HEALTH INC Common Stock USD.01 68375N103 510 257400 SH SOLE 0 257400 0 OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 7,033 379342 SH SOLE 0 379342 0 OPNEXT INC COMMON STOCK USD.01 68375V105 194 82240 SH SOLE 0 82240 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 112 4380 SH SOLE 0 4380 0 OPTELECOM NKF INC COMMON STOCK USD.03 683818207 80 33900 SH SOLE 0 33900 0 OPTICAL CABLE CORP Common Stock NPV 683827208 297 85541 SH SOLE 0 85541 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ORACLE CORP COMMON STOCK USD.01 68389X105 251,325 9783003 SH SOLE 0 9783003 0 OPTIONSXPRESS HOLDINGS INC COMMON STOCK USD.0001 684010101 1,585 97286 SH SOLE 0 97286 0 OPTIMER PHARMACEUTICALS INC COMMON STOCK USD.001 68401H104 629 51230 SH SOLE 0 51230 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD1E 68554V108 985 166188 SH SOLE 0 166188 0 06.0 ORBIT INTERNATIONAL CORP COMMON STOCK USD.1 685559304 132 34429 SH SOLE 0 34429 0 ORBCOMM INC COMMON STOCK USD.001 68555P100 224 104000 SH SOLE 0 104000 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 4,512 237360 SH SOLE 0 237360 0 ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 2,390 336118 SH SOLE 0 336118 0 ORCHARD ENTERPRISES INC Common Stock USD.01 68562L100 3 1400 SH SOLE 0 1400 0 ORCHIDS PAPER PRODUCTS CO Common Stock USD.001 68572N104 416 25300 SH SOLE 0 25300 0 ORCHID CELLMARK INC Common Stock USD.001 68573C107 227 119400 SH SOLE 0 119400 0 ORE PHARMACEUTICAL HOLDINGS COMMON STOCK USD.01 685775108 25 72838 SH SOLE 0 72838 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 686091109 16,231 389151 SH SOLE 0 389151 0 OREXIGEN THERAPEUTICS INC COMMON STOCK USD.001 686164104 80 13590 SH SOLE 0 13590 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1.0 68618W100 1,032 76456 SH SOLE 0 76456 0 ORION ENERGY SYSTEMS INC COMMON STOCK NPV 686275108 371 75780 SH SOLE 0 75780 0 ORION MARINE GROUP INC COMMON STOCK USD.01 68628V308 2,200 121880 SH SOLE 0 121880 0 ORITANI FINANCIAL CORP COMMON STOCK USD.01 686323106 248 15445 SH SOLE 0 15445 0 ORLEANS HOMEBUILDERS INC COMMON STOCK USD.1 686588104 7 46591 SH SOLE 0 46591 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1,456 51758 SH SOLE 0 51758 0 ORRSTOWN FINL SERVICES INC Common Stock NPV 687380105 5 200 SH SOLE 0 200 0 ORTHOLOGIC CORP Common Stock USD.0005 68750J107 61 67500 SH SOLE 0 67500 0 ORTHOVITA INC COMMON STOCK USD.01 68750U102 780 182990 SH SOLE 0 182990 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 7,816 193758 SH SOLE 0 193758 0 OSIRIS THERAPEUTICS INC COMMON STOCK USD.001 68827R108 1,078 145610 SH SOLE 0 145610 0 OSTEOTECH INC COMMON STOCK USD.01 688582105 443 113068 SH SOLE 0 113068 0 OTTER TAIL CORP COMMON STOCK USD5.0 689648103 1,606 73143 SH SOLE 0 73143 0 OUTDOOR CHANNEL HOLDINGS INC COMMON STOCK USD.001 690027206 693 105210 SH SOLE 0 105210 0 OVERHILL FARMS INC Common Stock USD.01 690212105 519 88981 SH SOLE 0 88981 0 OVERLAND STORAGE INC COMMON STOCK NPV 690310206 26 11766 SH SOLE 0 11766 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK USD1.0 690368105 1,543 39344 SH SOLE 0 39344 0 OVERSTOCK.COM INC COMMON STOCK USD.0001 690370101 26 1582 SH SOLE 0 1582 0 OWENS + MINOR INC COMMON STOCK USD2.0 690732102 6,162 132840 SH SOLE 0 132840 0 OWENS CORNING COMMON STOCK USD.001 690742101 7,580 297959 SH SOLE 0 297959 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 13,052 367237 SH SOLE 0 367237 0 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 691497309 738 36306 SH SOLE 0 36306 0 OXIGENE INC Common Stock USD.01 691828107 83 67099 SH SOLE 0 67099 0 P F INDUSTRIES CL A Common Stock USD1.0 692830508 7 2500 SH SOLE 0 2500 0 PAB BANKSHARES INC Common Stock NPV 69313P101 53 24609 SH SOLE 0 24609 0 P.A.M. TRANSPORTATION SVCS Common Stock USD.01 693149106 704 51400 SH SOLE 0 51400 0 PC CONNECTION INC Common Stock USD.01 69318J100 276 44595 SH SOLE 0 44595 0 PC MALL INC Common Stock USD.001 69323K100 206 40644 SH SOLE 0 40644 0 PC TEL INC COMMON STOCK USD.001 69325Q105 320 51720 SH SOLE 0 51720 0 PDF SOLUTIONS INC Common Stock 693282105 318 72999 SH SOLE 0 72999 0 USD.00015 PDI INC Common Stock USD.01 69329V100 584 77600 SH SOLE 0 77600 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 2,080 334876 SH SOLE 0 334876 0 PHC INCCL A (MASS) Common Stock USD.01 693315103 77 60400 SH SOLE 0 60400 0 P G + E CORP COMMON STOCK NPV 69331C108 43,591 1027610 SH SOLE 0 1027610 0 PHH CORP COMMON STOCK USD.01 693320202 4,647 197168 SH SOLE 0 197168 0 PF CHANG S CHINA BISTRO INC COMMON STOCK USD.001 69333Y108 3,594 81439 SH SOLE 0 81439 0 PICO HOLDINGS INC COMMON STOCK USD.001 693366205 2,235 60086 SH SOLE 0 60086 0 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 914 43140 SH SOLE 0 43140 0 PGT INC Common Stock USD.01 69336V101 212 117057 SH SOLE 0 117057 0 PLX TECHNOLOGY INC Common Stock USD.001 693417107 987 187336 SH SOLE 0 187336 0 PMA CAPITAL CORPORATION CL A COMMON STOCK USD5.0 693419202 785 127844 SH SOLE 0 127844 0 PMC COMMERCIAL TRUST REIT USD.01 693434102 38 5180 SH SOLE 0 5180 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 4,702 527156 SH SOLE 0 527156 0 PMI GROUP INC/THE COMMON STOCK USD.01 69344M101 1,635 301639 SH SOLE 0 301639 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PMFG INC Common Stock USD1.0 69345P103 582 43960 SH SOLE 0 43960 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 75,977 1272643 SH SOLE 0 1272643 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 1,994 159137 SH SOLE 0 159137 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 26,544 405878 SH SOLE 0 405878 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 26,750 965339 SH SOLE 0 965339 0 PRGX GLOBAL INC COMMON STOCK USD.01 69357C503 239 40707 SH SOLE 0 40707 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 4,332 81115 SH SOLE 0 81115 0 PSB HOLDINGS INC Common Stock USD.1 69360W108 89 18388 SH SOLE 0 18388 0 PVF CAPITAL CORP COMMON STOCK USD.01 693654105 77 40738 SH SOLE 0 40738 0 PSS WORLD MEDICAL INC COMMON STOCK USD.01 69366A100 7,414 315349 SH SOLE 0 315349 0 PACCAR INC COMMON STOCK USD1.0 693718108 38,343 884694 SH SOLE 0 884694 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 732 121655 SH SOLE 0 121655 0 PACIFIC CAPITAL BANCORP COMMON STOCK NPV 69404P101 975 538642 SH SOLE 0 538642 0 PACIFIC CONTINENTAL CORP Common Stock NPV 69412V108 436 41497 SH SOLE 0 41497 0 PACIFIC ETHANOL INC COMMON STOCK USD.001 69423U107 207 186795 SH SOLE 0 186795 0 PACIFIC MERCANTILE BANCORP COMMON STOCK NPV 694552100 73 26537 SH SOLE 0 26537 0 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 146 29860 SH SOLE 0 29860 0 PACIFIC STATE BANCORP Common Stock NPV 694864109 4 12060 SH SOLE 0 12060 0 PACIFIC SUNWEAR OF CALIF COMMON STOCK USD.01 694873100 1,363 256601 SH SOLE 0 256601 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 6,975 283406 SH SOLE 0 283406 0 PACTIV CORPORATION COMMON STOCK USD.01 695257105 10,316 409691 SH SOLE 0 409691 0 PACWEST BANCORP COMMON STOCK NPV 695263103 2,891 126695 SH SOLE 0 126695 0 PAETEC HOLDING CORP COMMON STOCK USD.01 695459107 1,847 394616 SH SOLE 0 394616 0 PAIN THERAPEUTICS INC COMMON STOCK USD.001 69562K100 9 1368 SH SOLE 0 1368 0 PALATIN TECHNOLOGIES INC Common Stock USD.01 696077304 105 406025 SH SOLE 0 406025 0 PALL CORP COMMON STOCK USD.1 696429307 12,788 315827 SH SOLE 0 315827 0 PALM HARBOR HOMES INC Common Stock USD.01 696639103 78 38900 SH SOLE 0 38900 0 PALM INC COMMON STOCK USD.001 696643105 913 242911 SH SOLE 0 242911 0 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK USD.01 697529303 1,115 102698 SH SOLE 0 102698 0 PAMRAPO BANCORP INC COMMON STOCK USD.01 697738102 165 20300 SH SOLE 0 20300 0 PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 12,832 167757 SH SOLE 0 167757 0 PANHANDLE OIL AND GAS INCA Common Stock 698477106 513 21700 SH SOLE 0 21700 0 USD.01666 PANTRY INC COMMON STOCK USD.01 698657103 1,370 109715 SH SOLE 0 109715 0 PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 2,569 99912 SH SOLE 0 99912 0 PAR TECHNOLOGY CORP/DEL Common Stock USD.02 698884103 185 30535 SH SOLE 0 30535 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 2,847 114807 SH SOLE 0 114807 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 5,531 306432 SH SOLE 0 306432 0 PARAMOUNT GOLD AND SILVER COMMON STOCK USD.001 69924P102 4 2700 SH SOLE 0 2700 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 4,076 174853 SH SOLE 0 174853 0 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1 700416209 1,478 51414 SH SOLE 0 51414 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 3,626 58200 SH SOLE 0 58200 0 PARKOHIO HOLDINGS CORP Common Stock USD1.0 700666100 550 62569 SH SOLE 0 62569 0 PARKER DRILLING CO COMMON STOCK USD.167 701081101 1,438 291632 SH SOLE 0 291632 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 21,739 335787 SH SOLE 0 335787 0 PARKERVISION INC Common Stock USD.01 701354102 301 176835 SH SOLE 0 176835 0 PARKVALE FINANCIAL CORP Common Stock USD1.0 701492100 205 27458 SH SOLE 0 27458 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1,508 80300 SH SOLE 0 80300 0 PARLUX FRAGRANCES INC Common Stock USD.01 701645103 116 57698 SH SOLE 0 57698 0 PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 211 72775 SH SOLE 0 72775 0 PATRIOT NATIONAL BANCORP INC Common Stock USD2.0 70336F104 34 19649 SH SOLE 0 19649 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 6,601 322645 SH SOLE 0 322645 0 PATRIOT TRANSPORTATION HLDG Common Stock USD.1 70337B102 1,872 22154 SH SOLE 0 22154 0 PATTERSON COS INC COMMON STOCK USD.01 703395103 9,225 297102 SH SOLE 0 297102 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 6,047 432876 SH SOLE 0 432876 0 PAULSON CAPITAL CORP COMMON STOCK NPV 703797100 116 92065 SH SOLE 0 92065 0 PAYCHEX INC COMMON STOCK USD.01 704326107 26,369 858926 SH SOLE 0 858926 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 31,042 679255 SH SOLE 0 679255 0 PC GROUP INC COMMON STOCK USD.02 70455G107 40 93460 SH SOLE 0 93460 0 PEAPACK GLADSTONE FINL CORP Common Stock NPV 704699107 415 26433 SH SOLE 0 26433 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PECO II INC COMMON STOCK NPV 705221208 0 41 SH SOLE 0 41 0 PEERLESS SYSTEMS CORP Common Stock USD.001 705536100 54 19876 SH SOLE 0 19876 0 PEETS COFFEE + TEA INC COMMON STOCK NPV 705560100 2,963 74730 SH SOLE 0 74730 0 PEGASYSTEMS INC COMMON STOCK USD.01 705573103 4,643 125485 SH SOLE 0 125485 0 PENFORD CORP COMMON STOCK USD1.0 707051108 495 48300 SH SOLE 0 48300 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 5,404 194379 SH SOLE 0 194379 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 2,924 119366 SH SOLE 0 119366 0 PENNANTPARK INVESTMENT CORP Common Stock USD.001 708062104 10 1005 SH SOLE 0 1005 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 18,128 563519 SH SOLE 0 563519 0 PENNICHUCK CORP Common Stock USD1.0 708254206 555 23600 SH SOLE 0 23600 0 PENNS WOODS BANCORP INC Common Stock USD8.33 708430103 200 5968 SH SOLE 0 5968 0 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 2,565 205680 SH SOLE 0 205680 0 PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 10 600 SH SOLE 0 600 0 PENSKE AUTO GROUP INC COMMON STOCK USD.0001 70959W103 2,013 139605 SH SOLE 0 139605 0 PENSON WORLDWIDE INC COMMON STOCK USD.01 709600100 245 24311 SH SOLE 0 24311 0 PENTAIR INC COMMON STOCK USD.167 709631105 6,032 169330 SH SOLE 0 169330 0 PENWEST PHARMACEUTICALS CO Common Stock USD.001 709754105 219 63600 SH SOLE 0 63600 0 PEOPLES BANCORP INC COMMON STOCK NPV 709789101 320 19446 SH SOLE 0 19446 0 PEOPLES BANCORP OF NC COMMON STOCK NPV 710577107 38 6352 SH SOLE 0 6352 0 PEOPLES FINANCIAL CORP/MISS Common Stock USD1.0 71103B102 271 18107 SH SOLE 0 18107 0 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 8,488 542698 SH SOLE 0 542698 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1.0 713278109 2,077 206646 SH SOLE 0 206646 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 9,902 577384 SH SOLE 0 577384 0 PEPSICO INC COMMON STOCK USD.017 713448108 278,413 4208181.338 SH SOLE 0 4208181.338 0 PERCEPTRON INC Common Stock USD.01 71361F100 124 28600 SH SOLE 0 28600 0 PEREGRINE PHARMACEUTICALS Common Stock USD.001 713661304 305 99100 SH SOLE 0 99100 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 2,826 250761 SH SOLE 0 250761 0 PERFUMANIA HOLDINGS INC Common Stock USD.01 71376C100 137 16375 SH SOLE 0 16375 0 PERFORMANCE TECHNOLOGIES INC Common Stock USD.01 71376K102 622 233946 SH SOLE 0 233946 0 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 1,429 133399 SH SOLE 0 133399 0 PERKINELMER INC COMMON STOCK USD1.0 714046109 8,334 348690 SH SOLE 0 348690 0 PERMAFIX ENVIRONMENTAL SVCS Common Stock USD.001 714157104 51 22600 SH SOLE 0 22600 0 PERNIX THERAPEUTICS HOLDINGS Common Stock USD.01 71426V108 3 800 SH SOLE 0 800 0 PERRIGO CO COMMON STOCK NPV 714290103 14,076 239712 SH SOLE 0 239712 0 PERVASIVE SOFTWARE INC Common Stock USD.001 715710109 495 97800 SH SOLE 0 97800 0 PET DRX CORP COMMON STOCK USD.0001 715813101 3 9100 SH SOLE 0 9100 0 PETMED EXPRESS INC COMMON STOCK USD.001 716382106 2,025 91354 SH SOLE 0 91354 0 PETROHAWK ENERGY CORP COMMON STOCK USD.001 716495106 13,340 657796 SH SOLE 0 657796 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 1,155 49853 SH SOLE 0 49853 0 PETROQUEST ENERGY INC COMMON STOCK USD.001 716748108 1,432 284775 SH SOLE 0 284775 0 PETSMART INC COMMON STOCK USD.0001 716768106 10,498 328476 SH SOLE 0 328476 0 PHARMACYCLICS INC Common Stock USD.0001 716933106 1,148 184040 SH SOLE 0 184040 0 PFIZER INC COMMON STOCK USD.05 717081103 358,788 20920605 SH SOLE 0 20920605 0 PFSWEB INC COMMON STOCK USD.001 717098206 33 11567 SH SOLE 0 11567 0 PHARMACEUTICAL PRODUCT DEVEL COMMON STOCK USD.05 717124101 7,025 295795 SH SOLE 0 295795 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 2,253 123658 SH SOLE 0 123658 0 PHARMATHENE INC Common Stock USD.0001 71714G102 38 26300 SH SOLE 0 26300 0 PHARMASSET INC COMMON STOCK USD.001 71715N106 -11 -396 SH SOLE 0 -396 0 PHASE FORWARD INC COMMON STOCK USD.01 71721R406 2,289 175126 SH SOLE 0 175126 0 PHAZAR CORP Common Stock USD.01 71722R108 189 47700 SH SOLE 0 47700 