-----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, R/jI37ub6ydDFjTVPy1fo5j1oUuMHdN3i+HLLHTEfbYkkkOBLlJbeJ2qUd1D3GDx E0PY1WnwKG/R4rUKEeNpxQ== 0001140361-10-043987.txt : 20101105 0001140361-10-043987.hdr.sgml : 20101105 20101105164329 ACCESSION NUMBER: 0001140361-10-043987 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 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: 101169305 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: 6/30/2010 Check here if Amendment [X]; Amendment Number: 2 ------- 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: 4,016 Form 13F Information Table Value Total: $ 30,469,163 -------------- (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 000360206 1,360 58325 SH SOLE 0 58325 0 USD.004 AAR CORP COMMON STOCK USD1.0 000361105 2,674 159721 SH SOLE 0 159721 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 519 103996 SH SOLE 0 103996 0 AC MOORE ARTS + CRAFTS INC COMMON STOCK NPV 00086T103 227 100063 SH SOLE 0 100063 0 ADC TELECOMMUNICATIONS INC COMMON STOCK USD.2 000886309 2,091 282226 SH SOLE 0 282226 0 A.D.A.M. INC COMMON STOCK USD.01 00088U108 462 144912 SH SOLE 0 144912 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 3,016 143962 SH SOLE 0 143962 0 AEP INDUSTRIES INC COMMON STOCK USD.01 001031103 839 35114 SH SOLE 0 35114 0 AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 703 77238 SH SOLE 0 77238 0 AFLAC INC COMMON STOCK USD.1 001055102 51,590 1209040 SH SOLE 0 1209040 0 AGCO CORP COMMON STOCK USD.01 001084102 4,994 185176 SH SOLE 0 185176 0 AGL RESOURCES INC COMMON STOCK USD5.0 001204106 3,116 86995 SH SOLE 0 86995 0 AH BELO CORP A COMMON STOCK USD.01 001282102 606 91335 SH SOLE 0 91335 0 AES CORP COMMON STOCK USD.01 00130H105 14,363 1554468 SH SOLE 0 1554468 0 AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 3,182 266943 SH SOLE 0 266943 0 AMB PROPERTY CORP REIT USD.01 00163T109 16,562 698532 SH SOLE 0 698532 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1,740 50644 SH SOLE 0 50644 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 304 40635 SH SOLE 0 40635 0 AMR CORP COMMON STOCK USD1.0 001765106 5,107 753295 SH SOLE 0 753295 0 AOL INC COMMON STOCK USD.01 00184X105 6,508 313025 SH SOLE 0 313025 0 APAC CUSTOMER SERVICES INC COMMON STOCK USD.01 00185E106 944 165632 SH SOLE 0 165632 0 AP PHARMA INC COMMON STOCK USD.01 00202J203 24 39475 SH SOLE 0 39475 0 AT+T INC COMMON STOCK USD1.0 00206R102 407,255 16835690 SH SOLE 0 16835690 0 ATMI INC COMMON STOCK USD.01 00207R101 2,071 141467 SH SOLE 0 141467 0 ATS MEDICAL INC COMMON STOCK USD.01 002083103 287 72400 SH SOLE 0 72400 0 ATP OIL + GAS CORPORATION COMMON STOCK 00208J108 977 92240 SH SOLE 0 92240 0 USD.001 ATC TECHNOLOGY CORP COMMON STOCK USD.01 00211W104 1,807 112121 SH SOLE 0 112121 0 ARCA BIOPHARMA INC COMMON STOCK 00211Y100 19 5575 SH SOLE 0 5575 0 USD.001 AVI BIOPHARMA INC COMMON STOCK NPV 002346104 579 359397 SH SOLE 0 359397 0 AVX CORP COMMON STOCK USD.01 002444107 2,055 160279 SH SOLE 0 160279 0 AXT INC COMMON STOCK 00246W103 242 53700 SH SOLE 0 53700 0 USD.001 AZZ INC COMMON STOCK USD1.0 002474104 1,275 34684 SH SOLE 0 34684 0 AARON S INC COMMON STOCK USD.5 002535201 2,312 135443 SH SOLE 0 135443 0 AASTROM BIOSCIENCES INC COMMON STOCK NPV 00253U305 100 67354 SH SOLE 0 67354 0 ABAXIS INC COMMON STOCK NPV 002567105 2,954 137832 SH SOLE 0 137832 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 187,389 4005742 SH SOLE 0 4005742 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 6,414 208978 SH SOLE 0 208978 0 ABINGTON BANCORP INC COMMON STOCK USD.01 00350L109 299 34284 SH SOLE 0 34284 0 ABIOMED INC COMMON STOCK USD.01 003654100 114 11816 SH SOLE 0 11816 0 ABOVENET INC COMMON STOCK USD.01 00374N107 83 1750 SH SOLE 0 1750 0 ABRAXAS PETROLEUM CORP COMMON STOCK USD.01 003830106 489 174500 SH SOLE 0 174500 0 ABRAXIS BIOSCIENCE INC COMMON STOCK 00383Y102 2,073 27936 SH SOLE 0 27936 0 USD.001 ACACIA RESEARCH ACACIA TEC TRACKING STK 003881307 1,952 137206 SH SOLE 0 137206 0 USD.001 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 105 96150 SH SOLE 0 96150 0 USD.0001 ACADIA REALTY TRUST REIT USD.001 004239109 2,595 154304 SH SOLE 0 154304 0 ACCELR8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 13 10703 SH SOLE 0 10703 0 ACCELRYS INC COMMON STOCK 00430U103 623 96562 SH SOLE 0 96562 0 USD.0001 ACCESS NATIONAL CORP COMMON STOCK 004337101 191 32400 SH SOLE 0 32400 0 USD.835 ACCRETIVE HEALTH INC COMMON STOCK USD.01 00438V103 7 500 SH SOLE 0 500 0 ACCURAY INC COMMON STOCK 004397105 173 26142 SH SOLE 0 26142 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ACETO CORP COMMON STOCK USD.01 004446100 749 130779 SH SOLE 0 130779 0 ACHILLION PHARMACEUTICALS COMMON STOCK 00448Q201 134 60800 SH SOLE 0 60800 0 USD.001 ACI WORLDWIDE INC COMMON STOCK 004498101 1,350 69323 SH SOLE 0 69323 0 USD.005 ACME PACKET INC COMMON STOCK 004764106 2,994 111391 SH SOLE 0 111391 0 USD.001 ACME UNITED CORP COMMON STOCK USD2.5 004816104 99 9300 SH SOLE 0 9300 0 ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 2,639 84836 SH SOLE 0 84836 0 USD.001 ACTEL CORP COMMON STOCK 004934105 1,616 126058 SH SOLE 0 126058 0 USD.001 ACTIVE POWER INC COMMON STOCK 00504W100 146 187119 SH SOLE 0 187119 0 USD.001 ACTIVIDENTITY CORP COMMON STOCK 00506P103 223 116600 SH SOLE 0 116600 0 USD.001 ACTIVISION BLIZZARD INC COMMON STOCK USD1E 00507V109 20,974 1999394 SH SOLE 0 1999394 0 06.0 ACTUATE CORPORATION COMMON STOCK 00508B102 822 184681 SH SOLE 0 184681 0 USD.001 ACTUANT CORP CL A COMMON STOCK USD.2 00508X203 4,081 216703 SH SOLE 0 216703 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,943 53415 SH SOLE 0 53415 0 ACURA PHARMACEUTICALS INC COMMON STOCK USD.01 00509L703 118 46929 SH SOLE 0 46929 0 ACXIOM CORP COMMON STOCK USD.1 005125109 3,673 250026 SH SOLE 0 250026 0 ADA ES INC COMMON STOCK NPV 005208103 85 16000 SH SOLE 0 16000 0 ADAMS GOLF INC COMMON STOCK 006228209 26 7237 SH SOLE 0 7237 0 USD.001 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 006351308 461 25600 SH SOLE 0 25600 0 ADCARE HEALTH SYSTEMS INC COMMON STOCK 00650W300 6 2000 SH SOLE 0 2000 0 ADDVANTAGE TECHNOLOGIES GRP COMMON STOCK USD.01 006743306 53 18600 SH SOLE 0 18600 0 ADEPT TECHNOLOGY INC COMMON STOCK NPV 006854202 41 8080 SH SOLE 0 8080 0 ADEONA PHARMACEUTICALS INC COMMON STOCK USD.01 00685T108 2 1750 SH SOLE 0 1750 0 ADMINISTAFF INC COMMON STOCK USD.01 007094105 1,199 49620 SH SOLE 0 49620 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 33,924 1283548 SH SOLE 0 1283548 0 USD.0001 ADOLOR CORPORATION COMMON STOCK 00724X102 201 184060 SH SOLE 0 184060 0 USD.0001 ADTRAN INC COMMON STOCK USD.01 00738A106 5,422 198811 SH SOLE 0 198811 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 1,052 254813 SH SOLE 0 254813 0 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 12,014 239412 SH SOLE 0 239412 0 USD.0001 ADVANCED BATTERY TECHNOLOGIE COMMON STOCK 00752H102 358 108995 SH SOLE 0 108995 0 USD.001 ADVANCED ANALOGIC TECHNOLOGI COMMON STOCK 00752J108 119 37185 SH SOLE 0 37185 0 USD.001 ADVANCED PHOTONIX INC CL A COMMON STOCK 00754E107 23 52700 SH SOLE 0 52700 0 USD.001 ADVOCAT INC COMMON STOCK USD.01 007586100 72 14789 SH SOLE 0 14789 0 AEHR TEST SYSTEMS COMMON STOCK USD.01 00760J108 4 2300 SH SOLE 0 2300 0 ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 450 10475 SH SOLE 0 10475 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 5,716 247880 SH SOLE 0 247880 0 ADVANSOURCE BIOMATERIALS COR COMMON STOCK 00767T109 36 128776 SH SOLE 0 128776 0 USD.001 AEROCENTURY CORP COMMON STOCK 007737109 62 3000 SH SOLE 0 3000 0 USD.001 AEROPOSTALE INC COMMON STOCK USD.01 007865108 7,975 278465.5 SH SOLE 0 278465.5 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 8,980 1226833 SH SOLE 0 1226833 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 939 76365 SH SOLE 0 76365 0 USD.001 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 5,142 109489 SH SOLE 0 109489 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AEROSONIC CORP COMMON STOCK USD.4 008015307 43 14590 SH SOLE 0 14590 0 AEROVIRONMENT INC COMMON STOCK 008073108 1,172 53930 SH SOLE 0 53930 0 USD.0001 AETRIUM INC COMMON STOCK 00817R103 238 73237 SH SOLE 0 73237 0 USD.001 AETNA INC COMMON STOCK USD.01 00817Y108 28,483 1079706 SH SOLE 0 1079706 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 4,997 82223 SH SOLE 0 82223 0 AFFYMAX INC COMMON STOCK 00826A109 84 14046 SH SOLE 0 14046 0 USD.001 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 1,703 288680 SH SOLE 0 288680 0 AFFIRMATIVE INSURANCE HOLDIN COMMON STOCK USD.01 008272106 241 60500 SH SOLE 0 60500 0 AGA MEDICAL HOLDINGS INC COMMON STOCK USD.01 008368102 766 60401 SH SOLE 0 60401 0 AGFEED INDUSTRIES INC COMMON STOCK 00846L101 3 1070 SH SOLE 0 1070 0 USD.001 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 24,629 866317 SH SOLE 0 866317 0 AGILYSYS INC COMMON STOCK USD.3 00847J105 407 60848 SH SOLE 0 60848 0 AGREE REALTY CORP REIT USD.0001 008492100 1,186 50862 SH SOLE 0 50862 0 AIR METHODS CORP COMMON STOCK USD.06 009128307 2,321 78024 SH SOLE 0 78024 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0 009158106 31,995 493675 SH SOLE 0 493675 0 AIR T INC COMMON STOCK USD.25 009207101 689 65900 SH SOLE 0 65900 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 1,300 273100 SH SOLE 0 273100 0 AIRGAS INC COMMON STOCK USD.01 009363102 11,121 178791 SH SOLE 0 178791 0 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 743 153272 SH SOLE 0 153272 0 USD.001 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 14,348 353656 SH SOLE 0 353656 0 AKEENA SOLAR INC COMMON STOCK 009720103 63 94000 SH SOLE 0 94000 0 USD.001 AKORN INC COMMON STOCK NPV 009728106 313 105259 SH SOLE 0 105259 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 558 25697 SH SOLE 0 25697 0 ALANCO TECHNOLOGIES INC COMMON STOCK NPV 011612603 2 8000 SH SOLE 0 8000 0 ALASKA AIR GROUP INC COMMON STOCK USD1.0 011659109 5,534 123120 SH SOLE 0 123120 0 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 156 18349 SH SOLE 0 18349 0 ALBANY INTL CORP CL A COMMON STOCK 012348108 1,558 96212 SH SOLE 0 96212 0 USD.001 ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 683 132049 SH SOLE 0 132049 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 2,843 71606 SH SOLE 0 71606 0 ALBERTO CULVER CO COMMON STOCK USD.01 013078100 5,846 215788 SH SOLE 0 215788 0 ALCOA INC COMMON STOCK USD1.0 013817101 25,394 2524287 SH SOLE 0 2524287 0 ALEXANDER + BALDWIN INC COMMON STOCK NPV 014482103 2,956 99274 SH SOLE 0 99274 0 ALEXANDER S INC REIT USD1.0 014752109 3,097 10223 SH SOLE 0 10223 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 9,844 155335 SH SOLE 0 155335 0 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 15,515 303094 SH SOLE 0 303094 0 USD.0001 ALEXZA PHARMACEUTICALS INC COMMON STOCK 015384100 241 88780 SH SOLE 0 88780 0 USD.0001 ALICO INC COMMON STOCK USD1.0 016230104 266 11588 SH SOLE 0 11588 0 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 2,816 189360 SH SOLE 0 189360 0 USD.0001 ALIMERA SCIENCES INC COMMON STOCK USD.01 016259103 2 300 SH SOLE 0 300 0 ALKERMES INC COMMON STOCK USD.01 01642T108 1,534 123204 SH SOLE 0 123204 0 ALLEGHANY CORP COMMON STOCK USD1.0 017175100 5,877 20036.52 SH SOLE 0 20036.52 0 ALLEGHENY ENERGY INC COMMON STOCK 017361106 9,374 453297 SH SOLE 0 453297 0 USD1.25 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 7,321 165681 SH SOLE 0 165681 0 ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 2,399 56185 SH SOLE 0 56185 0 USD.001 ALLERGAN INC COMMON STOCK USD.01 018490102 42,872 735881 SH SOLE 0 735881 0 ALLETE INC COMMON STOCK NPV 018522300 3,275 95651 SH SOLE 0 95651 0 ALLIANCE BANKSHARES CORP COMMON STOCK USD4.0 018535104 34 12790 SH SOLE 0 12790 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 9,860 165659 SH SOLE 0 165659 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 737 182479 SH SOLE 0 182479 0 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK 018680108 267 190900 SH SOLE 0 190900 0 USD.001 ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 16 4390 SH SOLE 0 4390 0 ALLIANCE RESOURCE PARTNERS LTD PART NPV 01877R108 489 10870 SH SOLE 0 10870 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 10,138 319419 SH SOLE 0 319419 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 3,892 62719 SH SOLE 0 62719 0 ALLIED DEFENSE GROUP INC/THE COMMON STOCK USD.1 019118108 80 21170 SH SOLE 0 21170 0 ALLIANCE FINANCIAL CORP COMMON STOCK USD1.0 019205103 322 11577 SH SOLE 0 11577 0 ALLIED HEALTHCARE PRODUCTS COMMON STOCK USD.01 019222108 90 25400 SH SOLE 0 25400 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 712 306865 SH SOLE 0 306865 0 ALLIED MOTION TECHNOLOGIES I COMMON STOCK NPV 019330109 95 20924 SH SOLE 0 20924 0 ALLIED NEVADA GOLD CORP COMMON STOCK 019344100 5,214 264937 SH SOLE 0 264937 0 USD.001 ALLIS CHALMERS ENERGY INC COMMON STOCK USD.01 019645506 244 118228 SH SOLE 0 118228 0 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 1,785 291177 SH SOLE 0 291177 0 USD.001 ALLOY INC COMMON STOCK USD.01 019855303 672 71660 SH SOLE 0 71660 0 ALLSCRIPTS MISYS HEALTHCARE COMMON STOCK USD.01 01988P108 2,362 146681 SH SOLE 0 146681 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 44,772 1558360 SH SOLE 0 1558360 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 1,486 42548 SH SOLE 0 42548 0 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 705 46957 SH SOLE 0 46957 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 767 120574 SH SOLE 0 120574 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 11,485 339086 SH SOLE 0 339086 0 ALPHATEC HOLDINGS INC COMMON STOCK 02081G102 612 131970 SH SOLE 0 131970 0 USD.0001 ALTAIR NANOTECHNOLOGIES INC COMMON STOCK NPV 021373105 77 239750 SH SOLE 0 239750 0 ALTERA CORPORATION COMMON STOCK 021441100 18,561 748140 SH SOLE 0 748140 0 USD.001 ALTIGEN COMMUNICATIONS INC COMMON STOCK 021489109 21 30100 SH SOLE 0 30100 0 USD.001 ALTRA HOLDINGS INC COMMON STOCK 02208R106 193 14798 SH SOLE 0 14798 0 USD.001 ALTRIA GROUP INC COMMON STOCK 02209S103 970 48394 SH SOLE 0 48394 0 USD.333 AMAZON.COM INC COMMON STOCK USD.01 023135106 113,008 1034305 SH SOLE 0 1034305 0 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 023139108 332 495925 SH SOLE 0 495925 0 AMBASSADORS GROUP INC COMMON STOCK USD.01 023177108 605 53609 SH SOLE 0 53609 0 AMBASSADORS INTERNATIONAL COMMON STOCK USD.01 023178106 14 29190 SH SOLE 0 29190 0 AMCON DISTRIBUTING CO COMMON STOCK USD.01 02341Q205 65 1150 SH SOLE 0 1150 0 AMCOL INTERNATIONAL CORP COMMON STOCK USD.01 02341W103 2,275 96808 SH SOLE 0 96808 0 AMEDISYS INC COMMON STOCK 023436108 3,389 77073 SH SOLE 0 77073 0 USD.001 AMERCO COMMON STOCK USD.25 023586100 2,678 48644 SH SOLE 0 48644 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 15,752 662703 SH SOLE 0 662703 0 AMERIANA BANCORP COMMON STOCK USD1.0 023613102 84 20000 SH SOLE 0 20000 0 AMERICA SERVICE GROUP INC COMMON STOCK USD.01 02364L109 877 51000 SH SOLE 0 51000 0 AMERICAN APPAREL INC COMMON STOCK 023850100 395 215825 SH SOLE 0 215825 0 USD.0001 AMCORE FINANCIAL INC COMMON STOCK USD.22 023912108 1 86161 SH SOLE 0 86161 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 1,480 201877 SH SOLE 0 201877 0 AMERICAN BILTRITE INC COMMON STOCK USD.01 024591109 29 7800 SH SOLE 0 7800 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 5,070 185785 SH SOLE 0 185785 0 AMERICAN CAPITAL AGENCY CORP 02503X105 9,119 345139 SH SOLE 0 345139 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 67 14000 SH SOLE 0 14000 0 AMERICAN CARESOURCE HOLDINGS COMMON STOCK USD.01 02505A103 64 37915 SH SOLE 0 37915 0 AMERICAN COMMERCIAL LINES COMMON STOCK USD.01 025195405 399 17738 SH SOLE 0 17738 0 AMERICAN DEFENSE SYSTEMS INC COMMON STOCK 025351107 13 54722 SH SOLE 0 54722 0 USD.001 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 792 65428 SH SOLE 0 65428 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERICAN DG ENERGY INC COMMON STOCK 025398108 2 800 SH SOLE 0 800 0 USD.001 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 38,129 1180468 SH SOLE 0 1180468 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 5,463 464943 SH SOLE 0 464943 0 AMERICAN ELECTRIC TECHNOLOGI COMMON STOCK 025576109 14 6700 SH SOLE 0 6700 0 USD.001 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 025676206 2,684 260079 SH SOLE 0 260079 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 103,249 2600742 SH SOLE 0 2600742 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 6,935 253849 SH SOLE 0 253849 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1.0 026375105 485 25830 SH SOLE 0 25830 0 AMERICAN INDEPENDENCE CORP COMMON STOCK USD.01 026760405 123 24102 SH SOLE 0 24102 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 19,024 552378 SH SOLE 0 552378 0 AMERICAN ITALIAN PASTA CO A COMMON STOCK 027070101 462 8730 SH SOLE 0 8730 0 USD.001 AMERICAN MEDICAL SYS HLDGS COMMON STOCK USD.01 02744M108 4,987 225449 SH SOLE 0 225449 0 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1.0 027745108 231 10800 SH SOLE 0 10800 0 AMER MEDICAL ALERT CORP COMMON STOCK USD.01 027904101 62 10500 SH SOLE 0 10500 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 5,663 69935 SH SOLE 0 69935 0 AMERICAN OIL + GAS INC COMMON STOCK 028723104 1,857 295677 SH SOLE 0 295677 0 USD.001 AMERICAN PACIFIC CORP COMMON STOCK USD.1 028740108 137 27300 SH SOLE 0 27300 0 AMERICAN PHYSICIANS SVC GP COMMON STOCK USD.1 028882108 468 19130 SH SOLE 0 19130 0 AMERICAN PHYSICIANS CAP INC COMMON STOCK NPV 028884104 1,278 41411 SH SOLE 0 41411 0 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 2,702 61839 SH SOLE 0 61839 0 AMERICAN RAILCAR INDUSTRIES COMMON STOCK USD.01 02916P103 506 41920 SH SOLE 0 41920 0 AMERICAN REALTY INVESTORS IN COMMON STOCK USD.01 029174109 8 1012 SH SOLE 0 1012 0 AMERICAN REPROGRAPHICS CO COMMON STOCK 029263100 1,452 166348 SH SOLE 0 166348 0 USD.001 AMERICAN RIVER BANKSHRS (CA) COMMON STOCK NPV 029326105 41 5547 SH SOLE 0 5547 0 AMERICAN SCIENCE + ENGINEERI COMMON STOCK 029429107 2,050 26905 SH SOLE 0 26905 0 USD.667 AMERICAN SHARED HOSPITAL COMMON STOCK NPV 029595105 39 13000 SH SOLE 0 13000 0 AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 369 79820 SH SOLE 0 79820 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 1,462 44115 SH SOLE 0 44115 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 46,025 1034276 SH SOLE 0 1034276 0 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 030111108 2,715 101728 SH SOLE 0 101728 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 466 58731 SH SOLE 0 58731 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 7,267 352755 SH SOLE 0 352755 0 AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 1,339 78309 SH SOLE 0 78309 0 AMERICREDIT CORP COMMON STOCK USD.01 03060R101 4,251 233334 SH SOLE 0 233334 0 AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 634 28025 SH SOLE 0 28025 0 AMERIGON INC COMMON STOCK NPV 03070L300 793 107516 SH SOLE 0 107516 0 AMERISTAR CASINOS INC COMMON STOCK USD.01 03070Q101 1,544 102545 SH SOLE 0 102545 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 2,575 42681 SH SOLE 0 42681 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 1,869 106476 SH SOLE 0 106476 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 24,964 786281 SH SOLE 0 786281 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 4,474 137744 SH SOLE 0 137744 0 AMERISERV FINANCIAL INC COMMON STOCK USD.01 03074A102 39 24033 SH SOLE 0 24033 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 23,900 661496 SH SOLE 0 661496 0 AMERIS BANCORP COMMON STOCK USD1.0 03076K108 496 51344.24 SH SOLE 0 51344.24 0 AMES NATIONAL CORP COMMON STOCK USD2.0 031001100 220 11267 SH SOLE 0 11267 0 AMETEK INC COMMON STOCK USD.01 031100100 11,776 293295 SH SOLE 0 293295 0 AMGEN INC COMMON STOCK 031162100 133,842 2544523 SH SOLE 0 2544523 0 USD.0001 AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 21 9568 SH SOLE 0 9568 0 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 1,603 290868 SH SOLE 0 290868 0 USD.001 AMPAL AMERICAN ISRAEL CORP A COMMON STOCK USD1.0 032015109 49 31500 SH SOLE 0 31500 0 AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 032037103 148 7094 SH SOLE 0 7094 0 AMPHENOL CORP CL A COMMON STOCK 032095101 14,540 370173 SH SOLE 0 370173 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMREP CORP COMMON STOCK USD.1 032159105 273 21694 SH SOLE 0 21694 0 AMSURG CORP COMMON STOCK NPV 03232P405 1,460 81953 SH SOLE 0 81953 0 AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 368 44030 SH SOLE 0 44030 0 AMYLIN PHARMACEUTICALS INC COMMON STOCK 032346108 4,761 253260 SH SOLE 0 253260 0 USD.001 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 2,485 206412 SH SOLE 0 206412 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 43,458 1204143 SH SOLE 0 1204143 0 ANADIGICS INC COMMON STOCK USD.01 032515108 482 110504 SH SOLE 0 110504 0 ANADYS PHARMACEUTICALS INC COMMON STOCK 03252Q408 277 144100 SH SOLE 0 144100 0 USD.001 ANALOG DEVICES INC COMMON STOCK 032654105 20,626 740351 SH SOLE 0 740351 0 USD.167 ANALOGIC CORP COMMON STOCK USD.05 032657207 3,181 69892 SH SOLE 0 69892 0 ANALYSTS INTERNATIONAL CORP COMMON STOCK USD.1 032681207 28 11188 SH SOLE 0 11188 0 ANAREN INC COMMON STOCK USD.01 032744104 1,102 73767 SH SOLE 0 73767 0 ANCESTRY.COM INC COMMON STOCK USD.01 032803108 301 17100 SH SOLE 0 17100 0 ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.1 032839102 53 117560 SH SOLE 0 117560 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 1,636 50194 SH SOLE 0 50194 0 ANGEION CORP COMMON STOCK USD.1 03462H404 91 22910 SH SOLE 0 22910 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1,687 114346 SH SOLE 0 114346 0 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,177 199900 SH SOLE 0 199900 0 ANIMAL HEALTH INTERNATIONAL COMMON STOCK USD.01 03525N109 354 142838 SH SOLE 0 142838 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 1,230 28869 SH SOLE 0 28869 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 20,088 1171336 SH SOLE 0 1171336 0 ANNTAYLOR STORES CORP COMMON STOCK 036115103 3,212 197437 SH SOLE 0 197437 0 USD.0068 ANSYS INC COMMON STOCK USD.01 03662Q105 9,948 245208 SH SOLE 0 245208 0 ANSWERS CORP COMMON STOCK 03662X100 229 31300 SH SOLE 0 31300 0 USD.001 ANTARES PHARMA INC COMMON STOCK USD.01 036642106 586 333100 SH SOLE 0 333100 0 ANTHERA PHARMACEUTICALS INC COMMON STOCK 03674U102 1 200 SH SOLE 0 200 0 ANTIGENICS INC COMMON STOCK USD.01 037032109 180 222323 SH SOLE 0 222323 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 5,880 825782 SH SOLE 0 825782 0 AON CORP COMMON STOCK USD1.0 037389103 22,086 595002 SH SOLE 0 595002 0 A123 SYSTEMS INC COMMON STOCK 03739T108 1,287 136500 SH SOLE 0 136500 0 USD.001 AOXING PHARMACEUTICAL CO INC COMMON STOCK 03740A106 3 1000 SH SOLE 0 1000 0 APACHE CORP COMMON STOCK 037411105 70,505 837456 SH SOLE 0 837456 0 USD.625 APARTMENT INVT + MGMT CO A REIT USD.01 03748R101 11,066 571280 SH SOLE 0 571280 0 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1,015 93698 SH SOLE 0 93698 0 USD.333 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 20,102 473313 SH SOLE 0 473313 0 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 75 8020 SH SOLE 0 8020 0 USD.001 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 9 537 SH SOLE 0 537 0 APPLE INC COMMON STOCK NPV 037833100 577,256 2294977 SH SOLE 0 2294977 0 APPLIANCE RECYCLING CTRS AMR COMMON STOCK NPV 03814F205 16 5993 SH SOLE 0 5993 0 APPLIED ENERGETICS INC COMMON STOCK 03819M106 184 179100 SH SOLE 0 179100 0 USD.001 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 4,092 161619 SH SOLE 0 161619 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 33,454 2783181 SH SOLE 0 2783181 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 1,620 154585 SH SOLE 0 154585 0 APPLIED SIGNAL TECHNOLOGY COMMON STOCK NPV 038237103 1,232 62680 SH SOLE 0 62680 0 APTARGROUP INC COMMON STOCK USD.01 038336103 7,417 196118 SH SOLE 0 196118 0 APPROACH RESOURCES INC COMMON STOCK USD.01 03834A103 293 42590 SH SOLE 0 42590 0 AQUA AMERICA INC COMMON STOCK USD.5 03836W103 6,212 351340 SH SOLE 0 351340 0 ARABIAN AMERICAN DEVELOPMENT COMMON STOCK USD.1 038465100 17 7600 SH SOLE 0 7600 0 ARBINET CORP COMMON STOCK 03875P407 209 26251 SH SOLE 0 26251 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ARBITRON INC COMMON STOCK USD.5 03875Q108 3,263 127302 SH SOLE 0 127302 0 ARBOR REALTY TRUST INC REIT USD.01 038923108 398 77059 SH SOLE 0 77059 0 ARCADIA RESOURCES INC COMMON STOCK 039209101 360 679821 SH SOLE 0 679821 0 USD.001 ARCH CHEMICALS INC COMMON STOCK USD1.0 03937R102 951 30926 SH SOLE 0 30926 0 ARCH COAL INC COMMON STOCK USD.01 039380100 8,500 429066 SH SOLE 0 429066 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 41,764 1617505 SH SOLE 0 1617505 0 ARCHIPELAGO LEARNING INC COMMON STOCK 03956P102 6 500 SH SOLE 0 500 0 USD.001 ARCSIGHT INC COMMON STOCK USD1E 039666102 2,271 101444 SH SOLE 0 101444 0 05.0 ARCTIC CAT INC COMMON STOCK USD.01 039670104 547 60000 SH SOLE 0 60000 0 ARDEA BIOSCIENCES INC COMMON STOCK 03969P107 426 20740 SH SOLE 0 20740 0 USD.001 ARDEN GROUP INC CL A COMMON STOCK USD.25 039762109 268 3047 SH SOLE 0 3047 0 ARENA PHARMACEUTICALS INC COMMON STOCK 040047102 689 224575 SH SOLE 0 224575 0 USD.0001 ARENA RESOURCES INC COMMON STOCK 040049108 4,403 138017 SH SOLE 0 138017 0 USD.001 ARGAN INC COMMON STOCK USD.15 04010E109 100 9600 SH SOLE 0 9600 0 ARES CAPITAL CORP COMMON STOCK 04010L103 97 7767 SH SOLE 0 7767 0 USD.001 ARGON ST INC COMMON STOCK USD.01 040149106 2,582 75302 SH SOLE 0 75302 0 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 679 240773 SH SOLE 0 240773 0 USD.001 ARIBA INC COMMON STOCK 04033V203 6,273 393806 SH SOLE 0 393806 0 USD.002 ARK RESTAURANTS CORP COMMON STOCK USD.01 040712101 119 8900 SH SOLE 0 8900 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 379 18255 SH SOLE 0 18255 0 ARLINGTON ASSET INVESTMENT A COMMON STOCK USD.01 041356205 687 36501 SH SOLE 0 36501 0 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 1,301 43123 SH SOLE 0 43123 0 AROTECH CORP COMMON STOCK USD.01 042682203 44 30142 SH SOLE 0 30142 0 ARRHYTHMIA RESEARCH TECH COMMON STOCK USD.01 042698308 110 23000 SH SOLE 0 23000 0 ARQULE INC COMMON STOCK USD.01 04269E107 533 123864 SH SOLE 0 123864 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 6,239 612222 SH SOLE 0 612222 0 ARRAY BIOPHARMA INC COMMON STOCK 04269X105 45 14860 SH SOLE 0 14860 0 USD.001 ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 7,536 337192 SH SOLE 0 337192 0 ARROW FINANCIAL CORP COMMON STOCK USD1.0 042744102 1,355 58660 SH SOLE 0 58660 0 ARROWHEAD RESEARCH CORP COMMON STOCK 042797100 24 21981 SH SOLE 0 21981 0 USD.001 ART TECHNOLOGY GROUP INC COMMON STOCK USD.01 04289L107 1,209 353653 SH SOLE 0 353653 0 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1.0 043113208 262 14174 SH SOLE 0 14174 0 ARTHROCARE CORP COMMON STOCK 043136100 34 1100 SH SOLE 0 1100 0 USD.001 ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 1,174 74595 SH SOLE 0 74595 0 USD.001 ART S WAY MANUFACTURING CO COMMON STOCK USD.01 043168103 17 3219 SH SOLE 0 3219 0 ARUBA NETWORKS INC COMMON STOCK 043176106 3,620 254246 SH SOLE 0 254246 0 USD.0001 ARVINMERITOR INC COMMON STOCK USD1.0 043353101 1,947 148643 SH SOLE 0 148643 0 ARYX THERAPEUTICS INC COMMON STOCK 043387109 20 48100 SH SOLE 0 48100 0 USD.001 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1,007 95538 SH SOLE 0 95538 0 ASCENT MEDIA CORP A COMMON STOCK USD.01 043632108 454 17977 SH SOLE 0 17977 0 ASCENT SOLAR TECHNOLOGIES COMMON STOCK 043635101 194 71020 SH SOLE 0 71020 0 USD.0001 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 3,020 411938 SH SOLE 0 411938 0 ASHLAND INC COMMON STOCK USD.01 044209104 7,102 153003 SH SOLE 0 153003 0 ASIAINFO HOLDINGS INC COMMON STOCK USD.01 04518A104 59 2700 SH SOLE 0 2700 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 28 2600 SH SOLE 0 2600 0 ASPENBIO PHARMA INC COMMON STOCK NPV 045346103 59 60265 SH SOLE 0 60265 0 ASSET ACCEPTANCE CAPITAL COMMON STOCK USD.01 04543P100 213 51431 SH SOLE 0 51431 0 ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 507 17130 SH SOLE 0 17130 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 4,712 384357 SH SOLE 0 384357 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 1,694 130821 SH SOLE 0 130821 0 ASSURANT INC COMMON STOCK USD.01 04621X108 10,332 297750 SH SOLE 0 297750 0 ASTA FUNDING INC COMMON STOCK USD.01 046220109 203 20564 SH SOLE 0 20564 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 478 17226 SH SOLE 0 17226 0 ASTEA INTL INC COMMON STOCK USD.01 04622E208 155 61574 SH SOLE 0 61574 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2,556 185737 SH SOLE 0 185737 0 ASTRO MED INC COMMON STOCK USD.05 04638F108 139 19382 SH SOLE 0 19382 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 213 13018 SH SOLE 0 13018 0 ASTROTECH CORP COMMON STOCK NPV 046484101 2 1625 SH SOLE 0 1625 0 ASURE SOFTWARE INC COMMON STOCK USD.01 04649U102 49 22370 SH SOLE 0 22370 0 ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 2,812 107613 SH SOLE 0 107613 0 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 5,216 189397 SH SOLE 0 189397 0 USD.0005 ATLANTIC AMERICAN CORP COMMON STOCK USD1.0 048209100 71 53025 SH SOLE 0 53025 0 ATLANTIC COAST FEDERAL/WAYCR COMMON STOCK USD.01 048425102 236 78779 SH SOLE 0 78779 0 ATLANTIC SOUTHERN FINANCIAL COMMON STOCK USD5.0 048877104 6 4200 SH SOLE 0 4200 0 ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 1,020 24691 SH SOLE 0 24691 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 3,754 79033 SH SOLE 0 79033 0 ATLAS ENERGY INC COMMON STOCK USD.01 049298102 3,877 143212 SH SOLE 0 143212 0 ATLAS PIPELINE HOLDINGS LP LTD PART 04939R108 201 50490 SH SOLE 0 50490 0 ATMEL CORP COMMON STOCK 049513104 4,553 948536 SH SOLE 0 948536 0 USD.001 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 3,153 116607 SH SOLE 0 116607 0 ATRICURE INC COMMON STOCK 04963C209 118 17768 SH SOLE 0 17768 0 USD.001 ATRINSIC INC COMMON STOCK USD.01 04964C109 37 41166 SH SOLE 0 41166 0 ATRION CORPORATION COMMON STOCK USD.1 049904105 621 4600 SH SOLE 0 4600 0 ATWOOD OCEANICS INC COMMON STOCK USD1.0 050095108 2,283 89466 SH SOLE 0 89466 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 552 75153 SH SOLE 0 75153 0 AUTHENTIDATE HOLDING CORP COMMON STOCK 052666104 106 168069 SH SOLE 0 168069 0 USD.001 AUTOBYTEL INC COMMON STOCK 05275N106 261 229000 SH SOLE 0 229000 0 USD.001 AUTODESK INC COMMON STOCK USD.01 052769106 12,654 519475 SH SOLE 0 519475 0 AUTOLIV INC COMMON STOCK USD1.0 052800109 778 16265 SH SOLE 0 16265 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 51,829 1287358 SH SOLE 0 1287358 0 AUTONATION INC COMMON STOCK USD.01 05329W102 7,651 392341 SH SOLE 0 392341 0 AUTOZONE INC COMMON STOCK USD.01 053332102 24,909 128915 SH SOLE 0 128915 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 1,883 80148 SH SOLE 0 80148 0 AVALON HOLDINGS CORP A COMMON STOCK USD.01 05343P109 13 5200 SH SOLE 0 5200 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 36,182 387509 SH SOLE 0 387509 0 AVANIR PHARMACEUTICALS INC A COMMON STOCK NPV 05348P401 797 310300 SH SOLE 0 310300 0 AVATAR HOLDINGS INC COMMON STOCK USD1.0 053494100 185 9623 SH SOLE 0 9623 0 AVEO PHARMACEUTICALS INC COMMON STOCK 053588109 3 400 SH SOLE 0 400 0 AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 7,960 247732 SH SOLE 0 247732 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 610 168104 SH SOLE 0 168104 0 AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 503 39475 SH SOLE 0 39475 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 4,191 426760 SH SOLE 0 426760 0 AVISTA CORP COMMON STOCK NPV 05379B107 5,181 265299 SH SOLE 0 265299 0 AVNET INC COMMON STOCK USD1.0 053807103 9,517 394713 SH SOLE 0 394713 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 25,188 950494 SH SOLE 0 950494 0 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 467 301014 SH SOLE 0 301014 0 USD.001 BB+T CORP COMMON STOCK USD5.0 054937107 53,906 2048873 SH SOLE 0 2048873 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- B+G FOODS INC CLASS A COMMON STOCK USD.01 05508R106 655 60761 SH SOLE 0 60761 0 BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 777 152017 SH SOLE 0 152017 0 BJ S WHOLESALE CLUB INC COMMON STOCK USD.01 05548J106 7,829 211548 SH SOLE 0 211548 0 BOK FINANCIAL CORPORATION COMMON STOCK USD6E 05561Q201 3,649 76873 SH SOLE 0 76873 0 05.0 BP PRUDHOE BAY ROYALTY TRUST ROYALTY TRST NPV 055630107 3,830 42965 SH SOLE 0 42965 0 BPZ RESOURCES INC COMMON STOCK NPV 055639108 548 132038 SH SOLE 0 132038 0 BRT REALTY TRUST REIT USD3.0 055645303 59 10003 SH SOLE 0 10003 0 BRE PROPERTIES INC REIT USD.01 05564E106 8,528 230930 SH SOLE 0 230930 0 BSD MEDICAL CORP COMMON STOCK 055662100 33 28043 SH SOLE 0 28043 0 USD.001 BNC BANCORP COMMON STOCK NPV 05566T101 6 600 SH SOLE 0 600 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 647 45800 SH SOLE 0 45800 0 BMP SUNSTONE CORP COMMON STOCK 05569C105 7 1332 SH SOLE 0 1332 0 USD.001 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 15,517 448084 SH SOLE 0 448084 0 BTU INTERNATIONAL INC COMMON STOCK USD.01 056032105 205 35273 SH SOLE 0 35273 0 BADGER METER INC COMMON STOCK USD1.0 056525108 1,860 48076 SH SOLE 0 48076 0 MICHAEL BAKER CORP COMMON STOCK USD1.0 057149106 1,453 41629 SH SOLE 0 41629 0 BAKER HUGHES INC COMMON STOCK USD1.0 057224107 38,461 925218.368 SH SOLE 0 925218.368 0 BAKERS FOOTWEAR GROUP INC COMMON STOCK 057465106 5 6200 SH SOLE 0 6200 0 USD.0001 BALCHEM CORP COMMON STOCK 057665200 2,724 108962 SH SOLE 0 108962 0 USD.0667 BALDOR ELECTRIC COMMON STOCK USD.1 057741100 5,020 139134 SH SOLE 0 139134 0 BALDWIN + LYONS INC CL B COMMON STOCK NPV 057755209 1,022 48646 SH SOLE 0 48646 0 BALDWIN TECHNOLOGY CO CL A COMMON STOCK USD.01 058264102 252 213930 SH SOLE 0 213930 0 BALL CORP COMMON STOCK NPV 058498106 8,181 154855 SH SOLE 0 154855 0 BALLANTYNE STRONG INC COMMON STOCK USD.01 058516105 573 79138 SH SOLE 0 79138 0 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 4,610 142343 SH SOLE 0 142343 0 BANCFIRST CORP COMMON STOCK USD1.0 05945F103 499 13670 SH SOLE 0 13670 0 BANCORP RHODE ISLAND INC COMMON STOCK USD.01 059690107 670 25560 SH SOLE 0 25560 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 4,303 240660 SH SOLE 0 240660 0 BANCORP INC/THE COMMON STOCK USD1.0 05969A105 702 89600 SH SOLE 0 89600 0 BANCTRUST FINANCIAL GROUP COMMON STOCK USD.01 05978R107 208 56211 SH SOLE 0 56211 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 405,583 28224253 SH SOLE 0 28224253 0 BANK OF FLORIDA CORP COMMON STOCK USD.01 062128103 1 16500 SH SOLE 0 16500 0 BANK OF GRANITE CORP COMMON STOCK USD1.0 062401104 42 36919 SH SOLE 0 36919 0 BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 6,745 139501 SH SOLE 0 139501 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 694 21742 SH SOLE 0 21742 0 BANK MUTUAL CORP COMMON STOCK USD.01 063750103 504 88744 SH SOLE 0 88744 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,863 52511 SH SOLE 0 52511 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 80,229 3249442 SH SOLE 0 3249442 0 BANK OF THE CAROLINAS(NC) COMMON STOCK USD5.0 06425J102 78 22565 SH SOLE 0 22565 0 BANKATLANTIC BANCORP INC A COMMON STOCK USD.01 065908600 187 133505 SH SOLE 0 133505 0 BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 48 5728 SH SOLE 0 5728 0 BANNER CORPORATION COMMON STOCK USD.01 06652V109 144 72633 SH SOLE 0 72633 0 BAR HARBOR BANKSHARES COMMON STOCK USD2.0 066849100 137 5500 SH SOLE 0 5500 0 CR BARD INC COMMON STOCK USD.25 067383109 17,094 220477 SH SOLE 0 220477 0 BARNES + NOBLE INC COMMON STOCK 067774109 1,965 152341 SH SOLE 0 152341 0 USD.001 BARNES GROUP INC COMMON STOCK USD.01 067806109 455 27764 SH SOLE 0 27764 0 BARNWELL INDUSTRIES INC COMMON STOCK USD.5 068221100 69 24600 SH SOLE 0 24600 0 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 862 69501 SH SOLE 0 69501 0 BILL BARRETT CORP COMMON STOCK 06846N104 2,263 73555 SH SOLE 0 73555 0 USD.001 BARRY (R.G.) COMMON STOCK USD1.0 068798107 377 34142 SH SOLE 0 34142 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 374 48591 SH SOLE 0 48591 0 BASSETT FURNITURE INDS COMMON STOCK USD5.0 070203104 221 51743 SH SOLE 0 51743 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 60,219 1481774 SH SOLE 0 1481774 0 BAY NATIONAL CORP COMMON STOCK USD.01 072500101 2 11700 SH SOLE 0 11700 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 7,444 292708 SH SOLE 0 292708 0 BEACH FIRST NATL BANCSHARES COMMON STOCK USD1.0 073334104 0 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 84 256200 SH SOLE 0 256200 0 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 2,238 124196 SH SOLE 0 124196 0 BEASLEY BROADCAST GRP INC A COMMON STOCK 074014101 354 72683 SH SOLE 0 72683 0 USD.001 BEAZER HOMES USA INC COMMON STOCK 07556Q105 1,289 354973 SH SOLE 0 354973 0 USD.001 BEBE STORES INC COMMON STOCK 075571109 1,080 168780 SH SOLE 0 168780 0 USD.001 BECKMAN COULTER INC COMMON STOCK USD.1 075811109 8,212 136205 SH SOLE 0 136205 0 BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 38,467 568863 SH SOLE 0 568863 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 19,658 530150 SH SOLE 0 530150 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 281 17027 SH SOLE 0 17027 0 BELDEN INC COMMON STOCK USD.01 077454106 2,799 127216 SH SOLE 0 127216 0 BELL MICROPRODUCTS INC COMMON STOCK USD.01 078137106 9 1300 SH SOLE 0 1300 0 BELO CORPORATION A COMMON STOCK 080555105 1,961 344687 SH SOLE 0 344687 0 USD1.67 BEMIS COMPANY COMMON STOCK USD.1 081437105 8,371 310024 SH SOLE 0 310024 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 4,200 265015 SH SOLE 0 265015 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 610 61791 SH SOLE 0 61791 0 BENIHANA INC CLASS A COMMON STOCK USD.1 082047200 334 56412 SH SOLE 0 56412 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 10,237 386871 SH SOLE 0 386871 0 BERKSHIRE BANCORP INC COMMON STOCK USD.1 084597202 37 7345 SH SOLE 0 7345 0 BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5.0 084670108 398,880 3324 SH SOLE 0 3324 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 79,082 992372 SH SOLE 0 992372 0 USD.0033 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 936 48071 SH SOLE 0 48071 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 2,753 107032 SH SOLE 0 107032 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 29,972 885187 SH SOLE 0 885187 0 BIDZ.COM INC COMMON STOCK 08883T200 4 2900 SH SOLE 0 2900 0 USD.001 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 752 57238 SH SOLE 0 57238 0 BIG LOTS INC COMMON STOCK USD.01 089302103 8,434 262837 SH SOLE 0 262837 0 BIGBAND NETWORKS INC COMMON STOCK 089750509 372 123054 SH SOLE 0 123054 0 USD.001 BIGLARI HOLDINGS INC COMMON STOCK 08986R101 1,658 5780 SH SOLE 0 5780 0 BIO RAD LABORATORIES CL A COMMON STOCK 090572207 3,566 41232 SH SOLE 0 41232 0 USD.0001 BIO REFERENCE LABS INC COMMON STOCK USD.01 09057G602 2,891 130418 SH SOLE 0 130418 0 BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 09058V103 600 101500 SH SOLE 0 101500 0 BIODELIVERY SCIENCES INTL COMMON STOCK 09060J106 18 8000 SH SOLE 0 8000 0 USD.001 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 4,173 220101 SH SOLE 0 220101 0 USD.001 BIOGEN IDEC INC COMMON STOCK 09062X103 28,930 609702 SH SOLE 0 609702 0 USD.0005 BIOMED REALTY TRUST INC REIT USD.01 09063H107 6,660 413899 SH SOLE 0 413899 0 BIONOVO INC COMMON STOCK 090643107 56 140900 SH SOLE 0 140900 0 USD.001 BIODEL INC COMMON STOCK USD.01 09064M105 241 63739 SH SOLE 0 63739 0 BIOMIMETIC THERAPEUTICS INC COMMON STOCK 09064X### -## -#### SH SOLE 0 -3219 0 USD.001 BIOSANTE PHARMACEUTICALS INC COMMON STOCK NPV 09065V203 359 203819 SH SOLE 0 203819 0 BIOTIME INC COMMON STOCK NPV 09066L105 92 14900 SH SOLE 0 14900 0 BIOSPHERE MEDICAL INC COMMON STOCK USD.01 09066V103 384 88807 SH SOLE 0 88807 0 BIOSCRIP INC COMMON STOCK 09069N108 1,510 288228 SH SOLE 0 288228 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BIOCLINICA INC COMMON STOCK 09071B100 276 67200 SH SOLE 0 67200 0 USD.00025 BIOLASE TECHNOLOGY INC COMMON STOCK 090911108 131 88184 SH SOLE 0 88184 0 USD.001 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 230 11555 SH SOLE 0 11555 0 USD.001 BIRNER DENTAL MGMT SERVICES COMMON STOCK NPV 091283200 42 2500 SH SOLE 0 2500 0 BITSTREAM INC CLASS A COMMON STOCK USD.01 091736108 96 14700 SH SOLE 0 14700 0 BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 989 41907 SH SOLE 0 41907 0 BLACK BOX CORP COMMON STOCK 091826107 1,835 65783 SH SOLE 