-----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, MiQKO/tYFg88SxnMT28fhDXbotKcC8c7Z4g10N2dRDPWd4jyTX3bthkTx1Ygct9a 574ay0YpwOTidD3A2qYoxQ== 0000950123-10-049076.txt : 20100513 0000950123-10-049076.hdr.sgml : 20100513 20100513164013 ACCESSION NUMBER: 0000950123-10-049076 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100513 DATE AS OF CHANGE: 20100513 EFFECTIVENESS DATE: 20100513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nationwide Fund Advisors CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 10829086 BUSINESS ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: (484) 530-1467 MAIL ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 FORMER COMPANY: FORMER CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST DATE OF NAME CHANGE: 20020515 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 w78363e13fvhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended March 31, 2010 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Nationwide Fund Advisors Address: 1000 Continental Drive, Suite 400 King of Prussia, PA 19406 Form 13F File Number: 28-05161 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Joseph Finelli ------------------------------- Title: Treasurer Phone: 610-230-2800 Signature, Place, and Date of Signing: /s/ Joseph Finelli King of Prussia, PA 5/13/2010 - ------------------------------------- --------------------- ---------------- (Signature) (City, State) (Date) Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) Form 13 F Nationwide Summary Report Summary: Number of Other Included Managers: 26 Form 13F Information Table Entry Total: 3,221 Form 13F Information Table Value Total: $13,563,633 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F File number(s) of all institutional investment managers with respect to which this report is filed, other manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list.) No Form 13F File Name - -- ------------- -------------------------------------------- 05 028-04559 Waddell & Reed Investment Management Company 08 028-11937 J.P. Morgan Investment Management, Inc. 11 028-00595 Neuberger & Berman Management, Inc. 19 028-06539 North Pointe Capital LLC 23 028-01091 American Century Investment Management, Inc. 25 028-10968 Epoch Investment Partners, Inc. 26 028-11866 Morgan Stanley Investment Management, Inc. 28 028-12016 Blackrock Investment Management, LLC 29 028-10562 AllianceBernstein, L.P. 30 028-00090 Putnam Investment Management LLC 31 028-10648 Diamond Hill Capital Management, Inc. 32 028-10249 Deutsche Investment Management Americas, Inc. 33 028-01186 Dimensional Fund Advisors L.P. 34 028-10981 Goldman Sachs Asset Management, L.P. 35 028-04041 Thompson, Siegel & Walmsley LLC 36 028-12459 Van Kampen Advisors Inc. 37 028-04557 Wellington Management Co. LLP 38 028-00165 Wells Fargo & Company 39 028-11020 Aberdeen Asset Management, Inc. 40 028-04903 Gartmore Global Asset Management LTD 41 028-11293 Invesco AIM Capital Management Inc. 43 028-10477 Riversource Investments, LLC 45 028-04377 Federated Investment Management Co. 46 028-01074 Templeton Investment Counsel LLC 47 028-00203 OppenheimerFunds, Inc. 48 028-05837 Logan Capital Management, Inc. NWD 13F REPORTING 03312010
SHARES OR TITLE OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- --------- --------- ----------------- -------- ----------- --- ---- ---------- ----------- ---- --------- ---- ADR ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 2,784,381.60 2,784 127,490 SH Sole 11 127,490 AU OPTRONICS CORP ADS EACH REPR 10 ORD TWD10 ADR 002255107 844,900.76 845 74,572 SH Sole 29 74,572 BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 1,575,132.00 1,575 27,600 SH Sole 36 27,600 BAIDU INC ADS EACH REPR 1 ORD CLS'A'SHS ADR 056752108 2,985,000.00 2,985 5,000 SH Sole 40 5,000 BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 3,168,872.63 3,169 171,941 SH Sole 41 171,941 CEMEX S.A.B. DE C.V. ADR EACH REP 10 CPO(SPON) ADR 151290889 1,328,463.94 1,328 130,114 SH Sole 43 130,114 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 607,158.00 607 80,100 SH Sole 37 80,100 GAFISA SA ADR EACH REPR 2 SHS ADR 362607301 443,747.04 444 32,296 SH Sole 26 32,296 GRUPO AEROPORTUARIO DEL PACIFICO SA ADR EACH REPR ADR 400506101 473,374.74 473 12,787 SH Sole 26 12,787 INFOSYS TECHNOLOGIES ADR EACH REPR 1ORD INR5 ADR 456788108 8,439,855.05 8,440 143,413 SH Sole 41 143,413 NEW ORIENTAL EDUCATION & TECHNOLOGY SPONSORED ADR ADR 647581107 337,165.93 337 3,943 SH Sole 26 3,943 NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 11,111.10 11 715 SH Sole 23 715 NOVO-NORDISK AS ADR EACH REPR 1 CLS'B' ADR 670100205 6,201,219.20 6,201 80,410 SH Sole 11 80,410 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 5,181,654.50 5,182 93,650 SH Sole 46 93,650 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 2,048,244.00 2,048 35,400 SH Sole 36 35,400 SONY CORP ADR EACH REPR 1 ORD ADR 835699307 1,414,008.00 1,414 36,900 SH Sole 40 36,900 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 785,281.40 785 74,860 SH Sole 37 74,860 TEVA PHARMACEUTICAL INDUSTRIES ADR 11, 38, EACH CNV INTO 1 ADR 881624209 20,504,532.48 20,505 325,056 SH Sole 39, 41 325,056 UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 5,016,030.24 5,016 166,314 SH Sole 34, 36, 46 166,314 TOTAL S A SPONSORED ADR(CNV 1/2 SHS EUR10) ADR 89151E109 4,351,500.00 4,352 75,000 SH Sole 36, 37 75,000 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 1,869,913.60 1,870 67,360 SH Sole 46 67,360 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 8,264,569.50 8,265 164,175 SH Sole 41 164,175 BRF - BRASIL FOODS SA ADR-EACH REPR 2 COM SHS SPON ADR 10552T107 725,208.00 725 13,200 SH Sole 37 13,200 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.25 ORD SHS ADR 22943F100 5,467,420.00 5,467 139,475 SH Sole 11, 23, 26 139,475 EMBRAER-EMPRESA BRAS DE AERONAUTICA ADR EACH REP 4 ADR 29081M102 3,221,661.60 3,222 134,460 SH Sole 46 134,460 FOCUS MEDIA HLDG ADR EACH REPR 5 ORD SHS(SPONS) ADR 34415V109 770,444.18 770 42,193 SH Sole 23 42,193 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 1,009,224.00 1,009 26,200 SH Sole 36 26,200 GRUPO TELEVISA SA DE CV ADR-EACH REPR 2 ORD PTG ADR 40049J206 4,699,966.90 4,700 223,595 SH Sole 41 223,595 HDFC BANK ADR EACH REPR 3 ORD INR10(MGT) ADR 40415F101 2,787.80 3 20 SH Sole 40 20 ICON SPON ADR EACH 1 REP I SHR ADR 45103T107 1,048,080.00 1,048 39,700 SH Sole 11 39,700 ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 4,480,938.00 4,481 104,940 SH Sole 46 104,940 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 4,570,492.08 4,570 95,298 SH Sole 29, 46 95,298 LONGTOP FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD ADR 54318P108 726,850.86 727 22,566 SH Sole 26, 47 22,566 NETEASE.COM INC ADR EACH REPR 1/100 HKD0.10 ADR 64110W102 1,209,527.00 1,210 34,100 SH Sole 35 34,100 PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101 9,923,550.22 9,924 250,658 SH Sole 40, 41, 46 250,658 PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 ADR 71654V408 5,721,858.90 5,722 128,610 SH Sole 11 128,610 SHIRE PLC ADR 82481R106 5,705,737.88 5,706 86,503 SH Sole 11, 23 86,503 VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 1,646,603.00 1,647 70,700 SH Sole 36 70,700 ASML HOLDING NV EUR0.09(NY REG) ADR N07059186 2,239,227.00 2,239 63,255 SH Sole 23 63,255 Subtotal - ADR 131,805,693.13 3,404,569 COMMON STOCK AAON INC COM STK COMMON USD0.004 STOCK 000360206 178,698.00 179 7,900 SH Sole 28 7,900 AAR CORP COM STK COMMON USD1 STOCK 000361105 721,467.76 721 29,068 SH Sole 28, 33 29,068 ADC TELECOMMUNICATIONS INC COM STK COMMON USD0.20 STOCK 000886309 3,194,608.89 3,195 437,019 SH Sole 25, 28 437,019 ABM INDUSTRIES INC COM STK COMMON USD0.01 STOCK 000957100 873,058.40 873 41,182 SH Sole 8, 28, 33 41,182 AEP INDUSTRIES INC COM STK COMMON USD0.01 STOCK 001031103 114,488.00 114 4,400 SH Sole 28 4,400 AFLAC INC COM STK COMMON 28, 34, USD0.10 STOCK 001055102 28,070,047.31 28,070 517,039 SH Sole 36, 39 517,039 AGCO CORP COM STK COMMON 19, 28, USD0.01 STOCK 001084102 9,134,833.55 9,135 254,665 SH Sole 37, 43 254,665 AGL RESOURCES COMMON USD5 STOCK 001204106 6,003,891.00 6,004 155,340 SH Sole 28 155,340 A H BELO CORP USD0.01 COMMON SER'A' STOCK 001282102 100,236.60 100 13,980 SH Sole 8, 33 13,980 AK STEEL HOLDING CORP COM STK COMMON USD0.01 STOCK 001547108 5,570,410.50 5,570 243,675 SH Sole 23, 28, 39 243,675 AMICAS INC COM COMMON STK STOCK 001712108 157,724.00 158 26,200 SH Sole 28, 33 26,200 AMN HEALTHCARE SERVICES INC COM STK COMMON USD0.01 STOCK 001744101 233,780.80 234 26,566 SH Sole 28, 33 26,566 AMR CORP COM STK COMMON USD1 STOCK 001765106 377,500.18 378 41,438 SH Sole 43 41,438 ATS MEDICAL INC COM STK COMMON USD0.01 STOCK 002083103 88,920.00 89 34,200 SH Sole 28 34,200 AVI BIOPHARMA INC COM STK COMMON USD0.0001 STOCK 002346104 85,442.00 85 71,800 SH Sole 28 71,800 AVX CORP COM STK COMMON USD0.01 STOCK 002444107 132,060.00 132 9,300 SH Sole 33 9,300 AZZ INC COM STK COMMON USD1 STOCK 002474104 443,435.00 443 13,100 SH Sole 8, 28 13,100 AARONS INC COMMON COM STOCK 002535201 4,484,230.00 4,484 134,500 SH Sole 28, 30, 33 134,500
ABAXIS INC COM STK COMMON USD1 STOCK 002567105 1,155,575.00 1,156 42,500 SH Sole 11, 28 42,500 ABBOTT LABORATORIES COM STK COMMON 11, 28, 31, NPV STOCK 002824100 47,540,539.20 47,541 902,440 SH Sole 34, 36, 39 902,440 ABERCROMBIE & FITCH CO CLASS'A'COM COMMON STK USD0.01 STOCK 002896207 6,638,064.16 6,638 145,444 SH Sole 11, 28, 43 145,444 ABIOMED INC COM STK COMMON USD0.01 STOCK 003654100 1,376,586.13 1,377 133,261 SH Sole 5, 28 133,261 ACACIA RESEARCH CORP COM STK COMMON USD0.001(ACACIA STOCK 003881307 259,920.00 260 24,000 SH Sole 28 24,000 ACCURAY INC COM STK COMMON USD0.001 STOCK 004397105 180,264.00 180 29,600 SH Sole 28 29,600 ACETO CORP COM STK COMMON USD0.01 STOCK 004446100 1,990,699.44 1,991 329,586 SH Sole 8, 28, 39 329,586 ACI WORLDWIDE INC COM STK COMMON USD0.005 STOCK 004498101 1,986,721.56 1,987 96,396 SH Sole 28 96,396 ACME PACKET INC COM STK COMMON USD0.001 STOCK 004764106 1,224,472.80 1,224 63,510 SH Sole 28, 47 63,510 ACME UNITED CORP COM STK COMMON USD2.50 STOCK 004816104 2,178.00 2 200 SH Sole 33 200 ACORN ENERGY INC COM STK COMMON USD0.01 STOCK 004848107 2,368.00 2 400 SH Sole 33 400 ACTEL CORP COM STK COMMON USD0.001 STOCK 004934105 303,439.65 303 21,909 SH Sole 28, 33 21,909 ACXIOM CORP COM STK COMMON USD0.10 STOCK 005125109 3,743,790.96 3,744 208,684 SH Sole 28, 33 208,684 ADDUS HOMECARE CORP COMMON USD0.001 STOCK 006739106 191,208.28 191 31,657 SH Sole 30 31,657 ADMINISTAFF INC COM STK COMMON USD0.01 STOCK 007094105 318,371.46 318 14,919 SH Sole 28 14,919 AEROPOSTALE INC COM STK COMMON USD0.01 STOCK 007865108 13,494,256.29 13,494 468,063 SH Sole 28, 35, 39 468,063 ADVANCED MICRO DEVICES INC COM STK COMMON USD0.01 STOCK 007903107 2,292,063.12 2,292 247,256 SH Sole 28 247,256 ADVANCED ENERGY INDUSTRIES COM STK COMMON USD0.001 STOCK 007973100 419,713.20 420 25,345 SH Sole 28 25,345 ADVENT SOFTWARE INC COM COMMON USD0.01 STOCK 007974108 1,940,449.50 1,940 43,362 SH Sole 28 43,362 AEROVIRONMENT INC COM STK COMMON USD0.0001 STOCK 008073108 1,663,207.00 1,663 63,700 SH Sole 5, 28 63,700 AFFILIATED MANAGERS GROUP INC COM COMMON STK USD0.01 STOCK 008252108 11,771,632.00 11,772 149,008 SH Sole 11, 19, 28 149,008 AFFIRMATIVE INSURANCE HLDGS INC COM STK COMMON USD0.01 STOCK 008272106 3,290.00 3 700 SH Sole 33 700 AGA MEDICAL HLDGS INC COMMON NPV STOCK 008368102 136,500.00 137 8,400 SH Sole 28 8,400 AGRIUM INC COM COMMON NPV STOCK 008916108 3,313,394.56 3,313 46,912 SH Sole 23, 43 46,912 AIR METHODS CORP COM STK COMMON USD0.06 STOCK 009128307 258,400.00 258 7,600 SH Sole 28 7,600 AIR PRODUCTS & CHEMICALS INC COM STK COMMON USD1 STOCK 009158106 7,872,421.20 7,872 106,456 SH Sole 28, 34 106,456 AIRGAS INC COM STK COMMON USD0.01 STOCK 009363102 2,245,786.00 2,246 35,300 SH Sole 28 35,300 AKORN COM STK COMMON NPV STOCK 009728106 62,730.00 63 41,000 SH Sole 28 41,000 ALAMO GROUP INC COM STK COMMON USD0.10 STOCK 011311107 101,729.11 102 5,089 SH Sole 28, 33 5,089 ALASKA AIR GROUP INC COM STK COMMON USD1 STOCK 011659109 4,411,115.24 4,411 106,988 SH Sole 8, 28, 33 106,988 ALBANY INTERNATIONAL CORP CLASS'A'COM COMMON STK USD0.001 STOCK 012348108 468,643.51 469 21,767 SH Sole 28, 33 21,767 ALBANY MOLECULAR RESEARCH COM STK COMMON USD0.01 STOCK 012423109 150,174.75 150 17,985 SH Sole 28 17,985 ALBEMARLE CORP COM STK COMMON USD0.01 STOCK 012653101 7,809,816.00 7,810 183,200 SH Sole 28 183,200 ALBERTO-CULVER COMPANY (NEW) COM STK COMMON USD0.01 STOCK 013078100 7,670,579.50 7,671 293,330 SH Sole 5, 11, 28 293,330 ALCOA INC COM STK COMMON 19, 28, USD1 STOCK 013817101 7,918,864.00 7,919 556,100 SH Sole 34, 36 556,100 ALDILA INC COM COMMON NEW STOCK 014384200 1,092.00 1 200 SH Sole 33 200 ALEXANDER & BALDWIN INC COM STK COMMON NPV STOCK 014482103 2,865,468.05 2,865 86,701 SH Sole 28, 33 86,701 ALEXION PHARMACEUTICAL INC COM NPV COMMON USD0.001 STOCK 015351109 9,146,882.58 9,147 168,234 SH Sole 11, 23, 47 168,234 ALICO INC COM STK COMMON USD1 STOCK 016230104 63,125.00 63 2,500 SH Sole 28 2,500 ALIGN TECHNOLOGY INC COM STK COMMON USD0.0001 STOCK 016255101 825,663.28 826 42,692 SH Sole 28 42,692 ALLEGHANY CORP COM STK COMMON USD1 STOCK 017175100 29,661.60 30 102 SH Sole 33 102 ALLEGHENY ENERGY INC COM STK COMMON USD1.25 STOCK 017361106 4,867,812.00 4,868 211,644 SH Sole 28, 37, 43 211,644 ALLERGAN INC COM STK COMMON 11, 28, USD0.01 STOCK 018490102 19,514,872.56 19,515 298,758 SH Sole 38, 39, 47 298,758 ALLETE COM COMMON NPV STOCK 018522300 708,436.80 708 21,160 SH Sole 28 21,160 ALLIANCE DATA SYSTEM COM STK COMMON 11, 28, USD0.01 STOCK 018581108 34,946,346.78 34,946 546,122 SH Sole 30, 31, 39 546,122 ALLIANCE HEALTHCARE SERVICES INC COM COMMON STK USD0.01 STOCK 018606202 99,474.00 99 17,700 SH Sole 28 17,700 ALLIANCE ONE INTERNATIONAL INC COMMON COM STOCK 018772103 371,956.84 372 73,076 SH Sole 28, 33 73,076 ALLIANT ENERGY CORP COM STK COMMON USD5 STOCK 018802108 7,500,130.00 7,500 225,500 SH Sole 28 225,500 ALLIANT TECHSYSTEMS INC COM STK COMMON 25, 28, USD0.01 STOCK 018804104 10,077,135.00 10,077 123,950 SH Sole 35, 39 123,950 ALLIED DEFENSE GROUP INC CP COM COMMON USD0.10 STOCK 019118108 2,884.00 3 400 SH Sole 33 400 ALLIANCE FINANCIAL CORP COM STK COMMON USD1 STOCK 019205103 120,868.00 121 4,100 SH Sole 8, 28 4,100 ALLIED NEVADA GOLD CORP COM STK COMMON USD0.001 STOCK 019344100 646,230.00 646 39,000 SH Sole 28 39,000 ALLIS-CHALMERS ENERGY INC COM STOCK COMMON USD0.15 STOCK 019645506 151,512.00 152 42,800 SH Sole 28, 33 42,800 ALLOS THERAPEUTICS COM STK COMMON USD0.001 STOCK 019777101 416,823.00 417 56,100 SH Sole 28 56,100 ALLOY INC COM STK COMMON USD0.01 STOCK 019855303 11,332.40 11 1,382 SH Sole 33 1,382 ALLSTATE CORP COM STK COMMON 23, 28, USD0.01 STOCK 020002101 11,175,608.97 11,176 345,887 SH Sole 31, 32 345,887 ALMOST FAMILY INC COM STK COMMON USD0.10 STOCK 020409108 244,985.00 245 6,500 SH Sole 28 6,500 ALON USA ENERGY INC COM STK COMMON USD0.01 STOCK 020520102 54,375.00 54 7,500 SH Sole 28, 33 7,500 ALTERA CORP COM STK COMMON 11, 23, USD0.001 STOCK 021441100 19,329,658.92 19,330 795,132 SH Sole 28, 39 795,132 AMAZON COM INC COM STK COMMON 11, 28, 34, USD0.01 STOCK 023135106 38,701,780.74 38,702 285,138 SH Sole 38, 39, 47 285,138 AMBAC FINANCIAL GROUP INC COM STK COMMON USD0.01 STOCK 023139108 111,638.40 112 200,500 SH Sole 28 200,500 AMBASSADORS GROUP INC COM STK COMMON USD0.01 STOCK 023177108 651,253.85 651 58,937 SH Sole 26, 28 58,937 AMEDISYS INC COM STK COMMON USD0.001 STOCK 023436108 1,661,845.90 1,662 30,095 SH Sole 28, 30 30,095 AMERCO COM COMMON USD0.25 STOCK 023586100 418,250.16 418 7,704 SH Sole 28, 33 7,704 AMEREN CORP COM STK COMMON USD0.01 STOCK 023608102 2,762,158.88 2,762 105,911 SH Sole 28, 32 105,911
AMERICAN APPAREL INC COM STK COMMON USD0.0001 STOCK 023850100 77,265.00 77 25,500 SH Sole 28 25,500 AMERICAN AXLE & MANUFACTURING HLDGS COM COMMON STK STOCK 024061103 400,647.10 401 40,145 SH Sole 28 40,145 AMERICAN COMMERCIAL LINES INC COM COMMON STK USD0.01 STOCK 025195405 165,032.50 165 6,575 SH Sole 28 6,575 AMERICAN DAIRY INC COM STK COMMON USD0.001 STOCK 025334103 134,050.00 134 7,000 SH Sole 28 7,000 AMERICAN DENTAL PARTNERS COM STK COMMON USD0.01 STOCK 025353103 208,800.00 209 16,000 SH Sole 8, 28, 33 16,000 AMERICAN ELECTRIC POWER CO INC COM COMMON 19, 23, STK USD6.50 STOCK 025537101 9,578,979.18 9,579 280,251 SH Sole 28, 34 280,251 AMERICAN EQUITY INVT LIFE HLDG CO COM STK COMMON 8, 28, USD1 STOCK 025676206 1,563,973.80 1,564 146,852 SH Sole 30, 33 146,852 AMERICAN EXPRESS CO COMMON 11, 28, COM USD0.20 STOCK 025816109 43,338,720.06 43,339 1,050,381 SH Sole 32, 38, 39 1,050,381 AMERICAN FINANCIAL GROUP INC OHIO COMMON COM STK USD1 STOCK 025932104 4,581,872.50 4,582 161,050 SH Sole 28, 33 161,050 AMERICAN GREETINGS CORP COM STK COMMON CLASS'A'USD1 STOCK 026375105 3,115,871.76 3,116 149,514 SH Sole 8, 28, 30 149,514 AMERICAN INTERNATIONAL GROUP INC COM COMMON STK USD2.50 STOCK 026874784 2,064,718.92 2,065 60,478 SH Sole 28 60,478 AMERICAN ITALIAN PASTA CLASS'A' COMMON USD0.001 STOCK 027070101 967,863.00 968 24,900 SH Sole 8, 28 24,900 AMERICAN NATIONAL BANKSHARES COM COMMON STK USD1 STOCK 027745108 88,660.00 89 4,400 SH Sole 28 4,400 AMERICAN NATIONAL INSURANCE CO COM COMMON STK USD1 STOCK 028591105 56,770.00 57 500 SH Sole 33 500 AMERICAN ORIENTAL BIOENGINEERING COMMON COM STK USD0.001 STOCK 028731107 186,456.00 186 45,700 SH Sole 28 45,700 AMERICAN PACIFIC CORP COM STK COMMON USD0.10 STOCK 028740108 4,092.00 4 600 SH Sole 33 600 AMERICAN PHYSICIANS SERV.GROUP INC COMMON COM STK USD0.10 STOCK 028882108 105,000.00 105 4,200 SH Sole 28 4,200 AMERICAN PHYSICIANS CAPITAL COM STK COMMON USD0.001 STOCK 028884104 406,787.40 407 12,732 SH Sole 8, 28 12,732 AMERICAN REALTY INVESTORS INC COM STK COMMON USD0.01 STOCK 029174109 15,050.00 15 1,400 SH Sole 28 1,400 AMERICAN REPROGRAPHICS CO COM COMMON USD0.001 STOCK 029263100 249,366.00 249 27,800 SH Sole 28 27,800 AMERICAN SCIENCE & ENGINEERING INC COMMON COM STK USD0.66 STOCK 029429107 511,703.60 512 6,830 SH Sole 28 6,830 AMERICAN SOFTWARE INC CLASS'A' COM COMMON STK USD0.10 STOCK 029683109 94,122.00 94 16,200 SH Sole 28 16,200 AMERICAN STATES WATER CO COM STK COMMON USD2.5 STOCK 029899101 1,011,366.20 1,011 29,146 SH Sole 8, 11, 28 29,146 AMERICAN TOWER CORP CLASS'A' COM COMMON 11, 23, USD0.01 STOCK 029912201 20,290,413.29 20,290 476,189 SH Sole 28, 38, 39 476,189 AMERICAN SUPERCONDUCTOR CORP COM STK COMMON USD0.01 STOCK 030111108 940,290.40 940 32,536 SH Sole 28 32,536 AMERICAN VANGUARD CORP COM STK COMMON USD0.10 STOCK 030371108 114,368.95 114 14,033 SH Sole 28 14,033 AMERICAN WOODMARK CORP COM STK COMMON NPV STOCK 030506109 171,310.65 171 8,835 SH Sole 28, 33 8,835 AMERON INTERNATIONAL CORP(DEL) COM COMMON STK USD2.50 STOCK 030710107 672,923.00 673 10,700 SH Sole 8, 28, 33 10,700 AMES NATL CORP COM COMMON STK STOCK 031001100 96,240.00 96 4,800 SH Sole 28 4,800 AMETEK INC COM STK COMMON USD0.01 STOCK 031100100 16,998,600.00 16,999 410,000 SH Sole 11, 28, 37 410,000 AMGEN INC COM STK COMMON 11, 28, 34, USD0.0001 STOCK 031162100 44,676,097.92 44,676 747,592 SH Sole 37, 39, 47 747,592 AMKOR TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 031652100 701,344.00 701 99,200 SH Sole 8, 28 99,200 AMPAL-AMERICAN ISRAEL CORP CLASS'A'COM STK COMMON USD1 STOCK 032015109 36,418.00 36 13,100 SH Sole 28 13,100 AMPCO-PITTSBURGH CORP COM STK COMMON USD1 STOCK 032037103 206,006.00 206 8,300 SH Sole 8, 28 8,300 AMPHENOL CORP CLASS'A'COM STK COMMON USD0.001 STOCK 032095101 7,100,577.00 7,101 168,300 SH Sole 11, 28 168,300 AMREP CORP COM STK COMMON USD0.10 STOCK 032159105 14,530.00 15 1,000 SH Sole 28 1,000 AMTECH SYSTEMS INC COM STK COMMON USD0.01 STOCK 032332504 9,232.35 9 915 SH Sole 33 915 AMTRUST FINANCIAL SERVICE COM STK COMMON USD0.01 STOCK 032359309 348,750.00 349 25,000 SH Sole 8, 28 25,000 ANADARKO PETROLEUM CORP COM STK COMMON 28, 31, USD0.10 STOCK 032511107 21,602,324.79 21,602 296,613 SH Sole 32, 34, 38 296,613 ANADIGICS INC COM STK COMMON USD0.01 STOCK 032515108 242,514.00 243 49,900 SH Sole 28, 33 49,900 ANALOG DEVICES INC COM STK USD0.16 COMMON 11, 23, 2/3 STOCK 032654105 11,149,334.02 11,149 386,861 SH Sole 28, 34, 39 386,861 ANALOGIC CORP COM STK COMMON USD0.05 STOCK 032657207 443,708.32 444 10,384 SH Sole 28, 33 10,384 ANAREN INC COM STK COMMON USD0.01 STOCK 032744104 128,060.32 128 8,993 SH Sole 28 8,993 ANCESTRY.COM INC COMMON USD0.01 STOCK 032803108 125,430.00 125 7,400 SH Sole 8, 28 7,400 ANDERSONS INC COM STK COMMON NPV STOCK 034164103 864,788.40 865 25,830 SH Sole 8, 28, 33 25,830 ANIKA THERAPEUTICS INC COM STK COMMON USD0.01 STOCK 035255108 7,843.00 8 1,100 SH Sole 33 1,100 ANIXTER INTERNATIONAL INC COM STK COMMON USD1 STOCK 035290105 11,445,220.75 11,445 244,295 SH Sole 11, 28 244,295 ANNTAYLOR STORES CORP COM STK COMMON USD0.0068 STOCK 036115103 3,407,406.30 3,407 164,609 SH Sole 28 164,609 AON CORP COM STK COMMON 23, 28, USD1 STOCK 037389103 13,338,418.42 13,338 312,302 SH Sole 32, 43 312,302 APACHE CORP COM STK COMMON 23, 28, 31, USD1.25 STOCK 037411105 52,559,846.50 52,560 517,831 SH Sole 37, 39, 47 517,831 APOGEE ENTERPRISES INC COM STK USD0.33 COMMON 1/3 STOCK 037598109 473,509.50 474 29,950 SH Sole 8, 28, 33 29,950 APOLLO GROUP INC CLASS'A'COM STK COMMON 28, 34, NPV STOCK 037604105 5,418,832.77 5,419 88,413 SH Sole 37, 47 88,413 APPLE INC COM STK COMMON 11, 28, 34, NPV STOCK 037833100 141,982,999.59 141,983 604,363 SH Sole 38, 39, 47 604,363 APPLIED MATERIALS INC COM STK COMMON 23, 28, USD0.01 STOCK 038222105 17,215,698.92 17,216 1,277,129 SH Sole 37, 39 1,277,129 APPLIED SIGNAL TECHNOLOGIES COM STK COMMON NPV STOCK 038237103 215,380.00 215 11,000 SH Sole 28 11,000 APTARGROUP INC COM STK COMMON USD0.01 STOCK 038336103 6,504,555.00 6,505 165,300 SH Sole 11, 19, 28 165,300 ARCH COAL INC COM STK COMMON USD0.01 STOCK 039380100 7,526,652.90 7,527 329,394 SH Sole 28 329,394 ARCHER DANIELS MIDLAND CO COM STK COMMON 19, 28, 32, NPV STOCK 039483102 17,610,879.70 17,611 609,373 SH Sole 34, 37, 39 609,373 ARCSIGHT INC COMMON NPV STOCK 039666102 1,045,209.50 1,045 37,130 SH Sole 28, 47 37,130 ARCTIC CAT INC COM STK COMMON USD0.01 STOCK 039670104 13,020.00 13 1,200 SH Sole 33 1,200 ARDEN GROUP INC CLASS'A'COM STK COMMON USD0.25 STOCK 039762109 70,995.04 71 668 SH Sole 28 668 ARENA PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 040047102 228,160.00 228 73,600 SH Sole 28 73,600 ARENA RESOURCES INC COM COMMON USD0.001 STOCK 040049108 2,346,350.00 2,346 70,250 SH Sole 11, 28, 47 70,250 ARGON ST INC COM STK COMMON NPV STOCK 040149106 546,569.40 547 20,540 SH Sole 11, 28, 33 20,540 ARKANSAS BEST CORP COM STK COMMON USD0.01 STOCK 040790107 819,459.00 819 27,425 SH Sole 8, 28, 33 27,425