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 2,239 42934 SH SOLE 0 42934 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1.0 718592108 2,062 35946 SH SOLE 0 35946 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 1,394 575864 SH SOLE 0 575864 0 PHOENIX FOOTWEAR GROUP INC COMMON STOCK USD.01 71903M100 12 20100 SH SOLE 0 20100 0 PHOENIX TECHNOLOGIES LTD Common Stock USD.001 719153108 362 112511 SH SOLE 0 112511 0 PHOTOMEDEX INC COMMON STOCK USD.01 719358301 14 1312 SH SOLE 0 1312 0 PHOTRONICS INC Common Stock USD.01 719405102 1,010 198484 SH SOLE 0 198484 0 PHYSICIANS FORMULA HOLDINGS COMMON STOCK USD.01 719427106 61 24700 SH SOLE 0 24700 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 2,899 105100 SH SOLE 0 105100 0 PIEDMONT OFFICE REALTY TRUA REIT USD.01 720190206 524 26400 SH SOLE 0 26400 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 1,723 270485 SH SOLE 0 270485 0 PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 196 21040 SH SOLE 0 21040 0 PINNACLE AIRLINES CORP COMMON STOCK USD.01 723443107 840 113000 SH SOLE 0 113000 0 PINNACLE DATA SYSTEMS INC Common Stock NPV 723454104 1 900 SH SOLE 0 900 0 PINNACLE ENTERTAINMENT INC COMMON STOCK USD.1 723456109 2,195 225312 SH SOLE 0 225312 0 PINNACLE GAS RESOURCES INC COMMON STOCK USD.01 723464301 32 98740 SH SOLE 0 98740 0 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 72346Q104 1,399 92578 SH SOLE 0 92578 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 6,289 166686 SH SOLE 0 166686 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 581 82553 SH SOLE 0 82553 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 17,992 319457 SH SOLE 0 319457 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 3,322 82442 SH SOLE 0 82442 0 PITNEY BOWES INC COMMON STOCK USD1.0 724479100 15,357 628091 SH SOLE 0 628091 0 PITTSBURGH W VA RAILROAD REIT 724819107 5 500 SH SOLE 0 500 0 PIXELWORKS INC Common Stock USD.001 72581M305 240 41666 SH SOLE 0 41666 0 PIZZA INN INC Common Stock USD.01 725848105 99 48100 SH SOLE 0 48100 0 PLAINS EXPLORATION + PRODUCT COMMON STOCK USD.01 726505100 8,274 275890 SH SOLE 0 275890 0 PLANAR SYSTEMS INC Common Stock NPV 726900103 89 31976 SH SOLE 0 31976 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 6,091 194711 SH SOLE 0 194711 0 PLATO LEARNING INC Common Stock USD.01 72764Y100 463 83300 SH SOLE 0 83300 0 PLAYBOY ENTERPRISESCLASS B Common Stock USD.01 728117300 165 45154 SH SOLE 0 45154 0 PLEXUS CORP COMMON STOCK USD.01 729132100 4,092 113585 SH SOLE 0 113585 0 PLUG POWER INC Common Stock USD.01 72919P103 105 151502 SH SOLE 0 151502 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 21,182 544385 SH SOLE 0 544385 0 PLUMAS BANCORP Common Stock NPV 729273102 6 2315 SH SOLE 0 2315 0 POINT.360 Common Stock USD1.0 730507100 28 19400 SH SOLE 0 19400 0 POKERTEK INC COMMON STOCK NPV 730864105 21 42100 SH SOLE 0 42100 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 4,544 88820 SH SOLE 0 88820 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 11,298 132859 SH SOLE 0 132859 0 POLYCOM INC COMMON STOCK USD.0005 73172K104 6,728 220005 SH SOLE 0 220005 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 6,558 640469 SH SOLE 0 640469 0 POLYPORE INTERNATIONAL INC COMMON STOCK USD.01 73179V103 810 46381 SH SOLE 0 46381 0 PONIARD PHARMACEUTICALS INC Common Stock USD.02 732449301 42 36420 SH SOLE 0 36420 0 POOL CORP COMMON STOCK USD.001 73278L105 3,332 147175 SH SOLE 0 147175 0 POPE RESOURCES LTDLP Ltd Part NPV 732857107 81 3050 SH SOLE 0 3050 0 POPULAR INC COMMON STOCK USD6.0 733174106 8,898 3057888 SH SOLE 0 3057888 0 PORTEC RAIL PRODUCTS INC Common Stock USD1.0 736212101 453 39000 SH SOLE 0 39000 0 PORTER BANCORP INC Common Stock NPV 736233107 191 14602 SH SOLE 0 14602 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 3,787 69015 SH SOLE 0 69015 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 2,134 110487 SH SOLE 0 110487 0 POSITIVEID CORP Common Stock USD.01 73740J100 238 184180 SH SOLE 0 184180 0 POST PROPERTIES INC REIT USD.01 737464107 5,001 227094 SH SOLE 0 227094 0 POSTROCK ENERGY CORP Common Stock USD.001 737525105 123 12096 SH SOLE 0 12096 0 POTLATCH CORP REIT USD1.0 737630103 5,621 160425 SH SOLE 0 160425 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 1,584 48685 SH SOLE 0 48685 0 POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 599 14530 SH SOLE 0 14530 0 POWER ONE INC COMMON STOCK USD.001 739308104 995 235682 SH SOLE 0 235682 0 POWERWAVE TECHNOLOGIES INC COMMON STOCK USD.0001 739363109 485 387709 SH SOLE 0 387709 0 POWERSECURE INTERNATIONAL IN Common Stock USD.01 73936N105 734 93186 SH SOLE 0 93186 0 POZEN INC COMMON STOCK USD.001 73941U102 409 42655 SH SOLE 0 42655 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 66,116 796578 SH SOLE 0 796578 0 PREPAID LEGAL SERVICES INC COMMON STOCK USD.01 740065107 1,607 42449 SH SOLE 0 42449 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 41,795 329851 SH SOLE 0 329851 0 PRECISION DRILLING TRUST UNIT NPV 740215108 7 975 SH SOLE 0 975 0 PREFERRED BANK/LOS ANGELES Common Stock NPV 740367107 69 50735 SH SOLE 0 50735 0 PREFORMED LINE PRODUCTS CO Common Stock USD2.0 740444104 130 3402 SH SOLE 0 3402 0 PREMIER FINANCIAL BANCORP COMMON STOCK NPV 74050M105 262 30713 SH SOLE 0 30713 0 PREMIER EXHIBITIONS INC Common Stock USD.0001 74051E102 104 65955 SH SOLE 0 65955 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 1,301 157546 SH SOLE 0 157546 0 PRESIDENTIAL LIFE COMMON STOCK USD.01 740884101 738 74016 SH SOLE 0 74016 0 PREMIERWEST BANCORP Common Stock NPV 740921101 237 526937 SH SOLE 0 526937 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PRESSTEK INC Common Stock USD.01 741113104 813 181434 SH SOLE 0 181434 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 662 73586 SH SOLE 0 73586 0 PRESSURE BIOSCIENCES INC COMMON STOCK USD.01 74112E109 14 8200 SH SOLE 0 8200 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 40,004 728273 SH SOLE 0 728273 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 31,591 123887 SH SOLE 0 123887 0 PRICESMART INC COMMON STOCK USD.0001 741511109 1,146 49285 SH SOLE 0 49285 0 PRIDE INTERNATIONAL INC COMMON STOCK USD.01 74153Q102 12,774 424256 SH SOLE 0 424256 0 PRIMEDIA INC Common Stock USD.01 74157K846 460 133822 SH SOLE 0 133822 0 PRIMEENERGY CORP Common Stock USD.1 74158E104 259 9610 SH SOLE 0 9610 0 PRIMORIS SERVICES CORP Common Stock USD.0001 74164F103 2 300 SH SOLE 0 300 0 PRINCETON NATIONAL BANCORP COMMON STOCK USD5.0 742282106 173 19900 SH SOLE 0 19900 0 PRINCETON REVIEW INC Common Stock USD.01 742352107 314 90020 SH SOLE 0 90020 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 23,496 804375 SH SOLE 0 804375 0 PRODEX INC Common Stock NPV 74265M106 7 14200 SH SOLE 0 14200 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 3,401 58102 SH SOLE 0 58102 0 PROCERA NETWORKS INC Common Stock USD.001 74269U104 35 85654 SH SOLE 0 85654 0 PROCTER + GAMBLE CO COMMON STOCK USD1.0 742718109 478,719 7566295 SH SOLE 0 7566295 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,913 139632 SH SOLE 0 139632 0 PROGENICS PHARMACEUTICALS COMMON STOCK USD.0013 743187106 431 80815 SH SOLE 0 80815 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 25,989 660298 SH SOLE 0 660298 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 6,857 218156 SH SOLE 0 218156 0 PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 30,861 1616586 SH SOLE 0 1616586 0 PROLOGIS REIT USD.01 743410102 28,879 2187828 SH SOLE 0 2187828 0 PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 962 97344 SH SOLE 0 97344 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 32 2602 SH SOLE 0 2602 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 8,063 196647 SH SOLE 0 196647 0 PROTALIX BIOTHERAPEUTICS INC Common Stock USD.0001 74365A101 9 1400 SH SOLE 0 1400 0 PROTECTION ONE INC Common Stock USD.01 743663403 342 29908 SH SOLE 0 29908 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 8,642 393011 SH SOLE 0 393011 0 PROVIDENCE AND WORCESTER RR Common Stock USD.5 743737108 74 6400 SH SOLE 0 6400 0 PROVIDENCE SERVICE CORP Common Stock USD.001 743815102 932 61326 SH SOLE 0 61326 0 PROVIDENT FINANCIAL HLDGS Common Stock USD.01 743868101 129 37015 SH SOLE 0 37015 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 4,207 353504 SH SOLE 0 353504 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 1,590 167750 SH SOLE 0 167750 0 PRUDENTIAL BANCORP INC OF PA Common Stock USD.01 744319104 53 6230 SH SOLE 0 6230 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 77,197 1275988 SH SOLE 0 1275988 0 PSYCHEMEDICS CORP COMMON STOCK USD.005 744375205 368 48160 SH SOLE 0 48160 0 PSYCHIATRIC SOLUTIONS INC COMMON STOCK USD.01 74439H108 4,077 136817 SH SOLE 0 136817 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 39,040 1322505 SH SOLE 0 1322505 0 PUBLIC STORAGE REIT USD.1 74460D109 57,499 625054 SH SOLE 0 625054 0 PULASKI FINANCIAL CORP Common Stock USD.01 745548107 355 52950 SH SOLE 0 52950 0 PULTE GROUP INC COMMON STOCK USD.01 745867101 10,267 912663 SH SOLE 0 912663 0 PYRAMID OIL CO COMMON STOCK NPV 747215101 6 1376 SH SOLE 0 1376 0 QLOGIC CORP COMMON STOCK USD.001 747277101 7,376 363338 SH SOLE 0 363338 0 QCR HOLDINGS INC Common Stock USD1.0 74727A104 87 9736 SH SOLE 0 9736 0 QAD INC Common Stock USD.001 74727D108 550 104718 SH SOLE 0 104718 0 QC HOLDINGS INC Common Stock USD.01 74729T101 279 53900 SH SOLE 0 53900 0 QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 1,540 56800 SH SOLE 0 56800 0 PZENA INVESTMENT MANAGMCL A Common Stock USD.01 74731Q103 373 48915 SH SOLE 0 48915 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 181,104 4313025 SH SOLE 0 4313025 0 QUALITY DISTRIBUTION INC Common Stock NPV 74756M102 1,127 186959 SH SOLE 0 186959 0 QUALITY SYSTEMS INC COMMON STOCK USD.01 747582104 4,358 70924 SH SOLE 0 70924 0 QUALSTAR CORP Common Stock NPV 74758R109 74 37899 SH SOLE 0 37899 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 223 13487 SH SOLE 0 13487 0 QUANTA SERVICES INC COMMON STOCK USD1E 74762E102 9,190 479662 SH SOLE 0 479662 0 05.0 QUANTUM FUEL SYSTEMS TECHNOL Common Stock USD.001 74765E109 160 238167 SH SOLE 0 238167 0 QUANTUM CORP COMMON STOCK USD.01 747906204 1,888 717733 SH SOLE 0 717733 0 QUEST DIAGNOSTICS COMMON STOCK USD.01 74834L100 22,033 377992 SH SOLE 0 377992 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 2,591 145669 SH SOLE 0 145669 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- QUESTAR CORP COMMON STOCK NPV 748356102 18,703 432935 SH SOLE 0 432935 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 1,614 196127 SH SOLE 0 196127 0 QUICKLOGIC CORP Common Stock USD.001 74837P108 152 52500 SH SOLE 0 52500 0 QUICKSILVER RESOURCES INC COMMON STOCK USD.01 74837R104 4,181 297182 SH SOLE 0 297182 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 1,910 403814 SH SOLE 0 403814 0 QUIDEL CORP COMMON STOCK USD.001 74838J101 1,731 119052 SH SOLE 0 119052 0 QUIGLEY CORP COMMON STOCK USD.0005 74838L304 80 39900 SH SOLE 0 39900 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 14,289 2737350 SH SOLE 0 2737350 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 635 320830 SH SOLE 0 320830 0 RCM TECHNOLOGIES INC Common Stock USD.05 749360400 160 50700 SH SOLE 0 50700 0 RCN CORP COMMON STOCK USD.01 749361200 1,908 126519 SH SOLE 0 126519 0 RC2 CORP COMMON STOCK USD.01 749388104 930 62141 SH SOLE 0 62141 0 RF INDUSTRIES LTD Common Stock USD.01 749552105 36 7050 SH SOLE 0 7050 0 RF MONOLITHICS INC Common Stock USD.001 74955F106 39 30900 SH SOLE 0 30900 0 RGC RESOURCES INC Common Stock USD5.0 74955L103 130 4100 SH SOLE 0 4100 0 RLI CORP COMMON STOCK USD1.0 749607107 4,453 78100 SH SOLE 0 78100 0 RPC INC COMMON STOCK USD.1 749660106 1,901 170785 SH SOLE 0 170785 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 5,652 264835 SH SOLE 0 264835 0 RRI ENERGY INC Common Stock USD.001 74971X107 4,315 1169436 SH SOLE 0 1169436 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 12,053 1514222 SH SOLE 0 1514222 0 RTI INTERNATIONAL METALS INC COMMON STOCK USD.01 74973W107 2,529 83385 SH SOLE 0 83385 0 RTI BIOLOGICS INC COMMON STOCK USD.001 74975N105 357 82351 SH SOLE 0 82351 0 RXI PHARMACEUTICALS CORP COMMON STOCK USD.0001 74978T109 48 10457 SH SOLE 0 10457 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 1,460 293263 SH SOLE 0 293263 0 RACKSPACE HOSTING INC COMMON STOCK USD.001 750086100 5,865 313115 SH SOLE 0 313115 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 3,137 200601 SH SOLE 0 200601 0 RADIANT SYSTEMS INC COMMON STOCK NPV 75025N102 580 40628 SH SOLE 0 40628 0 RADIO ONE INC CL D COMMON STOCK USD.001 75040P405 519 170024 SH SOLE 0 170024 0 RADIOSHACK CORP COMMON STOCK USD1.0 750438103 6,110 269979 SH SOLE 0 269979 0 RADISYS CORP COMMON STOCK NPV 750459109 1,397 155919 SH SOLE 0 155919 0 RADNET INC COMMON STOCK USD.0001 750491102 101 31756 SH SOLE 0 31756 0 RAE SYSTEMS INC Common Stock USD.001 75061P102 200 245500 SH SOLE 0 245500 0 RAILAMERICA INC Common Stock USD.01 750753402 11 900 SH SOLE 0 900 0 RAINMAKER SYSTEMS INC. COMMON STOCK USD.001 750875304 326 217383 SH SOLE 0 217383 0 RAMBUS INC COMMON STOCK USD.001 750917106 4,510 206402 SH SOLE 0 206402 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 8,568 126408 SH SOLE 0 126408 0 RAM ENERGY RESOURCES INC Common Stock USD.0001 75130P109 181 123800 SH SOLE 0 123800 0 RAMCOGERSHENSON PROPERTIES REIT USD.01 751452202 1,162 103183 SH SOLE 0 103183 0 RAMTRON INTERNATIONAL CORP Common Stock USD.01 751907304 75 26720 SH SOLE 0 26720 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 17,133 365534 SH SOLE 0 365534 0 RAPTOR PHARMACEUTICAL CORP COMMON STOCK USD.001 75382F106 1 334 SH SOLE 0 334 0 RASER TECHNOLOGIES INC COMMON STOCK USD.01 754055101 2 2042 SH SOLE 0 2042 0 RAVEN INDUSTRIES INC COMMON STOCK USD1.0 754212108 3,775 128015 SH SOLE 0 128015 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 8,062 301512 SH SOLE 0 301512 0 RAYONIER INC REIT NPV 754907103 8,370 184245 SH SOLE 0 184245 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 61,348 1074024 SH SOLE 0 1074024 0 RBC BEARINGS INC COMMON STOCK USD.01 75524B104 3,149 98811 