0 65783 0 USD.001 BLACKBOARD INC COMMON STOCK USD.01 091935502 4,865 130314 SH SOLE 0 130314 0 BLACK HILLS CORP COMMON STOCK USD1.0 092113109 652 22915 SH SOLE 0 22915 0 BLACKBAUD INC COMMON STOCK 09227Q100 833 38258 SH SOLE 0 38258 0 USD.001 BLACKROCK INC COMMON STOCK USD.01 09247X101 17,329 120846 SH SOLE 0 120846 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK 092533108 23 2354 SH SOLE 0 2354 0 USD.001 BLACKSTONE GROUP LP/THE LTD PART NPV 09253U108 360 37700 SH SOLE 0 37700 0 H+R BLOCK INC COMMON STOCK NPV 093671105 9,364 596824 SH SOLE 0 596824 0 BLOCKBUSTER INC CL A COMMON STOCK USD.01 093679108 169 709540 SH SOLE 0 709540 0 BLONDER TONGUE LABORATORIES COMMON STOCK 093698108 29 22600 SH SOLE 0 22600 0 USD.001 BLOUNT INTERNATIONAL INC COMMON STOCK USD.01 095180105 717 69770 SH SOLE 0 69770 0 BLUE COAT SYSTEMS INC COMMON STOCK 09534T508 2,725 133370 SH SOLE 0 133370 0 USD.0001 BLUE DOLPHIN ENERGY CO COMMON STOCK USD.01 095395208 60 167623 SH SOLE 0 167623 0 BLUE NILE INC COMMON STOCK 09578R103 1,108 23531 SH SOLE 0 23531 0 USD.001 BLUEFLY INC COMMON STOCK USD.01 096227301 6 2919 SH SOLE 0 2919 0 BLUEGREEN CORP COMMON STOCK USD.01 096231105 37 12457 SH SOLE 0 12457 0 BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H109 145 55300 SH SOLE 0 55300 0 BLYTH INC COMMON STOCK USD.02 09643P207 781 22913 SH SOLE 0 22913 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 3,354 136246 SH SOLE 0 136246 0 BOEING CO COMMON STOCK USD5.0 097023105 98,459 1569072 SH SOLE 0 1569072 0 BOISE INC COMMON STOCK 09746Y105 1,654 301191 SH SOLE 0 301191 0 USD.0001 BOLT TECHNOLOGY CORP COMMON STOCK NPV 097698104 763 87200 SH SOLE 0 87200 0 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 511 52443 SH SOLE 0 52443 0 BOOKS A MILLION INC COMMON STOCK USD.01 098570104 206 34300 SH SOLE 0 34300 0 BOOTS + COOTS INC COMMON STOCK USD1E 099469504 1,180 399900 SH SOLE 0 399900 0 05.0 BORDERS GROUP INC COMMON STOCK 099709107 466 350076 SH SOLE 0 350076 0 USD.001 BORGWARNER INC COMMON STOCK USD.01 099724106 8,529 228416 SH SOLE 0 228416 0 BOSTON BEER COMPANY INC CL A COMMON STOCK USD.01 100557107 1,109 16443 SH SOLE 0 16443 0 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.0 101119105 1,356 210916 SH SOLE 0 210916 0 BOSTON PROPERTIES INC REIT USD.01 101121101 45,672 640198 SH SOLE 0 640198 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 21,176 3650978 SH SOLE 0 3650978 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK 101388106 1,904 146154 SH SOLE 0 146154 0 USD.001 BOVIE MEDICAL CORP COMMON STOCK 10211F100 44 14600 SH SOLE 0 14600 0 USD.001 BOWL AMERICA INC CLASS A COMMON STOCK USD.1 102565108 83 5912 SH SOLE 0 5912 0 BOWNE + CO INC COMMON STOCK USD.01 103043105 827 73696 SH SOLE 0 73696 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 673 79292 SH SOLE 0 79292 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 971 38947 SH SOLE 0 38947 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 5,235 486950 SH SOLE 0 486950 0 BREEZE EASTERN CORP COMMON STOCK USD.01 106764103 106 18000 SH SOLE 0 18000 0 BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV 108030107 184 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 124 5100 SH SOLE 0 5100 0 BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01 10807M105 680 42996 SH SOLE 0 42996 0 BRIDGELINE DIGITAL INC COMMON STOCK 10807Q205 6 5300 SH SOLE 0 5300 0 USD.001 BRIDGFORD FOODS CORP COMMON STOCK USD1.0 108763103 334 23872 SH SOLE 0 23872 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 3,549 208505 SH SOLE 0 208505 0 BRIGHAM EXPLORATION CO COMMON STOCK USD.01 109178103 5,463 355211 SH SOLE 0 355211 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 1,623 231791 SH SOLE 0 231791 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 2,745 189839 SH SOLE 0 189839 0 BRINK S CO/THE COMMON STOCK USD1.0 109696104 3,395 178410 SH SOLE 0 178410 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 125,044 5013785 SH SOLE 0 5013785 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 1,348 45855 SH SOLE 0 45855 0 BROADCOM CORP CL A COMMON STOCK 111320107 34,315 1040802 SH SOLE 0 1040802 0 USD.0001 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 5,493 288369 SH SOLE 0 288369 0 BROADWIND ENERGY INC COMMON STOCK 11161T108 1,145 408800 SH SOLE 0 408800 0 USD.001 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 5,331 1033066 SH SOLE 0 1033066 0 USD.001 BRONCO DRILLING CO INC COMMON STOCK USD.01 112211107 303 90410 SH SOLE 0 90410 0 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 3,523 234883 SH SOLE 0 234883 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 472 70074 SH SOLE 0 70074 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 14,402 1025809 SH SOLE 0 1025809 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 3,800 427924 SH SOLE 0 427924 0 BROOKLYN FEDERAL BANCORP INC COMMON STOCK USD.01 114039100 9 1934 SH SOLE 0 1934 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 1,311 169569 SH SOLE 0 169569 0 BROWN + BROWN INC COMMON STOCK USD.1 115236101 7,037 367660 SH SOLE 0 367660 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 16,213 283296 SH SOLE 0 283296 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 1,740 114650 SH SOLE 0 114650 0 BRUKER CORP COMMON STOCK USD.01 116794108 4,117 338589 SH SOLE 0 338589 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 1,218 97964 SH SOLE 0 97964 0 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 743 37166 SH SOLE 0 37166 0 BRYN MAWR BANK CORP COMMON STOCK USD1.0 117665109 393 23440 SH SOLE 0 23440 0 BSQUARE CORP COMMON STOCK NPV 11776U300 96 42450 SH SOLE 0 42450 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 778 78149 SH SOLE 0 78149 0 BUCKLE INC/THE COMMON STOCK USD.01 118440106 5,264 162355 SH SOLE 0 162355 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 9,959 209874 SH SOLE 0 209874 0 BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 6,326 172927 SH SOLE 0 172927 0 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 319 47055 SH SOLE 0 47055 0 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 722 300981 SH SOLE 0 300981 0 BURGER KING HOLDINGS INC COMMON STOCK USD.01 121208201 4,291 254788 SH SOLE 0 254788 0 C+D TECHNOLOGIES INC COMMON STOCK USD.01 124661109 104 118100 SH SOLE 0 118100 0 C + F FINANCIAL CORP COMMON STOCK USD1.0 12466Q104 27 1550 SH SOLE 0 1550 0 CAS MEDICAL SYSTEMS INC COMMON STOCK 124769209 12 6600 SH SOLE 0 6600 0 USD.004 CAI INTERNATIONAL INC COMMON STOCK 12477X106 800 67200 SH SOLE 0 67200 0 USD.0001 CBIZ INC COMMON STOCK USD.01 124805102 2,183 343194 SH SOLE 0 343194 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 7,075 568727 SH SOLE 0 568727 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 24,912 1926706 SH SOLE 0 1926706 0 USD.001 CCA INDUSTRIES INC COMMON STOCK USD.01 124867102 134 24958 SH SOLE 0 24958 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 6,812 500498 SH SOLE 0 500498 0 CBOE HOLDINGS INC COMMON STOCK 12503M108 814 25000 SH SOLE 0 25000 0 CDI CORP COMMON STOCK USD.1 125071100 542 34870 SH SOLE 0 34870 0 CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 2,686 76173 SH SOLE 0 76173 0 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 629 134500 SH SOLE 0 134500 0 CFS BANCORP INC COMMON STOCK USD.01 12525D102 236 48492 SH SOLE 0 48492 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 10,583 166785 SH SOLE 0 166785 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 731 18625 SH SOLE 0 18625 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 23,561 423306 SH SOLE 0 423306 0 CIGNA CORP COMMON STOCK USD.25 125509109 22,091 711233 SH SOLE 0 711233 0 CIT GROUP INC COMMON STOCK USD.01 125581801 21,625 638657 SH SOLE 0 638657 0 CKE RESTAURANTS INC COMMON STOCK USD.01 12561E105 454 36229 SH SOLE 0 36229 0 CLECO CORPORATION COMMON STOCK USD1.0 12561W105 2,967 112356 SH SOLE 0 112356 0 CKX INC COMMON STOCK USD.01 12562M106 515 103223 SH SOLE 0 103223 0 CKX LDS INC COM 12562N104 60 5095 SH SOLE 0 5095 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 47,931 170240 SH SOLE 0 170240 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 8,713 594777 SH SOLE 0 594777 0 CPI CORP COMMON STOCK USD.4 125902106 430 19200 SH SOLE 0 19200 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 209 12692 SH SOLE 0 12692 0 CPI AEROSTRUCTURES INC COMMON STOCK 125919308 115 11700 SH SOLE 0 11700 0 USD.001 CTI INDUSTRIES CORP COMMON STOCK NPV 125961300 54 8000 SH SOLE 0 8000 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 4,944 193428 SH SOLE 0 193428 0 CNB FINANCIAL CORP/PA COMMON STOCK NPV 126128107 266 24200 SH SOLE 0 24200 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 919 57209 SH SOLE 0 57209 0 CPI INTERNATIONAL INC COMMON STOCK USD.01 12618M100 466 29874 SH SOLE 0 29874 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 586 31146 SH SOLE 0 31146 0 CPEX PHARMACEUTICALS INC COMMON STOCK USD.01 12620N104 328 12359 SH SOLE 0 12359 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 3,975 803054 SH SOLE 0 803054 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 1,004 54799 SH SOLE 0 54799 0 CSP INC COMMON STOCK USD.01 126389105 934 218253 SH SOLE 0 218253 0 CSX CORP COMMON STOCK USD1.0 126408103 48,504 977320 SH SOLE 0 977320 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 39 2700 SH SOLE 0 2700 0 CTS CORP COMMON STOCK NPV 126501105 1,528 165354 SH SOLE 0 165354 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 2,101 221117 SH SOLE 0 221117 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 1,671 222246 SH SOLE 0 222246 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 108,683 3706795 SH SOLE 0 3706795 0 CA INC COMMON STOCK USD.1 12673P105 18,650 1013604 SH SOLE 0 1013604 0 CABELA S INC COMMON STOCK USD.01 126804301 2,076 146808 SH SOLE 0 146808 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 16,444 684877 SH SOLE 0 684877 0 CABOT CORP COMMON STOCK USD1.0 127055101 3,422 141929 SH SOLE 0 141929 0 CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 8,165 260699 SH SOLE 0 260699 0 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 1,732 50078 SH SOLE 0 50078 0 USD.001 CACHE INC COMMON STOCK USD.01 127150308 811 142700 SH SOLE 0 142700 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 6,054 142510 SH SOLE 0 142510 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 2,745 474029 SH SOLE 0 474029 0 CADENCE FINANCIAL CORP COMMON STOCK USD1.0 12738A101 42 36600 SH SOLE 0 36600 0 CADENCE PHARMACEUTICALS, INC COMMON STOCK 12738T100 710 101225 SH SOLE 0 101225 0 USD.0001 CADIZ INC COMMON STOCK USD.01 127537207 41 3402 SH SOLE 0 3402 0 CAGLE S INC CLASS A COMMON STOCK USD1.0 127703106 78 15900 SH SOLE 0 15900 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 992 169521 SH SOLE 0 169521 0 CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1,118 35006 SH SOLE 0 35006 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 681 73424 SH SOLE 0 73424 0 CALAMP CORP COMMON STOCK USD.01 128126109 412 193515 SH SOLE 0 193515 0 CALAVO GROWERS INC COMMON STOCK 128246105 738 41070 SH SOLE 0 41070 0 USD.001 CALGON CARBON CORP COMMON STOCK USD.01 129603106 2,021 152676 SH SOLE 0 152676 0 CALIFORNIA COASTAL COMM INC COMMON STOCK USD.05 129915203 96 65885 SH SOLE 0 65885 0 CALIFORNIA FIRST NATL BANCOR COMMON STOCK USD.01 130222102 26 2139 SH SOLE 0 2139 0 CALIFORNIA PIZZA KITCHEN INC COMMON STOCK USD.01 13054D109 2,770 182821 SH SOLE 0 182821 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 1,467 41088 SH SOLE 0 41088 0 CALIPER LIFE SCIENCES INC COMMON STOCK 130872104 1,287 301400 SH SOLE 0 301400 0 USD.001 CALIX NETWORKS INC COMMON STOCK 13100M509 3 300 SH SOLE 0 300 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 833 137950 SH SOLE 0 137950 0 CALLIDUS SOFTWARE INC COMMON STOCK 13123E500 98 29640 SH SOLE 0 29640 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 1,173 186200 SH SOLE 0 186200 0 CALPINE CORP COMMON STOCK 131347304 16,168 1271046 SH SOLE 0 1271046 0 USD.001 CAMAC ENERGY INC COMMON STOCK USD.01 131745101 7 2000 SH SOLE 0 2000 0 CAMBREX CORP COMMON STOCK USD.1 132011107 454 144059 SH SOLE 0 144059 0 CAMBIUM LEARNING GROUP INC COMMON STOCK 13201A107 3 700 SH SOLE 0 700 0 USD.001 CAMCO FINANCIAL CORP COMMON STOCK USD1.0 132618109 98 38965 SH SOLE 0 38965 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 975 35510 SH SOLE 0 35510 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 10,114 247600 SH SOLE 0 247600 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 21,646 665630 SH SOLE 0 665630 0 CAMPBELL SOUP CO COMMON STOCK 134429109 22,594 630601 SH SOLE 0 630601 0 USD.0375 CANO PETROLEUM INC COMMON STOCK 137801106 91 119250 SH SOLE 0 119250 0 USD.0001 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 517 30952 SH SOLE 0 30952 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 65 9047 SH SOLE 0 9047 0 CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 8,114 99739 SH SOLE 0 99739 0 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 139674105 737 59564 SH SOLE 0 59564 0 CAPITAL BANK CORP COMMON STOCK NPV 139793103 86 26330 SH SOLE 0 26330 0 CAPITAL GOLD CORP COMMON STOCK 14018Y205 8 2000 SH SOLE 0 2000 0 USD.001 CAPLEASE INC REIT USD.01 140288101 1,380 299383 SH SOLE 0 299383 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 49,115 1218735 SH SOLE 0 1218735 0 CAPITAL SENIOR LIVING CORP COMMON STOCK USD.01 140475104 498 100116 SH SOLE 0 100116 0 CAPITAL SOUTHWEST CORP COMMON STOCK USD1.0 140501107 9 107 SH SOLE 0 107 0 CAPITAL TRUST CL A REIT USD.01 14052H506 264 160175 SH SOLE 0 160175 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 3,802 798791 SH SOLE 0 798791 0 CAPITOL BANCORP LTD COMMON STOCK NPV 14056D105 81 63800 SH SOLE 0 63800 0 CAPITOL FEDERAL FINANCIAL COMMON STOCK USD.01 14057C106 3,433 103529 SH SOLE 0 103529 0 CAPSTONE TURBINE CORP COMMON STOCK 14067D102 795 810807 SH SOLE 0 810807 0 USD.001 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 1,504 136025 SH SOLE 0 136025 0 CAPSTONE THERAPEUTICS CORP COMMON STOCK 14068E109 45 67500 SH SOLE 0 67500 0 CARACO PHARM LABS LTD COMMON STOCK NPV 14075T107 494 104727 SH SOLE 0 104727 0 CARBO CERAMICS INC COMMON STOCK USD.01 140781105 11,367 157457 SH SOLE 0 157457 0 CARDIAC SCIENCE CORP COMMON STOCK 14141A108 104 105731 SH SOLE 0 105731 0 USD.001 CARDICA INC COMMON STOCK 14141R101 82 50000 SH SOLE 0 50000 0 USD.001 CARDINAL FINANCIAL CORP COMMON STOCK USD1.0 14149F109 984 106525 SH SOLE 0 106525 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 31,981 951530 SH SOLE 0 951530 0 CARDIONET INC COMMON STOCK 14159L103 577 105310 SH SOLE 0 105310 0 USD.001 CARDIOVASCULAR SYSTEMS INC COMMON STOCK NPV 141619106 45 10080 SH SOLE 0 10080 0 CARDTRONICS INC COMMON STOCK 14161H108 2,671 206096 SH SOLE 0 206096 0 USD.0001 CARE INVESTMENT TRUST INC REIT USD.001 141657106 422 48594 SH SOLE 0 48594 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 5,747 249632 SH SOLE 0 249632 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 9,133 402352 SH SOLE 0 402352 0 CARDIUM THERAPEUTICS INC COMMON STOCK 141916106 31 90300 SH SOLE 0 90300 0 USD.0001 CARIBOU COFFEE CO INC COMMON STOCK USD.01 142042209 458 48352 SH SOLE 0 48352 0 CARLISLE COS INC COMMON STOCK USD1.0 142339100 6,769 187345 SH SOLE 0 187345 0 CARMAX INC COMMON STOCK USD.5 143130102 8,054 404745 SH SOLE 0 404745 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 386 63739 SH SOLE 0 63739 0 CARNIVAL CORP UNIT USD.01 143658300 26,505 876499 SH SOLE 0 876499 0 CARRIAGE SERVICES INC COMMON STOCK USD.01 143905107 725 155600 SH SOLE 0 155600 0 CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 4,606 140300 SH SOLE 0 140300 0 CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 925 59571 SH SOLE 0 59571 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CARROLLTON BANCORP COMMON STOCK USD1.0 145282109 79 14363 SH SOLE 0 14363 0 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 14574X104 334 73117 SH SOLE 0 73117 0 CARTER S INC COMMON STOCK USD.01 146229109 4,385 167034 SH SOLE 0 167034 0 CARVER BANCORP INC COMMON STOCK USD.01 146875109 19 2400 SH SOLE 0 2400 0 CASCADE BANCORP COMMON STOCK NPV 147154108 46 95420 SH SOLE 0 95420 0 CASCADE CORP COMMON STOCK USD.5 147195101 160 4491 SH SOLE 0 4491 0 CASCADE FINANCIAL CORP COMMON STOCK USD.01 147272108 24 50399 SH SOLE 0 50399 0 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 367 95967 SH SOLE 0 95967 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 7,603 217861 SH SOLE 0 217861 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 2,861 83478 SH SOLE 0 83478 0 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 14808P109 430 12543 SH SOLE 0 12543 0 CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 646 46499 SH SOLE 0 46499 0 CASUAL MALE RETAIL GROUP INC COMMON STOCK USD.01 148711302 350 102241 SH SOLE 0 102241 0 CATALYST HEALTH SOLUTIONS IN COMMON STOCK USD.01 14888B103 4,629 134183 SH SOLE 0 134183 0 CATALYST PHARMACEUTICAL PART COMMON STOCK 14888U101 10 10500 SH SOLE 0 10500 0 USD.001 CATERPILLAR INC COMMON STOCK USD1.0 149123101 84,650 1409190 SH SOLE 0 1409190 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 800 77448 SH SOLE 0 77448 0 CATO CORP CLASS A COMMON STOCK 149205106 2,684 121909 SH SOLE 0 121909 0 USD.033 CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 718 20400 SH SOLE 0 20400 0 CAVIUM NETWORKS INC COMMON STOCK 14965A101 6,805 259849 SH SOLE 0 259849 0 USD.001 CBEYOND INC COMMON STOCK USD.01 149847105 832 66526 SH SOLE 0 66526 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 1,547 257025 SH SOLE 0 257025 0 CEL SCI CORP COMMON STOCK USD.01 150837409 311 634800 SH SOLE 0 634800 0 CELADON GROUP INC COMMON STOCK 150838100 799 56531 SH SOLE 0 56531 0 USD.033 CELANESE CORP SERIES A COMMON STOCK 150870103 8,510 341614 SH SOLE 0 341614 0 USD.0001 CELL THERAPEUTICS INC COMMON STOCK NPV 150934503 718 1913518 SH SOLE 0 1913518 0 CELERA CORP COMMON STOCK USD.01 15100E106 1,992 304150 SH SOLE 0 304150 0 CELGENE CORP COMMON STOCK USD.01 151020104 54,950 1081261 SH SOLE 0 1081261 0 CELLU TISSUE HOLDINGS INC COMMON STOCK 151169109 1,362 175300 SH SOLE 0 175300 0 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 829 181744 SH SOLE 0 181744 0 USD.001 CELSION CORP COMMON STOCK USD.01 15117N305 105 33400 SH SOLE 0 33400 0 CENTENE CORP COMMON STOCK 15135B101 6,045 281144 SH SOLE 0 281144 0 USD.001 CENTER BANCORP INC COMMON STOCK NPV 151408101 226 29766 SH SOLE 0 29766 0 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 359 69800 SH SOLE 0 69800 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 11,336 861367 SH SOLE 0 861367 0 CENTERSTATE BANKS INC COMMON STOCK USD.01 15201P109 440 43586 SH SOLE 0 43586 0 CENTRAL BANCORP INC COMMON STOCK USD1.0 152418109 52 4899 SH SOLE 0 4899 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 3,185 148950 SH SOLE 0 148950 0 CENTRAL FEDERAL CORP COMMON STOCK USD.01 15346Q103 12 7300 SH SOLE 0 7300 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 2,221 247605 SH SOLE 0 247605 0 CENTRAL JERSEY BANCORP COMMON STOCK USD.01 153770102 62 8720 SH SOLE 0 8720 0 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760102 306 204060 SH SOLE 0 204060 0 CENTRAL VALLEY COMM BANCORP COMMON STOCK NPV 155685100 12 1900 SH SOLE 0 1900 0 CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6.0 155771108 601 30429 SH SOLE 0 30429 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 1,984 224721 SH SOLE 0 224721 0 CENTURY BANCORP INC CL A COMMON STOCK USD1.0 156432106 528 23952 SH SOLE 0 23952 0 CENTRUE FINANCIAL CORP COMMON STOCK USD1.0 15643B106 28 14210 SH SOLE 0 14210 0 CENTURY CASINOS INC COMMON STOCK USD.01 156492100 77 35700 SH SOLE 0 35700 0 CENTURYLINK INC COMMON STOCK USD1.0 156700106 22,419 673054 SH SOLE 0 673054 0 CEPHALON INC COMMON STOCK USD.01 156708109 10,831 190848 SH SOLE 0 190848 0 CEPHEID INC COMMON STOCK NPV 15670R107 2,337 145854 SH SOLE 0 145854 0 CENVEO INC COMMON STOCK USD.01 15670S105 131 23949 SH SOLE 0 23949 0 CERADYNE INC COMMON STOCK USD.01 156710105 970 45375 SH SOLE 0 45375 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CERNER CORP COMMON STOCK USD.01 156782104 14,468 190642 SH SOLE 0 190642 0 CERUS CORP COMMON STOCK 157085101 331 104900 SH SOLE 0 104900 0 USD.001 CEVA INC COMMON STOCK 157210105 1,210 96003 SH SOLE 0 96003 0 USD.001 CHAMPION INDUSTRIES INC/WV COMMON STOCK USD1.0 158520106 76 42743 SH SOLE 0 42743 0 CHARLES + COLVARD LTD COMMON STOCK NPV 159765106 1,042 373412 SH SOLE 0 373412 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 6,249 182657 SH SOLE 0 182657 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 1,044 278439 SH SOLE 0 278439 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 1,257 80675 SH SOLE 0 80675 0 CHASE CORP COMMON STOCK USD.1 16150R104 172 15050 SH SOLE 0 15050 0 CHATHAM LODGING TRUST REIT 16208T102 7 400 SH SOLE 0 400 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 3,904 224913 SH SOLE 0 224913 0 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 4,914 220756 SH SOLE 0 220756 0 CHELSEA THERAPEUTICS INTERNA COMMON STOCK NPV 163428105 200 68092 SH SOLE 0 68092 0 CHEMED CORP COMMON STOCK USD1.0 16359R103 5,290 96821 SH SOLE 0 96821 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0 163731102 1,740 79905 SH SOLE 0 79905 0 CHENIERE ENERGY PARTNERS LP LTD PART NPV 16411Q101 263 15425 SH SOLE 0 15425 0 CHENIERE ENERGY INC COMMON STOCK 16411R208 500 177196 SH SOLE 0 177196 0 USD.003 CHEROKEE INC COMMON STOCK USD.02 16444H102 405 23703 SH SOLE 0 23703 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 33,364 1592556 SH SOLE 0 1592556 0 CHESAPEAKE LODGING TRUST COMMON STOCK 165240102 115 7300 SH SOLE 0 7300 0 CHESAPEAKE UTILITIES CORP COMMON STOCK 165303108 1,061 33784 SH SOLE 0 33784 0 USD.4867 CHEVRON CORP COMMON STOCK USD.75 166764100 381,543 5622502 SH SOLE 0 5622502 0 CHEVIOT FINANCIAL CORP COMMON STOCK USD.01 166774109 36 4319 SH SOLE 0 4319 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 79 4200 SH SOLE 0 4200 0 CHICAGO RIVET + MACHINE CO COMMON STOCK USD1.0 168088102 42 2900 SH SOLE 0 2900 0 CHICOPEE BANCORP INC COMMON STOCK NPV 168565109 214 18313 SH SOLE 0 18313 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 4,856 491537 SH SOLE 0 491537 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 2,015 45785 SH SOLE 0 45785 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 4,726 1309146 SH SOLE 0 1309146 0 CHINA AUTOMOTIVE SYSTEMS INC COMMON STOCK 16936R105 25 1400 SH SOLE 0 1400 0 USD.0001 CHINA BAK BATTERY INC COMMON STOCK 16936Y100 3 1740 SH SOLE 0 1740 0 USD.001 CHINA BIOTICS INC COMMON STOCK 16937B109 17 1300 SH SOLE 0 1300 0 USD.001 CHINA HOUSING + LAND DEVELOP COMMON STOCK 16939V103 3 1100 SH SOLE 0 1100 0 USD.001 CHINA PRECISION STEEL INC COMMON STOCK 16941J106 2 1310 SH SOLE 0 1310 0 USD.001 CHINA GREEN AGRICULTURE INC COMMON STOCK 16943W105 4 400 SH SOLE 0 400 0 USD.001 CHINA TRANSINFO TECHNOLOGY COMMON STOCK 169453107 2 400 SH SOLE 0 400 0 USD.001 CHINDEX INTERNATIONAL INC COMMON STOCK USD.01 169467107 459 36667 SH SOLE 0 36667 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 12,864 94027 SH SOLE 0 94027 0 CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1,351 44719 SH SOLE 0 44719 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 2,664 219283 SH SOLE 0 219283 0 CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 594 95905 SH SOLE 0 95905 0 CHROMCRAFT REVINGTON INC COMMON STOCK USD.01 171117104 32 13900 SH SOLE 0 13900 0 CHUBB CORP COMMON STOCK USD1.0 171232101 47,605 951911 SH SOLE 0 951911 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1.0 171340102 12,774 203704 SH SOLE 0 203704 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 887 27055.92 SH SOLE 0 27055.92 0 CHYRON CORP COMMON STOCK USD.01 171605306 53 27466 SH SOLE 0 27466 0 CIBER INC COMMON STOCK USD.01 17163B102 1,030 371820 SH SOLE 0 371820 0 CIENA CORP COMMON STOCK USD.01 171779309 2,167 170937 SH SOLE 0 170937 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 18,129 253267 SH SOLE 0 253267 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2,147 713166 SH SOLE 0 713166 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 12,078 466876 SH SOLE 0 466876 0 CINEDIGM DIGITAL CINEMA A COMMON STOCK 172407108 51 39500 SH SOLE 0 39500 0 USD.001 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 2,231 169646 SH SOLE 0 169646 0 USD.001 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 316 12346 SH SOLE 0 12346 0 CIRRUS LOGIC INC COMMON STOCK 172755100 2,493 157682 SH SOLE 0 157682 0 USD.001 CISCO SYSTEMS INC COMMON STOCK 17275R102 315,951 14826410 SH SOLE 0 14826410 0 USD.001 CINTAS CORP COMMON STOCK NPV 172908105 5,837 243506 SH SOLE 0 243506 0 CITIZENS + NORTHERN CORP COMMON STOCK USD1.0 172922106 463 43276 SH SOLE 0 43276 0 CITIGROUP INC COMMON STOCK USD.01 172967101 213,278 56722963 SH SOLE 0 56722963 0 CITI TRENDS INC COMMON STOCK USD.01 17306X102 2,416 73340 SH SOLE 0 73340 0 CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420109 2,115 2488343 SH SOLE 0 2488343 0 CITIZENS FIRST CORP COMMON STOCK NPV 17462Q107 81 11600 SH SOLE 0 11600 0 CITIZENS HOLDING COMPANY COMMON STOCK USD.2 174715102 3 200 SH SOLE 0 200 0 CITIZENS INC COMMON STOCK NPV 174740100 1,599 240023 SH SOLE 0 240023 0 CITIZENS SOUTH BANKING CORP COMMON STOCK USD.01 176682102 261 46000 SH SOLE 0 46000 0 CITRIX SYSTEMS INC COMMON STOCK 177376100 17,244 408344 SH SOLE 0 408344 0 USD.001 CITY BANK LYNNWOOD WA COMMON STOCK USD1.0 17770A109 17 68130 SH SOLE 0 68130 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 2,642 94774 SH SOLE 0 94774 0 CITY NATIONAL CORP COMMON STOCK USD1.0 178566105 5,685 110963 SH SOLE 0 110963 0 CLARCOR INC COMMON STOCK USD1.0 179895107 5,731 161332 SH SOLE 0 161332 0 CLARIENT INC COMMON STOCK USD.01 180489106 360 116824 SH SOLE 0 116824 0 CLEAN HARBORS INC COMMON STOCK USD.01 184496107 2,093 31513 SH SOLE 0 31513 0 CLEAN ENERGY FUELS CORP COMMON STOCK 184499101 4,245 284125 SH SOLE 0 284125 0 USD.0001 CLEAN DIESEL TECHNOLOGIES COMMON STOCK USD.05 18449C302 3 3200 SH SOLE 0 3200 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 913 105145 SH SOLE 0 105145 0 CLEARFIELD INC COMMON STOCK USD.01 18482P103 80 31100 SH SOLE 0 31100 0 CLEARONE COMMUNICATIONS INC COMMON STOCK 185060100 6 2100 SH SOLE 0 2100 0 USD.001 CLEARWIRE CORP CLASS A COMMON STOCK 18538Q105 1,975 271258 SH SOLE 0 271258 0 USD.0001 CLEARWATER PAPER CORP COMMON STOCK 18538R103 4,183 76379 SH SOLE 0 76379 0 USD.0001 CLEVELAND BIOLABS INC COMMON STOCK 185860103 45 12100 SH SOLE 0 12100 0 USD.005 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 15,370 325919 SH SOLE 0 325919 0 USD.125 CLIFTON SAVINGS BANCORP INC COMMON STOCK USD.01 18712Q103 347 40105 SH SOLE 0 40105 0 CLINICAL DATA INC COMMON STOCK USD.01 18725U109 347 27932 SH SOLE 0 27932 0 CLOROX COMPANY COMMON STOCK USD1.0 189054109 24,237 389912 SH SOLE 0 389912 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 3,441 259500 SH SOLE 0 259500 0 COACH INC COMMON STOCK USD.01 189754104 29,491 806862 SH SOLE 0 806862 0 COAST DISTRIBUTION SYSTEM/DE COMMON STOCK 190345108 81 19900 SH SOLE 0 19900 0 USD.001 COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 39 5200 SH SOLE 0 5200 0 COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 883 134000 SH SOLE 0 134000 0 COBRA ELECTRONICS CORP COMMON STOCK 191042100 36 17900 SH SOLE 0 17900 0 USD.333 COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1.0 191098102 411 8570 SH SOLE 0 8570 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 272,369 5434346 SH SOLE 0 5434346 0 COCA COLA ENTERPRISES COMMON STOCK USD1.0 191219104 22,095 854415 SH SOLE 0 854415 0 CODEXIS INC COMMON STOCK 192005106 3 300 SH SOLE 0 300 0 USD.0001 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 192025104 75 10282 SH SOLE 0 10282 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 2,971 188260 SH SOLE 0 188260 0 COFFEE HOLDING CO INC COMMON STOCK 192176105 26 5100 SH SOLE 0 5100 0 USD.001 COGDELL SPENCER INC REIT USD.01 19238U107 652 96437 SH SOLE 0 96437 0 COGENT COMMUNICATIONS GROUP COMMON STOCK 19239V302 700 92363 SH SOLE 0 92363 0 USD.001 COGENT INC COMMON STOCK 19239Y108 1,775 196968 SH SOLE 0 196968 0 USD.001 COGNEX CORP COMMON STOCK 192422103 2,009 114270 SH SOLE 0 114270 0 USD.002 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 38,581 770690 SH SOLE 0 770690 0 COGO GROUP INC COMMON STOCK USD.01 192448108 69 11000 SH SOLE 0 11000 0 COHERENT INC COMMON STOCK USD.01 192479103 244 7116 SH SOLE 0 7116 0 COHEN + STEERS INC COMMON STOCK USD.01 19247A100 1,380 66559 SH SOLE 0 66559 0 COHEN + CO INC COMMON STOCK 19248U105 33 6500 SH SOLE 0 6500 0 COHU INC COMMON STOCK USD1.0 192576106 36 2977 SH SOLE 0 2977 0 COINSTAR INC COMMON STOCK 19259P300 5,413 125977 SH SOLE 0 125977 0 USD.001 COLDWATER CREEK INC COMMON STOCK USD.01 193068103 644 191610 SH SOLE 0 191610 0 KENNETH COLE PRODUCTIONS A COMMON STOCK USD.01 193294105 445 40425 SH SOLE 0 40425 0 COLEMAN CABLE INC COMMON STOCK 193459302 239 42417 SH SOLE 0 42417 0 USD.001 COLFAX CORP COMMON STOCK 194014106 10 920 SH SOLE 0 920 0 USD.001 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 100,393 1274664 SH SOLE 0 1274664 0 COLLECTORS UNIVERSE COMMON STOCK 19421R200 137 10200 SH SOLE 0 10200 0 USD.001 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 3,036 192160 SH SOLE 0 192160 0 COLONIAL BANKSHARES INC COMMON STOCK USD.1 195572102 53 5685 SH SOLE 0 5685 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 3,578 246274 SH SOLE 0 246274 0 COLONY BANKCORP COMMON STOCK USD1.0 19623P101 7 999 SH SOLE 0 999 0 COLONY FINANCIAL INC REIT USD.01 19624R106 10 600 SH SOLE 0 600 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 1,080 59143 SH SOLE 0 59143 0 COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 226 212800 SH SOLE 0 212800 0 COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 3,531 75664 SH SOLE 0 75664 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 725 51922 SH SOLE 0 51922 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 386 39979 SH SOLE 0 39979 0 COMARCO INC COMMON STOCK USD.1 200080109 70 29248 SH SOLE 0 29248 0 COMBINATORX INC COMMON STOCK 20010A103 98 67900 SH SOLE 0 67900 0 USD.001 COMCAST CORP CLASS A COMMON STOCK USD1.0 20030N101 70,034 4031919 SH SOLE 0 4031919 0 COMCAST CORP SPECIAL CL A COMMON STOCK USD1.0 20030N200 53,559 3259840 SH SOLE 0 3259840 0 COMERICA INC COMMON STOCK USD5.0 200340107 17,100 464301 SH SOLE 0 464301 0 COMFORCE CORPORATION COMMON STOCK USD.01 20038K109 62 55563 SH SOLE 0 55563 0 COMMAND SECURITY CORPORATION COMMON STOCK 20050L100 3 1500 SH SOLE 0 1500 0 USD.0001 COMMERCE BANCSHARES INC COMMON STOCK USD5.0 200525103 7,430 206437 SH SOLE 0 206437 0 COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 3,840 290433 SH SOLE 0 290433 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 202608105 760 74475 SH SOLE 0 74475 0 COMMONWEALTH BANKSHARES INC COMMON STOCK 202736104 36 13692 SH SOLE 0 13692 0 USD2.066 COMMSCOPE INC COMMON STOCK USD.01 203372107 4,398 185038 SH SOLE 0 185038 0 COMMUNITY BK SHARES/INDIANA COMMON STOCK USD.1 203599105 59 7117 SH SOLE 0 7117 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0 203607106 441 20018 SH SOLE 0 20018 0 COMMUNITY CAPITAL CORP COMMON STOCK USD1.0 20363C102 275 64013 SH SOLE 0 64013 0 COMMUNITY FINL CORP/VA COMMON STOCK USD.01 20365L100 51 11600 SH SOLE 0 11600 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 7,719 228319 SH SOLE 0 228319 0 COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 203900105 277 26600 SH SOLE 0 26600 0 COMMUNITY PARTNERS BANCORP COMMON STOCK NPV 204018105 13 3002 SH SOLE 0 3002 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 204149108 456 18151 SH SOLE 0 18151 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- COMMUNITY WEST BANCSHARES COMMON STOCK NPV 204157101 62 24654 SH SOLE 0 24654 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 555 24651 SH SOLE 0 24651 0 COMPETITIVE TECHNOLOGIES INC COMMON STOCK USD.01 204512107 55 27125 SH SOLE 0 27125 0 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 5,363 76315 SH SOLE 0 76315 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 124 9245 SH SOLE 0 9245 0 COMPELLENT TECHNOLOGIES INC COMMON STOCK 20452A108 7 565 SH SOLE 0 565 0 USD.001 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 2,240 156628 SH SOLE 0 156628 0 COMPUCREDIT HOLDINGS CORP COMMON STOCK NPV 20478T107 307 77614 SH SOLE 0 77614 0 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK 205306103 4,341 106075 SH SOLE 0 106075 0 USD.001 COMPUTER SCIENCES CORP COMMON STOCK USD1.0 205363104 20,472 452415 SH SOLE 0 452415 0 COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 378 58590 SH SOLE 0 58590 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 5,462 684413 SH SOLE 0 684413 0 COMPX INTERNATIONAL INC COMMON STOCK USD.01 20563P101 217 22000 SH SOLE 0 22000 0 COMSCORE INC COMMON STOCK 20564W105 137 8327 SH SOLE 0 8327 0 USD.001 COMSTOCK HOMEBUILDING COS A COMMON STOCK USD.01 205684103 180 128713 SH SOLE 0 128713 0 COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768203 2,806 101212 SH SOLE 0 101212 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 1,768 59069 SH SOLE 0 59069 0 COMVERGE INC COMMON STOCK 205859101 328 36626 SH SOLE 0 36626 0 USD.001 CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 22,202 952054 SH SOLE 0 952054 0 CON WAY INC COMMON STOCK 205944101 3,026 100798 SH SOLE 0 100798 0 USD.625 CONCEPTUS INC COMMON STOCK 206016107 1,569 100681 SH SOLE 0 100681 0 USD.003 CONCHO RESOURCES INC COMMON STOCK 20605P101 11,952 216019 SH SOLE 0 216019 0 USD.001 CONCUR TECHNOLOGIES INC COMMON STOCK 206708109 4,562 106891 SH SOLE 0 106891 0 USD.001 CONCURRENT COMPUTER CORP COMMON STOCK USD.01 206710402 244 52868 SH SOLE 0 52868 0 CONEXANT SYSTEMS INC COMMON STOCK USD.01 207142308 442 197520 SH SOLE 0 197520 0 CONMED CORP COMMON STOCK USD.01 207410101 286 15360 SH SOLE 0 15360 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 593 28205 SH SOLE 0 28205 0 CONN S INC COMMON STOCK USD.01 208242107 426 72422 SH SOLE 0 72422 0 CONOLOG CORP COMMON STOCK USD.01 208254862 0 20 SH SOLE 0 20 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 207,414 4225170 SH SOLE 0 4225170 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 16,779 497005 SH SOLE 0 497005 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 182 10701 SH SOLE 0 10701 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 34,906 809876 SH SOLE 0 809876 0 CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 542 12533 SH SOLE 0 12533 0 CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1.0 210226106 5 192 SH SOLE 0 192 0 CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 1,290 60471 SH SOLE 0 60471 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 7,090 453877 SH SOLE 0 453877 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 14,940 463251 SH SOLE 0 463251 0 CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 154 111600 SH SOLE 0 111600 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 9,774 218421 SH SOLE 0 218421 0 CONTINENTAL AIRLINES CLASS B COMMON STOCK USD.01 210795308 6,207 282124 SH SOLE 0 282124 0 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 11,918 267089 SH SOLE 0 267089 0 CONTINUCARE CORP COMMON STOCK 212172100 497 148375 SH SOLE 0 148375 0 USD.0001 CONVERGYS CORP COMMON STOCK NPV 212485106 3,793 386651 SH SOLE 0 386651 0 CONVIO INC COMMON STOCK 21257W105 1 200 SH SOLE 0 200 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 2,462 61870 SH SOLE 0 61870 0 COOPER TIRE + RUBBER COMMON STOCK USD1.0 216831107 2,711 139005 SH SOLE 0 139005 0 COPANO ENERGY LLC UNITS UNIT USD1.0 217202100 470 17114 SH SOLE 0 17114 0 COPART INC COMMON STOCK NPV 217204106 7,100 198256 SH SOLE 0 198256 0 CORCEPT THERAPEUTICS INC COMMON STOCK 218352102 501 160700 SH SOLE 0 160700 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 615 22451 SH SOLE 0 22451 0 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 218683100 9 1645 SH SOLE 0 1645 0 CORELOGIC INC COMMON STOCK USD1.0 21871D103 6,649 376515 SH SOLE 0 376515 0 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 1,705 173145 SH SOLE 0 173145 0 USD.0001 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 5,672 187211 SH SOLE 0 187211 0 CORNELL COMPANIES INC COMMON STOCK 219141108 376 14010 SH SOLE 0 14010 0 USD.001 CORNERSTONE THERAPEUTICS INC COMMON STOCK 21924P103 99 16823 SH SOLE 0 16823 0 USD.001 CORNING INC COMMON STOCK USD.5 219350105 54,163 3353777 SH SOLE 0 3353777 0 CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 1,568 59704 SH SOLE 0 59704 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 8,212 217471 SH SOLE 0 217471 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 9,733 510133 SH SOLE 0 510133 0 CORVEL CORP COMMON STOCK 221006109 435 12886 SH SOLE 0 12886 0 USD.0001 COSI INC COMMON STOCK USD.01 22122P101 150 207528 SH SOLE 0 207528 0 COST PLUS INC/CALIFORNIA COMMON STOCK USD.01 221485105 290 81200 SH SOLE 0 81200 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 59,694 1088718 SH SOLE 0 1088718 0 USD.005 COSTAR GROUP INC COMMON STOCK USD.01 22160N109 3,963 102142 SH SOLE 0 102142 0 COURIER CORP COMMON STOCK USD1.0 222660102 79 6503 SH SOLE 0 6503 0 COUSINS PROPERTIES INC REIT USD1.0 222795106 2,165 321279 SH SOLE 0 321279 0 COVANCE INC COMMON STOCK USD.01 222816100 9,580 186665 SH SOLE 0 186665 0 COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 5,659 341091 SH SOLE 0 341091 0 COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 22284P105 323 47900 SH SOLE 0 47900 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 8,206 464116 SH SOLE 0 464116 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 125 30450 SH SOLE 0 30450 0 COWLITZ BANCORP COMMON STOCK NPV 223767203 0 169 SH SOLE 0 169 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 4,497 96585 SH SOLE 0 96585 0 CRAFT BREWERS ALLIANCE INC COMMON STOCK 224122101 215 46790 SH SOLE 0 46790 0 USD.005 CRANE CO COMMON STOCK USD1.0 224399105 6,610 218810 SH SOLE 0 218810 0 CRAWFORD + CO CL B COMMON STOCK USD1.0 224633107 127 40206 SH SOLE 0 40206 0 CRAY INC COMMON STOCK USD.01 225223304 1,135 203375 SH SOLE 0 203375 0 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1,971 40423 SH SOLE 0 40423 0 CREDO PETROLEUM CORP COMMON STOCK USD.1 225439207 413 56100 SH SOLE 0 56100 0 CREE RESEARCH INC COMMON STOCK 225447101 11,070 184404 SH SOLE 0 184404 0 USD.00125 CRESCENT FINANCIAL CORP COMMON STOCK USD1.0 225744101 38 15198 SH SOLE 0 15198 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 7 600 SH SOLE 0 600 0 CRIMSON EXPLORATION INC COMMON STOCK 22662K207 3 1200 SH SOLE 0 1200 0 USD.001 CROCS INC COMMON STOCK 227046109 3,941 372487 SH SOLE 0 372487 0 USD.001 AT CROSS CO CL A COMMON STOCK USD1.0 227478104 251 50100 SH SOLE 0 50100 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 811 90189 SH SOLE 0 90189 0 USD.0001 CROSS TIMBERS RLTY TR COMMON STOCK 22757R109 701 20177 SH SOLE 0 20177 0 CROSSTEX ENERGY INC COMMON STOCK USD.01 22765Y104 962 150037 SH SOLE 0 150037 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 23,076 619319 SH SOLE 0 619319 0 CROWN CRAFTS INC COMMON STOCK USD.01 228309100 158 38475 SH SOLE 0 38475 0 CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 12,246 489062 SH SOLE 0 489062 0 CROWN MEDIA HOLDINGS CLASS A COMMON STOCK USD.01 228411104 19 10605 SH SOLE 0 10605 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 575 106757 SH SOLE 0 106757 0 CRYSTAL ROCK HOLDINGS INC COMMON STOCK 22940F103 39 53000 SH SOLE 0 53000 0 USD.001 CUBIC CORP COMMON STOCK NPV 229669106 2,394 65796 SH SOLE 0 65796 0 CUBIC ENERGY INC COMMON STOCK USD.05 229675103 29 31900 SH SOLE 0 31900 0 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 4,315 209476 SH SOLE 0 209476 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 8,170 158948 SH SOLE 0 158948 0 CULP INC COMMON STOCK USD.05 230215105 462 42143 SH SOLE 0 42143 0 CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 52 8100 SH SOLE 0 8100 0 CUMMINS INC COMMON STOCK USD2.5 231021106 30,183 463427 SH SOLE 0 463427 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 194 72846 SH SOLE 0 72846 0 CURIS INC COMMON STOCK USD.01 231269101 321 230787 SH SOLE 0 230787 0 CURTISS WRIGHT CORP COMMON STOCK USD1.0 231561101 2,043 70368 SH SOLE 0 70368 0 CUTERA INC COMMON STOCK 232109108 506 54933 SH SOLE 0 54933 0 USD.001 CYANOTECH CORP COMMON STOCK 232437301 22 11600 SH SOLE 0 11600 0 USD.005 CYBEROPTICS CORP COMMON STOCK NPV 232517102 276 28500 SH SOLE 0 28500 0 CYBERSOURCE CORP COMMON STOCK 23251J106 6,362 