ARROW ELECTRONICS INC COM STK COMMON 28, 32, USD1 STOCK 042735100 10,490,000.54 10,490 348,158 SH Sole 33, 34, 37 348,158 ARROW FINANCIAL CORP COM STK COMMON USD1 STOCK 042744102 185,809.90 186 6,910 SH Sole 28 6,910 ARTESIAN RESOURCES CORP CLASS'A'COM COMMON STK USD1 STOCK 043113208 79,470.00 79 4,500 SH Sole 28 4,500 ARUBA NETWORKS INC COM STK COMMON USD0.0001 STOCK 043176106 1,331,713.40 1,332 97,490 SH Sole 28, 47 97,490 ARVINMERITOR INC COM STK COMMON USD0.01 STOCK 043353101 1,449,596.40 1,450 108,584 SH Sole 28, 30 108,584 ARYX THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 043387109 15,747.00 16 18,100 SH Sole 28 18,100 ASBURY AUTOMOTIVE GROUP INC COM STK COMMON USD0.01 STOCK 043436104 1,536,283.00 1,536 115,510 SH Sole 8, 25, 28 115,510 ASCENT MEDIA CORPORATION COMMON SER'A'USD0.01 STOCK 043632108 286,125.00 286 10,500 SH Sole 28 10,500 ASCENT SOLAR TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 043635101 43,890.00 44 11,400 SH Sole 28 11,400 ASHLAND INC COM STK COMMON 19, 28, USD1 STOCK 044209104 8,949,792.00 8,950 169,600 SH Sole 32, 33 169,600 ASPEN TECHNOLOGY INC COM STK COMMON USD0.10 STOCK 045327103 260,350.00 260 25,400 SH Sole 8 25,400 ASSOCIATED BANC-CORP COM STK COMMON USD0.10 STOCK 045487105 4,753,216.80 4,753 344,436 SH Sole 28, 33 344,436 ASTA FUNDING INC COM STK COMMON USD0.01 STOCK 046220109 8,448.00 8 1,200 SH Sole 33 1,200 ASTEC INDUSTRIES INC COM STK COMMON USD0.20 STOCK 046224101 680,820.64 681 23,509 SH Sole 11, 28, 33 23,509 ASTORIA FINANCIAL CORP COM STK COMMON USD0.01 STOCK 046265104 3,375,165.00 3,375 232,770 SH Sole 28, 33 232,770 ASTRONICS CORP COM STK COMMON USD0.01 STOCK 046433108 70,632.00 71 7,200 SH Sole 28 7,200 ATLANTIC COAST FEDERAL CORP COM STK COMMON USD0.01 STOCK 048425102 3,120.00 3 1,200 SH Sole 33 1,200 ATLANTIC TELE NETWORK INC COM STK COMMON USD0.01 STOCK 049079205 341,468.00 341 7,600 SH Sole 8, 28 7,600 ATLAS AIR WORLDWIDE HOLDINGS INC COM COMMON 8, 23, STK USD0.01 STOCK 049164205 2,796,583.80 2,797 52,716 SH Sole 28, 33, 47 52,716 ATLAS ENERGY INC COM STK COMMON USD0.01 STOCK 049298102 2,818,787.36 2,819 90,578 SH Sole 26, 28 90,578 ATMEL CORP COM STK COMMON USD0.001 STOCK 049513104 5,569,417.20 5,569 1,107,240 SH Sole 28, 30 1,107,240 ATMOS ENERGY CORP COM STK COMMON NPV STOCK 049560105 12,390,809.00 12,391 433,700 SH Sole 28, 39 433,700 ATRION CORP COM STK COMMON USD0.1 STOCK 049904105 157,344.00 157 1,100 SH Sole 28 1,100 ATWOOD OCEANICS INC COM STK COMMON USD1 STOCK 050095108 5,489,651.49 5,490 158,523 SH Sole 23, 28 158,523 AUBURN NATL BANCORP COM STK COMMON USD0.01 STOCK 050473107 41,300.00 41 2,000 SH Sole 28 2,000 AUDIOVOX CORP CLASS'A'COM STK COMMON USD0.01 STOCK 050757103 108,826.64 109 13,988 SH Sole 28, 33 13,988 AUTHENTEC INC COM STK COMMON USS0 STOCK 052660107 215.00 0 100 SH Sole 33 100 AUTODESK INC COM STK COMMON NPV STOCK 052769106 4,671,925.42 4,672 158,801 SH Sole 28, 43 158,801 AUTOLIV INC COM STK COMMON USD1 STOCK 052800109 4,391,695.78 4,392 85,226 SH Sole 23, 32, 34 85,226 AUTOMATIC DATA PROCESSING INC COM STK COMMON USD0.10 STOCK 053015103 11,164,460.32 11,164 251,056 SH Sole 23, 28 251,056 AUTOZONE INC COM STK COMMON USD0.01 STOCK 053332102 2,302,097.00 2,302 13,300 SH Sole 19, 28 13,300 AVATAR HLDGS INC COM STK COMMON USD1 STOCK 053494100 117,222.08 117 5,392 SH Sole 28, 33 5,392 AVERY DENNISON CORP COM STK COMMON USD1 STOCK 053611109 1,684,654.29 1,685 46,269 SH Sole 23, 28 46,269 AVIS BUDGET GROUP INC COM STK COMMON USD0.01 STOCK 053774105 901,600.00 902 78,400 SH Sole 28, 33 78,400 AVNET INC COM STK COMMON 28, 32, 34, USD1 STOCK 053807103 17,793,600.00 17,794 593,120 SH Sole 37, 39, 43 593,120 AVON PRODUCTS INC COM STK COMMON USD0.25 STOCK 054303102 14,414,530.08 14,415 425,584 SH Sole 11, 28, 38 425,584 BB&T CORP COM STK COMMON USD5 STOCK 054937107 9,448,195.39 9,448 291,701 SH Sole 28, 34 291,701 BJ SERVICES COM STK COMMON USD0.10 STOCK 055482103 2,754,158.60 2,754 128,699 SH Sole 23, 28 128,699 BPW ACQUISITION COMMON USD0.0001 STOCK 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40,144 SH Sole 28 40,144 BALLANTYNE STRONG COMMON INC STOCK 058516105 4,455.00 4 825 SH Sole 33 825 BANK RHODE ISLAND COM STK COMMON USD0.01 STOCK 059690107 60,170.00 60 2,200 SH Sole 28 2,200 BANCORPSOUTH INC COM COMMON USD2.50 STOCK 059692103 3,089,504.00 3,090 147,400 SH Sole 28 147,400 BANK OF AMERICA 11, CORP COM 19, 23, 28, STK COMMON 32, 34, 36, USD0.01 STOCK 060505104 127,788,774.75 127,789 7,159,035 SH Sole 37, 38, 39 7,159,035 BANK OF HAWAII CORP COM STK COMMON USD2 STOCK 062540109 4,468,030.00 4,468 99,400 SH Sole 11, 28 99,400 BANK KENTUCKY FINANCIAL CORP COM STK COMMON USD0.01 STOCK 062896105 55,832.00 56 2,800 SH Sole 28 2,800 BANK OF MARIN BANCORP COM STK COMMON NPV STOCK 063425102 135,628.00 136 4,100 SH Sole 28 4,100 BANK MUTUAL CORP COM COMMON USD0.01 STOCK 063750103 234,390.00 234 36,060 SH Sole 28, 33 36,060 BANK OF THE OZARKS COM STK COMMON USD0.01 STOCK 063904106 6,011,015.04 6,011 170,816 SH Sole 8, 28, 39 170,816 BANK OF NEW YORK 11, 23, MELLON CORP COM COMMON 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BARRETT BUSINESS SERVICES COM STK COMMON USD0.01 STOCK 068463108 78,648.00 79 5,800 SH Sole 28, 33 5,800 BARRY(R.G.)CORP COM STK COMMON USD1 STOCK 068798107 4,080.00 4 400 SH Sole 33 400 BASSETT FURNITURE INDUSTRIES INC COMMON COM STK USD5 STOCK 070203104 5,640.00 6 1,000 SH Sole 33 1,000 BAXTER INTERNATIONAL INC COM STK COMMON 11, 28, 31, USD1 STOCK 071813109 63,695,767.80 63,696 1,094,429 SH Sole 34, 39, 47 1,094,429 BE AEROSPACE INC COM STK COMMON 23, 28, USD0.01 STOCK 073302101 14,508,115.65 14,508 476,457 SH Sole 30, 39, 47 476,457 BEACON ROOFING SUPPLY INC COM STK USD0.01 COMMON CLS'A' STOCK 073685109 5,375,147.40 5,375 280,980 SH Sole 28, 39 280,980 BEBE STORES INC COM STK COMMON USD0.001 STOCK 075571109 168,210.00 168 18,900 SH Sole 28, 33 18,900 BECKMAN COULTER INC COM STK COMMON USD0.10 STOCK 075811109 11,708,997.20 11,709 186,449 SH Sole 23, 28 186,449 BECTON DICKINSON & CO COM STK COMMON USD1 STOCK 075887109 18,394,634.66 18,395 233,642 SH Sole 11, 28, 34 233,642 BED BATH 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COM COMMON STK STOCK 109473405 352,855.80 353 46,860 SH Sole 8, 28 46,860 BRINKER INTERNATIONAL COM STK COMMON USD0.10 STOCK 109641100 4,030,869.60 4,031 209,070 SH Sole 28 209,070 BRINK'S COMPANY BRINKS GROUP COM COMMON USD1 STOCK 109696104 2,805,497.40 2,805 99,380 SH Sole 19, 28 99,380 BRINK'S HOME SECURITY HOLDINGS INC COMMON NPV STOCK 109699108 3,905,239.00 3,905 91,780 SH Sole 28 91,780 BRISTOL-MYERS SQUIBB CO COM STK COMMON 23, 28, USD0.10 STOCK 110122108 36,030,929.10 36,031 1,349,473 SH Sole 34, 36, 39 1,349,473 BRISTOW GROUP INC COM STK COMMON USD0.01 STOCK 110394103 1,060,552.57 1,061 28,109 SH Sole 28, 33 28,109 BROADCOM CORP CLASS'A'COM STK COMMON 28, 34, USD0.0001 STOCK 111320107 10,655,425.20 10,655 321,140 SH Sole 38, 47 321,140 BROCADE COMM COMMON USD0.001 STOCK 111621306 1,638,798.55 1,639 287,005 SH Sole 39, 43 287,005 BRONCO DRILLING CO INC COM STK COMMON USD0.01 STOCK 112211107 99,640.00 100 21,200 SH Sole 28, 33 21,200 BROOKDALE SENIOR LIVING INC COM STK COMMON USD0.01 STOCK 112463104 62,490.00 62 3,000 SH Sole 33 3,000 BROOKFIELD HOMES CORP COM STK COMMON USD0.01 STOCK 112723101 117,526.78 118 13,447 SH Sole 8, 28, 33 13,447 BROOKFIELD PROPERTIES CORP COM COMMON NPV STOCK 112900105 7,452,119.04 7,452 485,164 SH Sole 36 485,164 BROOKLYN FEDERAL BANCORP INC COM COMMON STK USD0.01 STOCK 114039100 26,880.00 27 3,200 SH Sole 28 3,200 BROOKS AUTOMATION COMMON INC STOCK 114340102 421,401.96 421 47,778 SH Sole 28 47,778 BROWN & BROWN INC COM STK COMMON USD0.10 STOCK 115236101 4,233,062.40 4,233 236,220 SH Sole 28 236,220 BROWN-FORMAN CORP COM STK COMMON CLASS'B'USD0.15 STOCK 115637209 2,629,830.20 2,630 44,236 SH Sole 28 44,236
BROWN SHOE CO INC COM STK COMMON USD3.75 STOCK 115736100 674,215.92 674 43,554 SH Sole 8, 28, 33 43,554 BRUKER CORP COM STK COMMON USD0.01 STOCK 116794108 861,903.45 862 58,833 SH Sole 28, 47 58,833 BRUNSWICK CORP COM STK COMMON USD0.75 STOCK 117043109 1,036,453.00 1,036 64,900 SH Sole 28 64,900 BRUSH ENGINEERED MATERIALS INC COM STK COMMON USD1 STOCK 117421107 350,647.52 351 15,536 SH Sole 28, 33 15,536 BRYN MAWR BANK CORP COM STK COMMON USD1 STOCK 117665109 90,750.00 91 5,000 SH Sole 28 5,000 BUCKEYE TECHNOLOGIES INC COM STK COMMON 8, 28, USD0.01 STOCK 118255108 1,602,169.20 1,602 122,490 SH Sole 30, 33 122,490 BUCKLE COM STK COMMON USD0.05 STOCK 118440106 689,654.36 690 18,761 SH Sole 28 18,761 BUCYRUS INTERNATIONAL INC COM STK COMMON 5, 11, USD0.01 STOCK 118759109 20,235,833.50 20,236 306,650 SH Sole 23, 28, 32 306,650 BUFFALO WILD WINGS INC COM STK COMMON NPV STOCK 119848109 1,045,430.30 1,045 21,730 SH Sole 28, 47 21,730 BUILD A BEAR WORKSHOP INC COM STK COMMON USD0.01 STOCK 120076104 101,816.00 102 14,300 SH Sole 28, 33 14,300 BURGER KING HOLDINGS COM STK COMMON USD0.01 STOCK 121208201 3,941,306.36 3,941 185,386 SH Sole 28 185,386 CBIZ INC COM STK COMMON USD0.01 STOCK 124805102 213,150.51 213 32,443 SH Sole 28 32,443 CBS CORP CLASS'B' COM STK COMMON USD0.001 STOCK 124857202 6,171,377.40 6,171 442,710 SH Sole 28, 34, 40 442,710 CCA INDUSTRIES COM STK COMMON USD0.01 STOCK 124867102 2,320.00 2 400 SH Sole 33 400 CDI CORP COM STK COMMON USD0.10 STOCK 125071100 152,771.86 153 10,421 SH Sole 28, 33 10,421 CEC ENTERTAINMENT COM STK COMMON 8, 23, USD0.10 STOCK 125137109 4,249,244.22 4,249 111,558 SH Sole 28, 30 111,558 CF INDUSTRIES HOLDINGS INC COM STK COMMON 23, 28, USD0.01 STOCK 125269100 5,585,686.80 5,586 61,260 SH Sole 34, 35 61,260 CIGNA CORP COM STK COMMON 19, 23, USD0.25 STOCK 125509109 5,729,123.02 5,729 156,619 SH Sole 28, 37, 43 156,619 CMS ENERGY CORP COM STK COMMON 19, 25, USD0.01 STOCK 125896100 8,268,085.30 8,268 534,805 SH Sole 28, 35, 39 534,805 CPI CORP COM STK COMMON USD0.40 STOCK 125902106 49,896.00 50 3,600 SH Sole 28 3,600 CSS INDUSTRIES INC COM STK COMMON USD0.10 STOCK 125906107 134,770.50 135 6,705 SH Sole 28, 33 6,705 CNB FINANCIAL CORP(PA) COM STK COMMON USD1 STOCK 126128107 95,728.00 96 6,200 SH Sole 28 6,200 CSG SYSTEMS INTL INC COM STK COMMON USD0.01 STOCK 126349109 1,529,409.28 1,529 72,968 SH Sole 8, 28, 30 72,968 CSX CORP COM STK COMMON USD1 STOCK 126408103 9,921,784.30 9,922 194,927 SH Sole 28, 43 194,927 CTS CORP COM STK COMMON NPV STOCK 126501105 338,526.54 339 35,937 SH Sole 8, 28 35,937 CVB FINANCIAL COMMON NPV STOCK 126600105 1,380,667.20 1,381 139,040 SH Sole 8, 28 139,040 CVS CAREMARK CORP 11, COM STK COMMON 19, 23, 28, USD0.01 STOCK 126650100 71,850,673.36 71,851 1,965,281 SH Sole 34, 36, 39 1,965,281 CABELAS INC COM STK COMMON USD0.01 STOCK 126804301 1,007,511.45 1,008 57,605 SH Sole 8, 28, 33 57,605 CABOT CORP COM STK COMMON 19, 28, USD1 STOCK 127055101 4,499,200.00 4,499 148,000 SH Sole 32, 33 148,000 CABOT OIL & GAS CO COM COMMON USD0.10 STOCK 127097103 4,198,880.00 4,199 114,100 SH Sole 11, 28 114,100 CACHE INC COM STK COMMON USD0.01 STOCK 127150308 6,061.00 6 1,100 SH Sole 33 1,100 CACI INTL INC CLASS A COMMON COM STOCK 127190304 1,692,603.65 1,693 34,649 SH Sole 28, 30, 33 34,649 CADENCE DESIGN SYSTEMS INC COM STK COMMON USD0.01 STOCK 127387108 5,362,765.20 5,363 805,220 SH Sole 23, 28 805,220 CADIZ INC COMMON NEW STOCK 127537207 105,991.00 106 8,300 SH Sole 28 8,300 CAL MAINE FOODS INC COM STK COMMON USD0.01 STOCK 128030202 325,344.00 325 9,600 SH Sole 28 9,600 CALAVO GROWERS INC COM STK COMMON USD0.001 STOCK 128246105 133,152.00 133 7,300 SH Sole 28 7,300 CALGON CARBON CORP COM STK COMMON USD0.01 STOCK 129603106 716,437.76 716 41,848 SH Sole 28 41,848 CALIFORNIA FIRST NATIONAL BANCORP COMMON COM STK USD0.01 STOCK 130222102 18,690.00 19 1,400 SH Sole 28 1,400 CALIFORNIA WATER SERVICE GROUP COM STK COMMON NPV STOCK 130788102 688,150.17 688 18,297 SH Sole 8, 28 18,297 CALLAWAY GOLF CO COM STK COMMON USD0.01 STOCK 131193104 452,192.58 452 51,269 SH Sole 28, 33 51,269 CALPINE CORP COM STK USD0.001 COMMON WI STOCK 131347304 97,498.00 97 8,200 SH Sole 32 8,200 CAMBREX CORP COM STK COMMON USD0.10 STOCK 132011107 92,032.20 92 22,724 SH Sole 28, 33 22,724 CAMDEN NATIONAL CORPORATION COM COMMON NPV STOCK 133034108 179,816.00 180 5,600 SH Sole 28 5,600 CAMPBELL SOUP CO CAP STK COMMON 23, 28, USD0.0375 STOCK 134429109 6,723,039.75 6,723 190,185 SH Sole 32, 34 190,185 CANADIAN NATIONAL RAILWAY CO COM COMMON NPV STOCK 136375102 34,517,214.15 34,517 569,685 SH Sole 11, 39 569,685 CANADIAN NATURAL RESOURCES COM COMMON NPV STOCK 136385101 11,557,569.96 11,558 156,099 SH Sole 11, 37 156,099 CANTEL MEDICAL CORP CLASS'B'CNV COMMON USD0.10 STOCK 138098108 422,805.00 423 21,300 SH Sole 8, 28, 33 21,300 CAPE BANCORP INC COMMON USD0.01 STOCK 139209100 70,209.00 70 8,700 SH Sole 28 8,700 CAPELLA EDUCATION CO COM STK COMMON USD1 STOCK 139594105 3,959,626.00 3,960 42,650 SH Sole 5, 11, 28 42,650 CAPITAL CITY BANK GROUP INC COM STK COMMON USD0.01 STOCK 139674105 147,601.50 148 10,358 SH Sole 28, 33 10,358 CAPITAL SENIOR LIVING CORP COM STK COMMON USD0.01 STOCK 140475104 463,569.06 464 88,131 SH Sole 28, 33, 36 88,131 CAPITAL SOUTHWEST CORP COM STK COMMON USD1 STOCK 140501107 415,866.88 416 4,576 SH Sole 26, 28, 33 4,576 CARBO CERAMICS COM STK COMMON USD0.01 STOCK 140781105 7,427,748.66 7,428 119,149 SH Sole 11, 28 119,149 CARDIOVASCULAR SYSTEMS INC COM STK COMMON NPV STOCK 141619106 44,604.00 45 8,400 SH Sole 28 8,400 CAREER EDUCATION CORP COM STK COMMON USD0.01 STOCK 141665109 5,124,540.96 5,125 161,964 SH Sole 28, 30 161,964 CARDIUM THERAPEUTICS INC COM STK COMMON USD0.01 STOCK 141916106 15,417.50 15 35,000 SH Sole 28 35,000 CARIBOU COFFEE CO INC COM STK COMMON USD0.01 STOCK 142042209 45,678.00 46 6,900 SH Sole 28 6,900 CARLISLE COS INC COM STK COMMON USD1 STOCK 142339100 4,773,891.90 4,774 125,299 SH Sole 28, 34 125,299 CARMAX INC COM STK COMMON USD0.50 STOCK 143130102 11,286,416.00 11,286 449,300 SH Sole 28 449,300 CARMIKE CINEMAS INC COM STK COMMON USD0.03 STOCK 143436400 281,561.00 282 20,300 SH Sole 8, 28 20,300 CARNIVAL CORP COM STK USD0.01(PAIRED COMMON STOCK) STOCK 143658300 8,024,209.92 8,024 206,384 SH Sole 28, 34 206,384 CARRIAGE SERVICES INC COM STK COMMON USD0.01 STOCK 143905107 7,206.30 7 1,570 SH Sole 33 1,570 CARPENTER TECHNOLOGY CORP COM STK COMMON USD5 STOCK 144285103 3,273,504.00 3,274 89,440 SH Sole 28 89,440 CARRIZO OIL & GAS INC COM STK COMMON 5, 11, USD0.01 STOCK 144577103 2,361,302.55 2,361 102,889 SH Sole 28, 30, 47 102,889 CARTERS INC COM STK COMMON USD0.01 STOCK 146229109 2,104,650.90 2,105 69,806 SH Sole 8, 28, 30 69,806
CASCADE CORP COM STK COMMON USD0.50 STOCK 147195101 735,869.66 736 22,846 SH Sole 8, 28, 30 22,846 CASCADE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 147272108 1,464.12 1 747 SH Sole 33 747 CASCADE MICROTECH INC COM STK COMMON USD0.01 STOCK 147322101 4,150.00 4 1,000 SH Sole 33 1,000 CASELLA WASTE SYSTEMS COM STK USD0.01 COMMON 'A' STOCK 147448104 4,527.00 5 900 SH Sole 33 900 CASEY'S GENERAL STORES INC COM STK COMMON NPV STOCK 147528103 1,220,832.00 1,221 38,880 SH Sole 23, 28 38,880 CASTLE(A.M.)& CO COM STK COMMON NPV STOCK 148411101 171,348.00 171 13,100 SH Sole 28, 33 13,100 CATERPILLAR INC COM STK COMMON USD1 STOCK 149123101 27,249,371.70 27,249 433,562 SH Sole 28, 34, 39 433,562 CATAHY GENERAL BANCORP COM STK COMMON USD0.01 STOCK 149150104 2,609,273.80 2,609 223,972 SH Sole 8, 28, 33 223,972 CATO CORP CLASS'A'COM STK USD0.03 COMMON 1/3 STOCK 149205106 514,367.04 514 23,991 SH Sole 8, 28 23,991 CAVCO INDUSTRIES INC COM STK COMMON USD0.01 STOCK 149568107 177,528.00 178 5,200 SH Sole 28, 33 5,200 CBEYOND INC COM STK COMMON USD1 STOCK 149847105 247,266.00 247 18,075 SH Sole 28 18,075 CELADON GROUP COM STK COMMON USD0.33 STOCK 150838100 255,102.00 255 18,300 SH Sole 28, 33 18,300 CELANESE CORP COM STK USD0.0001 COMMON CLS'A' STOCK 150870103 2,670,495.10 2,670 83,846 SH Sole 23, 39, 47 83,846 CELL THERAPEUTICS INC COM STK COMMON NPV STOCK 150934503 235,853.34 236 436,200 SH Sole 28 436,200 CELGENE CORP COM STK COMMON USD0.01 STOCK 151020104 12,794,616.08 12,795 206,498 SH Sole 28, 34, 47 206,498 CELLU TISSUE HLDGS INC COMMON USD0.01 STOCK 151169109 118,762.00 119 11,900 SH Sole 8 11,900 CENTER BANCORP INC COM COM STK COMMON NPV STOCK 151408101 69,371.88 69 8,348 SH Sole 28 8,348 CENTRAL GARDEN & PET CO COM STK COMMON USD0.01 STOCK 153527106 20,727.00 21 2,100 SH Sole 33 2,100 CENTRAL GARDEN & PET CO COM STK N/V 'A' COMMON SHS STOCK 153527205 724,665.92 725 79,112 SH Sole 8, 28, 33 79,112 CENTRAL JERSEY BANCORP COM STK COMMON USD0.01 STOCK 153770102 2,219.00 2 700 SH Sole 33 700 CENTRAL PAC FINL CORP COMMON COM STOCK 154760102 16,304.40 16 9,705 SH Sole 28, 33 9,705 CENTRAL VERMONT PUBLIC SERVICE CORP COM STK COMMON USD6 STOCK 155771108 240,023.00 240 11,900 SH Sole 8, 28 11,900 CENTURY ALUMINIUM COM STK COMMON USD0.01 STOCK 156431108 586,176.00 586 42,600 SH Sole 28 42,600 CENTURY BANCORP INC CLASS'A'NON-VTG COMMON COM STK USD1 STOCK 156432106 49,920.00 50 2,600 SH Sole 28 2,600 CENTURYTEL INC COM STK COMMON 23, 28, USD1 STOCK 156700106 11,323,796.40 11,324 319,340 SH Sole 34, 43 319,340 CEPHALON INC COM STK COMMON USD0.01 STOCK 156708109 2,138,797.90 2,139 31,555 SH Sole 28, 34 31,555 CERADYNE INC COM STK COMMON USD0.01 STOCK 156710105 615,806.60 616 27,140 SH Sole 8, 28, 33 27,140 CERNER CORP COM STK COMMON USD0.01 STOCK 156782104 14,530,544.62 14,531 170,827 SH Sole 23, 28 170,827 CEVA INC COM STK COMMON USD0.001 STOCK 157210105 171,402.00 171 14,700 SH Sole 28, 33 14,700 CHARLES RIVER LABORATORIES COM STK COMMON USD0.01 STOCK 159864107 5,479,106.42 5,479 139,382 SH Sole 11, 28 139,382 CHARMING SHOPPES INC COM STK COMMON USD0.10 STOCK 161133103 485,448.60 485 88,910 SH Sole 28, 33 88,910 CHECKPOINT SYSTEMS COM STK COMMON USD0.10 STOCK 162825103 867,280.96 867 39,208 SH Sole 8, 28, 33 39,208 CHEESECAKE FACTORY COM STK COMMON USD0.01 STOCK 163072101 5,203,367.40 5,203 192,290 SH Sole 28, 47 192,290 CHELSEA THERAPEUTICS INTL LTD COMMON USD0.0001 STOCK 163428105 65,675.00 66 18,500 SH Sole 28 18,500 CHEMICAL FINANCIAL CORP COM STK COMMON USD1 STOCK 163731102 534,426.12 534 22,626 SH Sole 8, 28, 33 22,626 CHESAPEAKE ENERGY CORP COM STK COMMON USD0.01 STOCK 165167107 6,412,893.72 6,413 271,273 SH Sole 28 271,273 CHESAPEAKE LODGING TRUST SBI COMMON USD0.01 STOCK 165240102 43,067.64 43 2,212 SH Sole 28 2,212 CHESAPEAKE UTILITIES CORP COM STK COMMON USD0.4867 STOCK 165303108 277,169.80 277 9,301 SH Sole 8, 28 9,301 CHEVRON CORP COM 19, 23, STK COMMON 28, 32, USD0.75 STOCK 166764100 98,295,244.14 98,295 1,296,258 SH Sole 34, 36, 39 1,296,258 CHEVIOT FINANCIAL CORP COM STK COMMON USD0.01 STOCK 166774109 32,270.00 32 3,500 SH Sole 28 3,500 CHICAGO BRIDGE & IRON CO N.V. EUR0.01 COMMON 5, 11, (REG) STOCK 167250109 11,555,265.62 11,555 496,787 SH Sole 23, 43 496,787 CHICOPEE BANCORP INC COM STK COMMON NPV STOCK 168565109 55,880.00 56 4,400 SH Sole 28 4,400 CHICOS FAS INC COM STK COMMON USD0.01 STOCK 168615102 8,830,649.38 8,831 612,389 SH Sole 23, 28, 47 612,389 CHILDRENS PLACE RETAIL STORE INC COMMON COM STK USD0.10 STOCK 168905107 748,930.05 749 16,811 SH Sole 28 16,811 CHINA TRANSINFO TECHNOLOGY CORP COM STK COMMON USD0.001 STOCK 169453107 57,964.00 58 8,600 SH Sole 28 8,600 CHINDEX INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 169467107 109,833.00 110 9,300 SH Sole 28 9,300 CHIPOTLE MEXICAN GRILL COM STK COMMON USD0.01 STOCK 169656105 7,654,799.80 7,655 67,940 SH Sole 28, 47 67,940 CHIQUITA BRANDS INTERNATIONAL INC COM STK COMMON 8, 28, USD0.01 STOCK 170032809 1,532,463.79 1,532 97,423 SH Sole 30, 33 97,423 CHORDIANT SOFTWARE INC COM STK COMMON USD0.001 STOCK 170404305 117,319.80 117 23,140 SH Sole 28 23,140 CHRISTOPHER & BANKS CORP COM STK COMMON USD0.01 STOCK 171046105 231,592.00 232 28,949 SH Sole 28, 33 28,949 CHUBB CORP COM STK COMMON 19, 23, USD1 STOCK 171232101 22,623,036.45 22,623 436,317 SH Sole 28, 32, 36 436,317 CHURCH & DWIGHT COM STK COMMON 11, 23, USD1 STOCK 171340102 18,085,939.95 18,086 270,141 SH Sole 25, 28, 39 270,141 CHURCHILL DOWNS INC COM STK COMMON NPV STOCK 171484108 311,250.00 311 8,300 SH Sole 28, 33 8,300 CIENA CORP COM STK COMMON USD0.01. STOCK 171779309 2,863,596.00 2,864 187,900 SH Sole 28 187,900 CIMAREX ENERGY CO COM STK COMMON 11, 28, USD0.01 STOCK 171798101 16,496,832.84 16,497 277,818 SH Sole 32, 33, 34 277,818 CINCINNATI BELL NC COMMON USD0.01 STOCK 171871106 2,213,700.39 2,214 649,179 SH Sole 8, 28 649,179 CINCINNATI FINANCIAL CORP COM STK COMMON USD2 STOCK 172062101 1,984,823.10 1,985 68,679 SH Sole 28 68,679 CIRRUS LOGIC INC COM STK COMMON NPV STOCK 172755100 1,090,213.38 1,090 129,942 SH Sole 28, 30 129,942 CINTAS CORP COM COMMON NPV STOCK 172908105 3,121,416.98 3,121 111,122 SH Sole 23, 28 111,122 CITIZENS AND NORTHERN CORP COM STK COMMON USD1 STOCK 172922106 84,085.00 84 6,700 SH Sole 28 6,700 CITIGROUP INC COM STK COMMON 11, 19, USD0.01 STOCK 172967101 39,029,655.60 39,030 9,636,952 SH Sole 28, 32, 36 9,636,952 CITIZENS REPUBLIC BANCORP INC COM COMMON STK NPV STOCK 174420109 371,638.64 372 314,948 SH Sole 8, 28 314,948 CITIZENS HLDG CO(MISS) COM STK COMMON USD0.20 STOCK 174715102 69,104.00 69 2,800 SH Sole 28 2,800 CITIZENS INC CLASS 'A' COM COMMON NPV STOCK 174740100 166,531.00 167 24,100 SH Sole 28 24,100 CITRIX SYSTEMS INC COM STK COMMON USD0.001 STOCK 177376100 11,873,291.34 11,873 250,122 SH Sole 11, 23, 28 250,122