SH SOLE 0 98811 0 READING INTERNATIONAL INCA Common Stock USD.01 755408101 184 43205 SH SOLE 0 43205 0 REALNETWORKS INC COMMON STOCK USD.001 75605L104 141 29229 SH SOLE 0 29229 0 REALTY INCOME CORP REIT USD1.0 756109104 12,970 422607 SH SOLE 0 422607 0 RED HAT INC COMMON STOCK USD.0001 756577102 12,861 439394 SH SOLE 0 439394 0 RED LION HOTELS CORP Common Stock USD.01 756764106 445 61600 SH SOLE 0 61600 0 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 159 6494 SH SOLE 0 6494 0 REDDY ICE HOLDINGS INC Common Stock USD.01 75734R105 462 99900 SH SOLE 0 99900 0 REDWOOD TRUST INC REIT USD.01 758075402 1,907 123659 SH SOLE 0 123659 0 REED S INC COMMON STOCK USD.0001 758338107 2 1100 SH SOLE 0 1100 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 3,874 65211 SH SOLE 0 65211 0 REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 5,534 314953 SH SOLE 0 314953 0 REGENCY CENTERS CORP REIT USD.01 758849103 11,900 317582 SH SOLE 0 317582 0 REGENT COMMUNICATIONS INC Common Stock USD.01 758865109 35 255300 SH SOLE 0 255300 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 5,392 203555 SH SOLE 0 203555 0 REGENERX BIOPHARMACEUTICALS COMMON STOCK USD.001 75886X108 2 3000 SH SOLE 0 3000 0 REGIS CORP COMMON STOCK USD.05 758932107 1,577 84413 SH SOLE 0 84413 0 REHABCARE GROUP INC COMMON STOCK USD.01 759148109 2,966 108780 SH SOLE 0 108780 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 26,526 3379135 SH SOLE 0 3379135 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 7,050 134242 SH SOLE 0 134242 0 REIS INC Common Stock USD.01 75936P105 405 69112 SH SOLE 0 69112 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 7,249 147245 SH SOLE 0 147245 0 RELM WIRELESS CORP COMMON STOCK USD.6 759525108 298 79806 SH SOLE 0 79806 0 RELIV INTERNATIONAL INC Common Stock USD.001 75952R100 163 56138 SH SOLE 0 56138 0 RENAISSANCE LEARNING INC COMMON STOCK USD.01 75968L105 1,206 74311 SH SOLE 0 74311 0 RENASANT CORP COMMON STOCK USD5.0 75970E107 892 55105 SH SOLE 0 55105 0 REPLIGEN CORP Common Stock USD.01 759916109 623 153448 SH SOLE 0 153448 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 6,288 265857 SH SOLE 0 265857 0 RENTECH INC COMMON STOCK USD.01 760112102 793 769850 SH SOLE 0 769850 0 RENTRAK CORP Common Stock USD.001 760174102 1,190 55200 SH SOLE 0 55200 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 828 139872 SH SOLE 0 139872 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 757 40196 SH SOLE 0 40196 0 REPROS THERAPEUTICS INC Common Stock USD.001 76028H100 6 8803 SH SOLE 0 8803 0 REPUBLIC FIRST BANCORP INC Common Stock USD.01 760416107 181 46664 SH SOLE 0 46664 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 23,899 823539 SH SOLE 0 823539 0 RESEARCH FRONTIERS INC Common Stock USD.0001 760911107 53 18746 SH SOLE 0 18746 0 RES CARE INC COMMON STOCK NPV 760943100 167 13934 SH SOLE 0 13934 0 RESMED INC COMMON STOCK USD.004 761152107 12,834 201638 SH SOLE 0 201638 0 RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 321 66845 SH SOLE 0 66845 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 885 130921 SH SOLE 0 130921 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 3,489 182019 SH SOLE 0 182019 0 RESPONSE GENETICS INC Common Stock USD.01 76123U105 25 16400 SH SOLE 0 16400 0 RETAIL VENTURES INC COMMON STOCK NPV 76128Y102 1,531 160995 SH SOLE 0 160995 0 RETRACTABLE TECHNOLOGIES INC COMMON STOCK NPV 76129W105 4 2700 SH SOLE 0 2700 0 REVLON INC CLASS A COMMON STOCK USD.01 761525609 481 32362 SH SOLE 0 32362 0 REWARDS NETWORK INC COMMON STOCK USD.02 761557206 692 51616 SH SOLE 0 51616 0 REX ENERGY CORP COMMON STOCK USD.001 761565100 827 72630 SH SOLE 0 72630 0 REX STORES CORP COMMON STOCK USD.01 761624105 579 35750 SH SOLE 0 35750 0 REXAHN PHARMACEUTICALS INC COMMON STOCK USD.0001 761640101 48 29829 SH SOLE 0 29829 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 212 3924 SH SOLE 0 3924 0 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 380 47800 SH SOLE 0 47800 0 RICKS CABARET INTL INC Common Stock USD.01 765641303 449 35100 SH SOLE 0 35100 0 RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 766559603 752 94302 SH SOLE 0 94302 0 RIGHTNOW TECHNOLOGIES INC COMMON STOCK USD.001 76657R106 1,585 88766 SH SOLE 0 88766 0 RIMAGE CORP Common Stock USD.01 766721104 578 39970 SH SOLE 0 39970 0 RISKMETRICS GROUP INC Common Stock USD.01 767735103 253 11170 SH SOLE 0 11170 0 RITE AID CORP COMMON STOCK USD1.0 767754104 1,905 1269773 SH SOLE 0 1269773 0 RIVERBED TECHNOLOGY INC COMMON STOCK USD.0001 768573107 6,462 227526 SH SOLE 0 227526 0 RIVERVIEW BANCORP INC Common Stock USD.01 769397100 103 44855 SH SOLE 0 44855 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 2,163 90798 SH SOLE 0 90798 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 12,766 419515 SH SOLE 0 419515 0 ROCHESTER MEDICAL CORP Common Stock NPV 771497104 605 47200 SH SOLE 0 47200 0 ROCK OF AGES CORP COMMON STOCK USD.01 772632105 45 13400 SH SOLE 0 13400 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 8,193 179798 SH SOLE 0 179798 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 18,850 334452 SH SOLE 0 334452 0 ROCKVILLE FINANCIAL INC COMMON STOCK NPV 774186100 534 43799 SH SOLE 0 43799 0 ROCKWELL COLLINS INC. COMMON STOCK USD.01 774341101 25,785 411971 SH SOLE 0 411971 0 ROCKWELL MEDICAL TECH INC Common Stock NPV 774374102 390 67495 SH SOLE 0 67495 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 3,929 147602 SH SOLE 0 147602 0 ROCKY BRANDS INC COMMON STOCK NPV 774515100 630 65997 SH SOLE 0 65997 0 ROCKY MOUNTAIN CHOC FACT INC Common Stock USD.03 774678403 142 15420 SH SOLE 0 15420 0 RODMAN RENSHAW CAPITAL GRP Common Stock USD.001 77487R100 120 30300 SH SOLE 0 30300 0 ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 3,076 135965 SH SOLE 0 135965 0 ROGERS CORP COMMON STOCK USD1.0 775133101 1,302 44873 SH SOLE 0 44873 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 COMMON STOCK USD1.0 775711104 4,131 190527 SH SOLE 0 190527 0 ROMA FINANCIAL CORP COMMON STOCK USD.1 77581P109 212 16932 SH SOLE 0 16932 0 ROME BANCORP INC Common Stock USD.01 77587P103 451 52100 SH SOLE 0 52100 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 13,627 235596 SH SOLE 0 235596 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 2,083 88469 SH SOLE 0 88469 0 ROSETTA STONE INC COMMON STOCK NPV 777780107 735 30900 SH SOLE 0 30900 0 ROSS STORES INC COMMON STOCK USD.01 778296103 14,944 279482 SH SOLE 0 279482 0 ROVI CORP COMMON STOCK USD.001 779376102 17,082 460062 SH SOLE 0 460062 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 9,346 321074 SH SOLE 0 321074 0 ROYAL BANCSHARES OF PENN A COMMON STOCK USD2.0 780081105 29 11543 SH SOLE 0 11543 0 ROYAL GOLD INC COMMON STOCK USD.01 780287108 8,107 175447 SH SOLE 0 175447 0 ROYALE ENERGY INC Common Stock NPV 78074G200 154 71182 SH SOLE 0 71182 0 RUBICON TECHNOLOGY INC COMMON STOCK USD.001 78112T107 1,415 70070 SH SOLE 0 70070 0 RUBIO S RESTAURANTS INC COMMON STOCK USD.001 78116B102 681 86153 SH SOLE 0 86153 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 2,065 195394 SH SOLE 0 195394 0 RUDDICK CORP COMMON STOCK NPV 781258108 3,693 116713 SH SOLE 0 116713 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 1,303 152006 SH SOLE 0 152006 0 RUE21 INC COMMON STOCK 781295100 10 300 SH SOLE 0 300 0 RURAL/METRO CORP Common Stock USD.01 781748108 1,043 143500 SH SOLE 0 143500 0 RURBAN FINANCIAL CORP Common Stock NPV 78176P108 20 3100 SH SOLE 0 3100 0 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 781846209 395 29891 SH SOLE 0 29891 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 1,378 260002 SH SOLE 0 260002 0 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 5,845 150810 SH SOLE 0 150810 0 RYLAND GROUP INC COMMON STOCK USD1.0 783764103 2,191 97619 SH SOLE 0 97619 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 955 45678 SH SOLE 0 45678 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 9,781 271163 SH SOLE 0 271163 0 SAIC INC COMMON STOCK USD.0001 78390X101 13,018 735486 SH SOLE 0 735486 0 SCM MICROSYSTEMS INC Common Stock USD.001 784018103 93 49210 SH SOLE 0 49210 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 446 12031 SH SOLE 0 12031 0 SCOLR PHARMA INC Common Stock USD.001 78402X107 107 130494 SH SOLE 0 130494 0 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 8,720 396927 SH SOLE 0 396927 0 SFN GROUP INC COMMON STOCK 784153108 1,974 246403 SH SOLE 0 246403 0 SI FINANCIAL GROUP INC Common Stock USD.01 78425W102 264 39900 SH SOLE 0 39900 0 SJW CORP COMMON STOCK USD1.042 784305104 482 18942 SH SOLE 0 18942 0 SL GREEN REALTY CORP REIT USD.01 78440X101 19,387 338523 SH SOLE 0 338523 0 SL INDS INC COMMON STOCK USD.2 784413106 172 19052 SH SOLE 0 19052 0 SLM CORP COMMON STOCK USD.2 78442P106 13,572 1083999 SH SOLE 0 1083999 0 SMF ENERGY CORP Common Stock USD.01 78453M208 5 3932 SH SOLE 0 3932 0 SPX CORP COMMON STOCK USD10.0 784635104 5,515 83160 SH SOLE 0 83160 0 S1 CORPORATION COMMON STOCK USD.01 78463B101 1,307 221535 SH SOLE 0 221535 0 SRS LABS INC Common Stock USD.001 78464M106 433 43610 SH SOLE 0 43610 0 SRA INTERNATIONAL INC CL A COMMON STOCK USD.004 78464R105 737 35428 SH SOLE 0 35428 0 SRI/SURGICAL EXPRESS INC COMMON STOCK USD.001 78464W104 293 91400 SH SOLE 0 91400 0 STEC INC COMMON STOCK USD.001 784774101 1,483 123760 SH SOLE 0 123760 0 STR HOLDINGS INC Common Stock USD.01 78478V100 599 25500 SH SOLE 0 25500 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 7,058 151260 SH SOLE 0 151260 0 SABA SOFTWARE INC COMMON STOCK USD.001 784932600 619 124994 SH SOLE 0 124994 0 SWS GROUP INC COMMON STOCK USD.1 78503N107 627 54395 SH SOLE 0 54395 0 S.Y. BANCORP INC COMMON STOCK NPV 785060104 176 7745 SH SOLE 0 7745 0 SAFEGUARD SCIENTIFICS INC Common Stock USD.1 786449207 598 46036 SH SOLE 0 46036 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 1,009 26797 SH SOLE 0 26797 0 SAFEWAY INC COMMON STOCK USD.01 786514208 24,750 995574 SH SOLE 0 995574 0 SAGA COMMUNICATIONS INCCL A Common Stock USD.01 786598300 347 15415 SH SOLE 0 15415 0 SAIA INC COMMON STOCK USD.001 78709Y105 1,037 74680 SH SOLE 0 74680 0 ST JOE CO/THE COMMON STOCK NPV 790148100 5,930 183314 SH SOLE 0 183314 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 34,874 849549 SH SOLE 0 849549 0 ST MARY LAND + EXPLORATION COMMON STOCK USD.01 792228108 5,116 146957 SH SOLE 0 146957 0 SAKS INC COMMON STOCK USD.1 79377W108 2,826 328575 SH SOLE 0 328575 0 SALARY.COM INC Common Stock USD.0001 794006106 108 37138 SH SOLE 0 37138 0 SALEM COMMUNICATIONS CL A Common Stock USD.01 794093104 536 149741 SH SOLE 0 149741 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 17,447 234344 SH SOLE 0 234344 0 SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 5,263 141290 SH SOLE 0 141290 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,408 157809 SH SOLE 0 157809 0 SANDERS MORRIS HARRIS GRP IN Common Stock USD.01 80000Q104 5,464 882678 SH SOLE 0 882678 0 SANDERSON FARMS INC COMMON STOCK USD1.0 800013104 1,872 34927 SH SOLE 0 34927 0 SANDISK CORP COMMON STOCK USD.001 80004C101 15,232 439848 SH SOLE 0 439848 0 SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 2,498 324354 SH SOLE 0 324354 0 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 800363103 1,716 114370 SH SOLE 0 114370 0 JOHN B. SANFILIPPO SON INC Common Stock USD.01 800422107 195 13200 SH SOLE 0 13200 0 SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 1,733 319775 SH SOLE 0 319775 0 SANMINASCI CORP Common Stock USD.01 800907206 4,807 291315 SH SOLE 0 291315 0 SANTANDER BANCORP COMMON STOCK USD2.5 802809103 363 29612 SH SOLE 0 29612 0 SANTARUS INC Common Stock USD.0001 802817304 567 105378 SH SOLE 0 105378 0 SAPIENT CORPORATION COMMON STOCK USD.01 803062108 3,105 339748 SH SOLE 0 339748 0 SARA LEE CORP COMMON STOCK USD.01 803111103 24,949 1791017 SH SOLE 0 1791017 0 SATCON TECHNOLOGY CORP Common Stock USD.01 803893106 593 243900 SH SOLE 0 243900 0 SAUER DANFOSS INC COMMON STOCK USD.01 804137107 696 52395 SH SOLE 0 52395 0 SAUL CENTERS INC REIT USD.01 804395101 2,703 65284 SH SOLE 0 65284 0 SAVANNAH BANCORP INC Common Stock USD1.0 804748101 88 8291 SH SOLE 0 8291 0 SAVIENT PHARMACEUTICALS INC COMMON STOCK USD.01 80517Q100 1,778 123063 SH SOLE 0 123063 0 SAVVIS INC COMMON STOCK USD.01 805423308 5,718 346564 SH SOLE 0 346564 0 SCANA CORP COMMON STOCK NPV 80589M102 7,944 211336 SH SOLE 0 211336 0 SCANSOURCE INC COMMON STOCK NPV 806037107 4,129 143472 SH SOLE 0 143472 0 SCHAWK INC COMMON STOCK USD.008 806373106 102 5627 SH SOLE 0 5627 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 14,644 248620 SH SOLE 0 248620 0 SCHIFF NUTRITION INTERNATION COMMON STOCK USD.01 806693107 905 110640 SH SOLE 0 110640 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 195,351 3078337 SH SOLE 0 3078337 0 SCHMITT INDUSTRIES INC Common Stock NPV 806870200 51 14306 SH SOLE 0 14306 0 SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0 806882106 2,054 39107 SH SOLE 0 39107 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 3,415 121970 SH SOLE 0 121970 0 SCHOOL SPECIALTY INC COMMON STOCK USD.001 807863105 43 1876 SH SOLE 0 1876 0 SCHULMAN (A.) INC COMMON STOCK USD1.0 808194104 2,529 103347 SH SOLE 0 103347 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 54,957 2940429 SH SOLE 0 2940429 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 34 725 SH SOLE 0 725 0 SCICLONE PHARMACEUTICALS INC Common Stock USD.001 80862K104 196 55383 SH SOLE 0 55383 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 2,233 158564 SH SOLE 0 158564 0 SCIENTIFIC LEARNING CORP COMMON STOCK USD.01 808760102 233 48600 SH SOLE 0 48600 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 4,310 92991 SH SOLE 0 92991 0 EW SCRIPPS CO CL A COMMON STOCK USD.01 811054402 1,861 220237 SH SOLE 0 220237 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 9,363 211106 SH SOLE 0 211106 0 SEABOARD CORP COMMON STOCK USD1.0 811543107 911 701 SH SOLE 0 701 0 SEABRIGHT INSURANCE HOLDINGS COMMON STOCK USD.01 811656107 1,201 109116 SH SOLE 0 109116 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 1,019 141919 SH SOLE 0 141919 0 SEACOAST BANKING CORP FL COMMON