249180 SH SOLE 0 249180 0 USD.001 CYBERONICS INC COMMON STOCK USD.01 23251P102 3,931 166007 SH SOLE 0 166007 0 CYBEX INTERNATIONAL INC COMMON STOCK USD.1 23252E106 25 16850 SH SOLE 0 16850 0 CYCLACEL PHARMACEUTICALS INC COMMON STOCK 23254L108 9 5500 SH SOLE 0 5500 0 USD.001 CYMER INC COMMON STOCK 232572107 4,090 136144 SH SOLE 0 136144 0 USD.001 CYNOSURE INC CLASS A COMMON STOCK 232577205 1,158 107507 SH SOLE 0 107507 0 USD.001 CYPRESS BIOSCIENCE INC COMMON STOCK 232674507 403 175324 SH SOLE 0 175324 0 USD.001 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 3,023 301115 SH SOLE 0 301115 0 CYPRESS SHARPRIDGE INVESTMEN REIT USD.01 23281A307 37 2900 SH SOLE 0 2900 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 4,894 122389 SH SOLE 0 122389 0 CYTRX CORP COMMON STOCK 232828301 177 229650 SH SOLE 0 229650 0 USD.001 CYTOKINETICS INC COMMON STOCK 23282W100 407 171897 SH SOLE 0 171897 0 USD.001 CYTOMEDIX INC COMMON STOCK 23283B204 73 115400 SH SOLE 0 115400 0 USD.0001 CYTORI THERAPEUTICS INC COMMON STOCK 23283K105 322 92420 SH SOLE 0 92420 0 USD.001 CYCLE COUNTRY ACCESSORIES CO COMMON STOCK 232984104 1 2800 SH SOLE 0 2800 0 USD.0001 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 3,616 799902 SH SOLE 0 799902 0 DDI CORP COMMON STOCK 233162502 160 21313 SH SOLE 0 21313 0 USD.001 DGSE COMPANIES INC COMMON STOCK USD.01 23323G106 65 20500 SH SOLE 0 20500 0 DG FASTCHANNEL INC COMMON STOCK 23326R109 4,116 126344 SH SOLE 0 126344 0 USD.001 DPL INC COMMON STOCK USD.01 233293109 9,219 385736 SH SOLE 0 385736 0 DRI CORP COMMON STOCK USD.1 23330F109 25 15157 SH SOLE 0 15157 0 DR HORTON INC COMMON STOCK USD.01 23331A109 7,717 785022 SH SOLE 0 785022 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 1,057 29253 SH SOLE 0 29253 0 DSP GROUP INC COMMON STOCK 23332B106 526 82375 SH SOLE 0 82375 0 USD.001 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 20,699 453815 SH SOLE 0 453815 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 168 7490 SH SOLE 0 7490 0 DTS INC COMMON STOCK 23335C101 1,170 35607 SH SOLE 0 35607 0 USD.0001 DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 730 46660 SH SOLE 0 46660 0 DAKTRONICS INC COMMON STOCK NPV 234264109 1,347 179621 SH SOLE 0 179621 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 4,855 485529 SH SOLE 0 485529 0 DANAHER CORP COMMON STOCK USD.01 235851102 46,190 1244340 SH SOLE 0 1244340 0 DANVERS BANCORP INC COMMON STOCK USD.01 236442109 149 10284 SH SOLE 0 10284 0 DARA BIOSCIENCES INC COMMON STOCK USD.01 23703P205 15 4233 SH SOLE 0 4233 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 11,296 290756 SH SOLE 0 290756 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 2,074 276149 SH SOLE 0 276149 0 DATA I/O CORP COMMON STOCK NPV 237690102 140 27600 SH SOLE 0 27600 0 DATAWATCH CORP COMMON STOCK USD.01 237917208 189 69143 SH SOLE 0 69143 0 DATALINK CORP COMMON STOCK 237934104 461 114700 SH SOLE 0 114700 0 USD.001 DATARAM CORP COMMON STOCK USD1.0 238108203 27 18200 SH SOLE 0 18200 0 DAVITA INC COMMON STOCK 23918K108 15,726 251861 SH SOLE 0 251861 0 USD.001 DAWSON GEOPHYSICAL CO COMMON STOCK 239359102 489 22998 SH SOLE 0 22998 0 USD.333 DAXOR CORP COMMON STOCK USD.01 239467103 138 13700 SH SOLE 0 13700 0 DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 2,362 143590 SH SOLE 0 143590 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 4,964 492969 SH SOLE 0 492969 0 DEARBORN BANCORP INC COMMON STOCK NPV 24242R108 114 61100 SH SOLE 0 61100 0 DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 6,177 43236 SH SOLE 0 43236 0 DEERE + CO COMMON STOCK USD1.0 244199105 58,493 1050529 SH SOLE 0 1050529 0 DEL MONTE FOODS CO COMMON STOCK USD.01 24522P103 5,754 399895 SH SOLE 0 399895 0 DELCATH SYSTEMS INC COMMON STOCK USD.01 24661P104 176 27809 SH SOLE 0 27809 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 220 30122 SH SOLE 0 30122 0 DELIA S INC COMMON STOCK 246911101 101 68730 SH SOLE 0 68730 0 USD.001 DELL INC COMMON STOCK USD.01 24702R101 55,007 4561109 SH SOLE 0 4561109 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 5,108 209263 SH SOLE 0 209263 0 DELTA AIR LINES INC COMMON STOCK 247361702 18,397 1565710 SH SOLE 0 1565710 0 USD.0001 DELTA APPAREL INC COMMON STOCK USD.01 247368103 321 22000 SH SOLE 0 22000 0 DELTA NATURAL GAS CO INC COMMON STOCK USD1.0 247748106 137 4700 SH SOLE 0 4700 0 DELTEK INC COMMON STOCK 24784L105 882 105794 SH SOLE 0 105794 0 USD.001 DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 37 875 SH SOLE 0 875 0 DELTA PETROLEUM CORP COMMON STOCK USD.01 247907207 484 562927 SH SOLE 0 562927 0 DENBURY RESOURCES INC COMMON STOCK 247916208 9,761 666707 SH SOLE 0 666707 0 USD.001 DELUXE CORP COMMON STOCK USD1.0 248019101 2,481 132336 SH SOLE 0 132336 0 DEMANDTEC INC COMMON STOCK 24802R506 219 32506 SH SOLE 0 32506 0 USD.001 DENDREON CORP COMMON STOCK 24823Q107 8,230 254573 SH SOLE 0 254573 0 USD.001 DENNY S CORP COMMON STOCK USD.01 24869P104 1,583 608958 SH SOLE 0 608958 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 7,588 253684 SH SOLE 0 253684 0 DERMA SCIENCES INC COMMON STOCK USD.01 249827502 36 7400 SH SOLE 0 7400 0 DEPOMED INC COMMON STOCK NPV 249908104 487 174060 SH SOLE 0 174060 0 DESTINATION MATERNITY CORP COMMON STOCK USD.01 25065D100 671 26522 SH SOLE 0 26522 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 8,445 853070 SH SOLE 0 853070 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 64,150 1053017 SH SOLE 0 1053017 0 DEVRY INC COMMON STOCK USD.01 251893103 10,676 203399 SH SOLE 0 203399 0 DEX ONE CORP COMMON STOCK 25212W100 133 7000 SH SOLE 0 7000 0 DEXCOM INC COMMON STOCK 252131107 1,173 101452 SH SOLE 0 101452 0 USD.001 DIAMOND FOODS INC COMMON STOCK 252603105 2,814 68463 SH SOLE 0 68463 0 USD.001 DIAMOND HILL INVESTMENT GRP COMMON STOCK NPV 25264R207 3,471 61222 SH SOLE 0 61222 0 DIAMOND MANAGEMENT + TECHNOL COMMON STOCK 25269L106 2,338 226772 SH SOLE 0 226772 0 USD.001 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 10,018 161085 SH SOLE 0 161085 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 5,342 649930 SH SOLE 0 649930 0 DICE HOLDINGS INC COMMON STOCK USD.01 253017107 564 81469 SH SOLE 0 81469 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 3,898 156604 SH SOLE 0 156604 0 DIEBOLD INC COMMON STOCK 253651103 6,075 222918 SH SOLE 0 222918 0 USD1.25
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 328 39707 SH SOLE 0 39707 0 DIGIMARC CORP COMMON STOCK 25381B101 297 15841 SH SOLE 0 15841 0 USD.001 DIGIRAD CORP COMMON STOCK 253827109 162 77300 SH SOLE 0 77300 0 USD.0001 DIGITAL ANGEL CORP COMMON STOCK USD.01 25383A200 57 114512 SH SOLE 0 114512 0 DIGITAL POWER CORP COMMON STOCK NPV 253862106 15 13600 SH SOLE 0 13600 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 17,613 305349 SH SOLE 0 305349 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 3,361 140584 SH SOLE 0 140584 0 DIGITALGLOBE INC COMMON STOCK 25389M877 1,406 53460 SH SOLE 0 53460 0 USD.001 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 2,228 180660 SH SOLE 0 180660 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 4,804 223450 SH SOLE 0 223450 0 DINEEQUITY INC COMMON STOCK USD.01 254423106 993 35571 SH SOLE 0 35571 0 DIODES INC COMMON STOCK 254543101 1,080 68067 SH SOLE 0 68067 0 USD.667 DIONEX CORP COMMON STOCK 254546104 675 9070 SH SOLE 0 9070 0 USD.001 DISCOVERY LABORATORIES INC COMMON STOCK 254668106 121 636044 SH SOLE 0 636044 0 USD.001 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 145,261 4611455 SH SOLE 0 4611455 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 19,928 1425473 SH SOLE 0 1425473 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 8,236 230623 SH SOLE 0 230623 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 22,226 718588 SH SOLE 0 718588 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 10,776 593728 SH SOLE 0 593728 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 90,521 2668670 SH SOLE 0 2668670 0 DITECH NETWORKS INC COMMON STOCK 25500T108 137 108000 SH SOLE 0 108000 0 USD.001 DIVX INC COMMON STOCK 255413106 42 5454 SH SOLE 0 5454 0 USD.001 DIXIE GROUP INC COMMON STOCK USD3.0 255519100 208 56457 SH SOLE 0 56457 0 DOCUMENT SECURITY SYSTEMS COMMON STOCK USD.02 25614T101 74 23500 SH SOLE 0 23500 0 DOLAN CO/THE COMMON STOCK 25659P402 818 73595 SH SOLE 0 73595 0 USD.001 DOLBY LABORATORIES INC CL A COMMON STOCK 25659T107 9,986 159293 SH SOLE 0 159293 0 USD.001 DOLE FOOD CO INC COMMON STOCK 256603101 3,521 337600 SH SOLE 0 337600 0 DOLLAR FINANCIAL CORP COMMON STOCK 256664103 2,780 140463 SH SOLE 0 140463 0 USD.001 DOLLAR GENERAL CORP COMMON STOCK 256677105 6,677 242363 SH SOLE 0 242363 0 USD.875 DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCK USD.01 256743105 5,927 139089 SH SOLE 0 139089 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 10,882 261400 SH SOLE 0 261400 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 58,488 1509768 SH SOLE 0 1509768 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 887 78465 SH SOLE 0 78465 0 DOMTAR CORP COMMON STOCK USD.01 257559203 5,646 114875 SH SOLE 0 114875 0 DONALDSON CO INC COMMON STOCK USD5.0 257651109 4,142 97120 SH SOLE 0 97120 0 DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 422 34359 SH SOLE 0 34359 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 7,116 434677 SH SOLE 0 434677 0 USD1.25 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 17 7079 SH SOLE 0 7079 0 DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 1,647 81025 SH SOLE 0 81025 0 DOT HILL SYSTEMS CORP COMMON STOCK 25848T109 208 174700 SH SOLE 0 174700 0 USD.001 DOUBLE EAGLE PETROLEUM CO COMMON STOCK USD.1 258570209 164 38585 SH SOLE 0 38585 0 DOUBLE TAKE SOFTWARE INC COMMON STOCK 258598101 278 26493 SH SOLE 0 26493 0 USD.001 DOUGLAS EMMETT INC REIT USD.01 25960P109 5,316 373812 SH SOLE 0 373812 0 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 6 500 SH SOLE 0 500 0 DOVER CORP COMMON STOCK USD1.0 260003108 19,714 471734 SH SOLE 0 471734 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DOVER DOWNS GAMING + ENTERTA COMMON STOCK USD.1 260095104 166 57505 SH SOLE 0 57505 0 DOVER MOTORSPORTS INC COMMON STOCK USD.1 260174107 209 115086 SH SOLE 0 115086 0 DOW CHEMICAL COMMON STOCK USD2.5 260543103 66,251 2793050 SH SOLE 0 2793050 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 23,906 639360 SH SOLE 0 639360 0 DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 4,803 168231 SH SOLE 0 168231 0 DRESS BARN INC COMMON STOCK USD.05 261570105 5,779 242694 SH SOLE 0 242694 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 8,026 254401 SH SOLE 0 254401 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 718 35552 SH SOLE 0 35552 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 6,473 147046 SH SOLE 0 147046 0 DRUGSTORE.COM INC COMMON STOCK 262241102 1,048 340217 SH SOLE 0 340217 0 USD.0001 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 82,619 2388513 SH SOLE 0 2388513 0 DUCKWALL ALCO STORES INC COMMON STOCK 264142100 280 19100 SH SOLE 0 19100 0 USD.0001 DUCOMMUN INC COMMON STOCK USD.01 264147109 298 17427 SH SOLE 0 17427 0 DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01 26433B107 887 70243 SH SOLE 0 70243 0 DUKE REALTY CORP REIT USD.01 264411505 10,601 934024 SH SOLE 0 934024 0 DUKE ENERGY CORP COMMON STOCK 26441C105 55,676 3479748 SH SOLE 0 3479748 0 USD.001 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 11,031 164351 SH SOLE 0 164351 0 DUOYUAN PRINTING INC COMMON STOCK 26605B109 3 400 SH SOLE 0 400 0 USD.001 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 6,107 248647 SH SOLE 0 248647 0 DURECT CORPORATION COMMON STOCK 266605104 175 71946 SH SOLE 0 71946 0 USD.0001 DUSA PHARMACEUTICALS INC COMMON STOCK NPV 266898105 185 85854 SH SOLE 0 85854 0 DYAX CORP COMMON STOCK USD.01 26746E103 205 90520 SH SOLE 0 90520 0 DYCOM INDUSTRIES INC COMMON STOCK 267475101 1,994 233168 SH SOLE 0 233168 0 USD.333 DYNACQ HEALTHCARE INC COMMON STOCK 26779V105 21 8800 SH SOLE 0 8800 0 USD.001 DYNAMEX INC COMMON STOCK USD.01 26784F103 240 19649 SH SOLE 0 19649 0 DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 666 41519 SH SOLE 0 41519 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 498 49294 SH SOLE 0 49294 0 DYNATRONICS CORP COMMON STOCK NPV 268157104 3 4300 SH SOLE 0 4300 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 242 130000 SH SOLE 0 130000 0 USD.001 DYNCORP INTERNATIONAL INC A COMMON STOCK USD.01 26817C101 2,454 140087 SH SOLE 0 140087 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 647 40400 SH SOLE 0 40400 0 DYNEGY INC COMMON STOCK NPV 26817G300 1,109 288026 SH SOLE 0 288026 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 5 500 SH SOLE 0 500 0 EDCI HOLDINGS INC COMMON STOCK USD.02 268315108 223 62196 SH SOLE 0 62196 0 EF JOHNSON TECHNOLOGIES INC COMMON STOCK USD.01 26843B101 352 246200 SH SOLE 0 246200 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 98,550 5385265 SH SOLE 0 5385265 0 EMC INS GROUP INC COMMON STOCK USD1.0 268664109 665 30312 SH SOLE 0 30312 0 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 1,516 100949 SH SOLE 0 100949 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 58,317 592838 SH SOLE 0 592838 0 EON COMMUNICATIONS CORP COMMON STOCK 268763208 30 19555 SH SOLE 0 19555 0 USD.001 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 1,021 78992 SH SOLE 0 78992 0 ESB FINANCIAL CORP COMMON STOCK USD.01 26884F102 312 23936 SH SOLE 0 23936 0 EQT CORP COMMON STOCK NPV 26884L109 11,221 310483 SH SOLE 0 310483 0 EAGLE BANCORP INC COMMON STOCK USD.01 268948106 337 28630 SH SOLE 0 28630 0 E TRADE FINANCIAL CORP COMMON STOCK 269246401 3,769 318889 SH SOLE 0 318889 0 EXCO RESOURCES INC COMMON STOCK 269279402 8,400 574960 SH SOLE 0 574960 0 USD.001 EV3 INC COMMON STOCK USD.01 26928A200 4,397 196202 SH SOLE 0 196202 0 EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 2,338 90167 SH SOLE 0 90167 0 EARTHLINK INC COMMON STOCK USD.01 270321102 3,472 436124 SH SOLE 0 436124 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 3,248 212985 SH SOLE 0 212985 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EASTERN CO/THE COMMON STOCK NPV 276317104 273 18625 SH SOLE 0 18625 0 EASTERN INSURANCE HOLDINGS COMMON STOCK NPV 276534104 656 61800 SH SOLE 0 61800 0 EASTERN VIRGINIA BANKSHARES COMMON STOCK USD2.0 277196101 55 8463 SH SOLE 0 8463 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 3,825 107500 SH SOLE 0 107500 0 EASTMAN CHEMICAL COMPANY COMMON STOCK USD.01 277432100 7,804 146256 SH SOLE 0 146256 0 EASTMAN KODAK CO COMMON STOCK USD2.5 277461109 3,139 723255 SH SOLE 0 723255 0 EASYLINK SERVICES INTL CL A COMMON STOCK USD.01 277858106 167 70000 SH SOLE 0 70000 0 EATON CORP COMMON STOCK USD.5 278058102 24,212 369987 SH SOLE 0 369987 0 EATON VANCE CORP COMMON STOCK 278265103 14,177 513463 SH SOLE 0 513463 0 USD.00390625 EBAY INC COMMON STOCK 278642103 64,368 3282402 SH SOLE 0 3282402 0 USD.001 EBIX INC COMMON STOCK USD.1 278715206 1,448 92378 SH SOLE 0 92378 0 ECHELON CORP COMMON STOCK USD.01 27874N105 401 54653 SH SOLE 0 54653 0 ECHO GLOBAL LOGISTICS INC COMMON STOCK 27875T101 348 28489 SH SOLE 0 28489 0 USD.0001 ECHOSTAR CORP A COMMON STOCK 278768106 3,503 183598 SH SOLE 0 183598 0 USD.001 ECLIPSYS CORP COMMON STOCK USD.01 278856109 2,292 128503 SH SOLE 0 128503 0 ECOLAB INC COMMON STOCK USD1.0 278865100 20,446 455261 SH SOLE 0 455261 0 ECOLOGY AND ENVIRON CL A COMMON STOCK USD.01 278878103 77 6300 SH SOLE 0 6300 0 EDAC TECHNOLOGIES CORP COMMON STOCK 279285100 75 15900 SH SOLE 0 15900 0 USD.0025 EDGAR ONLINE INC COMMON STOCK USD.01 279765101 76 59915 SH SOLE 0 59915 0 EDGEWATER TECHNOLOGY INC COMMON STOCK USD.01 280358102 149 51545 SH SOLE 0 51545 0 EDIETS.COM INC COMMON STOCK 280597105 37 48450 SH SOLE 0 48450 0 USD.001 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 26,705 841897 SH SOLE 0 841897 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 1,352 224209 SH SOLE 0 224209 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 215 14108 SH SOLE 0 14108 0 EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 281479105 38 6900 SH SOLE 0 6900 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 18,263 326000 SH SOLE 0 326000 0 EHEALTH INC COMMON STOCK 28238P109 697 61329 SH SOLE 0 61329 0 USD.001 EINSTEIN NOAH RESTAURANT GRO COMMON STOCK 28257U104 512 47463 SH SOLE 0 47463 0 USD.001 8X8 INC COMMON STOCK 282914100 221 176400 SH SOLE 0 176400 0 USD.001 EL PASO CORP COMMON STOCK USD3.0 28336L109 18,772 1689687 SH SOLE 0 1689687 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 2,320 119898 SH SOLE 0 119898 0 ELECSYS CORP COMMON STOCK USD.01 28473M100 25 7100 SH SOLE 0 7100 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 1,007 78744 SH SOLE 0 78744 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 1,085 81218 SH SOLE 0 81218 0 ELECTRO SENSORS INC COMMON STOCK USD.1 285233102 14 3550 SH SOLE 0 3550 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 13,003 902976 SH SOLE 0 902976 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 1,156 118553 SH SOLE 0 118553 0 ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 626 43133 SH SOLE 0 43133 0 ELIXIR GAMING TECHNOLOGIES I COMMON STOCK 28661G105 30 122075 SH SOLE 0 122075 0 USD.001 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 610 30219 SH SOLE 0 30219 0 ELMIRA SAVINGS BANK FSB COMMON STOCK USD1.0 289660102 36 2102 SH SOLE 0 2102 0 ELOYALTY CORP COMMON STOCK USD.01 290151307 145 24427 SH SOLE 0 24427 0 EMAGIN CORPORATION COMMON STOCK 29076N206 226 62890 SH SOLE 0 62890 0 USD.001 EMCORE CORP COMMON STOCK NPV 290846104 228 256155 SH SOLE 0 256155 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 3,774 162887 SH SOLE 0 162887 0 EMDEON INC CLASS A COMMON STOCK USD1E 29084T104 59 4700 SH SOLE 0 4700 0 05.0 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 493 30192 SH SOLE 0 30192 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EMERGENT GROUP INC COMMON STOCK USD.04 29089V203 92 13570 SH SOLE 0 13570 0 EMERITUS CORP COMMON STOCK 291005106 1,506 92366 SH SOLE 0 92366 0 USD.0001 EMERGENCY MEDICAL SERVICES A COMMON STOCK USD.01 29100P102 3,650 74452 SH SOLE 0 74452 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 85,530 1957655 SH SOLE 0 1957655 0 EMERSON RADIO CORP COMMON STOCK USD.01 291087203 8 4600 SH SOLE 0 4600 0 EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 291525103 479 217712 SH SOLE 0 217712 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1.0 291641108 2,704 144058 SH SOLE 0 144058 0 EMPIRE RESORTS INC COMMON STOCK USD.01 292052107 103 63000 SH SOLE 0 63000 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 1,585 107637 SH SOLE 0 107637 0 EMULEX CORP COMMON STOCK USD.1 292475209 961 104665 SH SOLE 0 104665 0 ENBRIDGE ENERGY MANAGEMENT L COMMON STOCK USD.01 29250X103 357 7009 SH SOLE 0 7009 0 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 1,701 82547 SH SOLE 0 82547 0 ENCORE BANCSHARES INC COMMON STOCK USD1.0 29255V201 244 24673 SH SOLE 0 24673 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 317 17429 SH SOLE 0 17429 0 ENCORIUM GROUP INC COMMON STOCK 29257R208 13 5037 SH SOLE 0 5037 0 USD.001 ENDEAVOUR INTERNATIONAL CORP COMMON STOCK 29259G101 696 656140 SH SOLE 0 656140 0 USD.001 ENDWAVE CORPORATION COMMON STOCK 29264A206 239 72400 SH SOLE 0 72400 0 USD.001 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 5,101 233777 SH SOLE 0 233777 0 ENERGY CONVERSION DEVICES COMMON STOCK USD.01 292659109 460 112077 SH SOLE 0 112077 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 5,300 119547 SH SOLE 0 119547 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 7,438 147933 SH SOLE 0 147933 0 ENDOLOGIX INC COMMON STOCK 29266S106 215 47378 SH SOLE 0 47378 0 USD.001 ENER1 INC COMMON STOCK USD.01 29267A203 147 43618 SH SOLE 0 43618 0 ENERGY FOCUS INC COMMON STOCK 29268T102 207 170800 SH SOLE 0 170800 0 USD.0001 ENERGY INC COMMON STOCK USD.15 29269V106 67 6150 SH SOLE 0 6150 0 ENERGY RECOVERY INC COMMON STOCK 29270J100 7 1740 SH SOLE 0 1740 0 USD.001 ENERGY PARTNERS LTD COMMON STOCK 29270U303 738 60459 SH SOLE 0 60459 0 ENERGYSOLUTIONS INC DEP SHS COMMON STOCK USD.01 292756202 640 125695 SH SOLE 0 125695 0 ENERSYS COMMON STOCK USD.01 29275Y102 3,191 149336 SH SOLE 0 149336 0 ENERNOC INC COMMON STOCK 292764107 1,918 61018 SH SOLE 0 61018 0 USD.001 ENGLOBAL CORP COMMON STOCK 293306106 203 98506 SH SOLE 0 98506 0 USD.001 ENNIS INC COMMON STOCK USD2.5 293389102 680 45322 SH SOLE 0 45322 0 ENOVA SYSTEMS INC COMMON STOCK NPV 29355M200 10 11400 SH SOLE 0 11400 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 2,519 89485 SH SOLE 0 89485 0 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 54 3267 SH SOLE 0 3267 0 USD.001 ENSCO PLC SPON ADR ADR USD.1 29358Q109 39 1000 SH SOLE 0 1000 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 329 82890 SH SOLE 0 82890 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 2,148 243512 SH SOLE 0 243512 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 36,921 515515 SH SOLE 0 515515 0 ENTEROMEDICS INC COMMON STOCK USD.01 29365M109 0 900 SH SOLE 0 900 0 ENTERPRISE BANCORP INC COMMON STOCK USD.01 293668109 73 7057 SH SOLE 0 7057 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 602 62436 SH SOLE 0 62436 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 6,015 158000 SH SOLE 0 158000 0 ENTREMED INC COMMON STOCK USD.01 29382F103 98 242200 SH SOLE 0 242200 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK 29382R107 595 281864 SH SOLE 0 281864 0 USD.0001 ENTORIAN TECHNOLOGIES INC COMMON STOCK 29383P209 7 3879 SH SOLE 0 3879 0 USD.001 ENTROPIC COMMUNICATIONS INC COMMON STOCK 29384R105 1,947 307054 SH SOLE 0 307054 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 568 53317 SH SOLE 0 53317 0 ENVIRONMENTAL POWER CORP COMMON STOCK USD.01 29406L201 1 26200 SH SOLE 0 26200 0 ENZO BIOCHEM INC COMMON STOCK USD.01 294100102 29 7190 SH SOLE 0 7190 0 EPICEPT CORP COMMON STOCK 294264304 18 17833 SH SOLE 0 17833 0 USD.0001 EPLUS INC COMMON STOCK USD.01 294268107 600 34300 SH SOLE 0 34300 0 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 1,975 247235 SH SOLE 0 247235 0 USD.001 EPOCH HOLDING CORP COMMON STOCK USD.01 29428R103 1,493 121660 SH SOLE 0 121660 0 EQUIFAX INC COMMON STOCK 294429105 10,277 366241 SH SOLE 0 366241 0 USD1.25 EQUINIX INC COMMON STOCK 29444U502 6,743 83022.008 SH SOLE 0 83022.008 0 USD.001 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 5,257 109000 SH SOLE 0 109000 0 EQUITY ONE INC REIT USD.01 294752100 3,321 212890 SH SOLE 0 212890 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 53,401 1282449 SH SOLE 0 1282449 0 ERESEARCH TECHNOLOGY INC COMMON STOCK USD.01 29481V108 1,693 214862 SH SOLE 0 214862 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 1,735 38128 SH SOLE 0 38128 0 ESCALADE INC COMMON STOCK NPV 296056104 24 4900 SH SOLE 0 4900 0 ESCALON MEDICAL CORP COMMON STOCK 296074305 27 17000 SH SOLE 0 17000 0 USD.001 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 1,176 45681 SH SOLE 0 45681 0 ESPEY MFG + ELECTRONICS CORP COMMON STOCK 296650104 174 9200 SH SOLE 0 9200 0 USD.333 ESSA BANCORP INC COMMON STOCK USD.01 29667D104 8 640 SH SOLE 0 640 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 11,330 116157 SH SOLE 0 116157 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 4,387 92459 SH SOLE 0 92459 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 877 62717 SH SOLE 0 62717 0 EUROBANCSHARES INC COMMON STOCK USD.01 298716101 3 84848 SH SOLE 0 84848 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 2,077 162385 SH SOLE 0 162385 0 EVANS BANCORP INC COMMON STOCK USD.5 29911Q208 4 300 SH SOLE 0 300 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1,128 48327 SH SOLE 0 48327 0 EVERGREEN ENERGY INC COMMON STOCK 30024B104 12 117074 SH SOLE 0 117074 0 USD.001 EVERGREEN SOLAR INC COMMON STOCK USD.01 30033R108 767 1125240 SH SOLE 0 1125240 0 EVOLUTION PETROLEUM CORP COMMON STOCK 30049A107 441 88000 SH SOLE 0 88000 0 USD.001 EVOLVING SYSTEMS INC COMMON STOCK 30049R209 4 537 SH SOLE 0 537 0 USD.001 EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1,079 245115 SH SOLE 0 245115 0 EXAR CORP COMMON STOCK 300645108 854 123283 SH SOLE 0 123283 0 USD.0001 EXACTECH INC COMMON STOCK USD.01 30064E109 515 30180 SH SOLE 0 30180 0 EXCEL TRUST INC REIT USD.01 30068C109 7 600 SH SOLE 0 600 0 EXELON CORP COMMON STOCK NPV 30161N101 65,825 1733600 SH SOLE 0 1733600 0 EXELIXIS INC COMMON STOCK 30161Q104 442 127382 SH SOLE 0 127382 0 USD.001 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 1,619 311365 SH SOLE 0 311365 0 EXLSERVICE HOLDINGS INC COMMON STOCK 302081104 1,653 96260 SH SOLE 0 96260 0 USD.001 EXPEDIA INC COMMON STOCK 30212P105 6,605 351723 SH SOLE 0 351723 0 USD.001 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 18,307 530471 SH SOLE 0 530471 0 EXPONENT INC COMMON STOCK 30214U102 1,952 59658 SH SOLE 0 59658 0 USD.001 EXPRESS 1 EXPEDITED SOLUTION COMMON STOCK 30217Q108 22 17100 SH SOLE 0 17100 0 USD.001 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 54,330 1155470 SH SOLE 0 1155470 0 EXPRESSJET HOLDINGS INC COMMON STOCK USD.01 30218U306 40 15490 SH SOLE 0 15490 0 EXPRESS INC COMMON STOCK 30219E103 1,321 80700 SH SOLE 0 80700 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EXTRA SPACE STORAGE INC REIT USD.01 30225T102 4,805 345719 SH SOLE 0 345719 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 2,724 105531 SH SOLE 0 105531 0 EXTREME NETWORKS INC COMMON STOCK 30226D106 1,308 484573 SH SOLE 0 484573 0 USD.001 EZCORP INC CL A COMMON STOCK USD.01 302301106 9,060 488411 SH SOLE 0 488411 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 818,381 14339947 SH SOLE 0 14339947 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 1,550 73788 SH SOLE 0 73788 0 FEI COMPANY COMMON STOCK NPV 30241L109 1,006 51051 SH SOLE 0 51051 0 FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 10,111 347568 SH SOLE 0 347568 0 FBR CAPITAL MARKETS CORP COMMON STOCK 30247C301 463 138944 SH SOLE 0 138944 0 USD.001 FMC CORP COMMON STOCK USD.1 302491303 10,452 181991 SH SOLE 0 181991 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 15,449 293377 SH SOLE 0 293377 0 FNB UNITED CORP COMMON STOCK USD2.5 302519103 30 37515 SH SOLE 0 37515 0 FNB CORP COMMON STOCK USD.01 302520101 3,211 399874 SH SOLE 0 399874 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 429 16715 SH SOLE 0 16715 0 FSI INTL INC COMMON STOCK NPV 302633102 429 102300 SH SOLE 0 102300 0 FX ENERGY INC COMMON STOCK 302695101 71 19578 SH SOLE 0 19578 0 USD.001 FTI CONSULTING INC COMMON STOCK USD.01 302941109 3,483 79897 SH SOLE 0 79897 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 9,706 144890 SH SOLE 0 144890 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 3,236 148500 SH SOLE 0 148500 0 FAIRCHILD SEMICON INTERNATIO COMMON STOCK USD.01 303726103 2,208 262599 SH SOLE 0 262599 0 FALCONSTOR SOFTWARE INC COMMON STOCK 306137100 758 287243 SH SOLE 0 287243 0 USD.001 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 12,889 341961 SH SOLE 0 341961 0 FAMOUS DAVE S OF AMERICA COMMON STOCK USD.01 307068106 405 48622 SH SOLE 0 48622 0 FARMER BROS CO COMMON STOCK USD1.0 307675108 2 118 SH SOLE 0 118 0 FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 175 34724 SH SOLE 0 34724 0 USD.125 FARO TECHNOLOGIES INC COMMON STOCK 311642102 865 46245 SH SOLE 0 46245 0 USD.001 FASTENAL CO COMMON STOCK USD.01 311900104 16,749 333711 SH SOLE 0 333711 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0 313148306 839 59800 SH SOLE 0 59800 0 FREDDIE MAC COMMON STOCK USD.21 313400301 861 2085870 SH SOLE 0 2085870 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 5,018 385434 SH SOLE 0 385434 0 FANNIE MAE COMMON STOCK NPV 313586109 1,121 3271950 SH SOLE 0 3271950 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 16,960 241355 SH SOLE 0 241355 0 FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 1,257 208087 SH SOLE 0 208087 0 FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 5,699 275171 SH SOLE 0 275171 0 FEDEX CORP COMMON STOCK USD.1 31428X106 51,937 740798 SH SOLE 0 740798 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 1,626 325805 SH SOLE 0 325805 0 FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 465 89600 SH SOLE 0 89600 0 FERRO CORP COMMON STOCK USD1.0 315405100 1,067 144755 SH SOLE 0 144755 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 13,937 203257 SH SOLE 0 203257 0 FIBERTOWER CORP COMMON STOCK 31567R209 96 20325 SH SOLE 0 20325 0 USD.001 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 20,577 767216 SH SOLE 0 767216 0 FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 10,979 845215 SH SOLE 0 845215 0 USD.0001 FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 290 44238 SH SOLE 0 44238 0 FIELDPOINT PETROLEUM CORP COMMON STOCK USD.01 316570100 300 110740 SH SOLE 0 110740 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 29,529 2402708 SH SOLE 0 2402708 0 FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 21 1910 SH SOLE 0 1910 0 FINANCIAL ENGINES INC COMMON STOCK 317485100 7 500 SH SOLE 0 500 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 963 54220 SH SOLE 0 54220 0 FINISAR CORPORATION COMMON STOCK 31787A507 5,857 393110 SH SOLE 0 393110 0 USD.001 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 2,705 194161 SH SOLE 0 194161 0 FIRST ACCEPTANCE CORP COMMON STOCK USD.01 318457108 101 58798 SH SOLE 0 58798 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 AMERICAN FINANCIAL COMMON STOCK USD1E 31847R102 3,497 275815 SH SOLE 0 275815 0 05.0 FIRST BANCORP INC/ME COMMON STOCK USD.01 31866P102 291 22163 SH SOLE 0 22163 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1.0 318672102 382 721300 SH SOLE 0 721300 0 FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 318687100 59 6900 SH SOLE 0 6900 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 972 67048 SH SOLE 0 67048 0 FIRST BUSEY CORP COMMON STOCK 319383105 425 93828 SH SOLE 0 93828 0 USD.001 FIRST CALIFORNIA FINANCIAL G COMMON STOCK USD.01 319395109 132 49229 SH SOLE 0 49229 0 FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 9,654 442863 SH SOLE 0 442863 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 67 14700 SH SOLE 0 14700 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1.0 31946M103 2,761 14353 SH SOLE 0 14353 0 FIRST CLOVER LEAF FINANCIAL COMMON STOCK USD.1 31969M105 18 2700 SH SOLE 0 2700 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 319829107 1,401 266864 SH SOLE 0 266864 0 FIRST COMMUNITY CORP COMMON STOCK USD1.0 319835104 34 6180 SH SOLE 0 6180 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1.0 31983A103 596 40564 SH SOLE 0 40564 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 403 45088 SH SOLE 0 45088 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 1,486 99371 SH SOLE 0 99371 0 FIRST FED BNCSHS OF ARKANSAS COMMON STOCK USD.01 32020F105 81 31100 SH SOLE 0 31100 0 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 32020R109 2,785 57908 SH SOLE 0 57908 0 FIRST FINANCIAL CORP INDIANA COMMON STOCK NPV 320218100 729 28234 SH SOLE 0 28234 0 FIRST FEDERAL OF NORTHERN MI COMMON STOCK USD.01 32021X105 58 23553 SH SOLE 0 23553 0 FIRST FINANCIAL SERVICE CORP COMMON STOCK USD1.0 32022D108 36 4981 SH SOLE 0 4981 0 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 216 54619 SH SOLE 0 54619 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 640 55859 SH SOLE 0 55859 0 FIRST FRANKLIN CORP COMMON STOCK USD.01 320272107 85 10300 SH SOLE 0 10300 0 FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 8,674 757583.137 SH SOLE 0 757583.137 0 USD.625 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 1,434 297444 SH SOLE 0 297444 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 8 500 SH SOLE 0 500 0 FIRST KEYSTONE FINANCIAL INC COMMON STOCK USD.01 320655103 207 15500 SH SOLE 0 15500 0 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 320734106 678 26382 SH SOLE 0 26382 0 FIRST M + F CORP COMMON STOCK USD5.0 320744105 121 30730 SH SOLE 0 30730 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 968 412006 SH SOLE 0 412006 0 FIRST MARINER BANCORP INC COMMON STOCK USD.05 320795107 209 218153 SH SOLE 0 218153 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 895 105524 SH SOLE 0 105524 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK USD.01 320841109 295 27887 SH SOLE 0 27887 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 3,085 253688 SH SOLE 0 253688 0 FIRST NATIONAL BANCSHARES COMMON STOCK USD.01 32111B104 2 5376 SH SOLE 0 5376 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 5,114 408117 SH SOLE 0 408117 0 FIRST PACTRUST BANCORP INC COMMON STOCK USD.01 33589V101 28 3500 SH SOLE 0 3500 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 1,934 134574 SH SOLE 0 134574 0 FIRST PLACE FINANCIAL /OHIO COMMON STOCK USD.01 33610T109 53 17715 SH SOLE 0 17715 0 FIRST SECURITY GROUP INC/TN COMMON STOCK USD.01 336312103 106 55412 SH SOLE 0 55412 0 FIRST SOLAR INC COMMON STOCK 336433107 18,658 163913 SH SOLE 0 163913 0 USD.001 FIRST STATE BANCORPORATION COMMON STOCK NPV 336453105 25 80726 SH SOLE 0 80726 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 475 44812 SH SOLE 0 44812 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 688 40637 SH SOLE 0 40637 0 1ST UNITED BANCORP INC/NORTH COMMON STOCK USD.01 33740N105 7 900 SH SOLE 0 900 0 FIRST UNITED CORP COMMON STOCK USD.01 33741H107 95 24432 SH SOLE 0 24432 0 FIRSTBANK CORP/ALMA MICH COMMON STOCK NPV 33761G104 44 10290 SH SOLE 0 10290 0 FIRSTCITY FINANCIAL CORP COMMON STOCK USD.01 33761X107 234 35149 SH SOLE 0 35149 0 FISERV INC COMMON STOCK USD.01 337738108 18,347 401808 SH SOLE 0 401808 0 FISHER COMMUNICATIONS INC COMMON STOCK 337756209 654 38810 SH SOLE 0 38810 0 USD1.25 FIRSTMERIT CORP COMMON STOCK NPV 337915102 4,229 246902 SH SOLE 0 246902 0 FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930507 2,970 945904 SH SOLE 0 945904 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 27,760 787970 SH SOLE 0 787970 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 653 216200 SH SOLE 0 216200 0 FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 338517105 22 3400 SH SOLE 0 3400 0 FLEXSTEEL INDS COMMON STOCK USD1.0 339382103 332 30200 SH SOLE 0 30200 0 FLOTEK INDUSTRIES INC COMMON STOCK 343389102 170 140290 SH SOLE 0 140290 0 USD.0001 FLUOR CORP COMMON STOCK USD.01 343412102 20,108 473121 SH SOLE 0 473121 0 FLOW INTL CORP COMMON STOCK USD.01 343468104 323 136932 SH SOLE 0 136932 0 FLOWERS FOODS INC COMMON STOCK USD.01 343498101 5,840 239033 SH SOLE 0 239033 0 FLOWSERVE CORP COMMON STOCK 34354P105 12,443 146737 SH SOLE 0 146737 0 USD1.25 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 1,696 138674 SH SOLE 0 138674 0 FONAR CORP COMMON STOCK 344437405 29 18775 SH SOLE 0 18775 0 USD.0001 FOOD TECHNOLOGY SERVICE INC COMMON STOCK USD.01 344798202 19 9329 SH SOLE 0 9329 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 8,149 645718 SH SOLE 0 645718 0 FORCE PROTECTION INC COMMON STOCK 345203202 842 205359 SH SOLE 0 205359 0 USD.001 FORD MOTOR CO COMMON STOCK USD.01 345370860 83,843 8317802 SH SOLE 0 8317802 0 FOREST CITY ENTERPRISES CL A COMMON STOCK 345550107 7,272 642386 SH SOLE 0 642386 0 USD.333 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 17,688 644835 SH SOLE 0 644835 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 4,825 176356 SH SOLE 0 176356 0 FORESTAR GROUP INC COMMON STOCK USD1.0 346233109 1,648 91765 SH SOLE 0 91765 0 FORMFACTOR INC COMMON STOCK 346375108 421 39005 SH SOLE 0 39005 0 USD.001 FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 1,983 65535 SH SOLE 0 65535 0 FORTRESS INVESTMENT GRP CL A LTD PART NPV 34958B106 860 299500 SH SOLE 0 299500 0 FORTRESS INTERNATIONAL GROUP COMMON STOCK 34958D102 10 7000 SH SOLE 0 7000 0 USD.0001 FORTINET INC COMMON STOCK 34959E109 718 43700 SH SOLE 0 43700 0 USD.001 FORTUNE BRANDS INC COMMON STOCK 349631101 17,499 446621 SH SOLE 0 446621 0 USD3.125 FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 1,658 60834 SH SOLE 0 60834 0 FORWARD INDUSTRIES INC COMMON STOCK USD.01 349862300 292 94005 SH SOLE 0 94005 0 FOSSIL INC COMMON STOCK USD.01 349882100 2,512 72405 SH SOLE 0 72405 0 FOSTER (LB) CO CL A COMMON STOCK USD.01 350060109 223 8597 SH SOLE 0 8597 0 4KIDS ENTERTAINMENT INC COMMON STOCK USD.01 350865101 67 89000 SH SOLE 0 89000 0 FRANKLIN COVEY CO COMMON STOCK USD.05 353469109 232 35745 SH SOLE 0 35745 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 2,865 99393 SH SOLE 0 99393 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 45,750 530801 SH SOLE 0 530801 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 3,350 283618 SH SOLE 0 283618 0 FREDERICK S OF HOLLYWOOD GRO COMMON STOCK USD1.0 35582T108 10 13700 SH SOLE 0 13700 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 2,600 235040 SH SOLE 0 235040 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 67,743 1145670 SH SOLE 0 1145670 0 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 300 13266 SH SOLE 0 13266 0 FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0 358010106 44 9400 SH SOLE 0 9400 0 FRIEDMAN INDUSTRIES COMMON STOCK USD1.0 358435105 347 62299 SH SOLE 0 62299 0 FRISCH S RESTAURANTS INC COMMON STOCK NPV 358748101 156 7729 SH SOLE 0 7729 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 5,465 768616 SH SOLE 0 768616 0 FRONTIER FINANCIAL CORP COMMON STOCK NPV 35907K204 6 19859 SH SOLE 0 19859 0 FRONTIER OIL CORP COMMON STOCK NPV 35914P105 5,237 389400 SH SOLE 0 389400 0 FROZEN FOOD EXPRESS INDS COMMON STOCK USD1.5 359360104 208 59507 SH SOLE 0 59507 0 FUEL TECH INC COMMON STOCK USD.01 359523107 520 82249 SH SOLE 0 82249 0 FUELCELL ENERGY INC COMMON STOCK 35952H106 3 2872 SH SOLE 0 2872 0 USD.0001 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK 35952W103 2,940 113285 SH SOLE 0 113285 0 USD.001 FULL HOUSE RESORTS INC COMMON STOCK 359678109 30 9575 SH SOLE 0 9575 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- H.B. FULLER CO. COMMON STOCK USD1.0 359694106 3,232 170192 SH SOLE 0 170192 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 5,969 618553 SH SOLE 0 618553 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1.0 360921100 1,400 268119 SH SOLE 0 268119 0 FURIEX PHARMACEUTICALS COMMON STOCK 36106P101 247 24288 SH SOLE 0 24288 0 FURMANITE CORP COMMON STOCK NPV 361086101 607 153005 SH SOLE 0 153005 0 FUSHI COPPERWELD INC COMMON STOCK 36113E107 7 800 SH SOLE 0 800 0 USD.006 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 1,533 74218 SH SOLE 0 74218 0 GAMCO INVESTORS INC A COMMON STOCK 361438104 1,285 34546 SH SOLE 0 34546 0 USD.001 GATX CORP COMMON STOCK 361448103 4,008 150231 SH SOLE 0 150231 0 USD.625 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 4,014 193453 SH SOLE 0 193453 0 GFI GROUP INC COMMON STOCK USD.01 361652209 1,441 258179 SH SOLE 0 258179 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 361 49733 SH SOLE 0 49733 0 GSE SYSTEMS INC COMMON STOCK USD.01 36227K106 600 147900 SH SOLE 0 147900 0 G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 961 41980 SH SOLE 0 41980 0 GSI COMMERCE INC COMMON STOCK USD.01 36238G102 4,492 155980 SH SOLE 0 155980 0 GTSI CORP COMMON STOCK 36238K103 98 18000 SH SOLE 0 18000 0 USD.005 GTC BIOTHERAPEUTICS INC COMMON STOCK USD.01 36238T203 15 31340 SH SOLE 0 31340 0 GT SOLAR INTERNATIONAL INC COMMON STOCK USD.01 3623E0209 3,913 698696 SH SOLE 0 698696 0 GSI TECHNOLOGY INC COMMON STOCK 36241U106 5 800 SH SOLE 0 800 0 USD.001 GAIAM INC CLASS A COMMON STOCK 36268Q103 260 42911 SH SOLE 0 42911 0 USD.0001 GAINSCO INC COMMON STOCK USD.1 363127309 9 1257 SH SOLE 0 1257 0 ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 363576109 3,208 131598 SH SOLE 0 131598 0 GAMETECH INTERNATIONAL INC COMMON STOCK 36466D102 22 31064 SH SOLE 0 31064 0 USD.001 GAMING PARTNERS INTERNATIONA COMMON STOCK USD.01 36467A107 122 19100 SH SOLE 0 19100 0 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 9,192 489220 SH SOLE 0 489220 0 USD.001 GANNETT CO COMMON STOCK USD1.0 364730101 10,394 772243 SH SOLE 0 772243 0 GAP INC/THE COMMON STOCK USD.05 364760108 29,876 1535249 SH SOLE 0 1535249 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 3,827 85822 SH SOLE 0 85822 0 GARTNER INC COMMON STOCK 366651107 8,601 369937 SH SOLE 0 369937 0 USD.0005 GASCO ENERGY INC COMMON STOCK 367220100 162 454788 SH SOLE 0 454788 0 USD.0001 GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 299 82926 SH SOLE 0 82926 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 1,504 68105 SH SOLE 0 68105 0 GEEKNET INC COMMON STOCK 36846Q104 255 205955 SH SOLE 0 205955 0 USD.001 GEN PROBE INC COMMON