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CORN PRODUCTS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 219023108 6,273,806.60 6,274 181,010 SH Sole 25, 28, 33 181,010 CORNELL COMPANIES INC COM STK COMMON USD0.001 STOCK 219141108 151,973.00 152 8,300 SH Sole 28, 33 8,300 CORNING INC COM STK COMMON 11, 28, USD0.50 STOCK 219350105 16,474,080.45 16,474 815,145 SH Sole 37, 47 815,145 CORVEL CORP COM STK COMMON USD0.0001 STOCK 221006109 205,562.50 206 5,750 SH Sole 28 5,750 COST PLUS INC COM STK COMMON USD0.01 STOCK 221485105 1,863.00 2 900 SH Sole 33 900 COURIER CORP COM STK COMMON USD1 STOCK 222660102 124,650.50 125 7,550 SH Sole 28 7,550 COVANCE INC COM STK COMMON USD0.01 STOCK 222816100 11,925,130.28 11,925 194,252 SH Sole 28, 39, 43 194,252 COVENTRY HEALTHCARE INC COM STK COMMON 28, 32, USD0.01 STOCK 222862104 2,703,576.96 2,704 109,368 SH Sole 33, 34 109,368 COWEN GROUP INC NEW USD0.01 COMMON 'A' STOCK 223622101 569,509.20 570 100,620 SH Sole 28, 30, 33 100,620 CRAFT BREWERS ALLIANCE INC COM STK COMMON USD0.005 STOCK 224122101 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DENTSPLY INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 249030107 3,078,126.25 3,078 88,325 SH Sole 28, 39, 47 88,325 DEPOMED INC COM STK COMMON NPV STOCK 249908104 132,415.00 132 37,300 SH Sole 28 37,300 DEVRY INC COM STK COMMON USD0.01 STOCK 251893103 6,989,440.00 6,989 107,200 SH Sole 11, 28 107,200 DEXCOM INC COM STK COMMON USD0.001 STOCK 252131107 349,307.00 349 35,900 SH Sole 28 35,900 DIAMOND FOODS INC COM STK COMMON NPV STOCK 252603105 1,345,784.48 1,346 32,012 SH Sole 28, 47 32,012 DICE HOLDINGS INC COM STK COMMON NPV STOCK 253017107 88,920.00 89 11,700 SH Sole 28 11,700 DICKS SPORTING GOODS INC COM STK COMMON USD0.01 STOCK 253393102 4,650,191.00 4,650 178,100 SH Sole 28 178,100 DIEBOLD INC COM STK COMMON USD1.25 STOCK 253651103 6,164,234.88 6,164 194,088 SH Sole 23, 28 194,088 DIEDRICH COFFEE INC COM COMMON NEW STOCK 253675201 59,160.00 59 1,700 SH Sole 28 1,700 DIGI INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 253798102 217,056.00 217 20,400 SH Sole 28, 33 20,400 DIME 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USD0.001 STOCK 258598101 114,939.00 115 12,900 SH Sole 28 12,900 DOVER CORP COM STK COMMON USD1 STOCK 260003108 6,089,608.25 6,090 130,259 SH Sole 23, 28, 31 130,259 DOVER DOWNS GAMING & ENTERTAINMENT COMMON COM STK USD0.10 STOCK 260095104 40,958.28 41 10,343 SH Sole 28 10,343 DOVER MOTORSPORTSCOM COMMON USD0.10 STOCK 260174107 2,060.00 2 1,000 SH Sole 33 1,000 DOW CHEMICAL CO COM STK COMMON USD2.50 STOCK 260543103 18,283,544.98 18,284 618,314 SH Sole 28, 34 618,314 DRESS BARN INC COM STK COMMON 8, 28, USD0.05 STOCK 261570105 2,377,682.40 2,378 90,890 SH Sole 30, 33 90,890 DRESSER RAND GROUP COM STK COMMON USD0.01 STOCK 261608103 3,296,083.68 3,296 104,904 SH Sole 25, 35 104,904 DRIL QUIP INC COM STK COMMON USD0.01 STOCK 262037104 1,812,788.64 1,813 29,796 SH Sole 5, 28 29,796 DRUGSTORE.COM INC COMMON USD0.0001 STOCK 262241102 235,620.00 236 66,000 SH Sole 28 66,000 DU PONT(E.I.)DE NEMOURS & CO COM COMMON 23, 28, 32, STK USD0.30 STOCK 263534109 23,868,158.72 23,868 640,928 SH Sole 34, 36, 39 640,928 DUCOMMUN INC COM STK COMMON USD0.01 STOCK 264147109 302,544.00 303 14,400 SH Sole 8, 28, 33 14,400 DURECT CORP COM STK COMMON USD0.001 STOCK 266605104 184,814.00 185 61,400 SH Sole 28 61,400 DYCOM INDUSTRIES COM STK COMMON USD0.333 STOCK 267475101 290,251.92 290 33,096 SH Sole 28, 33 33,096 DYNAMIC MATERIALS CORP COM STK COMMON USD0.05 STOCK 267888105 2,175,366.16 2,175 139,268 SH Sole 28, 39 139,268 DYNAMICS RESEARCH CORP COM STK COMMON USD0.10 STOCK 268057106 169,050.00 169 15,000 SH Sole 8, 28, 33 15,000 EMC CORP COM STK COMMON 11, 28, USD0.01 STOCK 268648102 46,242,527.32 46,243 2,563,333 SH Sole 34, 38, 39 2,563,333 EMC INSURANCE GROUP INC COM STK COMMON USD1 STOCK 268664109 84,900.40 85 3,770 SH Sole 28 3,770 EAGLE BANCORP INC MD COMMON COM STOCK 268948106 98,355.00 98 8,300 SH Sole 28 8,300 E TRADE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 269246104 3,710,006.85 3,710 2,248,489 SH Sole 28, 30, 33 2,248,489 EXCO RESOURCES INC COM STK COMMON USD0.001 STOCK 269279402 757,256.00 757 41,200 SH Sole 8 41,200 EARTHLINK INC COM STK COMMON USD0.01 STOCK 270321102 1,553,528.48 1,554 181,912 SH Sole 8, 28, 30 181,912 EASTERN CO COM STK COMMON NPV STOCK 276317104 67,700.00 68 5,000 SH Sole 28 5,000 EASTERN INSURANCE HOLDINGS I COM COMMON STK NPV STOCK 276534104 81,120.00 81 8,000 SH Sole 28, 33 8,000 EASTMAN CHEMICAL CO COM STK COMMON USD0.01 STOCK 277432100 5,832,705.92 5,833 91,594 SH Sole 28, 34, 43 91,594 EASTMAN KODAK CO COM STK COMMON USD2.50 STOCK 277461109 1,823,230.47 1,823 314,893 SH Sole 28 314,893 EATON CORP COM COMMON 28, 32, USD0.50 STOCK 278058102 18,060,158.35 18,060 238,355 SH Sole 34, 39, 43 238,355 EATON VANCE CORP COM NON VTG COMMON USD0.00390625 STOCK 278265103 8,043,462.18 8,043 239,817 SH Sole 28, 34 239,817 EBAY INC 11, 28, COM STK COMMON 34, 36, USD0.001 STOCK 278642103 25,191,755.05 25,192 934,759 SH Sole 38, 39, 47 934,759 EBIX. COM INC COMMON USD0.10 STOCK 278715206 282,669.00 283 17,700 SH Sole 28 17,700 ECHOSTAR CORP COM STK COMMON USD0.001 STOCK 278768106 3,437,196.36 3,437 169,487 SH Sole 33, 34, 35 169,487 ECLIPSYS CORP COM STK COMMON USD0.01 STOCK 278856109 813,827.56 814 40,937 SH Sole 28 40,937 ECOLAB INC COM STK COMMON USD1 STOCK 278865100 4,301,298.60 4,301 97,868 SH Sole 28 97,868 EDGEWATER TECHNOLOGY INC COMMON COM STOCK 280358102 1,280.00 1 400 SH Sole 33 400 EDISON INTERNATIONAL COM STK COMMON NPV STOCK 281020107 5,173,372.17 5,173 151,401 SH Sole 28, 32 151,401 EL PASO ELECTRIC CO COM STK COMMON NPV STOCK 283677854 1,078,018.60 1,078 52,331 SH Sole 8, 28 52,331 ELECTRO OPTICAL SCIENCES INC COM COMMON STK USD0.001 STOCK 285192100 134,302.00 134 18,100 SH Sole 28 18,100
ELECTRO RENT CORP COM STK COMMON NPV STOCK 285218103 211,393.00 211 16,100 SH Sole 28, 33 16,100 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON COM STK NPV STOCK 285229100 820,531.74 821 64,054 SH Sole 28, 30 64,054 ELECTRONIC ARTS COM STK COMMON USD0.01 STOCK 285512109 2,542,984.80 2,543 136,280 SH Sole 28 136,280 ELECTRONICS FOR IMAGING INC COM STK COMMON USD0.01 STOCK 286082102 457,442.79 457 39,333 SH Sole 28, 33 39,333 ELLIS PERRY INTERNATIONAL COM STK COMMON USD0.01 STOCK 288853104 985,999.80 986 43,532 SH Sole 8, 28, 33 43,532 ELOYALTY CORP COM STK COMMON USD0.01 STOCK 290151307 29,839.00 30 5,300 SH Sole 28 5,300 EMCORE CORP COM STK COMMON NPV STOCK 290846104 80,828.00 81 66,800 SH Sole 28 66,800 EMERITUS CORP COM STK COMMON USD0.0001 STOCK 291005106 295,075.00 295 14,500 SH Sole 28 14,500 EMERSON ELECTRIC CO COM STK COMMON 11, 23, 28, USD1 STOCK 291011104 52,068,071.52 52,068 1,034,328 SH Sole 34, 36, 39 1,034,328 EMPIRE DISTRICT ELECTRIC CO COM STK COMMON USD1 STOCK 291641108 505,929.52 506 28,076 SH Sole 28 28,076 EMPLOYERS HOLDINGS INC COM STK COMMON USD0.01 STOCK 292218104 1,081,896.75 1,082 72,855 SH Sole 28, 30 72,855 EMULEX CORP COM STK COMMON USD0.10 STOCK 292475209 2,591,286.56 2,591 195,127 SH Sole 23, 28, 33 195,127 ENCORE CAPITAL GROUP COMMON INC STOCK 292554102 309,260.00 309 18,800 SH Sole 8, 28, 33 18,800 ENCORE WIRE CORP COM STK COMMON USD0.01 STOCK 292562105 410,716.80 411 19,746 SH Sole 8, 28, 33 19,746 ENERGY CONVERSION DEVICES INC COM COMMON STK USD0.01 STOCK 292659109 241,046.55 241 30,785 SH Sole 28 30,785 ENERGYSOLUTIONS INC. COM STOCK COMMON USD0.01 STOCK 292756202 363,938.00 364 56,600 SH Sole 28 56,600 ENERNOC INC COM STK COMMON NPV STOCK 292764107 311,640.00 312 10,500 SH Sole 28 10,500 ENGLOBAL COMMON CORP. STOCK 293306106 35,179.00 35 12,700 SH Sole 28 12,700 ENNIS INC COMMON COM STOCK 293389102 382,345.00 382 23,500 SH Sole 8, 28, 33 23,500 ENTERCOM COMMUNICATIONS COM STK COMMON USD0.01 STOCK 293639100 142,680.00 143 12,000 SH Sole 8 12,000 ENTERPRISE BANCORP INC COM STK COMMON USD0.01 STOCK 293668109 41,514.00 42 3,400 SH Sole 28 3,400 ENTERPRISE FINANCIAL SERVICES CORP COMMON COM STK USD0.01 STOCK 293712105 102,448.78 102 9,263 SH Sole 28, 33 9,263 ENZON PHARMACEUTICALS INC COMMON COM STOCK 293904108 400,511.74 401 39,343 SH Sole 28 39,343 ENZO BIOCHEM INC COM STK COMMON USD0.01 STOCK 294100102 144,263.28 144 23,964 SH Sole 28 23,964 EPLUS INC COM STK COMMON USD0.01 STOCK 294268107 50,193.00 50 2,860 SH Sole 28, 33 2,860 EQUIFAX INC COM STK COMMON USD1.25 STOCK 294429105 1,920,061.40 1,920 53,633 SH Sole 28 53,633 ESCO TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 296315104 612,437.93 612 19,253 SH Sole 28 19,253 ESTERLINE TECHNOLOGIES CORP COM STK COMMON USD0.20 STOCK 297425100 1,545,231.23 1,545 31,261 SH Sole 8, 28, 33 31,261 ETHAN ALLEN INTERIORS INC COM STK COMMON USD0.01 STOCK 297602104 3,164,642.00 3,165 153,400 SH Sole 28, 33, 39 153,400 EURONET WORLDWIDE INC COM STK COMMON USD0.02 STOCK 298736109 686,664.94 687 37,258 SH Sole 28, 33 37,258 EXAR CORP COM STK COMMON NPV STOCK 300645108 218,373.75 218 30,975 SH Sole 28, 33 30,975 EXIDE TECHNOLOGIES COM STK COMMON USD0.01 STOCK 302051206 773,375.00 773 134,500 SH Sole 28, 30 134,500 EXLSERVICE HLDGS INC COM STK COMMON USD0.001 STOCK 302081104 185,148.00 185 11,100 SH Sole 28 11,100 EXPEDITORS INTERN OF WASHINGTON INC COM COMMON STK STOCK 302130109 3,315,416.00 3,315 89,800 SH Sole 28 89,800 EXPRESS SCRIPTS INC COM STK COMMON 11, 23, USD0.01 STOCK 302182100 34,043,299.20 34,043 334,545 SH Sole 28, 38, 47 334,545 EZCORP INC CLASS'A' COM STK NON VTG COMMON USD0.01 STOCK 302301106 710,700.00 711 34,500 SH Sole 28 34,500 FLIR SYSTEMS INC COM STK COMMON USD0.01 STOCK 302445101 1,799,160.00 1,799 63,800 SH Sole 28 63,800 FMC CORP COM STK COMMON USD0.10 STOCK 302491303 1,919,118.00 1,919 31,700 SH Sole 28 31,700 FNB UNITED CORP COM STK COMMON USD2.50 STOCK 302519103 1,210.00 1 1,000 SH Sole 33 1,000 FNB CORP PA COM STK COMMON USD0.01 STOCK 302520101 1,059,920.23 1,060 130,693 SH Sole 8, 28, 33 130,693 FPIC INSURANCE GROUP INC COM STK COMMON USD0.10 STOCK 302563101 286,688.25 287 10,575 SH Sole 8, 28, 33 10,575 FPL GROUP INC COM STK COMMON USD0.01 STOCK 302571104 8,472,828.96 8,473 175,312 SH Sole 19, 28 175,312 FX ENERGY INC COM STK COMMON USD0.001 STOCK 302695101 103,586.00 104 30,200 SH Sole 28 30,200 FTI CONSULTING INC COM STK COMMON USD0.01 STOCK 302941109 3,688,216.00 3,688 93,800 SH Sole 28 93,800 FACTSET RESEARCH SYSTEMS INC COM COMMON STK USD0.01 STOCK 303075105 8,186,257.75 8,186 111,575 SH Sole 5, 11, 28 111,575 FAIR ISAAC CORP COM STK COMMON USD0.01 STOCK 303250104 3,368,370.18 3,368 132,927 SH Sole 28 132,927 FAIRCHILD SEMICONDUCTOR INTL COMMON INC STOCK 303726103 2,824,390.65 2,824 265,201 SH Sole 28, 33, 34 265,201 FALCONSTOR SOFTWARCOM COMMON USD0.001 STOCK 306137100 95,348.52 95 27,399 SH Sole 28 27,399 FAMILY DOLLAR STORES INC COM STK COMMON USD0.10 STOCK 307000109 3,181,848.32 3,182 86,912 SH Sole 19, 28, 37 86,912 FARMER BROS CO COM STK COMMON USD1 STOCK 307675108 116,188.00 116 6,200 SH Sole 28, 33 6,200 FARMERS CAPITAL BANK CORP COM STK COMMON USD0.125 STOCK 309562106 62,561.00 63 7,300 SH Sole 8, 28 7,300 FARO TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 311642102 339,900.00 340 13,200 SH Sole 28, 33 13,200 FASTENAL COM STK COMMON USD0.01 STOCK 311900104 8,268,677.00 8,269 172,300 SH Sole 11, 28 172,300 FEDERAL MOGUL CORP COMMON USD0.01 STOCK 313549404 1,015,308.00 1,015 55,300 SH Sole 25, 33 55,300 FEDERAL SIGNAL CORP COM STK COMMON USD1 STOCK 313855108 1,216,737.43 1,217 135,043 SH Sole 28 135,043 FEDERATED INVESTORS INC COM STK COMMON CLASS'B'USD0.01 STOCK 314211103 1,939,061.90 1,939 73,505 SH Sole 25, 28, 34 73,505 FEMALE HEALTH CO COM STK COMMON USD0.01 STOCK 314462102 71,700.00 72 10,000 SH Sole 28 10,000 FERRO CORP COM STK COMMON USD1 STOCK 315405100 582,926.43 583 66,317 SH Sole 28, 33 66,317 F5 NETWORK INC COM STK COMMON 11, 23, USD0.01 STOCK 315616102 23,607,476.49 23,607 383,799 SH Sole 28, 39, 47 383,799 FIFTH THIRD BANCORP COM STK COMMON 11, 19, NPV STOCK 316773100 10,597,115.07 10,597 779,773 SH Sole 23, 28 779,773 FINANCIAL INSTITUTIONS INC COM STK COMMON NPV STOCK 317585404 185,674.00 186 12,700 SH Sole 8, 28, 33 12,700 FINISH LINE INC CLASS'A'COM STK COMMON USD0.01 STOCK 317923100 908,909.76 909 55,693 SH Sole 8, 28, 33 55,693 FIRST ACCEP CORP COMMON COM STOCK 318457108 32,648.16 33 16,004 SH Sole 28, 33 16,004 FIRST AMERICAN CORP COM STK COMMON USD1 STOCK 318522307 7,900,218.72 7,900 233,458 SH Sole 28, 33, 37 233,458 FIRST BANCORP PUERTO RICO COM STK COMMON USD1 STOCK 318672102 180,181.24 180 74,764 SH Sole 8, 28, 33 74,764
FIRST BANCORP NC COM STK COMMON USD0.01 STOCK 318910106 232,057.28 232 17,164 SH Sole 8, 28, 33 17,164 FIRST BUSEY CORP COM STK COMMON NPV STOCK 319383105 145,197.00 145 32,850 SH Sole 28, 33 32,850 FIRST CALIFORNIA FINANCIAL GRP COM STK COMMON USD0.01 STOCK 319395109 14,784.00 15 5,600 SH Sole 28 5,600 FIRST COMM'WTH FINL CORP PA COM STK COMMON USD1 STOCK 319829107 416,462.86 416 62,066 SH Sole 28 62,066 FIRST FINANCIAL BANCORP COMMON 8, 28, NPV STOCK 320209109 2,327,092.11 2,327 130,809 SH Sole 30, 33 130,809 FIRST FINANCIAL CORPORATION IND COM STK COMMON NPV STOCK 320218100 272,050.24 272 9,394 SH Sole 28 9,394 FIRST FINANCIAL HLDGS INC COM STK COMMON USD0.01 STOCK 320239106 224,394.00 224 14,900 SH Sole 8, 28, 33 14,900 FIRST HORIZON NATIONAL CORP COM STK COMMON USD0.625 STOCK 320517105 2,129,805.13 2,130 151,588 SH Sole 28, 30, 33 151,588 FIRST OF LONG ISLAND CORP COM STK COMMON USD0.10 STOCK 320734106 91,580.00 92 3,800 SH Sole 28 3,800 FIRST MARBLEHEAD CORP COM STK COMMON USD0.01 STOCK 320771108 146,387.80 146 51,545 SH Sole 28, 33 51,545 FIRST MERCHANTS CORP COM STK COMMON NPV STOCK 320817109 148,630.80 149 21,355 SH Sole 8, 28 21,355 FIRST MERCURY FINL CORP COM STK COMMON USD0.01 STOCK 320841109 158,966.00 159 12,200 SH Sole 28, 33 12,200 FIRST MIDWEST BANCORP COM STK COMMON USD0.01 STOCK 320867104 974,204.35 974 71,897 SH Sole 28, 30, 33 71,897 FIRST SECURITY GROUP INC-TN COM COMMON USD STOCK 336312103 1,944.00 2 900 SH Sole 33 900 FIRST SOLAR INC COM STK COMMON USD0.001 STOCK 336433107 2,597,113.75 2,597 21,175 SH Sole 28, 47 21,175 FIRST SOURCE CORP COM STK COMMON NPV STOCK 336901103 269,217.00 269 15,340 SH Sole 8, 28, 33 15,340 FISERV INC COM STK COMMON USD0.01 STOCK 337738108 3,358,941.48 3,359 66,173 SH Sole 28 66,173 FISHER COMMUNICATIONS INC COM STK COMMON USD1.25 STOCK 337756209 67,680.00 68 4,800 SH Sole 28, 33 4,800 FIRSTMERIT CORP COM STK COMMON NPV STOCK 337915102 5,516,268.66 5,516 255,738 SH Sole 8, 28, 33 255,738 FLAGSTAR BANCORP COM STK COMMON USD0.01 STOCK 337930101 49,863.00 50 83,105 SH Sole 28 83,105 FIRSTENERGY CORP COM STK COMMON USD0.10 STOCK 337932107 8,068,684.17 8,069 206,413 SH Sole 28, 32, 34 206,413 FLANDERS CORP COM STK COMMON USD0.001 STOCK 338494107 6,840.00 7 1,800 SH Sole 33 1,800 FLUOR CORP(NEW) COM STK COMMON USD0.01 STOCK 343412102 4,365,940.21 4,366 93,871 SH Sole 28, 31, 43 93,871 FLOW INTERNATIONAL COM STK COMMON USD0.01 STOCK 343468104 83,678.00 84 27,800 SH Sole 28 27,800 FLOWERS FOODS INC COM STK COMMON USD0.01 STOCK 343498101 4,015,302.00 4,015 162,300 SH Sole 11, 28 162,300 FLUSHING FINANCIAL CORP COM STK COMMON USD0.01 STOCK 343873105 346,251.00 346 27,350 SH Sole 8, 28, 33 27,350 FOOT LOCKER INC COM STK COMMON USD0.01 STOCK 344849104 4,931,616.00 4,932 327,900 SH Sole 28, 33 327,900 FORCE PROTECTION INC COM STK COMMON USD0.001 STOCK 345203202 307,020.00 307 51,000 SH Sole 28 51,000 FORD MOTOR CO COM STK COMMON 28, 32, 34, USD0.01 STOCK 345370860 29,165,052.27 29,165 2,320,211 SH Sole 38, 39, 43 2,320,211 FOREST CITY ENTERPRISES INC CLASS'A'COM COMMON STK STOCK 345550107 5,233,351.75 5,233 363,175 SH Sole 33, 36 363,175 FOREST LABORATORIES INC COM STK COMMON 28, 32, USD0.10 STOCK 345838106 13,150,847.36 13,151 419,351 SH Sole 34, 35, 43 419,351 FOREST OIL CORP COM STK COMMON USD0.10 STOCK 346091705 5,993,596.60 5,994 232,130 SH Sole 28, 32 232,130 FORESTAR GROUP INC COMMON USD1 STOCK 346233109 500,320.00 500 26,500 SH Sole 28 26,500 FORMFACTOR INC COM STK COMMON USD0.001 STOCK 346375108 673,761.12 674 37,937 SH Sole 28, 33 37,937 FORRESTER RESEARCH INC COM STK COMMON 11, 25, USD0.01 STOCK 346563109 2,515,806.55 2,516 83,665 SH Sole 26, 28 83,665 FORTUNE BRANDS INC COM STK COMMON USD3.125 STOCK 349631101 6,102,849.06 6,103 125,806 SH Sole 23, 28, 34 125,806 FORWARD AIR CORPORATION COM STK COMMON USD0.01 STOCK 349853101 552,063.30 552 20,991 SH Sole 28 20,991 FOSSIL INC COM STK COMMON USD0.01 STOCK 349882100 4,922,994.30 4,923 130,445 SH Sole 28 130,445 FOSTER(L.B.)& CO COMMON CLASS'A'USD0.01 STOCK 350060109 210,897.00 211 7,300 SH Sole 28 7,300 FRANKLIN COVEY CO COM STK COMMON USD0.05 STOCK 353469109 76,224.00 76 9,600 SH Sole 28, 33 9,600 FRANKLIN ELECTRIC CO INC COM STK COMMON USD0.10 STOCK 353514102 506,561.09 507 16,891 SH Sole 28 16,891 FRANKLIN RESOURCES INC COM STK COMMON USD0.10 STOCK 354613101 10,385,230.50 10,385 93,645 SH Sole 28, 32, 34 93,645 FRED'S INC CLASS'A'COM STK COMMON NPV STOCK 356108100 405,642.80 406 33,860 SH Sole 28, 33 33,860 FREIGHTCAR AMERICA INC COM STK COMMON 25, 28, USD0.01 STOCK 357023100 5,743,073.60 5,743 237,710 SH Sole 33, 39 237,710 FREQUENCY ELECTRONICS INC COM STK COMMON USD1 STOCK 358010106 4,752.00 5 900 SH Sole 33 900 FRIEDMAN INDS INC COMMON COM STOCK 358435105 1,716.00 2 300 SH Sole 33 300 FRISCH'S RESTAURANTS INC COM STK COMMON NPV STOCK 358748101 30,940.00 31 1,400 SH Sole 28 1,400 FROZEN FOOD EXPRESS INDUSTRIES INC COMMON COM STK USD1.50 STOCK 359360104 3,120.00 3 800 SH Sole 33 800 FUEL-TECH INC COM STK COMMON USD0.01 STOCK 359523107 121,102.00 121 15,100 SH Sole 28 15,100 FULLER(H.B.)CO COM STK COMMON USD1 STOCK 359694106 1,216,204.00 1,216 52,400 SH Sole 8, 28 52,400 FULTON FINANCIAL CORP COM STK COMMON USD2.50 STOCK 360271100 3,731,578.00 3,732 366,200 SH Sole 28, 33 366,200 FURNITURE BRANDS INTL INC COM STK COMMON USD1 STOCK 360921100 224,632.05 225 34,935 SH Sole 28, 33 34,935 FURMANITE CORP COM STK COMMON NPV STOCK 361086101 139,611.00 140 26,900 SH Sole 28 26,900 G & K SERVICES INC CLASS'A'COM STK COMMON USD0.50 STOCK 361268105 375,829.36 376 14,522 SH Sole 28, 33 14,522 GAMCO INVESTORS INC COM STK COMMON USD0.01 STOCK 361438104 244,244.00 244 5,368 SH Sole 28 5,368 GATX CORP COM STK COMMON USD0.625 STOCK 361448103 2,799,105.00 2,799 97,700 SH Sole 28, 33 97,700 GFI GROUP COMMON INC STOCK 361652209 707,945.96 708 122,482 SH Sole 28, 30 122,482 GALLAGHER(ARTHUR J.)& CO COM COMMON USD1 STOCK 363576109 6,565,897.50 6,566 267,450 SH Sole 25, 28 267,450 GANNETT CO INC COM STK COMMON USD1 STOCK 364730101 1,812,144.88 1,812 109,694 SH Sole 19, 28 109,694 GAP INC COM STK COMMON USD0.05 STOCK 364760108 4,966,061.68 4,966 214,888 SH Sole 28, 34 214,888 GARDNER DENVER INC COM STK COMMON USD0.01 STOCK 365558105 779,772.24 780 17,706 SH Sole 32, 33, 47 17,706 GARTNER INC COM STK COMMON USD0.0005 STOCK 366651107 4,038,917.44 4,039 181,606 SH Sole 8, 28 181,606 GAYLORD ENTERTAINMENT CO COM STK COMMON 5, 26, USD0.01(NEW) STOCK 367905106 4,200,801.09 4,201 143,421 SH Sole 28, 33 143,421 GENCOR INDS INC COM STK COMMON USD0.10 STOCK 368678108 3,752.48 4 499 SH Sole 33 499 GENCORP INC COM STK COMMON USD0.10 STOCK 368682100 682,410.24 682 118,474 SH Sole 28, 30 118,474