STOCK USD.1 811707306 201 117390 SH SOLE 0 117390 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 4,299 53298 SH SOLE 0 53298 0 SEAHAWK DRILLING INC COMMON STOCK USD.01 81201R107 502 26651 SH SOLE 0 26651 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 9,804 465096 SH SOLE 0 465096 0 SEALY CORP COMMON STOCK USD.01 812139301 601 171619 SH SOLE 0 171619 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 31,333 288974 SH SOLE 0 288974 0 SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 1,791 149972 SH SOLE 0 149972 0 SECURITY NATL FINL CORP CL A COMMON STOCK USD2.0 814785309 122 39463 SH SOLE 0 39463 0 SELECT COMFORT CORPORATION Common Stock USD.01 81616X103 1,278 160391 SH SOLE 0 160391 0 SELECT MEDICAL HOLDINGS CORP Common Stock USD.001 81619Q105 12 1400 SH SOLE 0 1400 0 SELECTICA INC COMMON STOCK USD.0001 816288203 93 18761 SH SOLE 0 18761 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 3,828 230578 SH SOLE 0 230578 0 SEMTECH CORP COMMON STOCK USD.01 816850101 2,274 130493 SH SOLE 0 130493 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 28,455 570232 SH SOLE 0 570232 0 SENECA FOODS CORP CL A Common Stock USD.25 817070501 483 16580 SH SOLE 0 16580 0 SENESCO TECHNOLOGIES INC Common Stock USD.01 817208408 2 5800 SH SOLE 0 5800 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 10,241 462351 SH SOLE 0 462351 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SENOMYX INC Common Stock USD.001 81724Q107 240 73250 SH SOLE 0 73250 0 SENORX INC Common Stock USD.001 81724W104 332 45414 SH SOLE 0 45414 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 4,128 142039 SH SOLE 0 142039 0 SEQUENOM INC COMMON STOCK USD.001 817337405 16 2480 SH SOLE 0 2480 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 6,876 748995 SH SOLE 0 748995 0 SERVOTRONICS INC COMMON STOCK USD.2 817732100 136 16553 SH SOLE 0 16553 0 SEVERN BANCORP INC/MD Common Stock USD.01 81811M100 183 49450 SH SOLE 0 49450 0 SHAW GROUP INC COMMON STOCK NPV 820280105 9,166 266308 SH SOLE 0 266308 0 SHENANDOAH TELECOMMUNICATION COMMON STOCK NPV 82312B106 1,520 80855 SH SOLE 0 80855 0 SHENGDATECH INC Common Stock 823213103 9 1198 SH SOLE 0 1198 0 USD1e05.0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 15,897 234880 SH SOLE 0 234880 0 SHILOH INDUSTRIES INC Common Stock USD.01 824543102 347 61493 SH SOLE 0 61493 0 SHOE CARNIVAL INC Common Stock USD.01 824889109 1,198 52411 SH SOLE 0 52411 0 SHORE BANCSHARES INC Common Stock USD.01 825107105 436 30586 SH SOLE 0 30586 0 SHORETEL INC COMMON STOCK USD.001 825211105 608 91935 SH SOLE 0 91935 0 SHUFFLE MASTER INC COMMON STOCK USD.01 825549108 998 121911 SH SOLE 0 121911 0 SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1,213 50343 SH SOLE 0 50343 0 SIEBERT FINANCIAL CORP COMMON STOCK USD.01 826176109 104 44300 SH SOLE 0 44300 0 SIERRA BANCORP Common Stock NPV 82620P102 390 30218 SH SOLE 0 30218 0 SIFCO INDUSTRIES Common Stock USD1.0 826546103 371 21725 SH SOLE 0 21725 0 SIGMA ALDRICH COMMON STOCK USD1.0 826552101 14,418 268691 SH SOLE 0 268691 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 1,045 89049 SH SOLE 0 89049 0 SIGMATRON INTERNATIONAL INC Common Stock USD.01 82661L101 49 8700 SH SOLE 0 8700 0 SIGNATURE BANK COMMON STOCK USD.01 82669G104 5,916 159671 SH SOLE 0 159671 0 SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 826917106 534 80509 SH SOLE 0 80509 0 SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 10,902 228703 SH SOLE 0 228703 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 6,013 99835 SH SOLE 0 99835 0 SILICON STORAGE TECHNOLOGY COMMON STOCK NPV 827057100 246 80810 SH SOLE 0 80810 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 498 164851 SH SOLE 0 164851 0 SILICON GRAPHICS INTERNATION COMMON STOCK USD.001 82706L108 82 7695 SH SOLE 0 7695 0 SILVERLEAF RESORTS INC Common Stock USD.01 828395103 158 130472 SH SOLE 0 130472 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 981 35597 SH SOLE 0 35597 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 108,160 1289152 SH SOLE 0 1289152 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 1,420 51148 SH SOLE 0 51148 0 SIMULATIONS PLUS INC Common Stock USD.001 829214105 58 33200 SH SOLE 0 33200 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 851 167456 SH SOLE 0 167456 0 SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 2,324 61117 SH SOLE 0 61117 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 9,520 10936712 SH SOLE 0 10936712 0 SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 2,473 68090 SH SOLE 0 68090 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK USD.001 83066R107 278 45127 SH SOLE 0 45127 0 SKYLINE CORP COMMON STOCK USD.028 830830105 226 12134 SH SOLE 0 12134 0 SKYWEST INC COMMON STOCK NPV 830879102 2,196 153815 SH SOLE 0 153815 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 6,272 402072 SH SOLE 0 402072 0 SMART BALANCE INC COMMON STOCK USD.0001 83169Y108 668 103030 SH SOLE 0 103030 0 SMARTPROS LTD Common Stock USD.0001 83171G103 9 2700 SH SOLE 0 2700 0 SMARTHEAT INC COMMON STOCK 83172F104 4 400 SH SOLE 0 400 0 SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 560 148064 SH SOLE 0 148064 0 SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 3,739 71116 SH SOLE 0 71116 0 SMITH INTERNATIONAL INC COMMON STOCK USD1.0 832110100 24,729 577519 SH SOLE 0 577519 0 SMITH MICRO SOFTWARE INC COMMON STOCK USD.001 832154108 1,509 170669 SH SOLE 0 170669 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 6,041 291269 SH SOLE 0 291269 0 SMITHTOWN BANCORP INC COMMON STOCK USD.01 832449102 166 40250 SH SOLE 0 40250 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 18,778 311614 SH SOLE 0 311614 0 SNAP ON INC COMMON STOCK USD1.0 833034101 7,410 170964 SH SOLE 0 170964 0 SOCKET MOBILE INC COMMON STOCK USD.001 83368E200 29 8320 SH SOLE 0 8320 0 SOHU.COM INC COMMON STOCK USD.001 83408W103 181 3322 SH SOLE 0 3322 0 SOLARWINDS INC COMMON STOCK USD.001 83416B109 1,053 48600 SH SOLE 0 48600 0 SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 5,314 137479 SH SOLE 0 137479 0 SOLITARIO EXPLORATION + ROY COMMON STOCK USD.01 8342EP107 20 9904 SH SOLE 0 9904 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SOLUTIA INC COMMON STOCK USD.01 834376501 5,709 354370 SH SOLE 0 354370 0 SOLTA MEDICAL INC Common Stock USD.001 83438K103 499 231874 SH SOLE 0 231874 0 SOMANETICS CORP COMMON STOCK USD.01 834445405 1,290 67372 SH SOLE 0 67372 0 SOMAXON PHARMACEUTICALS INC Common Stock USD.0001 834453102 482 55700 SH SOLE 0 55700 0 SONESTA INTL HOTELS CL A COMMON STOCK USD.8 835438409 88 6215 SH SOLE 0 6215 0 SONIC CORP COMMON STOCK USD.01 835451105 2,814 254665 SH SOLE 0 254665 0 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 83545G102 1,442 131082 SH SOLE 0 131082 0 SONIC FOUNDRY INC Common Stock USD.01 83545R207 72 9487 SH SOLE 0 9487 0 SONIC SOLUTIONS COMMON STOCK NPV 835460106 1,405 149900 SH SOLE 0 149900 0 SONICWALL INC COMMON STOCK NPV 835470105 977 112440 SH SOLE 0 112440 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 9,198 298718 SH SOLE 0 298718 0 SONOSITE INC COMMON STOCK USD.01 83568G104 483 15032 SH SOLE 0 15032 0 SOTHEBY S COMMON STOCK USD.01 835898107 655 21058 SH SOLE 0 21058 0 SONUS NETWORKS INC COMMON STOCK USD.001 835916107 916 350881 SH SOLE 0 350881 0 SOUNDBITE COMMUNICATIONS INC Common Stock USD.001 836091108 19 6500 SH SOLE 0 6500 0 SOURCEFIRE INC COMMON STOCK USD.001 83616T108 2,825 123083 SH SOLE 0 123083 0 SOUTH FINANCIAL GROUP COMMON STOCK USD1.0 837841105 695 1005610 SH SOLE 0 1005610 0 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 823 19597 SH SOLE 0 19597 0 SOUTHCOAST FINANCIAL CORP Common Stock NPV 84129R100 42 11681 SH SOLE 0 11681 0 SOUTHERN CO COMMON STOCK USD5.0 842587107 67,339 2030729 SH SOLE 0 2030729 0 SOUTHERN COMMUNITY FINANCIAL Common Stock NPV 842632101 137 61700 SH SOLE 0 61700 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 19,834 626262 SH SOLE 0 626262 0 SOUTHERN MISSOURI BANCORP Common Stock USD.01 843380106 126 8895 SH SOLE 0 8895 0 SOUTHERN NATL BANCORP OF VA Common Stock USD.01 843395104 123 15300 SH SOLE 0 15300 0 SOUTHERN UNION CO COMMON STOCK USD1.0 844030106 10,508 414176 SH SOLE 0 414176 0 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 84470P109 1,570 72789 SH SOLE 0 72789 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 21,133 1598546 SH SOLE 0 1598546 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1.0 844767103 430 51946 SH SOLE 0 51946 0 SOUTHWEST GAS CORP COMMON STOCK USD1.0 844895102 1,868 62427 SH SOLE 0 62427 0 SOUTHWEST GEORGIA FINL CORP COMMON STOCK USD1.0 84502A104 126 10163 SH SOLE 0 10163 0 SOUTHWEST WATER CO Common Stock USD.01 845331107 723 69224 SH SOLE 0 69224 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 31,543 774625 SH SOLE 0 774625 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 3,843 110234 SH SOLE 0 110234 0 SPANAMERICA MEDICAL SYS INC Common Stock NPV 846396109 194 10412 SH SOLE 0 10412 0 SPANISH BROADCASTING SYS A COMMON STOCK USD.0001 846425882 484 620353 SH SOLE 0 620353 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 355 63327 SH SOLE 0 63327 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 1,195 82863 SH SOLE 0 82863 0 SPARTECH CORP COMMON STOCK USD.75 847220209 1,221 104347 SH SOLE 0 104347 0 SPARTON CORP Common Stock USD1.25 847235108 125 21199 SH SOLE 0 21199 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 35,142 1559791 SH SOLE 0 1559791 0 SPECTRANETICS CORP Common Stock USD.001 84760C107 405 58628 SH SOLE 0 58628 0 SPECTRUM CONTROL INC COMMON STOCK NPV 847615101 649 55500 SH SOLE 0 55500 0 SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 959 208000 SH SOLE 0 208000 0 SPEEDUS CORP COMMON STOCK USD.01 847723202 10 3575 SH SOLE 0 3575 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 300 19190 SH SOLE 0 19190 0 SPHERIX INC COMMON STOCK USD.005 84842R106 66 47500 SH SOLE 0 47500 0 SPIRE CORP COMMON STOCK USD.01 848565107 154 39300 SH SOLE 0 39300 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 2,930 125334 SH SOLE 0 125334 0 SPORT CHALET INCCLASS A Common Stock USD.01 849163209 48 18375 SH SOLE 0 18375 0 SPORT CHALET INCCLASS B Common Stock USD.01 849163308 3 1025 SH SOLE 0 1025 0 SPORT SUPPLY GROUP INC Common Stock USD.01 84916A104 277 20638 SH SOLE 0 20638 0 SPRINT NEXTEL CORP COMMON STOCK USD2.0 852061100 24,120 6347290 SH SOLE 0 6347290 0 STAAR SURGICAL CO COMMON STOCK USD.01 852312305 186 48600 SH SOLE 0 48600 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 1,715 111419 SH SOLE 0 111419 0 STAMPS.COM INC COMMON STOCK USD.001 852857200 976 96671 SH SOLE 0 96671 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 7,294 153142 SH SOLE 0 153142 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 1,570 67428 SH SOLE 0 67428 0 STANDARD MOTOR PRODS COMMON STOCK USD2.0 853666105 893 90000 SH SOLE 0 90000 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 3,574 790810 SH SOLE 0 790810 0 STANDARD PARKING CORP COMMON STOCK USD.001 853790103 76 4632 SH SOLE 0 4632 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- STANDARD REGISTER CO COMMON STOCK USD1.0 853887107 230 43032 SH SOLE 0 43032 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 1,034 40127 SH SOLE 0 40127 0 STANLEY FURNITURE CO INC Common Stock USD.02 854305208 326 32100 SH SOLE 0 32100 0 STANLEY BLACK DECKER INC Common Stock USD2.5 854502101 19,750 344020 SH SOLE 0 344020 0 STANLEY INC COMMON STOCK USD.01 854532108 3,372 119183 SH SOLE 0 119183 0 STAPLES INC COMMON STOCK USD.0006 855030102 34,604 1479423 SH SOLE 0 1479423 0 STAR SCIENTIFIC INC COMMON STOCK USD.0001 85517P101 7 2870 SH SOLE 0 2870 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 39,653 1633808 SH SOLE 0 1633808 0 STARRETT (L.S.) CO CL A Common Stock USD1.0 855668109 518 50000 SH SOLE 0 50000 0 STARTEK INC COMMON STOCK USD.01 85569C107 536 77100 SH SOLE 0 77100 0 STATE AUTO FINANCIAL CORP COMMON STOCK NPV 855707105 441 24548 SH SOLE 0 24548 0 STATE BANCORP INC Common Stock USD5.0 855716106 347 44142 SH SOLE 0 44142 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 1,951 101100 SH SOLE 0 101100 0 STARWOOD HOTELS RESORTS Common Stock USD.01 85590A401 18,521 397111 SH SOLE 0 397111 0 STATE STREET CORP COMMON STOCK USD1.0 857477103 58,845 1303613 SH SOLE 0 1303613 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 8,377 479497 SH SOLE 0 479497 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 1,216 188019 SH SOLE 0 188019 0 STEELCLOUD INC COMMON STOCK USD.001 85815M107 14 140000 SH SOLE 0 140000 0 STEIN MART INC COMMON STOCK USD.01 858375108 772 85448 SH SOLE 0 85448 0 STEINWAY MUSICAL INSTRUMENTS Common Stock USD.001 858495104 122 6471 SH SOLE 0 6471 0 STELLARONE CORP COMMON STOCK USD5.0 85856G100 1,062 79451 SH SOLE 0 79451 0 STEMCELLS INC COMMON STOCK USD.01 85857R105 310 266900 SH SOLE 0 266900 0 STEPAN CO COMMON STOCK USD1.0 858586100 1,539 27533 SH SOLE 0 27533 0 STERLING BANCSHARES INC/TX COMMON STOCK USD1.0 858907108 1,861 333474 SH SOLE 0 333474 0 STERICYCLE INC COMMON STOCK USD.01 858912108 10,285 188721 SH SOLE 0 188721 0 STERIS CORP COMMON STOCK NPV 859152100 6,365 189100 SH SOLE 0 189100 0 STERLING BANCORP N Y COMMON STOCK USD1.0 859158107 886 88206 SH SOLE 0 88206 0 STEREOTAXIS INC COMMON STOCK USD.001 85916J102 121 24121 SH SOLE 0 24121 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 585 37240 SH SOLE 0 37240 0 STERLING FINL CORP/SPOKANE COMMON STOCK USD1.0 859319105 162 284877 SH SOLE 0 284877 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1.0 860370105 1,844 295054 SH SOLE 0 295054 0 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 482 34911 SH SOLE 0 34911 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 4,819 89665 SH SOLE 0 89665 0 STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 4,026 310137 SH SOLE 0 310137 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 2,283 128600 SH SOLE 0 128600 0 STONERIDGE INC Common Stock NPV 86183P102 998 100953 SH SOLE 0 100953 0 STRATASYS INC COMMON STOCK USD.01 862685104 812 33319 SH SOLE 0 33319 0 STRATEGIC DIAGNOSTICS INC COMMON STOCK USD.01 862700101 64 33500 SH SOLE 0 