STOCK 36866T103 4,449 97948 SH SOLE 0 97948 0 USD.0001 GENCORP INC COMMON STOCK USD.1 368682100 1,244 284000 SH SOLE 0 284000 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 11 800 SH SOLE 0 800 0 GENERAL CABLE CORP COMMON STOCK USD.01 369300108 5,907 221655 SH SOLE 0 221655 0 GENERAL COMMUNICATION CL A COMMON STOCK NPV 369385109 1,704 224502 SH SOLE 0 224502 0 GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 49,767 849852 SH SOLE 0 849852 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 419,760 29109540 SH SOLE 0 29109540 0 GENERAL EMPLOYMENT ENTERPRIS COMMON STOCK NPV 369730106 0 1300 SH SOLE 0 1300 0 GENERAL GROWTH PROPERTIES REIT USD.01 370021107 8,667 653657 SH SOLE 0 653657 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 54,991 1548172 SH SOLE 0 1548172 0 GENERAL MOLY INC COMMON STOCK 370373102 680 220734 SH SOLE 0 220734 0 USD.001 GENERAL STEEL HOLDINGS INC COMMON STOCK 370853103 2 780 SH SOLE 0 780 0 USD.001 GENESCO INC COMMON STOCK USD1.0 371532102 2,394 90993 SH SOLE 0 90993 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 4,400 117934 SH SOLE 0 117934 0 GENTEX CORP COMMON STOCK USD.06 371901109 9,356 520355 SH SOLE 0 520355 0 GENOPTIX INC COMMON STOCK 37243V100 1,049 60975 SH SOLE 0 60975 0 USD.001 GENOMIC HEALTH INC COMMON STOCK 37244C101 1,400 108291 SH SOLE 0 108291 0 USD.0001 GENUINE PARTS CO COMMON STOCK USD1.0 372460105 17,091 433237 SH SOLE 0 433237 0 GENVEC INC COMMON STOCK 37246C109 135 292927 SH SOLE 0 292927 0 USD.001 GEORESOURCES INC COMMON STOCK USD.01 372476101 174 12467 SH SOLE 0 12467 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 3,460 128108 SH SOLE 0 128108 0 GENWORTH FINANCIAL INC CL A COMMON STOCK 37247D106 15,704 1201566 SH SOLE 0 1201566 0 USD.001 GEOPETRO RESOURCES CO COMMON STOCK NPV 37248H304 9 18800 SH SOLE 0 18800 0 GEOPHARMA INC COMMON STOCK USD.01 37250A106 7 62082 SH SOLE 0 62082 0 GEOMET INC COMMON STOCK 37250U201 26 22800 SH SOLE 0 22800 0 USD.001 GEOEYE INC COMMON STOCK USD.01 37250W108 1,546 49661 SH SOLE 0 49661 0 GEOKINETICS INC COMMON STOCK USD.01 372910307 127 33031 SH SOLE 0 33031 0 GENZYME CORP COMMON STOCK USD.01 372917104 33,217 654269 SH SOLE 0 654269 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 803 60203 SH SOLE 0 60203 0 GERBER SCIENTIFIC INC COMMON STOCK USD.01 373730100 428 80000 SH SOLE 0 80000 0 GERDAU AMERISTEEL CORP COMMON STOCK NPV 37373P105 63 5800 SH SOLE 0 5800 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 410 26803 SH SOLE 0 26803 0 GERON CORP COMMON STOCK 374163103 350 69647 SH SOLE 0 69647 0 USD.001 GETTY REALTY CORP REIT USD.01 374297109 2,164 96545 SH SOLE 0 96545 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 198 19617 SH SOLE 0 19617 0 GIGA TRONICS INC COMMON STOCK NPV 375175106 61 26700 SH SOLE 0 26700 0 GILEAD SCIENCES INC COMMON STOCK 375558103 80,750 2355608 SH SOLE 0 2355608 0 USD.001 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 2,441 166397 SH SOLE 0 166397 0 GLADSTONE CAPITAL CORP COMMON STOCK 376535100 10 922 SH SOLE 0 922 0 USD.001 GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 5 300 SH SOLE 0 300 0 GLADSTONE INVESTMENT CORP COMMON STOCK 376546107 5 920 SH SOLE 0 920 0 USD.001 GLATFELTER COMMON STOCK USD.01 377316104 3,554 327530 SH SOLE 0 327530 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 305 119590 SH SOLE 0 119590 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 2,534 351516 SH SOLE 0 351516 0 USD.001 GLOBALSTAR INC COMMON STOCK 378973408 604 392519 SH SOLE 0 392519 0 USD.0001 GLG PARTNERS INC COMMON STOCK 37929X107 2,062 470745 SH SOLE 0 470745 0 USD.0001 GLIMCHER REALTY TRUST REIT USD.01 379302102 2,668 446169 SH SOLE 0 446169 0 GLOBAL INDUSTRIES LTD COMMON STOCK USD.01 379336100 1,155 257299 SH SOLE 0 257299 0 GLOBALSCAPE INC COMMON STOCK 37940G109 54 21000 SH SOLE 0 21000 0 USD.001 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 8,361 228818 SH SOLE 0 228818 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 2 300 SH SOLE 0 300 0 GLOBAL TRAFFIC NETWORK INC COMMON STOCK 37947B103 247 45900 SH SOLE 0 45900 0 USD.001 GLOBAL DEFENSE TECHNOLOGY + COMMON STOCK USD.01 37950B107 3 200 SH SOLE 0 200 0 GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 26 2500 SH SOLE 0 2500 0 USD.0001 GLOBECOMM SYSTEMS INC COMMON STOCK 37956X103 603 73120 SH SOLE 0 73120 0 USD.001 GLU MOBILE INC COMMON STOCK 379890106 44 33400 SH SOLE 0 33400 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GMX RESOURCES INC COMMON STOCK 38011M108 300 46152 SH SOLE 0 46152 0 USD.001 GOLDEN ENTERPRISES COMMON STOCK 381010107 137 45502 SH SOLE 0 45502 0 USD.6666667 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 46 10600 SH SOLE 0 10600 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 183,580 1398489 SH SOLE 0 1398489 0 GOLFSMITH INTERNATIONAL HOLD COMMON STOCK 38168Y103 34 10000 SH SOLE 0 10000 0 USD.001 GOLUB CAPITAL BDC INC COMMON STOCK 38173M102 4 300 SH SOLE 0 300 0 GOODRICH CORP COMMON STOCK USD5.0 382388106 21,469 324065 SH SOLE 0 324065 0 GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 2,388 199012 SH SOLE 0 199012 0 GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 7,891 793897 SH SOLE 0 793897 0 GOOGLE INC CL A COMMON STOCK 38259P508 258,279 580467 SH SOLE 0 580467 0 USD.001 GORMAN RUPP CO COMMON STOCK NPV 383082104 1,010 40335 SH SOLE 0 40335 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 1,879 73641 SH SOLE 0 73641 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 2,616 124346 SH SOLE 0 124346 0 GRACO INC COMMON STOCK USD1.0 384109104 5,452 193400 SH SOLE 0 193400 0 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 7,318 500550 SH SOLE 0 500550 0 GRAHAM CORP COMMON STOCK USD.1 384556106 407 27148 SH SOLE 0 27148 0 GRAHAM PACKAGING CO INC COMMON STOCK USD.01 384701108 2,402 200700 SH SOLE 0 200700 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 17,258 173538 SH SOLE 0 173538 0 GRAMERCY CAPITAL CORP REIT USD.001 384871109 241 191338 SH SOLE 0 191338 0 GRAN TIERRA ENERGY INC COMMON STOCK 38500T101 188 38000 SH SOLE 0 38000 0 USD.001 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 6,370 271880 SH SOLE 0 271880 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 903 38296 SH SOLE 0 38296 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 1,283 407158 SH SOLE 0 407158 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 279 115765 SH SOLE 0 115765 0 GRAYMARK HEALTHCARE INC COMMON STOCK 389465204 3 2800 SH SOLE 0 2800 0 USD.0001 GREAT ATLANTIC + PAC TEA CO COMMON STOCK USD1.0 390064103 584 149753 SH SOLE 0 149753 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 880 146652 SH SOLE 0 146652 0 USD.0001 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 586 28870 SH SOLE 0 28870 0 GREAT PLAINS ENERGY INC COMMON STOCK NPV 391164100 6,387 375246 SH SOLE 0 375246 0 GREAT WOLF RESORTS INC COMMON STOCK USD.01 391523107 176 84680 SH SOLE 0 84680 0 GREATBATCH INC COMMON STOCK 39153L106 2,145 96161 SH SOLE 0 96161 0 USD.001 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 11,277 438807 SH SOLE 0 438807 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK 393222104 1,741 170333 SH SOLE 0 170333 0 USD.001 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 606 54140 SH SOLE 0 54140 0 GREEN BANKSHARES INC COMMON STOCK USD2.0 394361208 787 61620 SH SOLE 0 61620 0 GREENHILL + CO INC COMMON STOCK USD.01 395259104 3,154 51603 SH SOLE 0 51603 0 GREIF INC CL A COMMON STOCK NPV 397624107 2,762 49728 SH SOLE 0 49728 0 GRIFFIN LAND + NURSERIES COMMON STOCK USD.01 398231100 128 5030 SH SOLE 0 5030 0 GRIFFON CORPORATION COMMON STOCK USD.25 398433102 627 56673 SH SOLE 0 56673 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 1,131 48062 SH SOLE 0 48062 0 GRUBB + ELLIS CO COMMON STOCK USD.01 400095204 276 281790 SH SOLE 0 281790 0 GTX INC COMMON STOCK 40052B108 357 117059 SH SOLE 0 117059 0 USD.001 GUARANTY BANCORP COMMON STOCK 40075T102 296 279326 SH SOLE 0 279326 0 USD.001 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 40108P101 113 17728 SH SOLE 0 17728 0 GUESS? INC COMMON STOCK USD.01 401617105 5,920 189516 SH SOLE 0 189516 0 GUIDANCE SOFTWARE INC COMMON STOCK 401692108 3 500 SH SOLE 0 500 0 USD.001 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 472 30387 SH SOLE 0 30387 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 800 30516 SH SOLE 0 30516 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 1,670 140795 SH SOLE 0 140795 0 GULFSTREAM INTERNATIONAL GRP COMMON STOCK USD.01 402738108 1 700 SH SOLE 0 700 0 GYMBOREE CORP COMMON STOCK 403777105 3,786 88651 SH SOLE 0 88651 0 USD.001 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 965 128832 SH SOLE 0 128832 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1.0 404132102 7,761 313435 SH SOLE 0 313435 0 HCP INC REIT USD1.0 40414L109 40,734 1263076 SH SOLE 0 1263076 0 HF FINANCIAL CORP COMMON STOCK USD.01 404172108 8 801 SH SOLE 0 801 0 HFF INC CLASS A COMMON STOCK USD.01 40418F108 182 25800 SH SOLE 0 25800 0 HKN INC COMMON STOCK USD.01 40420K103 232 73977 SH SOLE 0 73977 0 HMN FINANCIAL INC COMMON STOCK USD.01 40424G108 110 23940 SH SOLE 0 23940 0 HNI CORP COMMON STOCK USD1.0 404251100 1,333 48308 SH SOLE 0 48308 0 HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 4,751 87627 SH SOLE 0 87627 0 HQ SUSTAINABLE MARITIME INDU COMMON STOCK 40426A208 506 101106 SH SOLE 0 101106 0 USD.001 HRPT PROPERTIES TRUST REIT USD.01 40426W101 6,298 1014186 SH SOLE 0 1014186 0 HSN INC COMMON STOCK USD.01 404303109 2,144 89350 SH SOLE 0 89350 0 HACKETT GROUP INC/THE COMMON STOCK 404609109 700 249160 SH SOLE 0 249160 0 USD.001 HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 2,796 52239 SH SOLE 0 52239 0 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 2,389 118451 SH SOLE 0 118451 0 HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 2 200 SH SOLE 0 200 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 55,030 2241547 SH SOLE 0 2241547 0 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 821 82505 SH SOLE 0 82505 0 HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 376 53478 SH SOLE 0 53478 0 USD.001 HAMPDEN BANCORP INC COMMON STOCK USD.01 40867E107 66 6900 SH SOLE 0 6900 0 HAMPTON ROADS BANKSHARES INC COMMON STOCK 409321106 83 111158 SH SOLE 0 111158 0 USD.625 HANCOCK HOLDING CO COMMON STOCK 410120109 2,330 69834 SH SOLE 0 69834 0 USD3.33 HANESBRANDS INC COMMON STOCK USD.01 410345102 5,290 219867 SH SOLE 0 219867 0 HANGER ORTHOPEDIC GROUP INC COMMON STOCK USD.01 41043F208 2,509 139709 SH SOLE 0 139709 0 HANMI FINANCIAL CORPORATION COMMON STOCK 410495105 253 201073 SH SOLE 0 201073 0 USD.001 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 6,403 147188 SH SOLE 0 147188 0 HANSEN MEDICAL INC COMMON STOCK 411307101 13 5925 SH SOLE 0 5925 0 USD.0001 HANSEN NATURAL CORPORATION COMMON STOCK 411310105 7,432 190023 SH SOLE 0 190023 0 USD.005 HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 313 49880 SH SOLE 0 49880 0 HARDINGE INC COMMON STOCK USD.01 412324303 319 37425 SH SOLE 0 37425 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 10,225 459956 SH SOLE 0 459956 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1.0 412824104 1,290 41565 SH SOLE 0 41565 0 HARLEYSVILLE SVNGS FIN CORP COMMON STOCK USD.01 412865107 152 9964 SH SOLE 0 9964 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 3,047 101926 SH SOLE 0 101926 0 HARMONIC INC COMMON STOCK 413160102 2,064 379477 SH SOLE 0 379477 0 USD.001 HARRIS + HARRIS GROUP INC COMMON STOCK USD.01 413833104 5 1320 SH SOLE 0 1320 0 HARRIS CORP COMMON STOCK USD1.0 413875105 7,649 183652 SH SOLE 0 183652 0 HARRIS INTERACTIVE INC COMMON STOCK 414549105 436 411018 SH SOLE 0 411018 0 USD.001 HARSCO CORP COMMON STOCK 415864107 5,633 239723 SH SOLE 0 239723 0 USD1.25 HARTE HANKS INC COMMON STOCK USD1.0 416196103 1,254 120012 SH SOLE 0 120012 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 21,004 949111 SH SOLE 0 949111 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 499 140202 SH SOLE 0 140202 0 HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 992 134587 SH SOLE 0 134587 0 HASBRO INC COMMON STOCK USD.5 418056107 6,140 149400 SH SOLE 0 149400 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HASTINGS ENTERTAINMENT INC COMMON STOCK USD.01 418365102 430 56100 SH SOLE 0 56100 0 HATTERAS FINL CORP COM 41902R103 5,380 193393 SH SOLE 0 193393 0 HAUPPAUGE DIGITAL INC COMMON STOCK USD.01 419131107 239 117100 SH SOLE 0 117100 0 HAVERTY FURNITURE COMMON STOCK USD1.0 419596101 1,144 93108 SH SOLE 0 93108 0 HAWAIIAN ELECTRIC INDS COMMON STOCK NPV 419870100 9,030 396386 SH SOLE 0 396386 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 952 184087 SH SOLE 0 184087 0 HAWK CORP CLASS A COMMON STOCK USD.01 420089104 1,500 58929 SH SOLE 0 58929 0 HAWKINS INC COMMON STOCK USD.05 420261109 812 33715 SH SOLE 0 33715 0 HAWTHORN BANCSHARES INC COMMON STOCK USD1.0 420476103 119 9926.8 SH SOLE 0 9926.8 0 HAYNES INTERNATIONAL INC COMMON STOCK 420877201 874 28359 SH SOLE 0 28359 0 USD.001 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 4,357 229907 SH SOLE 0 229907 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 3,065 163805 SH SOLE 0 163805 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 2,624 337678 SH SOLE 0 337678 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 5,238 238430 SH SOLE 0 238430 0 HEADWATERS INC COMMON STOCK 42210P102 358 126165 SH SOLE 0 126165 0 USD.001 HEALTH CARE REIT INC REIT USD1.0 42217K106 21,055 499891 SH SOLE 0 499891 0 HEALTH GRADES INC COMMON STOCK 42218Q102 357 59500 SH SOLE 0 59500 0 USD.001 HEALTH NET INC COMMON STOCK 42222G108 6,116 250970 SH SOLE 0 250970 0 USD.001 HEALTHTRONICS INC COMMON STOCK NPV 42222L107 947 195964 SH SOLE 0 195964 0 HEALTHSTREAM INC COMMON STOCK NPV 42222N103 275 59800 SH SOLE 0 59800 0 HEALTHWAYS INC COMMON STOCK 422245100 1,003 84125 SH SOLE 0 84125 0 USD.001 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 2,694 173699 SH SOLE 0 173699 0 HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 3,054 210357 SH SOLE 0 210357 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 42234Q102 240 13877 SH SOLE 0 13877 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 2,333 157198 SH SOLE 0 157198 0 USD.001 HEARUSA INC COMMON STOCK USD.1 422360305 59 63200 SH SOLE 0 63200 0 HEARTWARE INTERNATIONAL INC COMMON STOCK 422368100 28 400 SH SOLE 0 400 0 HECKMANN CORP COMMON STOCK 422680108 -88 -18900 SH SOLE 0 -18900 0 USD.001 HECLA MINING CO COMMON STOCK USD.25 422704106 3,480 666678 SH SOLE 0 666678 0 HEELYS INC COMMON STOCK 42279M107 47 19540 SH SOLE 0 19540 0 USD.001 HEICO CORP COMMON STOCK USD.01 422806109 68 1880.25 SH SOLE 0 1880.25 0 HEICO CORP CLASS A COMMON STOCK USD.01 422806208 499 18500 SH SOLE 0 18500 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 937 41044 SH SOLE 0 41044 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 31,470 728127 SH SOLE 0 728127 0 HELICOS BIOSCIENCES CORP COMMON STOCK 42326R109 7 16000 SH SOLE 0 16000 0 USD.001 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 4,048 375824 SH SOLE 0 375824 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 9,652 264304 SH SOLE 0 264304 0 HEMISPHERX BIOPHARMA INC COMMON STOCK 42366C103 208 444200 SH SOLE 0 444200 0 USD.001 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 5,522 231253 SH SOLE 0 231253 0 HENRY BROS. ELECTRONICS INC COMMON STOCK USD.01 426286100 9 2400 SH SOLE 0 2400 0 HERITAGE COMMERCE CORP COMMON STOCK NPV 426927109 154 43500 SH SOLE 0 43500 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 485 199439 SH SOLE 0 199439 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 13 1413 SH SOLE 0 1413 0 USD.001 HERITAGE FINANCIAL CORP COMMON STOCK NPV 42722X106 380 25400 SH SOLE 0 25400 0 HERITAGE OAKS BANCORP COMMON STOCK NPV 42724R107 14 3897 SH SOLE 0 3897 0 HERITAGE FINANCIAL GROUP COMMON STOCK USD.01 42725U109 238 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 659 46194 SH SOLE 0 46194 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 2,444 540633 SH SOLE 0 540633 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HERSHEY CO/THE COMMON STOCK USD1.0 427866108 21,860 456080 SH SOLE 0 456080 0 HESKA CORP COMMON STOCK 42805E207 15 23800 SH SOLE 0 23800 0 USD.001 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 3,856 407641 SH SOLE 0 407641 0 HESS CORP COMMON STOCK USD1.0 42809H107 48,576 964952 SH SOLE 0 964952 0 HEWITT ASSOCIATES INC CL A COMMON STOCK USD.01 42822Q100 9,806 284572 SH SOLE 0 284572 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 267,638 6183878 SH SOLE 0 6183878 0 HEXCEL CORP COMMON STOCK USD.01 428291108 1,929 124357 SH SOLE 0 124357 0 HHGREGG INC COMMON STOCK 42833L108 2,515 107836 SH SOLE 0 107836 0 USD.0001 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 1,570 68517 SH SOLE 0 68517 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 3,659 152716 SH SOLE 0 152716 0 HICKORYTECH CORP COMMON STOCK NPV 429060106 328 48600 SH SOLE 0 48600 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 7,207 259621 SH SOLE 0 259621 0 HILL INTERNATIONAL INC COMMON STOCK 431466101 639 157393 SH SOLE 0 157393 0 USD.0001 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 5,902 193948 SH SOLE 0 193948 0 HILLENBRAND INC COMMON STOCK NPV 431571108 3,882 181509 SH SOLE 0 181509 0 HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 1,141 114016 SH SOLE 0 114016 0 HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1.0 433323102 129 3480 SH SOLE 0 3480 0 HITTITE MICROWAVE CORP COMMON STOCK USD.01 43365Y104 2,620 58555 SH SOLE 0 58555 0 HOKU CORP COMMON STOCK 434711107 197 58902 SH SOLE 0 58902 0 USD.001 HOLLY CORP COMMON STOCK USD.01 435758305 4,826 181551 SH SOLE 0 181551 0 HOLLYWOOD MEDIA CORP COMMON STOCK USD.01 436233100 181 153215 SH SOLE 0 153215 0 HOLOGIC INC COMMON STOCK USD.01 436440101 9,027 648061 SH SOLE 0 648061 0 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1,281 56154.5 SH SOLE 0 56154.5 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 30 2300 SH SOLE 0 2300 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 214,191 7630604 SH SOLE 0 7630604 0 HOME FEDERAL BANCORP INC/MD COMMON STOCK USD.01 43710G105 621 49148 SH SOLE 0 49148 0 HOME PROPERTIES INC REIT USD.01 437306103 6,254 138759 SH SOLE 0 138759 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 67,858 1738600 SH SOLE 0 1738600 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 361 33902 SH SOLE 0 33902 0 HOOPER HOLMES INC COMMON STOCK USD.04 439104100 141 247000 SH SOLE 0 247000 0 HOPFED BANCORP INC COMMON STOCK USD.01 439734104 68 7500 SH SOLE 0 7500 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 701 45788 SH SOLE 0 45788 0 USD.001 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 648 153248 SH SOLE 0 153248 0 HORMEL FOODS CORP COMMON STOCK 440452100 9,262 228805 SH SOLE 0 228805 0 USD.0586 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 805 55111 SH SOLE 0 55111 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 228 30158 SH SOLE 0 30158 0 HOSPIRA INC COMMON STOCK USD.01 441060100 20,762 361384 SH SOLE 0 361384 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 8,984 425762 SH SOLE 0 425762 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 37,652 2793181 SH SOLE 0 2793181 0 HOT TOPIC INC COMMON STOCK NPV 441339108 1,472 289768 SH SOLE 0 289768 0 HOUSTON AMERICAN ENERGY CORP COMMON STOCK 44183U100 1,174 119063 SH SOLE 0 119063 0 USD.001 HOUSTON WIRE + CABLE CO COMMON STOCK 44244K109 178 16369 SH SOLE 0 16369 0 USD.001 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 1,612 437942 SH SOLE 0 437942 0 HUB GROUP INC CL A COMMON STOCK USD.01 443320106 1,827 60880 SH SOLE 0 60880 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 6,707 168986 SH SOLE 0 168986 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 17,697 1445820 SH SOLE 0 1445820 0 HUDSON HIGHLAND GROUP INC COMMON STOCK 443792106 329 74740 SH SOLE 0 74740 0 USD.001 HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 444144109 153 74800 SH SOLE 0 74800 0 HUDSON VALLEY HOLDING CORP COMMON STOCK USD.2 444172100 12 500 SH SOLE 0 500 0 HUGHES COMMUNICATIONS INC COMMON STOCK 444398101 958 39367 SH SOLE 0 39367 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HUGOTON ROYALTY TRUST ROYALTY TRST NPV 444717102 3,040 160163 SH SOLE 0 160163 0 HUMANA INC COMMON STOCK 444859102 23,612 517020 SH SOLE 0 517020 0 USD.166 HUMAN GENOME SCIENCES INC COMMON STOCK USD.01 444903108 7,361 324835 SH SOLE 0 324835 0 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 9,126 279347 SH SOLE 0 279347 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 13,588 2452727 SH SOLE 0 2452727 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 3,349 386302 SH SOLE 0 386302 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 262 17628 SH SOLE 0 17628 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 1,985 102270 SH SOLE 0 102270 0 HUTCHINSON TECH COMMON STOCK USD.01 448407106 719 166044 SH SOLE 0 166044 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 5,024 135441 SH SOLE 0 135441 0 IDT CORP CLASS B COMMON STOCK USD.01 448947507 612 47966 SH SOLE 0 47966 0 HYPERDYNAMICS CORP COMMON STOCK 448954107 251 230127 SH SOLE 0 230127 0 USD.001 HYPERCOM CORP COMMON STOCK 44913M105 728 156857 SH SOLE 0 156857 0 USD.001 IAC/INTERACTIVECORP COMMON STOCK 44919P508 1,042 47437 SH SOLE 0 47437 0 USD.001 ICF INTERNATIONAL INC COMMON STOCK 44925C103 1,283 53630 SH SOLE 0 53630 0 USD.001 ICU MEDICAL INC COMMON STOCK USD.1 44930G107 934 29046 SH SOLE 0 29046 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 86 53148 SH SOLE 0 53148 0 ICAD INC COMMON STOCK USD.01 44934S107 316 165356 SH SOLE 0 165356 0 ICX TECHNOLOGIES INC COMMON STOCK 44934T105 979 134147 SH SOLE 0 134147 0 USD.001 ID SYSTEMS INC COMMON STOCK USD.01 449489103 103 38786 SH SOLE 0 38786 0 IEC ELECTRONICS CORP COMMON STOCK USD.01 44949L105 184 40200 SH SOLE 0 40200 0 IGI LABORATORIES INC COMMON STOCK USD.01 449575109 17 17000 SH SOLE 0 17000 0 IGO INC COMMON STOCK USD.01 449593102 142 94709 SH SOLE 0 94709 0 IPG PHOTONICS CORP COMMON STOCK 44980X109 1,259 82642 SH SOLE 0 82642 0 USD.0001 IPC THE HOSPITALIST CO COMMON STOCK 44984A105 1,021 40660 SH SOLE 0 40660 0 USD.001 ISTAR FINANCIAL INC REIT USD.001 45031U101 1,555 348671 SH SOLE 0 348671 0 ISTA PHARMACEUTICALS INC. COMMON STOCK 45031X204 233 106600 SH SOLE 0 106600 0 USD.001 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 8,122 97831 SH SOLE 0 97831 0 IVAX DIAGNOSTICS INC COMMON STOCK USD.01 45070W109 56 107200 SH SOLE 0 107200 0 IXIA COMMON STOCK NPV 45071R109 1,174 136638 SH SOLE 0 136638 0 IBERIABANK CORP COMMON STOCK USD1.0 450828108 891 17312 SH SOLE 0 17312 0 ITT CORP COMMON STOCK USD1.0 450911102 21,141 470628 SH SOLE 0 470628 0 ICAGEN INC COMMON STOCK 45104P104 55 144100 SH SOLE 0 144100 0 USD.001 ICONIX BRAND GROUP INC COMMON STOCK 451055107 3,148 219038 SH SOLE 0 219038 0 USD.001 ICAHN ENTERPRISES LP LTD PART NPV 451100101 130 3510 SH SOLE 0 3510 0 IDACORP INC COMMON STOCK NPV 451107106 3,734 112219 SH SOLE 0 112219 0 IDENIX PHARMACEUTICALS INC COMMON STOCK 45166R204 657 131347 SH SOLE 0 131347 0 USD.001 IDEX CORP COMMON STOCK USD.01 45167R104 6,504 227639 SH SOLE 0 227639 0 IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 9,181 150750 SH SOLE 0 150750 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 389 107920 SH SOLE 0 107920 0 USD.001 IGATE CORP COMMON STOCK USD.01 45169U105 1,422 110939 SH SOLE 0 110939 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 7,226 123697 SH SOLE 0 123697 0 IKANOS COMMUNICATIONS INC COMMON STOCK 45173E105 313 194530 SH SOLE 0 194530 0 USD.001 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 49,386 1196371 SH SOLE 0 1196371 0 ILLUMINA INC COMMON STOCK USD.01 452327109 16,048 368665 SH SOLE 0 368665 0 IMAGE SENSING SYSTEMS INC COMMON STOCK USD.01 45244C104 414 31600 SH SOLE 0 31600 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- IMATION CORP COMMON STOCK USD.01 45245A107 1,660 180653 SH SOLE 0 180653 0 IMERGENT INC COMMON STOCK 45247Q100 146 40300 SH SOLE 0 40300 0 USD.001 IMMERSION CORPORATION COMMON STOCK 452521107 468 92540 SH SOLE 0 92540 0 USD.001 IMMUCOR INC COMMON STOCK USD.1 452526106 4,106 215524 SH SOLE 0 215524 0 IMMUNOGEN INC COMMON STOCK USD.01 45253H101 -5 -500 SH SOLE 0 -500 0 IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 48 2500 SH SOLE 0 2500 0 IMMUNOMEDICS INC COMMON STOCK USD.01 452907108 604 195548 SH SOLE 0 195548 0 IMPERIAL SUGAR CO COMMON STOCK NPV 453096208 346 34280 SH SOLE 0 34280 0 INCONTACT INC COMMON STOCK 45336E109 244 99674 SH SOLE 0 99674 0 USD.0001 INCYTE CORP COMMON STOCK 45337C102 1,244 112335 SH SOLE 0 112335 0 USD.001 INDEPENDENCE HOLDING CO COMMON STOCK USD1.0 453440307 190 31750 SH SOLE 0 31750 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 1,098 44475 SH SOLE 0 44475 0 INDEPENDENT BANK CORP MICH COMMON STOCK USD1.0 453838104 16 41818 SH SOLE 0 41818 0 INDIANA COMMUNITY BANCORP COMMON STOCK NPV 454674102 219 18109 SH SOLE 0 18109 0 INDUSTRIAL SVCS OF AMERICA COMMON STOCK 456314103 726 65227 SH SOLE 0 65227 0 USD.005 INFINITY PHARMACEUTICALS INC COMMON STOCK 45665G303 291 49316 SH SOLE 0 49316 0 USD.001 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 2,890 62584 SH SOLE 0 62584 0 INFORMATICA CORP COMMON STOCK 45666Q102 6,427 269117 SH SOLE 0 269117 0 USD.001 INFINERA CORP COMMON STOCK 45667G103 1,321 205510 SH SOLE 0 205510 0 USD.001 INFOGROUP INC COMMON STOCK 45670G108 1,199 150225 SH SOLE 0 150225 0 USD.0025 INFORMATION SERVICES GROUP COMMON STOCK 45675Y104 161 80400 SH SOLE 0 80400 0 USD.0001 INFOSONICS CORP COMMON STOCK 456784107 122 210199 SH SOLE 0 210199 0 USD.001 INFOSPACE INC COMMON STOCK 45678T300 358 47627 SH SOLE 0 47627 0 USD.0001 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 361 23990 SH SOLE 0 23990 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 6,479 426543 SH SOLE 0 426543 0 INHIBITEX INC COMMON STOCK 45719T103 346 135600 SH SOLE 0 135600 0 USD.001 INLAND REAL ESTATE CORP REIT USD.01 457461200 2,682 338651 SH SOLE 0 338651 0 INNODATA ISOGEN INC COMMON STOCK USD.01 457642205 252 97892 SH SOLE 0 97892 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 2,934 222954 SH SOLE 0 222954 0 INSIGNIA SYSTEMS INC COMMON STOCK USD.01 45765Y105 387 74400 SH SOLE 0 74400 0 INSITUFORM TECHNOLOGIES CL A COMMON STOCK USD.01 457667103 3,099 151314 SH SOLE 0 151314 0 INSMED INC COMMON STOCK USD.01 457669208 546 812276 SH SOLE 0 812276 0 INNOTRAC CORP COMMON STOCK USD.1 45767M109 49 37900 SH SOLE 0 37900 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 261 27800 SH SOLE 0 27800 0 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK 45769N105 95 21500 SH SOLE 0 21500 0 USD.001 INSPIRE PHARMACEUTICALS INC COMMON STOCK 457733103 42 8517 SH SOLE 0 8517 0 USD.001 INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H102 253 248100 SH SOLE 0 248100 0 USD.001 INNERWORKINGS INC COMMON STOCK 45773Y105 1 112 SH SOLE 0 112 0 USD.0001 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 832 31896 SH SOLE 0 31896 0 USD.001 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 469 40332 SH SOLE 0 40332 0 INNOVARO INC COMMON STOCK USD.01 45777T102 51 13700 SH SOLE 0 13700 0 INSULET CORP COMMON STOCK 45784P101 24 1565 SH SOLE 0 1565 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 2,300 62174 SH SOLE 0 62174 0 INTEGRAL SYSTEMS INC/MD COMMON STOCK USD.01 45810H107 139 21948 SH SOLE 0 21948 0 INTEGRAMED AMERICA INC COMMON STOCK USD.01 45810N302 302 37195 SH SOLE 0 37195 0 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 1,499 302755 SH SOLE 0 302755 0 USD.001 INTEGRATED ELECTRICAL SERVIC COMMON STOCK USD.01 45811E301 148 42372 SH SOLE 0 42372 0 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 546 72429 SH SOLE 0 72429 0 USD.0001 INTEL CORP COMMON STOCK 458140100 280,784 14436184 SH SOLE 0 14436184 0 USD.001 INTEGRA BANK CORPORATION COMMON STOCK USD1.0 45814P105 41 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 45817G102 61 38600 SH SOLE 0 38600 0 USD.001 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1.0 45822P105 6,585 150560 SH SOLE 0 150560 0 INTER PARFUMS INC COMMON STOCK 458334109 746 52436 SH SOLE 0 52436 0 USD.001 INTERACTIVE INTELLIGENCE INC COMMON STOCK USD.01 45839M103 420 25550 SH SOLE 0 25550 0 INTERACTIVE DATA CORP COMMON STOCK USD.01 45840J107 2,808 84122 SH SOLE 0 84122 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 3,678 221578 SH SOLE 0 221578 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 19,031 168373 SH SOLE 0 168373 0 INTERFACE INC CLASS A COMMON STOCK USD.1 458665106 1,438 133906 SH SOLE 0 133906 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 5,353 216818 SH SOLE 0 216818 0 INTERLEUKIN GENETICS INC COMMON STOCK 458738101 43 123383 SH SOLE 0 123383 0 USD.001 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 429 24828 SH SOLE 0 24828 0 INTERMEC INC COMMON STOCK USD.01 458786100 704 68707 SH SOLE 0 68707 0 INTERMUNE INC COMMON STOCK 45884X103 422 45185 SH SOLE 0 45185 0 USD.001 INTERNAP NETWORK SERVICES COMMON STOCK 45885A300 763 183076 SH SOLE 0 183076 0 USD.001 INTL ASSETS HOLDING CORP COMMON STOCK USD.01 459028106 266 16641 SH SOLE 0 16641 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 2,068 123918 SH SOLE 0 123918 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 414,111 3353666 SH SOLE 0 3353666 0 INTERNATIONAL COAL GROUP INC COMMON STOCK USD.01 45928H106 2,124 551567 SH SOLE 0 551567 0 INTL FLAVORS + FRAGRANCES COMMON STOCK 459506101 5,996 141340 SH SOLE 0 141340 0 USD.125 INTL GAME TECHNOLOGY COMMON STOCK 459902102 11,454 729538 SH SOLE 0 729538 0 USD.00015625 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 24,430 1079526 SH SOLE 0 1079526 0 INTL RECTIFIER CORP COMMON STOCK USD1.0 460254105 442 23729 SH SOLE 0 23729 0 INTL SHIPHOLDING CORP COMMON STOCK USD1.0 460321201 258 11641 SH SOLE 0 11641 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 2,433 94453 SH SOLE 0 94453 0 INTERPHASE CORP COMMON STOCK USD.1 460593106 7 4263 SH SOLE 0 4263 0 INTERNET CAPITAL GROUP INC COMMON STOCK 46059C205 11 1460 SH SOLE 0 1460 0 USD.001 INTERNET BRANDS INC CL A COMMON STOCK 460608102 47 4563 SH SOLE 0 4563 0 USD.001 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 4,109 576231 SH SOLE 0 576231 0 INTERSIL CORP CL A COMMON STOCK USD.01 46069S109 4,669 385556 SH SOLE 0 385556 0 INTERVEST BANCSHARES CORP A COMMON STOCK USD1.0 460927106 90 16600 SH SOLE 0 16600 0 INTERSECTIONS INC COMMON STOCK USD.01 460981301 63 15300 SH SOLE 0 15300 0 INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 675 54194 SH SOLE 0 54194 0 INTEST CORP COMMON STOCK USD.01 461147100 484 142376 SH SOLE 0 142376 0 INTEVAC INC COMMON STOCK NPV 461148108 223 20927 SH SOLE 0 20927 0 INTUIT INC COMMON STOCK USD.01 461202103 26,687 767535 SH SOLE 0 767535 0 INVACARE CORP COMMON STOCK USD.25 461203101 3,068 147906 SH SOLE 0 147906 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 27,006 85565 SH SOLE 0 85565 0 USD.001 INVENTURE FOODS INC COMMON STOCK USD.01 461212102 199 65180 SH SOLE 0 65180 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- INTRICON CORP COMMON STOCK USD1.0 46121H109 211 39216 SH SOLE 0 39216 0 INTREPID POTASH INC COMMON STOCK 46121Y102 2,213 113061 SH SOLE 0 113061 0 USD.001 INVENTIV HEALTH INC COMMON STOCK 46122E105 5,580 217986 SH SOLE 0 217986 0 USD.001 INUVO INC COMMON STOCK 46122W105 58 339800 SH SOLE 0 339800 0 USD.001 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 28 1424 SH SOLE 0 1424 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 2,643 164558 SH SOLE 0 164558 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146P102 374 28541 SH SOLE 0 28541 0 INVESTORS CAPITAL HOLDINGS COMMON STOCK USD.01 46147M108 14 5690 SH SOLE 0 5690 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 2,452 277712 SH SOLE 0 277712 0 INVESTORS TITLE CO COMMON STOCK NPV 461804106 150 4800 SH SOLE 0 4800 0 INX INC COMMON STOCK USD.01 46185W109 287 61100 SH SOLE 0 61100 0 ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 949 272759 SH SOLE 0 272759 0 IPASS INC COMMON STOCK 46261V108 477 445670 SH SOLE 0 445670 0 USD.001 IRIDEX CORP COMMON STOCK USD.01 462684101 95 25800 SH SOLE 0 25800 0 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 14 1400 SH SOLE 0 1400 0 USD.001 IRIS INTERNATIONAL INC COMMON STOCK USD.01 46270W105 560 55202 SH SOLE 0 55202 0 IROBOT CORP COMMON STOCK USD.01 462726100 1,796 95571 SH SOLE 0 95571 0 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 9,108 405526 SH SOLE 0 405526 0 IRONWOOD PHARMACEUTICALS INC COMMON STOCK 46333X108 69 5800 SH SOLE 0 5800 0 USD.001 IRVINE SENSORS CORP COMMON STOCK USD.01 463664607 1 3499 SH SOLE 0 3499 0 ISHARES RUSSELL 2000 GROWTH IN ISHARES RUSSELL 464287648 27 400 SH SOLE 0 400 0 2000 GROWTH ISILON SYSTEMS INC COMMON STOCK USD1E 46432L104 899 70031 SH SOLE 0 70031 0 05.0 ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 2,887 301624 SH SOLE 0 301624 0 USD.001 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 432 46672 SH SOLE 0 46672 0 ISORAY INC COMMON STOCK 46489V104 15 10500 SH SOLE 0 10500 0 USD.001 ISRAMCO INC COMMON STOCK USD.01 465141406 14 300 SH SOLE 0 300 0 ITERIS INC COMMON STOCK USD.1 46564T107 52 38800 SH SOLE 0 38800 0 ITC HOLDINGS CORP COMMON STOCK NPV 465685105 7,730 146088 SH SOLE 0 146088 0 ITRON INC COMMON STOCK NPV 465741106 4,548 73575 SH SOLE 0 73575 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 747 84536 SH SOLE 0 84536 0 J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1,628 38676 SH SOLE 0 38676 0 J. ALEXANDERS CORPORATION COMMON STOCK USD.05 466096104 97 19800 SH SOLE 0 19800 0 J CREW GROUP INC COMMON STOCK USD.01 46612H402 3,306 89822 SH SOLE 0 89822 0 JDS UNIPHASE CORP COMMON STOCK 46612J507 8,163 829568 SH SOLE 0 829568 0 USD.001 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 2,184 99380 SH SOLE 0 99380 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 395,689 10808229 SH SOLE 0 10808229 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 3,282 150287 SH SOLE 0 150287 0 JMP GROUP INC COMMON STOCK 46629U107 357 57600 SH SOLE 0 57600 0 USD.001 JABIL CIRCUIT INC COMMON STOCK 466313103 7,317 550145 SH SOLE 0 550145 0 USD.001 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 2,890 148604 SH SOLE 0 148604 0 JACKSON HEWITT TAX SERVICE COMMON STOCK USD.01 468202106 39 34613 SH SOLE 0 34613 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 469814107 10,809 296638 SH SOLE 0 296638 0 JAGUAR MINING INC COMMON STOCK NPV 47009M103 31 3500 SH SOLE 0 3500 0 JAKKS PACIFIC INC COMMON STOCK 47012E106 477 33183 SH SOLE 0 33183 0 USD.001 JAMBA INC COMMON STOCK 47023A101 354 166118 SH SOLE 0 166118 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 627 39384 SH SOLE 0 39384 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 3,933 442952 SH SOLE 0 442952 0 JARDEN CORP COMMON STOCK USD.01 471109108 4,352 161950 SH SOLE 0 161950 0 JAVELIN PHARMACEUTICALS INC COMMON STOCK 471894105 57 25809 SH SOLE 0 25809 0 USD.001 JAZZ PHARMACEUTICALS INC COMMON STOCK 472147107 2,567 327875 SH SOLE 0 327875 0 USD.0001 JEFFERIES GROUP INC COMMON STOCK 472319102 4,750 225352 SH SOLE 0 225352 0 USD.0001 JEFFERSON BANCSHARES INC/TN COMMON STOCK USD.01 472375104 160 40300 SH SOLE 0 40300 0 JESUP + LAMONT INC COMMON STOCK USD.01 477046106 10 221200 SH SOLE 0 221200 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 3,100 564598 SH SOLE 0 564598 0 JEWETT CAMERON TRADING LTD COMMON STOCK NPV 47733C207 90 13390 SH SOLE 0 13390 0 JO ANN STORES INC COMMON STOCK USD.05 47758P307 4,180 111437 SH SOLE 0 111437 0 JOE S JEANS INC COMMON STOCK USD.1 47777N101 318 160500 SH SOLE 0 160500 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 882 57838 SH SOLE 0 57838 0 JOHNSON + JOHNSON COMMON STOCK USD1.0 478160104 429,888 7278837 SH SOLE 0 7278837 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 34,566 1286417 SH SOLE 0 1286417 0 USD.01388 JOHNSON OUTDOORS INC CL A COMMON STOCK USD.05 479167108 95 8400 SH SOLE 0 8400 0 JONES APPAREL GROUP INC COMMON STOCK USD.01 480074103 3,946 248953 SH SOLE 0 248953 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 8,288 126258 SH SOLE 0 126258 0 JONES SODA CO COMMON STOCK NPV 48023P106 76 64200 SH SOLE 0 64200 0 JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 3,439 63696 SH SOLE 0 63696 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 418 105329 SH SOLE 0 105329 0 JOY GLOBAL INC COMMON STOCK USD1.0 481165108 14,061 280720 SH SOLE 0 280720 0 JUNIPER NETWORKS INC COMMON STOCK USD1E 48203R104 27,649 1211633 SH SOLE 0 1211633 0 05.0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 106 8600 SH SOLE 0 8600 0 KBW INC COMMON STOCK USD.01 482423100 2,034 94871 SH SOLE 0 94871 0 KBR INC COMMON STOCK 48242W106 9,829 483229 SH SOLE 0 483229 0 USD.001 K FED BANCORP COMMON STOCK USD.01 48246S101 263 28926 SH SOLE 0 28926 0 KIT DIGITAL INC COMMON STOCK 482470200 7 800 SH SOLE 0 800 0 USD.0001 KLA TENCOR CORPORATION COMMON STOCK 482480100 8,511 305290 SH SOLE 0 305290 0 USD.001 KMG CHEMICALS INC COMMON STOCK USD.01 482564101 601 41850 SH SOLE 0 41850 0 K SWISS INC CL A COMMON STOCK USD.01 482686102 469 41793 SH SOLE 0 41793 0 KSW INC COMMON STOCK USD.01 48268R106 127 40987 SH SOLE 0 40987 0 K SEA TRANSPORTATION PARTNER LTD PART NPV 48268Y101 40 8170 SH SOLE 0 8170 0 KVH INDUSTRIES INC COMMON STOCK USD.01 482738101 401 32267 SH SOLE 0 32267 0 K12 INC COMMON STOCK 48273U102 805 36301 SH SOLE 0 36301 0 USD.0001 KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 150 178372 SH SOLE 0 178372 0 KADANT INC COMMON STOCK USD.01 48282T104 332 19054 SH SOLE 0 19054 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 1,182 34081 SH SOLE 0 34081 0 KAMAN CORP COMMON STOCK USD1.0 483548103 473 21396 SH SOLE 0 21396 0 KANSAS CITY LIFE INS CO COMMON STOCK 484836101 631 21331 SH SOLE 0 21331 0 USD1.25 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 9,170 252283 SH SOLE 0 252283 0 KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 1,829 164142 SH SOLE 0 164142 0 USD.0001 KAYDON CORP COMMON STOCK USD.1 486587108 2,133 64914 SH SOLE 0 64914 0 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 7 432 SH SOLE 0 432 0 KB HOME COMMON STOCK USD1.0 48666K109 1,889 171710 SH SOLE 0 171710 0 KEARNY FINANCIAL CORP COMMON STOCK USD.1 487169104 48 5274 SH SOLE 0 5274 0 KEITHLEY INSTRUMENTS INC COMMON STOCK NPV 487584104 587 66500 SH SOLE 0 66500 0 KELLOGG CO COMMON STOCK USD.25 487836108 33,806 672097 SH SOLE 0 672097 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 2,038 137076 SH SOLE 0 137076 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- KENDLE INTERNATIONAL INC COMMON STOCK NPV 48880L107 908 78798 SH SOLE 0 78798 0 KENEXA CORP COMMON STOCK USD.01 488879107 440 36656 SH SOLE 0 36656 0 KENNAMETAL INC COMMON STOCK 489170100 5,333 209705 SH SOLE 0 209705 0 USD1.25 KENNEDY WILSON HOLDINGS INC COMMON STOCK 489398107 9 900 SH SOLE 0 900 0 KENSEY NASH CORP COMMON STOCK 490057106 1,292 54485 SH SOLE 0 54485 0 USD.001 KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 491292108 51 5712 SH SOLE 0 5712 0 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 441 120547 SH SOLE 0 120547 0 USD.001 KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 492854104 89 8100 SH SOLE 0 8100 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 5,192 565540 SH SOLE 0 565540 0 KEY TECHNOLOGY INC COMMON STOCK NPV 493143101 386 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 20,670 2687914 SH SOLE 0 2687914 0 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 545 60450 SH SOLE 0 60450 0 USD.001 KFORCE INC COMMON STOCK USD.01 493732101 1,859 145769 SH SOLE 0 145769 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 924 131500 SH SOLE 0 131500 0 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 926 167536 SH SOLE 0 167536 0 KILROY REALTY CORP REIT USD.01 49427F108 5,675 190900 SH SOLE 0 190900 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 63,134 1041303 SH SOLE 0 1041303 0 USD1.25 KIMCO REALTY CORP REIT USD.01 49446R109 22,434 1669176 SH SOLE 0 1669176 0 KINDER MORGAN ENERGY PRTNRS LTD PART NPV 494550106 5,369 82530 SH SOLE 0 82530 0 KINDER MORGAN MGMT LLC SHS 49455U100 2,404 42489 SH SOLE 0 42489 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 2,055 160037 SH SOLE 0 160037 0 KINETIC CONCEPTS INC COMMON STOCK 49460W208 5,103 139775 SH SOLE 0 139775 0 USD.001 KING PHARMACEUTICALS INC COMMON STOCK NPV 495582108 3,193 420746 SH SOLE 0 420746 0 KIRBY CORP COMMON STOCK USD.1 497266106 3,886 101586 SH SOLE 0 101586 0 KIRKLAND S INC COMMON STOCK NPV 497498105 1,608 95303 SH SOLE 0 