GENERAC HLDGS COMMON USD0.01 STOCK 368736104 77,489.31 77 5,531 SH Sole 28 5,531 GENERAL CABLE CORP COM STK COMMON USD0.01 STOCK 369300108 599,400.00 599 22,200 SH Sole 30 22,200 GENERAL COMMUNICATIONS CLASS'A'COM COMMON NPV STOCK 369385109 221,267.96 221 38,348 SH Sole 28, 33 38,348 GENERAL DYNAMICS CORP COM STK COMMON 19, 28, 32, USD1 STOCK 369550108 14,413,394.40 14,413 186,702 SH Sole 37, 40, 47 186,702 GENERAL ELECTRIC 19, 23, CO. COM STK COMMON 28, 32, 34, USD0.06 STOCK 369604103 111,439,965.00 111,440 6,123,075 SH Sole 36, 37, 39 6,123,075 GENERAL MILLS INC COM STK COMMON 28, 31, USD0.1 STOCK 370334104 12,733,705.20 12,734 179,880 SH Sole 32, 34 179,880 GENERAL MOLY INC COM STK COMMON USD0.10 STOCK 370373102 155,170.16 155 46,738 SH Sole 28 46,738 GENERAL STEEL HLDGS COM STK COMMON USD0.01 STOCK 370853103 53,019.00 53 12,900 SH Sole 28 12,900 GENESCO INC COM STK COMMON USD1 STOCK 371532102 704,547.20 705 22,720 SH Sole 8, 28, 33 22,720 GENESEE & WYOMING INC CLASS'A'COM COMMON STK USD0.01 STOCK 371559105 1,671,572.92 1,672 48,991 SH Sole 25, 28 48,991 GENTEX CORP COM STK COMMON USD0.06 STOCK 371901109 7,621,961.60 7,622 392,480 SH Sole 11, 28 392,480 GENUINE PARTS CO COM STK COMMON USD1 STOCK 372460105 7,044,998.40 7,045 166,785 SH Sole 23, 28, 43 166,785 GEORESOURCES INC COM STK COMMON USD0.01 STOCK 372476101 83,985.00 84 5,500 SH Sole 28 5,500 GEOKINETICS INC COM STK COMMON USD0.01 STOCK 372910307 33,887.00 34 4,700 SH Sole 28, 33 4,700 GENZYME CORP COM STK COMMON USD0.01 STOCK 372917104 6,329,790.58 6,330 122,126 SH Sole 28, 34 122,126 GERBER SCIENTIFIC INC COM STK COMMON USD1 STOCK 373730100 14,904.00 15 2,400 SH Sole 33 2,400 GERMAN AMERICAN BANCORP INC COM STK COMMON NPV STOCK 373865104 160,378.00 160 10,600 SH Sole 28, 33 10,600 GERON CORP COM STK COMMON USD0.001 STOCK 374163103 390,880.56 391 68,817 SH Sole 28 68,817 GIBRALTAR INDS INC COM COMMON 8, 28, USD0.01 STOCK 374689107 3,810,792.44 3,811 302,204 SH Sole 30, 33, 39 302,204 GILEAD SCIENCES INC COM STK COMMON 28, USD0.001 STOCK 375558103 60,670,547.40 60,671 1,334,005 SH Sole 34, 39, 47 1,334,005 GILDAN ACTIVEWEAR INC COM COMMON NPV STOCK 375916103 1,072,632.00 1,073 40,800 SH Sole 23 40,800 GLADSTONE CAP CORP COM COMMON USD0.001 STOCK 376535100 274,090.40 274 23,228 SH Sole 8, 28 23,228 GLADSTONE INVESTMENT CORP COM STK COMMON USD1 STOCK 376546107 98,072.00 98 16,400 SH Sole 28 16,400 GLATFELTER(P.H.)CO COM STK COMMON USD0.01 STOCK 377316104 540,621.90 541 37,310 SH Sole 28, 33 37,310 GLOBAL CASH ACCESS HOLD INC COMMON USD0.001 STOCK 378967103 312,911.00 313 38,300 SH Sole 8, 28 38,300 GLOBAL INDUSTRIES COM STK COMMON USD0.01 STOCK 379336100 696,570.00 697 108,500 SH Sole 8, 28, 33 108,500 GOODRICH CORP COM STK COMMON 23, 28, USD5 STOCK 382388106 10,897,385.08 10,897 154,529 SH Sole 34, 43, 47 154,529 GOODRICH PETROLEUM CORPORATION COM COMMON STK USD0.20 STOCK 382410405 298,192.24 298 19,066 SH Sole 28 19,066 GOODYEAR TIRE&RUBRCOM COMMON NPV STOCK 382550101 3,097,255.04 3,097 245,036 SH Sole 28, 43 245,036 GORMAN-RUPP CO COM STK COMMON NPV STOCK 383082104 281,671.68 282 11,072 SH Sole 28 11,072 GRACO INC COM STK COMMON USD1 STOCK 384109104 4,138,240.00 4,138 129,320 SH Sole 11, 28 129,320 GRAFTECH INTL LTD COM COMMON USD0.01 STOCK 384313102 2,060,014.32 2,060 150,696 SH Sole 8, 28, 47 150,696 GRAHAM CORP COM STK COMMON USD0.10 STOCK 384556106 125,930.00 126 7,000 SH Sole 28 7,000 GRAHAM PACKAGING CO INC COMMON USD0.01 STOCK 384701108 251,200.80 251 20,016 SH Sole 8, 28 20,016 GRAINGER(W.W.) INC COM STK COMMON 11, 23, 28, USD0.50 STOCK 384802104 17,835,907.68 17,836 164,964 SH Sole 34, 39, 43 164,964 GRANITE CONSTRUCTION COM STK COMMON USD0.01 STOCK 387328107 3,004,321.30 3,004 99,415 SH Sole 8, 28 99,415 GRAPHIC PACKAGING HOLDING COMPANY COMMON USD0.01 STOCK 388689101 351,253.00 351 97,300 SH Sole 28, 33 97,300 GRAY TELEVISION COMMON INC. STOCK 389375106 1,840.00 2 800 SH Sole 33 800 GREAT ATLANTIC & PACIFIC TEA CO INC COM STK COMMON USD1 STOCK 390064103 189,418.32 189 24,696 SH Sole 28, 33 24,696 GREAT LAKES DREDGE & DOCK CORP NEW COMMON COM STK USD0.01 STOCK 390607109 177,450.00 177 33,800 SH Sole 28, 33 33,800 GREAT SOUTHERN BANCORPORATION INC COM STK COMMON USD0.01 STOCK 390905107 195,228.00 195 8,700 SH Sole 28, 33 8,700 GREAT PLAINS ENERGY INC COM STK COMMON NPV STOCK 391164100 6,969,098.16 6,969 375,288 SH Sole 23, 28, 30 375,288 GREAT WOLF RESORTS INC COM STK COMMON USD0.01 STOCK 391523107 65,826.00 66 20,700 SH Sole 28 20,700 GREEN MOUNTAIN COFFEE ROASTERS INC COM STK COMMON USD0.10 STOCK 393122106 8,325,551.80 8,326 85,990 SH Sole 23, 28 85,990 GREEN PLAINS RENEWABLE ENERGY INC COM STK COMMON USD0.001 STOCK 393222104 118,441.00 118 8,300 SH Sole 28 8,300 GREENBRIER COMPANIES INC COM STK COMMON USD0.001 STOCK 393657101 159,534.90 160 14,490 SH Sole 28, 33 14,490 GREEN BANKSHARES INC COM STK COMMON USD2 STOCK 394361208 6,209.76 6 761 SH Sole 33 761 GREENHILL & CO INC COM STK COMMON 5, 11, USD0.01 STOCK 395259104 7,025,262.20 7,025 85,580 SH Sole 26, 28 85,580 GREIF INC COM STK CLASS'A' COMMON NPV STOCK 397624107 3,778,496.00 3,778 68,800 SH Sole 28 68,800 GRIFFIN LAND & NURSERIES INC COM COMMON USD0.01 STOCK 398231100 66,815.00 67 2,300 SH Sole 28 2,300 GRIFFON CORP COM STK COMMON USD0.25 STOCK 398433102 392,352.94 392 31,489 SH Sole 28 31,489 GROUP 1 AUTOMOTIVE INC COM STK COMMON NPV STOCK 398905109 602,408.88 602 18,908 SH Sole 28, 33 18,908 GUESS INC COM STK COMMON USD0.01 STOCK 401617105 5,745,700.98 5,746 122,301 SH Sole 28, 34 122,301 GULF ISLAND FABRICATION INC COM STK COMMON NPV STOCK 402307102 219,392.25 219 10,087 SH Sole 28, 33 10,087 GULFMARK OFFSHORE INC USD0.01 CLASS COMMON A STOCK 402629208 903,762.00 904 34,040 SH Sole 8, 28, 33 34,040 GULFPORT ENERGY CORP COM STK COMMON USD0.01 STOCK 402635304 847,496.00 847 75,400 SH Sole 8, 28 75,400 GYMBOREE CORP COM STK COMMON USD0.001 STOCK 403777105 1,342,483.26 1,342 26,002 SH Sole 8, 28 26,002 H&E EQUIPMENT SERVICES LLC COMMON USD0.01 STOCK 404030108 752,228.40 752 69,780 SH Sole 28, 30, 33 69,780 HCC INSURANCE HLDG COM STK COMMON 23, 28, USD1 STOCK 404132102 14,742,181.20 14,742 534,137 SH Sole 30, 33, 35 534,137 HNI CORP COMMON COM STOCK 404251100 3,317,299.10 3,317 124,570 SH Sole 28 124,570 HSN INC COMMON USD0.01 STOCK 404303109 856,704.00 857 29,100 SH Sole 28 29,100 HACKETT GROUP INC COMMON COM STOCK 404609109 85,346.00 85 30,700 SH Sole 28, 33 30,700 HAEMONETICS CORP COM STK COMMON USD0.01 STOCK 405024100 3,236,918.85 3,237 56,639 SH Sole 11, 25, 28 56,639 HAIN CELESTIAL GROUP INC COM STK COMMON USD0.01 STOCK 405217100 596,128.65 596 34,359 SH Sole 28, 33 34,359 HALLIBURTON CO COM STK COMMON 28, 34, 36, USD2.50 STOCK 406216101 31,541,620.63 31,542 1,046,851 SH Sole 37, 39, 47 1,046,851
HAMPTON ROADS BANKSHARES INC COM STK COMMON USD0.625 STOCK 409321106 23,821.20 24 15,270 SH Sole 28, 33 15,270 HANCOCK HOLDING CO COM STK COMMON USD3.33 STOCK 410120109 844,227.52 844 20,192 SH Sole 28 20,192 HANESBRANDS INC COM STK COMMON USD0 STOCK 410345102 5,315,901.24 5,316 191,082 SH Sole 28 191,082 HANMI FINANCIAL CORP COM STK COMMON USD0.001 STOCK 410495105 13,920.00 14 5,800 SH Sole 33 5,800 HANOVER INSURANCE GROUP INC COM STK COMMON 11, 25, 28, USD0.01 STOCK 410867105 12,073,908.21 12,074 276,861 SH Sole 30, 33, 39 276,861 HANSEN MEDICAL INC COM STK COMMON USD0.0001 STOCK 411307101 46,716.00 47 20,400 SH Sole 28 20,400 HANSEN NATURAL CORP COM STK COMMON USD0.005 STOCK 411310105 6,918,806.34 6,919 159,493 SH Sole 28, 34 159,493 HARDINGE INC COM STK COMMON USD0.01 STOCK 412324303 8,100.00 8 900 SH Sole 33 900 HARLEY DAVIDSON COM STK COMMON USD0.01 STOCK 412822108 7,243,267.01 7,243 258,043 SH Sole 11, 28 258,043 HARLEYSVILLE GROUP INC COM STK COMMON USD1 STOCK 412824104 930,358.08 930 27,558 SH Sole 8, 11, 28 27,558 HARLEYSVILLE NATIONAL CORPORATION COM COMMON STK USD1 STOCK 412850109 233,863.50 234 34,905 SH Sole 28, 33 34,905 HARMAN INTERNATIONAL INDUSTRIES INC COMMON COM STK STOCK 413086109 3,938,501.76 3,939 84,192 SH Sole 23, 28, 34 84,192 HARMONIC INC COM STK COMMON USD0.001 STOCK 413160102 1,677,475.64 1,677 265,844 SH Sole 25, 28 265,844 HARRIS & HARRIS COM STK COMMON USD0.01 STOCK 413833104 91,739.00 92 19,900 SH Sole 28, 33 19,900 HARRIS CORP COM STK COMMON USD1 STOCK 413875105 3,064,767.15 3,065 64,535 SH Sole 28, 32, 34 64,535 HARSCO CORP COM STK COMMON USD1.25 STOCK 415864107 7,680,931.20 7,681 240,480 SH Sole 28, 39 240,480 HARTE-HANKS INC COM STK COMMON USD1 STOCK 416196103 1,358,864.76 1,359 105,666 SH Sole 28 105,666 HARTFORD FINANCIAL SERVICES GRP INC COMMON 19, 23, COM STK STOCK 416515104 7,664,362.44 7,664 269,682 SH Sole 28, 32, 34 269,682 HARVARD BIOSCIENCE INC COM STK COMMON USD0.001 STOCK 416906105 77,013.00 77 19,900 SH Sole 28, 33 19,900 HASBRO INC COM STK COMMON USD0.50 STOCK 418056107 4,996,879.80 4,997 130,535 SH Sole 28, 39, 43 130,535 HAVERTY FURNITURE COS INC COM STK COMMON USD1 STOCK 419596101 471,240.00 471 28,875 SH Sole 28, 30, 33 28,875 HAWAIIAN ELECTRIC INDUSTRIES COM COMMON STK NPV STOCK 419870100 4,139,780.00 4,140 184,400 SH Sole 28 184,400 HAWAIIAN HLDGS INC COMMON COM STOCK 419879101 1,090,111.44 1,090 147,912 SH Sole 8, 28, 30 147,912 HAWK CORP COM STK USD0.01 CLASS COMMON 'A' STOCK 420089104 81,900.00 82 4,200 SH Sole 28 4,200 HAWKINS INC COM STK COMMON USD0.10 STOCK 420261109 145,200.00 145 6,000 SH Sole 28 6,000 HAYNES INTERNATIONAL INC COM STK COMMON USD0.001 STOCK 420877201 1,356,144.57 1,356 38,169 SH Sole 25, 28, 33 38,169 HEALTHCARE SERVICES GROUP INC COM COMMON STK USD0.01 STOCK 421906108 1,103,827.00 1,104 49,300 SH Sole 11, 28 49,300 HEALTHSOUTH CORP COM STK USD0.01(REV COMMON SPLIT) STOCK 421924309 1,494,130.00 1,494 79,900 SH Sole 8, 28 79,900 HEALTH MANAGEMENT ASSOCIATES INC COMMON 23, 28, CLASS'A'COM STK STOCK 421933102 7,103,032.40 7,103 825,934 SH Sole 30, 47 825,934 HEALTHWAYS INC COM STK COMMON USD0.001 STOCK 422245100 1,627,505.32 1,628 101,276 SH Sole 5, 28, 33 101,276 HEARTLAND EXPRESS INC COM STK COMMON USD0.01 STOCK 422347104 1,495,543.50 1,496 90,639 SH Sole 8, 23, 28 90,639 HEARTWARE INTERNATIONAL INC COMMON USD0.001 STOCK 422368100 200,115.00 200 4,500 SH Sole 28 4,500 HECKMANN CORP COM STK COMMON USD0.001 STOCK 422680108 354,960.00 355 61,200 SH Sole 28 61,200 HECLA MINING CO COM STK COMMON USD0.25 STOCK 422704106 999,029.86 999 182,638 SH Sole 8, 28 182,638 HEICO CORP COM STK COMMON USD0.01 STOCK 422806109 889,306.88 889 17,248 SH Sole 28 17,248 HEIDRICK & STRUGGLES COM STK COMMON USD0.01 STOCK 422819102 351,916.65 352 12,555 SH Sole 28, 33 12,555 HEINZ(H.J.)CO COM STK COMMON USD0.25 STOCK 423074103 12,757,846.76 12,758 279,716 SH Sole 23, 28 279,716 HELMERICH & PAYNE INC COM STK COMMON USD0.10 STOCK 423452101 2,380,000.00 2,380 62,500 SH Sole 28, 32, 39 62,500 HENRY JACK & ASSOCIATES INC COM STK COMMON USD0.01 STOCK 426281101 5,715,092.10 5,715 237,535 SH Sole 11, 28 237,535 HERITAGE COMM CORP COMMON COM STOCK 426927109 2,090.00 2 500 SH Sole 33 500 HERCULES OFFSHORE INC COM STK COMMON NPV STOCK 427093109 412,898.00 413 95,800 SH Sole 28, 33 95,800 HERCULES TECHNOLOGY GROWTH CAP INC COMMON COM STK USD1 STOCK 427096508 1,009,788.27 1,010 95,353 SH Sole 28, 30 95,353 HERLEY INDUSTRIES INC COM STK COMMON USD0.10 STOCK 427398102 149,532.00 150 10,200 SH Sole 28 10,200 HERSHEY CO COM STK COMMON USD1 STOCK 427866108 4,185,405.27 4,185 97,767 SH Sole 23, 28 97,767 HEWLETT-PACKARD CO 11, 23, COM STK COMMON 28, 34, USD0.01 STOCK 428236103 100,689,751.75 100,690 1,894,445 SH Sole 36, 39, 47 1,894,445 HEXCEL CORP COM STK COMMON USD0.01 STOCK 428291108 2,097,900.96 2,098 145,284 SH Sole 25, 28 145,284 HIBBETT SPORTS INC COM STK COMMON USD0.01 STOCK 428567101 909,599.22 910 35,559 SH Sole 11, 28 35,559 HICKORY TECH CORP COM STK COMMON NPV STOCK 429060106 81,236.00 81 9,200 SH Sole 28 9,200 HILL INTERNATIONAL INC COMMON USD0.0001 STOCK 431466101 107,272.00 107 18,400 SH Sole 28 18,400 HILL-ROM HOLDINGS INC COM STK COMMON NPV STOCK 431475102 9,406,796.31 9,407 345,711 SH Sole 28, 34, 39 345,711 HILLENBRAND INC COMMON NPV STOCK 431571108 87,960.00 88 4,000 SH Sole 11 4,000 HILLTOP HOLDING INC COM STK COMMON USD0.01 STOCK 432748101 386,128.50 386 32,862 SH Sole 28, 33 32,862 HOLLYWOOD MEDIA CO COM STK COMMON USD0.01 STOCK 436233100 3,068.00 3 2,600 SH Sole 33 2,600 HOLOGIC INC COM STK COMMON USD0.01 STOCK 436440101 10,163,590.92 10,164 548,198 SH Sole 28, 39 548,198 HOME BANCSHARES INC COM STK COMMON USD0.01 STOCK 436893200 303,531.20 304 11,480 SH Sole 28 11,480 HOME DEPOT INC COM STK COMMON 28, 32, USD0.05 STOCK 437076102 34,793,977.80 34,794 1,075,548 SH Sole 36, 37, 39 1,075,548 HONEYWELL INTERNATIONAL INC COM STK COMMON 28, 34, USD1 STOCK 438516106 23,560,364.07 23,560 520,441 SH Sole 36, 37 520,441 HOOKER FURNITURE CORP COM STK COMMON NPV STOCK 439038100 133,062.00 133 8,275 SH Sole 28, 33 8,275 HOPFED BANCORP INC COMMON COM STOCK 439734104 3,600.00 4 300 SH Sole 33 300 HORACE MANN EDUCATORS CORP COM STK COMMON USD0.001 STOCK 440327104 1,689,114.54 1,689 112,159 SH Sole 8, 28, 33 112,159 HORMEL FOODS CORP COM STK COMMON USD0.0586 STOCK 440452100 6,430,596.73 6,431 153,073 SH Sole 28, 34, 39 153,073 HORNBECK OFFSHORE SERVICES INC COM COMMON STK USD0.01 STOCK 440543106 358,586.70 359 19,310 SH Sole 28, 33 19,310 HORSEHEAD HOLDING CORPORATION COM COMMON STK USD0.01 STOCK 440694305 1,171,331.20 1,171 98,930 SH Sole 28, 30, 33 98,930 HOSPIRA INC COM STK COMMON 28, 35, USD0.01 STOCK 441060100 8,344,488.35 8,344 147,299 SH Sole 39, 43 147,299 HOT TOPIC INC COM STK COMMON NPV STOCK 441339108 214,097.00 214 32,938 SH Sole 28, 33 32,938
HOVNANIAN ENTERPRISES INC CLASS'A'COM STK COMMON USD0.01 STOCK 442487203 184,440.00 184 42,400 SH Sole 28 42,400 HUB GROUP INC CLASS'A'COM SHS COMMON USD0.01 STOCK 443320106 764,273.70 764 27,315 SH Sole 28 27,315 HUBBELL INC COMMON CLASS'B'USD0.01 STOCK 443510201 8,655,956.49 8,656 171,643 SH Sole 23, 28 171,643 HUDSON CITY BANCORP INC COM STK COMMON USD0.01 STOCK 443683107 5,247,596.88 5,248 370,593 SH Sole 23, 28 370,593 HUDSON HIGHLAND GROUP INC COM STK COMMON USD0.001 STOCK 443792106 9,680.00 10 2,200 SH Sole 33 2,200 HUDSON VY HLDG CORP CDT COMMON COM STOCK 444172100 317,141.00 317 13,105 SH Sole 8, 30 13,105 HUGHES COMMUNICATIONS INC COM STK COMMON USD0.001 STOCK 444398101 183,810.00 184 6,600 SH Sole 28 6,600 HUMANA INC COM STK COMMON USD0.166 STOCK 444859102 3,679,582.98 3,680 78,674 SH Sole 19, 28, 34 78,674 HUMAN GENOME SCIENCES COM STK COMMON USD0.01 STOCK 444903108 7,560,358.60 7,560 250,343 SH Sole 11, 28 250,343 HUNT(J.B.)TRANSPORT SERVICES INC COM COMMON 5, 11, STK USD0.01 STOCK 445658107 14,960,847.72 14,961 416,969 SH Sole 28, 43 416,969 HUNTINGTON BANCSHARES INC COM STK COMMON NPV STOCK 446150104 2,429,592.06 2,430 452,438 SH Sole 28, 32, 33 452,438 HUNTSMAN CORP COM COMMON USD0.01 STOCK 447011107 887,410.20 887 73,644 SH Sole 32, 33, 34 73,644 HURCO COMPANIES INC COM COMMON NPV STOCK 447324104 87,516.00 88 5,200 SH Sole 28, 33 5,200 HURON CONSULTING GROUP INC COM STK COMMON USD0.01 STOCK 447462102 334,950.00 335 16,500 SH Sole 28 16,500 HUTCHINSON TECHNOLOGY INC COM STK COMMON USD0.01 STOCK 448407106 4,992.00 5 800 SH Sole 33 800 HYATT HOTELS CORPS COMMON 'A'USD0.01 STOCK 448579102 3,625,150.08 3,625 93,048 SH Sole 11, 23 93,048 IDT CORP COMMON CLASS'B'USD0.01 STOCK 448947507 9,720.00 10 1,500 SH Sole 33 1,500 ICO HLDGS INC COM STK COMMON NPV STOCK 449293109 176,766.16 177 21,877 SH Sole 28, 33 21,877 I D SYS INC DEL COMMON COM STOCK 449489103 2,179.71 2 729 SH Sole 33 729 IBERIABANK CORP COM STK COMMON USD1 STOCK 450828108 1,747,071.13 1,747 29,113 SH Sole 8, 28, 33 29,113 ITT CORP COM STK COMMON 28, 32, USD1 STOCK 450911102 34,399,446.21 34,399 641,661 SH Sole 35, 39 641,661 ICONIX BRAND GROUP INC COM COMMON 8, 28, USD STOCK 451055107 1,915,345.92 1,915 124,697 SH Sole 30, 33 124,697 IDACORP INC COM STK COMMON NPV STOCK 451107106 7,398,224.76 7,398 213,698 SH Sole 8, 23, 28 213,698 IHS INC COM STK USD0.01 CLASS COMMON 'A' STOCK 451734107 921,822.80 922 17,240 SH Sole 25 17,240 ILLINOIS TOOL WORKS INC COM STK COMMON 28, 31, NPV STOCK 452308109 12,932,311.04 12,932 273,064 SH Sole 32, 38 273,064 IMMERSION CORP COM STK COMMON USD0.001 STOCK 452521107 103,500.00 104 20,700 SH Sole 28 20,700 IMMUCOR INC COM STK COMMON USD0.10 STOCK 452526106 4,776,816.94 4,777 213,346 SH Sole 11, 28 213,346 IMMUNOMEDICS INC COM STK COMMON USD0.01 STOCK 452907108 172,640.00 173 52,000 SH Sole 28 52,000 IMPERIAL SUGAR CO(NEW) COM STK COMMON NPV STOCK 453096208 155,100.00 155 10,000 SH Sole 28 10,000 INDEPENDENCE HLDGS COM STK COMMON USD1 STOCK 453440307 36,631.40 37 3,860 SH Sole 28, 33 3,860 INDEPENDENT BANK CORP(MASS) COM STK COMMON USD0.01 STOCK 453836108 703,056.60 703 28,510 SH Sole 8, 28, 33 28,510 INDEPENDENT BANK CORP MICHIGAN COM STK COMMON USD1 STOCK 453838104 114.10 0 163 SH Sole 33 163 INGLES MARKET INC CLASS'A'COM STK COMMON USD0.05 STOCK 457030104 151,081.56 151 10,052 SH Sole 28, 33 10,052 INGRAM MICRO INC CLASS'A'COM STK COMMON 28, 32, USD0.01 STOCK 457153104 7,349,273.10 7,349 418,762 SH Sole 33, 34 418,762 INNODATA ISOGEN COM STK COMMON USD0.01 STOCK 457642205 51,030.00 51 12,600 SH Sole 28 12,600 INSITUFORM TECHNOLOGIES CLASS'A'COM STK COMMON USD0.01 STOCK 457667103 1,126,374.69 1,126 42,329 SH Sole 28, 33, 43 42,329 INSMED INC COM STK COMMON USD0.01 STOCK 457669208 106,436.00 106 90,200 SH Sole 28 90,200 INSPIRE PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 457733103 268,320.00 268 43,000 SH Sole 28 43,000 INTEGRA LIFESCIENCES HLDGS CORP COM COMMON STK USD0.01 STOCK 457985208 590,828.40 591 13,480 SH Sole 28 13,480 INTEGRATED DEVICE TECHNOLOGY INC COMMON 28, 33, 34 COM STK USD0.001 STOCK 458118106 2,454,445.87 2,454 400,399 SH Sole 11, 19, 23, 400,399 INTEL CORP COM STK COMMON 28, 32, 34, USD0.001 STOCK 458140100 116,867,982.84 116,868 5,250,134 SH Sole 36, 38, 39 5,250,134 INTER PARFUMS INC COM STK COMMON USD0.001 STOCK 458334109 183,027.00 183 12,350 SH Sole 28, 33 12,350 INTERFACE INC COM COMMON STK'A'USD0.10 STOCK 458665106 409,410.90 409 35,355 SH Sole 28 35,355 INTERLINE BRANDS INC COM STK COMMON USD0.01 STOCK 458743101 794,310.00 794 41,500 SH Sole 8, 28, 33 41,500 INTERMEC INC COM STK COMMON USD0.01 STOCK 458786100 649,316.38 649 45,791 SH Sole 28 45,791 INTL.ASSETS HOLDING CORP COM COMMON USD0.01 STOCK 459028106 145,074.27 145 9,691 SH Sole 28 9,691 INTERNATIONAL BANCSHARES CORP COM STK COMMON USD1 STOCK 459044103 3,279,983.30 3,280 142,670 SH Sole 28 142,670 INTERNATIONAL BUS MACH CORP COM STK COMMON 11, 28, USD0.20 STOCK 459200101 98,932,434.75 98,932 771,403 SH Sole 34, 39 771,403 INTERNATIONAL FLAVORS & FRAGRANCES COM COMMON STK STOCK 459506101 9,440,185.44 9,440 198,032 SH Sole 28, 39 198,032 INTERNATIONAL GAME TECHNOLOGY COM COMMON STK USD0.000625 STOCK 459902102 2,303,427.15 2,303 124,847 SH Sole 28 124,847 INTERNATIONAL PAPER CO COM STK COMMON 28, 32, USD1 STOCK 460146103 10,974,927.94 10,975 445,954 SH Sole 34, 36 445,954 INTERNATIONAL RECTIFIER CORP COM STK COMMON USD1 STOCK 460254105 3,370,880.00 3,371 147,200 SH Sole 28, 33 147,200 INTERNATIONAL SHIPHOLDING CORP COM STK COMMON USD1 STOCK 460321201 226,303.00 226 7,700 SH Sole 8, 28 7,700 INTERNATIONAL SPEEDWAY CORP CLASS'A'COM COMMON STK STOCK 460335201 4,274,469.90 4,274 165,870 SH Sole 23, 28, 33 165,870 INTERNET BRANDS INC COM STK USD0.001 COMMON CLS'A' STOCK 460608102 218,043.78 218 23,649 SH Sole 28, 33 23,649 INTERPUBLIC GROUP COMPANIES INC COM STK COMMON USD0.10 STOCK 460690100 1,701,048.96 1,701 204,453 SH Sole 28 204,453 INTERSECTIONS INC COM COMMON USD0.01 STOCK 460981301 6,624.00 7 1,600 SH Sole 33 1,600 INTEVAC INC COM STK COMMON NPV STOCK 461148108 263,962.00 264 19,100 SH Sole 28, 33 19,100 INTUIT INC COM STK COMMON USD0.01 STOCK 461202103 16,965,951.72 16,966 494,058 SH Sole 11, 28 494,058 INVACARE CORP COM STK COMMON NPV STOCK 461203101 611,720.46 612 23,049 SH Sole 28, 33 23,049 ION GEOPHYSICAL CORPORATION COM STK COMMON USD0.01 STOCK 462044108 702,999.12 703 142,886 SH Sole 8, 28 142,886 IOWA TELECOMMUNICATIONS SVCS INC COM STK COMMON USD0.01 STOCK 462594201 1,373,842.20 1,374 82,266 SH Sole 23, 28 82,266 IROBOT CORP COM STK COMMON USD0.01 STOCK 462726100 680,138.24 680 44,864 SH Sole 26, 28 44,864 IRON MOUNTAIN INC PA COM STK COMMON USD0.01 STOCK 462846106 2,096,100.00 2,096 76,500 SH Sole 28 76,500 ISIS PHARMACEUTICAL COM STK COMMON USD0.001 STOCK 464330109 748,893.60 749 68,580 SH Sole 28 68,580