33500 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1,356 319067 SH SOLE 0 319067 0 STRATTEC SECURITY CORP Common Stock USD.01 863111100 125 6154 SH SOLE 0 6154 0 STRATUS PROPERTIES INC COMMON STOCK USD.01 863167201 223 22499 SH SOLE 0 22499 0 STRAYER EDUCATION INC COMMON STOCK USD.01 863236105 11,942 49040 SH SOLE 0 49040 0 STREAMLINE HEALTH SOLUTIONS Common Stock USD.01 86323X106 56 28600 SH SOLE 0 28600 0 STRYKER CORP COMMON STOCK USD.1 863667101 43,033 752061 SH SOLE 0 752061 0 STUDENT LOAN CORP COMMON STOCK USD.01 863902102 536 15090 SH SOLE 0 15090 0 STURM RUGER + CO INC COMMON STOCK USD1.0 864159108 1,636 136455 SH SOLE 0 136455 0 SUCCESSFACTORS INC COMMON STOCK USD.001 864596101 35 1855 SH SOLE 0 1855 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 1,673 54476 SH SOLE 0 54476 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 20 5636 SH SOLE 0 5636 0 SULPHCO INC COMMON STOCK USD.001 865378103 62 214020 SH SOLE 0 214020 0 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 86606G101 58 14950 SH SOLE 0 14950 0 SUN BANCORP INC NJ COMMON STOCK USD1.0 86663B102 99 25063 SH SOLE 0 25063 0 SUN COMMUNITIES INC REIT USD.01 866674104 1,815 72021 SH SOLE 0 72021 0 SUN HEALTHCARE GROUP INC COMMON STOCK USD.01 866933401 893 93612 SH SOLE 0 93612 0 SUN HYDRAULICS CORP COMMON STOCK USD.001 866942105 592 22771 SH SOLE 0 22771 0 SUNESIS PHARMACEUTICALS INC COMMON STOCK USD.0001 867328502 58 66800 SH SOLE 0 66800 0 SUNLINK HEALTH SYSTEMS INC Common Stock NPV 86737U102 98 25182 SH SOLE 0 25182 0 SUNOCO INC COMMON STOCK USD1.0 86764P109 13,312 448054 SH SOLE 0 448054 0 SUNPOWER CORP CLASS A COMMON STOCK USD.001 867652109 3,383 178987 SH SOLE 0 178987 0 SUNRISE SENIOR LIVING INC COMMON STOCK USD.01 86768K106 1,516 296039 SH SOLE 0 296039 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 4,038 361461 SH SOLE 0 361461 0 SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 41,415 1545921 SH SOLE 0 1545921 0 SUPERCONDUCTOR TECHNOLOGIES Common Stock USD.001 867931305 134 45410 SH SOLE 0 45410 0 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 700 40532 SH SOLE 0 40532 0 SUPERGEN INC Common Stock USD.001 868059106 471 147300 SH SOLE 0 147300 0 SUPERIOR BANCORP Common Stock USD.001 86806M205 268 84603 SH SOLE 0 84603 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 5,531 263139 SH SOLE 0 263139 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 -22 -1357 SH SOLE 0 -1357 0 SUPERIOR UNIFORM GROUP INC Common Stock NPV 868358102 215 22300 SH SOLE 0 22300 0 SUPERIOR WELL SERVICES INC COMMON STOCK USD.01 86837X105 -135 -10100 SH SOLE 0 -10100 0 SUPERTEL HOSPITALITY INC REIT USD.01 868526104 25 14200 SH SOLE 0 14200 0 SUPERTEX INC COMMON STOCK NPV 868532102 1,308 51115 SH SOLE 0 51115 0 SUPERVALU INC COMMON STOCK USD1.0 868536103 10,743 644047 SH SOLE 0 644047 0 SUPPORT.COM INC Common Stock USD.0001 86858W101 335 102360 SH SOLE 0 102360 0 SUPREME INDS INCCLASS A Common Stock USD.1 868607102 90 34164 SH SOLE 0 34164 0 SUREWEST COMMUNICATIONS Common Stock NPV 868733106 145 16829 SH SOLE 0 16829 0 SURMODICS INC COMMON STOCK USD.05 868873100 487 23279 SH SOLE 0 23279 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2.0 869099101 6,181 630032 SH SOLE 0 630032 0 SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 377 44605 SH SOLE 0 44605 0 SUTOR TECHNOLOGY GROUP LTD Common Stock USD.001 869362103 1 280 SH SOLE 0 280 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 3,175 103272 SH SOLE 0 103272 0 SWITCH + DATA FACILITIES CO COMMON STOCK USD.0001 871043105 1,178 66348 SH SOLE 0 66348 0 SYBASE INC COMMON STOCK USD.001 871130100 11,398 244481 SH SOLE 0 244481 0 SYCAMORE NETWORKS INC Common Stock USD.001 871206405 1,065 52981 SH SOLE 0 52981 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 4,549 199181 SH SOLE 0 199181 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 33,882 2002463 SH SOLE 0 2002463 0 SYMETRA FINANCIAL CORP Common Stock USD.01 87151Q106 931 70600 SH SOLE 0 70600 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 1,123 192681 SH SOLE 0 192681 0 SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 1,205 119980 SH SOLE 0 119980 0 SYMS CORP Common Stock USD.05 871551107 471 47300 SH SOLE 0 47300 0 SYMYX TECHNOLOGIES INC COMMON STOCK USD.001 87155S108 551 122716 SH SOLE 0 122716 0 SYNALLOY CORP Common Stock USD1.0 871565107 364 44857 SH SOLE 0 44857 0 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 87157B103 1,101 56827 SH SOLE 0 56827 0 SYNAPTICS INC COMMON STOCK USD.001 87157D109 2,583 93562 SH SOLE 0 93562 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 9,823 439121 SH SOLE 0 439121 0 SYNERGETICS USA INC Common Stock USD.001 87160G107 148 89900 SH SOLE 0 89900 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C105 5,161 1568770 SH SOLE 0 1568770 0 SYNTHESIS ENERGY SYSTEMS INC Common Stock USD.01 871628103 150 149999 SH SOLE 0 149999 0 SYNOVIS LIFE TECHNOLOGIES IN COMMON STOCK USD.01 87162G105 771 49661 SH SOLE 0 49661 0 SYNTEL INC COMMON STOCK NPV 87162H103 2,274 59111 SH SOLE 0 59111 0 SYNTA PHARMACEUTICALS CORP COMMON STOCK USD.0001 87162T206 407 94478 SH SOLE 0 94478 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 2,163 73189 SH SOLE 0 73189 0 SYNTROLEUM CORP Common Stock USD.01 871630109 227 106900 SH SOLE 0 106900 0 SYNIVERSE HOLDINGS INC COMMON STOCK USD.001 87163F106 2,517 129300 SH SOLE 0 129300 0 SYNUTRA INTERNATIONAL INC COMMON STOCK USD.0001 87164C102 18 774 SH SOLE 0 774 0 SYPRIS SOLUTIONS INC Common Stock USD.01 871655106 299 89448 SH SOLE 0 89448 0 SYSCO CORP COMMON STOCK USD1.0 871829107 47,803 1620443 SH SOLE 0 1620443 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 1,988 91453 SH SOLE 0 91453 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 8,823 553501 SH SOLE 0 553501 0 TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 16,255 852852 SH SOLE 0 852852 0 TECO ENERGY INC COMMON STOCK USD1.0 872375100 8,546 537795 SH SOLE 0 537795 0 TESSCO TECHNOLOGIES INC Common Stock USD.01 872386107 1,083 46050 SH SOLE 0 46050 0 TFS FINANCIAL CORP COMMON STOCK USD.01 87240R107 1,323 99074 SH SOLE 0 99074 0 T.G.C. INDUSTRIES INC Common Stock USD.01 872417308 342 84610 SH SOLE 0 84610 0 THQ INC COMMON STOCK USD.01 872443403 2,356 336079 SH SOLE 0 336079 0 TIB FINANCIAL CORP COMMON STOCK USD.1 872449103 43 61171 SH SOLE 0 61171 0 TICC CAPITAL CORP Common Stock USD.01 87244T109 7 1100 SH SOLE 0 1100 0 TII NETWORK TECHNOLOGIES INC Common Stock USD.01 872479209 163 119700 SH SOLE 0 119700 0 TJX COMPANIES INC COMMON STOCK USD1.0 872540109 46,935 1103829 SH SOLE 0 1103829 0 TRC COS INC Common Stock USD.1 872625108 89 30339 SH SOLE 0 30339 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 11,454 400778 SH SOLE 0 400778 0 TSR INC COMMON STOCK USD.01 872885108 24 10500 SH SOLE 0 10500 0 TNS INC COMMON STOCK USD.001 872960109 3,077 138004 SH SOLE 0 138004 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 934 105131 SH SOLE 0 105131 0 T 3 ENERGY SERVICES INC COMMON STOCK USD.001 87306E107 1,464 59611 SH SOLE 0 59611 0 TW TELECOM INC COMMON STOCK USD.01 87311L104 5,343 294365 SH SOLE 0 294365 0 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 652 66189 SH SOLE 0 66189 0 TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 1,066 53372 SH SOLE 0 53372 0 TALBOTS INC COMMON STOCK USD.01 874161102 1,044 80531 SH SOLE 0 80531 0 TALECRIS BIOTHERAPEUTICS Common Stock USD.01 874227101 996 50000 SH SOLE 0 50000 0 TALEO CORP CLASS A COMMON STOCK USD1E 87424N104 3,080 118860 SH SOLE 0 118860 0 05.0 TAMALPAIS BANCORP Common Stock NPV 87485H103 2 3900 SH SOLE 0 3900 0 TANDY BRANDS ACCESSORIES INC Common Stock USD1.0 875378101 55 15287 SH SOLE 0 15287 0 TANDY LEATHER FACTORY INC COMMON STOCK USD.0024 87538X105 12 3000 SH SOLE 0 3000 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 6,263 145111 SH SOLE 0 145111 0 TARGACEPT INC Common Stock USD.001 87611R306 2,806 142731 SH SOLE 0 142731 0 TARGET CORP COMMON STOCK USD.0833 87612E106 87,088 1655674 SH SOLE 0 1655674 0 TARGETED GENETICS CORP Common Stock USD.01 87612M306 1 2470 SH SOLE 0 2470 0 TASER INTERNATIONAL INC COMMON STOCK USD1E 87651B104 1,051 179430 SH SOLE 0 179430 0 05.0 TASTY BAKING CO Common Stock USD.5 876553306 389 53831 SH SOLE 0 53831 0 TAUBMAN CENTERS INC REIT USD.01 876664103 11,335 283943 SH SOLE 0 283943 0 TAYLOR CAPITAL GROUP INC COMMON STOCK USD.01 876851106 335 25786 SH SOLE 0 25786 0 TAYLOR DEVICES INC Common Stock USD.025 877163105 3 500 SH SOLE 0 500 0 TEAM INC COMMON STOCK USD.3 878155100 1,279 77095 SH SOLE 0 77095 0 TEAMSTAFF INC Common Stock USD.001 87815U303 6 5675 SH SOLE 0 5675 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 9,479 226227 SH SOLE 0 226227 0 TECH/OPS SEVCON INC Common Stock USD.1 878293109 65 12800 SH SOLE 0 12800 0 TECHTEAM GLOBAL INC COMMON STOCK USD.01 878311109 786 116053 SH SOLE 0 116053 0 TECHE HOLDING CO Common Stock USD.01 878330109 214 6500 SH SOLE 0 6500 0 TECHNE CORP COMMON STOCK USD.01 878377100 8,000 125613 SH SOLE 0 125613 0 TECHNITROL INC COMMON STOCK USD.125 878555101 997 188786 SH SOLE 0 188786 0 TECHNOLOGY RESEARCH CORP Common Stock USD.51 878727304 143 29600 SH SOLE 0 29600 0 TECHWELL INC Common Stock USD.001 87874D101 1,227 65604 SH SOLE 0 65604 0 TECHTARGET COMMON STOCK USD.001 87874R100 181 34694 SH SOLE 0 34694 0 TECUMSEH PRODUCTS CO CLASS A COMMON STOCK USD1.0 878895200 333 27163 SH SOLE 0 27163 0 TEGAL CORP Common Stock USD.01 879008209 11 9000 SH SOLE 0 9000 0 TEJON RANCH CO COMMON STOCK USD.5 879080109 778 25478 SH SOLE 0 25478 0 TEKELEC COMMON STOCK NPV 879101103 4,146 228279 SH SOLE 0 228279 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 1,424 194240 SH SOLE 0 194240 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 4,908 118926 SH SOLE 0 118926 0 TELEFLEX INC COMMON STOCK USD1.0 879369106 3,092 48254 SH SOLE 0 48254 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 8,635 255099 SH SOLE 0 255099 0 TELIK INC COMMON STOCK USD.01 87959M109 86 103973 SH SOLE 0 103973 0 TELLABS INC COMMON STOCK USD.01 879664100 8,618 1138491 SH SOLE 0 1138491 0 TELULAR CORP Common Stock USD.01 87970T208 185 60745 SH SOLE 0 60745 0 TEMPLE INLAND INC COMMON STOCK USD1.0 879868107 6,674 326665 SH SOLE 0 326665 0 TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 1,886 110442 SH SOLE 0 110442 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 4,873 161583 SH SOLE 0 161583 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 15,998 2796782 SH SOLE 0 2796782 0 TENGASCO INC COMMON STOCK USD.001 88033R205 87 183248 SH SOLE 0 183248 0 TENNANT CO COMMON STOCK USD.375 880345103 1,762 64340 SH SOLE 0 64340 0 TENNECO INC COMMON STOCK USD.01 880349105 4,250 179698 SH SOLE 0 179698 0 TENNESSEE COMMERCE BANCORP Common Stock USD.5 88043P108 196 26111 SH SOLE 0 26111 0 TERADATA CORP COMMON STOCK USD.01 88076W103 11,918 412516 SH SOLE 0 412516 0 TERADYNE INC COMMON STOCK USD.125 880770102 4,384 392516 SH SOLE 0 392516 0 TEREX CORP COMMON STOCK USD.01 880779103 4,792 211011 SH SOLE 0 211011 0 TERRA INDUSTRIES INC COMMON STOCK NPV 880915103 16,346 357219 SH SOLE 0 357219 0 TERREMARK WORLDWIDE INC COMMON STOCK USD.001 881448203 117 16751 SH SOLE 0 16751 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TERRESTAR CORP Common Stock USD.01 881451108 515 390035 SH SOLE 0 390035 0 TERRITORIAL BANCORP INC COMMON STOCK 88145X108 10 500 SH SOLE 0 500 0 TESCO CORP COMMON STOCK NPV 88157K101 3,360 287894 SH SOLE 0 287894 0 TESORO CORP COMMON STOCK USD.167 881609101 5,917 425686 SH SOLE 0 425686 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 3,649 298579 SH SOLE 0 298579 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 4,457 193443 SH SOLE 0 193443 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 3,051 150463 SH SOLE 0 150463 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 1,670 87962 SH SOLE 0 87962 0 TEXAS INDUSTRIES INC COMMON STOCK USD1.0 882491103 1,533 44863 SH SOLE 0 44863 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 77,096 3150615 SH SOLE 0 3150615 0 TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 4,033 290341 SH SOLE 0 290341 0 TEXTRON INC COMMON STOCK USD.125 883203101 13,556 638551 SH SOLE 0 638551 0 THERAGENICS CORP COMMON STOCK USD.01 883375107 316 190400 SH SOLE 0 190400 0 THERAVANCE INC COMMON STOCK USD.01 88338T104 2,205 165560 SH SOLE 0 165560 0 THERMADYNE HOLDINGS CORP Common Stock USD.01 883435307 437 59604 SH SOLE 0 59604 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 54,068 1051092 SH SOLE 0 1051092 0 THERMOGENESIS CORP Common Stock USD.001 883623209 139 198298 SH SOLE 0 198298 0 THESTREET.COM INC COMMON STOCK USD.01 88368Q103 416 112400 SH SOLE 0 112400 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 6,463 164700 SH SOLE 0 164700 0 THOMAS GROUP INC COMMON STOCK USD.01 884402108 26 40700 SH SOLE 0 40700 0 THOMAS PROPERTIES GROUP Common Stock USD.01 884453101 410 123020 SH SOLE 0 123020 0 THOMAS WEISEL PARTNERS GROUP Common Stock USD.01 884481102 249 63480 SH SOLE 0 63480 0 THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 3,856 127631 SH SOLE 0 127631 0 THORATEC CORP COMMON STOCK NPV 885175307 5,175 154716 SH SOLE 0 154716 0 3COM CORP COMMON STOCK USD.01 885535104 7,866 1022938 SH SOLE 0 1022938 0 3D SYSTEMS CORP Common Stock USD.001 88554D205 666 48796 SH SOLE 0 48796 0 3M CO COMMON STOCK USD.01 88579Y101 138,099 1652498 SH SOLE 0 1652498 0 THRESHOLD PHARMACEUTICALS COMMON STOCK USD.001 885807206 54 29000 SH SOLE 0 29000 0 3PAR INC COMMON STOCK USD.001 88580F109 2,872 287180 SH SOLE 0 287180 0 TIBCO SOFTWARE INC COMMON STOCK USD.001 88632Q103 7,128 660607 SH SOLE 0 660607 0 TIDELANDS BANCSHARES INC Common Stock USD.01 886374107 51 20200 SH SOLE 0 20200 0 TIDEWATER INC COMMON STOCK USD.1 886423102 6,704 141821 SH SOLE 0 141821 0 TIER TECHNOLOGIES INCCL B Common Stock NPV 88650Q100 205 25700 SH SOLE 0 25700 0 TIERONE CORP Common Stock USD.01 88650R108 25 77845 SH SOLE 0 77845 0 TIFFANY + CO COMMON STOCK USD.01 886547108 14,890 313547 SH SOLE 0 313547 0 TIGERLOGIC CORP Common Stock USD.1 8867EQ101 45 13900 SH SOLE 0 13900 0 TIMBERLAND BANCORP INC Common Stock USD.01 887098101 160 40000 SH SOLE 