95303 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 1,130 270321 SH SOLE 0 270321 0 KNOLL INC COMMON STOCK USD.01 498904200 818 61587 SH SOLE 0 61587 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 3,729 270444 SH SOLE 0 270444 0 KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 2,727 134722 SH SOLE 0 134722 0 KNOLOGY INC COMMON STOCK USD.01 499183804 824 75378 SH SOLE 0 75378 0 KNOT INC/THE COMMON STOCK USD.01 499184109 939 120630 SH SOLE 0 120630 0 KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 1,177 368932 SH SOLE 0 368932 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 4 723 SH SOLE 0 723 0 KOHLS CORP COMMON STOCK USD.01 500255104 34,809 732823 SH SOLE 0 732823 0 KONA GRILL INC COMMON STOCK USD.01 50047H201 67 18200 SH SOLE 0 18200 0 KOPIN CORP COMMON STOCK USD.01 500600101 1,740 513255 SH SOLE 0 513255 0 KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 1,209 53776 SH SOLE 0 53776 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 831 59794 SH SOLE 0 59794 0 KOSS CORP COMMON STOCK 500692108 107 20416 SH SOLE 0 20416 0 USD.005 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 108,363 3870090 SH SOLE 0 3870090 0 KRATOS DEFENSE + SECURITY COMMON STOCK 50077B207 391 37232 SH SOLE 0 37232 0 USD.001 KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 1,965 104600 SH SOLE 0 104600 0 KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 890 264238 SH SOLE 0 264238 0 KROGER CO COMMON STOCK USD1.0 501044101 36,428 1850051 SH SOLE 0 1850051 0 KRONOS WORLDWIDE INC COMMON STOCK USD.01 50105F105 176 9023 SH SOLE 0 9023 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 905 128914 SH SOLE 0 128914 0 L+L ENERGY INC COMMON STOCK 50162D100 6 700 SH SOLE 0 700 0 USD.001 LCA VISION INC COMMON STOCK 501803308 367 66200 SH SOLE 0 66200 0 USD.001 LHC GROUP INC COMMON STOCK USD.01 50187A107 2,283 82267 SH SOLE 0 82267 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LKQ CORP COMMON STOCK USD.01 501889208 6,991 362628 SH SOLE 0 362628 0 LMI AEROSPACE INC COMMON STOCK USD.02 502079106 954 60516 SH SOLE 0 60516 0 L N B BANCORP INC COMMON STOCK USD1.0 502100100 34 6667 SH SOLE 0 6667 0 L 1 IDENTITY SOLUTIONS INC COMMON STOCK 50212A106 1,459 178164 SH SOLE 0 178164 0 USD.001 LRAD CORP COMMON STOCK USD1E 50213V109 55 43800 SH SOLE 0 43800 0 05.0 LSB CORP COMMON STOCK USD.1 50215P100 222 17056 SH SOLE 0 17056 0 LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 265 19919 SH SOLE 0 19919 0 LSI CORP COMMON STOCK USD.01 502161102 6,566 1427312 SH SOLE 0 1427312 0 LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 105 21598 SH SOLE 0 21598 0 LTC PROPERTIES INC REIT USD.01 502175102 2,469 101749 SH SOLE 0 101749 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403108 783 276697 SH SOLE 0 276697 0 L 3 COMMUNICATIONS HLDGS INC COMMON STOCK USD.01 502424104 22,549 318306 SH SOLE 0 318306 0 LABARGE INC COMMON STOCK USD.01 502470107 553 48492 SH SOLE 0 48492 0 LA Z BOY INC COMMON STOCK USD1.0 505336107 1,007 135561 SH SOLE 0 135561 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 16,951 224959 SH SOLE 0 224959 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 225 52528 SH SOLE 0 52528 0 LACLEDE GROUP INC/THE COMMON STOCK USD1.0 505597104 2,611 78816 SH SOLE 0 78816 0 LACROSSE FOOTWEAR INC COMMON STOCK USD.01 505688101 315 18700 SH SOLE 0 18700 0 LADISH CO INC COMMON STOCK USD.01 505754200 1,442 63448 SH SOLE 0 63448 0 LADENBURG THALMANN FINANCIAL COMMON STOCK 50575Q102 260 207699 SH SOLE 0 207699 0 USD.0001 LAKE SHORE BANCORP INC COMMON STOCK USD.01 510700107 53 6475 SH SOLE 0 6475 0 LAKELAND BANCORP INC COMMON STOCK NPV 511637100 984 115491 SH SOLE 0 115491 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1,154 57773 SH SOLE 0 57773 0 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 511795106 133 14546 SH SOLE 0 14546 0 LAKES ENTERTAINMENT INC COMMON STOCK USD.01 51206P109 -3 -1800 SH SOLE 0 -1800 0 LAM RESEARCH CORP COMMON STOCK 512807108 8,459 222262 SH SOLE 0 222262 0 USD.001 LAMAR ADVERTISING CO CL A COMMON STOCK 512815101 3,619 147595 SH SOLE 0 147595 0 USD.001 LANCASTER COLONY CORP COMMON STOCK NPV 513847103 4,843 90759 SH SOLE 0 90759 0 LANCE INC COMMON STOCK 514606102 3,058 185449 SH SOLE 0 185449 0 USD.833 LANDEC CORP COMMON STOCK 514766104 647 109881 SH SOLE 0 109881 0 USD.001 LANDAUER INC COMMON STOCK USD.1 51476K103 1,288 21163 SH SOLE 0 21163 0 LANDMARK BANCORP INC COMMON STOCK USD.01 51504L107 93 5466 SH SOLE 0 5466 0 LANDRY S RESTAURANTS INC COMMON STOCK USD.01 51508L103 2,010 82187 SH SOLE 0 82187 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 5,142 131882 SH SOLE 0 131882 0 LANNETT CO INC COMMON STOCK 516012101 383 83700 SH SOLE 0 83700 0 USD.001 LANTRONIX INC COMMON STOCK 516548203 170 41933 SH SOLE 0 41933 0 USD.0001 LAS VEGAS SANDS CORP COMMON STOCK 517834107 20,409 921798 SH SOLE 0 921798 0 USD.001 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 5,238 254649 SH SOLE 0 254649 0 LASERCARD CORP COMMON STOCK USD.01 51807U101 176 39500 SH SOLE 0 39500 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1,654 381097 SH SOLE 0 381097 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 22,117 396865 SH SOLE 0 396865 0 LAWSON PRODUCTS INC COMMON STOCK USD1.0 520776105 368 21677 SH SOLE 0 21677 0 LAWSON SOFTWARE INC COMMON STOCK USD.01 52078P102 2,222 304330 SH SOLE 0 304330 0 LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01 521050104 1,535 63265 SH SOLE 0 63265 0 LAZARE KAPLAN INTERNATIONAL COMMON STOCK USD1.0 521078105 113 45000 SH SOLE 0 45000 0 LEAP WIRELESS INTL INC COMMON STOCK 521863308 2,852 219738 SH SOLE 0 219738 0 USD.0001 LEAR CORP COMMON STOCK 521865204 126 1900 SH SOLE 0 1900 0 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 566 140734 SH SOLE 0 140734 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LEARNING TREE INTERNATIONAL COMMON STOCK 522015106 623 57400 SH SOLE 0 57400 0 USD.0001 LECG CORP COMMON STOCK 523234102 83 32000 SH SOLE 0 32000 0 USD.001 LECROY CORP COMMON STOCK USD.01 52324W109 365 76156 SH SOLE 0 76156 0 LEE ENTERPRISES COMMON STOCK USD2.0 523768109 660 256645 SH SOLE 0 256645 0 LEGACY BANCORP INC COMMON STOCK USD.01 52463G105 531 60149 SH SOLE 0 60149 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 9,769 486982 SH SOLE 0 486982 0 LEGG MASON INC COMMON STOCK USD.1 524901105 11,494 410054 SH SOLE 0 410054 0 LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 30 5347 SH SOLE 0 5347 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 5,763 184054 SH SOLE 0 184054 0 USD.0001 LENNAR CORP CL A COMMON STOCK USD.1 526057104 5,405 388562 SH SOLE 0 388562 0 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 6,897 165908 SH SOLE 0 165908 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1.0 527288104 8,774 449693 SH SOLE 0 449693 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N100 4,399 4035699 SH SOLE 0 4035699 0 LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 670 523608 SH SOLE 0 523608 0 USD.001 LEXINGTON REALTY TRUST REIT USD.0001 529043101 3,137 521977 SH SOLE 0 521977 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 3,061 92677 SH SOLE 0 92677 0 LIBBEY INC COMMON STOCK USD.01 529898108 691 53200 SH SOLE 0 53200 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 20,056 771667 SH SOLE 0 771667 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 17,623 1678378 SH SOLE 0 1678378 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 8,612 205477 SH SOLE 0 205477 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 2,987 57613 SH SOLE 0 57613 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 12,246 424475 SH SOLE 0 424475 0 LIFEWAY FOODS INC COMMON STOCK NPV 531914109 954 97916 SH SOLE 0 97916 0 LIFE PARTNERS HOLDINGS INC COMMON STOCK USD.01 53215T106 1,121 54784 SH SOLE 0 54784 0 LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 2,867 90172 SH SOLE 0 90172 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 21,183 448323 SH SOLE 0 448323 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 4,390 139809 SH SOLE 0 139809 0 LIGAND PHARMACEUTICALS CL B COMMON STOCK 53220K207 7 5132 SH SOLE 0 5132 0 USD.001 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 685 46836 SH SOLE 0 46836 0 LIGHTPATH TECHNOLOGIES INC A COMMON STOCK USD.01 532257805 3 1923 SH SOLE 0 1923 0 LIHUA INTERNATIONAL INC COMMON STOCK 532352101 2 200 SH SOLE 0 200 0 USD.0001 ELI LILLY + CO COMMON STOCK NPV 532457108 78,578 2345606 SH SOLE 0 2345606 0 LIMELIGHT NETWORKS INC COMMON STOCK 53261M104 496 113067 SH SOLE 0 113067 0 USD.001 LIME ENERGY CO COMMON STOCK 53261U205 112 32700 SH SOLE 0 32700 0 USD.0001 LTD BRANDS INC COMMON STOCK USD.5 532716107 15,126 685351 SH SOLE 0 685351 0 LIMONEIRA CO COMMON STOCK USD.01 532746104 7 335 SH SOLE 0 335 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 731 135102 SH SOLE 0 135102 0 LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 11,391 350377 SH SOLE 0 350377 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 1,053 51153 SH SOLE 0 51153 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 5,528 108405 SH SOLE 0 108405 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 17,696 728520 SH SOLE 0 728520 0 LINDSAY CORP COMMON STOCK USD1.0 535555106 337 10636 SH SOLE 0 10636 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 10,631 382286 SH SOLE 0 382286 0 USD.001 LIONS GATE ENTERTAINMENT W/D COMMON STOCK NPV 535919203 276 39600 SH SOLE 0 39600 0 LINN ENERGY LLC UNITS UNIT NPV 536020100 77 2892 SH SOLE 0 2892 0 LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 944 206601 SH SOLE 0 206601 0 LIQUIDITY SERVICES INC COMMON STOCK 53635B107 476 36690 SH SOLE 0 36690 0 USD.001 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 551 89135 SH SOLE 0 89135 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 2,190 69277 SH SOLE 0 69277 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 4,359 417161 SH SOLE 0 417161 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LIVEPERSON INC COMMON STOCK 538146101 474 69146 SH SOLE 0 69146 0 USD.001 LIZ CLAIBORNE INC COMMON STOCK USD1.0 539320101 597 141584 SH SOLE 0 141584 0 LOJACK CORPORATION COMMON STOCK USD.01 539451104 157 42469 SH SOLE 0 42469 0 LOCAL.COM CORP COMMON STOCK USD1E 53954R105 252 36900 SH SOLE 0 36900 0 05.0 LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 62,361 837058 SH SOLE 0 837058 0 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 460 123865 SH SOLE 0 123865 0 LOEWS CORP COMMON STOCK USD.01 540424108 32,800 984678 SH SOLE 0 984678 0 LOGIC DEVICES INC COMMON STOCK NPV 541402103 137 114400 SH SOLE 0 114400 0 LOGMEIN INC COMMON STOCK USD.01 54142L109 21 783 SH SOLE 0 783 0 LOOKSMART LTD COMMON STOCK 543442503 172 146140 SH SOLE 0 146140 0 USD.001 LOOPNET INC COMMON STOCK 543524300 1,244 100870 SH SOLE 0 100870 0 USD.001 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 2,605 60977 SH SOLE 0 60977 0 LORILLARD INC COMMON STOCK USD.01 544147101 258 3590 SH SOLE 0 3590 0 LOUISIANA BANCORP INC COMMON STOCK USD.01 54619P104 76 5425 SH SOLE 0 5425 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 2,901 433592 SH SOLE 0 433592 0 LOWE S COS INC COMMON STOCK USD.5 548661107 72,723 3561346 SH SOLE 0 3561346 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 14,309 178172 SH SOLE 0 178172 0 LUBY S INC COMMON STOCK USD.32 549282101 41 10620 SH SOLE 0 10620 0 LUCAS ENERGY INC COMMON STOCK 549333201 53 23500 SH SOLE 0 23500 0 USD.001 LUFKIN INDUSTRIES INC COMMON STOCK USD1.0 549764108 6,879 176434 SH SOLE 0 176434 0 LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 -19 -500 SH SOLE 0 -500 0 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 1,524 65339 SH SOLE 0 65339 0 USD.001 LUMINEX CORP COMMON STOCK 55027E102 3,147 193989 SH SOLE 0 193989 0 USD.001 LUNA INNOVATIONS INC COMMON STOCK 550351100 136 61800 SH SOLE 0 61800 0 USD.001 LYDALL INC COMMON STOCK USD.1 550819106 649 85000 SH SOLE 0 85000 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 1,319 48685 SH SOLE 0 48685 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 19,181 225797 SH SOLE 0 225797 0 MBIA INC COMMON STOCK USD1.0 55262C100 1,596 284578 SH SOLE 0 284578 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1,715 93266 SH SOLE 0 93266 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 4,016 149026 SH SOLE 0 149026 0 MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 8,619 478018 SH SOLE 0 478018 0 MEMC ELECTRONIC MATERIALS COMMON STOCK USD.01 552715104 4,756 481336 SH SOLE 0 481336 0 MFRI INC COMMON STOCK USD.01 552721102 116 19400 SH SOLE 0 19400 0 MFA FINANCIAL INC REIT USD.01 55272X102 11,485 1551977 SH SOLE 0 1551977 0 MDRNA INC COMMON STOCK 55276N100 66 73259 SH SOLE 0 73259 0 USD.006 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1.0 55277J108 2,299 402689 SH SOLE 0 402689 0 MGE ENERGY INC COMMON STOCK USD1.0 55277P104 925 25667 SH SOLE 0 25667 0 MELA SCIENCES INC COMMON STOCK 55277R100 382 51300 SH SOLE 0 51300 0 USD.001 MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 2,052 297820 SH SOLE 0 297820 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 7,854 814716 SH SOLE 0 814716 0 MGP INGREDIENTS INC COMMON STOCK NPV 55302G103 188 28400 SH SOLE 0 28400 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 425 44059 SH SOLE 0 44059 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 1,760 94041 SH SOLE 0 94041 0 MPG OFFICE TRUST INC REIT USD.01 553274101 867 296055 SH SOLE 0 296055 0 MSC INDUSTRIAL DIRECT CO A COMMON STOCK 553530106 5,954 117528 SH SOLE 0 117528 0 USD.001 MSCI INC A COMMON STOCK USD.01 55354G100 8,330 304018 SH SOLE 0 304018 0 MTR GAMING GROUP INC COMMON STOCK USD1E 553769100 156 96300 SH SOLE 0 96300 0 05.0 MTS SYSTEMS CORP COMMON STOCK USD.25 553777103 84 2906 SH SOLE 0 2906 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MVC CAPITAL INC COMMON STOCK USD.01 553829102 14 1051 SH SOLE 0 1051 0 MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 530 10542 SH SOLE 0 10542 0 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 433 25922 SH SOLE 0 25922 0 MAC GRAY CORP COMMON STOCK USD.01 554153106 456 40900 SH SOLE 0 40900 0 MACATAWA BANK CORP COMMON STOCK NPV 554225102 51 42376 SH SOLE 0 42376 0 MACE SECURITY INTL INC COMMON STOCK USD.01 554335208 42 71154 SH SOLE 0 71154 0 MACERICH CO/THE REIT USD.01 554382101 17,583 471129 SH SOLE 0 471129 0 MACK CALI REALTY CORP REIT USD.01 554489104 8,737 293879 SH SOLE 0 293879 0 MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 173 13500 SH SOLE 0 13500 0 MACY S INC COMMON STOCK USD.01 55616P104 19,779 1104958 SH SOLE 0 1104958 0 STEVEN MADDEN LTD COMMON STOCK 556269108 1,395 44245.5 SH SOLE 0 44245.5 0 USD.0001 MADISON SQUARE GAR INC A COMMON STOCK 55826P100 2,981 151535 SH SOLE 0 151535 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 2,081 57298 SH SOLE 0 57298 0 MAGELLAN PETROLEUM CORP COMMON STOCK USD.01 559091301 495 270500 SH SOLE 0 270500 0 MAGMA DESIGN AUTOMATION INC COMMON STOCK 559181102 754 265400 SH SOLE 0 265400 0 USD.0001 MAGNETEK INC COMMON STOCK USD.01 559424106 107 115900 SH SOLE 0 115900 0 MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 446 102400 SH SOLE 0 102400 0 MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 1,161 57001 SH SOLE 0 57001 0 MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 8 503 SH SOLE 0 503 0 MAINE + MARITIMES CORP COMMON STOCK USD7.0 560377103 173 3900 SH SOLE 0 3900 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 615 85769 SH SOLE 0 85769 0 MAJESCO ENTERTAINMENT CO COMMON STOCK 560690208 16 22900 SH SOLE 0 22900 0 USD.001 MAKEMUSIC INC COMMON STOCK USD.01 56086P202 6 1100 SH SOLE 0 1100 0 MAKO SURGICAL CORP COMMON STOCK 560879108 1,570 126100 SH SOLE 0 126100 0 USD.001 MANAGEMENT NETWORK GROUP INC COMMON STOCK 561693201 144 53440 SH SOLE 0 53440 0 USD.001 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 3,342 121290 SH SOLE 0 121290 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 12 6800 SH SOLE 0 6800 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 2,178 238265 SH SOLE 0 238265 0 MANNATECH INC COMMON STOCK 563771104 7 3349 SH SOLE 0 3349 0 USD.0001 MANNKIND CORP COMMON STOCK USD.01 56400P201 2,435 381075 SH SOLE 0 381075 0 MANPOWER INC COMMON STOCK USD.01 56418H100 12,414 287491.149 SH SOLE 0 287491.149 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 478 11231 SH SOLE 0 11231 0 MAP PHARMACEUTICALS INC COMMON STOCK USD.01 56509R108 2,842 216581 SH SOLE 0 216581 0 MARATHON OIL CORP COMMON STOCK USD1.0 565849106 62,236 2001790 SH SOLE 0 2001790 0 MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 228 59267 SH SOLE 0 59267 0 MARCUS CORPORATION COMMON STOCK USD1.0 566330106 -8 -875 SH SOLE 0 -875 0 MARINEMAX INC COMMON STOCK 567908108 343 49389 SH SOLE 0 49389 0 USD.001 MARINE PRODUCTS CORP COMMON STOCK USD.1 568427108 907 160244 SH SOLE 0 160244 0 MARINER ENERGY INC COMMON STOCK 56845T305 5,582 259860 SH SOLE 0 259860 0 USD.0001 MARKEL CORP COMMON STOCK NPV 570535104 9,151 26914 SH SOLE 0 26914 0 MARKET LEADER INC COMMON STOCK 57056R103 405 205670 SH SOLE 0 205670 0 USD.001 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 4,099 297273 SH SOLE 0 297273 0 USD.003 MARLIN BUSINESS SERVICES COMMON STOCK USD.01 571157106 604 49983 SH SOLE 0 49983 0 MARSH + MCLENNAN COS COMMON STOCK USD1.0 571748102 28,953 1283928 SH SOLE 0 1283928 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1.0 571837103 10,438 1453763 SH SOLE 0 1453763 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 22,160 740154.74 SH SOLE 0 740154.74 0 MARTEK BIOSCIENCES CORP COMMON STOCK USD.1 572901106 3,406 143669 SH SOLE 0 143669 0 MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 1,636 78751 SH SOLE 0 78751 0 MARTHA STEWART LIVING CL A COMMON STOCK USD.01 573083102 784 159354 SH SOLE 0 159354 0 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 8,781 103541 SH SOLE 0 103541 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MASCO CORP COMMON STOCK USD1.0 574599106 9,519 884631 SH SOLE 0 884631 0 MASIMO CORPORATION COMMON STOCK 574795100 2,160 90714 SH SOLE 0 90714 0 USD.001 MASSEY ENERGY CO COMMON STOCK 576206106 5,411 197846 SH SOLE 0 197846 0 USD.625 MASTEC INC COMMON STOCK USD.1 576323109 1,509 160479 SH SOLE 0 160479 0 MASTECH HOLDINGS INC COMMON STOCK USD.01 57633B100 68 22098 SH SOLE 0 22098 0 MASTERCARD INC CLASS A COMMON STOCK 57636Q104 41,535 208164 SH SOLE 0 208164 0 USD.0001 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 751 80628 SH SOLE 0 80628 0 MATRIXX INITIATIVES INC COMMON STOCK 57685L105 40 8700 SH SOLE 0 8700 0 USD.001 MATTEL INC COMMON STOCK USD1.0 577081102 18,416 870311 SH SOLE 0 870311 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 481 16422 SH SOLE 0 16422 0 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 604 159385 SH SOLE 0 159385 0 USD.001 MAUI LAND + PINEAPPLE CO COMMON STOCK NPV 577345101 16 4200 SH SOLE 0 4200 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 11,755 702617 SH SOLE 0 702617 0 USD.001 MAXWELL TECHNOLOGIES INC COMMON STOCK USD.1 577767106 317 27822 SH SOLE 0 27822 0 MAXLINEAR INC CLASS A COMMON STOCK 57776J100 4 300 SH SOLE 0 300 0 MAXYGEN INC COMMON STOCK 577776107 213 38431 SH SOLE 0 38431 0 USD.0001 MAXIMUS INC COMMON STOCK NPV 577933104 1,671 28876 SH SOLE 0 28876 0 MAYFLOWER BANCORP INC COMMON STOCK USD1.0 578321101 101 13000 SH SOLE 0 13000 0 MBT FINANCIAL CORP COMMON STOCK NPV 578877102 123 54400 SH SOLE 0 54400 0 MCAFEE INC COMMON STOCK USD.01 579064106 11,825 384939 SH SOLE 0 384939 0 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 1,248 342899 SH SOLE 0 342899 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 12,550 330621 SH SOLE 0 330621 0 MCCORMICK + SCHMICK S SEAFOO COMMON STOCK 579793100 403 54000 SH SOLE 0 54000 0 USD.001 MCDERMOTT INTL INC COMMON STOCK USD1.0 580037109 12,149 560908 SH SOLE 0 560908 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 175,265 2660771 SH SOLE 0 2660771 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 15 3207 SH SOLE 0 3207 0 MCGRATH RENTCORP COMMON STOCK NPV 580589109 2,666 117034 SH SOLE 0 117034 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1.0 580645109 22,423 796830 SH SOLE 0 796830 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 51,383 765087 SH SOLE 0 765087 0 MCMORAN EXPLORATION CO COMMON STOCK USD.01 582411104 4,652 418722 SH SOLE 0 418722 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 13,821 275755 SH SOLE 0 275755 0 MEADE INSTRUMENTS CORP COMMON STOCK USD.01 583062203 35 10750 SH SOLE 0 10750 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 2,483 287754 SH SOLE 0 287754 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 9,494 427679 SH SOLE 0 427679 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 593 43263 SH SOLE 0 43263 0 MEDALLION FINANCIAL CORP COMMON STOCK USD.01 583928106 261 39519 SH SOLE 0 39519 0 MEDASSETS INC COMMON STOCK USD.01 584045108 2,820 122204 SH SOLE 0 122204 0 MEDCATH CORPORATION COMMON STOCK USD.01 58404W109 674 85739 SH SOLE 0 85739 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 68,508 1243798 SH SOLE 0 1243798 0 MEDIA GENERAL INC CL A COMMON STOCK USD5.0 584404107 1,262 129280 SH SOLE 0 129280 0 MEDIACOM COMMUNICATIONS CL A COMMON STOCK USD.01 58446K105 570 84889 SH SOLE 0 84889 0 MEDIA SCIENCES INTL INC COMMON STOCK 58446X107 1 2800 SH SOLE 0 2800 0 USD.001 MEDICAL ACTION IND INC COMMON STOCK 58449L100 566 47204 SH SOLE 0 47204 0 USD.001 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 3,828 405469 SH SOLE 0 405469 0 MEDICINES COMPANY COMMON STOCK 584688105 2,402 315586 SH SOLE 0 315586 0 USD.001 MEDICINOVA INC COMMON STOCK 58468P206 49 10300 SH SOLE 0 10300 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 2,215 101217 SH SOLE 0 101217 0 USD.014
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MEDIFAST INC COMMON STOCK 58470H101 1,698 65533 SH SOLE 0 65533 0 USD.001 MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 952 61473 SH SOLE 0 61473 0 MEDIWARE INFORMATION SYSTEMS COMMON STOCK USD.1 584946107 389 43169 SH SOLE 0 43169 0 MEDQUIST INC COMMON STOCK NPV 584949101 143 18124 SH SOLE 0 18124 0 MEDTOX SCIENTIFIC INC COMMON STOCK USD.15 584977201 509 41379 SH SOLE 0 41379 0 MEDIVATION INC COMMON STOCK USD.01 58501N101 754 85296 SH SOLE 0 85296 0 MEDNAX INC COMMON STOCK USD.01 58502B106 5,511 99105 SH SOLE 0 99105 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 94,961 2618180 SH SOLE 0 2618180 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 2,519 137195 SH SOLE 0 137195 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 2,916 329463 SH SOLE 0 329463 0 MERCADOLIBRE INC COMMON STOCK 58733R102 42 800 SH SOLE 0 800 0 USD.001 MERCANTILE BANCORP QUINCY COMMON STOCK 58734P105 35 12200 SH SOLE 0 12200 0 USD.4167 MERCANTILE BANK CORP COMMON STOCK NPV 587376104 179 33328 SH SOLE 0 33328 0 MERCER INSURANCE GROUP INC COMMON STOCK NPV 587902107 703 41527 SH SOLE 0 41527 0 MERCER INTERNATIONAL INC COMMON STOCK USD1.0 588056101 165 41500 SH SOLE 0 41500 0 MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 518 23293 SH SOLE 0 23293 0 MERCK CO INC Common Stock USD.01 58933Y105 249,808 7143481 SH SOLE 0 7143481 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 391 33324 SH SOLE 0 33324 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 2,325 56117 SH SOLE 0 56117 0 MEREDITH CORP COMMON STOCK USD1.0 589433101 4,443 142720 SH SOLE 0 142720 0 MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 447 152600 SH SOLE 0 152600 0 MERIDIAN BIOSCIENCE INC COMMON STOCK NPV 589584101 1,921 113010 SH SOLE 0 113010 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 137 12597 SH SOLE 0 12597 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 2,520 156798 SH SOLE 0 156798 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 2,002 122965 SH SOLE 0 122965 0 MERRIMAN CURHAN FORD GROUP COMMON STOCK 590418109 20 35900 SH SOLE 0 35900 0 USD.0001 MERU NETWORKS INC COMMON STOCK 59047Q103 97 8200 SH SOLE 0 8200 0 MESA LABORATORIES INC COMMON STOCK NPV 59064R109 235 9800 SH SOLE 0 9800 0 MET PRO CORP COMMON STOCK USD.1 590876306 483 44889 SH SOLE 0 44889 0 META FINANCIAL GROUP INC COMMON STOCK USD.01 59100U108 331 11310 SH SOLE 0 11310 0 METABOLIX INC COMMON STOCK USD.01 591018809 949 66319 SH SOLE 0 66319 0 METALICO INC COMMON STOCK 591176102 1,030 258741 SH SOLE 0 258741 0 USD.001 METALLINE MINING CO COMMON STOCK USD.01 591257100 67 110900 SH SOLE 0 110900 0 METALS USA HOLDINGS CORP COMMON STOCK USD.01 59132A104 7 500 SH SOLE 0 500 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 575 59019 SH SOLE 0 59019 0 METLIFE INC COMMON STOCK USD.01 59156R108 75,083 1988421 SH SOLE 0 1988421 0 METRO BANCORP INC COMMON STOCK USD1.0 59161R101 320 25903 SH SOLE 0 25903 0 METROCORP BANCSHARES INC COMMON STOCK USD1.0 591650106 71 25300 SH SOLE 0 25300 0 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 5,336 651568 SH SOLE 0 651568 0 USD.0001 METRO HEALTH NETWORKS INC COMMON STOCK 592142103 571 153100 SH SOLE 0 153100 0 USD.001 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 9,654 86480 SH SOLE 0 86480 0 MEXCO ENERGY CORP COMMON STOCK USD.5 592770101 115 14900 SH SOLE 0 14900 0 MICREL INC COMMON STOCK NPV 594793101 600 58908 SH SOLE 0 58908 0 MICROS SYSTEMS INC COMMON STOCK 594901100 7,016 220156 SH SOLE 0 220156 0 USD.0125 MICROSOFT CORP COMMON STOCK 594918104 532,011 23120840 SH SOLE 0 23120840 0 USD.25E 06 MICROVISION INC COMMON STOCK 594960106 227 76720 SH SOLE 0 76720 0 USD.001 MICROSTRATEGY INC CL A COMMON STOCK 594972408 1,654 22031 SH SOLE 0 22031 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 8,014 288902 SH SOLE 0 288902 0 USD.001 MICROFINANCIAL INC COMMON STOCK USD.01 595072109 229 65690 SH SOLE 0 65690 0 MICROMET INC COMMON STOCK USD4E 59509C105 893 143033 SH SOLE 0 143033 0 05.0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 15,313 1803649 SH SOLE 0 1803649 0 MICRONETICS INC COMMON STOCK USD.01 595125105 474 109755 SH SOLE 0 109755 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 3,942 269468 SH SOLE 0 269468 0 MICROTUNE INC COMMON STOCK 59514P109 364 171064 SH SOLE 0 171064 0 USD.001 MICRUS ENDOVASCULAR CORP COMMON STOCK USD.01 59518V102 1,045 50261 SH SOLE 0 50261 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 5,340 103759 SH SOLE 0 103759 0 MIDAS INC COMMON STOCK 595626102 132 17179 SH SOLE 0 17179 0 USD.001 MIDDLEBROOK PHARMACEUTICALS COMMON STOCK USD.01 596087106 44 400000 SH SOLE 0 400000 0 MIDDLEBURG FINANCIAL CORP COMMON STOCK USD2.5 596094102 145 10400 SH SOLE 0 10400 0 MIDDLEBY CORP COMMON STOCK USD.01 596278101 4,015 75478 SH SOLE 0 75478 0 MIDDLESEX WATER CO COMMON STOCK NPV 596680108 5,177 326633 SH SOLE 0 326633 0 MIDSOUTH BANCORP INC COMMON STOCK USD.1 598039105 341 26692 SH SOLE 0 26692 0 MIDWEST BANC HOLDINGS INC COMMON STOCK USD.01 598251106 1 73953 SH SOLE 0 73953 0 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 598511103 201 12974 SH SOLE 0 12974 0 HERMAN MILLER INC COMMON STOCK USD.2 600544100 528 27959 SH SOLE 0 27959 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 704 52270 SH SOLE 0 52270 0 MILLER PETROLEUM INC COMMON STOCK 600577100 4 700 SH SOLE 0 700 0 USD.0001 MILLIPORE CORP COMMON STOCK USD1.0 601073109 10,603 99414 SH SOLE 0 99414 0 MINDSPEED TECHNOLOGIES INC COMMON STOCK USD.01 602682205 596 79515 SH SOLE 0 79515 0 MINE SAFETY APPLIANCES CO COMMON STOCK NPV 602720104 1,660 66994 SH SOLE 0 66994 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 382 8033 SH SOLE 0 8033 0 MINES MANAGEMENT INC COMMON STOCK USD.01 603432105 38 21400 SH SOLE 0 21400 0 MIPS TECHNOLOGIES INC COMMON STOCK 604567107 480 94001 SH SOLE 0 94001 0 USD.001 MIRANT CORP COMMON STOCK USD.01 60467R100 5,860 554890 SH SOLE 0 554890 0 MISONIX INC COMMON STOCK USD.01 604871103 7 3500 SH SOLE 0 3500 0 MISSION WEST PROPERTIES REIT USD.001 605203108 633 92794 SH SOLE 0 92794 0 MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 6 600 SH SOLE 0 600 0 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 162 24000 SH SOLE 0 24000 0 MKTG INC COMMON STOCK 60688K108 1 3450 SH SOLE 0 3450 0 USD.001 MOBILE MINI INC COMMON STOCK USD.01 60740F105 3,288 201956 SH SOLE 0 201956 0 MOCON INC COMMON STOCK USD.1 607494101 194 18100 SH SOLE 0 18100 0 MOD PAC CORP COMMON STOCK USD.01 607495108 11 2375 SH SOLE 0 2375 0 MODINE MANUFACTURING CO COMMON STOCK 607828100 2,528 329181 SH SOLE 0 329181 0 USD.625 MODUSLINK GLOBAL SOLUTIONS I COMMON STOCK USD.01 60786L107 517 85675 SH SOLE 0 85675 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 4,529 98968 SH SOLE 0 98968 0 MOLECULAR INSIGHT PHARMACEUT COMMON STOCK USD.01 60852M104 90 54828 SH SOLE 0 54828 0 MOLEX INC COMMON STOCK USD.05 608554101 849 46566 SH SOLE 0 46566 0 MOLEX INC CL A COMMON STOCK USD.05 608554200 5,744 371800 SH SOLE 0 371800 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 942 32712 SH SOLE 0 32712 0 USD.001 MOLSON COORS BREWING CO B Common Stock USD.01 60871R209 14,488 342024 SH SOLE 0 342024 0 MOMENTA PHARMACEUTICALS INC COMMON STOCK 60877T100 1,108 90412 SH SOLE 0 90412 0 USD.0001 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 492 48606 SH SOLE 0 48606 0 MONARCH COMMUNITY BANCORP COMMON STOCK USD.01 609045109 11 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 348 141903 SH SOLE 0 141903 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 690 93428 SH SOLE 0 93428 0 MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 2,710 151733 SH SOLE 0 151733 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MONOTYPE IMAGING HOLDINGS IN COMMON STOCK 61022P100 594 65910 SH SOLE 0 65910 0 USD.001 MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 2,454 62071 SH SOLE 0 62071 0 MONSANTO CO COMMON STOCK USD.01 61166W101 68,369 1479202 SH SOLE 0 1479202 0 MONSTER WORLDWIDE INC COMMON STOCK 611742107 2,496 214255 SH SOLE 0 214255 0 USD.001 MOODY S CORP COMMON STOCK USD.01 615369105 9,797 491804 SH SOLE 0 491804 0 MOOG INC CLASS A COMMON STOCK USD1.0 615394202 3,116 96685 SH SOLE 0 96685 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 74,555 3212210 SH SOLE 0 3212210 0 MORGANS HOTEL GROUP CO COMMON STOCK USD.01 61748W108 176 28639 SH SOLE 0 28639 0 MORNINGSTAR INC COMMON STOCK NPV 617700109 2,847 66955 SH SOLE 0 66955 0 MORTON S RESTAURANT GROUP COMMON STOCK USD.01 619430101 189 36400 SH SOLE 0 36400 0 MOSAIC CO/THE COMMON STOCK USD.01 61945A107 18,243 468008 SH SOLE 0 468008 0 MOSYS INC COMMON STOCK USD.01 619718109 388 87743 SH SOLE 0 87743 0 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 160 25100 SH SOLE 0 25100 0 MOTOROLA INC COMMON STOCK USD.01 620076109 36,652 5621472 SH SOLE 0 5621472 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 95 8895 SH SOLE 0 8895 0 MOVE INC COMMON STOCK 62458M108 632 308256 SH SOLE 0 308256 0 USD.001 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 1,400 56913 SH SOLE 0 56913 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 1,153 310803 SH SOLE 0 310803 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 461 45022 SH SOLE 0 45022 0 MULTI FINELINE ELECTRONIX IN COMMON STOCK 62541B101 2,325 93131 SH SOLE 0 93131 0 USD.0001 MULTIBAND CORP COMMON STOCK NPV 62544X209 12 7600 SH SOLE 0 7600 0 MULTIMEDIA GAMES INC COMMON STOCK USD.01 625453105 542 120400 SH SOLE 0 120400 0 MURPHY OIL CORP COMMON STOCK USD1.0 626717102 25,048 505511 SH SOLE 0 505511 0 MUTUALFIRST FINANCIAL INC COMMON STOCK USD.01 62845B104 185 27574 SH SOLE 0 27574 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 753 93122 SH SOLE 0 93122 0 MYLAN INC COMMON STOCK USD.5 628530107 14,787 867783 SH SOLE 0 867783 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 4,078 272789 SH SOLE 0 272789 0 MYREXIS INC COMMON STOCK USD.01 62856H107 367 97660 SH SOLE 0 97660 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 1,526 74713 SH SOLE 0 74713 0 NBTY INC COMMON STOCK 628782104 6,310 185546 SH SOLE 0 185546 0 USD.008 NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 1,915 228783 SH SOLE 0 228783 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 6,635 547419 SH SOLE 0 547419 0 NCI INC CLASS A COMMON STOCK 62886K104 374 16584 SH SOLE 0 16584 0 USD.019 NASB FINANCIAL INC COMMON STOCK USD.15 628968109 301 19836 SH SOLE 0 19836 0 NGP CAPITAL RESOURCES CO COMMON STOCK 62912R107 6 851 SH SOLE 0 851 0 USD.001 NGAS RESOURCES INC COMMON STOCK NPV 62912T103 59 55800 SH SOLE 0 55800 0 NII HOLDINGS INC COMMON STOCK 62913F201 13,549 416637 SH SOLE 0 416637 0 USD.001 NIC INC COMMON STOCK NPV 62914B100 1,619 252504 SH SOLE 0 252504 0 NIVS INTELLIMEDIA TECHNOLOGY COMMON STOCK 62914U108 1 300 SH SOLE 0 300 0 USD.0001 NL INDUSTRIES COMMON STOCK 629156407 158 25968 SH SOLE 0 25968 0 USD.125 NMT MEDICAL INC COMMON STOCK 629294109 22 42366 SH SOLE 0 42366 0 USD.001 NN INC COMMON STOCK USD.01 629337106 266 53150 SH SOLE 0 53150 0 NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 1,461 226791 SH SOLE 0 226791 0 USD.001 NRG ENERGY INC COMMON STOCK USD.01 629377508 14,396 678716 SH SOLE 0 678716 0 NTN BUZZTIME INC COMMON STOCK 629410309 51 96100 SH SOLE 0 96100 0 USD.005 NVE CORP COMMON STOCK USD.01 629445206 1,025 23548 SH SOLE 0 23548 0 NVR INC COMMON STOCK USD.01 62944T105 15,508 23676 SH SOLE 0 23676 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NYMAGIC INC COMMON STOCK USD1.0 629484106 355 18396 SH SOLE 0 18396 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 17,675 639716 SH SOLE 0 639716 0 NABI BIOPHARMACEUTICALS COMMON STOCK USD.1 629519109 333 61138 SH SOLE 0 61138 0 NACCO INDUSTRIES CL A COMMON STOCK USD1.0 629579103 2,686 30258 SH SOLE 0 30258 0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 7,906 386420 SH SOLE 0 386420 0 NAM TAI ELECTRONICS INC COMMON STOCK USD.01 629865205 336 81600 SH SOLE 0 81600 0 NANOMETRICS INC COMMON STOCK NPV 630077105 1,025 101604 SH SOLE 0 101604 0 NANOPHASE TECHNOLOGIES CORP COMMON STOCK USD.01 630079101 28 23826 SH SOLE 0 23826 0 NANOSPHERE INC COMMON STOCK USD.01 63009F105 480 110067 SH SOLE 0 110067 0 NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01 630402105 169 89460 SH SOLE 0 89460 0 NARA BANCORP INC COMMON STOCK 63080P105 1,271 150765 SH SOLE 0 150765 0 USD.001 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 8,182 460202 SH SOLE 0 460202 0 NASH FINCH CO COMMON STOCK 631158102 881 25793 SH SOLE 0 25793 0 USD1.667 NATHAN S FAMOUS INC COMMON STOCK USD.01 632347100 45 2900 SH SOLE 0 2900 0 NATIONAL AMERICAN UNIVERSITY COMMON STOCK 63245Q105 3 300 SH SOLE 0 300 0 NATIONAL BANKSHARES INC/VA COMMON STOCK 634865109 101 4187 SH SOLE 0 4187 0 USD1.25 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 635017106 127 10379 SH SOLE 0 10379 0 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 1,170 70211 SH SOLE 0 70211 0 NATIONAL DENTEX CORP COMMON STOCK USD.01 63563H109 410 24350 SH SOLE 0 24350 0 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 1,000 29011 SH SOLE 0 29011 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 2,053 210133 SH SOLE 0 210133 0 NATIONAL FUEL GAS CO COMMON STOCK USD1.0 636180101 9,367 204160 SH SOLE 0 204160 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 4,565 118397 SH SOLE 0 118397 0 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 636518102 5,035 158438 SH SOLE 0 158438 0 NATIONAL INTERSTATE CORP COMMON STOCK USD.01 63654U100 450 22703 SH SOLE 0 22703 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 35,264 1066357 SH SOLE 0 1066357 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 2,221 369612 SH SOLE 0 369612 0 NATIONAL PRESTO INDS INC COMMON STOCK USD1.0 637215104 784 8441 SH SOLE 0 8441 0 NATIONAL RESEARCH CORP COMMON STOCK 637372103 610 25300 SH SOLE 0 25300 0 USD.001 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 7,058 329212 SH SOLE 0 329212 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 5,234 388822 SH SOLE 0 388822 0 NATIONAL TECHNICAL SYSTEM COMMON STOCK NPV 638104109 203 28010 SH SOLE 0 28010 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1.0 638522102 976 6392 SH SOLE 0 6392 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 16,315 456100 SH SOLE 0 456100 0 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 638842302 91 14300 SH SOLE 0 14300 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 720 47610 SH SOLE 0 47610 0 NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 3,353 81516 SH SOLE 0 81516 0 NATURES SUNSHINE PRODS INC COMMON STOCK NPV 639027101 3 300 SH SOLE 0 300 0 NATUS MEDICAL INC COMMON STOCK 639050103 2,171 133264 SH SOLE 0 133264 0 USD.001 NAUGATUCK VALLEY FINANCIAL COMMON STOCK USD.01 639067107 107 17100 SH SOLE 0 17100 0 NAUTILUS INC COMMON STOCK NPV 63910B102 210 138400 SH SOLE 0 138400 0 NAVARRE CORP COMMON STOCK NPV 639208107 334 153140 SH SOLE 0 153140 0 NAVISTAR INTERNATIONAL COMMON STOCK USD.1 63934E108 8,518 173135 SH SOLE 0 173135 0 NAVISITE INC COMMON STOCK USD.01 63935M208 31 11700 SH SOLE 0 11700 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 1,543 148654 SH SOLE 0 148654 0 USD.001 NEENAH PAPER INC COMMON STOCK USD.01 640079109 1,047 57189 SH SOLE 0 57189 0 NEKTAR THERAPEUTICS COMMON STOCK 640268108 3,407 281589 SH SOLE 0 281589 0 USD.0001 NELNET INC CL A COMMON STOCK USD.01 64031N108 3,833 198826 SH SOLE 0 198826 0 NEOGEN CORP COMMON STOCK USD.16 640491106 2,513 96478 SH SOLE 0 96478 0 NEOSTEM INC COMMON STOCK 640650305 7 3800 SH SOLE 0 3800 0 USD.001 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 302 70000 SH SOLE 0 70000 0 NET 1 UEPS TECHNOLOGIES INC COMMON STOCK 64107N206 106 7900 SH SOLE 0 7900 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NETAPP INC COMMON STOCK 64110D104 31,735 850584 SH SOLE 0 850584 0 USD.001 NETFLIX INC COMMON STOCK 64110L106 11,773 108359 SH SOLE 0 108359 0 USD.001 NETEZZA CORP COMMON STOCK 64111N### -## -#### SH SOLE 0 -4072 0 USD.001 NETGEAR INC COMMON STOCK 64111Q104 818 45868 SH SOLE 0 45868 0 USD.001 NETSOL TECHNOLOGIES INC COMMON STOCK 64115A204 59 79300 SH SOLE 0 79300 0 USD.001 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 1,172 82436 SH SOLE 0 82436 0 USD.001 NETLOGIC MICROSYSTEMS INC COMMON STOCK USD.01 64118B100 3,590 131991 SH SOLE 0 131991 0 NETSUITE INC COMMON STOCK USD.01 64118Q107 130 10276 SH SOLE 0 10276 0 NETWORK EQUIPMENT TECH INC COMMON STOCK USD.01 641208103 113 32500 SH SOLE 0 32500 0 NETWORK ENGINES INC COMMON STOCK USD.01 64121A107 4 1500 SH SOLE 0 1500 0 NEUROGESX INC COMMON STOCK 641252101 49 7318 SH SOLE 0 7318 0 USD.001 NEUROMETRIX INC COMMON STOCK 641255104 52 45800 SH SOLE 0 45800 0 USD.0001 NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 26 4655 SH SOLE 0 4655 0 USD.001 NEVADA GOLD + CASINOS INC COMMON STOCK USD.12 64126Q206 122 135300 SH SOLE 0 135300 0 NEUSTAR INC CLASS A COMMON STOCK 64126X201 4,943 239697 SH SOLE 0 239697 0 USD.001 NEURALSTEM INC COMMON STOCK 64127R302 78 31200 SH SOLE 0 31200 0 USD.001 NEUTRAL TANDEM INC COMMON STOCK 64128B108 1,398 124278 SH SOLE 0 124278 0 USD.001 NEW CENTURY BANCORP INC COMMON STOCK USD1.0 64353M100 68 12198 SH SOLE 0 12198 0 NEW ENGLAND BANCSHARES INC COMMON STOCK USD.01 643863202 258 33500 SH SOLE 0 33500 0 NEW FRONTIER MEDIA INC COMMON STOCK 644398109 118 73400 SH SOLE 0 73400 0 USD.0001 NEW HAMPSHIRE THRIFT BANCSHS COMMON STOCK USD.01 644722100 242 23000 SH SOLE 0 23000 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 1,407 39985 SH SOLE 0 39985 0 NEW YORK + CO COMMON STOCK 649295102 733 320197 SH SOLE 0 320197 0 USD.001 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 13,402 877675 SH SOLE 0 877675 0 NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 2,287 264425 SH SOLE 0 264425 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 4,280 381826 SH SOLE 0 381826 0 NEWBRIDGE BANCORP COMMON STOCK USD5.0 65080T102 261 74282 SH SOLE 0 74282 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 860 320873 SH SOLE 0 320873 0 NEWELL RUBBERMAID INC COMMON STOCK USD1.0 651229106 9,576 654111 SH SOLE 0 654111 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 15,966 326766 SH SOLE 0 326766 0 NEWMARKET CORP COMMON STOCK NPV 651587107 4,103 46993 SH SOLE 0 46993 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 69,084 1118953 SH SOLE 0 1118953 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 1,662 274773 SH SOLE 0 274773 0 NEWPORT BANCORP INC COMMON STOCK USD.01 651754103 58 4774 SH SOLE 0 4774 0 NEWPORT CORP COMMON STOCK 651824104 965 106550 SH SOLE 0 106550 0 USD.1167 NEWS CORP CL A COMMON STOCK USD.01 65248E104 64,888 5425410 SH SOLE 0 5425410 0 NEWSTAR FINANCIAL INC COMMON STOCK USD.01 65251F105 850 133612 SH SOLE 0 133612 0 NEWTEK BUSINESS SERVICES INC COMMON STOCK USD.02 652526104 187 140800 SH SOLE 0 140800 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 