ISLE OF CAPRI CASINOS INC COM STK COMMON USD0.01 STOCK 464592104 154,440.78 154 19,851 SH Sole 8, 28, 33 19,851 ISRAMCO INC COM STK COMMON USD0.01 STOCK 465141406 45,885.00 46 700 SH Sole 28 700 ITRON INC COM STK COMMON NPV STOCK 465741106 5,841,885.00 5,842 80,500 SH Sole 28 80,500 J & J SNACK FOODS CORP COM STK COMMON NPV STOCK 466032109 694,085.49 694 15,967 SH Sole 11, 28 15,967 J.ALEXANDER CORP COM STK COMMON USD0.05 STOCK 466096104 2,090.00 2 500 SH Sole 33 500 JABIL CIRCUIT INC COM STK COMMON 23, 28, USD0.001 STOCK 466313103 3,520,628.83 3,521 217,457 SH Sole 32, 33 217,457 JACK IN THE BOX INC COM STK COMMON USD0.01 STOCK 466367109 958,014.00 958 40,680 SH Sole 28 40,680 JACKSON HEWITT TAX SERVICE INC COM COMMON STK USD0.01 STOCK 468202106 29,000.00 29 14,500 SH Sole 28, 33 14,500 JACOBS ENGINEERING GROUP INC COM COMMON STK USD1 STOCK 469814107 3,337,507.45 3,338 73,855 SH Sole 28, 43 73,855 JAMES RIVER COAL TERMINAL CO COM COMMON STK USD0.01 STOCK 470355207 760,258.50 760 47,815 SH Sole 28, 30 47,815 JARDEN CORP COM STK COMMON NPV STOCK 471109108 335,296.88 335 10,072 SH Sole 8, 33 10,072 JAVELIN PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 471894105 61,146.00 61 47,400 SH Sole 28 47,400 JEFFERIES GROUP INC COM STK COMMON USD0.0001 STOCK 472319102 7,904,927.88 7,905 333,964 SH Sole 23, 28 333,964 JETBLUE AIRWAYS CORP COM STK COMMON USD0.01 STOCK 477143101 3,508,285.50 3,508 628,725 SH Sole 8, 28, 33 628,725 JOHN BEAN TECHNOLOGIES CORP COMMON USD0.01 STOCK 477839104 356,062.00 356 20,300 SH Sole 28 20,300 JOHNSON & JOHNSON 11, 23, COM STK COMMON 28, 31, USD1 STOCK 478160104 122,892,806.80 122,893 1,884,859 SH Sole 32, 34, 39 1,884,859 JOHNSON CONTROLS INC COM STK COMMON 11, 28, USD0.01388 STOCK 478366107 15,300,333.13 15,300 463,787 SH Sole 32, 34, 39 463,787 JONES APPAREL GROUP INC COM STK COMMON USD0.01 STOCK 480074103 1,903,902.00 1,904 100,100 SH Sole 8, 28, 33 100,100 JOS A BANK CLOTHIERS COM STK COMMON USD0.01 STOCK 480838101 2,198,952.05 2,199 40,237 SH Sole 8, 28, 30 40,237 JOURNAL COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 481130102 335,664.00 336 79,920 SH Sole 8, 28 79,920 JOY GLOBAL INC COM STK COMMON 11, 28, USD1 STOCK 481165108 17,226,889.20 17,227 304,362 SH Sole 35, 47 304,362 KBW INC COM STK COMMON USD0.01 STOCK 482423100 691,330.00 691 25,700 SH Sole 28 25,700 KLA TENCOR CORP COM STK COMMON 23, 28, USD0.001 STOCK 482480100 5,550,109.08 5,550 179,499 SH Sole 31, 36 179,499 K-SWISS INC CLASS'A'COM STK COMMON USD0.01 STOCK 482686102 235,151.26 235 22,481 SH Sole 28, 33 22,481 K TRON INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 482730108 269,946.00 270 1,800 SH Sole 28 1,800 KVH INDUSTRIES COM STK COMMON USD0.01 STOCK 482738101 166,194.00 166 12,600 SH Sole 28, 33 12,600 KV PHARMACEUTICAL CO CLASS'A'COM COMMON USD0.01 STOCK 482740206 48,616.48 49 27,623 SH Sole 28, 33 27,623 KAISER ALUMINUM CORP COM STK COMMON USD0.01 STOCK 483007704 458,983.00 459 11,900 SH Sole 28, 33 11,900 KAMAN CORP USD0.10 NON-CUM PTG CLASS'A'STK COMMON USD1 STOCK 483548103 477,891.08 478 19,108 SH Sole 28 19,108 KANSAS CITY LIFE INSURANCE CO COMMON USD2.50 STOCK 484836101 97,898.00 98 3,100 SH Sole 28 3,100 KANSAS CITY 5, 23, SOUTHERN COM STK COMMON 28, 32, USD0.01 STOCK 485170302 19,378,294.52 19,378 535,756 SH Sole 33, 39, 43 535,756 KAYDON CORP COM STK COMMON USD0.10 STOCK 486587108 5,294,380.80 5,294 140,808 SH Sole 23, 28 140,808 KEARNY FINANCIAL CORP COM STK COMMON USD0.1 STOCK 487169104 135,590.00 136 13,000 SH Sole 28 13,000 KEITHLEY INSTRUMENTS INC COM STK COMMON NPV STOCK 487584104 4,620.00 5 700 SH Sole 33 700 KELLOGG CO COM STK COMMON USD0.25 STOCK 487836108 31,091,237.58 31,091 581,906 SH Sole 28, 39 581,906 KELLY SERVICES INC CLASS'A'NON COMMON V.USD1 STOCK 488152208 387,278.36 387 23,246 SH Sole 28, 33 23,246 KENEXA CORP COM STK COMMON USD0.01 STOCK 488879107 266,750.00 267 19,400 SH Sole 28, 33 19,400 KENNAMETAL INC CAP STK COMMON 23, 25, USD1.25 STOCK 489170100 11,565,446.68 11,565 411,289 SH Sole 28, 39 411,289 KENSEY NASH CORP COM STK COMMON USD0.001 STOCK 490057106 145,833.38 146 6,182 SH Sole 28 6,182 KENTUCKY FIRST FEDERAL BANCORP COM STK COMMON USD0.01 STOCK 491292108 25,176.00 25 2,400 SH Sole 28 2,400 KEY ENERGY SERVICES INC COM STK COMMON USD0.10 STOCK 492914106 935,900.00 936 98,000 SH Sole 28, 33 98,000 KEY TECHNOLOGY INC COM STK COMMON NPV STOCK 493143101 1,375.00 1 100 SH Sole 33 100 KEY TRONIC CORP COM COMMON NPV STOCK 493144109 5,150.00 5 1,000 SH Sole 33 1,000 KEYCORP COM STK COMMON USD1 STOCK 493267108 3,151,560.75 3,152 406,653 SH Sole 28, 32 406,653 KEYNOTE SYSTEMS INC COM STK COMMON USD0.001 STOCK 493308100 110,483.00 110 9,700 SH Sole 28, 33 9,700 KFORCE INC COM STK COMMON 8, 28, USD0.01 STOCK 493732101 989,334.45 989 65,045 SH Sole 33, 47 65,045 KIMBALL INTERNATIONAL INC COM STK COMMON USD0.05 STOCK 494274103 179,852.10 180 25,878 SH Sole 28, 33 25,878 KIMBERLY-CLARK CORP COM STK COMMON 23, 28, USD1.25 STOCK 494368103 19,665,342.72 19,665 312,744 SH Sole 31, 32, 34 312,744 KINDRED HEALTHCARE INC COM STK COMMON USD0.25 STOCK 494580103 1,922,884.55 1,923 106,531 SH Sole 28 106,531 KING PHARMACEUTICALS INC COM STK COMMON 28, 33, 34, NPV STOCK 495582108 6,629,676.48 6,630 563,748 SH Sole 35, 37, 43 563,748 KIRBY CORP COM STK COMMON USD0.10 STOCK 497266106 4,120,200.00 4,120 108,000 SH Sole 28 108,000 KIRKLAND'S INC COM STK COMMON NPV STOCK 497498105 212,100.00 212 10,100 SH Sole 28 10,100 KNOLL INC COM STK COMMON USD1 STOCK 498904200 621,000.00 621 55,200 SH Sole 8, 11, 28 55,200 KNIGHT CAPITAL GROUP INC CLASS'A' COM STK COMMON USD0.01 STOCK 499005106 1,512,418.75 1,512 99,175 SH Sole 8, 28, 33 99,175 KNIGHT TRANSPORTATION INC COM STK COMMON 5, 8, USD0.01 STOCK 499064103 2,283,308.85 2,283 108,265 SH Sole 28, 43 108,265 KNOLOGY INC COM STK COMMON USD0.01 STOCK 499183804 287,616.00 288 21,400 SH Sole 28 21,400 KNOT(THE) COM STK COMMON USD0.01 STOCK 499184109 186,898.00 187 23,900 SH Sole 28, 33 23,900 KOHLBERG CAPITAL CORPORATION COM COMMON STK USD0.01 STOCK 500233101 74,146.00 74 13,100 SH Sole 28 13,100 KOHLS CORP COM STK COMMON USD0.01 STOCK 500255104 7,417,157.22 7,417 135,399 SH Sole 28, 34 135,399 KOPIN CORP COM STK COMMON USD0.01 STOCK 500600101 195,360.00 195 52,800 SH Sole 28, 33 52,800 KORN-FERRY INTERNATIONAL COM STK COMMON NPV STOCK 500643200 2,238,567.15 2,239 126,831 SH Sole 28, 33 126,831 KRISPY KREME DOUGHNUTS INC COM STK COMMON NPV STOCK 501014104 174,319.26 174 43,363 SH Sole 28 43,363 KROGER CO COM STK COMMON USD1 STOCK 501044101 12,109,196.28 12,109 559,058 SH Sole 28, 34, 39 559,058 KULICKE & SOFFA INDUSTRIES INC COM COMMON NPV STOCK 501242101 351,393.00 351 48,468 SH Sole 28 48,468 LCA VISION INC COM STK COMMON USD0.001 STOCK 501803308 117,312.00 117 14,100 SH Sole 28, 33 14,100
LKQ CORP COM STK COMMON USD0.01 STOCK 501889208 9,468,935.00 9,469 466,450 SH Sole 5, 28, 47 466,450 LMI AEROSPACE COM STK COMMON USD0.02 STOCK 502079106 119,376.50 119 6,425 SH Sole 28, 33 6,425 LSB INDUSTRIES INC COM STK COMMON USD0.10 STOCK 502160104 1,170,386.28 1,170 76,797 SH Sole 11, 28, 30 76,797 LSI CORPORATION COM STK COMMON 28, 34, USD0.01 STOCK 502161102 5,032,782.00 5,033 822,350 SH Sole 43, 47 822,350 L3 COMMUNICATIONS HLDGS INC COM STK COMMON 11, 19, USD0.01 STOCK 502424104 9,979,789.82 9,980 108,914 SH Sole 23, 28 108,914 LABARGE INC COM STK COMMON USD0.01 STOCK 502470107 101,660.00 102 9,200 SH Sole 28 9,200 LA-Z-BOY INC COM STK COMMON USD1 STOCK 505336107 891,594.00 892 71,100 SH Sole 8, 28, 33 71,100 LABRANCHE & CO INC COM STK COMMON USD0.01 STOCK 505447102 66,638.94 67 12,669 SH Sole 28 12,669 LACLEDE GROUP INC COM STK COMMON USD1 STOCK 505597104 536,148.00 536 15,900 SH Sole 28 15,900 LADISH CO INC COM STK COMMON USD0.01 STOCK 505754200 249,984.00 250 12,400 SH Sole 28, 33 12,400 LAKELAND BANCORP INC COM STK COMMON NPV STOCK 511637100 221,373.90 221 25,014 SH Sole 8, 28, 33 25,014 LAKELAND FINANCIAL CORP COM STK COMMON USD0.01 STOCK 511656100 308,610.00 309 16,200 SH Sole 8, 28 16,200 LAKELAND INDUSTRIES COM STK COMMON USD0.01 STOCK 511795106 1,700.00 2 200 SH Sole 33 200 LAM RESEARCH CORP COM STK COMMON USD0.001 STOCK 512807108 9,624,641.40 9,625 257,895 SH Sole 28 257,895 LAMAR ADVERTISING CO CLASS'A'COM COMMON STK USD0.001 STOCK 512815101 3,672,015.00 3,672 106,900 SH Sole 28 106,900 LANCASTER COLONY CORP COM STK COMMON NPV STOCK 513847103 3,225,229.92 3,225 54,702 SH Sole 11, 28 54,702 LANCE INC COM STK COMMON USD0.833 STOCK 514606102 465,283.08 465 20,116 SH Sole 28 20,116 LANDEC CORP COM STK COMMON USD0.001 STOCK 514766104 129,285.00 129 19,500 SH Sole 28 19,500 LANDSTAR SYSTEMS INC COM STK COMMON USD0.01 STOCK 515098101 4,639,083.86 4,639 110,507 SH Sole 28, 43 110,507 LANNETT CO INC COM STK COMMON USD0.001 STOCK 516012101 33,575.00 34 7,900 SH Sole 28, 33 7,900 LAS VEGAS SANDS CORP COM STK COMMON USD0.001 STOCK 517834107 1,409,118.75 1,409 66,625 SH Sole 23 66,625 LATTICE SEMICONDUCTOR CORP COM STK COMMON USD0.01 STOCK 518415104 381,588.25 382 103,975 SH Sole 8, 28, 33 103,975 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK COMMON USD0.01 STOCK 518439104 3,198,026.13 3,198 49,299 SH Sole 28 49,299 LAWSON PRODUCTS INC COM STK COMMON USD1 STOCK 520776105 46,781.28 47 3,024 SH Sole 28 3,024 LAYNE CHRISTENSEN CO COM STK COMMON USD0.01 STOCK 521050104 687,515.40 688 25,740 SH Sole 11, 28, 33 25,740 LAZARE KAPLAN INTERNATIONAL INC COM STK COMMON USD1 STOCK 521078105 750.00 1 300 SH Sole 33 300 LEARNING TREE INTERNATIONAL COM STK COMMON USD0.0001 STOCK 522015106 90,048.00 90 6,400 SH Sole 28 6,400 LEGG CORP COM STK COMMON USD0.001 STOCK 523234102 3,009.80 3 1,010 SH Sole 33 1,010 LEE ENTERPRISES INC COM STK COMMON USD2 STOCK 523768109 8,136.00 8 2,400 SH Sole 33 2,400 LEGGETT & PLATT INC COM STK COMMON USD0.01 STOCK 524660107 1,548,644.96 1,549 71,564 SH Sole 28, 33 71,564 LEGG MASON INC COM STK COMMON USD0.10 STOCK 524901105 1,978,143.99 1,978 68,997 SH Sole 28 68,997 LENNAR CORP COM STK COMMON USD0.10 STOCK 526057104 1,175,391.37 1,175 68,297 SH Sole 28, 33 68,297 LENNOX INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 526107107 4,307,904.00 4,308 97,200 SH Sole 28 97,200 LEUCADIA NATIONAL CORP COM STK COMMON USD1 STOCK 527288104 1,915,977.06 1,916 77,226 SH Sole 28 77,226 LEXICON PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 528872104 313,828.08 314 212,046 SH Sole 8, 28, 33 212,046 LEXMARK INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.01 STOCK 529771107 4,020,899.52 4,021 111,444 SH Sole 23, 28, 34 111,444 LIFEWAY FOODS INC COMMON NPV STOCK 531914109 42,732.00 43 3,600 SH Sole 28 3,600 LILLY(ELI)& CO COM 19, 23, STK COMMON 28, 32, NPV STOCK 532457108 27,427,196.58 27,427 757,239 SH Sole 34, 36, 39 757,239 LIMITED BRANDS INC COM STK COMMON 11, 28, USD0.50 STOCK 532716107 4,406,980.00 4,407 179,000 SH Sole 32, 34 179,000 LIN TV CORP COM STK COMMON USD0.01 STOCK 532774106 288,075.00 288 50,100 SH Sole 8, 28 50,100 LINCARE HLDGS INC COM STK COMMON USD0.01 STOCK 532791100 6,861,748.08 6,862 152,891 SH Sole 28, 30 152,891 LINCOLN EDUCATIONAL SERVICES CORP COMMON COM STK NPV STOCK 533535100 776,659.40 777 30,698 SH Sole 28, 30 30,698 LINCOLN ELECTRIC HLDGS INC COM STK COMMON NPV STOCK 533900106 4,808,205.00 4,808 88,500 SH Sole 11, 28 88,500 LINCOLN NATIONAL CORP COM STK COMMON USD1.25 STOCK 534187109 5,909,903.50 5,910 192,505 SH Sole 28, 34, 43 192,505 LINDSAY CORP COM STK COMMON USD1 STOCK 535555106 643,014.48 643 15,528 SH Sole 11, 28 15,528 LINEAR TECHNOLOGY CORP COM STK COMMON NPV STOCK 535678106 2,657,839.24 2,658 93,983 SH Sole 28 93,983 LIONBRIDGE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 536252109 177,870.00 178 49,000 SH Sole 28 49,000 LITHIA MOTORS INC CLASS'A'COM STK COMMON 8, 28, NPV STOCK 536797103 726,400.00 726 113,500 SH Sole 30, 33 113,500 LITTELFUSE INC COM STK COMMON USD0.01 STOCK 537008104 3,616,575.48 3,617 95,148 SH Sole 28, 33, 39 95,148 LIVE NATION ENTERTAINMENT INC COM STK COMMON USD0.01 STOCK 538034109 1,582,443.00 1,582 109,134 SH Sole 28, 33 109,134 LIVEPERSON INC COM STK COMMON USD0.001 STOCK 538146101 220,129.00 220 28,700 SH Sole 28 28,700 LIZ CLAIBORNE INC COM STK COMMON USD1 STOCK 539320101 529,016.00 529 71,200 SH Sole 28, 33 71,200 LO JACK COM STK COMMON USD0.01 STOCK 539451104 5,369.00 5 1,300 SH Sole 33 1,300 LOCKHEED MARTIN CORP COM STK COMMON 28, 34, USD1 STOCK 539830109 12,735,239.82 12,735 153,031 SH Sole 37, 47 153,031 LODGENET INTERATIVE COMMON CORP STOCK 540211109 363,137.00 363 52,100 SH Sole 8, 28 52,100 LOEWS CORP COM STK COMMON USD0.01 STOCK 540424108 6,247,382.40 6,247 167,580 SH Sole 28, 32, 34 167,580 LOOKSMART, COMMON LTD STOCK 543442503 1,339.00 1 1,300 SH Sole 33 1,300 LOOPNET INC COM STK COMMON USD0.001 STOCK 543524300 170,848.00 171 15,200 SH Sole 28 15,200 LORAL SPACE & COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 543881106 287,878.64 288 8,197 SH Sole 28 8,197 LORILLARD INC COMMON USD0.01 STOCK 544147101 11,976,176.52 11,976 159,173 SH Sole 28, 34, 43 159,173 LOUISIANA-PACIFIC CORP COM STK COMMON USD1 STOCK 546347105 4,093,251.65 4,093 452,293 SH Sole 28, 30, 33 452,293 LOWES COMPANIES INC COM STK COMMON 11, 23, 28, USD0.50 STOCK 548661107 34,604,054.40 34,604 1,427,560 SH Sole 36, 37, 39 1,427,560 LUBRIZOL CORP COM STK COMMON NPV STOCK 549271104 18,700,423.92 18,700 203,886 SH Sole 28, 35, 43 203,886 LUBYS INC COMMON USD0.32 STOCK 549282101 65,798.00 66 16,700 SH Sole 28, 33 16,700 LUFKIN INDUSTRIES INC COM STK COMMON USD1 STOCK 549764108 1,263,550.60 1,264 15,964 SH Sole 8, 11, 28 15,964
LULULEMON ATHLETICA INC COM STK COMMON 23, 26, USD0.01 STOCK 550021109 4,332,226.50 4,332 104,391 SH Sole 28, 47 104,391 M & F WORLDWIDE CORP COM STK COMMON USD0.01 STOCK 552541104 278,460.00 278 9,100 SH Sole 28, 33 9,100 MDC HLDGS INC COM STK COMMON USD0.01 STOCK 552676108 2,626,899.00 2,627 75,900 SH Sole 28, 33 75,900 MDU RESOURCES GROUP INC COM STK COMMON USD1 STOCK 552690109 8,366,026.50 8,366 387,675 SH Sole 28, 32 387,675 MEMC ELECTRONICS MATERIALS INC COM STK COMMON USD0.01 STOCK 552715104 1,550,445.54 1,550 101,138 SH Sole 28, 47 101,138 MFRI INC COM STK COMMON USD0.01 STOCK 552721102 2,672.00 3 400 SH Sole 33 400 MGIC INVESTMENT CORP COM STK COMMON USD1 STOCK 552848103 1,759,741.58 1,760 160,414 SH Sole 8, 28, 30 160,414 MSC INDUSTRIAL DIRECT CO CLASS'A'COM STK COMMON USD0.001 STOCK 553530106 4,473,504.00 4,474 88,200 SH Sole 28 88,200 MTR GAMING GROUP INC COM STK COMMON USD0.00001 STOCK 553769100 4,384.80 4 2,160 SH Sole 33 2,160 MTS SYSTEMS CORP COM STK COMMON USD0.25 STOCK 553777103 347,082.68 347 11,956 SH Sole 28 11,956 MVC CAPITAL INC COM COMMON USD0.01 STOCK 553829102 225,262.00 225 16,600 SH Sole 28 16,600 MAC GRAY CORP COM STK COMMON USD0.01 STOCK 554153106 95,965.00 96 8,500 SH Sole 28, 33 8,500 MACATAWA BANK CORP COM STK COMMON NPV STOCK 554225102 1,828.75 2 1,045 SH Sole 33 1,045 MADDEN(STEVEN) COM STK COMMON USD0.0001 STOCK 556269108 1,718,052.80 1,718 35,206 SH Sole 28, 30, 47 35,206 MAGELLAN HEALTH SERVICES COMMON INC STOCK 559079207 1,328,748.80 1,329 30,560 SH Sole 8, 28 30,560 MAIDENFORM BRANDS INC COM STK COMMON USD0.01 STOCK 560305104 568,100.00 568 26,000 SH Sole 8, 28 26,000 MAKO SURGICAL CORP COMMON NPV STOCK 560879108 1,454,492.00 1,454 107,900 SH Sole 25, 28 107,900 MANHATTAN ASSOCIATES INC COM STK COMMON USD0.01 STOCK 562750109 416,343.20 416 16,340 SH Sole 28 16,340 MANITOWOC CO INC COM STK COMMON USD0.01 STOCK 563571108 1,232,036.00 1,232 94,772 SH Sole 43 94,772 MANNATECH INC COMMON COM STOCK 563771104 44,422.00 44 13,300 SH Sole 28, 33 13,300 MANTECH INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 564563104 3,598,575.68 3,599 73,696 SH Sole 8, 11, 28 73,696 MARATHON OIL CORP COM STK COMMON USD1 STOCK 565849106 10,258,036.04 10,258 324,211 SH Sole 19, 28, 32 324,211 MARCUS CORP COM STK COMMON USD1 STOCK 566330106 221,271.66 221 17,034 SH Sole 28, 33 17,034 MARINEMAX INCCOM STK COMMON USD0.001 STOCK 567908108 21,520.00 22 2,000 SH Sole 33 2,000 MARINE PRODUCTS CORP COM STK COMMON USD0.10 STOCK 568427108 45,756.00 46 7,626 SH Sole 28 7,626 MARKEL CORP COM STK COMMON NPV STOCK 570535104 6,307,401.10 6,307 16,835 SH Sole 11 16,835 MARLIN BUSINESS SERVICES CORP COM STK COMMON USD0.01 STOCK 571157106 37,108.40 37 3,656 SH Sole 8, 33 3,656 MARSH & MCLENNAN COS INC COM COMMON 23, 28, USD1 STOCK 571748102 13,907,336.52 13,907 569,506 SH Sole 31, 34 569,506 MARSHALL & ILSLEY CORP NEW COM STK COMMON USD1 STOCK 571837103 1,894,334.05 1,894 235,321 SH Sole 28, 32 235,321 MARRIOTT INTERNATIONAL INC COM STK COMMON USD0.01 CL'A' STOCK 571903202 4,067,498.40 4,067 129,045 SH Sole 28, 34 129,045 MARTEK BIOSCIENCES CORP COM STK COMMON USD0.10 STOCK 572901106 565,113.55 565 25,105 SH Sole 28, 33 25,105 MARTEN TRANSPORT COM STK COMMON USD0.01 STOCK 573075108 388,011.06 388 19,686 SH Sole 8, 28, 33 19,686 MARTHA STEWART LIVING CLASS'A'COM STK COMMON USD0.01 STOCK 573083102 113,318.64 113 20,308 SH Sole 28 20,308 MARTIN MARIETTA MATERIALS INC COM STK COMMON USD0.01 STOCK 573284106 7,598,371.20 7,598 90,944 SH Sole 28 90,944 MASCO CORP COM STK COMMON USD1 STOCK 574599106 5,335,000.00 5,335 343,750 SH Sole 11, 28, 34 343,750 MASIMO CORPORATION COMMON USD0.001 STOCK 574795100 6,032,691.00 6,033 227,220 SH Sole 28, 39 227,220 MASSEY ENERGY COM COM STK COMMON USD0.625 STOCK 576206106 1,882,440.00 1,882 36,000 SH Sole 28 36,000 MASTEC INC COM STK COMMON USD0.1 STOCK 576323109 649,995.06 650 51,546 SH Sole 8, 28 51,546 MATRIX SERVICE CO COM STK COMMON USD0.01 STOCK 576853105 203,364.00 203 18,900 SH Sole 28 18,900 MATTEL INC COM STK COMMON 19, 23, USD1 STOCK 577081102 7,369,601.94 7,370 324,081 SH Sole 28, 32, 39 324,081 MATTHEWS INTL CORP CLASS'A'COM STK COMMON USD1 STOCK 577128101 3,520,251.00 3,520 99,162 SH Sole 11, 28 99,162 MATTSON TECHNOLOGY INC COM STK COMMON NPV STOCK 577223100 12,936.00 13 2,800 SH Sole 33 2,800 MAXWELL TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 577767106 200,718.00 201 16,200 SH Sole 28 16,200 MAXYGEN INC COM STK COMMON USD0.0001 STOCK 577776107 168,251.13 168 25,609 SH Sole 28, 33 25,609 MAXIMUS INC COM STK COMMON NPV STOCK 577933104 762,965.46 763 12,522 SH Sole 28 12,522 MBT FINL CORP COM COMMON NPV STOCK 578877102 966.00 1 700 SH Sole 33 700 MCAFEE INC COM STK COMMON USD0.01 STOCK 579064106 31,426,204.30 31,426 783,110 SH Sole 11, 28, 39 783,110 MCCORMICK & CO INC COM NON.VTG COMMON NPV STOCK 579780206 1,988,620.76 1,989 51,841 SH Sole 28 51,841 MCCORMICK & SCHMICKS SEAFOOD RESTAU COM COMMON STK STOCK 579793100 117,819.00 118 11,700 SH Sole 28, 33 11,700 MCDERMOTT INTERNATIONAL INC COM STK COMMON USD1 STOCK 580037109 6,253,758.28 6,254 232,309 SH Sole 11, 43 232,309 MCDONALD'S CORP COM STK COMMON 19, 28, USD0.01 STOCK 580135101 31,059,227.52 31,059 465,516 SH Sole 31, 34, 47 465,516 MCGRATH RENTCORP COM STK COMMON NPV STOCK 580589109 460,515.38 461 19,006 SH Sole 28, 33 19,006 MCGRAW-HILL COS INC (THE) COM STK COMMON 11, 19, USD1 STOCK 580645109 10,354,613.80 10,355 290,452 SH Sole 23, 28, 47 290,452 MCMORAN EXPLORATION COM STK COMMON USD0.01 STOCK 582411104 839,864.41 840 57,407 SH Sole 28 57,407 MEAD JOHNSON NUTRITION COMMON 11, 23, USD0.01 STOCK 582839106 15,247,859.77 15,248 293,059 SH Sole 28, 39 293,059 MEADWESTVACO CORPORATION COM COMMON 23, 28, 32, NPV STOCK 583334107 8,290,438.45 8,290 324,479 SH Sole 33, 34, 39 324,479 MEASUREMENT SPECIALITIES INC COM STK COMMON NPV STOCK 583421102 169,621.01 170 11,531 SH Sole 28, 33 11,531 MEDALLION FINANCIAL CORP COM STK COMMON USD0.01 STOCK 583928106 103,893.92 104 13,052 SH Sole 28, 33 13,052 MEDASSETS COMMON USD0.01 STOCK 584045108 3,165,750.00 3,166 150,750 SH Sole 11, 28, 47 150,750 MEDIA GENERAL INC CLASS'A'COM COMMON USD5 STOCK 584404107 18,238.00 18 2,200 SH Sole 33 2,200 MEDICINES CO COM STK COMMON USD0.001 STOCK 584688105 294,619.36 295 37,579 SH Sole 28 37,579 MEDICIS PHARMACEUTICAL CORP CLASS'A'COM COMMON STK STOCK 584690309 4,012,013.60 4,012 159,460 SH Sole 28, 33 159,460 MEDQUIST INC COM STK COMMON NPV STOCK 584949101 55,451.00 55 7,100 SH Sole 28 7,100 MEDTRONIC INC COM STK COMMON 28, 31, USD0.10 STOCK 585055106 23,677,314.36 23,677 525,812 SH Sole 34, 37, 39 525,812 MEMSIC INC COMMON USD0.00001 STOCK 586264103 38,599.00 39 12,100 SH Sole 28 12,100