0 40000 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 731 34277 SH SOLE 0 34277 0 TIME WARNER INC COMMON STOCK USD.01 887317303 103,736 3317429 SH SOLE 0 3317429 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 50,048 938803 SH SOLE 0 938803 0 TIMKEN CO COMMON STOCK NPV 887389104 4,762 158689 SH SOLE 0 158689 0 TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 583 66760 SH SOLE 0 66760 0 TITAN MACHINERY INC COMMON STOCK USD1E 88830R101 54 3951 SH SOLE 0 3951 0 05.0 TITANIUM METALS CORP COMMON STOCK USD.01 888339207 4,266 257168 SH SOLE 0 257168 0 TIVO INC COMMON STOCK USD.001 888706108 3,111 181707 SH SOLE 0 181707 0 TIX CORP Common Stock USD.08 888733102 18 15000 SH SOLE 0 15000 0 TODD SHIPYARDS CORP Common Stock USD.01 889039103 274 16694 SH SOLE 0 16694 0 TOFUTTI BRANDS INC COMMON STOCK USD.01 88906B105 23 16300 SH SOLE 0 16300 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 9,425 453139 SH SOLE 0 453139 0 TOLLGRADE COMMUNICATIONS INC COMMON STOCK USD.2 889542106 432 68663 SH SOLE 0 68663 0 TOMOTHERAPY INC COMMON STOCK USD.01 890088107 517 151757 SH SOLE 0 151757 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 710 19472.4 SH SOLE 0 19472.4 0 TOOTSIE ROLL INDS COMMON STOCK USD.694 890516107 248 9188.76 SH SOLE 0 9188.76 0 TOR MINERALS INTERNATIONAL Common Stock USD.25 890878309 6 1220 SH SOLE 0 1220 0 TORCHMARK CORP COMMON STOCK USD1.0 891027104 14,079 263107 SH SOLE 0 263107 0 TOREADOR RESOURCES CORP Common Stock USD.156 891050106 2,541 310590 SH SOLE 0 310590 0 TORO CO COMMON STOCK USD1.0 891092108 681 13845 SH SOLE 0 13845 0 TOWER BANCORP INC Common Stock NPV 891709107 5 200 SH SOLE 0 200 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 2,784 125579 SH SOLE 0 125579 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 2,287 48153 SH SOLE 0 48153 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 8,422 537813 SH SOLE 0 537813 0 TOWERSTREAM CORP Common Stock USD.001 892000100 96 63700 SH SOLE 0 63700 0 TOWN SPORTS INTERNATIONAL Common Stock USD.001 89214A102 377 96478 SH SOLE 0 96478 0 TOWNE BANK COMMON STOCK USD1.667 89214P109 660 47270 SH SOLE 0 47270 0 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 7,715 132902 SH SOLE 0 132902 0 TRADESTATION GROUP INC COMMON STOCK USD.01 89267P105 1,773 252944 SH SOLE 0 252944 0 TRAILER BRIDGE INC COMMON STOCK USD.01 892782103 117 24100 SH SOLE 0 24100 0 TRANSACT TECHNOLOGIES INC Common Stock USD.01 892918103 238 32752 SH SOLE 0 32752 0 TRANSLUX CORP Common Stock USD1.0 893247106 2 1870 SH SOLE 0 1870 0 TRANS WORLD ENTERTAINMENT CP Common Stock USD.01 89336Q100 26 14193 SH SOLE 0 14193 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1.0 893521104 11,382 215575 SH SOLE 0 215575 0 TRANSCAT INC Common Stock USD.5 893529107 128 17704 SH SOLE 0 17704 0 TRANSCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 89354M106 21 2580 SH SOLE 0 2580 0 TRANSCONTINENTAL REALTY INV COMMON STOCK USD.01 893617209 3 200 SH SOLE 0 200 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 3,832 72249 SH SOLE 0 72249 0 TRANS1 INC Common Stock USD.0001 89385X105 2 520 SH SOLE 0 520 0 TRANSCEND SERVICES INC COMMON STOCK USD.05 893929208 902 55480 SH SOLE 0 55480 0 TRANSWITCH CORP Common Stock USD.001 894065309 68 24403 SH SOLE 0 24403 0 TRAVELCENTERS OF AMERICA LLC Common Stock 894174101 180 51108 SH SOLE 0 51108 0 USD1e05.0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 86,664 1606665 SH SOLE 0 1606665 0 TRAVELZOO INC Common Stock USD.01 89421Q106 258 17200 SH SOLE 0 17200 0 TREDEGAR CORP COMMON STOCK NPV 894650100 347 20339 SH SOLE 0 20339 0 TREE.COM INC Common Stock USD.01 894675107 151 16502 SH SOLE 0 16502 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1,280 29168 SH SOLE 0 29168 0 TREX COMPANY INC COMMON STOCK USD.01 89531P105 6,347 298138 SH SOLE 0 298138 0 TRI VALLEY CORP COMMON STOCK USD.001 895735108 57 29040 SH SOLE 0 29040 0 TRIANGLE CAPITAL CORP Common Stock USD.001 895848109 6 400 SH SOLE 0 400 0 TRIDENT MICROSYSTEMS INC COMMON STOCK USD.001 895919108 121 69343 SH SOLE 0 69343 0 TRIAD GUARANTY INC Common Stock USD.01 895925105 6 14600 SH SOLE 0 14600 0 TRICO BANCSHARES COMMON STOCK NPV 896095106 639 32105 SH SOLE 0 32105 0 TRICO MARINE SERVICES INC COMMON STOCK USD.01 896106200 118 50923 SH SOLE 0 50923 0 TRIMAS CORP COMMON STOCK USD.01 896215209 97 14962 SH SOLE 0 14962 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 8,901 309915 SH SOLE 0 309915 0 TRIMERIS INC Common Stock USD.001 896263100 566 231061 SH SOLE 0 231061 0 TRINITY INDUSTRIES INC COMMON STOCK USD1.0 896522109 5,428 271948 SH SOLE 0 271948 0 TRIOTECH INTERNATIONAL Common Stock NPV 896712205 9 2400 SH SOLE 0 2400 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.0 896749108 702 39530 SH SOLE 0 39530 0 TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 2,905 415030 SH SOLE 0 415030 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 6,180 88179 SH SOLE 0 88179 0 TRUE RELIGION APPAREL INC COMMON STOCK USD1E 89784N104 2,164 71287 SH SOLE 0 71287 0 05.0 TRUEBLUE INC COMMON STOCK NPV 89785X101 3,182 205296 SH SOLE 0 205296 0 TRUSTCO BANK CORP NY COMMON STOCK USD1.0 898349105 1,069 173243 SH SOLE 0 173243 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 3,286 134498 SH SOLE 0 134498 0 TRX INC COMMON STOCK USD.01 898452107 53 106800 SH SOLE 0 106800 0 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 908 137764 SH SOLE 0 137764 0 TUFCO TECHNOLOGIES INC COMMON STOCK USD.01 899040109 40 9200 SH SOLE 0 9200 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 8,879 184125 SH SOLE 0 184125 0 TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 1,691 77754 SH SOLE 0 77754 0 21ST CENTURY HOLDING CO Common Stock USD.01 90136Q100 253 62100 SH SOLE 0 62100 0 TWIN DISC INC Common Stock NPV 901476101 193 15813 SH SOLE 0 15813 0 II VI INC COMMON STOCK NPV 902104108 2,586 76407 SH SOLE 0 76407 0 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 3,123 166633 SH SOLE 0 166633 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 14,690 767100 SH SOLE 0 767100 0 UAL CORP COMMON STOCK USD.01 902549807 7,578 387629 SH SOLE 0 387629 0 UDR INC REIT USD.01 902653104 9,993 566474 SH SOLE 0 566474 0 UFP TECHNOLOGIES INC COMMON STOCK USD.01 902673102 362 35000 SH SOLE 0 35000 0 UGI CORP COMMON STOCK NPV 902681105 4,899 184574 SH SOLE 0 184574 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- UIL HOLDINGS CORP COMMON STOCK NPV 902748102 1,299 47236 SH SOLE 0 47236 0 UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 2,768 68174 SH SOLE 0 68174 0 USA TRUCK INC Common Stock USD.01 902925106 776 48043 SH SOLE 0 48043 0 U.S. GLOBAL INVESTORS INCA Common Stock USD.025 902952100 726 73399 SH SOLE 0 73399 0 US BANCORP COMMON STOCK USD.01 902973304 144,523 5584361 SH SOLE 0 5584361 0 UMH PROPERTIES INC REIT USD.1 903002103 21 2621 SH SOLE 0 2621 0 UQM TECHNOLOGIES INC Common Stock USD.01 903213106 335 79600 SH SOLE 0 79600 0 URS CORP COMMON STOCK USD.01 903236107 11,319 228164 SH SOLE 0 228164 0 USANA HEALTH SCIENCES INC COMMON STOCK USD.001 90328M107 268 8544 SH SOLE 0 8544 0 USG CORP COMMON STOCK USD.1 903293405 3,639 212084 SH SOLE 0 212084 0 USEC INC COMMON STOCK USD.1 90333E108 2,357 408428 SH SOLE 0 408428 0 U S CONCRETE INC Common Stock USD.001 90333L102 35 93315 SH SOLE 0 93315 0 US HOME SYSTEMS INC Common Stock USD.001 90335C100 212 76499 SH SOLE 0 76499 0 U.S. PHYSICAL THERAPY INC Common Stock USD.01 90337L108 788 45300 SH SOLE 0 45300 0 US GEOTHERMAL INC COMMON STOCK USD.001 90338S102 177 194105 SH SOLE 0 194105 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 712 56217 SH SOLE 0 56217 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 2,972 404313 SH SOLE 0 404313 0 US AUTO PARTS NETWORK INC Common Stock USD.001 90343C100 214 28400 SH SOLE 0 28400 0 ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 1,823 80590 SH SOLE 0 80590 0 ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 4,561 138419 SH SOLE 0 138419 0 ULTRA CLEAN HOLDINGS COMMON STOCK USD.001 90385V107 1,143 134100 SH SOLE 0 134100 0 ULTRALIFE CORP Common Stock USD.1 903899102 2 470 SH SOLE 0 470 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 23,734 508986 SH SOLE 0 508986 0 ULTRATECH INC COMMON STOCK USD.001 904034105 1,200 88236 SH SOLE 0 88236 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 3,587 270509 SH SOLE 0 270509 0 UNDER ARMOUR INC CLASS A COMMON STOCK 904311107 3,026 102895 SH SOLE 0 102895 0 USD.000333 UNICA CORP Common Stock USD.01 904583101 711 79931 SH SOLE 0 79931 0 UNICO AMERICAN CORP COMMON STOCK NPV 904607108 123 12800 SH SOLE 0 12800 0 UNIFI INC Common Stock USD.1 904677101 1,189 326785 SH SOLE 0 326785 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 235 4554 SH SOLE 0 4554 0 UNIFY CORP Common Stock USD.001 904743200 13 3853 SH SOLE 0 3853 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 259 42076 SH SOLE 0 42076 0 UNION FIRST MARKET BANKSHARE Common Stock USD1.33 90662P104 459 30412 SH SOLE 0 30412 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 91,867 1253297 SH SOLE 0 1253297 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 4,935 156955 SH SOLE 0 156955 0 UNISYS CORP Common Stock USD.01 909214306 4,063 116455 SH SOLE 0 116455 0 UNIT CORP COMMON STOCK USD.2 909218109 6,406 151516 SH SOLE 0 151516 0 UNITED AMERICA INDEMNITY A COMMON STOCK USD.0001 90933T109 690 72064 SH SOLE 0 72064 0 UNITED AMERICAN HEALTHCARE Common Stock NPV 90934C105 37 34300 SH SOLE 0 34300 0 UNITED COMMUNITY FINANCIAL Common Stock NPV 909839102 59 38975 SH SOLE 0 38975 0 UNITED COMMUNITY BANCORP Common Stock USD.01 90984H103 123 18869 SH SOLE 0 18869 0 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 90984P105 1,073 243287 SH SOLE 0 243287 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 3,360 128154 SH SOLE 0 128154 0 UNITED BANCORP INC/OHIO Common Stock USD1.0 909911109 111 13229 SH SOLE 0 13229 0 UNITED CAPITAL CORP Common Stock USD.1 909912107 431 18160 SH SOLE 0 18160 0 UNITED FINANCIAL BANCORP INC COMMON STOCK USD.01 91030T109 554 39657 SH SOLE 0 39657 0 UNITED FIRE + CASUALTY CO COMMON STOCK USD3.333 910331107 1,891 105134 SH SOLE 0 105134 0 UNITED GUARDIAN INC COMMON STOCK USD.1 910571108 180 14450 SH SOLE 0 14450 0 UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 2,739 97360 SH SOLE 0 97360 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 2,265 302812 SH SOLE 0 302812 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 110,044 1708485 SH SOLE 0 1708485 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 2,501 266678 SH SOLE 0 266678 0 UNITED SECURITY BANCSHARES Common Stock USD.01 911459105 135 9000 SH SOLE 0 9000 0 UNITED SECURITY BANCSHARE/CA Common Stock NPV 911460103 283 57112 SH SOLE 0 57112 0 US CELLULAR CORP COMMON STOCK USD1.0 911684108 2,819 68134 SH SOLE 0 68134 0 U S ENERGY CORP WYOMING Common Stock USD.01 911805109 387 64960 SH SOLE 0 64960 0 UNITED STATES LIME MINERAL Common Stock USD.1 911922102 237 6120 SH SOLE 0 6120 0 U S GOLD CORP COMMON STOCK NPV 912023207 763 282600 SH SOLE 0 282600 0 USTOREIT TRUST REIT USD.01 91274F104 2,369 329028 SH SOLE 0 329028 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 STATES STEEL CORP COMMON STOCK USD1.0 912909108 22,842 359603 SH SOLE 0 359603 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,546 26262 SH SOLE 0 26262 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 164,254 2231408 SH SOLE 0 2231408 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 7,689 138964 SH SOLE 0 138964 0 UNITED WESTERN BANCORP INC Common Stock USD.0001 913201109 52 33900 SH SOLE 0 33900 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 98,068 3001777 SH SOLE 0 3001777 0 UNITIL CORP Common Stock NPV 913259107 235 10100 SH SOLE 0 10100 0 UNITRIN INC COMMON STOCK USD.1 913275103 5,766 205560 SH SOLE 0 205560 0 UNITY BANCORP INC Common Stock NPV 913290102 142 27224 SH SOLE 0 27224 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 2,007 130338 SH SOLE 0 130338 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 55 1040 SH SOLE 0 1040 0 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 14 1166 SH SOLE 0 1166 0 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 2,182 97665 SH SOLE 0 97665 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 1,809 46965 SH SOLE 0 46965 0 UNIVERSAL HEALTH RLTY INCOME REIT USD.01 91359E105 1,835 51920 SH SOLE 0 51920 0 UNIVERSAL INSURANCE HOLDINGS Common Stock USD.01 91359V107 878 173580 SH SOLE 0 173580 0 UNIVERSAL SECURITY INSTRUMNT Common Stock USD.01 913821302 13 1966 SH SOLE 0 1966 0 UNIVERSAL STAINLESS ALLOY Common Stock USD.001 913837100 514 21413 SH SOLE 0 21413 0 UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK NPV 91388P105 366 20830 SH SOLE 0 20830 0 UNIVERSAL TRAVEL GROUP Common Stock 91388Q202 4 400 SH SOLE 0 400 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 7,680 218860 SH SOLE 0 218860 0 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001 913915104 3,452 151250 SH SOLE 0 151250 0 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD5.0 915271100 457 24475 SH SOLE 0 24475 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 24,661 995596 SH SOLE 0 995596 0 URANERZ ENERGY CORP COMMON STOCK USD.001 91688T104 4 1900 SH SOLE 0 1900 0 URANIUM ENERGY CORP Common Stock USD.001 916896103 351 109057 SH SOLE 0 109057 0 URANIUM RESOURCES INC Common Stock USD.001 916901507 143 202055 SH SOLE 0 202055 0 URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 14,420 379173 SH SOLE 0 379173 0 UROLOGIX INC Common Stock USD.01 917273104 136 81700 SH SOLE 0 81700 0 UROPLASTY INC Common Stock USD.01 917277204 64 30900 SH SOLE 0 30900 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 1,217 76990 SH SOLE 0 76990 0 US ECOLOGY INC Common Stock USD.01 91732J102 1,267 78695 SH SOLE 0 78695 0 UTAH MEDICAL PRODUCTS INC Common Stock USD.01 917488108 460 16350 SH SOLE 0 16350 0 UTSTARCOM INC COMMON STOCK 918076100 248 89036 SH SOLE 0 89036 0 USD.00125 VCA ANTECH INC COMMON STOCK USD.001 918194101 5,816 207489 SH SOLE 0 207489 0 VF CORP COMMON STOCK USD1.0 918204108 11,911 148607 SH SOLE 0 148607 0 VCG HOLDING CORP Common Stock USD.0001 