299 68200 SH SOLE 0 68200 0 NEXTERA ENERGY INC COMMON STOCK 65339F101 53,515 1097527 SH SOLE 0 1097527 0 NICOR INC COMMON STOCK USD2.5 654086107 6,839 168871 SH SOLE 0 168871 0 NIKE INC CL B COMMON STOCK NPV 654106103 68,758 1017879 SH SOLE 0 1017879 0 NIGHTHAWK RADIOLOGY HOLDINGS COMMON STOCK 65411N105 382 147608 SH SOLE 0 147608 0 USD.001 99 CENTS ONLY STORES COMMON STOCK NPV 65440K106 1,573 106298 SH SOLE 0 106298 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NISOURCE INC COMMON STOCK USD.01 65473P105 7,598 523995 SH SOLE 0 523995 0 NOBEL LEARNING COMMUNITIES COMMON STOCK 654889104 92 15550 SH SOLE 0 15550 0 USD.001 NOBILITY HOMES INC COMMON STOCK USD.1 654892108 156 16500 SH SOLE 0 16500 0 NOBLE ENERGY INC COMMON STOCK 655044105 20,127 333612 SH SOLE 0 333612 0 USD3.333 NORANDA ALUMINIUM HOLDING COMMON STOCK USD.01 65542W107 3 500 SH SOLE 0 500 0 NORDSON CORP COMMON STOCK NPV 655663102 475 8465 SH SOLE 0 8465 0 NORDSTROM INC COMMON STOCK NPV 655664100 14,112 438403 SH SOLE 0 438403 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 51,500 970790 SH SOLE 0 970790 0 NORTECH SYSTEMS INC COMMON STOCK USD.01 656553104 25 6878 SH SOLE 0 6878 0 NORTH AMERICAN GALVANIZING + COMMON STOCK USD.1 65686Y109 1,301 169566 SH SOLE 0 169566 0 NORTH CENTRAL BANCSHARES INC COMMON STOCK USD.01 658418108 122 7500 SH SOLE 0 7500 0 NORTH VALLEY BANCORP COMMON STOCK NPV 66304M105 33 15215 SH SOLE 0 15215 0 NORTHEAST BANCORP COMMON STOCK USD1.0 663904100 155 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 10,529 413209 SH SOLE 0 413209 0 NORTHERN OIL AND GAS INC COMMON STOCK 665531109 1,580 123062 SH SOLE 0 123062 0 USD.001 NORTHERN STATES FINL CORP COMMON STOCK USD.4 665751103 42 17765 SH SOLE 0 17765 0 NORTHERN TECHNOLOGIES INTL COMMON STOCK USD.02 665809109 82 7700 SH SOLE 0 7700 0 NORTHERN TRUST CORP COMMON STOCK 665859104 27,810 595512 SH SOLE 0 595512 0 USD1.667 NORTHFIELD BANCORP INC/NJ COMMON STOCK 66611L105 149 11492 SH SOLE 0 11492 0 USD.001 NORTHRIM BANCORP INC COMMON STOCK USD1.0 666762109 591 38168 SH SOLE 0 38168 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 45,182 829936 SH SOLE 0 829936 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 728 272664 SH SOLE 0 272664 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 1,594 138980 SH SOLE 0 138980 0 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 746 17113 SH SOLE 0 17113 0 USD3.167 NORTHWEST PIPE COMPANY COMMON STOCK USD.01 667746101 535 28182 SH SOLE 0 28182 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 4,279 163333 SH SOLE 0 163333 0 NORWOOD FINANCIAL CORP COMMON STOCK USD.1 669549107 53 2080 SH SOLE 0 2080 0 NOVAMED INC COMMON STOCK USD.01 66986W207 330 39764 SH SOLE 0 39764 0 NOVATEL WIRELESS INC COMMON STOCK 66987M604 250 43590 SH SOLE 0 43590 0 USD.001 NOVABAY PHARMACEUTICALS INC COMMON STOCK USD.01 66987P102 21 9600 SH SOLE 0 9600 0 NU HORIZONS ELEC CORP COMMON STOCK 669908105 200 65450 SH SOLE 0 65450 0 USD.0066 NOVAVAX INC COMMON STOCK USD.01 670002104 621 286083 SH SOLE 0 286083 0 NOVELL INC COMMON STOCK USD.1 670006105 5,870 1033470 SH SOLE 0 1033470 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 718 28311 SH SOLE 0 28311 0 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 4,484 179852 SH SOLE 0 179852 0 USD.001 NSTAR COMMON STOCK USD1.0 67019E107 10,740 306871 SH SOLE 0 306871 0 NTELOS HOLDINGS CORP COMMON STOCK USD.01 67020Q107 2,813 163539 SH SOLE 0 163539 0 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 8,416 562956 SH SOLE 0 562956 0 USD.001 NUCOR CORP COMMON STOCK USD.4 670346105 27,330 713955 SH SOLE 0 713955 0 NUMEREX CORP CL A COMMON STOCK NPV 67053A102 140 32300 SH SOLE 0 32300 0 NUTRACEUTICAL INTL CORP COMMON STOCK USD.01 67060Y101 560 36700 SH SOLE 0 36700 0 NVIDIA CORP COMMON STOCK 67066G104 12,435 1217919 SH SOLE 0 1217919 0 USD.001 NUTRISYSTEM INC COMMON STOCK 67069D108 1,581 68930 SH SOLE 0 68930 0 USD.001 NUVASIVE INC COMMON STOCK 670704105 4,614 130129 SH SOLE 0 130129 0 USD.001 NXSTAGE MEDICAL INC COMMON STOCK 67072V103 1,123 75701 SH SOLE 0 75701 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NV ENERGY INC COMMON STOCK USD1.0 67073Y106 4,847 410390 SH SOLE 0 410390 0 NYMOX PHARMACEUTICAL CORP COMMON STOCK NPV 67076P102 2 800 SH SOLE 0 800 0 O CHARLEYS INC COMMON STOCK NPV 670823103 378 71320 SH SOLE 0 71320 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 6,328 173076 SH SOLE 0 173076 0 O.I. CORPORATION COMMON STOCK USD.1 670841105 63 8100 SH SOLE 0 8100 0 OM GROUP INC COMMON STOCK USD.01 670872100 1,288 53965 SH SOLE 0 53965 0 OSI SYSTEMS INC COMMON STOCK NPV 671044105 1,476 53134 SH SOLE 0 53134 0 OYO GEOSPACE CORP COMMON STOCK USD.01 671074102 1,022 21085 SH SOLE 0 21085 0 OBAGI MEDICAL PRODUCTS INC COMMON STOCK 67423R108 27 2269 SH SOLE 0 2269 0 USD.001 OCCAM NETWORKS INC COMMON STOCK 67457P309 609 109555 SH SOLE 0 109555 0 USD.001 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 164,116 2127238 SH SOLE 0 2127238 0 OCEAN BIO CHEM INC COMMON STOCK USD.01 674631106 93 43495 SH SOLE 0 43495 0 OCEAN POWER TECHNOLOGIES INC COMMON STOCK 674870308 32 6200 SH SOLE 0 6200 0 USD.001 OCEAN SHORE HOLDING CO COMMON STOCK USD.01 67501R103 92 8880 SH SOLE 0 8880 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 6,883 153302 SH SOLE 0 153302 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 280 23186 SH SOLE 0 23186 0 OCLARO INC COMMON STOCK USD.01 67555N206 1,381 124513 SH SOLE 0 124513 0 OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 1,394 136844 SH SOLE 0 136844 0 OCULUS INNOVATIVE SCIENCES I COMMON STOCK 67575P108 129 63200 SH SOLE 0 63200 0 USD.0001 ODYSSEY MARINE EXPLORATION COMMON STOCK USD.01 676118102 3 2771 SH SOLE 0 2771 0 ODYSSEY HEALTHCARE INC COMMON STOCK 67611V101 4,562 170717 SH SOLE 0 170717 0 USD.001 OFFICE DEPOT INC COMMON STOCK USD.01 676220106 3,688 912928 SH SOLE 0 912928 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 977 74817 SH SOLE 0 74817 0 OHIO VALLEY BANC CORP COMMON STOCK USD1.0 677719106 46 2782 SH SOLE 0 2782 0 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 677864100 741 32300 SH SOLE 0 32300 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 4,708 118953 SH SOLE 0 118953 0 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 2,810 79955 SH SOLE 0 79955 0 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 3,259 314610 SH SOLE 0 314610 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 10,421 859133 SH SOLE 0 859133 0 OLD SECOND BANCORP INC COMMON STOCK USD1.0 680277100 27 13603 SH SOLE 0 13603 0 OLIN CORP COMMON STOCK USD1.0 680665205 2,094 115780 SH SOLE 0 115780 0 OLYMPIC STEEL INC COMMON STOCK NPV 68162K106 106 4631 SH SOLE 0 4631 0 OMNICARE INC COMMON STOCK USD1.0 681904108 6,825 287984 SH SOLE 0 287984 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 25,471 742596 SH SOLE 0 742596 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 6,608 331543 SH SOLE 0 331543 0 OMEGA FLEX INC COMMON STOCK USD.01 682095104 252 17310 SH SOLE 0 17310 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 227 56510 SH SOLE 0 56510 0 OMNI ENERGY SERVICES CORP COMMON STOCK USD.01 68210T208 152 56766 SH SOLE 0 56766 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 1,513 70589 SH SOLE 0 70589 0 USD.001 OMNOVA SOLUTIONS INC COMMON STOCK USD.1 682129101 1,412 180747 SH SOLE 0 180747 0 OMNICELL INC COMMON STOCK 68213N109 258 22032 SH SOLE 0 22032 0 USD.001 OMEROS CORP COMMON STOCK USD.01 682143102 6 800 SH SOLE 0 800 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 408 81029 SH SOLE 0 81029 0 OMNIAMERICAN BANCORP INC COMMON STOCK 68216R107 6 500 SH SOLE 0 500 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 5,394 845409 SH SOLE 0 845409 0 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 143 10644 SH SOLE 0 10644 0 USD.001 ONE LIBERTY PROPERTIES INC REIT USD1.0 682406103 639 42867 SH SOLE 0 42867 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 506 245640 SH SOLE 0 245640 0 ONEOK INC COMMON STOCK USD.01 682680103 14,167 327571 SH SOLE 0 327571 0 ONLINE RESOURCES CORP COMMON STOCK 68273G101 372 89566 SH SOLE 0 89566 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ONSTREAM MEDIA CORP COMMON STOCK 682875208 12 11200 SH SOLE 0 11200 0 USD.0001 ONVIA INC COMMON STOCK 68338T403 59 15800 SH SOLE 0 15800 0 USD.0001 ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 3,499 162073 SH SOLE 0 162073 0 USD.001 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 628 309572 SH SOLE 0 309572 0 USD.001 OPENTABLE INC COMMON STOCK 68372A104 2,176 52462 SH SOLE 0 52462 0 OPEXA THERAPEUTICS INC COMMON STOCK USD.5 68372T103 35 24200 SH SOLE 0 24200 0 OPNET TECHNOLOGIES INC COMMON STOCK 683757108 1,050 71483 SH SOLE 0 71483 0 USD.001 OPKO HEALTH INC COMMON STOCK USD.01 68375N103 586 259200 SH SOLE 0 259200 0 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 5,439 379539 SH SOLE 0 379539 0 USD.001 OPNEXT INC COMMON STOCK USD.01 68375V105 181 109740 SH SOLE 0 109740 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 112 4680 SH SOLE 0 4680 0 OPTELECOM NKF INC COMMON STOCK USD.03 683818207 49 33900 SH SOLE 0 33900 0 OPTICAL CABLE CORP COMMON STOCK NPV 683827208 250 85541 SH SOLE 0 85541 0 ORACLE CORP COMMON STOCK USD.01 68389X105 210,980 9831329 SH SOLE 0 9831329 0 OPTIONSXPRESS HOLDINGS INC COMMON STOCK 684010101 1,538 97712 SH SOLE 0 97712 0 USD.0001 OPTIMER PHARMACEUTICALS INC COMMON STOCK 68401H104 477 51430 SH SOLE 0 51430 0 USD.001 ORASURE TECHNOLOGIES INC COMMON STOCK USD1E 68554V108 838 181088 SH SOLE 0 181088 0 06.0 ORBIT INTERNATIONAL CORP COMMON STOCK USD.1 685559304 117 34429 SH SOLE 0 34429 0 ORBCOMM INC COMMON STOCK 68555P100 189 104000 SH SOLE 0 104000 0 USD.001 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 3,664 232330 SH SOLE 0 232330 0 ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 1,259 330318 SH SOLE 0 330318 0 ORCHARD ENTERPRISES INC COMMON STOCK USD.01 68562L100 3 1400 SH SOLE 0 1400 0 ORCHIDS PAPER PRODUCTS CO COMMON STOCK 68572N104 329 25300 SH SOLE 0 25300 0 USD.001 ORCHID CELLMARK INC COMMON STOCK 68573C107 202 119400 SH SOLE 0 119400 0 USD.001 ORE PHARMACEUTICAL HOLDINGS COMMON STOCK USD.01 685775108 26 72838 SH SOLE 0 72838 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 686091109 18,835 396033 SH SOLE 0 396033 0 OREXIGEN THERAPEUTICS INC COMMON STOCK 686164104 63 14890 SH SOLE 0 14890 0 USD.001 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1.0 68618W100 997 78723 SH SOLE 0 78723 0 ORION ENERGY SYSTEMS INC COMMON STOCK NPV 686275108 239 75780 SH SOLE 0 75780 0 ORION MARINE GROUP INC COMMON STOCK USD.01 68628V308 1,737 122355 SH SOLE 0 122355 0 ORMAT TECHNOLOGIES INC COMMON STOCK 686688102 1,317 46558 SH SOLE 0 46558 0 USD.001 ORRSTOWN FINL SERVICES INC COMMON STOCK NPV 687380105 7 300 SH SOLE 0 300 0 ORTHOVITA INC COMMON STOCK USD.01 68750U102 300 147810 SH SOLE 0 147810 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 6,488 208227 SH SOLE 0 208227 0 OSIRIS THERAPEUTICS INC COMMON STOCK 68827R108 727 125210 SH SOLE 0 125210 0 USD.001 OSTEOTECH INC COMMON STOCK USD.01 688582105 358 113068 SH SOLE 0 113068 0 OTIX GLOBAL INC COMMON STOCK 68906N200 45 11320 SH SOLE 0 11320 0 USD.001 OTTER TAIL CORP COMMON STOCK USD5.0 689648103 1,466 75822 SH SOLE 0 75822 0 OUTDOOR CHANNEL HOLDINGS INC COMMON STOCK 690027206 505 108210 SH SOLE 0 108210 0 USD.001 OVERHILL FARMS INC COMMON STOCK USD.01 690212105 526 89281 SH SOLE 0 89281 0 OVERLAND STORAGE INC COMMON STOCK NPV 690310206 24 11766 SH SOLE 0 11766 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK USD1.0 690368105 1,179 31823 SH SOLE 0 31823 0 OVERSTOCK.COM INC COMMON STOCK 690370101 56 3089 SH SOLE 0 3089 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- OWENS + MINOR INC COMMON STOCK USD2.0 690732102 5,950 209639.5 SH SOLE 0 209639.5 0 OWENS CORNING COMMON STOCK 690742101 8,608 287784 SH SOLE 0 287784 0 USD.001 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 9,626 363919 SH SOLE 0 363919 0 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 691497309 657 31376 SH SOLE 0 31376 0 OXIGENE INC COMMON STOCK USD.01 691828107 26 67099 SH SOLE 0 67099 0 P + F INDUSTRIES CL A COMMON STOCK USD1.0 692830508 5 2500 SH SOLE 0 2500 0 PAB BANKSHARES INC COMMON STOCK NPV 69313P101 23 24609 SH SOLE 0 24609 0 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 693149106 776 51600 SH SOLE 0 51600 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 285 46965 SH SOLE 0 46965 0 PC MALL INC COMMON STOCK 69323K100 176 43944 SH SOLE 0 43944 0 USD.001 PC TEL INC COMMON STOCK 69325Q105 281 55720 SH SOLE 0 55720 0 USD.001 PDF SOLUTIONS INC COMMON STOCK 693282105 355 73899 SH SOLE 0 73899 0 USD.00015 PDI INC COMMON STOCK USD.01 69329V100 727 87800 SH SOLE 0 87800 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 1,924 342376 SH SOLE 0 342376 0 PHC INC CL A (MASS) COMMON STOCK USD.01 693315103 69 60400 SH SOLE 0 60400 0 P G + E CORP COMMON STOCK NPV 69331C108 48,057 1169278 SH SOLE 0 1169278 0 PHH CORP COMMON STOCK USD.01 693320202 3,628 190529 SH SOLE 0 190529 0 PF CHANG S CHINA BISTRO INC COMMON STOCK 69333Y108 3,195 80580 SH SOLE 0 80580 0 USD.001 PICO HOLDINGS INC COMMON STOCK 693366205 1,815 60564 SH SOLE 0 60564 0 USD.001 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 613 43520 SH SOLE 0 43520 0 PGT INC COMMON STOCK USD.01 69336V101 249 96957 SH SOLE 0 96957 0 PLX TECHNOLOGY INC COMMON STOCK 693417107 891 212536 SH SOLE 0 212536 0 USD.001 PMA CAPITAL CORPORATION CL A COMMON STOCK USD5.0 693419202 837 127844 SH SOLE 0 127844 0 PMC COMMERCIAL TRUST REIT USD.01 693434102 42 5180 SH SOLE 0 5180 0 PMC SIERRA INC COMMON STOCK 69344F106 3,964 527104 SH SOLE 0 527104 0 USD.001 PMI GROUP INC/THE COMMON STOCK USD.01 69344M101 1,034 357739 SH SOLE 0 357739 0 PMFG INC COMMON STOCK USD1.0 69345P103 670 44206 SH SOLE 0 44206 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 74,651 1321251 SH SOLE 0 1321251 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 1,845 165065 SH SOLE 0 165065 0 PPG INDUSTRIES INC COMMON STOCK 693506107 24,248 401397 SH SOLE 0 401397 0 USD1.67 PPL CORPORATION COMMON STOCK USD.01 69351T106 24,478 981079 SH SOLE 0 981079 0 PRGX GLOBAL INC COMMON STOCK USD.01 69357C503 169 40707 SH SOLE 0 40707 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 4,524 81098 SH SOLE 0 81098 0 PSB HOLDINGS INC COMMON STOCK USD.1 69360W108 82 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 6,278 296809 SH SOLE 0 296809 0 PACCAR INC COMMON STOCK USD1.0 693718108 33,051 828974 SH SOLE 0 828974 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 1,194 170855 SH SOLE 0 170855 0 PACIFIC CAPITAL BANCORP COMMON STOCK NPV 69404P101 403 559442 SH SOLE 0 559442 0 PACIFIC CONTINENTAL CORP COMMON STOCK NPV 69412V108 411 43395 SH SOLE 0 43395 0 PACIFIC ETHANOL INC COMMON STOCK 69423U107 120 186795 SH SOLE 0 186795 0 USD.001 PACIFIC MERCANTILE BANCORP COMMON STOCK NPV 694552100 92 26537 SH SOLE 0 26537 0 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 125 29860 SH SOLE 0 29860 0 PACIFIC STATE BANCORP COMMON STOCK NPV 694864109 3 12060 SH SOLE 0 12060 0 PACIFIC SUNWEAR OF CALIF COMMON STOCK USD.01 694873100 946 295715 SH SOLE 0 295715 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 6,076 275919 SH SOLE 0 275919 0 PACTIV CORPORATION COMMON STOCK USD.01 695257105 11,454 411287 SH SOLE 0 411287 0 PACWEST BANCORP COMMON STOCK NPV 695263103 2,314 126406 SH SOLE 0 126406 0 PAETEC HOLDING CORP COMMON STOCK USD.01 695459107 1,242 364155 SH SOLE 0 364155 0 PAIN THERAPEUTICS INC COMMON STOCK 69562K100 8 1368 SH SOLE 0 1368 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PALATIN TECHNOLOGIES INC COMMON STOCK USD.01 696077304 73 406025 SH SOLE 0 406025 0 PALL CORP COMMON STOCK USD.1 696429307 10,771 313384 SH SOLE 0 313384 0 PALM HARBOR HOMES INC COMMON STOCK USD.01 696639103 69 38900 SH SOLE 0 38900 0 PALM INC COMMON STOCK 696643105 3,042 534563 SH SOLE 0 534563 0 USD.001 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK USD.01 697529303 1,399 124989 SH SOLE 0 124989 0 PAMRAPO BANCORP INC COMMON STOCK USD.01 697738102 149 20300 SH SOLE 0 20300 0 PANERA BREAD COMPANY CLASS A COMMON STOCK 69840W108 12,168 161611 SH SOLE 0 161611 0 USD.0001 PANHANDLE OIL AND GAS INC A COMMON STOCK 698477106 576 21790 SH SOLE 0 21790 0 USD.01666 PANTRY INC COMMON STOCK USD.01 698657103 1,612 114276 SH SOLE 0 114276 0 PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 2,431 105149 SH SOLE 0 105149 0 PAR TECHNOLOGY CORP/DEL COMMON STOCK USD.02 698884103 157 30635 SH SOLE 0 30635 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 3,045 117312 SH SOLE 0 117312 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 4,789 305585 SH SOLE 0 305585 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 3,784 174516 SH SOLE 0 174516 0 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1 700416209 1,226 50211 SH SOLE 0 50211 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 3,847 59142 SH SOLE 0 59142 0 PARK OHIO HOLDINGS CORP COMMON STOCK USD1.0 700666100 1,017 70669 SH SOLE 0 70669 0 PARKER DRILLING CO COMMON STOCK 701081101 1,149 290912 SH SOLE 0 290912 0 USD.167 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 18,880 340430 SH SOLE 0 340430 0 PARKERVISION INC COMMON STOCK USD.01 701354102 225 177235 SH SOLE 0 177235 0 PARKVALE FINANCIAL CORP COMMON STOCK USD1.0 701492100 230 27458 SH SOLE 0 27458 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1,174 80600 SH SOLE 0 80600 0 PARLUX FRAGRANCES INC COMMON STOCK USD.01 701645103 103 57698 SH SOLE 0 57698 0 PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 135 72775 SH SOLE 0 72775 0 PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2.0 70336F104 36 19649 SH SOLE 0 19649 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 2,989 254360 SH SOLE 0 254360 0 PATRIOT TRANSPORTATION HLDG COMMON STOCK USD.1 70337B102 1,784 22054 SH SOLE 0 22054 0 PATTERSON COS INC COMMON STOCK USD.01 703395103 8,481 297277 SH SOLE 0 297277 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 5,387 418598 SH SOLE 0 418598 0 PAULSON CAPITAL CORP COMMON STOCK NPV 703797100 132 92065 SH SOLE 0 92065 0 PAYCHEX INC COMMON STOCK USD.01 704326107 22,402 862626 SH SOLE 0 862626 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 26,192 669354 SH SOLE 0 669354 0 PC GROUP INC COMMON STOCK USD.02 70455G107 37 93460 SH SOLE 0 93460 0 PEAPACK GLADSTONE FINL CORP COMMON STOCK NPV 704699107 309 26433 SH SOLE 0 26433 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 15 800 SH SOLE 0 800 0 PEERLESS SYSTEMS CORP COMMON STOCK 705536100 54 19876 SH SOLE 0 19876 0 USD.001 PEETS COFFEE + TEA INC COMMON STOCK NPV 705560100 2,838 72258 SH SOLE 0 72258 0 PEGASYSTEMS INC COMMON STOCK USD.01 705573103 3,477 108297 SH SOLE 0 108297 0 PENFORD CORP COMMON STOCK USD1.0 707051108 313 48300 SH SOLE 0 48300 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 4,848 209890 SH SOLE 0 209890 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 2,297 114208 SH SOLE 0 114208 0 PENNANTPARK INVESTMENT CORP COMMON STOCK 708062104 13 1329 SH SOLE 0 1329 0 USD.001 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 13,257 617171 SH SOLE 0 617171 0 PENNICHUCK CORP COMMON STOCK USD1.0 708254206 516 23400 SH SOLE 0 23400 0 PENNS WOODS BANCORP INC COMMON STOCK 708430103 182 5968 SH SOLE 0 5968 0 USD8.33 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 2,733 223680 SH SOLE 0 223680 0 PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 13 842 SH SOLE 0 842 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK 70959W103 1,702 149805 SH SOLE 0 149805 0 USD.0001 PENSON WORLDWIDE INC COMMON STOCK USD.01 709600100 138 24542 SH SOLE 0 24542 0 PENTAIR INC COMMON STOCK 709631105 5,864 182123 SH SOLE 0 182123 0 USD.167 PENWEST PHARMACEUTICALS CO COMMON STOCK 709754105 210 63600 SH SOLE 0 63600 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PEOPLES BANCORP INC COMMON STOCK NPV 709789101 296 20446 SH SOLE 0 20446 0 PEOPLES BANCORP OF NC COMMON STOCK NPV 710577107 31 6352 SH SOLE 0 6352 0 PEOPLES FINANCIAL CORP/MISS COMMON STOCK USD1.0 71103B102 192 18107 SH SOLE 0 18107 0 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 8,039 595446 SH SOLE 0 595446 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1.0 713278109 2,010 226827 SH SOLE 0 226827 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 9,328 594914 SH SOLE 0 594914 0 PEPSICO INC COMMON STOCK 713448108 261,948 4297752.325 SH SOLE 0 4297752.325 0 USD.017 PERCEPTRON INC COMMON STOCK USD.01 71361F100 126 28600 SH SOLE 0 28600 0 PEREGRINE PHARMACEUTICALS COMMON STOCK 713661304 218 101200 SH SOLE 0 101200 0 USD.001 PERFICIENT INC COMMON STOCK 71375U101 2,295 257598 SH SOLE 0 257598 0 USD.001 PERFUMANIA HOLDINGS INC COMMON STOCK USD.01 71376C100 154 16375 SH SOLE 0 16375 0 PERFORMANCE TECHNOLOGIES INC COMMON STOCK USD.01 71376K102 580 233946 SH SOLE 0 233946 0 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 1,321 137610 SH SOLE 0 137610 0 PERKINELMER INC COMMON STOCK USD1.0 714046109 7,277 352034 SH SOLE 0 352034 0 PERMA FIX ENVIRONMENTAL SVCS COMMON STOCK 714157104 33 20300 SH SOLE 0 20300 0 USD.001 PERNIX THERAPEUTICS HOLDINGS Common Stock USD.01 71426V108 3 800 SH SOLE 0 800 0 PERRIGO CO COMMON STOCK NPV 714290103 13,805 233704 SH SOLE 0 233704 0 PERVASIVE SOFTWARE INC COMMON STOCK 715710109 486 97900 SH SOLE 0 97900 0 USD.001 PET DRX CORP COMMON STOCK 715813101 3 9100 SH SOLE 0 9100 0 USD.0001 PETMED EXPRESS INC COMMON STOCK 716382106 1,254 70465 SH SOLE 0 70465 0 USD.001 PETROHAWK ENERGY CORP COMMON STOCK 716495106 10,968 646333 SH SOLE 0 646333 0 USD.001 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 1,440 56206 SH SOLE 0 56206 0 PETROQUEST ENERGY INC COMMON STOCK 716748108 1,719 254336 SH SOLE 0 254336 0 USD.001 PETSMART INC COMMON STOCK 716768106 9,977 330687 SH SOLE 0 330687 0 USD.0001 PHARMACYCLICS INC COMMON STOCK 716933106 1,236 185640 SH SOLE 0 185640 0 USD.0001 PFIZER INC COMMON STOCK USD.05 717081103 300,683 21085792 SH SOLE 0 21085792 0 PFSWEB INC COMMON STOCK 717098206 33 11567 SH SOLE 0 11567 0 USD.001 PHARMACEUTICAL PRODUCT DEVEL COMMON STOCK USD.05 717124101 7,305 287485 SH SOLE 0 287485 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 1,788 121995 SH SOLE 0 121995 0 PHARMATHENE INC COMMON STOCK 71714G102 43 26300 SH SOLE 0 26300 0 USD.0001 PHARMASSET INC COMMON STOCK 71715N106 36 1304 SH SOLE 0 1304 0 USD.001 PHASE FORWARD INC COMMON STOCK USD.01 71721R406 2,906 174249 SH SOLE 0 174249 0 PHAZAR CORP COMMON STOCK USD.01 71722R108 131 47700 SH SOLE 0 47700 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 1,966 42884 SH SOLE 0 42884 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1.0 718592108 1,695 36642 SH SOLE 0 36642 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 798 378364 SH SOLE 0 378364 0 PHOENIX FOOTWEAR GROUP INC COMMON STOCK USD.01 71903M100 8 20100 SH SOLE 0 20100 0 PHOENIX TECHNOLOGIES LTD COMMON STOCK 719153108 380 131381 SH SOLE 0 131381 0 USD.001 PHOTOMEDEX INC COMMON STOCK USD.01 719358301 7 1312 SH SOLE 0 1312 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 878 194312 SH SOLE 0 194312 0 PHYSICIANS FORMULA HOLDINGS COMMON STOCK USD.01 719427106 82 24700 SH SOLE 0 24700 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 2,667 105400 SH SOLE 0 105400 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 549 29300 SH SOLE 0 29300 0 PIER 1 IMPORTS INC COMMON STOCK 720279108 1,339 208840 SH SOLE 0 208840 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PIKE ELECTRIC CORP COMMON STOCK 721283109 217 23040 SH SOLE 0 23040 0 USD.001 PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 13 2000 SH SOLE 0 2000 0 PINNACLE AIRLINES CORP COMMON STOCK USD.01 723443107 640 117700 SH SOLE 0 117700 0 PINNACLE DATA SYSTEMS INC COMMON STOCK NPV 723454104 1 900 SH SOLE 0 900 0 PINNACLE ENTERTAINMENT INC COMMON STOCK USD.1 723456109 1,796 189859 SH SOLE 0 189859 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 1,192 92738 SH SOLE 0 92738 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 7,300 200765 SH SOLE 0 200765 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 481 84899 SH SOLE 0 84899 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 18,854 317141 SH SOLE 0 317141 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 2,496 77468 SH SOLE 0 77468 0 PITNEY BOWES INC COMMON STOCK USD1.0 724479100 13,610 619751 SH SOLE 0 619751 0 PITTSBURGH + W VA RAILROAD REIT 724819107 5 500 SH SOLE 0 500 0 PIXELWORKS INC COMMON STOCK 72581M305 124 41666 SH SOLE 0 41666 0 USD.001 PIZZA INN INC COMMON STOCK USD.01 725848105 89 48100 SH SOLE 0 48100 0 PLAINS EXPLORATION + PRODUCT COMMON STOCK USD.01 726505100 5,903 286394 SH SOLE 0 286394 0 PLANAR SYSTEMS INC COMMON STOCK NPV 726900103 55 31976 SH SOLE 0 31976 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 5,135 179560 SH SOLE 0 179560 0 PLAYBOY ENTERPRISES CLASS B COMMON STOCK USD.01 728117300 166 39454 SH SOLE 0 39454 0 PLEXUS CORP COMMON STOCK USD.01 729132100 2,984 111583 SH SOLE 0 111583 0 PLUG POWER INC COMMON STOCK USD.01 72919P103 70 151502 SH SOLE 0 151502 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 18,827 545249 SH SOLE 0 545249 0 PLUMAS BANCORP COMMON STOCK NPV 729273102 6 2315 SH SOLE 0 2315 0 POINT.360 COMMON STOCK USD1.0 730507100 31 19400 SH SOLE 0 19400 0 POKERTEK INC COMMON STOCK NPV 730864105 31 42100 SH SOLE 0 42100 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 4,810 88066 SH SOLE 0 88066 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 9,835 134796 SH SOLE 0 134796 0 POLYCOM INC COMMON STOCK 73172K104 6,686 224449 SH SOLE 0 224449 0 USD.0005 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 5,284 627507 SH SOLE 0 627507 0 POLYPORE INTERNATIONAL INC COMMON STOCK USD.01 73179V103 1,224 53809 SH SOLE 0 53809 0 PONIARD PHARMACEUTICALS INC COMMON STOCK USD.02 732449301 22 36420 SH SOLE 0 36420 0 POOL CORP COMMON STOCK 73278L105 2,361 107704 SH SOLE 0 107704 0 USD.001 POPE RESOURCES LTD LP LTD PART NPV 732857107 78 3050 SH SOLE 0 3050 0 POPULAR INC COMMON STOCK USD6.0 733174106 8,553 3191488 SH SOLE 0 3191488 0 PORTEC RAIL PRODUCTS INC COMMON STOCK USD1.0 736212101 467 41000 SH SOLE 0 41000 0 PORTER BANCORP INC COMMON STOCK NPV 736233107 184 14602 SH SOLE 0 14602 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 3,561 53331 SH SOLE 0 53331 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 2,049 111781 SH SOLE 0 111781 0 POSITIVEID CORP COMMON STOCK USD.01 73740J100 180 184180 SH SOLE 0 184180 0 POST PROPERTIES INC REIT USD.01 737464107 4,598 202295 SH SOLE 0 202295 0 POSTROCK ENERGY CORP COMMON STOCK 737525105 58 12096 SH SOLE 0 12096 0 USD.001 POTLATCH CORP REIT USD1.0 737630103 5,740 160637 SH SOLE 0 160637 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 1,374 50250 SH SOLE 0 50250 0 POWER INTEGRATIONS INC COMMON STOCK 739276103 480 14895 SH SOLE 0 14895 0 USD.001 POWER ONE INC COMMON STOCK 73930R102 1,765 261544 SH SOLE 0 261544 0 POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 657 426909 SH SOLE 0 426909 0 USD.0001 POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 771 84786 SH SOLE 0 84786 0 POZEN INC COMMON STOCK 73941U102 319 45455 SH SOLE 0 45455 0 USD.001 PRAXAIR INC COMMON STOCK USD.01 74005P104 60,652 798155 SH SOLE 0 798155 0 PREPAID LEGAL SERVICES INC COMMON STOCK USD.01 740065107 1,944 42744 SH SOLE 0 42744 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 34,001 330362 SH SOLE 0 330362 0 PRECISION DRILLING CORP COMMON STOCK 74022D308 6 975 SH SOLE 0 975 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PREFERRED BANK/LOS ANGELES COMMON STOCK NPV 740367107 106 50735 SH SOLE 0 50735 0 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 740444104 140 5002 SH SOLE 0 5002 0 PREMIER FINANCIAL BANCORP COMMON STOCK NPV 74050M105 242 30713 SH SOLE 0 30713 0 PREMIER EXHIBITIONS INC COMMON STOCK 74051E102 84 65955 SH SOLE 0 65955 0 USD.0001 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 936 147556 SH SOLE 0 147556 0 PRESIDENTIAL LIFE COMMON STOCK USD.01 740884101 675 74223 SH SOLE 0 74223 0 PREMIERWEST BANCORP COMMON STOCK NPV 740921101 211 527137 SH SOLE 0 527137 0 PRESSTEK INC COMMON STOCK USD.01 741113104 644 182534 SH SOLE 0 182534 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 471 66486 SH SOLE 0 66486 0 PRESSURE BIOSCIENCES INC COMMON STOCK USD.01 74112E109 10 8200 SH SOLE 0 8200 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 32,330 728309 SH SOLE 0 728309 0 PRICELINE.COM INC COMMON STOCK 741503403 21,633 122537 SH SOLE 0 122537 0 USD.008 PRICESMART INC COMMON STOCK 741511109 1,134 48825 SH SOLE 0 48825 0 USD.0001 PRIDE INTERNATIONAL INC COMMON STOCK USD.01 74153Q102 9,095 407139 SH SOLE 0 407139 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 390 133022 SH SOLE 0 133022 0 PRIMEENERGY CORP COMMON STOCK USD.1 74158E104 146 7380 SH SOLE 0 7380 0 PRIMORIS SERVICES CORP COMMON STOCK 74164F103 5 800 SH SOLE 0 800 0 USD.0001 PRIMERICA INC COMMON STOCK 74164M108 450 21000 SH SOLE 0 21000 0 PRINCETON NATIONAL BANCORP COMMON STOCK USD5.0 742282106 122 19900 SH SOLE 0 19900 0 PRINCETON REVIEW INC COMMON STOCK USD.01 742352107 242 104520 SH SOLE 0 104520 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 19,010 810997 SH SOLE 0 810997 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 3,247 57213 SH SOLE 0 57213 0 PROCERA NETWORKS INC COMMON STOCK 74269U104 39 85654 SH SOLE 0 85654 0 USD.001 PROCTER + GAMBLE CO/THE COMMON STOCK USD1.0 742718109 458,701 7647569 SH SOLE 0 7647569 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 1,535 138521 SH SOLE 0 138521 0 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 510 93015 SH SOLE 0 93015 0 USD.0013 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 26,187 667698 SH SOLE 0 667698 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 6,696 222970 SH SOLE 0 222970 0 PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 30,620 1635690 SH SOLE 0 1635690 0 PROLOGIS REIT USD.01 743410102 22,204 2191928 SH SOLE 0 2191928 0 PROPHASE LABS INC COMMON STOCK 74345W108 43 39900 SH SOLE 0 39900 0 USD.0005 PROS HOLDINGS INC COMMON STOCK 74346Y103 674 103659 SH SOLE 0 103659 0 USD.001 PROSPECT CAPITAL CORP COMMON STOCK 74348T102 27 2791 SH SOLE 0 2791 0 USD.001 PROSPECT MEDICAL HLDGS COMMON STOCK USD.01 743494106 2 400 SH SOLE 0 400 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 6,820 196268 SH SOLE 0 196268 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 8,421 393692 SH SOLE 0 393692 0 PROVIDENCE AND WORCESTER RR COMMON STOCK USD.5 743737108 79 6400 SH SOLE 0 6400 0 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 948 67692 SH SOLE 0 67692 0 USD.001 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 743868101 178 37015 SH SOLE 0 37015 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 4,134 353666 SH SOLE 0 353666 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 1,463 165307 SH SOLE 0 165307 0 PRUDENTIAL BANCORP INC OF PA COMMON STOCK USD.01 744319104 38 6330 SH SOLE 0 6330 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 68,521 1276939 SH SOLE 0 1276939 0 PSYCHEMEDICS CORP COMMON STOCK 744375205 392 48160 SH SOLE 0 48160 0 USD.005 PSYCHIATRIC SOLUTIONS INC COMMON STOCK USD.01 74439H108 4,485 137068 SH SOLE 0 137068 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 41,697 1330905 SH SOLE 0 1330905 0 PUBLIC STORAGE REIT USD.1 74460D109 55,018 625842 SH SOLE 0 625842 0 PULASKI FINANCIAL CORP COMMON STOCK USD.01 745548107 342 52950 SH SOLE 0 52950 0 PULTE GROUP INC COMMON STOCK USD.01 745867101 7,515 907577 SH SOLE 0 907577 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PURE BIOSCIENCE COMMON STOCK NPV 746218106 3 1400 SH SOLE 0 1400 0 PYRAMID OIL CO COMMON STOCK NPV 747215101 6 1376 SH SOLE 0 1376 0 QLOGIC CORP COMMON STOCK 747277101 5,976 359577 SH SOLE 0 359577 0 USD.001 QCR HOLDINGS INC COMMON STOCK USD1.0 74727A104 96 9736 SH SOLE 0 9736 0 QAD INC COMMON STOCK 74727D108 444 107526 SH SOLE 0 107526 0 USD.001 QC HOLDINGS INC COMMON STOCK USD.01 74729T101 198 53900 SH SOLE 0 53900 0 QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 1,575 58127 SH SOLE 0 58127 0 PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 74731Q103 312 49015 SH SOLE 0 49015 0 QUALCOMM INC COMMON STOCK 747525103 144,175 4390212 SH SOLE 0 4390212 0 USD.0001 QUALITY DISTRIBUTION INC COMMON STOCK NPV 74756M102 893 172759 SH SOLE 0 172759 0 QUALITY SYSTEMS INC COMMON STOCK USD.01 747582104 4,087 70476 SH SOLE 0 70476 0 QUALSTAR CORP COMMON STOCK NPV 74758R109 71 37899 SH SOLE 0 37899 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 288 16637 SH SOLE 0 16637 0 QUANTA SERVICES INC COMMON STOCK USD1E 74762E102 10,033 485848 SH SOLE 0 485848 0 05.0 QUANTUM FUEL SYSTEMS TECHNOL COMMON STOCK 74765E109 128 238167 SH SOLE 0 238167 0 USD.001 QUANTUM CORP COMMON STOCK USD.01 747906204 1,373 730542 SH SOLE 0 730542 0 QUEST DIAGNOSTICS COMMON STOCK USD.01 74834L100 18,823 378192 SH SOLE 0 378192 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 2,588 143469 SH SOLE 0 143469 0 QUESTAR CORP COMMON STOCK NPV 748356102 19,740 433933 SH SOLE 0 433933 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 2,919 285939 SH SOLE 0 285939 0 QUICKLOGIC CORP COMMON STOCK 74837P108 154 52500 SH SOLE 0 52500 0 USD.001 QUICKSILVER RESOURCES INC COMMON STOCK USD.01 74837R104 3,147 286105 SH SOLE 0 286105 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 2,185 590633 SH SOLE 0 590633 0 QUIDEL CORP COMMON STOCK 74838J101 1,531 120640 SH SOLE 0 120640 0 USD.001 QUINSTREET INC COMMON STOCK 74874Q100 5 400 SH SOLE 0 400 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 14,593 2779542 SH SOLE 0 2779542 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 518 277030 SH SOLE 0 277030 0 RCM TECHNOLOGIES INC COMMON STOCK USD.05 749360400 227 50700 SH SOLE 0 50700 0 RCN CORP COMMON STOCK USD.01 749361200 1,972 133150 SH SOLE 0 133150 0 RC2 CORP COMMON STOCK USD.01 749388104 572 35516 SH SOLE 0 35516 0 RF INDUSTRIES LTD COMMON STOCK USD.01 749552105 37 7050 SH SOLE 0 7050 0 RF MONOLITHICS INC COMMON STOCK 74955F106 36 30900 SH SOLE 0 30900 0 USD.001 RGC RESOURCES INC COMMON STOCK USD5.0 74955L103 127 4100 SH SOLE 0 4100 0 RLI CORP COMMON STOCK USD1.0 749607107 4,101 78100 SH SOLE 0 78100 0 RPC INC COMMON STOCK USD.1 749660106 2,323 170187 SH SOLE 0 170187 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 4,668 261680 SH SOLE 0 261680 0 RRI ENERGY INC COMMON STOCK 74971X107 4,431 1169245 SH SOLE 0 1169245 0 USD.001 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 9,355 1516235 SH SOLE 0 1516235 0 RTI INTERNATIONAL METALS INC COMMON STOCK USD.01 74973W107 2,031 84248 SH SOLE 0 84248 0 RTI BIOLOGICS INC COMMON STOCK 74975N105 315 107351 SH SOLE 0 107351 0 USD.001 RXI PHARMACEUTICALS CORP COMMON STOCK 74978T109 27 10457 SH SOLE 0 10457 0 USD.0001 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 1,216 310923 SH SOLE 0 310923 0 RACKSPACE HOSTING INC COMMON STOCK 750086100 5,784 315349 SH SOLE 0 315349 0 USD.001 RADIAN GROUP INC COMMON STOCK 750236101 1,835 253501 SH SOLE 0 253501 0 USD.001 RADIANT SYSTEMS INC COMMON STOCK NPV 75025N102 493 34064 SH SOLE 0 34064 0 RADIO ONE INC CL D COMMON STOCK 75040P405 211 165024 SH SOLE 0 165024 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- RADIOSHACK CORP COMMON STOCK USD1.0 750438103 5,394 276483 SH SOLE 0 276483 0 RADISYS CORP COMMON STOCK NPV 750459109 1,491 156637 SH SOLE 0 156637 0 RADNET INC COMMON STOCK 750491102 76 32156 SH SOLE 0 32156 0 USD.0001 RAE SYSTEMS INC COMMON STOCK 75061P102 196 245500 SH SOLE 0 245500 0 USD.001 RAILAMERICA INC COMMON STOCK USD.01 750753402 9 900 SH SOLE 0 900 0 RAINMAKER SYSTEMS INC. COMMON STOCK 750875304 261 217383 SH SOLE 0 217383 0 USD.001 RAMBUS INC COMMON STOCK 750917106 3,315 189202 SH SOLE 0 189202 0 USD.001 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 6,824 124518 SH SOLE 0 124518 0 RAM ENERGY RESOURCES INC COMMON STOCK 75130P109 181 87400 SH SOLE 0 87400 0 USD.0001 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 1,175 116383 SH SOLE 0 116383 0 RAMTRON INTERNATIONAL CORP COMMON STOCK USD.01 751907304 69 26720 SH SOLE 0 26720 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 14,943 372176 SH SOLE 0 372176 0 RAPTOR PHARMACEUTICAL CORP COMMON STOCK 75382F106 1 334 SH SOLE 0 334 0 USD.001 RASER TECHNOLOGIES INC COMMON STOCK USD.01 754055101 1 2042 SH SOLE 0 2042 0 RAVEN INDUSTRIES INC COMMON STOCK USD1.0 754212108 4,402 130591 SH SOLE 0 130591 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 7,467 302441 SH SOLE 0 302441 0 RAYONIER INC REIT NPV 754907103 8,094 183869 SH SOLE 0 183869 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 52,226 1079278 SH SOLE 0 1079278 0 RBC BEARINGS INC COMMON STOCK USD.01 75524B104 2,865 98831 SH SOLE 0 98831 0 REACHLOCAL INC COMMON STOCK 75525F104 3 200 SH SOLE 0 200 0 READING INTERNATIONAL INC A COMMON STOCK USD.01 755408101 172 43205 SH SOLE 0 43205 0 REALNETWORKS INC COMMON STOCK 75605L104 209 63434 SH SOLE 0 63434 0 USD.001 REALTY INCOME CORP REIT USD1.0 756109104 12,809 422329 SH SOLE 0 422329 0 RED HAT INC COMMON STOCK 756577102 12,432 429562 SH SOLE 0 429562 0 USD.0001 RED LION HOTELS CORP COMMON STOCK USD.01 756764106 373 62500 SH SOLE 0 62500 0 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 115 6679 SH SOLE 0 6679 0 USD.001 REDDY ICE HOLDINGS INC COMMON STOCK USD.01 75734R105 323 99900 SH SOLE 0 99900 0 REDWOOD TRUST INC REIT USD.01 758075402 1,811 123729 SH SOLE 0 123729 0 REED S INC COMMON STOCK 758338107 2 1100 SH SOLE 0 1100 0 USD.0001 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 3,643 65316 SH SOLE 0 65316 0 REGAL ENTERTAINMENT GROUP A COMMON STOCK 758766109 4,430 339752 SH SOLE 0 339752 0 USD.001 REGENCY CENTERS CORP REIT USD.01 758849103 10,413 302690 SH SOLE 0 302690 0 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 3,276 146755 SH SOLE 0 146755 0 USD.001 REGENERX BIOPHARMACEUTICALS COMMON STOCK 75886X108 1 3000 SH SOLE 0 3000 0 USD.001 REGIS CORP COMMON STOCK USD.05 758932107 1,367 87767 SH SOLE 0 87767 0 REHABCARE GROUP INC COMMON STOCK USD.01 759148109 2,455 112713 SH SOLE 0 112713 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 25,546 3882335 SH SOLE 0 3882335 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 6,049 132341 SH SOLE 0 132341 0 REIS INC COMMON STOCK USD.01 75936P105 449 69112 SH SOLE 0 69112 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 5,319 147137 SH SOLE 0 147137 0 RELM WIRELESS CORP COMMON STOCK USD.6 759525108 169 79806 SH SOLE 0 79806 0 RELIV INTERNATIONAL INC COMMON STOCK 75952R100 136 56138 SH SOLE 0 56138 0 USD.001 RENAISSANCE LEARNING INC COMMON STOCK USD.01 75968L105 1,086 73922 SH SOLE 0 73922 0 RENASANT CORP COMMON STOCK USD5.0 75970E107 791 55105 SH SOLE 0 55105 0 REPLIGEN CORP COMMON STOCK USD.01 759916109 470 146548 SH SOLE 0 146548 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 5,503 271630 SH SOLE 0 271630 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- RENTECH INC COMMON STOCK USD.01 760112102 771 778750 SH SOLE 0 778750 0 RENTRAK CORP COMMON STOCK 760174102 1,345 55295 SH SOLE 0 55295 0 USD.001 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 438 71728 SH SOLE 0 71728 0 USD.001 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 721 32193 SH SOLE 0 32193 0 REPROS THERAPEUTICS INC COMMON STOCK 76028H100 3 8803 SH SOLE 0 8803 0 USD.001 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 760416107 91 46664 SH SOLE 0 46664 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 24,655 829285 SH SOLE 0 829285 0 RESEARCH FRONTIERS INC COMMON STOCK 760911107 83 18746 SH SOLE 0 18746 0 USD.0001 RES CARE INC COMMON STOCK NPV 760943100 389 40319 SH SOLE 0 40319 0 RESMED INC COMMON STOCK 761152107 12,112 199173 SH SOLE 0 199173 0 USD.004 RESOLUTE ENERGY CORP COMMON STOCK 76116A108 20 1600 SH SOLE 0 1600 0 USD.0001 RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 257 66845 SH SOLE 0 66845 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 746 131421 SH SOLE 0 131421 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 2,501 183896 SH SOLE 0 183896 0 RESPONSE GENETICS INC COMMON STOCK USD.01 76123U105 41 16400 SH SOLE 0 16400 0 RETAIL VENTURES INC COMMON STOCK NPV 76128Y102 1,205 154131 SH SOLE 0 154131 0 RETRACTABLE TECHNOLOGIES INC COMMON STOCK NPV 76129W105 4 2700 SH SOLE 0 2700 0 RETAIL OPPORTUNITY INVTS CORP COMMON STOCK 76131N101 16 1700 SH SOLE 0 1700 0 REVLON INC CLASS A COMMON STOCK USD.01 761525609 358 32116 SH SOLE 0 32116 0 REWARDS NETWORK INC COMMON STOCK USD.02 761557206 706 51616 SH SOLE 0 51616 0 REX ENERGY CORP COMMON