MENS WEARHOUSE INC COM STK COMMON USD0.01 STOCK 587118100 948,024.00 948 39,600 SH Sole 28, 33 39,600 MENTOR GRAPHICS CORP COM STK COMMON NPV STOCK 587200106 2,229,487.82 2,229 277,991 SH Sole 28, 33 277,991 MERCANTILE BANK CORP COM STK COMMON NPV STOCK 587376104 2,358.00 2 600 SH Sole 33 600 MERCER INSURANCE GROUP INC COM STK COMMON NPV STOCK 587902107 82,800.00 83 4,600 SH Sole 28, 33 4,600 MERCER INTERNATIONAL INC COM STK COMMON USD1 STOCK 588056101 18,445.00 18 3,500 SH Sole 33 3,500 MERCHANTS BANCSHARES INC COM STK COMMON USD0.01 STOCK 588448100 73,814.00 74 3,400 SH Sole 28 3,400 MERCURY COMPUTER SYSTEMS COM STK COMMON USD0.01 STOCK 589378108 372,539.16 373 27,153 SH Sole 8, 28, 33 27,153 MERCURY GENERAL CORP COM STK COMMON NPV STOCK 589400100 3,283,372.00 3,283 75,100 SH Sole 28, 33 75,100 MEREDITH CORP COM STK COMMON USD1 STOCK 589433101 663,149.52 663 19,272 SH Sole 19, 28 19,272 MERGE HEALTHCARE COMMON INC STOCK 589499102 45,954.00 46 22,200 SH Sole 28 22,200 MERIDIAN BIOSCIENCE INC COM STK COMMON NPV STOCK 589584101 939,566.25 940 46,125 SH Sole 11, 28 46,125 MERIT MEDICAL SYSTEMS INC COM STK COMMON NPV STOCK 589889104 313,113.00 313 20,532 SH Sole 28 20,532 MET PRO CORP COM STK COMMON USD0.10 STOCK 590876306 103,880.00 104 10,600 SH Sole 28 10,600 METABOLIX INC COM STK COMMON USD0.01 STOCK 591018809 182,700.00 183 15,000 SH Sole 28 15,000 METALICO INC COMMON COM STOCK 591176102 447,968.14 448 74,786 SH Sole 8, 28 74,786 METHODE ELECTRONICS INC COM COMMON CLASS'A'USD0.5 STOCK 591520200 302,940.00 303 30,600 SH Sole 28, 33 30,600 METROPCS COMMUNICATIONS INC COM STK COMMON USD0.0001 STOCK 591708102 809,952.00 810 114,400 SH Sole 28 114,400 METROPOLITAN HEALTH NETWORKS COMMON COM STOCK 592142103 91,409.00 91 28,300 SH Sole 28 28,300 METTLER TOLEDO COM STK COMMON USD0.01 STOCK 592688105 14,567,280.00 14,567 133,400 SH Sole 28, 39 133,400 MICREL INC COM STK COMMON NPV STOCK 594793101 341,738.28 342 32,058 SH Sole 28 32,058 MICROS SYSTEMS INC COM COMMON 5, 11, USD0.025 STOCK 594901100 14,313,518.88 14,314 435,326 SH Sole 28, 39 435,326 MICROSOFT CORP 11, 19, COM 28, 31, STK COMMON 34, 36, 37, USD0.00000625 STOCK 594918104 143,952,260.14 143,952 4,918,082 SH Sole 38, 39, 47 4,918,082 MICROVISION INC WASHINGTON COM STK COMMON USD0.01 STOCK 594960106 162,714.00 163 57,700 SH Sole 28 57,700 MICROSTRATEGY COMMON INC. STOCK 594972408 577,285.02 577 6,786 SH Sole 28 6,786 MICROCHIP TECHNOLOGY COM STK COMMON USD0.001 STOCK 595017104 7,875,281.92 7,875 279,662 SH Sole 11, 28, 43 279,662 MICRON TECHNOLOGY INC COM STK COMMON USD0.10 STOCK 595112103 4,136,674.60 4,137 398,140 SH Sole 19, 28, 32 398,140 MICROSEMI COM STK COMMON USD0.20 STOCK 595137100 1,066,548.72 1,067 61,508 SH Sole 28 61,508 MIDAS GROUP INC COM STK COMMON USD0.001 STOCK 595626102 120,696.00 121 10,700 SH Sole 28 10,700 MIDDLEBROOK PHARMACEUTICAL INC COM STK COMMON USD0.01 STOCK 596087106 8,430.00 8 28,100 SH Sole 28 28,100 MIDDLEBY CORP COM STK COMMON USD0.01 STOCK 596278101 1,389,013.21 1,389 24,119 SH Sole 28, 30 24,119 MIDDLESEX WATER CO COM STK COMMON NPV STOCK 596680108 184,140.00 184 10,800 SH Sole 28, 33 10,800 MIDSOUTH BANCORP INC COM STK COMMON USD0.10 STOCK 598039105 61,050.00 61 3,700 SH Sole 28 3,700 MILLER(HERMAN) INC COM STK COMMON USD0.20 STOCK 600544100 9,127,162.80 9,127 505,380 SH Sole 11, 28 505,380 MILLER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 600551204 98,197.00 98 7,900 SH Sole 28, 33 7,900 MILLIPORE CORP COM STK COMMON USD1 STOCK 601073109 2,486,352.00 2,486 23,545 SH Sole 28 23,545 MINE SAFETY APPLIANCES CO COMMON COM STOCK 602720104 2,267,192.52 2,267 81,087 SH Sole 28 81,087 MINERALS TECHNOLOGIES INC COM STK COMMON 8, 23, USD0.10 STOCK 603158106 4,918,786.56 4,919 94,884 SH Sole 28, 33 94,884 MIPS TECHNOLOGIES INC CLASS A COM COMMON STK USD0.001 STOCK 604567107 165,796.04 166 37,174 SH Sole 28 37,174 MISONIX INC COM STK COMMON USD0.01 STOCK 604871103 1,344.00 1 600 SH Sole 33 600 MITCHAM INDUSTRIES INC COM STK COMMON USD0.01 STOCK 606501104 5,061.00 5 700 SH Sole 33 700 MODINE MANUFACTURING CO COM STK COMMON USD0.625 STOCK 607828100 999,685.60 1,000 88,940 SH Sole 28, 30, 33 88,940 MOHAWK INDUSTRIES COM STK COMMON 28, 33, USD0.01 STOCK 608190104 7,466,917.80 7,467 137,310 SH Sole 34, 43 137,310 MOLEX INC COM STK COMMON USD0.05 STOCK 608554101 5,524,875.30 5,525 264,855 SH Sole 23, 28 264,855 MOLEX INC CLASS'A'N.VTG COM STK COMMON USD0.05 STOCK 608554200 122,543.95 123 6,943 SH Sole 34 6,943 MONARCH CASINO & RESORT COM STK COMMON USD0.01 STOCK 609027107 56,620.20 57 6,630 SH Sole 28 6,630 MONOLITHIC POWER SYSTEM INC COM STK COMMON USD0.001 STOCK 609839105 550,810.00 551 24,700 SH Sole 28 24,700 MONRO MUFFLER BRAKE INC COM STK COMMON USD0.01 STOCK 610236101 5,137,818.00 5,138 143,675 SH Sole 25, 28, 39 143,675 MONSTER WORLDWIDE INC COM STK COMMON USD0.001 STOCK 611742107 855,846.86 856 51,526 SH Sole 28 51,526 MOODYS CORP COM STK COMMON USD1 STOCK 615369105 8,484,848.75 8,485 285,205 SH Sole 11, 28 285,205 MOOG INC CLASS'A'(LIM.V) COMMON USD1 STOCK 615394202 1,226,877.96 1,227 34,638 SH Sole 8, 28 34,638 MORGAN STANLEY COM STK COMMON 11, 23, USD0.01 STOCK 617446448 20,062,654.14 20,063 684,966 SH Sole 28, 32 684,966 MORNINGSTAR INC COM STK COMMON NPV STOCK 617700109 1,058,076.18 1,058 22,002 SH Sole 26 22,002 MORTON'S RESTAURANT GROUP COM STK COMMON USD0.01 STOCK 619430101 3,666.00 4 600 SH Sole 33 600 MOSYS INC COM STK COMMON USD0.01 STOCK 619718109 4,411.00 4 1,100 SH Sole 33 1,100 MOTOROLA INC COMMON USD0.01 STOCK 620076109 12,475,768.50 12,476 1,777,175 SH Sole 28, 34, 39 1,777,175 MOVADO GROUP INC COM STK COMMON USD0.01 STOCK 624580106 151,569.36 152 13,437 SH Sole 28, 33 13,437 MUELLER INDUSTRIES INC COM STK COMMON 8, 25, USD0.01 STOCK 624756102 2,770,702.17 2,771 103,423 SH Sole 28, 30, 33 103,423 MUELLER WATER PRODUCTS INC COM STK USD0.01 COMMON SER'A' STOCK 624758108 564,374.60 564 118,070 SH Sole 28, 33 118,070 MULTI-COLOR CORP COMMON NPV STOCK 625383104 94,043.00 94 7,850 SH Sole 28 7,850 MULTIMEDIA GAMES INC COM STK COMMON USD0.01 STOCK 625453105 848,136.90 848 217,471 SH Sole 25, 28, 33 217,471 MURPHY OIL CORP COM COMMON 19, 23, USD1 STOCK 626717102 16,454,735.79 16,455 292,841 SH Sole 28, 32, 39 292,841 MYERS INDUSTRIES INC COM STK COMMON NPV STOCK 628464109 374,136.00 374 35,700 SH Sole 8, 28, 33 35,700 MYLAN INC COM STK COMMON USD0.50 STOCK 628530107 13,399,762.98 13,400 590,038 SH Sole 11, 28, 43 590,038 NBT BANCORP INC COM STK COMMON NPV STOCK 628778102 812,865.90 813 35,574 SH Sole 8, 28 35,574 NBTY INC COM STK COMMON 11, 19, USD0.008 STOCK 628782104 13,383,253.32 13,383 278,934 SH Sole 28, 30, 34 278,934
NCI BUILDING SYSTEMS INC COM STK COMMON USD0.01 STOCK 628852204 202,009.92 202 18,298 SH Sole 8, 28 18,298 NASB FINANCIAL INC COM STK COMMON USD0.15 STOCK 628968109 55,488.00 55 2,400 SH Sole 28 2,400 NL INDUSTRIES INC COM STK COMMON USD0.125 STOCK 629156407 44,856.24 45 5,228 SH Sole 28 5,228 NRG ENERGY INC COM STK COMMON 11, 28, USD0.01 STOCK 629377508 5,750,509.60 5,751 275,144 SH Sole 32, 35 275,144 NVE CORP COM STK COMMON USD0.001 STOCK 629445206 167,610.00 168 3,700 SH Sole 28 3,700 NYMAGIC INC COM STK COMMON USD1 STOCK 629484106 125,087.16 125 5,892 SH Sole 8, 28, 33 5,892 NYSE EURONEXT INC COM STK COMMON USD0.01 STOCK 629491101 3,274,866.00 3,275 110,600 SH Sole 28 110,600 NABI BIOPHARMACEUTICALS COM STK COMMON USD0.10 STOCK 629519109 215,266.38 215 39,354 SH Sole 28 39,354 NACCO INDUSTRIES INC CLASS'A'COM COMMON STK USD1 STOCK 629579103 335,306.30 335 4,522 SH Sole 28, 33 4,522 NANOMETRICS COM STK COMMON NPV STOCK 630077105 13,082.40 13 1,380 SH Sole 33 1,380 NAPCO SECURITY TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 630402105 517,960.00 518 225,200 SH Sole 25, 33 225,200 NASDAQ OMX GROUP INC COM STK COMMON USD0.01'144A' STOCK 631103108 1,271,424.00 1,271 60,200 SH Sole 28 60,200 NASH FINCH CO COM STK USD1.66 COMMON 2/3 STOCK 631158102 452,087.75 452 13,435 SH Sole 8, 28, 33 13,435 NATIONAL BANKSHARES INC COM STK COMMON USD2.50 STOCK 634865109 138,975.00 139 5,100 SH Sole 28 5,100 NATIONAL BEVERAGE CORP COM STK COMMON USD0.01 STOCK 635017106 81,976.64 82 7,372 SH Sole 28 7,372 NATIONAL CINEMEDIA INC COM STK COMMON USD0.01 STOCK 635309107 2,162,488.14 2,162 125,289 SH Sole 28, 43 125,289 NATIONAL HEALTH CARE CORP COM STK COMMON USD0.01 STOCK 635906100 205,204.00 205 5,800 SH Sole 28 5,800 NATIONAL FUEL GAS CO COM STK COMMON USD1 STOCK 636180101 8,446,905.00 8,447 167,100 SH Sole 28, 32 167,100 NATIONAL INSTRUMENTS CORP COM STK COMMON USD0.01 STOCK 636518102 19,301,812.75 19,302 578,765 SH Sole 11, 28 578,765 NATIONAL OILWELL VARCO INC COM STK COMMON 11, 19, USD0.01 STOCK 637071101 11,544,441.88 11,544 284,486 SH Sole 28, 32 284,486 NATIONAL PENN BANCSHARES COM STK COMMON NPV STOCK 637138108 880,550.40 881 127,616 SH Sole 8, 28, 33 127,616 NATIONAL PRESTO INDUSTRIES INC COM STK COMMON USD1 STOCK 637215104 402,034.71 402 3,381 SH Sole 28 3,381 NATIONAL RESEARCH CORP COM STK COMMON USD0.001 STOCK 637372103 22,788.00 23 900 SH Sole 28 900 NATIONAL SEMICONDUCTOR CORP COM STK COMMON USD0.50 STOCK 637640103 1,320,932.30 1,321 91,414 SH Sole 28 91,414 NATIONAL TECHNICAL SYSTEMS INC COM COMMON STK NPV STOCK 638104109 2,200.00 2 400 SH Sole 33 400 NATIONAL WESTERN LIFE INSURANCE CO COM COMMON STK STOCK 638522102 312,841.95 313 1,697 SH Sole 28 1,697 NAVIGATORS GROUP INC COM STK COMMON USD0.10 STOCK 638904102 566,037.36 566 14,392 SH Sole 8, 28, 33 14,392 NATUS MEDICAL INC COM STK COMMON USD0.001 STOCK 639050103 327,746.00 328 20,600 SH Sole 28 20,600 NEENAH PAPER INC COM STK COMMON USD0.01 STOCK 640079109 182,160.00 182 11,500 SH Sole 28 11,500 NEKTAR THERAPEUTICS COM STK COMMON USD0.0001 STOCK 640268108 1,067,665.95 1,068 70,195 SH Sole 28 70,195 NEOGEN CORP COM STK COMMON USD0.16 STOCK 640491106 357,675.00 358 14,250 SH Sole 28 14,250 NETWORK EQUIPMENT TECHNOLOGIES COM COMMON STK USD0.01 STOCK 641208103 114,608.00 115 20,800 SH Sole 28 20,800 NEUROGESX COM STK COMMON USD1 STOCK 641252101 88,360.00 88 9,400 SH Sole 28 9,400 NEW FRONTIER MEDIA INC COM STK COMMON USD0.0001 STOCK 644398109 3,800.00 4 1,900 SH Sole 33 1,900 NEW JERSEY RESOURCES CORP COM STK COMMON USD2.50 STOCK 646025106 2,388,327.72 2,388 63,587 SH Sole 8, 11, 28 63,587 NEW YORK & CO INC COM STK COMMON USD0.01 STOCK 649295102 99,153.00 99 20,700 SH Sole 28, 33 20,700 NEW YORK COMMUNITY BANCORP INC COM COMMON STK USD0.01 STOCK 649445103 14,445,903.68 14,446 873,392 SH Sole 28 873,392 NEW YORK TIMES CO COM CLASS'A'STK COMMON USD0.10 STOCK 650111107 575,075.97 575 51,669 SH Sole 28 51,669 NEWALLIANCE BANCSHARES INC COM STK COMMON USD0.01 STOCK 650203102 3,772,370.40 3,772 298,920 SH Sole 28, 33 298,920 NEWELL RUBBERMAID INC COM STK COMMON USD1 STOCK 651229106 3,773,415.20 3,773 248,251 SH Sole 28, 30, 34 248,251 NEWFIELD EXPLORATION CO 11, 28, COM STK COMMON 32, 34, USD0.01 STOCK 651290108 33,530,453.85 33,530 644,197 SH Sole 37, 38, 43 644,197 NEWMARKET CORP COM COMMON NPV STOCK 651587107 1,047,923.25 1,048 10,175 SH Sole 8, 28 10,175 NEWMONT MINING CORP COM STK COMMON USD1.60 STOCK 651639106 13,541,675.84 13,542 265,888 SH Sole 23, 28, 34 265,888 NEWPARK RESOURCES INC COM STK COMMON USD0.01 STOCK 651718504 375,816.00 376 71,584 SH Sole 28, 33 71,584 NEWPORT CORP COM COMMON NPV STOCK 651824104 344,312.50 344 27,545 SH Sole 28 27,545 NICOR INC COM STK COMMON USD2.5 STOCK 654086107 2,208,052.16 2,208 52,673 SH Sole 28 52,673 NIKE INC CLASS'B'COM STK COMMON NPV STOCK 654106103 12,473,023.50 12,473 169,701 SH Sole 28, 34, 47 169,701 NOBEL LEARNING COMMUNITIES INC COM STK COMMON USD0.001 STOCK 654889104 20,384.00 20 2,600 SH Sole 28 2,600 NOBLE ENERGY INC COM STK USD3.33 COMMON 23, 28, 1/3 STOCK 655044105 14,420,201.00 14,420 197,537 SH Sole 37, 38 197,537 NORDSON CORP COM STK COMMON NPV STOCK 655663102 7,018,716.96 7,019 103,338 SH Sole 11, 28 103,338 NORDSTROM INC COM STK COMMON 11, 23, NPV STOCK 655664100 12,213,618.95 12,214 298,987 SH Sole 28, 34 298,987 NORFOLK SOUTHERN CORP COM STK COMMON USD1 STOCK 655844108 11,329,126.56 11,329 202,704 SH Sole 11, 19, 28 202,704 NORTHEAST COMMUNITY BANCORP INC COM COMMON STK USD0.01 STOCK 664112109 30,198.00 30 4,200 SH Sole 28, 33 4,200 NORTHEAST UTILITIES COM STK COMMON 23, 28, USD5 STOCK 664397106 12,894,225.84 12,894 466,506 SH Sole 37, 39 466,506 NORTHERN OIL & GAS INC(NEV) COM STK COMMON USD0.001 STOCK 665531109 389,910.00 390 24,600 SH Sole 28 24,600 NORTHERN TRUST CORP COM STK COMMON USD1.666 STOCK 665859104 14,535,037.80 14,535 263,030 SH Sole 23, 28, 39 263,030 NORTHRIM BANK ALASKA COM STK COMMON USD1 STOCK 666762109 75,152.00 75 4,400 SH Sole 28 4,400 NORTHROP GRUMMAN CORP COM STK COMMON 23, 28, USD1 STOCK 666807102 13,280,875.65 13,281 202,545 SH Sole 32, 34 202,545 NORTHWEST BANCSHARES INC COMMON USD0.01 STOCK 667340103 1,744,364.42 1,744 148,583 SH Sole 8, 23, 28 148,583 NORTHWEST NATURAL GAS CO COM STK COMMON USD3.167 STOCK 667655104 988,665.60 989 21,216 SH Sole 11, 28 21,216 NORTHWEST PIPE CO COM STK COMMON USD0.01 STOCK 667746101 150,765.00 151 6,900 SH Sole 28 6,900 NORTHWESTERN CORPORATION COM STK COMMON USD0.01 STOCK 668074305 718,508.00 719 26,800 SH Sole 28 26,800 NORWOOD FINANCIAL CORP COM STK COMMON USD0.10 STOCK 669549107 45,900.00 46 1,700 SH Sole 28 1,700 NU HORIZONS ELECTRONICS CORP COM STK COMMON USD0.0066 STOCK 669908105 3,210.00 3 1,000 SH Sole 33 1,000 NOVAVAX INC COM STK COMMON USD0.01 STOCK 670002104 115,962.00 116 50,200 SH Sole 28 50,200
NOVELL INC COM STK COMMON USD0.10 STOCK 670006105 836,359.74 836 139,626 SH Sole 28 139,626 NOVELLUS SYSTEMS INC COM STK COMMON NPV STOCK 670008101 3,536,750.00 3,537 141,470 SH Sole 11, 28, 33 141,470 NUCOR CORP COM STK COMMON USD0.40 STOCK 670346105 8,057,990.46 8,058 177,567 SH Sole 28, 34, 43 177,567 NUVASIVE INC COM STK COMMON USD0.001 STOCK 670704105 10,016,320.00 10,016 221,600 SH Sole 5, 11, 28 221,600 O'CHARLEYS INC COM STK COMMON NPV STOCK 670823103 124,489.50 124 13,925 SH Sole 28, 33 13,925 OGE ENERGY CORP COM STK COMMON USD0.01 STOCK 670837103 10,432,026.00 10,432 267,900 SH Sole 28, 35 267,900 OM GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 670872100 1,751,596.00 1,752 51,700 SH Sole 30, 33 51,700 OSI PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 671040103 7,044,765.00 7,045 118,300 SH Sole 28 118,300 OSI SYSTEMS INC COM STK COMMON 8, 28, NPV STOCK 671044105 825,399.30 825 29,426 SH Sole 33, 47 29,426 OYO GEOSPACE CORP COM STK COMMON USD0.01 STOCK 671074102 129,087.00 129 2,700 SH Sole 28 2,700 OCCIDENTAL PETROLEUM CORP COM COMMON 11, 28, 31, USD0.20 STOCK 674599105 37,422,391.86 37,422 442,659 SH Sole 32, 34, 47 442,659 OCEAN POWER TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 674870308 6,363.00 6 900 SH Sole 33 900 OCEANEERING INTERNATIONAL INC COM STK COMMON USD0.25 STOCK 675232102 11,244,713.90 11,245 177,110 SH Sole 11, 28, 47 177,110 OCEANFIRST FINANCIAL CORP COM STK COMMON USD0.01 STOCK 675234108 160,176.00 160 14,100 SH Sole 8, 28, 33 14,100 OCWEN FINANCIAL CORP COM STK COMMON USD0.01 STOCK 675746309 5,387,522.00 5,388 485,800 SH Sole 8, 28, 39 485,800 ODYSSEY MARINE EXPLORATION COM STK COMMON USD0.0001 STOCK 676118102 50,304.00 50 38,400 SH Sole 28 38,400 OFFICE DEPOT INC COM STK COMMON USD0.01 STOCK 676220106 1,139,879.16 1,140 142,842 SH Sole 28, 33, 34 142,842 OHIO VALLEY BANCORP COM STK COMMON USD0.01 STOCK 677719106 60,312.00 60 2,800 SH Sole 28 2,800 OIL DRI CORP OF AMERICA COM STK COMMON USD0.10 STOCK 677864100 71,521.00 72 3,700 SH Sole 28 3,700 OIL STATES INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 678026105 779,848.00 780 17,200 SH Sole 32 17,200 OILSANDS QUEST INC COM STK COMMON USD0.001 STOCK 678046103 106,223.04 106 143,700 SH Sole 28 143,700 OLD DOMINION FREIGHT LINE INC COM STK COMMON USD0.10 STOCK 679580100 868,807.80 869 26,020 SH Sole 28, 43 26,020 OLD NATIONAL BANCORP(INDIANA) COM STK COMMON USD1 STOCK 680033107 844,148.00 844 70,640 SH Sole 28, 33 70,640 OLD POINT FINANCIAL CORP COM STK COMMON USD5 STOCK 680194107 26,568.00 27 1,800 SH Sole 28 1,800 OLD REPUBLIC INTERNATIONAL CORP COMMON USD1 STOCK 680223104 13,767,183.20 13,767 1,085,740 SH Sole 28, 33, 39 1,085,740 OLD SECOND BANCORP INC COM STK COMMON NPV STOCK 680277100 83,449.17 83 12,663 SH Sole 8, 28, 33 12,663 OLIN CORP COM STK COMMON USD1 STOCK 680665205 4,331,271.96 4,331 220,758 SH Sole 8, 28 220,758 OMNICARE INC COM STK COMMON USD1 STOCK 681904108 7,015,920.00 7,016 248,000 SH Sole 28, 33 248,000 OMNICOM GROUP INC COM STK COMMON USD0.15 STOCK 681919106 5,060,319.47 5,060 130,387 SH Sole 28 130,387 OMEGA FLEX INC COM STK COMMON USD0.01 STOCK 682095104 18,900.00 19 1,800 SH Sole 28 1,800 OMNIVISION TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 682128103 728,913.04 729 42,428 SH Sole 28, 33 42,428 OMNOVA SOLUTIONS INC COM STK COMMON USD0.1 STOCK 682129101 234,715.00 235 29,900 SH Sole 28 29,900 OMEROS CORP COMMON NPV STOCK 682143102 13,376.00 13 1,900 SH Sole 28 1,900 ON ASSIGNMENT COM STK COMMON USD0.01 STOCK 682159108 212,474.00 212 29,800 SH Sole 28, 33 29,800 ONEOK INC COM STK COMMON NPV STOCK 682680103 2,159,245.00 2,159 47,300 SH Sole 19, 28 47,300 ONYX PHARMACEUTICALS COM STK COMMON USD0.001 STOCK 683399109 1,404,386.40 1,404 46,380 SH Sole 28 46,380 OPENWAVE SYSTEMS INC-ORD COMMON SHS STOCK 683718308 143,980.00 144 62,600 SH Sole 28 62,600 OPNET TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 683757108 164,424.00 164 10,200 SH Sole 28, 33 10,200 OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG COMMON NPV STOCK 683797104 247,447.00 247 9,700 SH Sole 8, 28 9,700 OPTICAL CABLE COMMON CORP. STOCK 683827208 1,002.00 1 300 SH Sole 33 300 OPTIONSXPRESS HLDGS INC COM STK COMMON USD0.0001 STOCK 684010101 509,877.00 510 31,300 SH Sole 28 31,300 ORBITAL SCIENCES COM STK COMMON USD0.01 STOCK 685564106 815,947.22 816 42,922 SH Sole 28 42,922 O'REILLY AUTOMOTIVE INC COM STK COMMON USD0.01 STOCK 686091109 5,823,967.30 5,824 139,630 SH Sole 5, 28 139,630 OREXIGEN THERAPEUT COM STK COMMON USD0.001 STOCK 686164104 112,499.00 112 19,100 SH Sole 28 19,100 ORION ENERGY SYSTEMS INC COMMON NPV STOCK 686275108 78,355.90 78 15,991 SH Sole 28, 33 15,991 ORITANI FINANCIAL CORP COM STK COMMON USD0.01 STOCK 686323106 109,276.00 109 6,800 SH Sole 28 6,800 ORLEANS HOMEBUILDERS INC COM STK COMMON USD0.10 STOCK 686588104 210.00 0 1,500 SH Sole 33 1,500 ORRSTOWN FINANCIAL SERVICES INC COM COMMON STK NPV STOCK 687380105 106,554.00 107 4,200 SH Sole 28 4,200 OSHKOSH COMMON CORPORATION STOCK 688239201 8,258,324.12 8,258 204,718 SH Sole 28, 32, 34 204,718 OSTEOTECH INC COM STK COMMON USD0.01 STOCK 688582105 5,488.00 5 1,400 SH Sole 33 1,400 OTTER TAIL POWER CO COM STK COMMON USD5 STOCK 689648103 576,230.40 576 26,240 SH Sole 28 26,240 OUTDOOR CHANNEL HLDGS INC COM COMMON USD0.02 STOCK 690027206 89,624.00 90 13,600 SH Sole 28, 33 13,600 OVERHILL FARMS INC COM COMMON STOCK STOCK 690212105 66,462.00 66 11,400 SH Sole 28 11,400 OVERSEAS SHIPHOLDING GROUP INC COM COMMON STK USD1 STOCK 690368105 2,196,056.17 2,196 55,979 SH Sole 28, 33 55,979 OVERSTOCK.COM INC COM STK COMMON USD0.0001 STOCK 690370101 196,625.00 197 12,100 SH Sole 28 12,100 OWENS & MINOR INC COM STK COMMON USD2 STOCK 690732102 5,927,853.37 5,928 127,783 SH Sole 28, 30 127,783 OWENS CORNING INC COM STK COMMON USD0.01 STOCK 690742101 4,965,633.60 4,966 195,190 SH Sole 11, 32, 33 195,190 OWENS-ILLINOIS INC COM STK COMMON 28, 35, USD0.01 STOCK 690768403 7,145,317.00 7,145 201,050 SH Sole 37, 39 201,050 OXFORD INDUSTRIES INC COM STK COMMON USD1 STOCK 691497309 633,421.81 633 31,157 SH Sole 8, 28, 33 31,157 OXIGENE INC COM STK COMMON USD0.01 STOCK 691828107 31,119.00 31 25,300 SH Sole 28 25,300 PAM TRANSPORTATION SERVICES INC. COMMON COM STK USD0.01 STOCK 693149106 7,836.40 8 572 SH Sole 33 572 PDF SOLUTIONS INC COM STK COMMON USD0.00015 STOCK 693282105 6,976.00 7 1,600 SH Sole 33 1,600 PHH CORP COM STK COMMON NPV STOCK 693320202 1,747,008.40 1,747 74,120 SH Sole 8, 28, 33 74,120 PICO HOLDING INC COM STK COMMON 11, 26, USD0.001 STOCK 693366205 2,613,490.06 2,613 70,274 SH Sole 28, 33, 43 70,274 PLX TECHNOLOGY COM STK COMMON USD0.001 STOCK 693417107 133,331.00 133 25,300 SH Sole 28, 33 25,300