91821K101 82 34000 SH SOLE 0 34000 0 VIST FINANCIAL CORP COMMON STOCK USD5.0 918255100 302 33680 SH SOLE 0 33680 0 VSE CORP Common Stock USD.05 918284100 755 18350 SH SOLE 0 18350 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 893 180868 SH SOLE 0 180868 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 2,290 57121 SH SOLE 0 57121 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 5,625 202105 SH SOLE 0 202105 0 VALHI INC COMMON STOCK USD.01 918905100 215 10911 SH SOLE 0 10911 0 VALENCE TECHNOLOGY INC COMMON STOCK USD.001 918914102 250 294323 SH SOLE 0 294323 0 VALEANT PHARMACEUTICALS INTE COMMON STOCK USD.01 91911X104 9,594 223586 SH SOLE 0 223586 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 36,554 1855551 SH SOLE 0 1855551 0 VALLEY NATIONAL BANCORP COMMON STOCK NPV 919794107 5,687 370038 SH SOLE 0 370038 0 VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 4,336 52345 SH SOLE 0 52345 0 VALPEY FISHER CORP COMMON STOCK USD.05 920344108 13 8000 SH SOLE 0 8000 0 VALSPAR CORP COMMON STOCK USD.5 920355104 3,706 125707 SH SOLE 0 125707 0 VALUE LINE INC Common Stock USD.1 920437100 1 45 SH SOLE 0 45 0 VALUECLICK INC COMMON STOCK USD.001 92046N102 2,697 265970 SH SOLE 0 265970 0 VALUEVISION MEDIA INCCL A Common Stock USD.01 92047K107 624 188100 SH SOLE 0 188100 0 VANDA PHARMACEUTICALS INC Common Stock USD.001 921659108 950 82317 SH SOLE 0 82317 0 VARIAN INC COMMON STOCK USD.01 922206107 2,835 54754 SH SOLE 0 54754 0 VARIAN SEMICONDUCTOR EQUIP COMMON STOCK USD.01 922207105 5,168 156037 SH SOLE 0 156037 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 9,946 179757 SH SOLE 0 179757 0 VASCO DATA SECURITY INTL COMMON STOCK USD.001 92230Y104 909 110190 SH SOLE 0 110190 0 VASCULAR SOLUTIONS INC Common Stock USD.01 92231M109 316 35150 SH SOLE 0 35150 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VECTREN CORPORATION COMMON STOCK NPV 92240G101 3,753 151830 SH SOLE 0 151830 0 VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 24 1541 SH SOLE 0 1541 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 4,497 103379 SH SOLE 0 103379 0 VAUGHAN FOODS INC COMMON STOCK USD.001 92241M107 2 2900 SH SOLE 0 2900 0 VENOCO INC COMMON STOCK USD.01 92275P307 1,499 116870 SH SOLE 0 116870 0 VENTAS INC REIT USD.25 92276F100 32,512 684746 SH SOLE 0 684746 0 VERAZ NETWORKS INC Common Stock USD.001 923359103 45 44600 SH SOLE 0 44600 0 VERENIUM CORP Common Stock USD.001 92340P209 54 10707 SH SOLE 0 10707 0 VERIFONE HOLDINGS INC COMMON STOCK USD.01 92342Y109 2,252 111408 SH SOLE 0 111408 0 VERISIGN INC COMMON STOCK USD.001 92343E102 11,784 453064 SH SOLE 0 453064 0 VERIZON COMMUNICATIONS COMMON STOCK USD.1 92343V104 239,460 7719537 SH SOLE 0 7719537 0 VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 23 800 SH SOLE 0 800 0 VERMONT PURE HOLDINGS LTD Common Stock USD.001 924237100 37 53000 SH SOLE 0 53000 0 VERSANT CORP Common Stock NPV 925284309 302 20000 SH SOLE 0 20000 0 VERSAR INC Common Stock USD.01 925297103 68 22600 SH SOLE 0 22600 0 VERSO PAPER CORP Common Stock USD.01 92531L108 228 74933 SH SOLE 0 74933 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 12,540 306830 SH SOLE 0 306830 0 VERTRO INC Common Stock USD.001 92535G105 21 48900 SH SOLE 0 48900 0 VESTIN RLTY MTG II INC COM NEW 92549X201 52 30035 SH SOLE 0 30035 0 VIAD CORP COMMON STOCK USD1.5 92552R406 1,566 76207 SH SOLE 0 76207 0 VIASAT INC COMMON STOCK USD.0001 92552V100 3,919 113245 SH SOLE 0 113245 0 VIASYSTEMS GROUP INC Common Stock USD.01 92553H803 177 8141 SH SOLE 0 8141 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 48,553 1412239 SH SOLE 0 1412239 0 VIA PHARMACEUTICALS INC COMMON STOCK USD.001 92554T103 0 81 SH SOLE 0 81 0 VICAL INC Common Stock USD.01 925602104 519 154350 SH SOLE 0 154350 0 VICON INDUSTRIES INC Common Stock USD.01 925811101 66 13000 SH SOLE 0 13000 0 VICOR CORP COMMON STOCK USD.01 925815102 788 57045 SH SOLE 0 57045 0 VIDEO DISPLAY CORP Common Stock NPV 926555103 184 34180 SH SOLE 0 34180 0 VIEWPOINT FINANCIAL GROUP COMMON STOCK USD.01 926727108 28 1702 SH SOLE 0 1702 0 VILLAGE SUPER MARKET CLASS A COMMON STOCK NPV 927107409 771 27501 SH SOLE 0 27501 0 VIRAGE LOGIC CORPORATION Common Stock USD.001 92763R104 757 96338 SH SOLE 0 96338 0 VIRCO MFG CORPORATION Common Stock USD.01 927651109 188 49276 SH SOLE 0 49276 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 10,852 628762 SH SOLE 0 628762 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1.0 92778Q109 965 145186 SH SOLE 0 145186 0 VISIONSCIENCES INC Common Stock USD.01 927912105 37 39540 SH SOLE 0 39540 0 VISTA GOLD CORP COMMON STOCK NPV 927926303 259 129017 SH SOLE 0 129017 0 VIRNETX HOLDING CORP COMMON STOCK USD.001 92823T108 114 23800 SH SOLE 0 23800 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 3,022 221714 SH SOLE 0 221714 0 VIRTUALSCOPICS INC Common Stock USD.001 928269109 31 25400 SH SOLE 0 25400 0 VIRTUAL RADIOLOGIC CORP Common Stock USD.001 92826B104 333 30305 SH SOLE 0 30305 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 102,754 1128794 SH SOLE 0 1128794 0 VIRTUSA CORP COMMON STOCK USD.01 92827P102 106 10249 SH SOLE 0 10249 0 VIRTUS INVESTMENT PARTNERS Common Stock USD.01 92828Q109 530 25430 SH SOLE 0 25430 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 4,269 417257 SH SOLE 0 417257 0 VITAL IMAGES INC COMMON STOCK USD.01 92846N104 1,709 105710 SH SOLE 0 105710 0 VITACOST.COM INC COMMON STOCK USD1E 92847A200 6 500 SH SOLE 0 500 0 05.0 VITAMIN SHOPPE INC Common Stock USD.01 92849E101 9 400 SH SOLE 0 400 0 VIVUS INC COMMON STOCK USD.001 928551100 830 95203 SH SOLE 0 95203 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 6,382 119735 SH SOLE 0 119735 0 VOCUS INC COMMON STOCK USD.01 92858J108 53 3098 SH SOLE 0 3098 0 VOLCANO CORP COMMON STOCK USD.001 928645100 1,287 53252 SH SOLE 0 53252 0 VOLCOM INC COMMON STOCK USD.001 92864N101 1,264 64755 SH SOLE 0 64755 0 VOLT INFO SCIENCES INC COMMON STOCK USD.1 928703107 657 64332 SH SOLE 0 64332 0 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK USD.001 928708106 1,931 76918 SH SOLE 0 76918 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 580 429425 SH SOLE 0 429425 0 VORNADO REALTY TRUST REIT USD.04 929042109 63,147 834174 SH SOLE 0 834174 0 VOXWARE INC Common Stock USD.001 92906L501 3 2118 SH SOLE 0 2118 0 VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 13,531 286433 SH SOLE 0 286433 0 W+T OFFSHORE INC COMMON STOCK USD1E 92922P106 436 51961 SH SOLE 0 51961 0 05.0
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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- WD 40 CO COMMON STOCK USD.001 929236107 3,227 98301 SH SOLE 0 98301 0 WHX CORP COMMON STOCK USD.001 929248607 698 288518 SH SOLE 0 288518 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1,405 40556 SH SOLE 0 40556 0 W HOLDING COMPANY INC Common Stock USD1.0 929251874 168 16800 SH SOLE 0 16800 0 WCA WASTE CORP Common Stock USD.01 92926K103 314 61600 SH SOLE 0 61600 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 6,075 203049 SH SOLE 0 203049 0 WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 3,744 89271 SH SOLE 0 89271 0 W.P. CAREY CO. LLC Ltd Part NPV 92930Y107 1,021 34764 SH SOLE 0 34764 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 242 6214 SH SOLE 0 6214 0 WSI INDUSTRIES INC COMMON STOCK USD.1 92932Q102 6 2600 SH SOLE 0 2600 0 WSB HOLDINGS INC COMMON STOCK USD1.0 92934C101 135 40700 SH SOLE 0 40700 0 WVS FINANCIAL CORP Common Stock USD.01 929358109 37 2594 SH SOLE 0 2594 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1,054 150417 SH SOLE 0 150417 0 WABTEC CORP COMMON STOCK USD.01 929740108 1,185 28130 SH SOLE 0 28130 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 10,241 284170 SH SOLE 0 284170 0 WAINWRIGHT BANK TRUST CO Common Stock USD1.0 930705108 136 14028 SH SOLE 0 14028 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 326,556 5873304 SH SOLE 0 5873304 0 WALGREEN CO COMMON STOCK 931422109 101,328 2731961 SH SOLE 0 2731961 0 USD.078125 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 11,535 125009 SH SOLE 0 125009 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 871 54437 SH SOLE 0 54437 0 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 5,451 114257 SH SOLE 0 114257 0 WARNER MUSIC GROUP CORP COMMON STOCK USD.001 934550104 1,452 210165 SH SOLE 0 210165 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 908 360469 SH SOLE 0 360469 0 WARWICK VALLEY TELEPHONE CO Common Stock USD.01 936750108 83 5800 SH SOLE 0 5800 0 WASHINGTON BANKING CO Common Stock NPV 937303105 813 64577 SH SOLE 0 64577 0 WASHINGTON FEDERAL INC COMMON STOCK USD1.0 938824109 4,457 219340 SH SOLE 0 219340 0 WASHINGTON POST CLASS B COMMON STOCK USD1.0 939640108 6,414 14441 SH SOLE 0 14441 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 6,948 227431 SH SOLE 0 227431 0 WASHINGTON TRUST BANCORP COMMON STOCK USD.0625 940610108 643 34515 SH SOLE 0 34515 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 3,399 100079 SH SOLE 0 100079 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 41,800 1214051 SH SOLE 0 1214051 0 WASTE SERVICES INC COMMON STOCK USD.01 941075202 112 11288 SH SOLE 0 11288 0 WATERS CORP COMMON STOCK USD.01 941848103 15,722 232781 SH SOLE 0 232781 0 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 941888109 139 38299 SH SOLE 0 38299 0 WATSCO INC COMMON STOCK USD.5 942622200 4,050 71202 SH SOLE 0 71202 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 11,450 274128 SH SOLE 0 274128 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 1,814 58399 SH SOLE 0 58399 0 WAUSAU PAPER CORP COMMON STOCK NPV 943315101 1,777 208065 SH SOLE 0 208065 0 WAVE SYSTEMS CORPCLASS A Common Stock USD.01 943526301 669 167300 SH SOLE 0 167300 0 WAYNE SAVINGS BANCSHARES INC Common Stock USD.1 94624Q101 88 10466 SH SOLE 0 10466 0 WAYSIDE TECHNOLOGY GROUP INC Common Stock USD.01 946760105 573 62690 SH SOLE 0 62690 0 WEB.COM GROUP INC Common Stock USD.001 94733A104 1,381 253471 SH SOLE 0 253471 0 WEBSENSE INC COMMON STOCK USD.005 947684106 4,610 202443 SH SOLE 0 202443 0 WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 6,364 137225 SH SOLE 0 137225 0 WEBMEDIABRANDS INC COMMON STOCK USD.01 94770W100 135 136700 SH SOLE 0 136700 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 3,451 197300 SH SOLE 0 197300 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 3,058 119799 SH SOLE 0 119799 0 WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 9,296 431178 SH SOLE 0 431178 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 909 24989 SH SOLE 0 24989 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 4,067 136470 SH SOLE 0 136470 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 81,496 1265865 SH SOLE 0 1265865 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 390,033 12533180 SH SOLE 0 12533180 0 WELLSGARDNER ELECTRONICS Common Stock USD1.0 949765101 104 45523.8 SH SOLE 0 45523.8 0 WENDY S/ARBY S GROUP INC A COMMON STOCK USD.1 950587105 4,543 908679 SH SOLE 0 908679 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 5,146 222118 SH SOLE 0 222118 0 WESBANCO INC COMMON STOCK 950810101 759 46677 SH SOLE 0 46677 0 USD2.0833 WESCO FINANCIAL CORP COMMON STOCK USD1.0 950817106 927 2404 SH SOLE 0 2404 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 3,457 99593 SH SOLE 0 99593 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- WEST BANCORPORATION Common Stock NPV 95123P106 409 62189 SH SOLE 0 62189 0 WEST COAST BANCORP/OREGON COMMON STOCK NPV 952145100 272 105264 SH SOLE 0 105264 0 WEST MARINE INC Common Stock USD.001 954235107 416 38357 SH SOLE 0 38357 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 641 15287 SH SOLE 0 15287 0 WESTAMERICA BANCORPORATION COMMON STOCK NPV 957090103 6,758 117226 SH SOLE 0 117226 0 WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 4,299 192758 SH SOLE 0 192758 0 WESTELL TECHNOLOGIES INCA Common Stock USD.01 957541105 618 435220 SH SOLE 0 435220 0 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 923 162191 SH SOLE 0 162191 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 20,828 534180 SH SOLE 0 534180 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 1,313 238741 SH SOLE 0 238741 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 28,444 1677111 SH SOLE 0 1677111 0 WESTFIELD FINANCIAL INC COMMON STOCK USD.01 96008P104 369 40192 SH SOLE 0 40192 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 583 22589 SH SOLE 0 22589 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 429 34000 SH SOLE 0 34000 0 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 961765104 1,136 30863 SH SOLE 0 30863 0 WESTWOOD ONE INC COMMON STOCK USD.01 961815305 11 1248 SH SOLE 0 1248 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 1,504 316000 SH SOLE 0 316000 0 WEYCO GROUP INC COMMON STOCK USD1.0 962149100 35 1500 SH SOLE 0 1500 0 WEYERHAEUSER CO COMMON STOCK USD1.25 962166104 23,296 514596 SH SOLE 0 514596 0 WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 15,379 176267 SH SOLE 0 176267 0 WHITE ELECTRONIC DESIGNS Common Stock USD.1 963801105 6 900 SH SOLE 0 900 0 WHITING PETROLEUM CORP COMMON STOCK USD.001 966387102 8,509 105255 SH SOLE 0 105255 0 WHITNEY HOLDING CORP COMMON STOCK NPV 966612103 3,733 270705 SH SOLE 0 270705 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 88,557 2449699 SH SOLE 0 2449699 0 WIDEPOINT CORP COMMON STOCK USD.001 967590100 1 1500 SH SOLE 0 1500 0 WILBER CORP Common Stock USD.01 967797101 91 13900 SH SOLE 0 13900 0 WILEY (JOHN) + SONS CL A COMMON STOCK USD1.0 968223206 2,520 58220 SH SOLE 0 58220 0 WILLAMETTE VALLEY VINEYARDS COMMON STOCK NPV 969136100 16 4600 SH SOLE 0 4600 0 WILLBROS GROUP INC COMMON STOCK USD.05 969203108 247 20533 SH SOLE 0 20533 0 WILLDAN GROUP INC COMMON STOCK USD.01 96924N100 26 12100 SH SOLE 0 12100 0 WILLIAMS COS INC COMMON STOCK USD1.0 969457100 36,953 1599700 SH SOLE 0 1599700 0 WILLIAMS CONTROLS INC Common Stock USD.01 969465608 124 15542 SH SOLE 0 15542 0 CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 1,240 35457 SH SOLE 0 35457 0 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 5,075 193021 SH SOLE 0 193021 0 WILLIS LEASE FINANCE