STOCK 761565100 1,801 178333 SH SOLE 0 178333 0 USD.001 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 551 34450 SH SOLE 0 34450 0 REXAHN PHARMACEUTICALS INC COMMON STOCK 761640101 43 29829 SH SOLE 0 29829 0 USD.0001 REYNOLDS AMERICAN INC COMMON STOCK 761713106 205 3924 SH SOLE 0 3924 0 USD.0001 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 436 48400 SH SOLE 0 48400 0 RICK S CABARET INTL INC COMMON STOCK USD.01 765641303 277 35100 SH SOLE 0 35100 0 RIGEL PHARMACEUTICALS INC COMMON STOCK 766559603 395 54902 SH SOLE 0 54902 0 USD.001 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 1,315 83790 SH SOLE 0 83790 0 USD.001 RIMAGE CORP COMMON STOCK USD.01 766721104 636 40170 SH SOLE 0 40170 0 RITE AID CORP COMMON STOCK USD1.0 767754104 2,211 2256260 SH SOLE 0 2256260 0 RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 5,305 192056 SH SOLE 0 192056 0 USD.0001 RIVERVIEW BANCORP INC COMMON STOCK USD.01 769397100 110 44855 SH SOLE 0 44855 0 ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 6 400 SH SOLE 0 400 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 1,994 91698 SH SOLE 0 91698 0 ROBERT HALF INTL INC COMMON STOCK 770323103 9,763 414557 SH SOLE 0 414557 0 USD.001 ROCHESTER MEDICAL CORP COMMON STOCK NPV 771497104 446 47200 SH SOLE 0 47200 0 ROCK OF AGES CORP COMMON STOCK USD.01 772632105 54 13400 SH SOLE 0 13400 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 8,872 178615 SH SOLE 0 178615 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 16,799 342215 SH SOLE 0 342215 0 ROCKVILLE FINANCIAL INC COMMON STOCK NPV 774186100 522 43799 SH SOLE 0 43799 0 ROCKWELL COLLINS INC. COMMON STOCK USD.01 774341101 22,074 415464 SH SOLE 0 415464 0 ROCKWELL MEDICAL TECH INC COMMON STOCK NPV 774374102 364 67595 SH SOLE 0 67595 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 3,112 137165 SH SOLE 0 137165 0 ROCKY BRANDS INC COMMON STOCK NPV 774515100 422 65997 SH SOLE 0 65997 0 ROCKY MOUNTAIN CHOC FACT INC COMMON STOCK USD.03 774678403 143 15420 SH SOLE 0 15420 0 RODMAN + RENSHAW CAPITAL GRP COMMON STOCK 77487R100 89 31000 SH SOLE 0 31000 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 2,820 135456 SH SOLE 0 135456 0 ROGERS CORP COMMON STOCK USD1.0 775133101 1,363 49087 SH SOLE 0 49087 0 ROLLINS INC COMMON STOCK USD1.0 775711104 3,951 190949 SH SOLE 0 190949 0 ROMA FINANCIAL CORP COMMON STOCK USD.1 77581P109 144 13228 SH SOLE 0 13228 0 ROME BANCORP INC COMMON STOCK USD.01 77587P103 484 52100 SH SOLE 0 52100 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 13,276 237246 SH SOLE 0 237246 0 ROSETTA RESOURCES INC COMMON STOCK 777779307 3,509 177149 SH SOLE 0 177149 0 USD.001 ROSETTA STONE INC COMMON STOCK USD5E 777780107 585 25495 SH SOLE 0 25495 0 05.0 ROSS STORES INC COMMON STOCK USD.01 778296103 14,735 276497 SH SOLE 0 276497 0 ROVI CORP COMMON STOCK 779376102 17,215 454098 SH SOLE 0 454098 0 USD.001 ROWAN COMPANIES INC COMMON STOCK 779382100 7,405 337506 SH SOLE 0 337506 0 USD.125 ROYAL BANCSHARES OF PENN A COMMON STOCK USD2.0 780081105 35 11543 SH SOLE 0 11543 0 ROYAL GOLD INC COMMON STOCK USD.01 780287108 8,873 184847 SH SOLE 0 184847 0 ROYALE ENERGY INC COMMON STOCK NPV 78074G200 142 71182 SH SOLE 0 71182 0 RUBICON TECHNOLOGY INC COMMON STOCK 78112T107 2,290 76856 SH SOLE 0 76856 0 USD.001 RUBIO S RESTAURANTS INC COMMON STOCK 78116B102 739 87253 SH SOLE 0 87253 0 USD.001 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 1,607 189098 SH SOLE 0 189098 0 RUDDICK CORP COMMON STOCK NPV 781258108 3,605 116322 SH SOLE 0 116322 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 2,028 268662 SH SOLE 0 268662 0 USD.001 RUE21 INC COMMON STOCK 781295100 20 670 SH SOLE 0 670 0 RURAL/METRO CORP COMMON STOCK USD.01 781748108 1,175 144300 SH SOLE 0 144300 0 RURBAN FINANCIAL CORP COMMON STOCK NPV 78176P108 13 3100 SH SOLE 0 3100 0 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 781846209 441 33017 SH SOLE 0 33017 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 1,490 356555 SH SOLE 0 356555 0 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 5,685 141301 SH SOLE 0 141301 0 RYLAND GROUP INC COMMON STOCK USD1.0 783764103 1,560 98619 SH SOLE 0 98619 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 791 40034 SH SOLE 0 40034 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 9,137 268663 SH SOLE 0 268663 0 SAIC INC COMMON STOCK 78390X101 12,313 735560 SH SOLE 0 735560 0 USD.0001 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 428 12158 SH SOLE 0 12158 0 SCOLR PHARMA INC COMMON STOCK 78402X107 55 130494 SH SOLE 0 130494 0 USD.001 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 8,158 400690 SH SOLE 0 400690 0 SFN GROUP INC COMMON STOCK USD.01 784153108 1,094 200308 SH SOLE 0 200308 0 SI FINANCIAL GROUP INC COMMON STOCK USD.01 78425W102 249 39900 SH SOLE 0 39900 0 SJW CORP COMMON STOCK 784305104 444 18942 SH SOLE 0 18942 0 USD1.042 SL GREEN REALTY CORP REIT USD.01 78440X101 18,582 337607 SH SOLE 0 337607 0 SL INDS INC COMMON STOCK USD.2 784413106 229 19052 SH SOLE 0 19052 0 SLM CORP COMMON STOCK USD.2 78442P106 11,322 1089749 SH SOLE 0 1089749 0 SMF ENERGY CORP COMMON STOCK USD.01 78453M208 5 3932 SH SOLE 0 3932 0 SM ENERGY CO COMMON STOCK 78454L100 5,756 143333 SH SOLE 0 143333 0 SPX CORP COMMON STOCK 784635104 4,532 85825 SH SOLE 0 85825 0 USD10.0 S1 CORPORATION COMMON STOCK USD.01 78463B101 1,337 222535 SH SOLE 0 222535 0 SPS COMMERCE INC COMMON STOCK 78463M107 2 200 SH SOLE 0 200 0 USD.001 SRS LABS INC COMMON STOCK 78464M106 399 43610 SH SOLE 0 43610 0 USD.001 SRA INTERNATIONAL INC CL A COMMON STOCK 78464R105 647 32905 SH SOLE 0 32905 0 USD.004 SRI/SURGICAL EXPRESS INC COMMON STOCK 78464W104 362 91400 SH SOLE 0 91400 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SS+C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 8 500 SH SOLE 0 500 0 STEC INC COMMON STOCK 784774101 1,562 124360 SH SOLE 0 124360 0 USD.001 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 532 28315 SH SOLE 0 28315 0 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 6,218 150814 SH SOLE 0 150814 0 USD.001 SABA SOFTWARE INC COMMON STOCK 784932600 646 125394 SH SOLE 0 125394 0 USD.001 SWS GROUP INC COMMON STOCK USD.1 78503N107 517 54395 SH SOLE 0 54395 0 SXC HEALTH SOLUTIONS CORP COMMON STOCK NPV 78505P100 95 1300 SH SOLE 0 1300 0 S.Y. BANCORP INC COMMON STOCK NPV 785060104 192 8345 SH SOLE 0 8345 0 SAFEGUARD SCIENTIFICS INC COMMON STOCK USD.1 786449207 486 46036 SH SOLE 0 46036 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 988 26697 SH SOLE 0 26697 0 SAFEWAY INC COMMON STOCK USD.01 786514208 20,310 1033074 SH SOLE 0 1033074 0 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 786598300 368 15415 SH SOLE 0 15415 0 SAIA INC COMMON STOCK 78709Y105 1,093 72852 SH SOLE 0 72852 0 USD.001 ST JOE CO/THE COMMON STOCK NPV 790148100 4,222 182310 SH SOLE 0 182310 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 30,929 857000 SH SOLE 0 857000 0 SAKS INC COMMON STOCK USD.1 79377W108 2,484 327320 SH SOLE 0 327320 0 SALARY.COM INC COMMON STOCK 794006106 94 37138 SH SOLE 0 37138 0 USD.0001 SALEM COMMUNICATIONS CL A COMMON STOCK USD.01 794093104 69 18500 SH SOLE 0 18500 0 SALESFORCE.COM INC COMMON STOCK 79466L302 20,900 243535 SH SOLE 0 243535 0 USD.001 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 5,444 139490 SH SOLE 0 139490 0 USD.001 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 1,292 157505 SH SOLE 0 157505 0 SANDERS MORRIS HARRIS GRP IN COMMON STOCK USD.01 80000Q104 4,867 876978 SH SOLE 0 876978 0 SANDERSON FARMS INC COMMON STOCK USD1.0 800013104 3,899 76839 SH SOLE 0 76839 0 SANDISK CORP COMMON STOCK 80004C101 18,375 436775 SH SOLE 0 436775 0 USD.001 SANDRIDGE ENERGY INC COMMON STOCK 80007P307 2,013 345354 SH SOLE 0 345354 0 USD.001 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 800363103 1,607 114670 SH SOLE 0 114670 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 195 13500 SH SOLE 0 13500 0 SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 1,334 359479 SH SOLE 0 359479 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 3,963 291156 SH SOLE 0 291156 0 SANTANDER BANCORP COMMON STOCK USD2.5 802809103 362 28612 SH SOLE 0 28612 0 SANTARUS INC COMMON STOCK 802817304 389 156678 SH SOLE 0 156678 0 USD.0001 SAPIENT CORPORATION COMMON STOCK USD.01 803062108 3,579 352989 SH SOLE 0 352989 0 SARA LEE CORP COMMON STOCK USD.01 803111103 25,718 1823961 SH SOLE 0 1823961 0 SATCON TECHNOLOGY CORP COMMON STOCK USD.01 803893106 913 319210 SH SOLE 0 319210 0 SAUER DANFOSS INC COMMON STOCK USD.01 804137107 623 50948 SH SOLE 0 50948 0 SAUL CENTERS INC REIT USD.01 804395101 2,678 65913 SH SOLE 0 65913 0 SAVANNAH BANCORP INC COMMON STOCK USD1.0 804748101 81 8291 SH SOLE 0 8291 0 SAVIENT PHARMACEUTICALS INC COMMON STOCK USD.01 80517Q100 1,396 110763 SH SOLE 0 110763 0 SAVVIS INC COMMON STOCK USD.01 805423308 5,118 346978 SH SOLE 0 346978 0 SCANA CORP COMMON STOCK NPV 80589M102 7,643 213722 SH SOLE 0 213722 0 SCANSOURCE INC COMMON STOCK NPV 806037107 3,567 143072 SH SOLE 0 143072 0 SCHAWK INC COMMON STOCK 806373106 118 7876 SH SOLE 0 7876 0 USD.008 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 13,963 254341 SH SOLE 0 254341 0 SCHIFF NUTRITION INTERNATION COMMON STOCK USD.01 806693107 806 113201 SH SOLE 0 113201 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 170,725 3085022 SH SOLE 0 3085022 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 1,238 31576 SH SOLE 0 31576 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 3,166 131270 SH SOLE 0 131270 0 SCHOOL SPECIALTY INC COMMON STOCK 807863105 16 876 SH SOLE 0 876 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SCHULMAN (A.) INC COMMON STOCK USD1.0 808194104 2,499 131824.27 SH SOLE 0 131824.27 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 42,100 2968998 SH SOLE 0 2968998 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 37 725 SH SOLE 0 725 0 SCICLONE PHARMACEUTICALS INC COMMON STOCK 80862K104 147 55383 SH SOLE 0 55383 0 USD.001 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 1,352 146964 SH SOLE 0 146964 0 SCIENTIFIC LEARNING CORP COMMON STOCK USD.01 808760102 256 48600 SH SOLE 0 48600 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 4,207 94729 SH SOLE 0 94729 0 EW SCRIPPS CO CL A COMMON STOCK USD.01 811054402 1,539 207139 SH SOLE 0 207139 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 8,198 203235 SH SOLE 0 203235 0 SEABOARD CORP COMMON STOCK USD1.0 811543107 1,065 705 SH SOLE 0 705 0 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 1,041 109768 SH SOLE 0 109768 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 1,209 146875 SH SOLE 0 146875 0 SEACOAST BANKING CORP FL COMMON STOCK USD.1 811707306 201 151390 SH SOLE 0 151390 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 3,773 53398 SH SOLE 0 53398 0 SEAHAWK DRILLING INC COMMON STOCK USD.01 81201R107 263 27051 SH SOLE 0 27051 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 8,987 455708 SH SOLE 0 455708 0 SEALY CORP COMMON STOCK USD.01 812139301 458 171619 SH SOLE 0 171619 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 18,545 286847 SH SOLE 0 286847 0 SEATTLE GENETICS INC COMMON STOCK 812578102 1,602 133610 SH SOLE 0 133610 0 USD.001 SECURITY NATL FINL CORP CL A COMMON STOCK USD2.0 814785309 77 39463 SH SOLE 0 39463 0 SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 1,269 145058 SH SOLE 0 145058 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 45 6700 SH SOLE 0 6700 0 USD.001 SELECTICA INC COMMON STOCK 816288203 103 18761 SH SOLE 0 18761 0 USD.0001 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 3,422 230311 SH SOLE 0 230311 0 SEMTECH CORP COMMON STOCK USD.01 816850101 1,798 109832 SH SOLE 0 109832 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 26,405 564332 SH SOLE 0 564332 0 SENECA FOODS CORP CL A COMMON STOCK USD.25 817070501 537 16654 SH SOLE 0 16654 0 SENESCO TECHNOLOGIES INC COMMON STOCK USD.01 817208408 2 5800 SH SOLE 0 5800 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 9,274 461151 SH SOLE 0 461151 0 SENOMYX INC COMMON STOCK 81724Q107 284 74850 SH SOLE 0 74850 0 USD.001 SENORX INC COMMON STOCK 81724W104 506 46114 SH SOLE 0 46114 0 USD.001 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 3,450 133063 SH SOLE 0 133063 0 SEQUENOM INC COMMON STOCK 817337405 950 160780 SH SOLE 0 160780 0 USD.001 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 5,510 744606 SH SOLE 0 744606 0 SERVOTRONICS INC COMMON STOCK USD.2 817732100 149 16553 SH SOLE 0 16553 0 SEVERN BANCORP INC/MD COMMON STOCK USD.01 81811M100 273 49450 SH SOLE 0 49450 0 SHAW GROUP INC COMMON STOCK NPV 820280105 9,179 268223 SH SOLE 0 268223 0 SHENANDOAH TELECOMMUNICATION COMMON STOCK NPV 82312B106 1,383 77955 SH SOLE 0 77955 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 16,197 234100 SH SOLE 0 234100 0 SHILOH INDUSTRIES INC COMMON STOCK USD.01 824543102 522 61693 SH SOLE 0 61693 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 1,192 58099 SH SOLE 0 58099 0 SHORE BANCSHARES INC COMMON STOCK USD.01 825107105 425 35686 SH SOLE 0 35686 0 SHORETEL INC COMMON STOCK 825211105 459 98935 SH SOLE 0 98935 0 USD.001 SHUFFLE MASTER INC COMMON STOCK USD.01 825549108 1,114 139091 SH SOLE 0 139091 0 SHUTTERFLY INC COMMON STOCK 82568P304 1,204 50234 SH SOLE 0 50234 0 USD.0001 SIEBERT FINANCIAL CORP COMMON STOCK USD.01 826176109 96 44300 SH SOLE 0 44300 0 SIERRA BANCORP COMMON STOCK NPV 82620P102 436 37918 SH SOLE 0 37918 0 SIFCO INDUSTRIES COMMON STOCK USD1.0 826546103 232 21725 SH SOLE 0 21725 0 SIGMA ALDRICH COMMON STOCK USD1.0 826552101 13,609 273117 SH SOLE 0 273117 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 894 89360 SH SOLE 0 89360 0 SIGMATRON INTERNATIONAL INC COMMON STOCK USD.01 82661L101 46 8700 SH SOLE 0 8700 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SIGNATURE BANK COMMON STOCK USD.01 82669G104 6,119 160996 SH SOLE 0 160996 0 SIGA TECHNOLOGIES INC COMMON STOCK 826917106 147 19109 SH SOLE 0 19109 0 USD.0001 SILICON LABORATORIES INC COMMON STOCK 826919102 6,932 170911 SH SOLE 0 170911 0 USD.0001 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 5,852 206190 SH SOLE 0 206190 0 SILICON IMAGE INC COMMON STOCK 82705T102 646 184070 SH SOLE 0 184070 0 USD.001 SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 56 7911 SH SOLE 0 7911 0 USD.001 SILVERLEAF RESORTS INC COMMON STOCK USD.01 828395103 136 130472 SH SOLE 0 130472 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 1,000 38097 SH SOLE 0 38097 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 104,590 1295227 SH SOLE 0 1295227 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 1,368 55714 SH SOLE 0 55714 0 SIMULATIONS PLUS INC COMMON STOCK 829214105 80 33200 SH SOLE 0 33200 0 USD.001 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 1,281 219787 SH SOLE 0 219787 0 SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 2,073 59490 SH SOLE 0 59490 0 SIRIUS XM RADIO INC COMMON STOCK 82967N108 10,306 10853712 SH SOLE 0 10853712 0 USD.001 SKECHERS USA INC CL A COMMON STOCK 830566105 2,503 68543 SH SOLE 0 68543 0 USD.001 SKILLED HEALTHCARE GROU CL A COMMON STOCK 83066R107 210 30880 SH SOLE 0 30880 0 USD.001 SKYLINE CORP COMMON STOCK 830830105 264 14634 SH SOLE 0 14634 0 USD.028 SKYWEST INC COMMON STOCK NPV 830879102 1,783 145905 SH SOLE 0 145905 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 6,335 377337 SH SOLE 0 377337 0 SMART BALANCE INC COMMON STOCK 83169Y108 535 130709 SH SOLE 0 130709 0 USD.0001 SMARTPROS LTD COMMON STOCK 83171G103 8 2700 SH SOLE 0 2700 0 USD.0001 SMARTHEAT INC COMMON STOCK 83172F104 2 400 SH SOLE 0 400 0 SMITH + WESSON HOLDING CORP COMMON STOCK 831756101 644 157564 SH SOLE 0 157564 0 USD.001 SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 3,522 73083 SH SOLE 0 73083 0 SMITH INTERNATIONAL INC COMMON STOCK USD1.0 832110100 22,035 585247 SH SOLE 0 585247 0 SMITH MICRO SOFTWARE INC COMMON STOCK 832154108 1,567 164795 SH SOLE 0 164795 0 USD.001 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 4,318 289798 SH SOLE 0 289798 0 SMITHTOWN BANCORP INC COMMON STOCK USD.01 832449102 130 43750 SH SOLE 0 43750 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 18,508 307336 SH SOLE 0 307336 0 SNAP ON INC COMMON STOCK USD1.0 833034101 6,915 169030 SH SOLE 0 169030 0 SOCKET MOBILE INC COMMON STOCK 83368E200 21 8320 SH SOLE 0 8320 0 USD.001 SOHU.COM INC COMMON STOCK 83408W103 95 2300 SH SOLE 0 2300 0 USD.001 SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 4 200 SH SOLE 0 200 0 SOLARWINDS INC COMMON STOCK 83416B109 7,622 475206 SH SOLE 0 475206 0 USD.001 SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 4,823 133226 SH SOLE 0 133226 0 SOLITARIO EXPLORATION + ROY COMMON STOCK USD.01 8342EP107 21 9904 SH SOLE 0 9904 0 SOLUTIA INC COMMON STOCK USD.01 834376501 4,619 352627 SH SOLE 0 352627 0 SOLTA MEDICAL INC COMMON STOCK 83438K103 445 234374 SH SOLE 0 234374 0 USD.001 SOMANETICS CORP COMMON STOCK USD.01 834445405 1,734 69498 SH SOLE 0 69498 0 SOMAXON PHARMACEUTICALS INC COMMON STOCK 834453102 205 56900 SH SOLE 0 56900 0 USD.0001 SONESTA INTL HOTELS CL A COMMON STOCK USD.8 835438409 89 6215 SH SOLE 0 6215 0 SONIC CORP COMMON STOCK USD.01 835451105 2,035 262565 SH SOLE 0 262565 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 83545G102 1,127 131658 SH SOLE 0 131658 0 SONIC FOUNDRY INC COMMON STOCK USD.01 83545R207 69 9487 SH SOLE 0 9487 0 SONIC SOLUTIONS COMMON STOCK NPV 835460106 1,362 163083 SH SOLE 0 163083 0 SONICWALL INC COMMON STOCK NPV 835470105 1,346 114533 SH SOLE 0 114533 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 8,933 293078 SH SOLE 0 293078 0 SONOSITE INC COMMON STOCK USD.01 83568G104 411 15176 SH SOLE 0 15176 0 SOTHEBY S COMMON STOCK USD.01 835898107 429 18760 SH SOLE 0 18760 0 SONUS NETWORKS INC COMMON STOCK 835916107 962 354885 SH SOLE 0 354885 0 USD.001 SOUNDBITE COMMUNICATIONS INC COMMON STOCK 836091108 19 6500 SH SOLE 0 6500 0 USD.001 SOURCEFIRE INC COMMON STOCK 83616T108 2,366 124501 SH SOLE 0 124501 0 USD.001 SOUTH FINANCIAL GROUP INC COMMON STOCK USD1.0 837841105 274 1007310 SH SOLE 0 1007310 0 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 816 18997 SH SOLE 0 18997 0 USD1.25 SOUTHCOAST FINANCIAL CORP COMMON STOCK NPV 84129R100 30 11681 SH SOLE 0 11681 0 SOUTHERN CO COMMON STOCK USD5.0 842587107 81,780 2457344 SH SOLE 0 2457344 0 SOUTHERN COMMUNITY FINANCIAL COMMON STOCK NPV 842632101 138 61700 SH SOLE 0 61700 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 15,662 590127 SH SOLE 0 590127 0 SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01 843380106 138 8895 SH SOLE 0 8895 0 SOUTHERN NATL BANCORP OF VA COMMON STOCK USD.01 843395104 112 15300 SH SOLE 0 15300 0 SOUTHERN UNION CO COMMON STOCK USD1.0 844030106 8,719 398876 SH SOLE 0 398876 0 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 1,512 76984.45 SH SOLE 0 76984.45 0 USD1.25 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 17,891 1610311 SH SOLE 0 1610311 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1.0 844767103 694 52246 SH SOLE 0 52246 0 SOUTHWEST GAS CORP COMMON STOCK USD1.0 844895102 1,864 63170 SH SOLE 0 63170 0 SOUTHWEST GEORGIA FINL CORP COMMON STOCK USD1.0 84502A104 103 10163 SH SOLE 0 10163 0 SOUTHWEST WATER CO COMMON STOCK USD.01 845331107 728 69424 SH SOLE 0 69424 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 29,962 775403 SH SOLE 0 775403 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 3,812 110730 SH SOLE 0 110730 0 SPAN AMERICA MEDICAL SYS INC COMMON STOCK NPV 846396109 182 10412 SH SOLE 0 10412 0 SPANISH BROADCASTING SYS A COMMON STOCK 846425882 707 620353 SH SOLE 0 620353 0 USD.0001 SPANSION INC CLASS A COMMON STOCK 84649R200 8 500 SH SOLE 0 500 0 USD.001 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 206 49091 SH SOLE 0 49091 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 1,315 95875 SH SOLE 0 95875 0 SPARTECH CORP COMMON STOCK USD.75 847220209 1,081 105499 SH SOLE 0 105499 0 SPARTON CORP COMMON STOCK 847235108 107 21199 SH SOLE 0 21199 0 USD1.25 SPECTRA ENERGY CORP COMMON STOCK 847560109 31,327 1560906 SH SOLE 0 1560906 0 USD.001 SPECTRANETICS CORP COMMON STOCK 84760C107 350 67628 SH SOLE 0 67628 0 USD.001 SPECTRUM CONTROL INC COMMON STOCK NPV 847615101 776 55500 SH SOLE 0 55500 0 SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 817 208300 SH SOLE 0 208300 0 USD.001 SPEEDUS CORP COMMON STOCK USD.01 847723202 9 3575 SH SOLE 0 3575 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 287 21190 SH SOLE 0 21190 0 SPHERIX INC COMMON STOCK 84842R106 64 47500 SH SOLE 0 47500 0 USD.005 SPIRE CORP COMMON STOCK USD.01 848565107 137 39300 SH SOLE 0 39300 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 2,682 140699 SH SOLE 0 140699 0 SPORT CHALET INC CLASS A COMMON STOCK USD.01 849163209 36 18375 SH SOLE 0 18375 0 SPORT CHALET INC CLASS B COMMON STOCK USD.01 849163308 3 1025 SH SOLE 0 1025 0 SPORT SUPPLY GROUP INC COMMON STOCK USD.01 84916A104 278 20638 SH SOLE 0 20638 0 SPRINT NEXTEL CORP COMMON STOCK USD2.0 852061100 26,973 6361577 SH SOLE 0 6361577 0 STAAR SURGICAL CO COMMON STOCK USD.01 852312305 286 50000 SH SOLE 0 50000 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- STAGE STORES INC COMMON STOCK USD.01 85254C305 1,361 127445 SH SOLE 0 127445 0 STAMPS.COM INC COMMON STOCK 852857200 1,013 98871 SH SOLE 0 98871 0 USD.001 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 6,165 152069 SH SOLE 0 152069 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 1,628 69921 SH SOLE 0 69921 0 STANDARD MOTOR PRODS COMMON STOCK USD2.0 853666105 910 112775 SH SOLE 0 112775 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 2,569 771549 SH SOLE 0 771549 0 STANDARD PARKING CORP COMMON STOCK 853790103 155 9790 SH SOLE 0 9790 0 USD.001 STANDARD REGISTER CO COMMON STOCK USD1.0 853887107 131 41732 SH SOLE 0 41732 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 926 36512 SH SOLE 0 36512 0 STANLEY FURNITURE CO INC COMMON STOCK USD.02 854305208 130 32100 SH SOLE 0 32100 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 17,288 342200 SH SOLE 0 342200 0 STANLEY INC COMMON STOCK USD.01 854532108 4,274 114345 SH SOLE 0 114345 0 STAPLES INC COMMON STOCK 855030102 28,911 1517649 SH SOLE 0 1517649 0 USD.0006 STAR SCIENTIFIC INC COMMON STOCK 85517P101 7 3970 SH SOLE 0 3970 0 USD.0001 STARBUCKS CORP COMMON STOCK 855244109 39,265 1615827 SH SOLE 0 1615827 0 USD.001 STARRETT (L.S.) CO CL A COMMON STOCK USD1.0 855668109 477 50000 SH SOLE 0 50000 0 STARTEK INC COMMON STOCK USD.01 85569C107 301 77100 SH SOLE 0 77100 0 STATE AUTO FINANCIAL CORP COMMON STOCK NPV 855707105 339 21868 SH SOLE 0 21868 0 STATE BANCORP INC COMMON STOCK USD5.0 855716106 457 48142 SH SOLE 0 48142 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 1,731 102119 SH SOLE 0 102119 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 16,392 395656 SH SOLE 0 395656 0 STATE STREET CORP COMMON STOCK USD1.0 857477103 44,873 1326813 SH SOLE 0 1326813 0 STEEL DYNAMICS INC COMMON STOCK 858119100 6,282 476277 SH SOLE 0 476277 0 USD.005 STEELCASE INC CL A COMMON STOCK NPV 858155203 1,532 197702 SH SOLE 0 197702 0 STEIN MART INC COMMON STOCK USD.01 858375108 742 119148 SH SOLE 0 119148 0 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK 858495104 117 6571 SH SOLE 0 6571 0 USD.001 STELLARONE CORP COMMON STOCK USD5.0 85856G100 998 78184 SH SOLE 0 78184 0 STEMCELLS INC COMMON STOCK USD.01 85857R105 251 267300 SH SOLE 0 267300 0 STEPAN CO COMMON STOCK USD1.0 858586100 1,834 26805 SH SOLE 0 26805 0 STERLING BANCSHARES INC/TX COMMON STOCK USD1.0 858907108 1,574 334274 SH SOLE 0 334274 0 STERICYCLE INC COMMON STOCK USD.01 858912108 12,275 187171 SH SOLE 0 187171 0 STERIS CORP COMMON STOCK NPV 859152100 5,792 186358 SH SOLE 0 186358 0 STERLING BANCORP N Y COMMON STOCK USD1.0 859158107 797 88606 SH SOLE 0 88606 0 STEREOTAXIS INC COMMON STOCK 85916J102 84 25340 SH SOLE 0 25340 0 USD.001 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 349 26940 SH SOLE 0 26940 0 STERLING FINL CORP/SPOKANE COMMON STOCK USD1.0 859319105 157 284877 SH SOLE 0 284877 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1.0 860370105 1,692 312791 SH SOLE 0 312791 0 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 319 35352 SH SOLE 0 35352 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 3,865 89065 SH SOLE 0 89065 0 STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 4,486 386027 SH SOLE 0 386027 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 809 72500 SH SOLE 0 72500 0 STONERIDGE INC COMMON STOCK NPV 86183P102 902 118801 SH SOLE 0 118801 0 STRATASYS INC COMMON STOCK USD.01 862685104 810 32967 SH SOLE 0 32967 0 STRATEGIC DIAGNOSTICS INC COMMON STOCK USD.01 862700101 61 33500 SH SOLE 0 33500 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 3,150 717627 SH SOLE 0 717627 0 STRATTEC SECURITY CORP COMMON STOCK USD.01 863111100 136 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 10,189 49012 SH SOLE 0 49012 0 STREAM GLOBAL SERVICES INC COMMON STOCK 86323M100 1 200 SH SOLE 0 200 0 USD.001 STREAMLINE HEALTH SOLUTIONS COMMON STOCK USD.01 86323X106 41 28600 SH SOLE 0 28600 0 STRYKER CORP COMMON STOCK USD.1 863667101 37,430 747699 SH SOLE 0 747699 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- STUDENT LOAN CORP COMMON STOCK USD.01 863902102 363 15090 SH SOLE 0 15090 0 STURM RUGER + CO INC COMMON STOCK USD1.0 864159108 1,334 93093 SH SOLE 0 93093 0 SUCCESSFACTORS INC COMMON STOCK 864596101 321 15452 SH SOLE 0 15452 0 USD.001 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 1,704 55076 SH SOLE 0 55076 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 20 5736 SH SOLE 0 5736 0 SULPHCO INC COMMON STOCK 865378103 58 214920 SH SOLE 0 214920 0 USD.001 SUMMER INFANT INC COMMON STOCK 865646103 3 400 SH SOLE 0 400 0 USD.0001 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 86606G101 36 14950 SH SOLE 0 14950 0 SUN BANCORP INC NJ COMMON STOCK USD1.0 86663B102 162 42963 SH SOLE 0 42963 0 SUN COMMUNITIES INC REIT USD.01 866674104 1,862 71713 SH SOLE 0 71713 0 SUN HEALTHCARE GROUP INC COMMON STOCK USD.01 866933401 850 105212 SH SOLE 0 105212 0 SUN HYDRAULICS CORP COMMON STOCK 866942105 537 22890 SH SOLE 0 22890 0 USD.001 SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328502 31 66800 SH SOLE 0 66800 0 USD.0001 SUNLINK HEALTH SYSTEMS INC COMMON STOCK NPV 86737U102 58 25182 SH SOLE 0 25182 0 SUNOCO INC COMMON STOCK USD1.0 86764P109 15,618 449171 SH SOLE 0 449171 0 SUNPOWER CORP CLASS A COMMON STOCK 867652109 2,226 183987 SH SOLE 0 183987 0 USD.001 SUNRISE SENIOR LIVING INC COMMON STOCK USD.01 86768K106 976 351239 SH SOLE 0 351239 0 SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 3,498 352268 SH SOLE 0 352268 0 SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 38,558 1654854 SH SOLE 0 1654854 0 SUPERCONDUCTOR TECHNOLOGIES COMMON STOCK 867931305 110 45410 SH SOLE 0 45410 0 USD.001 SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 491 36340 SH SOLE 0 36340 0 USD.001 SUPERGEN INC COMMON STOCK 868059106 372 184000 SH SOLE 0 184000 0 USD.001 SUPERIOR BANCORP COMMON STOCK 86806M205 163 84603 SH SOLE 0 84603 0 USD.001 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 5,009 268279 SH SOLE 0 268279 0 USD.001 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 -108 -8040 SH SOLE 0 -8040 0 SUPERIOR UNIFORM GROUP INC COMMON STOCK NPV 868358102 222 22300 SH SOLE 0 22300 0 SUPERIOR WELL SERVICES INC COMMON STOCK USD.01 86837X105 41 2444 SH SOLE 0 2444 0 SUPERMEDIA INC COMMON STOCK USD.01 868447103 9 500 SH SOLE 0 500 0 SUPERTEL HOSPITALITY INC REIT USD.01 868526104 20 14200 SH SOLE 0 14200 0 SUPERTEX INC COMMON STOCK NPV 868532102 1,216 49298 SH SOLE 0 49298 0 SUPERVALU INC COMMON STOCK USD1.0 868536103 6,791 626447 SH SOLE 0 626447 0 SUPPORT.COM INC COMMON STOCK 86858W101 426 102360 SH SOLE 0 102360 0 USD.0001 SUPREME INDS INC CLASS A COMMON STOCK USD.1 868607102 74 34164 SH SOLE 0 34164 0 SUREWEST COMMUNICATIONS COMMON STOCK NPV 868733106 125 19729 SH SOLE 0 19729 0 SURMODICS INC COMMON STOCK USD.05 868873100 388 23656 SH SOLE 0 23656 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2.0 869099101 4,999 600086 SH SOLE 0 600086 0 SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 606 51405 SH SOLE 0 51405 0 SUTOR TECHNOLOGY GROUP LTD COMMON STOCK 869362103 1 280 SH SOLE 0 280 0 USD.001 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 2,820 104779 SH SOLE 0 104779 0 SYBASE INC COMMON STOCK 871130100 15,774 243956 SH SOLE 0 243956 0 USD.001 SYCAMORE NETWORKS INC COMMON STOCK 871206405 886 53281 SH SOLE 0 53281 0 USD.001 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 2,772 194776 SH SOLE 0 194776 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 28,047 2020663 SH SOLE 0 2020663 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 858 71500 SH SOLE 0 71500 0 SYMMETRICOM INC COMMON STOCK 871543104 1,015 199451 SH SOLE 0 199451 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SYMMETRY MEDICAL INC COMMON STOCK 871546206 1,230 116680 SH SOLE 0 116680 0 USD.0001 SYMS CORP COMMON STOCK USD.05 871551107 326 46300 SH SOLE 0 46300 0 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 666 133016 SH SOLE 0 133016 0 USD.001 SYNALLOY CORP COMMON STOCK USD1.0 871565107 383 44857 SH SOLE 0 44857 0 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 1,105 58252 SH SOLE 0 58252 0 USD.0001 SYNAPTICS INC COMMON STOCK 87157D109 2,580 93812 SH SOLE 0 93812 0 USD.001 SYNOPSYS INC COMMON STOCK USD.01 871607107 8,829 423035 SH SOLE 0 423035 0 SYNERGETICS USA INC COMMON STOCK 87160G107 239 89900 SH SOLE 0 89900 0 USD.001 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C105 5,080 2000086 SH SOLE 0 2000086 0 SYNTHESIS ENERGY SYSTEMS INC COMMON STOCK USD.01 871628103 165 149999 SH SOLE 0 149999 0 SYNOVIS LIFE TECHNOLOGIES IN COMMON STOCK USD.01 87162G105 795 52061 SH SOLE 0 52061 0 SYNTEL INC COMMON STOCK NPV 87162H103 1,912 56319 SH SOLE 0 56319 0 SYNTA PHARMACEUTICALS CORP COMMON STOCK 87162T206 255 94478 SH SOLE 0 94478 0 USD.0001 SYNNEX CORP COMMON STOCK 87162W100 1,956 76337 SH SOLE 0 76337 0 USD.001 SYNTROLEUM CORP COMMON STOCK USD.01 871630109 175 106900 SH SOLE 0 106900 0 SYNIVERSE HOLDINGS INC COMMON STOCK 87163F106 2,399 117328 SH SOLE 0 117328 0 USD.001 SYNUTRA INTERNATIONAL INC COMMON STOCK 87164C102 13 774 SH SOLE 0 774 0 USD.0001 SYPRIS SOLUTIONS INC COMMON STOCK USD.01 871655106 359 89448 SH SOLE 0 89448 0 SYSCO CORP COMMON STOCK USD1.0 871829107 46,404 1624211 SH SOLE 0 1624211 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 1,378 91453 SH SOLE 0 91453 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 7,875 474119 SH SOLE 0 474119 0 TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 12,971 847807 SH SOLE 0 847807 0 TECO ENERGY INC COMMON STOCK USD1.0 872375100 7,986 529926 SH SOLE 0 529926 0 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 872386107 1,157 69275 SH SOLE 0 69275 0 TFS FINANCIAL CORP COMMON STOCK USD.01 87240R107 1,228 98974 SH SOLE 0 98974 0 T.G.C. INDUSTRIES INC COMMON STOCK USD.01 872417308 269 88840 SH SOLE 0 88840 0 THL CREDIT INC MUTUAL FUNDS 872438106 5 400 SH SOLE 0 400 0 THQ INC COMMON STOCK USD.01 872443403 1,287 297925 SH SOLE 0 297925 0 TIB FINANCIAL CORP COMMON STOCK USD.1 872449103 29 61171 SH SOLE 0 61171 0 TICC CAPITAL CORP COMMON STOCK USD.01 87244T109 9 1125 SH SOLE 0 1125 0 TII NETWORK TECHNOLOGIES INC COMMON STOCK USD.01 872479209 186 119700 SH SOLE 0 119700 0 TJX COMPANIES INC COMMON STOCK USD1.0 872540109 46,383 1105679 SH SOLE 0 1105679 0 TRC COS INC COMMON STOCK USD.1 872625108 94 30339 SH SOLE 0 30339 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 10,745 389751 SH SOLE 0 389751 0 TSR INC COMMON STOCK USD.01 872885108 23 10500 SH SOLE 0 10500 0 TNS INC COMMON STOCK 872960109 2,431 139383 SH SOLE 0 139383 0 USD.001 TTM TECHNOLOGIES COMMON STOCK 87305R109 974 102577 SH SOLE 0 102577 0 USD.001 T 3 ENERGY SERVICES INC COMMON STOCK 87306E107 1,630 58434 SH SOLE 0 58434 0 USD.001 TW TELECOM INC COMMON STOCK USD.01 87311L104 4,967 297784 SH SOLE 0 297784 0 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 599 66535 SH SOLE 0 66535 0 TAL INTERNATIONAL GROUP INC COMMON STOCK 874083108 997 44382 SH SOLE 0 44382 0 USD.001 TALBOTS INC COMMON STOCK USD.01 874161102 2,411 233818 SH SOLE 0 233818 0 TALECRIS BIOTHERAPEUTICS COMMON STOCK USD.01 874227101 2,237 106040 SH SOLE 0 106040 0 TALEO CORP CLASS A COMMON STOCK USD1E 87424N104 2,794 115037 SH SOLE 0 115037 0 05.0 TAMALPAIS BANCORP COMMON STOCK NPV 87485H103 0 3900 SH SOLE 0 3900 0 TANDY BRANDS ACCESSORIES INC COMMON STOCK USD1.0 875378101 55 15287 SH SOLE 0 15287 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TANDY LEATHER FACTORY INC COMMON STOCK 87538X105 12 3000 SH SOLE 0 3000 0 USD.0024 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 6,033 145790 SH SOLE 0 145790 0 TARGACEPT INC COMMON STOCK 87611R306 2,778 143731 SH SOLE 0 143731 0 USD.001 TARGET CORP COMMON STOCK 87612E106 81,246 1652349 SH SOLE 0 1652349 0 USD.0833 TASER INTERNATIONAL INC COMMON STOCK USD1E 87651B104 404 103530 SH SOLE 0 103530 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 10,730 285155 SH SOLE 0 285155 0 TAYLOR CAPITAL GROUP INC COMMON STOCK USD.01 876851106 334 25786 SH SOLE 0 25786 0 TAYLOR DEVICES INC COMMON STOCK 877163105 3 500 SH SOLE 0 500 0 USD.025 TEAM INC COMMON STOCK USD.3 878155100 949 72695 SH SOLE 0 72695 0 TEAMSTAFF INC COMMON STOCK 87815U303 3 5675 SH SOLE 0 5675 0 USD.001 TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 8 600 SH SOLE 0 600 0 TECH DATA CORP COMMON STOCK 878237106 7,544 211782 SH SOLE 0 211782 0 USD.0015 TECH/OPS SEVCON INC COMMON STOCK USD.1 878293109 66 12800 SH SOLE 0 12800 0 TECHTEAM GLOBAL INC COMMON STOCK USD.01 878311109 695 116053 SH SOLE 0 116053 0 TECHE HOLDING CO COMMON STOCK USD.01 878330109 183 6500 SH SOLE 0 6500 0 TECHNE CORP COMMON STOCK USD.01 878377100 7,050 122713 SH SOLE 0 122713 0 TECHNITROL INC COMMON STOCK 878555101 597 188786 SH SOLE 0 188786 0 USD.125 TECHNOLOGY RESEARCH CORP COMMON STOCK USD.51 878727304 150 29600 SH SOLE 0 29600 0 TECHTARGET COMMON STOCK 87874R100 188 34901 SH SOLE 0 34901 0 USD.001 TECUMSEH PRODUCTS CO CLASS A COMMON STOCK USD1.0 878895200 297 26741 SH SOLE 0 26741 0 TEGAL CORP COMMON STOCK USD.01 879008209 7 9000 SH SOLE 0 9000 0 TEJON RANCH CO COMMON STOCK USD.5 879080109 671 29091 SH SOLE 0 29091 0 TEKELEC COMMON STOCK NPV 879101103 3,031 228960 SH SOLE 0 228960 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 840 202940 SH SOLE 0 202940 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 4,445 115205 SH SOLE 0 115205 0 TELEFLEX INC COMMON STOCK USD1.0 879369106 2,847 52454 SH SOLE 0 52454 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 7,534 247899 SH SOLE 0 247899 0 TELENAV INC COMMON STOCK 879455103 128 15300 SH SOLE 0 15300 0 USD.001 TELIK INC COMMON STOCK USD.01 87959M109 81 103973 SH SOLE 0 103973 0 TELLABS INC COMMON STOCK USD.01 879664100 7,642 1195964 SH SOLE 0 1195964 0 TELULAR CORP COMMON STOCK USD.01 87970T208 183 60745 SH SOLE 0 60745 0 TEMPLE INLAND INC COMMON STOCK USD1.0 879868107 6,591 318853 SH SOLE 0 318853 0 TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 1,536 119142 SH SOLE 0 119142 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 4,871 158414 SH SOLE 0 158414 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 10,608 2444259 SH SOLE 0 2444259 0 TENGASCO INC COMMON STOCK 88033R205 83 183248 SH SOLE 0 183248 0 USD.001 TENNANT CO COMMON STOCK 880345103 2,242 66305 SH SOLE 0 66305 0 USD.375 TENNECO INC COMMON STOCK USD.01 880349105 3,759 178480 SH SOLE 0 178480 0 TENNESSEE COMMERCE BANCORP COMMON STOCK USD.5 88043P108 168 26111 SH SOLE 0 26111 0 TERADATA CORP COMMON STOCK USD.01 88076W103 12,688 416282 SH SOLE 0 416282 0 TERADYNE INC COMMON STOCK 880770102 3,780 387691 SH SOLE 0 387691 0 USD.125 TEREX CORP COMMON STOCK USD.01 880779103 3,752 200211 SH SOLE 0 200211 0 TERRA NOVA ROYALTY CORP COMMON STOCK NPV 88102D103 115 13800 SH SOLE 0 13800 0 TERREMARK WORLDWIDE INC COMMON STOCK 881448203 105 13451 SH SOLE 0 13451 0 USD.001 TERRESTAR CORP COMMON STOCK USD.01 881451108 193 390035 SH SOLE 0 390035 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TERRITORIAL BANCORP INC COMMON STOCK 88145X108 9 500 SH SOLE 0 500 0 TERRENO REALTY CORP REIT USD.01 88146M101 7 400 SH SOLE 0 400 0 TESCO CORP COMMON STOCK NPV 88157K101 3,554 289387 SH SOLE 0 289387 0 TESORO CORP COMMON STOCK 881609101 6,659 570638 SH SOLE 0 570638 0 USD.167 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 2,122 233679 SH SOLE 0 233679 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 3,789 193243 SH SOLE 0 193243 0 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 2,348 146263 SH SOLE 0 146263 0 USD.001 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 1,449 88378 SH SOLE 0 88378 0 TEXAS INDUSTRIES INC COMMON STOCK USD1.0 882491103 1,299 43963 SH SOLE 0 43963 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 73,646 3163508 SH SOLE 0 3163508 0 TEXAS ROADHOUSE INC COMMON STOCK 882681109 3,637 288203 SH SOLE 0 288203 0 USD.001 TEXTRON INC COMMON STOCK 883203101 11,117 655089 SH SOLE 0 655089 0 USD.125 THERAGENICS CORP COMMON STOCK USD.01 883375107 219 190400 SH SOLE 0 190400 0 THERAVANCE INC COMMON STOCK USD.01 88338T104 2,375 188960 SH SOLE 0 188960 0 THERMADYNE HOLDINGS CORP COMMON STOCK USD.01 883435307 731 67604 SH SOLE 0 67604 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 51,870 1057493 SH SOLE 0 1057493 0 THERMOGENESIS CORP COMMON STOCK 883623209 97 198298 SH SOLE 0 198298 0 USD.001 THESTREET.COM INC COMMON STOCK USD.01 88368Q103 324 112400 SH SOLE 0 112400 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 5,782 166640 SH SOLE 0 166640 0 THOMAS GROUP INC COMMON STOCK USD.01 884402108 26 40700 SH SOLE 0 40700 0 THOMAS PROPERTIES GROUP COMMON STOCK USD.01 884453101 412 124520 SH SOLE 0 124520 0 THOMAS WEISEL PARTNERS GROUP COMMON STOCK USD.01 884481102 464 78780 SH SOLE 0 78780 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 50 5800 SH SOLE 0 5800 0 THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 2,927 123251 SH SOLE 0 123251 0 THORATEC CORP COMMON STOCK NPV 885175307 6,543 153115 SH SOLE 0 153115 0 3D SYSTEMS CORP COMMON STOCK 88554D205 554 44134 SH SOLE 0 44134 0 USD.001 3M CO COMMON STOCK USD.01 88579Y101 132,049 1671722 SH SOLE 0 1671722 0 THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 36 29000 SH SOLE 0 29000 0 USD.001 3PAR INC COMMON STOCK 88580F109 2,685 288424 SH SOLE 0 288424 0 USD.001 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 7,933 657800 SH SOLE 0 657800 0 USD.001 TIDELANDS BANCSHARES INC COMMON STOCK USD.01 886374107 31 20200 SH SOLE 0 20200 0 TIDEWATER INC COMMON STOCK USD.1 886423102 5,425 140121 SH SOLE 0 140121 0 TIER TECHNOLOGIES INC COMMON STOCK NPV 88650Q100 156 25700 SH SOLE 0 25700 0 TIERONE CORP COMMON STOCK USD.01 88650R108 5 77845 SH SOLE 0 77845 0 TIFFANY + CO COMMON STOCK USD.01 886547108 11,787 310917 SH SOLE 0 310917 0 TIGERLOGIC CORP COMMON STOCK USD.1 8867EQ101 61 13900 SH SOLE 0 13900 0 TIMBERLAND BANCORP INC COMMON STOCK USD.01 887098101 131 40000 SH SOLE 0 40000 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 636 39391 SH SOLE 0 39391 0 TIME WARNER INC COMMON STOCK USD.01 887317303 97,110 3359033 SH SOLE 0 3359033 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 49,200 944698 SH SOLE 0 944698 0 TIMKEN CO COMMON STOCK NPV 887389104 4,286 164918 SH SOLE 0 164918 0 TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 668 66966 SH SOLE 0 66966 0 TITAN MACHINERY INC COMMON STOCK USD1E 88830R101 52 3951 SH SOLE 0 3951 0 05.0 TITANIUM METALS CORP COMMON STOCK USD.01 888339207 4,565 259526 SH SOLE 0 259526 0 TIVO INC COMMON STOCK 888706108 1,291 174907 SH SOLE 0 174907 0 USD.001 TIX CORP COMMON STOCK USD.08 888733102 17 15000 SH SOLE 0 15000 0 TODD SHIPYARDS CORP COMMON STOCK USD.01 889039103 247 16694 SH SOLE 0 16694 0 TOFUTTI BRANDS INC COMMON STOCK USD.01 88906B105 54 16300 SH SOLE 0 16300 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 7,657 468039 SH SOLE 0 468039 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TOLLGRADE COMMUNICATIONS INC COMMON STOCK USD.2 889542106 433 68663 SH SOLE 0 68663 0 TOMOTHERAPY INC COMMON STOCK USD.01 890088107 496 156109 SH SOLE 0 156109 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 807 21372 SH SOLE 0 21372 0 TOOTSIE ROLL INDS COMMON STOCK 890516107 215 9086.41 SH SOLE 0 9086.41 0 USD.694 TOR MINERALS INTERNATIONAL COMMON STOCK USD.25 890878309 8 1220 SH SOLE 0 1220 0 TORCHMARK CORP COMMON STOCK USD1.0 891027104 13,101 264615 SH SOLE 0 264615 0 TOREADOR RESOURCES