PMA CAPITAL CORP COM STK COMMON CLASS'A'USD5 STOCK 693419202 232,847.22 233 37,923 SH Sole 8, 28, 33 37,923 PNC FINANCIAL SERVICES GROUP COM STK COMMON 19, 23, 28, USD5 STOCK 693475105 24,417,300.00 24,417 409,000 SH Sole 32, 36, 39 409,000 PPG INDUSTRIES INC COM STK COMMON USD1.666 STOCK 693506107 6,926,971.80 6,927 105,917 SH Sole 28, 43 105,917 PACCAR INC COM STK COMMON USD1 STOCK 693718108 21,237,640.16 21,238 490,024 SH Sole 28, 34, 39 490,024 PACIFIC MERCANTILE BANCORP COM STK COMMON NPV STOCK 694552100 2,750.00 3 1,000 SH Sole 33 1,000 PACIFIC SUNWEAR OF CALIFORNIA INC COMMON COM STK USD0.01 STOCK 694873100 280,686.60 281 52,860 SH Sole 28, 33 52,860 PACKAGING CORP OF AMERICA COM STK COMMON USD0.01 STOCK 695156109 7,896,364.60 7,896 320,860 SH Sole 28, 35 320,860 PACTIV CORP COM STK COMMON USD0.01 STOCK 695257105 2,391,823.02 2,392 94,989 SH Sole 28, 39 94,989 PACWEST BANCORP COM STK COMMON 8, 28, NPV STOCK 695263103 2,425,880.10 2,426 106,305 SH Sole 30, 33 106,305 PAETEC HOLDING CORP COM STK COMMON USD1 STOCK 695459107 429,156.00 429 91,700 SH Sole 28 91,700 PALL CORP COM STK COMMON USD0.10 STOCK 696429307 4,176,057.62 4,176 103,138 SH Sole 11, 28 103,138 PALM HARBOR HOMES INC COM STK COMMON USD0.01 STOCK 696639103 2,412.00 2 1,200 SH Sole 33 1,200 PALM INC COM STK COMMON USD0.001 STOCK 696643105 1,969,254.88 1,969 523,738 SH Sole 26, 28 523,738 PALOMAR MEDICAL TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 697529303 693,476.16 693 63,856 SH Sole 28, 30, 33 63,856 PANHANDLE OIL & GAS INC CLASS'A'COM COMMON STK USD0.01666 STOCK 698477106 125,239.00 125 5,300 SH Sole 28 5,300 PANTRY INC COM STK COMMON USD0.01 STOCK 698657103 212,017.75 212 16,975 SH Sole 28 16,975 PAPA JOHNS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 698813102 414,548.04 415 16,124 SH Sole 28 16,124 PAR TECHNOLOGY CORP COM STK COMMON USD0.02 STOCK 698884103 47,795.00 48 7,900 SH Sole 28, 33 7,900 PARAMETRIC TECHNOLOGY CORP NEW COM STK COMMON USD0.01 STOCK 699173209 5,761,379.50 5,761 319,190 SH Sole 28 319,190 PAREXEL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 699462107 1,009,369.62 1,009 43,302 SH Sole 28 43,302 PARK ELECTROCHEMICAL CORP COM STK COMMON USD0.10 STOCK 700416209 450,154.62 450 15,663 SH Sole 28, 33 15,663 PARK NATIONAL CORP COM STK COMMON NPV STOCK 700658107 669,271.71 669 10,741 SH Sole 8, 28 10,741 PARKER DRILLING CO COM STK COMMON USD0.1666 STOCK 701081101 531,513.16 532 107,812 SH Sole 8, 28, 33 107,812 PARKER-HANNIFIN CORP 11, 28, COM STK COMMON 31, 32, 34, USD0.50 STOCK 701094104 17,509,321.44 17,509 270,456 SH Sole 38, 39, 43 270,456 PARKERVISION COM STK COMMON USD0.01 STOCK 701354102 36,380.00 36 21,400 SH Sole 28 21,400 PARLUX FRAGRANCES COM STK COMMON USD0.01 STOCK 701645103 2,211.00 2 1,100 SH Sole 33 1,100 PATTERSON COS INC COM STK COMMON USD0.01 STOCK 703395103 2,014,865.55 2,015 64,891 SH Sole 23, 28 64,891 PATTERSON UTI ENERGY INC COM STK COMMON USD0.01 STOCK 703481101 4,476,253.43 4,476 320,419 SH Sole 19, 28, 33 320,419 PAYCHEX INC COM STK COMMON USD0.01 STOCK 704326107 6,280,176.20 6,280 204,566 SH Sole 28, 37, 39 204,566 PEABODY ENERGY CORP COM STK COMMON USD0.01 STOCK 704549104 9,400,581.40 9,401 205,702 SH Sole 11, 28, 39 205,702 PEAPACK GLADSTONE FINANCIAL CORP COMMON COM STK NPV STOCK 704699107 107,142.20 107 6,820 SH Sole 28 6,820 PEETS COFFEE & TEA INC COM STK COMMON USD0.001 STOCK 705560100 360,101.30 360 9,082 SH Sole 28 9,082 PEGASYSTEMS INC COM STK COMMON USD0.01 STOCK 705573103 1,071,150.00 1,071 28,950 SH Sole 28, 47 28,950 PENFORD CORP COM STK COMMON USD1 STOCK 707051108 10,250.00 10 1,000 SH Sole 33 1,000 PENN NATIONAL GAMING INC COM STK COMMON USD0.01 STOCK 707569109 4,984,679.00 4,985 179,305 SH Sole 39, 43 179,305 PENN VIRGINIA CORP COM STK COMMON USD6.25 STOCK 707882106 1,300,484.50 1,300 53,081 SH Sole 28, 30, 33 53,081 PENNANTPARK INVESTMENT CORPORATION COM COMMON STK STOCK 708062104 203,252.84 203 19,619 SH Sole 28 19,619 PENNEY(J.C.)CO INC COM STK COMMON 11, 28, USD0.50 STOCK 708160106 15,331,964.64 15,332 476,592 SH Sole 34, 36, 39 476,592 PENNICHUCK CORP COM STK COMMON USD1 STOCK 708254206 89,338.00 89 3,800 SH Sole 28, 33 3,800 PENNS WOODS BANCORP INC COMMON COM STOCK 708430103 104,005.00 104 3,100 SH Sole 28 3,100 PENSON WORLDWIDE COM STK COMMON USD0.01 STOCK 709600100 349,429.00 349 34,700 SH Sole 8, 28, 33 34,700 PENTAIR INC COM STK COMMON USD0.16666 STOCK 709631105 8,800,277.20 8,800 247,060 SH Sole 28, 37 247,060 PEOPLES BANCORP INC COM STK COMMON NPV STOCK 709789101 256,016.80 256 15,535 SH Sole 8, 28, 33 15,535 PEOPLES UNITED FINANCIAL INC COMMON COM STOCK 712704105 4,995,462.92 4,995 319,403 SH Sole 23, 28, 33 319,403 PEP BOYS MANNY MOE & JACK COM STK COMMON USD1 STOCK 713278109 375,699.15 376 37,383 SH Sole 28, 33 37,383 PEPCO HLDGS INC COM STK COMMON USD0.01 STOCK 713291102 3,913,201.25 3,913 228,175 SH Sole 28, 43 228,175 PEPSICO INC 11, 23, 28, CAP STK COMMON 31, 33, 34, USD0.0166 STOCK 713448108 96,492,573.68 96,493 1,458,473 SH Sole 36, 39, 47 1,458,473 PERICOM SEMICONDUCTOR CORP COM STK COMMON NPV STOCK 713831105 226,462.95 226 21,145 SH Sole 28, 33 21,145 PERKINELMER INC COM STK COMMON USD1 STOCK 714046109 1,184,675.20 1,185 49,568 SH Sole 28 49,568 PERMA-FIX ENVIRONMENTAL SERVICES COM STK COMMON USD0.001 STOCK 714157104 96,768.00 97 43,200 SH Sole 28 43,200 PERRIGO CO COM STK COMMON NPV STOCK 714290103 10,672,360.00 10,672 181,750 SH Sole 28, 39, 47 181,750 PERVASIVE SOFTWARE INC COM STK COMMON USD0.01 STOCK 715710109 54,648.00 55 10,800 SH Sole 28 10,800 PETMED EXPRESS INC COM STK COMMON USD0.001 STOCK 716382106 654,015.00 654 29,500 SH Sole 11, 28 29,500 PETROHAWK ENERGY CORP COM COMMON USD0.001 STOCK 716495106 4,276,808.64 4,277 210,888 SH Sole 11, 23, 35 210,888 PETROLEUM DEVELOPMENT COM STK COMMON USD0.01 STOCK 716578109 351,164.52 351 15,156 SH Sole 28, 33 15,156 PETROQUEST ENERGY INC COM STK COMMON USD0.001 STOCK 716748108 338,358.04 338 67,268 SH Sole 28, 30 67,268 PETSMART INC COM STK COMMON USD0.0001 STOCK 716768106 10,823,222.04 10,823 338,649 SH Sole 23, 28, 34 338,649 PFIZER INC 11, 19, COM 23, 28, STK COMMON 31, 32, 34, USD0.05 STOCK 717081103 88,375,853.65 88,376 5,153,111 SH Sole 36, 37, 39 5,153,111 PHARMACEUTICAL PRODUCT DEVELOPMENT COM COMMON STK USD0.10 STOCK 717124101 5,730,875.00 5,731 241,300 SH Sole 28 241,300 PHILIP MORRIS INTERNATIONAL INC COMMON 11, 28, 34, NPV STOCK 718172109 89,959,621.76 89,960 1,724,686 SH Sole 36, 39, 47 1,724,686 PHILLIPS VAN HEUSEN CORP COM STK COMMON 23, 28, USD1 STOCK 718592108 16,162,671.36 16,163 281,776 SH Sole 30, 39, 47 281,776 PHOENIX TECHNOLOGY COM STK COMMON USD0.001 STOCK 719153108 72,128.00 72 22,400 SH Sole 28 22,400 PHOTRONICS INC COM STK COMMON USD0.01 STOCK 719405102 271,765.28 272 53,392 SH Sole 8, 28, 33 53,392 PHYSICIANS FORMULA HLDGS INC COM COMMON STK USD0.01 STOCK 719427106 3,185.00 3 1,300 SH Sole 33 1,300 PIEDMONT NATURAL GAS CO INC COMMON NPV STOCK 720186105 1,525,174.00 1,525 55,300 SH Sole 28 55,300
PIER 1 IMPORTS INC COM STK COMMON USD1 STOCK 720279108 1,033,214.00 1,033 162,200 SH Sole 28, 30 162,200 PIKE ELECTRIC CORPORATION COM STK COMMON USD0.001 STOCK 721283109 131,412.00 131 14,100 SH Sole 28, 33 14,100 PINNACLE AIRLINES CORP COM STK COMMON USD0.01 STOCK 723443107 3,715.00 4 500 SH Sole 33 500 PINNACLE ENTERTAINMENT INC COM STK COMMON USD0.10 STOCK 723456109 434,365.04 434 44,596 SH Sole 28 44,596 PINNACLE WEST CAPITAL CORP COM STK COMMON USD2.50 STOCK 723484101 2,414,682.27 2,415 63,999 SH Sole 28, 43 63,999 PIONEER DRILLING CO COM STK COMMON 8, 28, USD0.10 STOCK 723655106 776,336.00 776 110,275 SH Sole 30, 33 110,275 PIONEER NATURAL RESOURCES CO COM COMMON STK USD0.01 STOCK 723787107 4,390,369.28 4,390 77,954 SH Sole 19, 28, 43 77,954 PIPER JAFFRAY COMPANIES COM STK COMMON USD0.01 STOCK 724078100 688,283.70 688 17,079 SH Sole 8, 28 17,079 PITNEY BOWES INC COM STK COMMON USD1 STOCK 724479100 6,084,602.55 6,085 248,859 SH Sole 23, 28 248,859 PLAINS EXPLORATION & PRODUCTION CO COMMON COM STK USD0.01 STOCK 726505100 8,439,126.02 8,439 281,398 SH Sole 28 281,398 PLANAR SYSTEMS INC COM STK COMMON NPV STOCK 726900103 5,301.00 5 1,900 SH Sole 33 1,900 PLANTRONICS INC COM STK COMMON USD0.01 STOCK 727493108 4,439,914.48 4,440 141,941 SH Sole 8, 28 141,941 PLAYBOY ENTERPRISES INC CLASS'B'NON COMMON VTG USD0.01 STOCK 728117300 48,070.44 48 13,134 SH Sole 28 13,134 PLEXUS CORP COM STK COMMON USD0.01 STOCK 729132100 1,153,104.12 1,153 32,004 SH Sole 8, 28 32,004 POLARIS INDUSTRIES INC COM STK COMMON USD0.01 STOCK 731068102 1,319,928.00 1,320 25,800 SH Sole 11, 28 25,800 POLO RALPH LAUREN CORP CLASS'A'COM COMMON STK USD0.01 STOCK 731572103 4,047,223.68 4,047 47,592 SH Sole 11, 28, 47 47,592 PONIARD PHARMACEUTICALS INC COM STK COMMON USD0.02 STOCK 732449301 30,475.00 30 26,500 SH Sole 28 26,500 POPULAR INC COM STK COMMON USD6 STOCK 733174106 433,881.00 434 149,100 SH Sole 30, 33 149,100 PORTEC RAIL PRODUCTS INC COM STK COMMON USD1 STOCK 736212101 87,150.00 87 7,500 SH Sole 8, 28, 33 7,500 PORTER BANCORP INC COM STK COMMON NPV STOCK 736233107 30,261.00 30 2,310 SH Sole 8, 28 2,310 PORTLAND GENERAL ELECTRIC CO COM COMMON NPV STOCK 736508847 4,182,256.35 4,182 216,585 SH Sole 8, 23, 28 216,585 POWELL INDUSTRIES INC COM STK COMMON USD0.01 STOCK 739128106 207,638.99 208 6,383 SH Sole 28 6,383 POWER INTEGRATIONS INC COM STK COMMON USD0.001 STOCK 739276103 683,920.00 684 16,600 SH Sole 28 16,600 POWER ONE INC COM STK COMMON USD0.001 STOCK 739308104 227,036.00 227 53,800 SH Sole 28 53,800 POWERWAVE TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 739363109 117,756.25 118 94,205 SH Sole 28 94,205 PRE PAID LEGAL SERVICES COM STK COMMON USD0.01 STOCK 740065107 213,852.50 214 5,650 SH Sole 28 5,650 PRECISION CASTPARTS CORP COM COMMON 11, 23, NPV STOCK 740189105 21,815,787.41 21,816 172,171 SH Sole 28, 39 172,171 PREFERRED BK LOS ANGELES CALIFORNIA COM COMMON STK STOCK 740367107 979.20 1 720 SH Sole 33 720 PREFORMED LINE PRODUCTS CO COM COMMON NPV STOCK 740444104 64,855.00 65 1,700 SH Sole 28 1,700 PREMIERE GLOBAL SERVICES INC COM COMMON STK USD0.01 STOCK 740585104 529,259.50 529 64,075 SH Sole 8, 28 64,075 PRESIDENTIAL LIFE CORP COM STK COMMON USD0.01 STOCK 740884101 159,330.57 159 15,981 SH Sole 28 15,981 PREMIERWEST BANCORP COM STK COMMON USD0.01 STOCK 740921101 26,061.08 26 57,914 SH Sole 28 57,914 PRESSTEK INC COM STK COMMON USD0.01 STOCK 741113104 8,960.00 9 2,000 SH Sole 33 2,000 PRICELINE.COM INC COM STK COMMON 23, 28, USD0.008 STOCK 741503403 17,662,065.00 17,662 69,263 SH Sole 38, 39 69,263 PRICESMART INC COM STK COMMON USD0.0001 STOCK 741511109 283,650.00 284 12,200 SH Sole 28 12,200 PRINCETON REVIEW INC COM STK COMMON USD0.01 STOCK 742352107 39,088.00 39 11,200 SH Sole 28 11,200 PROCTER & GAMBLE CO 11, 19, 23, COM STK COMMON 28, 31, 32, NPV STOCK 742718109 118,619,102.16 118,619 1,874,808 SH Sole 34, 36, 39 1,874,808 PRIVATEBANCORP INC COM STK COMMON NPV STOCK 742962103 552,137.40 552 40,302 SH Sole 28, 33 40,302 PROGENICS PHARMACEUTICALS INC COM STK COMMON USD0.0013 STOCK 743187106 110,864.00 111 20,800 SH Sole 28 20,800 PROGRESS ENERGY INC COM STK COMMON NPV STOCK 743263105 5,074,173.12 5,074 128,917 SH Sole 28, 37 128,917 PROGRESS SOFTWARE CORP COM STK COMMON USD0.01 STOCK 743312100 1,098,007.05 1,098 34,935 SH Sole 8, 28, 33 34,935 PROGRESSIVE CORP(OHIO) COM STK COMMON USD1 STOCK 743315103 30,179,552.81 30,180 1,580,909 SH Sole 11, 28, 39 1,580,909 PROSPERITY BANCSHARES INC COM STK COMMON USD1 STOCK 743606105 5,634,507.00 5,635 137,427 SH Sole 8, 28, 33 137,427 PROTECTIVE LIFE CORP COM STK COMMON USD0.50 STOCK 743674103 3,925,852.71 3,926 178,529 SH Sole 28, 33, 34 178,529 PROVIDENCE SERVICE CORP COM STK COMMON USD0.001 STOCK 743815102 389,441.22 389 25,638 SH Sole 28, 30 25,638 PROVIDENT FINANCIAL HOLDINGS COM STK COMMON USD0.01 STOCK 743868101 2,088.00 2 600 SH Sole 33 600 PROVIDENT NEW YORK BANCORP CPM STK COMMON USD0.01 STOCK 744028101 239,607.00 240 25,275 SH Sole 28, 33 25,275 PRUDENTIAL BANCORP INC OF PA COM COMMON STK USD0.01 STOCK 744319104 29,540.00 30 3,500 SH Sole 28 3,500 PRUDENTIAL FINANCIAL INC COM STK COMMON 19, 28, USD0.01 STOCK 744320102 15,493,747.50 15,494 256,095 SH Sole 31, 34 256,095 PUBLIC SERVICE ENTERPRISE GROUP INC COM STK COMMON NPV STOCK 744573106 6,644,302.56 6,644 225,078 SH Sole 28, 32 225,078 PULTE GROUP INC COM STK COMMON USD0.01 STOCK 745867101 2,272,612.50 2,273 202,010 SH Sole 28, 33, 43 202,010 QLOGIC CORP COM STK COMMON USD0.001 STOCK 747277101 1,152,187.40 1,152 56,758 SH Sole 28, 34 56,758 QUAKER CHEMICAL CORP COM STK COMMON USD1 STOCK 747316107 243,990.00 244 9,000 SH Sole 28, 33 9,000 QUALCOMM INC COM STK COMMON 11, 23, 28, USD0.0001 STOCK 747525103 76,534,879.07 76,535 1,822,693 SH Sole 34, 39, 47 1,822,693 QUALITY SYSTEMS INC COM STK COMMON USD0.001 STOCK 747582104 1,256,693.76 1,257 20,454 SH Sole 11, 28 20,454 QUANEX BUILDING PRODUCTS CORP COM STK USD0.01 COMMON WI STOCK 747619104 624,420.75 624 37,775 SH Sole 8, 28 37,775 QUANTUM-DLT & STORAGE SYSTEMS GROUP COM COMMON STK STOCK 747906204 1,106,183.26 1,106 420,602 SH Sole 8, 28, 30 420,602 QUESTAR CORP COM STK COMMON 28, 32, NPV STOCK 748356102 5,770,612.80 5,771 133,579 SH Sole 35, 43 133,579 QWEST COMMUNICATIONS INTL INC COM STK COMMON 19, 28, USD0.01 STOCK 749121109 6,889,669.20 6,890 1,319,860 SH Sole 32, 43 1,319,860 RCM TECHNOLOGIES INC COM STK COMMON USD0.05 STOCK 749360400 1,260.00 1 400 SH Sole 33 400 RCN CORP COM STK COMMON USD0.01 STOCK 749361200 419,676.40 420 27,830 SH Sole 28 27,830 RC2 CORP COM STK COMMON 8, 28, USD0.01 STOCK 749388104 687,137.97 687 45,901 SH Sole 30, 33 45,901 RLI CORP COM STK COMMON USD1 STOCK 749607107 1,323,662.28 1,324 23,214 SH Sole 8, 11, 28 23,214 RPC INC COM STK COMMON USD0.10 STOCK 749660106 313,175.94 313 28,138 SH Sole 8, 28 28,138 RPM INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 749685103 6,435,034.32 6,435 301,548 SH Sole 28, 30 301,548
RF MICRO DEVICES INC COM STK COMMON NPV STOCK 749941100 3,792,215.22 3,792 761,489 SH Sole 8, 28 761,489 RACKSPACE HOSTING INC COM STK COMMON USD0.001 STOCK 750086100 1,494,841.30 1,495 79,810 SH Sole 28, 47 79,810 RADIAN GROUP INC COM STK COMMON USD0.001 STOCK 750236101 1,817,368.00 1,817 116,200 SH Sole 8, 28, 33 116,200 RADIOSHACK CORP COM STK COMMON USD1 STOCK 750438103 4,315,608.89 4,316 190,703 SH Sole 28, 35 190,703 RADISYS CORP COM STK COMMON NPV STOCK 750459109 202,137.60 202 22,560 SH Sole 8, 28, 33 22,560 RADNET INC COM STK COMMON USD0.0001 STOCK 750491102 67,416.00 67 21,200 SH Sole 28 21,200 RAILAMERICA INC COM COMMON USD0.01 STOCK 750753402 463,515.80 464 39,281 SH Sole 28, 30 39,281 RALCORP HOLDINGS INC COM STK COMMON USD0.01 STOCK 751028101 7,543,914.00 7,544 111,300 SH Sole 28 111,300 RASER TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 754055101 47,700.00 48 47,700 SH Sole 28 47,700 RAVEN INDUSTRIES INC COM STK COMMON USD1 STOCK 754212108 681,720.33 682 23,117 SH Sole 11, 28 23,117 RAYMOND JAMES FINANCIAL INC COM STK COMMON USD0.01 STOCK 754730109 10,618,587.70 10,619 397,105 SH Sole 28, 39 397,105 RAYTHEON CO COM STK COMMON 11, 28, 31, USD0.01 STOCK 755111507 15,577,595.04 15,578 272,717 SH Sole 32, 34, 39 272,717 READING INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.01 STOCK 755408101 59,353.00 59 13,900 SH Sole 28 13,900 RED HAT COMMON USD0.0001 STOCK 756577102 2,376,724.00 2,377 81,200 SH Sole 28 81,200 RED LION HOTELS CORP COM STK COMMON USD0.01 STOCK 756764106 96,026.00 96 13,300 SH Sole 28, 33 13,300 REGAL BELOIT CORP COM STK COMMON 8, 28, USD0.01 STOCK 758750103 7,183,500.74 7,184 120,914 SH Sole 33, 47 120,914 REGAL ENTERTAINMENT GROUP CLASS'A'COM STK COMMON USD0.001 STOCK 758766109 1,860,048.05 1,860 105,865 SH Sole 43 105,865 REGIS CORP COM STK COMMON USD0.05 STOCK 758932107 3,009,254.60 3,009 161,095 SH Sole 28, 33 161,095 REHABCARE GROUP INC COMMON COM STOCK 759148109 691,567.20 692 25,360 SH Sole 8, 28 25,360 REINSURANCE GROUP OF AMERICA COMMON 28, 30, USD0.01 STOCK 759351604 11,635,543.40 11,636 221,545 SH Sole 33, 37, 39 221,545 RELIANCE STEEL & ALUMINIUM COM STK COMMON 28, 32, NPV STOCK 759509102 7,049,982.15 7,050 143,205 SH Sole 33, 34 143,205 REPLIGEN CORP COM STK COMMON USD0.01 STOCK 759916109 91,350.00 91 22,500 SH Sole 28 22,500 RENTRAK CORP COM STK COMMON USD0.001 STOCK 760174102 140,075.00 140 6,500 SH Sole 28 6,500 REPUBLIC AIRWAYS HLDGS INC COM STK COMMON USD0.001 STOCK 760276105 400,784.00 401 67,700 SH Sole 8, 28 67,700 REPUBLIC BANCORP INC CLASS'A' COM COMMON STK NPV STOCK 760281204 216,170.16 216 11,474 SH Sole 8, 28 11,474 REPUBLIC FIRST BANCORP INC COM STK COMMON USD0.01 STOCK 760416107 26,703.00 27 6,900 SH Sole 28 6,900 REPUBLIC SERVICES INC COM STK COMMON USD0.01 STOCK 760759100 12,357,528.56 12,358 425,828 SH Sole 23, 28, 35 425,828 RES-CARE INC COM STK COMMON NPV STOCK 760943100 401,005.55 401 33,445 SH Sole 8, 28, 33 33,445 RESEARCH IN MOTION COM COMMON NPV STOCK 760975102 204,841.50 205 2,770 SH Sole 47 2,770 RESMED INC COM STK COMMON USD0.004 STOCK 761152107 13,188,280.00 13,188 207,200 SH Sole 11, 28, 39 207,200 RESOURCE AMERICA INC CLASS'A'COM COMMON STK USD0.01 STOCK 761195205 38,424.00 38 8,005 SH Sole 28 8,005 REVLON INC CLASS'A'COM STK COMMON USD0.01 STOCK 761525609 204,930.00 205 13,800 SH Sole 28 13,800 REWARDS NETWORK INC COM COMMON USD0.02 STOCK 761557206 67,884.40 68 5,066 SH Sole 28, 33 5,066 REX ENERGY CORPORATION COM STK COMMON NPV STOCK 761565100 662,556.30 663 58,170 SH Sole 28, 30, 33 58,170 REX STORES CORP COM STK COMMON USD0.01 STOCK 761624105 85,860.00 86 5,300 SH Sole 28 5,300 REYNOLDS AMERICAN INC COM STK COMMON USD0.0001 STOCK 761713106 4,120,077.48 4,120 76,326 SH Sole 28, 32 76,326 RICHARDSON ELECTRONICS COM STK COMMON USD0.05 STOCK 763165107 11,130.00 11 1,400 SH Sole 33 1,400 RICKS CABARET INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 765641303 10,240.00 10 800 SH Sole 33 800 RIGEL PHARMACEUTIC COM COMMON USD0.001 STOCK 766559603 285,118.78 285 35,774 SH Sole 28 35,774 RIMAGE CORPN COM STK COMMON USD0.01 STOCK 766721104 96,882.00 97 6,700 SH Sole 28 6,700 RISKMETRICS GROUP INC COM STK COMMON USD0.01 STOCK 767735103 2,426,731.30 2,427 107,330 SH Sole 26, 28 107,330 RITCHIE BROS AUCTIONEERS COM COMMON NPV STOCK 767744105 2,226,998.61 2,227 103,437 SH Sole 11, 43 103,437 RIVERBED TECHNOLOGY COM STK COMMON USD0.0001 STOCK 768573107 3,929,140.00 3,929 138,350 SH Sole 5, 28 138,350 RIVERVIEW BANCORP INC COM STK COMMON USD0.01 STOCK 769397100 1,354.70 1 589 SH Sole 33 589 ROBBINS & MYERS INC COM COMMON NPV STOCK 770196103 1,570,690.80 1,571 65,940 SH Sole 11, 23, 28 65,940 ROBERT HALF INTERNATIONAL INC COM STK COMMON USD1 STOCK 770323103 2,151,583.58 2,152 70,706 SH Sole 28, 34 70,706 ROCHESTER MEDICAL CORP COM STK COMMON NPV STOCK 771497104 92,304.00 92 7,200 SH Sole 28 7,200 ROCK-TENN CO CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 772739207 2,985,062.85 2,985 65,505 SH Sole 30, 47 65,505 ROCKWELL AUTOMATION INC COM STK COMMON 23, 28, USD1 STOCK 773903109 7,552,240.00 7,552 134,000 SH Sole 34, 43 134,000 ROCKVILLE FINANCIAL INC COM STK COMMON USD1 STOCK 774186100 75,578.00 76 6,200 SH Sole 28 6,200 ROCKWELL COLLINS INC COM STK COMMON USD0.01 STOCK 774341101 10,707,584.25 10,708 171,075 SH Sole 11, 28 171,075 ROCKWELL MED TECHNOLOGIES INC COMMON COM STOCK 774374102 65,314.00 65 11,300 SH Sole 28 11,300 ROCKWOOD HLDGS INC COM STK COMMON 8, 26, USD0.01 STOCK 774415103 2,356,615.36 2,357 88,528 SH Sole 28, 33 88,528 ROCKY BRANDS INC COM STK COMMON NPV STOCK 774515100 3,816.00 4 400 SH Sole 33 400 ROFIN-SINAR TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 775043102 739,312.08 739 32,684 SH Sole 11, 28 32,684 ROGERS CORP CAP STK COMMON USD1 STOCK 775133101 343,855.53 344 11,853 SH Sole 28, 33 11,853 ROLLINS INC COM STK COMMON USD1 STOCK 775711104 3,175,859.84 3,176 146,488 SH Sole 11, 28 146,488 ROPER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 776696106 6,825,120.00 6,825 118,000 SH Sole 11, 28 118,000 ROSETTA RESOURCES INC COM STK COMMON 8, 28, USD0.01 STOCK 777779307 2,126,682.75 2,127 90,305 SH Sole 30, 33 90,305 ROSETTA STONE INC COMMON USD0.00005 STOCK 777780107 1,225,074.26 1,225 51,517 SH Sole 5, 28 51,517 ROSS STORES INC COM STK COMMON 11, 28, USD0.01 STOCK 778296103 12,386,753.26 12,387 231,658 SH Sole 34, 35 231,658 ROVI CORP COMMON 11, 23, COM STOCK 779376102 15,034,605.34 15,035 404,918 SH Sole 25, 28 404,918 ROWAN COS INC COM STK COMMON 19, 28, USD0.125 STOCK 779382100 9,421,684.38 9,422 323,658 SH Sole 32, 33, 39 323,658 ROYAL GOLD INC COM STK COMMON USD0.01 STOCK 780287108 194,082.00 194 4,200 SH Sole 8 4,200 RUBY TUESDAY INC COM COMMON USD0.01 STOCK 781182100 781,757.20 782 73,960 SH Sole 8, 28, 33 73,960