CORP Common Stock USD.01 970646105 406 25700 SH SOLE 0 25700 0 WILMINGTON TRUST CORP COMMON STOCK USD1.0 971807102 4,213 254252 SH SOLE 0 254252 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 445 40324 SH SOLE 0 40324 0 WINDSTREAM CORP COMMON STOCK USD.0001 97381W104 10,775 989484 SH SOLE 0 989484 0 WINLAND ELECTRONICS INC Common Stock USD.01 974241101 4 4700 SH SOLE 0 4700 0 WINMARK CORP Common Stock NPV 974250102 333 14500 SH SOLE 0 14500 0 WINN DIXIE STORES INC COMMON STOCK USD.001 974280307 2,702 216328 SH SOLE 0 216328 0 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 892 61079 SH SOLE 0 61079 0 WINTHROP REALTY TRUST REIT USD1.0 976391300 1,042 86543 SH SOLE 0 86543 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 3,067 82428 SH SOLE 0 82428 0 WIRELESS TELECOM GROUP INC Common Stock USD.01 976524108 66 67592 SH SOLE 0 67592 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 15,301 309679 SH SOLE 0 309679 0 WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 3,688 126458 SH SOLE 0 126458 0 WONDER AUTO TECHNOLOGY INC Common Stock USD.0001 978166106 8 720 SH SOLE 0 720 0 WOODWARD GOVERNOR CO COMMON STOCK 980745103 5,653 176761 SH SOLE 0 176761 0 USD.00292 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 1,147 31797 SH SOLE 0 31797 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 5,028 188726 SH SOLE 0 188726 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 571 33002 SH SOLE 0 33002 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 2,635 152383 SH SOLE 0 152383 0 WRIGHT EXPRESS CORP COMMON STOCK USD.01 98233Q105 2,087 69291 SH SOLE 0 69291 0 WRIGHT MEDICAL GROUP INC COMMON STOCK USD.01 98235T107 2,297 129279 SH SOLE 0 129279 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 11,088 430954 SH SOLE 0 430954 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 12,240 161410 SH SOLE 0 161410 0 X RITE INC COMMON STOCK USD.1 983857103 103 34100 SH SOLE 0 34100 0 XTO ENERGY INC COMMON STOCK USD.01 98385X106 69,393 1470821 SH SOLE 0 1470821 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- XATA CORP Common Stock USD.01 983882309 25 7200 SH SOLE 0 7200 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 25,916 1222454 SH SOLE 0 1222454 0 XETA TECHNOLOGIES INC Common Stock USD.001 983909102 100 29100 SH SOLE 0 29100 0 XILINX INC COMMON STOCK USD.01 983919101 17,682 693407 SH SOLE 0 693407 0 XENONICS HOLDINGS INC COMMON STOCK USD.001 984117101 18 28000 SH SOLE 0 28000 0 XENOPORT INC COMMON STOCK USD.001 98411C100 726 78390 SH SOLE 0 78390 0 XEROX CORP COMMON STOCK USD1.0 984121103 32,661 3349816.515 SH SOLE 0 3349816.515 0 XERIUM TECHNOLOGIES INC COMMON STOCK USD.01 98416J100 38 53450 SH SOLE 0 53450 0 YRC WORLDWIDE INC COMMON STOCK USD1.0 984249102 410 754130 SH SOLE 0 754130 0 YADKIN VALLEY FINANCIAL CORP Common Stock USD1.0 984314104 182 42367 SH SOLE 0 42367 0 YAHOO INC COMMON STOCK USD.001 984332106 44,614 2698988 SH SOLE 0 2698988 0 YORK WATER CO Common Stock NPV 987184108 65 4708 SH SOLE 0 4708 0 YOUBET.COM INC Common Stock USD.001 987413101 574 195400 SH SOLE 0 195400 0 YOUNG INNOVATIONS INC COMMON STOCK USD.01 987520103 328 11660 SH SOLE 0 11660 0 YUM BRANDS INC COMMON STOCK NPV 988498101 43,897 1145244 SH SOLE 0 1145244 0 ZBB ENERGY CORP Common Stock USD.01 98876R204 6 8100 SH SOLE 0 8100 0 ZALE CORP COMMON STOCK USD.01 988858106 1,161 423862 SH SOLE 0 423862 0 ZANETT INC COMMON STOCK USD.001 98906R208 13 6375 SH SOLE 0 6375 0 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 3,547 119839 SH SOLE 0 119839 0 ZENITH NATIONAL INSURANCE CP COMMON STOCK USD1.0 989390109 1,837 47934 SH SOLE 0 47934 0 ZEP INC COMMON STOCK USD.01 98944B108 1,370 62607 SH SOLE 0 62607 0 ZHONE TECHNOLOGIES INC COMMON STOCK USD.001 98950P884 112 40822 SH SOLE 0 40822 0 ZHONGPIN INC Common Stock USD.001 98952K107 64 5020 SH SOLE 0 5020 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 32,968 556897 SH SOLE 0 556897 0 ZION OIL GAS INC Common Stock USD.01 989696109 386 62364 SH SOLE 0 62364 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 8,301 380412 SH SOLE 0 380412 0 ZIOPHARM ONCOLOGY INC Common Stock USD.001 98973P101 218 42900 SH SOLE 0 42900 0 ZIX CORP Common Stock USD.01 98974P100 408 176500 SH SOLE 0 176500 0 ZIPREALTY INC Common Stock USD.001 98974V107 360 73500 SH SOLE 0 73500 0 ZORAN CORP COMMON STOCK USD.001 98975F101 1,427 132662 SH SOLE 0 132662 0 ZOLTEK COMPANIES INC COMMON STOCK USD.01 98975W104 792 82188 SH SOLE 0 82188 0 ZOOM TECHNOLOGIES INC COMMON STOCK USD.01 98976E301 137 18500 SH SOLE 0 18500 0 ZUMIEZ INC COMMON STOCK NPV 989817101 878 42833 SH SOLE 0 42833 0 ZYGO CORP Common Stock USD.1 989855101 680 73651 SH SOLE 0 73651 0 ZYMOGENETICS INC COMMON STOCK NPV 98985T109 700 122157 SH SOLE 0 122157 0 ZOLL MEDICAL CORP COMMON STOCK USD.01 989922109 3,546 134524 SH SOLE 0 134524 0 TELVENT GIT SA Common Stock EUR3.005 E90215109 75 2600 SH SOLE 0 2600 0 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 4,040 426605 SH SOLE 0 426605 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 G0219G203 4,629 103201 SH SOLE 0 103201 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,355 45000 SH SOLE 0 45000 0 AMERICAN SAFETY INS HOLDINGS Common Stock USD.01 G02995101 779 46962 SH SOLE 0 46962 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 11,549 151460 SH SOLE 0 151460 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 5,658 173606 SH SOLE 0 173606 0 APCO OIL AND GAS INTL INC COMMON STOCK USD.01 G0471F109 298 11009 SH SOLE 0 11009 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 16,150 559975 SH SOLE 0 559975 0 USD.001514456 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 6,900 314062 SH SOLE 0 314062 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 18,876 603824 SH SOLE 0 603824 0 ENERGY XXI BERMUDA Common Stock USD.005 G10082140 84 4700 SH SOLE 0 4700 0 ACCENTURE PLC CL A COMMON STOCK USD.25E G1151C101 6,802 162139 SH SOLE 0 162139 0 05 BUNGE LTD COMMON STOCK USD.01 G16962105 18,013 292272 SH SOLE 0 292272 0 CENTRAL EUROPEAN MEDIA ENT A COMMON STOCK USD.08 G20045202 161 5507 SH SOLE 0 5507 0 CDC CORP CL A COMMON STOCK G2022L106 130 44100 SH SOLE 0 44100 0 USD.00025 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 7 526 SH SOLE 0 526 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 1,206 25152 SH SOLE 0 25152 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F105 1,582 31455 SH SOLE 0 31455 0 CRM HOLDINGS LTD COMMON STOCK USD.01 G2554P103 4 11100 SH SOLE 0 11100 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 12,855 346021 SH SOLE 0 346021 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ENSTAR GROUP LTD COMMON STOCK USD1.0 G3075P101 1,338 19351 SH SOLE 0 19351 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 13,251 163736 SH SOLE 0 163736 0 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK USD.01 G3529T105 798 69634 SH SOLE 0 69634 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 2,352 116127 SH SOLE 0 116127 0 FRONTLINE LTD Common Stock USD2.5 G3682E127 68 2217 SH SOLE 0 2217 0 GARMIN LTD COMMON STOCK USD.005 G37260109 11,340 294710 SH SOLE 0 294710 0 GLOBAL CROSSING LTD COMMON STOCK USD.01 G3921A175 1,522 100489 SH SOLE 0 100489 0 GENPACT LTD COMMON STOCK USD.01 G3922B107 4,489 267666 SH SOLE 0 267666 0 GLOBAL SOURCES LTD Common Stock USD.01 G39300101 59 9077 SH SOLE 0 9077 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 1,308 49040 SH SOLE 0 49040 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 2,422 92945 SH SOLE 0 92945 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 9,931 215325 SH SOLE 0 215325 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 4,890 140238 SH SOLE 0 140238 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 22,659 1034171 SH SOLE 0 1034171 0 KNIGHTSBRIDGE TANKERS LTD COMMON STOCK USD.01 G5299G106 176 10418 SH SOLE 0 10418 0 LAZARD LTDCL A Ltd Part USD.01 G54050102 945 26467 SH SOLE 0 26467 0 MAIDEN HOLDINGS LTD Common Stock USD.01 G5753U112 185 25060 SH SOLE 0 25060 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 26,852 1317579 SH SOLE 0 1317579 0 MAX CAPITAL GROUP LTD COMMON STOCK USD1.0 G6052F103 3,636 158167 SH SOLE 0 158167 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 10,576 629132 SH SOLE 0 629132 0 USD.001666 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 13,397 682501 SH SOLE 0 682501 0 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 199 6573 SH SOLE 0 6573 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 1,084 62827 SH SOLE 0 62827 0 ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 2,722 191974 SH SOLE 0 191974 0 PARTNERRE LTD COMMON STOCK USD1.0 G6852T105 14,231 178514 SH SOLE 0 178514 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 3,528 95151 SH SOLE 0 95151 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 512 121963 SH SOLE 0 121963 0 QIAO XING UNIVERSAL TELE INC COMMON STOCK USD.001 G7303A109 225 116800 SH SOLE 0 116800 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 15,487 272851 SH SOLE 0 272851 0 SEAGATE TECHNOLOGY COMMON STOCK USD1E G7945J104 22,897 1253942 SH SOLE 0 1253942 0 05.0 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 2,181 122827 SH SOLE 0 122827 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 7,455 230510 SH SOLE 0 230510 0 SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 1,017 131956 SH SOLE 0 131956 0 USD.00016667 TBS INTERNATIONAL PLCA Common Stock USD.01 G8657Q104 1,881 257732 SH SOLE 0 257732 0 UTI WORLDWIDE INC COMMON STOCK NPV G87210103 5,359 349809 SH SOLE 0 349809 0 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 G8766E109 2,053 95290 SH SOLE 0 95290 0 TSAKOS ENERGY NAVIGATION LTD COMMON STOCK USD1.0 G9108L108 65 4400 SH SOLE 0 4400 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 6,047 219635 SH SOLE 0 219635 0 VANTAGE DRILLING CO Common Stock USD.001 G93205113 5 3200 SH SOLE 0 3200 0 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 976 38182 SH SOLE 0 38182 0 GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 0 30 SH SOLE 0 30 0 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 8,292 23358 SH SOLE 0 23358 0 WILLIS GROUP HOLDINGS PLC COMMON STOCK G96666105 692 22112 SH SOLE 0 22112 0 USD.000115 XL CAPITAL LTD CLASS A COMMON STOCK USD.01 G98255105 16,634 880126 SH SOLE 0 880126 0 XOMA LTD Common Stock USD.0005 G9825R107 513 898617 SH SOLE 0 898617 0 XYRATEX LTD Common Stock USD.01 G98268108 489 28900 SH SOLE 0 28900 0 YUCHENG TECHNOLOGIES LTD Common Stock USD.0001 G98777108 30 7800 SH SOLE 0 7800 0 ACE LTD COMMON STOCK CHF31.88 H0023R105 5,863 112100 SH SOLE 0 112100 0 ALCON INC COMMON STOCK USD.2 H01301102 3,764 23300 SH SOLE 0 23300 0 WEATHERFORD INTL LTD COMMON STOCK USD1.0 H27013103 1,182 74508 SH SOLE 0 74508 0 FOSTER WHEELER AG COMMON STOCK CHF3.0 H27178104 767 28260 SH SOLE 0 28260 0 NOBLE CORP COMMON STOCK CHF4.85 H5833N103 140 3339 SH SOLE 0 3339 0 TRANSOCEAN LTD COMMON STOCK CHF15.0 H8817H100 992 11487 SH SOLE 0 11487 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 7,283 190400 SH SOLE 0 190400 0 TYCO ELECTRONICS LTD COMMON STOCK CHF2.6 H8912P106 6,138 223345 SH SOLE 0 223345 0 ALTISOURCE PORTFOLIO SOL COMMON STOCK L0175J104 799 35676 SH SOLE 0 35676 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 - ---------------------------- --------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MILLICOM INTL CELLULAR S.A. COMMON STOCK USD1.5 L6388F110 990 11100 SH SOLE 0 11100 0 CLICKSOFTWARE TECHNOLOGIES Common Stock ILS.02 M25082104 3 400 SH SOLE 0 400 0 ORBOTECH LTD COMMON STOCK USD.14 M75253100 69 6400 SH SOLE 0 6400 0 SYNERON MEDICAL LTD COMMON STOCK USD1.0 M87245102 399 36519 SH SOLE 0 36519 0 AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 52 4500 SH SOLE 0 4500 0 CASCAL N.V. Common Stock EUR.5 N1842P109 160 22000 SH SOLE 0 22000 0 CORE LABORATORIES N.V. COMMON STOCK EUR.04 N22717107 131 1000 SH SOLE 0 1000 0 ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 3,095 85064 SH SOLE 0 85064 0 VISTAPRINT NV Common Stock USD.001 N93540107 339 5916 SH SOLE 0 5916 0 BANCO LATINOAMERICANO COME E COMMON STOCK NPV P16994132 513 35710 SH SOLE 0 35710 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 356 5857 SH SOLE 0 5857 0 STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 1,327 29947 SH SOLE 0 29947 0 ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 19 3446 SH SOLE 0 3446 0 EXCEL MARITIME CARRIERS LTD SHS V3267N107 1,738 288305 SH SOLE 0 288305 0 ROYAL CARIBBEAN CRUISES LTD SHS V7780T103 11,895 360550 SH SOLE 0 360550 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 781 38000 SH SOLE 0 38000 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 4,065 300000 SH SOLE 0 300000 0 CAPITAL PRODUCT PARTNERS LP Ltd Part Y11082107 212 24945 SH SOLE 0 24945 0 DANAOS CORP Common Stock USD.01 Y1968P105 100 23600 SH SOLE 0 23600 0 DHT HOLDINGS INC Common Stock USD.01 Y2065G105 479 122140 SH SOLE 0 122140 0 DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 77 5100 SH SOLE 0 5100 0 DRYSHIPS INC COMMON STOCK USD.01 Y2109Q101 12 2100 SH SOLE 0 2100 0 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 Y2187A101 1,596 300512 SH SOLE 0 300512 0 EUROSEAS LTD Common Stock USD.03 Y23592200 39 10200 SH SOLE 0 10200 0 FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 3,836 489300 SH SOLE 0 489300 0 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 2,752 130376 SH SOLE 0 130376 0 GENERAL MARITIME CORP COMMON STOCK USD.01 Y2693R101 2,135 296992 SH SOLE 0 296992 0 GIGAMEDIA LTD COMMON STOCK NPV Y2711Y104 134 42000 SH SOLE 0 42000 0 GLOBAL SHIP LEASE INC CL A COMMON STOCK USD.01 Y27183105 164 68100 SH SOLE 0 68100 0 NAVIOS MARITIME HOLDINGS INC Common Stock USD.0001 Y62196103 27 4100 SH SOLE 0 4100 0 OCEANFREIGHT INC Common Stock USD.01 Y64202107 404 537469 SH SOLE 0 537469 0 SEASPAN CORP COMMON STOCK USD.01 Y75638109 12 1200 SH SOLE 0 1200 0 TEEKAY CORP COMMON STOCK USD.001 Y8564W103 3,758 165271 SH SOLE 0 165271 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 115 9160 SH SOLE 0 9160 0 VERIGY LTD COMMON STOCK NPV Y93691106 113 10100 SH SOLE 0 10100 0
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