CORP COMMON STOCK 891050106 1,793 325976 SH SOLE 0 325976 0 USD.156 TORO CO COMMON STOCK USD1.0 891092108 619 12611 SH SOLE 0 12611 0 TOWER BANCORP INC COMMON STOCK NPV 891709107 4 200 SH SOLE 0 200 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 2,704 125579 SH SOLE 0 125579 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 1,901 48922 SH SOLE 0 48922 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 7,331 539013 SH SOLE 0 539013 0 TOWERSTREAM CORP COMMON STOCK 892000100 102 63700 SH SOLE 0 63700 0 USD.001 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 237 103178 SH SOLE 0 103178 0 USD.001 TOWNE BANK COMMON STOCK 89214P109 743 51172 SH SOLE 0 51172 0 USD1.667 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 8,069 132345 SH SOLE 0 132345 0 USD.008 TPC GROUP INC COMMON STOCK 89236Y104 5 300 SH SOLE 0 300 0 TRADESTATION GROUP INC COMMON STOCK USD.01 89267P105 1,728 256051 SH SOLE 0 256051 0 TRAILER BRIDGE INC COMMON STOCK USD.01 892782103 75 24100 SH SOLE 0 24100 0 TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01 892918103 239 32752 SH SOLE 0 32752 0 TRANS LUX CORP COMMON STOCK USD1.0 893247106 1 1870 SH SOLE 0 1870 0 TRANS WORLD ENTERTAINMENT CP COMMON STOCK USD.01 89336Q100 24 14193 SH SOLE 0 14193 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1.0 893521104 10,381 216442 SH SOLE 0 216442 0 TRANSCAT INC COMMON STOCK USD.5 893529107 134 17704 SH SOLE 0 17704 0 TRANSCEPT PHARMACEUTICALS IN COMMON STOCK 89354M106 23 2780 SH SOLE 0 2780 0 USD.001 TRANSCONTINENTAL REALTY INV COMMON STOCK USD.01 893617209 2 200 SH SOLE 0 200 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 3,490 68394 SH SOLE 0 68394 0 TRANS1 INC COMMON STOCK 89385X105 1 520 SH SOLE 0 520 0 USD.0001 TRANSCEND SERVICES INC COMMON STOCK USD.05 893929208 749 55480 SH SOLE 0 55480 0 TRANSWITCH CORP COMMON STOCK 894065309 53 24403 SH SOLE 0 24403 0 USD.001 TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD1E 894174101 119 51108 SH SOLE 0 51108 0 05.0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 79,365 1611465 SH SOLE 0 1611465 0 TRAVELZOO INC COMMON STOCK USD.01 89421Q106 298 24066 SH SOLE 0 24066 0 TREDEGAR CORP COMMON STOCK NPV 894650100 444 27184 SH SOLE 0 27184 0 TREE.COM INC COMMON STOCK USD.01 894675107 104 16502 SH SOLE 0 16502 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1,580 34600 SH SOLE 0 34600 0 TREX COMPANY INC COMMON STOCK USD.01 89531P105 5,358 266677 SH SOLE 0 266677 0 TRI VALLEY CORP COMMON STOCK 895735108 29 29040 SH SOLE 0 29040 0 USD.001 TRIANGLE CAPITAL CORP COMMON STOCK 895848109 6 410 SH SOLE 0 410 0 USD.001 TRIDENT MICROSYSTEMS INC COMMON STOCK 895919108 232 163343 SH SOLE 0 163343 0 USD.001 TRICO BANCSHARES COMMON STOCK NPV 896095106 545 32205 SH SOLE 0 32205 0 TRICO MARINE SERVICES INC COMMON STOCK USD.01 896106200 25 50923 SH SOLE 0 50923 0 TRIMAS CORP COMMON STOCK USD.01 896215209 296 26163 SH SOLE 0 26163 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 8,683 310121 SH SOLE 0 310121 0 TRIMERIS INC COMMON STOCK 896263100 499 231061 SH SOLE 0 231061 0 USD.001 TRINITY INDUSTRIES INC COMMON STOCK USD1.0 896522109 4,985 281328 SH SOLE 0 281328 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TRIO TECH INTERNATIONAL COMMON STOCK NPV 896712205 9 2400 SH SOLE 0 2400 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.0 896749108 807 43525 SH SOLE 0 43525 0 TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 2,538 415405 SH SOLE 0 415405 0 USD.001 TRIUMPH GROUP INC COMMON STOCK 896818101 5,913 88745 SH SOLE 0 88745 0 USD.001 TRUE RELIGION APPAREL INC COMMON STOCK USD1E 89784N104 1,673 75795 SH SOLE 0 75795 0 05.0 TRUEBLUE INC COMMON STOCK NPV 89785X101 2,501 223491 SH SOLE 0 223491 0 TRUSTCO BANK CORP NY COMMON STOCK USD1.0 898349105 926 165353 SH SOLE 0 165353 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 2,810 134946 SH SOLE 0 134946 0 TRX INC COMMON STOCK USD.01 898452107 93 106800 SH SOLE 0 106800 0 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 593 148564 SH SOLE 0 148564 0 TUFCO TECHNOLOGIES INC COMMON STOCK USD.01 899040109 30 9200 SH SOLE 0 9200 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 7,046 176824 SH SOLE 0 176824 0 TUTOR PERINI CORP COMMON STOCK USD1.0 901109108 1,489 90354 SH SOLE 0 90354 0 21ST CENTURY HOLDING CO COMMON STOCK USD.01 90136Q100 238 62100 SH SOLE 0 62100 0 TWIN DISC INC COMMON STOCK NPV 901476101 243 21413 SH SOLE 0 21413 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 9 1100 SH SOLE 0 1100 0 II VI INC COMMON STOCK NPV 902104108 2,247 75836 SH SOLE 0 75836 0 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 2,442 157360 SH SOLE 0 157360 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 12,837 783249 SH SOLE 0 783249 0 UAL CORP COMMON STOCK USD.01 902549807 7,986 388421 SH SOLE 0 388421 0 UDR INC REIT USD.01 902653104 11,083 579368 SH SOLE 0 579368 0 UFP TECHNOLOGIES INC COMMON STOCK USD.01 902673102 322 35000 SH SOLE 0 35000 0 UGI CORP COMMON STOCK NPV 902681105 4,642 182474 SH SOLE 0 182474 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 1,197 47836 SH SOLE 0 47836 0 UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 2,424 68174 SH SOLE 0 68174 0 USA TRUCK INC COMMON STOCK USD.01 902925106 702 43543 SH SOLE 0 43543 0 U.S. GLOBAL INVESTORS INC A COMMON STOCK 902952100 407 73399 SH SOLE 0 73399 0 USD.025 US BANCORP COMMON STOCK USD.01 902973304 129,167 5779303 SH SOLE 0 5779303 0 UMH PROPERTIES INC REIT USD.1 903002103 26 2621 SH SOLE 0 2621 0 UQM TECHNOLOGIES INC COMMON STOCK USD.01 903213106 408 120480 SH SOLE 0 120480 0 URS CORP COMMON STOCK USD.01 903236107 9,179 233254 SH SOLE 0 233254 0 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 402 11006 SH SOLE 0 11006 0 USD.001 USG CORP COMMON STOCK USD.1 903293405 2,589 214321 SH SOLE 0 214321 0 USEC INC COMMON STOCK USD.1 90333E108 1,810 380188 SH SOLE 0 380188 0 U S CONCRETE INC COMMON STOCK 90333L102 21 92615 SH SOLE 0 92615 0 USD.001 US HOME SYSTEMS INC COMMON STOCK 90335C100 203 76499 SH SOLE 0 76499 0 USD.001 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 764 45234 SH SOLE 0 45234 0 US GEOTHERMAL INC COMMON STOCK 90338S102 154 194105 SH SOLE 0 194105 0 USD.001 USA MOBILITY INC COMMON STOCK 90341G103 684 52973 SH SOLE 0 52973 0 USD.0001 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 2,789 323938 SH SOLE 0 323938 0 US AUTO PARTS NETWORK INC COMMON STOCK 90343C100 172 28600 SH SOLE 0 28600 0 USD.001 ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 1,940 81991 SH SOLE 0 81991 0 ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 4,528 137790 SH SOLE 0 137790 0 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 1,107 129900 SH SOLE 0 129900 0 USD.001 ULTRALIFE CORP COMMON STOCK USD.1 903899102 2 470 SH SOLE 0 470 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 22,500 508478 SH SOLE 0 508478 0 ULTRATECH INC COMMON STOCK 904034105 1,388 85298 SH SOLE 0 85298 0 USD.001 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 3,113 271209 SH SOLE 0 271209 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- UNDER ARMOUR INC CLASS A COMMON STOCK 904311107 3,405 102784 SH SOLE 0 102784 0 USD.000333 UNICA CORP COMMON STOCK USD.01 904583101 837 87331 SH SOLE 0 87331 0 UNICO AMERICAN CORP COMMON STOCK NPV 904607108 122 12800 SH SOLE 0 12800 0 UNIFI INC COMMON STOCK USD.1 904677101 1,178 308320 SH SOLE 0 308320 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 262 5954 SH SOLE 0 5954 0 UNIFY CORP COMMON STOCK 904743200 13 3853 SH SOLE 0 3853 0 USD.001 UNILIFE CORP COMMON STOCK USD.01 90478E103 12 2000 SH SOLE 0 2000 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 208 37676 SH SOLE 0 37676 0 UNION FIRST MARKET BANKSHARE COMMON STOCK 90662P104 397 32391 SH SOLE 0 32391 0 USD1.33 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 87,291 1255809 SH SOLE 0 1255809 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 4,508 149355 SH SOLE 0 149355 0 UNISYS CORP COMMON STOCK USD.01 909214306 2,177 117742 SH SOLE 0 117742 0 UNIT CORP COMMON STOCK USD.2 909218109 6,140 151269 SH SOLE 0 151269 0 UNITED AMERICA INDEMNITY A COMMON STOCK 90933T109 532 72264 SH SOLE 0 72264 0 USD.0001 UNITED AMERICAN HEALTHCARE COMMON STOCK NPV 90934C105 22 34300 SH SOLE 0 34300 0 UNITED COMMUNITY FINANCIAL COMMON STOCK NPV 909839102 65 38975 SH SOLE 0 38975 0 UNITED COMMUNITY BANCORP COMMON STOCK USD.01 90984H103 142 18869 SH SOLE 0 18869 0 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 90984P105 922 233436 SH SOLE 0 233436 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 2,945 123013 SH SOLE 0 123013 0 UNITED BANCORP INC/OHIO COMMON STOCK USD1.0 909911109 110 13229 SH SOLE 0 13229 0 UNITED CAPITAL CORP COMMON STOCK USD.1 909912107 442 18090 SH SOLE 0 18090 0 UNITED FINANCIAL BANCORP INC COMMON STOCK USD.01 91030T109 459 33597 SH SOLE 0 33597 0 UNITED FIRE + CASUALTY CO COMMON STOCK 910331107 2,169 109438 SH SOLE 0 109438 0 USD3.333 UNITED GUARDIAN INC COMMON STOCK USD.1 910571108 173 14450 SH SOLE 0 14450 0 UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 3,029 101374 SH SOLE 0 101374 0 UNITED ONLINE INC COMMON STOCK 911268100 1,834 318385 SH SOLE 0 318385 0 USD.0001 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 98,555 1732372 SH SOLE 0 1732372 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 2,378 255111 SH SOLE 0 255111 0 UNITED SECURITY BANCSHARES COMMON STOCK USD.01 911459105 81 9000 SH SOLE 0 9000 0 UNITED SECURITY BANCSHARE/CA COMMON STOCK NPV 911460103 210 57683 SH SOLE 0 57683 0 US CELLULAR CORP COMMON STOCK USD1.0 911684108 2,815 68403 SH SOLE 0 68403 0 U S ENERGY CORP WYOMING COMMON STOCK USD.01 911805109 314 66060 SH SOLE 0 66060 0 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 911922102 236 6120 SH SOLE 0 6120 0 U S GOLD CORP COMMON STOCK NPV 912023207 1,460 291400 SH SOLE 0 291400 0 U STORE IT TRUST REIT USD.01 91274F104 2,465 330471 SH SOLE 0 330471 0 UNITED STATES STEEL CORP COMMON STOCK USD1.0 912909108 13,998 363103 SH SOLE 0 363103 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,609 29538 SH SOLE 0 29538 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 145,745 2245336 SH SOLE 0 2245336 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 6,583 134861 SH SOLE 0 134861 0 UNITED WESTERN BANCORP INC COMMON STOCK 913201109 27 33900 SH SOLE 0 33900 0 USD.0001 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 85,550 3012340 SH SOLE 0 3012340 0 UNITIL CORP COMMON STOCK NPV 913259107 281 13461 SH SOLE 0 13461 0 UNITRIN INC COMMON STOCK USD.1 913275103 5,242 204758 SH SOLE 0 204758 0 UNITY BANCORP INC COMMON STOCK NPV 913290102 146 27224 SH SOLE 0 27224 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 1,747 121338 SH SOLE 0 121338 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 41 1040 SH SOLE 0 1040 0 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 27 1483 SH SOLE 0 1483 0 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 1,677 100831 SH SOLE 0 100831 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 1,430 47173 SH SOLE 0 47173 0 UNIVERSAL HEALTH RLTY INCOME REIT USD.01 91359E105 1,402 43620 SH SOLE 0 43620 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 726 173580 SH SOLE 0 173580 0 UNIVERSAL SECURITY INSTRUMNT COMMON STOCK USD.01 913821302 12 1966 SH SOLE 0 1966 0 UNIVERSAL STAINLESS + ALLOY COMMON STOCK 913837100 368 23013 SH SOLE 0 23013 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK NPV 91388P105 230 16495 SH SOLE 0 16495 0 UNIVERSAL TRAVEL GROUP COMMON STOCK 91388Q202 3 500 SH SOLE 0 500 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 8,397 220098 SH SOLE 0 220098 0 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK 913915104 3,574 151194 SH SOLE 0 151194 0 USD.0001 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD5.0 915271100 439 25375 SH SOLE 0 25375 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 21,429 987524 SH SOLE 0 987524 0 URANERZ ENERGY CORP COMMON STOCK 91688T104 2 1900 SH SOLE 0 1900 0 USD.001 URANIUM ENERGY CORP COMMON STOCK 916896103 257 109057 SH SOLE 0 109057 0 USD.001 URANIUM RESOURCES INC COMMON STOCK 916901507 80 202055 SH SOLE 0 202055 0 USD.001 URBAN OUTFITTERS INC COMMON STOCK 917047102 12,766 371210 SH SOLE 0 371210 0 USD.0001 UROLOGIX INC COMMON STOCK USD.01 917273104 88 81700 SH SOLE 0 81700 0 UROPLASTY INC COMMON STOCK USD.01 917277204 146 30900 SH SOLE 0 30900 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 1,247 77290 SH SOLE 0 77290 0 US ECOLOGY INC COMMON STOCK USD.01 91732J102 1,147 78695 SH SOLE 0 78695 0 UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 917488108 408 16350 SH SOLE 0 16350 0 UTSTARCOM INC COMMON STOCK 918076100 176 95544 SH SOLE 0 95544 0 USD.00125 VCA ANTECH INC COMMON STOCK 918194101 5,370 216889 SH SOLE 0 216889 0 USD.001 VF CORP COMMON STOCK USD1.0 918204108 10,749 151012 SH SOLE 0 151012 0 VCG HOLDING CORP COMMON STOCK 91821K101 54 34000 SH SOLE 0 34000 0 USD.0001 VIST FINANCIAL CORP COMMON STOCK USD5.0 918255100 259 33680 SH SOLE 0 33680 0 VSE CORP COMMON STOCK USD.05 918284100 580 18242 SH SOLE 0 18242 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 1,081 193037 SH SOLE 0 193037 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 2,008 57529 SH SOLE 0 57529 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 5,116 161280 SH SOLE 0 161280 0 VALHI INC COMMON STOCK USD.01 918905100 194 15700 SH SOLE 0 15700 0 VALENCE TECHNOLOGY INC COMMON STOCK 918914102 212 294323 SH SOLE 0 294323 0 USD.001 VALEANT PHARMACEUTICALS INTE COMMON STOCK USD.01 91911X104 11,862 226846 SH SOLE 0 226846 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 31,558 1755157 SH SOLE 0 1755157 0 VALLEY NATIONAL BANCORP COMMON STOCK NPV 919794107 5,428 398520.85 SH SOLE 0 398520.85 0 VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 3,709 51052 SH SOLE 0 51052 0 VALPEY FISHER CORP COMMON STOCK USD.05 920344108 15 8000 SH SOLE 0 8000 0 VALSPAR CORP COMMON STOCK USD.5 920355104 3,798 126107 SH SOLE 0 126107 0 VALUE LINE INC COMMON STOCK USD.1 920437100 20 1100 SH SOLE 0 1100 0 VALUECLICK INC COMMON STOCK 92046N102 3,022 282704 SH SOLE 0 282704 0 USD.001 VALUEVISION MEDIA INC CL A COMMON STOCK USD.01 92047K107 319 180400 SH SOLE 0 180400 0 VANDA PHARMACEUTICALS INC COMMON STOCK 921659108 656 99286 SH SOLE 0 99286 0 USD.001 VARIAN SEMICONDUCTOR EQUIP COMMON STOCK USD.01 922207105 4,640 161887 SH SOLE 0 161887 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 9,128 174604 SH SOLE 0 174604 0 VASCO DATA SECURITY INTL COMMON STOCK 92230Y104 745 120690 SH SOLE 0 120690 0 USD.001 VASCULAR SOLUTIONS INC COMMON STOCK USD.01 92231M109 439 35150 SH SOLE 0 35150 0 VECTREN CORPORATION COMMON STOCK NPV 92240G101 3,640 153830 SH SOLE 0 153830 0 VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 29 1741 SH SOLE 0 1741 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 3,178 92718 SH SOLE 0 92718 0 VAUGHAN FOODS INC COMMON STOCK 92241M107 2 2900 SH SOLE 0 2900 0 USD.001 VENOCO INC COMMON STOCK USD.01 92275P307 1,804 109546 SH SOLE 0 109546 0 VENTAS INC REIT USD.25 92276F100 32,154 684846 SH SOLE 0 684846 0 VERAZ NETWORKS INC COMMON STOCK 923359103 39 44600 SH SOLE 0 44600 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VERENIUM CORP COMMON STOCK 92340P209 25 10707 SH SOLE 0 10707 0 USD.001 VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 2,134 112709 SH SOLE 0 112709 0 VERISIGN INC COMMON STOCK 92343E102 11,947 449976 SH SOLE 0 449976 0 USD.001 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 217,369 7757637 SH SOLE 0 7757637 0 VERISK ANALYTICS INC CLASS A COMMON STOCK 92345Y106 2,180 72918 SH SOLE 0 72918 0 USD.001 VERSANT CORP COMMON STOCK NPV 925284309 223 20000 SH SOLE 0 20000 0 VERSAR INC COMMON STOCK USD.01 925297103 72 22600 SH SOLE 0 22600 0 VERSO PAPER CORP COMMON STOCK USD.01 92531L108 174 75533 SH SOLE 0 75533 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 9,628 292630 SH SOLE 0 292630 0 VERTRO INC COMMON STOCK 92535G105 24 48900 SH SOLE 0 48900 0 USD.001 VESTIN RLTY MTG II INC COM NEW 92549X201 41 30035 SH SOLE 0 30035 0 VIAD CORP COMMON STOCK USD1.5 92552R406 1,257 71199 SH SOLE 0 71199 0 VIASAT INC COMMON STOCK 92552V100 3,290 101058 SH SOLE 0 101058 0 USD.0001 VIASYSTEMS GROUP INC COMMON STOCK USD.01 92553H803 123 8341 SH SOLE 0 8341 0 VIACOM INC CLASS B COMMON STOCK 92553P201 44,603 1421852 SH SOLE 0 1421852 0 USD.001 VICAL INC COMMON STOCK USD.01 925602104 480 154950 SH SOLE 0 154950 0 VICON INDUSTRIES INC COMMON STOCK USD.01 925811101 54 13000 SH SOLE 0 13000 0 VICOR CORP COMMON STOCK USD.01 925815102 712 56973 SH SOLE 0 56973 0 VIDEO DISPLAY CORP COMMON STOCK NPV 926555103 142 34180 SH SOLE 0 34180 0 VIEWPOINT FINANCIAL GROUP COMMON STOCK USD.01 926727108 28 1990 SH SOLE 0 1990 0 VILLAGE SUPER MARKET CLASS A COMMON STOCK NPV 927107409 725 27601 SH SOLE 0 27601 0 VIRAGE LOGIC CORPORATION COMMON STOCK 92763R104 1,149 96638 SH SOLE 0 96638 0 USD.001 VIRCO MFG CORPORATION COMMON STOCK USD.01 927651109 148 49276 SH SOLE 0 49276 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 10,368 621184 SH SOLE 0 621184 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1.0 92778Q109 912 145986 SH SOLE 0 145986 0 VISION SCIENCES INC COMMON STOCK USD.01 927912105 39 39540 SH SOLE 0 39540 0 VISTA GOLD CORP COMMON STOCK NPV 927926303 219 129017 SH SOLE 0 129017 0 VIRNETX HOLDING CORP COMMON STOCK 92823T108 149 25100 SH SOLE 0 25100 0 USD.001 VIROPHARMA INC COMMON STOCK 928241108 2,698 240718 SH SOLE 0 240718 0 USD.002 VIRTUALSCOPICS INC COMMON STOCK 928269109 29 25400 SH SOLE 0 25400 0 USD.001 VIRTUAL RADIOLOGIC CORP COMMON STOCK 92826B104 520 30305 SH SOLE 0 30305 0 USD.001 VISA INC CLASS A SHARES COMMON STOCK 92826C839 80,165 1133072 SH SOLE 0 1133072 0 USD.0001 VIRTUSA CORP COMMON STOCK USD.01 92827P102 102 10982 SH SOLE 0 10982 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 476 25430 SH SOLE 0 25430 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 3,191 412285 SH SOLE 0 412285 0 VITAL IMAGES INC COMMON STOCK USD.01 92846N104 1,459 114410 SH SOLE 0 114410 0 VITACOST.COM INC COMMON STOCK USD1E 92847A200 4 500 SH SOLE 0 500 0 05.0 VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 20 795 SH SOLE 0 795 0 VIVUS INC COMMON STOCK 928551100 913 95103 SH SOLE 0 95103 0 USD.001 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 7,663 122427 SH SOLE 0 122427 0 VOCUS INC COMMON STOCK USD.01 92858J108 98 6425 SH SOLE 0 6425 0 VOLCANO CORP COMMON STOCK 928645100 1,094 50152 SH SOLE 0 50152 0 USD.001 VOLCOM INC COMMON STOCK 92864N101 1,185 63815 SH SOLE 0 63815 0 USD.001 VOLT INFO SCIENCES INC COMMON STOCK USD.1 928703107 445 53032 SH SOLE 0 53032 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VOLTERRA SEMICONDUCTOR CORP COMMON STOCK 928708106 2,171 94129 SH SOLE 0 94129 0 USD.001 VONAGE HOLDINGS CORP COMMON STOCK 92886T201 2,191 952520 SH SOLE 0 952520 0 USD.001 VORNADO REALTY TRUST REIT USD.04 929042109 61,153 838286 SH SOLE 0 838286 0 VOXWARE INC COMMON STOCK 92906L501 2 2118 SH SOLE 0 2118 0 USD.001 VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 12,407 283079 SH SOLE 0 283079 0 W+T OFFSHORE INC COMMON STOCK USD1E 92922P106 844 89207 SH SOLE 0 89207 0 05.0 WD 40 CO COMMON STOCK 929236107 3,338 99933 SH SOLE 0 99933 0 USD.001 WHX CORP COMMON STOCK USD.01 929248607 1,257 295098 SH SOLE 0 295098 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1,401 41156 SH SOLE 0 41156 0 W HOLDING COMPANY INC COMMON STOCK USD1.0 929251874 4 16800 SH SOLE 0 16800 0 WCA WASTE CORP COMMON STOCK USD.01 92926K103 275 61600 SH SOLE 0 61600 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 6,489 206140 SH SOLE 0 206140 0 WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 3,162 80567 SH SOLE 0 80567 0 W.P. CAREY + CO. LLC LTD PART NPV 92930Y107 563 20364 SH SOLE 0 20364 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 139 3869 SH SOLE 0 3869 0 WSI INDUSTRIES INC COMMON STOCK USD.1 92932Q102 7 2600 SH SOLE 0 2600 0 WSB HOLDINGS INC COMMON STOCK USD1.0 92934C101 136 40700 SH SOLE 0 40700 0 WVS FINANCIAL CORP COMMON STOCK USD.01 929358109 28 2594 SH SOLE 0 2594 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1,104 155317 SH SOLE 0 155317 0 WABTEC CORP COMMON STOCK USD.01 929740108 1,184 29691 SH SOLE 0 29691 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 6,120 279713 SH SOLE 0 279713 0 WAINWRIGHT BANK TRUST CO COMMON STOCK USD1.0 930705108 262 14028 SH SOLE 0 14028 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 283,883 5905616 SH SOLE 0 5905616 0 WALGREEN CO COMMON STOCK 931422109 73,742 2761861 SH SOLE 0 2761861 0 USD.078125 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 8,062 132496 SH SOLE 0 132496 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 893 54637 SH SOLE 0 54637 0 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 4,145 114693 SH SOLE 0 114693 0 WARNER MUSIC GROUP CORP COMMON STOCK 934550104 1,089 224065 SH SOLE 0 224065 0 USD.001 WARREN RESOURCES INC COMMON STOCK 93564A100 978 337169 SH SOLE 0 337169 0 USD.0001 WARWICK VALLEY TELEPHONE CO COMMON STOCK USD.01 936750108 82 5800 SH SOLE 0 5800 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 826 64577 SH SOLE 0 64577 0 WASHINGTON FEDERAL INC COMMON STOCK USD1.0 938824109 3,546 219164 SH SOLE 0 219164 0 WASHINGTON POST CLASS B COMMON STOCK USD1.0 939640108 5,988 14587 SH SOLE 0 14587 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 6,313 228804 SH SOLE 0 228804 0 WASHINGTON TRUST BANCORP COMMON STOCK 940610108 510 29927 SH SOLE 0 29927 0 USD.0625 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 3,697 105950 SH SOLE 0 105950 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 38,488 1230042 SH SOLE 0 1230042 0 WASTE SERVICES INC COMMON STOCK USD.01 941075202 115 9888 SH SOLE 0 9888 0 WATERS CORP COMMON STOCK USD.01 941848103 15,177 234571 SH SOLE 0 234571 0 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 941888109 143 41899 SH SOLE 0 41899 0 WATSCO INC COMMON STOCK USD.5 942622200 4,092 70641 SH SOLE 0 70641 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 10,625 261902 SH SOLE 0 261902 0 USD.0033 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 1,236 43132 SH SOLE 0 43132 0 WAUSAU PAPER CORP COMMON STOCK NPV 943315101 1,481 218819 SH SOLE 0 218819 0 WAVE SYSTEMS CORP CLASS A COMMON STOCK USD.01 943526301 553 170600 SH SOLE 0 170600 0 WAYNE SAVINGS BANCSHARES INC COMMON STOCK USD.1 94624Q101 80 10466 SH SOLE 0 10466 0 WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01 946760105 569 62690 SH SOLE 0 62690 0 WEB.COM GROUP INC COMMON STOCK 94733A104 910 253471 SH SOLE 0 253471 0 USD.001 WEBSENSE INC COMMON STOCK 947684106 3,833 202816 SH SOLE 0 202816 0 USD.005
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 5,504 118538 SH SOLE 0 118538 0 WEBMEDIABRANDS INC COMMON STOCK USD.01 94770W100 123 136700 SH SOLE 0 136700 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 3,274 182500 SH SOLE 0 182500 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 3,157 122899 SH SOLE 0 122899 0 WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 8,187 429785 SH SOLE 0 429785 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 697 21189 SH SOLE 0 21189 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 3,399 143170 SH SOLE 0 143170 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 62,129 1269752 SH SOLE 0 1269752 0 WELLS FARGO + CO COMMON STOCK 949746101 336,728 13153452 SH SOLE 0 13153452 0 USD1.666 WELLS GARDNER ELECTRONICS COMMON STOCK USD1.0 949765101 85 45523 SH SOLE 0 45523 0 WENDY S/ARBY S GROUP INC A COMMON STOCK USD.1 950587105 3,724 931079 SH SOLE 0 931079 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 4,894 223579 SH SOLE 0 223579 0 WESBANCO INC COMMON STOCK 950810101 796 47217 SH SOLE 0 47217 0 USD2.0833 WESCO FINANCIAL CORP COMMON STOCK USD1.0 950817106 832 2574 SH SOLE 0 2574 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 3,234 96053 SH SOLE 0 96053 0 WEST BANCORPORATION COMMON STOCK NPV 95123P106 464 68089 SH SOLE 0 68089 0 WEST COAST BANCORP/OREGON COMMON STOCK NPV 952145100 278 109164 SH SOLE 0 109164 0 WEST MARINE INC COMMON STOCK 954235107 451 41457 SH SOLE 0 41457 0 USD.001 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 700 19187 SH SOLE 0 19187 0 WESTAMERICA BANCORPORATION COMMON STOCK NPV 957090103 6,157 117226 SH SOLE 0 117226 0 WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 4,341 200877 SH SOLE 0 200877 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 749 479920 SH SOLE 0 479920 0 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 911 127086 SH SOLE 0 127086 0 USD.0001 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 16,248 538711 SH SOLE 0 538711 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 1,311 260641 SH SOLE 0 260641 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 25,119 1684718 SH SOLE 0 1684718 0 WESTFIELD FINANCIAL INC COMMON STOCK USD.01 96008P104 340 40819 SH SOLE 0 40819 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 439 23649 SH SOLE 0 23649 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 276 34000 SH SOLE 0 34000 0 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 961765104 1,090 31016 SH SOLE 0 31016 0 WESTWOOD ONE INC COMMON STOCK USD.01 961815305 108 10945 SH SOLE 0 10945 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 1,170 320522 SH SOLE 0 320522 0 WEYCO GROUP INC COMMON STOCK USD1.0 962149100 89 3900 SH SOLE 0 3900 0 WEYERHAEUSER CO COMMON STOCK 962166104 18,812 534436 SH SOLE 0 534436 0 USD1.25 WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 15,325 174507 SH SOLE 0 174507 0 WHITING PETROLEUM CORP COMMON STOCK 966387102 8,304 105895 SH SOLE 0 105895 0 USD.001 WHITING USA TRUST I ROYALTY TRST 966389108 267 16000 SH SOLE 0 16000 0 WHITNEY HOLDING CORP COMMON STOCK NPV 966612103 2,645 285990 SH SOLE 0 285990 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 87,170 2420049 SH SOLE 0 2420049 0 WIDEPOINT CORP COMMON STOCK 967590100 1 1500 SH SOLE 0 1500 0 USD.001 WILBER CORP COMMON STOCK USD.01 967797101 83 13900 SH SOLE 0 13900 0 WILEY (JOHN) + SONS CL A COMMON STOCK USD1.0 968223206 2,278 58908 SH SOLE 0 58908 0 WILLAMETTE VALLEY VINEYARDS COMMON STOCK NPV 969136100 16 4600 SH SOLE 0 4600 0 WILLBROS GROUP INC COMMON STOCK USD.05 969203108 152 20533 SH SOLE 0 20533 0 WILLDAN GROUP INC COMMON STOCK USD.01 96924N100 33 12100 SH SOLE 0 12100 0 WILLIAMS COS INC COMMON STOCK USD1.0 969457100 29,329 1604410 SH SOLE 0 1604410 0 WILLIAMS CONTROLS INC COMMON STOCK USD.01 969465608 141 15542 SH SOLE 0 15542 0 CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 1,298 30828 SH SOLE 0 30828 0 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 4,841 195057 SH SOLE 0 195057 0 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 970646105 237 25700 SH SOLE 0 25700 0 WILMINGTON TRUST CORP COMMON STOCK USD1.0 971807102 2,831 255233 SH SOLE 0 255233 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 311 35524 SH SOLE 0 35524 0 WINDSTREAM CORP COMMON STOCK 97381W104 10,704 1013596 SH SOLE 0 1013596 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- WINLAND ELECTRONICS INC COMMON STOCK USD.01 974241101 3 4700 SH SOLE 0 4700 0 WINMARK CORP COMMON STOCK NPV 974250102 489 14600 SH SOLE 0 14600 0 WINN DIXIE STORES INC COMMON STOCK 974280307 2,439 253004 SH SOLE 0 253004 0 USD.001 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 1,228 123537 SH SOLE 0 123537 0 WINTHROP REALTY TRUST REIT USD1.0 976391300 1,121 87538 SH SOLE 0 87538 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 2,751 82501 SH SOLE 0 82501 0 WIRELESS TELECOM GROUP INC COMMON STOCK USD.01 976524108 49 67592 SH SOLE 0 67592 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 15,670 308837 SH SOLE 0 308837 0 WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 3,243 128602 SH SOLE 0 128602 0 WOODWARD GOVERNOR CO COMMON STOCK 980745103 4,512 176726 SH SOLE 0 176726 0 USD.00292 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 1,579 41207 SH SOLE 0 41207 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 5,008 193046 SH SOLE 0 193046 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 418 26878 SH SOLE 0 26878 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 2,146 166840 SH SOLE 0 166840 0 WRIGHT EXPRESS CORP COMMON STOCK USD.01 98233Q105 2,061 69383 SH SOLE 0 69383 0 WRIGHT MEDICAL GROUP INC COMMON STOCK USD.01 98235T107 1,998 120312 SH SOLE 0 120312 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 8,410 417554 SH SOLE 0 417554 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 12,449 163222 SH SOLE 0 163222 0 X RITE INC COMMON STOCK USD.1 983857103 128 34700 SH SOLE 0 34700 0 XATA CORP COMMON STOCK USD.01 983882309 20 7200 SH SOLE 0 7200 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 25,648 1244454 SH SOLE 0 1244454 0 XETA TECHNOLOGIES INC COMMON STOCK 983909102 89 29100 SH SOLE 0 29100 0 USD.001 XILINX INC COMMON STOCK USD.01 983919101 17,483 692114 SH SOLE 0 692114 0 XENONICS HOLDINGS INC COMMON STOCK 984117101 10 28000 SH SOLE 0 28000 0 USD.001 XENOPORT INC COMMON STOCK 98411C100 769 78390 SH SOLE 0 78390 0 USD.001 XEROX CORP COMMON STOCK USD1.0 984121103 27,875 3467076 SH SOLE 0 3467076 0 XERIUM TECHNOLOGIES INC COMMON STOCK 98416J118 42 2972 SH SOLE 0 2972 0 USD.001 YRC WORLDWIDE INC COMMON STOCK USD1.0 984249102 285 1897294 SH SOLE 0 1897294 0 YADKIN VALLEY FINANCIAL CORP COMMON STOCK USD1.0 984314104 151 44767 SH SOLE 0 44767 0 YAHOO INC COMMON STOCK 984332106 37,304 2697347 SH SOLE 0 2697347 0 USD.001 YORK WATER CO COMMON STOCK NPV 987184108 69 4875 SH SOLE 0 4875 0 YOUNG INNOVATIONS INC COMMON STOCK USD.01 987520103 330 11707 SH SOLE 0 11707 0 YUM BRANDS INC COMMON STOCK NPV 988498101 44,877 1149512 SH SOLE 0 1149512 0 ZBB ENERGY CORP COMMON STOCK USD.01 98876R204 4 8100 SH SOLE 0 8100 0 ZALE CORP COMMON STOCK USD.01 988858106 237 149964 SH SOLE 0 149964 0 ZANETT INC COMMON STOCK 98906R208 11 6375 SH SOLE 0 6375 0 USD.001 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 3,062 120681 SH SOLE 0 120681 0 ZEP INC COMMON STOCK USD.01 98944B108 1,041 59707 SH SOLE 0 59707 0 ZHONE TECHNOLOGIES INC COMMON STOCK 98950P884 61 40822 SH SOLE 0 40822 0 USD.001 ZHONGPIN INC COMMON STOCK 98952K### -## -#### SH SOLE 0 -7600 0 USD.001 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 30,218 559083 SH SOLE 0 559083 0 ZION OIL + GAS INC COMMON STOCK USD.01 989696109 313 62364 SH SOLE 0 62364 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 7,665 355350 SH SOLE 0 355350 0 ZIOPHARM ONCOLOGY INC COMMON STOCK 98973P101 143 44900 SH SOLE 0 44900 0 USD.001 ZIX CORP COMMON STOCK USD.01 98974P100 399 176500 SH SOLE 0 176500 0 ZIPREALTY INC COMMON STOCK 98974V107 192 73500 SH SOLE 0 73500 0 USD.001 ZORAN CORP COMMON STOCK 98975F101 1,309 137179 SH SOLE 0 137179 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ZOLTEK COMPANIES INC COMMON STOCK USD.01 98975W104 696 82188 SH SOLE 0 82188 0 ZOOM TECHNOLOGIES INC COMMON STOCK USD.01 98976E301 95 18500 SH SOLE 0 18500 0 ZUMIEZ INC COMMON STOCK NPV 989817101 692 42967 SH SOLE 0 42967 0 ZYGO CORP COMMON STOCK USD.1 989855101 536 66051 SH SOLE 0 66051 0 ZYMOGENETICS INC COMMON STOCK NPV 98985T109 497 117757 SH SOLE 0 117757 0 ZOLL MEDICAL CORP COMMON STOCK USD.01 989922109 3,648 134615 SH SOLE 0 134615 0 TELVENT GIT SA COMMON STOCK E90215109 43 2600 SH SOLE 0 2600 0 EUR3.005 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 2,565 326705 SH SOLE 0 326705 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 G0219G203 4,679 103101 SH SOLE 0 103101 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1.0 G0229R108 3,205 170667 SH SOLE 0 170667 0 AMDOCS LTD COMMON STOCK G02602103 1,316 49000 SH SOLE 0 49000 0 GBP.0001 AMERICAN SAFETY INS HOLDINGS COMMON STOCK USD.01 G02995101 815 51862 SH SOLE 0 51862 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 11,391 152901 SH SOLE 0 152901 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 5,285 172770 SH SOLE 0 172770 0 APCO OIL AND GAS INTL INC COMMON STOCK USD.01 G0471F109 251 10692 SH SOLE 0 10692 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 13,861 560275 SH SOLE 0 560275 0 USD.001514456 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 4,170 314262 SH SOLE 0 314262 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 17,934 603424 SH SOLE 0 603424 0 USD.0125 ENERGY XXI BERMUDA COMMON STOCK G10082140 96 6100 SH SOLE 0 6100 0 USD.005 ACCENTURE PLC CL A COMMON STOCK G1151C101 6,468 167339 SH SOLE 0 167339 0 USD.25E 05 BUNGE LTD COMMON STOCK USD.01 G16962105 14,569 296172 SH SOLE 0 296172 0 CENTRAL EUROPEAN MEDIA ENT A COMMON STOCK USD.08 G20045202 112 5607 SH SOLE 0 5607 0 CDC CORP CL A COMMON STOCK G2022L106 100 48200 SH SOLE 0 48200 0 USD.00025 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 6 526 SH SOLE 0 526 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 1,102 25052 SH SOLE 0 25052 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F105 1,264 31455 SH SOLE 0 31455 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 12,801 341074 SH SOLE 0 341074 0 ENSTAR GROUP LTD COMMON STOCK USD1.0 G3075P101 1,272 19151 SH SOLE 0 19151 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 11,629 164435 SH SOLE 0 164435 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 2,541 125527 SH SOLE 0 125527 0 FRONTLINE LTD COMMON STOCK USD2.5 G3682E127 60 2117 SH SOLE 0 2117 0 GEROVA FINANCIAL GROUP LTD COMMON STOCK G38490101 2 300 SH SOLE 0 300 0 USD.0001 GLOBAL CROSSING LTD COMMON STOCK USD.01 G3921A175 1,048 99142 SH SOLE 0 99142 0 GENPACT LTD COMMON STOCK USD.01 G3922B107 4,056 261142 SH SOLE 0 261142 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 99 12677 SH SOLE 0 12677 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 1,187 47140 SH SOLE 0 47140 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 2,043 92615 SH SOLE 0 92615 0 HERBALIFE LTD COMMON STOCK G4412G101 8,881 192862 SH SOLE 0 192862 0 USD.002 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 4,219 122338 SH SOLE 0 122338 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 17,557 1043171 SH SOLE 0 1043171 0 KNIGHTSBRIDGE TANKERS LTD COMMON STOCK USD.01 G5299G106 99 5618 SH SOLE 0 5618 0 LAZARD LTD CL A LTD PART USD.01 G54050102 723 27067 SH SOLE 0 27067 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 121 18460 SH SOLE 0 18460 0 MAJESTIC CAPITAL LTD COMMON STOCK USD.01 G5760D103 3 11100 SH SOLE 0 11100 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 20,805 1320102 SH SOLE 0 1320102 0 USD.002 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 9,403 629775 SH SOLE 0 629775 0 USD.001666 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 3 200 SH SOLE 0 200 0 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 11,993 680654 SH SOLE 0 680654 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 120 4273 SH SOLE 0 4273 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 900 62827 SH SOLE 0 62827 0 ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 1,427 192774 SH SOLE 0 192774 0 PARTNERRE LTD COMMON STOCK USD1.0 G6852T105 12,383 176550 SH SOLE 0 176550 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 3,446 94951 SH SOLE 0 94951 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 450 121963 SH SOLE 0 121963 0 QIAO XING UNIVERSAL RESOURCE COMMON STOCK G7303A109 180 116800 SH SOLE 0 116800 0 USD.001 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 15,342 272651 SH SOLE 0 272651 0 SEAGATE TECHNOLOGY COMMON STOCK USD1E G7945J104 16,215 1243479 SH SOLE 0 1243479 0 05.0 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 2,200 123017 SH SOLE 0 123017 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 6,338 230485 SH SOLE 0 230485 0 SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 1,046 178865 SH SOLE 0 178865 0 USD.00016667 TBS INTERNATIONAL PLC A COMMON STOCK USD.01 G8657Q104 1,813 295805 SH SOLE 0 295805 0 UTI WORLDWIDE INC COMMON STOCK NPV G87210103 4,144 334733 SH SOLE 0 334733 0 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 G8766E109 2,329 96483 SH SOLE 0 96483 0 TRANSATLANTIC PETROLEUM LTD COMMON STOCK NPV G89982105 19 6100 SH SOLE 0 6100 0 TSAKOS ENERGY NAVIGATION LTD COMMON STOCK USD1.0 G9108L108 62 4400 SH SOLE 0 4400 0 VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 5,280 216235 SH SOLE 0 216235 0 USD.175 VANTAGE DRILLING CO COMMON STOCK G93205113 7 5100 SH SOLE 0 5100 0 USD.001 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 852 37282 SH SOLE 0 37282 0 GOLAR LNG LTD COMMON STOCK USD1.0 G9456A100 15 1530 SH SOLE 0 1530 0 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 7,634 23548 SH SOLE 0 23548 0 WILLIS GROUP HOLDINGS PLC COMMON STOCK G96666105 664 22112 SH SOLE 0 22112 0 USD.000115 XOMA LTD COMMON STOCK G9825R107 372 898617 SH SOLE 0 898617 0 USD.0005 XYRATEX LTD COMMON STOCK USD.01 G98268108 252 17800 SH SOLE 0 17800 0 YUCHENG TECHNOLOGIES LTD COMMON STOCK G98777108 28 7800 SH SOLE 0 7800 0 USD.0001 ACE LTD COMMON STOCK H0023R105 5,838 113400 SH SOLE 0 113400 0 CHF31.55 ALCON INC COMMON STOCK USD.2 H01301102 3,453 23300 SH SOLE 0 23300 0 WEATHERFORD INTL LTD COMMON STOCK USD1.0 H27013103 464 35308 SH SOLE 0 35308 0 FOSTER WHEELER AG COMMON STOCK CHF3.0 H27178104 650 30860 SH SOLE 0 30860 0 NOBLE CORP COMMON STOCK H5833N103 103 3339 SH SOLE 0 3339 0 CHF4.85 TRANSOCEAN LTD COMMON STOCK H8817H100 629 13587 SH SOLE 0 13587 0 CHF15.0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 10,138 287755 SH SOLE 0 287755 0 TYCO ELECTRONICS LTD COMMON STOCK CHF2.6 H8912P106 5,658 222945 SH SOLE 0 222945 0 ALTISOURCE PORTFOLIO SOL COMMON STOCK L0175J104 883 35676 SH SOLE 0 35676 0 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK USD.01 L3466T104 760 70234 SH SOLE 0 70234 0 MILLICOM INTL CELLULAR S.A. COMMON STOCK USD1.5 L6388F110 900 11100 SH SOLE 0 11100 0 CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 2 400 SH SOLE 0 400 0 ORBOTECH LTD COMMON STOCK USD.14 M75253100 72 6700 SH SOLE 0 6700 0 SYNERON MEDICAL LTD COMMON STOCK USD1.0 M87245102 391 38019 SH SOLE 0 38019 0 AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 47 4500 SH SOLE 0 4500 0 CASCAL N.V. COMMON STOCK EUR.5 N1842P109 147 22000 SH SOLE 0 22000 0 CORE LABORATORIES N.V. COMMON STOCK EUR.04 N22717107 280 1900 SH SOLE 0 1900 0 EURAND NV COMMON STOCK EUR.01 N31010106 8 800 SH SOLE 0 800 0 ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 2,698 84181 SH SOLE 0 84181 0 VISTAPRINT NV COMMON STOCK N93540107 366 7716 SH SOLE 0 7716 0 USD.001 BANCO LATINOAMERICANO COME E COMMON STOCK NPV P16994132 262 21010 SH SOLE 0 21010 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 188 4257 SH SOLE 0 4257 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 - ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 1,138 29606 SH SOLE 0 29606 0 ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 42 9646 SH SOLE 0 9646 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 1,753 342374 SH SOLE 0 342374 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 8,225 361212 SH SOLE 0 361212 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 800 38000 SH SOLE 0 38000 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 3,419 300700 SH SOLE 0 300700 0 CAPITAL PRODUCT PARTNERS LP LTD PART Y11082107 201 24945 SH SOLE 0 24945 0 DANAOS CORP COMMON STOCK USD.01 Y1968P105 90 23600 SH SOLE 0 23600 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 536 139340 SH SOLE 0 139340 0 DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 57 5100 SH SOLE 0 5100 0 DRYSHIPS INC COMMON STOCK USD.01 Y2109Q101 26 7400 SH SOLE 0 7400 0 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 Y2187A101 1,268 300512 SH SOLE 0 300512 0 EUROSEAS LTD COMMON STOCK USD.03 Y23592200 36 10200 SH SOLE 0 10200 0 FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 2,729 487400 SH SOLE 0 487400 0 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 2,083 138926 SH SOLE 0 138926 0 GENERAL MARITIME CORP COMMON STOCK USD.01 Y2693R101 1,779 294592 SH SOLE 0 294592 0 GIGAMEDIA LTD COMMON STOCK NPV Y2711Y104 80 33800 SH SOLE 0 33800 0 GLOBAL SHIP LEASE INC CL A COMMON STOCK USD.01 Y27183105 102 37200 SH SOLE 0 37200 0 NAVIOS MARITIME HOLDINGS INC COMMON STOCK Y62196103 19 4100 SH SOLE 0 4100 0 USD.0001 SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 1,151 100500 SH SOLE 0 100500 0 SEASPAN CORP COMMON STOCK USD.01 Y75638109 12 1200 SH SOLE 0 1200 0 TEEKAY CORP COMMON STOCK Y8564W103 4,122 157509 SH SOLE 0 157509 0 USD.001 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 57 5160 SH SOLE 0 5160 0 VERIGY LTD COMMON STOCK NPV Y93691106 110 12700 SH SOLE 0 12700 0
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