RUDDICK CORP COM STK COMMON 11, 28, USD1 STOCK 781258108 4,946,945.64 4,947 156,351 SH Sole 30, 33 156,351 RUDOPLH TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 781270103 229,564.59 230 26,787 SH Sole 28, 33 26,787 RUE21 INC COMMON NPV STOCK 781295100 686,812.70 687 19,810 SH Sole 28, 47 19,810 RUSH ENTERPRISES INC.- CL. COMMON A STOCK 781846209 3,899,592.00 3,900 295,200 SH Sole 8, 28, 39 295,200 RUTH'S HOSPITALITY GROUP INC COM COMMON STK USD0.01 STOCK 783332109 462,414.40 462 87,248 SH Sole 8, 28 87,248 RYDER SYSTEM INC COM STK COMMON USD0.50 STOCK 783549108 1,092,101.76 1,092 28,176 SH Sole 28, 33 28,176 RYLAND GROUP INC COM STK COMMON USD1 STOCK 783764103 4,196,661.48 4,197 187,017 SH Sole 25, 28, 33 187,017 S & T BANCORP INC COM STK COMMON USD2.50 STOCK 783859101 516,250.90 516 24,701 SH Sole 8, 28, 33 24,701 SCM MICROSYSTEMS INC COM STK COMMON USD0.001 STOCK 784018103 1,330.00 1 700 SH Sole 33 700 SEI INVESTMENT CO COM STK COMMON USD0.01 STOCK 784117103 8,415,388.80 8,415 383,040 SH Sole 11, 28, 34 383,040 SFN GROUP INC COMMON USD0.01 STOCK 784153108 462,713.67 463 57,767 SH Sole 8, 28 57,767 SJW CORP COM STK COMMON USD1.042 STOCK 784305104 270,595.90 271 10,645 SH Sole 28, 33 10,645 SPX CORP COM STK COMMON USD10 STOCK 784635104 6,667,149.60 6,667 100,530 SH Sole 28 100,530 STEC INC COM STK COMMON USD0.001 STOCK 784774101 220,432.00 220 18,400 SH Sole 28 18,400 SABA SOFTWARE INC COM STK COMMON USD0.001 STOCK 784932600 85,140.00 85 17,200 SH Sole 28 17,200 SY BANCORP INC COM STK COMMON NPV STOCK 785060104 185,594.50 186 8,158 SH Sole 28 8,158 SAFEGUARD SCIENTIFICS INC COM STK COMMON USD0.10 STOCK 786449207 207,558.00 208 15,966 SH Sole 28, 33 15,966 SAFEWAY INC COM STK COMMON USD0.01 STOCK 786514208 4,230,127.88 4,230 170,158 SH Sole 28 170,158 SAGA COMMUNICATIONS CLASS'A'COM STK COMMON USD0.01 STOCK 786598300 8,992.00 9 400 SH Sole 33 400 ST JOE CO COM STK COMMON NPV STOCK 790148100 1,093,138.85 1,093 33,791 SH Sole 43 33,791 ST.JUDE MEDICAL INC COM STK COMMON 11, 28, USD0.10 STOCK 790849103 37,674,294.30 37,674 917,766 SH Sole 37, 39, 47 917,766 ST MARY LAND & EXPLORATION COM STK COMMON USD0.01 STOCK 792228108 769,823.15 770 22,115 SH Sole 30 22,115 SALIX PHARMACEUTICALS LTD COM COMMON NPV STOCK 795435106 1,912,787.50 1,913 51,350 SH Sole 28, 47 51,350 SANDERSON FARM INC COM STK COMMON USD1 STOCK 800013104 801,951.99 802 14,959 SH Sole 28 14,959 SANDY SPRING BANCORP INC COM COMMON USD1 STOCK 800363103 197,625.00 198 13,175 SH Sole 28, 33 13,175 SANFILIPPO(JOHN B)& SON INC COM STK COMMON USD0.01 STOCK 800422107 4,425.00 4 300 SH Sole 33 300 SANGAMO BIOSCIENCES INC COM STK COMMON USD0.01 STOCK 800677106 162,058.00 162 29,900 SH Sole 28 29,900 SANMINA-SCI CORP COM STK COMMON USD0.01 STOCK 800907206 11,550.00 12 700 SH Sole 33 700 SANTANDER BANCORP COM STK COMMON USD2.5 STOCK 802809103 102,356.34 102 8,342 SH Sole 8, 28 8,342 SANTARUS INC COM STK COMMON USD0.0001 STOCK 802817304 208,744.00 209 38,800 SH Sole 28 38,800 SAPIENT CORP COM STK COMMON USD0.01 STOCK 803062108 569,074.68 569 62,262 SH Sole 28 62,262 SARA LEE CORP COM STK COMMON USD0.01 STOCK 803111103 4,842,973.45 4,843 347,665 SH Sole 28, 32 347,665 SATCON TECHNOLOGY CORP COM STK COMMON USD0.01 STOCK 803893106 109,836.00 110 45,200 SH Sole 28 45,200 SAUER-DANFOSS INC COM STK COMMON USD0.01 STOCK 804137107 114,712.64 115 8,638 SH Sole 28 8,638 SAVVIS COMMON INC STOCK 805423308 450,945.00 451 27,330 SH Sole 28 27,330 SCANSOURCE INC COM STK COMMON NPV STOCK 806037107 564,663.60 565 19,620 SH Sole 28, 33 19,620 SCHAWK INC CLASS'A'COM STK COMMON USD0.008 STOCK 806373106 778,592.85 779 42,945 SH Sole 28, 30, 33 42,945 HENRY SCHEIN INC COM STK COMMON NPV STOCK 806407102 10,849,321.10 10,849 184,199 SH Sole 28, 47 184,199 SCHIFF NUTRITION INTERNATIONAL INC CLASS'A'COM COMMON STK STOCK 806693107 64,622.00 65 7,900 SH Sole 28 7,900 SCHLUMBERGER COM 11, 23, STK COMMON 28, 32, USD0.01 STOCK 806857108 60,907,892.64 60,908 959,784 SH Sole 34, 39, 47 959,784 SCHNITZER STEEL COM STK COMMON CLASS'A'USD1 STOCK 806882106 151,443.99 151 2,883 SH Sole 34 2,883 SCHOLASTIC CORP COM STK COMMON USD0.01 STOCK 807066105 1,973,356.00 1,973 70,477 SH Sole 28 70,477 SCHOOL SPECIALTY INC COM STK COMMON USD0.001 STOCK 807863105 836,386.59 836 36,829 SH Sole 28, 30, 33 36,829 SCHULMAN(A.) INC COM STK COMMON USD1 STOCK 808194104 1,057,299.76 1,057 43,208 SH Sole 8, 28, 30 43,208 SCHWAB(CHARLES)CORP COM STK COMMON 11, 28, USD0.01 STOCK 808513105 33,917,359.77 33,917 1,814,733 SH Sole 39, 40, 47 1,814,733 SCHWEITZER-MAUDUIT INTL INC COM STK COMMON USD0.10 STOCK 808541106 1,176,729.52 1,177 24,742 SH Sole 8, 28, 33 24,742 SCOTTS MIRACLE-GRO CO CLASS'A'COM COMMON STK NPV STOCK 810186106 6,389,857.35 6,390 137,861 SH Sole 11, 28, 34 137,861 SCRIPPS(EW)CO NEW CLASS'A'COM STK COMMON USD0.01 STOCK 811054402 209,560.00 210 24,800 SH Sole 28, 33 24,800 SCRIPPS NETWORKS INTERACTIVE INC COMMON 11, 28, 'A' USD0.01 STOCK 811065101 16,382,934.35 16,383 369,401 SH Sole 32, 34 369,401 SEABOARD CORP COMMON ORD STOCK 811543107 324,775.00 325 250 SH Sole 28 250 SEABRIGHT INSURANCE HLDGS INC COM COMMON STK USD0.01 STOCK 811656107 175,059.00 175 15,900 SH Sole 28, 33 15,900 SEACHANGE INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 811699107 192,424.00 192 26,800 SH Sole 28, 33 26,800 SEACOAST BANKING COM COMMON USD0.10 STOCK 811707306 85,419.63 85 49,953 SH Sole 30, 33 49,953 SEACOR HLDGS INC COM STK COMMON USD0.01 STOCK 811904101 104,858.00 105 1,300 SH Sole 33 1,300 SEALY CORP COM STK COMMON USD0.01 STOCK 812139301 129,500.00 130 37,000 SH Sole 28 37,000 SEARS HLDGS CORP COM STK COMMON USD0.01 STOCK 812350106 2,204,707.19 2,205 20,333 SH Sole 28 20,333 SEATTLE GENETICS INC COM STK COMMON USD0.01 STOCK 812578102 780,876.00 781 65,400 SH Sole 8, 28 65,400 SELECTIVE INSURANCE GROUP COM COMMON USD2 STOCK 816300107 910,808.80 911 54,868 SH Sole 8, 28 54,868 SEMTECH CORP COM STK COMMON USD0.01 STOCK 816850101 3,084,499.95 3,084 176,965 SH Sole 8, 28 176,965 SEMPRA ENERGY CORP COM STK COMMON 28, 35, NPV STOCK 816851109 12,228,394.20 12,228 245,058 SH Sole 36, 43 245,058 SENECA FOODS CLASS'A'COM STK COMMON USD0.25 STOCK 817070501 203,840.00 204 7,000 SH Sole 28, 33 7,000 SEQUENOM INC COM STK COMMON USD0.001 STOCK 817337405 297,832.00 298 47,200 SH Sole 28 47,200 SERVICE CORPORATION INTERNATIONAL COMMON COM STK USD1 STOCK 817565104 6,359,261.40 6,359 692,730 SH Sole 25, 28, 33 692,730 SHAW GROUP INC COM STK COMMON NPV STOCK 820280105 5,853,809.40 5,854 170,070 SH Sole 28 170,070 SHENGDATECH INC COM STK COMMON USD0.00001 STOCK 823213103 162,533.00 163 21,700 SH Sole 28 21,700
SHERWIN-WILLIAMS CO COM STK COMMON USD1 STOCK 824348106 9,776,443.68 9,776 144,451 SH Sole 28, 39 144,451 SHILOH INDUSTRIES INC COM STK COMMON USD0.01 STOCK 824543102 8,910.05 9 1,577 SH Sole 33 1,577 SHOE CARNIVAL INC COM STK COMMON USD0.10 STOCK 824889109 169,689.78 170 7,423 SH Sole 28, 33 7,423 SHORE BANCSHARES INC COM STK COMMON USD0.01 STOCK 825107105 102,600.00 103 7,200 SH Sole 8, 28 7,200 SHORETEL INC COMMON USD0.001 STOCK 825211105 210,198.00 210 31,800 SH Sole 28 31,800 SHUFFLE MASTER INC COM STK COMMON USD0.01 STOCK 825549108 1,330,760.34 1,331 162,486 SH Sole 25, 28 162,486 SIGMA ALDRICH CORP COM STK COMMON USD1 STOCK 826552101 5,213,551.94 5,214 97,159 SH Sole 11, 28 97,159 SIGMA DESIGNS INC COM STK COMMON NPV STOCK 826565103 357,765.00 358 30,500 SH Sole 8, 28 30,500 SIGA TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 826917106 154,479.00 154 23,300 SH Sole 28 23,300 SILICON LABORATORIES COM STK COMMON 11, 28, USD0.0001 STOCK 826919102 10,959,333.00 10,959 229,900 SH Sole 39, 47 229,900 SILGAN HLDGS INC COM STK COMMON 8, 25, USD0.01 STOCK 827048109 8,396,062.00 8,396 139,400 SH Sole 28, 39 139,400 SILICON STORAGE TECHNOLOGY COM STK COMMON NPV STOCK 827057100 179,615.36 180 59,084 SH Sole 28 59,084 SIMMONS FIRST NATIONAL CORP CLASS'A'COM STK COMMON USD5 STOCK 828730200 464,361.51 464 16,843 SH Sole 8, 28, 33 16,843 SIMPSON MFG CO INC COM STK COMMON USD0.01 STOCK 829073105 1,786,855.68 1,787 64,368 SH Sole 25, 28, 33 64,368 SINCLAIR BROADCAST GROUP INC CLASS'A'COM COMMON STK STOCK 829226109 565,581.80 566 111,335 SH Sole 8, 28 111,335 SKECHERS USA INC CLASS'A'COM STK COMMON USD0.001 STOCK 830566105 1,201,647.20 1,202 33,085 SH Sole 8, 28, 33 33,085 SKYLINE CORP COM STK COMMON USD0.027 STOCK 830830105 108,214.80 108 5,818 SH Sole 28, 33 5,818 SKYWEST INC COM STK COMMON 8, 28, NPV STOCK 830879102 2,020,134.48 2,020 141,466 SH Sole 30, 33 141,466 SMITH & WESSON HLDG CORP COMMON COM STOCK 831756101 180,684.00 181 47,800 SH Sole 28 47,800 SMITH(A.O.)CORP COM STK COMMON 8, 28, USD1 STOCK 831865209 3,352,967.17 3,353 63,781 SH Sole 43, 47 63,781 SMITH INTERNATIONAL INC COM STK COMMON 11, 23, USD1 STOCK 832110100 16,346,620.64 16,347 381,752 SH Sole 28, 43 381,752 SMITH MICRO SOFTWARE COM STK COMMON USD0.001 STOCK 832154108 814,164.00 814 92,100 SH Sole 28, 30, 33 92,100 SMITHFIELD FOODS INC COM STK COMMON USD0.5 STOCK 832248108 10,767,171.00 10,767 519,150 SH Sole 28, 33, 39 519,150 SMITHTOWN BANCORP COM STK COMMON USD1.25 STOCK 832449102 48,477.94 48 11,738 SH Sole 28, 33 11,738 SMUCKER(J.M.)CO COM STK COMMON NPV STOCK 832696405 13,710,355.20 13,710 227,520 SH Sole 11, 28 227,520 SNAP-ON INC COM STK COMMON USD1 STOCK 833034101 1,002,280.84 1,002 23,126 SH Sole 28 23,126 SOLUTIA INC COM STK COMMON USD0.01 STOCK 834376501 2,309,529.60 2,310 143,360 SH Sole 8, 28, 47 143,360 SOMANETICS CORP COM STK COMMON USD0.01 STOCK 834445405 160,776.00 161 8,400 SH Sole 28 8,400 SOMERSET HILLS BANCORP COM STK COMMON USD0.01 STOCK 834728107 3,216.00 3 400 SH Sole 33 400 SONIC CORP COM STK COMMON USD0.01 STOCK 835451105 503,990.50 504 45,610 SH Sole 28 45,610 SONICWALL INC COM STK COMMON NPV STOCK 835470105 457,319.94 457 52,626 SH Sole 8, 28, 33 52,626 SONOCO PRODUCTS CO COM STK COMMON NPV STOCK 835495102 7,917,771.66 7,918 257,154 SH Sole 23, 28 257,154 SOTHEBYS INC CLASS'A'LIM.V COM STK COMMON USD0.10 STOCK 835898107 6,120,626.12 6,121 196,868 SH Sole 28, 47 196,868 SONUS NETWORKS INC COM STK COMMON USD0.001 STOCK 835916107 399,721.50 400 153,150 SH Sole 28 153,150 SOUNDBITE COMMUNICATIONS INC COM STK COMMON NPV STOCK 836091108 3,920.00 4 1,400 SH Sole 33 1,400 SOUTH FINANCIAL GROUP INC COM STK COMMON USD1 STOCK 837841105 165,220.70 165 239,000 SH Sole 8, 28 239,000 SOUTH JERSEY INDUSTRIES INC COM STK COMMON USD1.25 STOCK 838518108 1,746,951.96 1,747 41,604 SH Sole 8, 11, 28 41,604 SOUTHERN CO COM STK COMMON USD5 STOCK 842587107 11,341,449.52 11,341 342,022 SH Sole 19, 23, 28 342,022 SOUTHERN CMNTY FINL CORP COMMON COM STOCK 842632101 3,108.00 3 1,400 SH Sole 33 1,400 SOUTHERN UNION CO COM STK COMMON USD1 STOCK 844030106 6,319,667.00 6,320 249,100 SH Sole 28 249,100 SOUTHWEST AIRLINES CO COM STK COMMON USD1 STOCK 844741108 4,344,078.78 4,344 328,599 SH Sole 23, 28, 32 328,599 SOUTHWEST BANCORP INC OKLAHOMA COM COMMON STK USD1 STOCK 844767103 153,822.00 154 18,600 SH Sole 8, 28, 33 18,600 SOUTHWEST GAS CORP COM STK COMMON 8, 23, USD1 STOCK 844895102 5,431,168.16 5,431 181,523 SH Sole 28, 30 181,523 SOUTHWEST WATER CO COM STK COMMON USD1 STOCK 845331107 186,093.00 186 17,825 SH Sole 28 17,825 SOUTHWESTERN ENERGY CO COM STK COMMON 11, 28, USD0.10 STOCK 845467109 19,268,296.80 19,268 473,190 SH Sole 39, 43, 47 473,190 SPARTAN MOTORS COM STK COMMON USD0.01 STOCK 846819100 237,720.00 238 42,450 SH Sole 8, 28, 33 42,450 SPARTAN STORES INC COM STK COMMON 8, 28, USD0.01 STOCK 846822104 1,167,976.74 1,168 80,997 SH Sole 30, 33 80,997 SPARTECH CORP COM STK COMMON USD0.75 STOCK 847220209 870,339.60 870 74,388 SH Sole 8, 28, 33 74,388 SPARTON CORP COM STK COMMON USD1.25 STOCK 847235108 2,360.00 2 400 SH Sole 33 400 SPECTRA ENERGY CORP COM COMMON USD0.001 STOCK 847560109 6,284,991.33 6,285 278,961 SH Sole 28, 32 278,961 SPECTRUM CONTROL INC COM STK COMMON NPV STOCK 847615101 109,886.00 110 9,400 SH Sole 28, 33 9,400 SPEEDWAY MOTOR SPORTS INC COM STK COMMON USD0.01 STOCK 847788106 2,226,266.98 2,226 142,618 SH Sole 23, 28, 33 142,618 SPRINT NEXTEL CORP FON COM STK COMMON NPV STOCK 852061100 9,220,863.40 9,221 2,426,543 SH Sole 28, 34, 43 2,426,543 STAMPS.COM, COMMON INC STOCK 852857200 494,698.00 495 48,980 SH Sole 28, 30 48,980 STANCORP FINANCIAL GROUP COM STK COMMON NPV STOCK 852891100 4,591,532.00 4,592 96,400 SH Sole 28 96,400 STANDARD MICROSYSTEMS CORP COM STK COMMON USD0.10 STOCK 853626109 391,429.92 391 16,814 SH Sole 28, 33 16,814 STANDARD MOTOR PRODUCTS INC COM STK COMMON USD2 STOCK 853666105 373,984.00 374 37,700 SH Sole 8, 28, 33 37,700 STANDARD PARKING CORP COM STK COMMON USD0.001 STOCK 853790103 100,162.00 100 6,100 SH Sole 28 6,100 STANDARD REGISTER CO COM STK COMMON USD1 STOCK 853887107 67,147.85 67 12,551 SH Sole 28 12,551 STANDEX INTERNATIONAL CORP COM STK COMMON USD1.5 STOCK 854231107 377,633.58 378 14,654 SH Sole 8, 28, 33 14,654 STANLEY FURNITURE INC COM STK COMMON USD0.02 STOCK 854305208 79,248.00 79 7,800 SH Sole 28, 33 7,800 STANLEY BLACK & DECKER INC COMMON 23, 28, USD2.50 STOCK 854502101 16,409,557.71 16,410 285,831 SH Sole 39, 43 285,831 STANLEY INC COM STK COMMON USD0.01 STOCK 854532108 231,978.00 232 8,200 SH Sole 28 8,200 STAPLES INC COM STK COMMON 11, 28, USD0.0006 STOCK 855030102 28,419,902.55 28,420 1,215,045 SH Sole 34, 39 1,215,045 STARBUCKS CORP COM STK COMMON NPV STOCK 855244109 8,626,820.04 8,627 355,452 SH Sole 28, 34 355,452
STATE AUTO FINANCIAL CORP COM STK COMMON NPV STOCK 855707105 231,555.00 232 12,900 SH Sole 28, 33 12,900 STATE BANCORP INC NY COM STK COMMON USD5 STOCK 855716106 90,505.00 91 11,500 SH Sole 28, 33 11,500 STATE STREET CORP COM STK COMMON 11, 23, 28, USD1 STOCK 857477103 40,779,882.26 40,780 903,409 SH Sole 34, 36, 39 903,409 STEAK N SHAKE CO COMMON USD0.5 STOCK 857873202 420,540.81 421 1,103 SH Sole 28, 33 1,103 STEEL DYNAMICS INC COM STK COMMON USD0.01 STOCK 858119100 8,813,737.29 8,814 504,507 SH Sole 28, 43 504,507 STEELCASE INC COM STK COMMON NPV STOCK 858155203 376,554.00 377 58,200 SH Sole 28, 33 58,200 STEIN MART COM STK COMMON USD0.01 STOCK 858375108 197,395.80 197 21,860 SH Sole 28, 33 21,860 STEINWAY MUSICAL INSTRUMENTS COM COMMON STK USD0.001 STOCK 858495104 114,863.00 115 6,100 SH Sole 28, 33 6,100 STEPAN CO COM STK COMMON USD1 STOCK 858586100 301,806.00 302 5,400 SH Sole 28 5,400 STERLING BANCSHARES INC COM STK COMMON USD1 STOCK 858907108 524,754.36 525 94,042 SH Sole 8, 28, 33 94,042 STERICYCLE INC COM STK COMMON USD0.01 STOCK 858912108 9,592,000.00 9,592 176,000 SH Sole 11, 28 176,000 STERIS CORP COM STK COMMON NPV STOCK 859152100 5,589,916.20 5,590 166,070 SH Sole 8, 28 166,070 STERLING BANCORP COM STK COMMON USD1 STOCK 859158107 228,275.70 228 22,714 SH Sole 8, 28 22,714 STERLING CONSTR INC COMMON COM STOCK 859241101 295,032.96 295 18,768 SH Sole 28, 30, 33 18,768 STERLING FINANCIAL CORP(WASH) COM COMMON STK USD1 STOCK 859319105 21,787.68 22 38,224 SH Sole 28 38,224 STEWART ENTERPRISES INC CLASS'A'COM COMMON STK NPV STOCK 860370105 633,575.00 634 101,372 SH Sole 8, 28, 33 101,372 STEWART INFORMATION SERVICES CORP COMMON COM STK USD1 STOCK 860372101 190,467.60 190 13,802 SH Sole 28, 33 13,802 STIFEL FINANCIAL CORP COM STK COMMON USD0.15 STOCK 860630102 2,177,896.25 2,178 40,519 SH Sole 8, 28, 47 40,519 STONE ENERGY CORP COM STK COMMON USD0.01 STOCK 861642106 783,378.50 783 44,134 SH Sole 8, 28, 33 44,134 STRATASYS INC COM STK COMMON USD0.01 STOCK 862685104 375,452.00 375 15,400 SH Sole 28 15,400 STRAYER EDUCATION INC COM STK COMMON USD0.01 STOCK 863236105 13,328,093.12 13,328 54,731 SH Sole 11, 28 54,731 STRYKER CORP COM STK COMMON 28, 34, USD0.10 STOCK 863667101 8,252,211.18 8,252 144,219 SH Sole 39, 47 144,219 STUDENT LOAN CORPORATION COM STK COMMON USD0.01 STOCK 863902102 17,765.00 18 500 SH Sole 33 500 STURM RUGER & CO INC COM STK COMMON USD1 STOCK 864159108 191,840.00 192 16,000 SH Sole 28 16,000 SUCCESSFACTORS COM STK COMMON USD0.001 STOCK 864596101 1,459,416.00 1,459 76,650 SH Sole 28, 47 76,650 SUFFOLK BANCORP COM STK COMMON USD2.5 STOCK 864739107 300,435.93 300 9,783 SH Sole 8, 28 9,783 SUCAMPO PHARMACEUTICALS INC CLS'A' COM COMMON STK USD0.01 STOCK 864909106 26,061.00 26 7,300 SH Sole 28 7,300 SULPHCO INC COM STK COMMON USD0.001 STOCK 865378103 10,730.00 11 37,000 SH Sole 28 37,000 SUN HEALTHCARE GROUP COM STK COMMON USD0.01 STOCK 866933401 4,334,584.86 4,335 454,359 SH Sole 28, 33, 39 454,359 SUN HYDRAULICS INC COM STK COMMON USD0.001 STOCK 866942105 232,521.00 233 8,950 SH Sole 28 8,950 SUNTRUST BANKS INC COM STK COMMON 11, 28, USD1 STOCK 867914103 13,691,779.62 13,692 511,078 SH Sole 31, 34, 39 511,078 SUPERGEN INC COM STK COMMON USD0.001 STOCK 868059106 134,720.00 135 42,100 SH Sole 28 42,100 SUPERIOR ENERGY SERVICES INC COM COMMON STK USD0.001 STOCK 868157108 3,301,401.20 3,301 157,060 SH Sole 28 157,060 SUPERIOR INDUSTRIES INTERNATIONAL COMMON COM STK USD0.50 STOCK 868168105 311,871.60 312 19,395 SH Sole 28, 33 19,395 SUPERIOR UNIFORM GROUP INC COM STK COMMON USD0.001 STOCK 868358102 2,850.00 3 300 SH Sole 33 300 SUPERMEDIA INC COMMON USD0.01 STOCK 868447103 71,002.40 71 1,736 SH Sole 45, 48 1,736 SUPERTEX INC COM STK COMMON NPV STOCK 868532102 222,121.20 222 8,680 SH Sole 28 8,680 SUPERVALU INC COM STK COMMON USD1 STOCK 868536103 2,080,146.12 2,080 124,709 SH Sole 28, 32, 34 124,709 SUREWEST COMMUNICATIONS COM STK COMMON USD0.001 STOCK 868733106 100,503.00 101 11,700 SH Sole 28, 33 11,700 SURMODICS INC COM STK COMMON USD0.05 STOCK 868873100 407,450.52 407 19,458 SH Sole 11, 28 19,458 SUSQUEHANNA BANCHARE COM STK COMMON 8, 28, USD2 STOCK 869099101 1,795,337.91 1,795 183,011 SH Sole 30, 33 183,011 SUSSER HOLDINGS CORP COM STK COMMON NPV STOCK 869233106 55,770.00 56 6,600 SH Sole 28, 33 6,600 SUTOR TECHNOLOGY GROUP LTD COM STK COMMON USD0.01 STOCK 869362103 17,690.00 18 6,100 SH Sole 28 6,100 SWIFT ENERGY CO COM STK COMMON USD0.01 STOCK 870738101 1,147,216.80 1,147 37,320 SH Sole 8, 28, 33 37,320 SWITCH AND DATA FACILITIES COMMON CO STOCK 871043105 271,728.00 272 15,300 SH Sole 28 15,300 SYBASE INC COM STK COMMON 8, 11, USD0.001 STOCK 871130100 17,135,647.20 17,136 367,560 SH Sole 25, 28, 35 367,560 SYCAMORE NETWORK COMMON USD0.001 STOCK 871206405 343,760.34 344 17,094 SH Sole 28, 33 17,094 SYKES ENTERPRISES INC COM STK COMMON USD0.01 STOCK 871237103 783,983.00 784 34,325 SH Sole 8, 28 34,325 SYMANTEC CORP COM STK COMMON USD0.01 STOCK 871503108 8,852,002.56 8,852 523,168 SH Sole 28, 34, 35 523,168 SYMMETRICON INC COM STK COMMON USD1 STOCK 871543104 247,687.55 248 42,485 SH Sole 8, 28, 33 42,485 SYMMETRY MEDICAL INC COM STK COMMON USD0.0001 STOCK 871546206 1,854,388.00 1,854 184,700 SH Sole 23, 28, 33 184,700 SYMS CORP COM STK COMMON USD0.05 STOCK 871551107 48,804.00 49 4,900 SH Sole 28 4,900 SYNALLOY CORP COM STK COMMON USD1 STOCK 871565107 3,248.00 3 400 SH Sole 33 400 SYNOPSYS INC COM STK COMMON USD0.01 STOCK 871607107 8,321,841.33 8,322 372,009 SH Sole 23, 28, 34 372,009 SYNTROLEUM CORP COM STK COMMON NPV STOCK 871630109 104,940.00 105 49,500 SH Sole 28 49,500 SYSCO CORP COM STK COMMON 28, 31, USD1 STOCK 871829107 19,023,901.00 19,024 644,878 SH Sole 37, 39 644,878 SYSTEMAX INC COM STK COMMON USD0.01 STOCK 871851101 193,486.00 193 8,900 SH Sole 28, 33 8,900 TCF FINANCIAL COM STK COMMON USD0.01 STOCK 872275102 3,967,641.34 3,968 248,911 SH Sole 28 248,911 TECO ENERGY INC COM STK COMMON USD1 STOCK 872375100 1,461,006.05 1,461 91,945 SH Sole 28 91,945 TESSCO TECHOLOGIES INC COM STK COMMON USD0.01 STOCK 872386107 9,404.00 9 400 SH Sole 33 400 TGC INDUSTRIES INC COM STK COMMON USD0.01 STOCK 872417308 45,248.00 45 11,200 SH Sole 28, 33 11,200 THQ INC COM STK COMMON USD0.01 STOCK 872443403 1,148,721.69 1,149 163,869 SH Sole 25, 28, 33 163,869 TJX COS INC COM STK COMMON 28, 34, 35, USD1 STOCK 872540109 36,529,909.96 36,530 859,123 SH Sole 38, 39, 47 859,123 TNS INC COM STK COMMON USD0.001 STOCK 872960109 430,390.00 430 19,300 SH Sole 28 19,300 TAKE TWO INTERACTIVE SOFTWARE INC COM COMMON STK USD0.01 STOCK 874054109 934,765.00 935 94,900 SH Sole 8, 28 94,900
TAL INTERNATIONAL GROUP COM STK COMMON USD0.001 STOCK 874083108 243,756.00 244 12,200 SH Sole 28, 33 12,200 TALBOTS INC COM STK COMMON USD0.01 STOCK 874161102 1,019,316.96 1,019 78,651 SH Sole 28, 30 78,651 TALECRIS BIOTHERAPEUTICS HLDGS CORP COMMON NPV STOCK 874227101 3,784,800.00 3,785 190,000 SH Sole 11 190,000 TASTY BAKING CO COM STK COMMON USD0.50 STOCK 876553306 5,054.00 5 700 SH Sole 33 700 TAYLOR CAPITAL GROUP INC COM STK COMMON USD0.01 STOCK 876851106 12,980.00 13 1,000 SH Sole 33 1,000 TEAM INC COM STK COMMON USD0.30 STOCK 878155100 222,306.00 222 13,400 SH Sole 28 13,400 TECH DATA CORP COM STK COMMON 28, 32, USD0.0015 STOCK 878237106 4,892,244.00 4,892 116,760 SH Sole 33, 34 116,760 TECHTEAM GLOBAL COMMON INC. STOCK 878311109 6,770.00 7 1,000 SH Sole 33 1,000 TECHNE CORP COM STK COMMON USD0.01 STOCK 878377100 7,423,961.16 7,424 116,564 SH Sole 26, 28 116,564 TECHNITROL INC COM STK COMMON USD0.125 STOCK 878555101 177,571.68 178 33,631 SH Sole 8, 28 33,631 TECK RESOURCES LTD CLASS'B'SUB-VTG COMMON COM NPV STOCK 878742204 7,137,959.40 7,138 163,865 SH Sole 11 163,865 TECUMSEH PRODUCTS CO CLASS'A'COM COMMON USD1 STOCK 878895200 173,019.27 173 14,101 SH Sole 28, 33 14,101 TEJON RANCH CO COM STK COMMON USD0.50 STOCK 879080109 254,628.36 255 8,343 SH Sole 28 8,343 TEKELEC INC COM STK COMMON NPV STOCK 879101103 1,087,965.60 1,088 59,910 SH Sole 8, 28 59,910 TELEDYNE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 879360105 1,579,114.01 1,579 38,263 SH Sole 11, 28, 30 38,263 TELEFLEX INC COM STK COMMON USD1 STOCK 879369106 7,986,966.20 7,987 124,660 SH Sole 25, 28, 39 124,660 TELEPHONE & DATA SYSTEMS INC COM COMMON 28, 33, STK USD0.01 STOCK 879433100 12,130,079.80 12,130 358,348 SH Sole 34, 39 358,348 TELEPHONE & DATA SYSTEMS INC COM COMMON STK USD0.01 (SPEC STOCK 879433860 196,944.00 197 6,600 SH Sole 28, 33 6,600 TELLABS INC COM STK COMMON 28, 30, 32, USD0.01 STOCK 879664100 9,592,181.67 9,592 1,267,131 SH Sole 33, 34, 39 1,267,131 TEMPLE-INLAND INC COM STK COMMON USD1 STOCK 879868107 4,641,900.30 4,642 227,210 SH Sole 28, 32, 33 227,210 TELETECH HLDGS COM STK COMMON USD0.01 STOCK 879939106 403,275.88 403 23,611 SH Sole 28 23,611 TENNANT CO COM STK COMMON USD0.375 STOCK 880345103 411,507.36 412 15,024 SH Sole 8, 28 15,024 TENNECO INC COM STK COMMON USD0.01 STOCK 880349105 1,695,350.25 1,695 71,685 SH Sole 28, 30 71,685 TERADYNE INC COM STK COMMON USD0.125 STOCK 880770102 8,851,219.70 8,851 792,410 SH Sole 23, 28, 39 792,410 TEREX CORP COM STK COMMON 11, 28, USD0.01 STOCK 880779103 14,196,338.94 14,196 625,114 SH Sole 37, 39 625,114 TERRA INDUSTRIES COM STK COMMON NPV STOCK 880915103 9,263,196.80 9,263 202,430 SH Sole 28 202,430 TERREMARK WORLDWIDE COMMON INC STOCK 881448203 312,575.90 313 44,590 SH Sole 28 44,590 TESORO CORP COM STK COMMON USD0.1666 STOCK 881609101 917,400.00 917 66,000 SH Sole 28, 33 66,000 TEXAS INDUSTRIES INC COM STK COMMON USD1 STOCK 882491103 1,750,802.46 1,751 51,238 SH Sole 26, 28, 33 51,238 TEXAS INSTRUMENTS INC COM STK COMMON 11, 19, 23, USD1 STOCK 882508104 25,993,722.43 25,994 1,062,269 SH Sole 28, 34, 39 1,062,269 TEXAS ROADHOUSE COM STK CL'A' COMMON USD0.001 STOCK 882681109 512,193.75 512 36,875 SH Sole 28 36,875 TEXTRON INC COM STK COMMON USD0.125 STOCK 883203101 2,356,997.06 2,357 111,022 SH Sole 28 111,022 THERAGENICS CORP COM STK COMMON USD0.01 STOCK 883375107 4,980.00 5 3,000 SH Sole 33 3,000 THERMO FISHER SCIENTIFIC INC COM STK COMMON 28, 34, USD1 STOCK 883556102 10,450,910.48 10,451 203,167 SH Sole 39, 47 203,167 THOMAS & BETTS CORP COM STK COMMON USD0.10 STOCK 884315102 4,231,955.52 4,232 107,848 SH Sole 28, 33 107,848 THOMAS WEISEL PARTNERS GROUP INC COM STK COMMON USD0.01 STOCK 884481102 62,633.76 63 15,978 SH Sole 28, 33 15,978 THOMPSON CREEK METALS COMPANY COMMON INC STOCK 884768102 296,848.20 297 21,940 SH Sole 47 21,940 THOR INDUSTRIES COM STK COMMON USD0.10 STOCK 885160101 2,153,973.00 2,154 71,300 SH Sole 28 71,300 THORATEC CORP COM STK COMMON NPV STOCK 885175307 5,940,619.65 5,941 177,597 SH Sole 28, 47 177,597 3 COM CORP COM STK COMMON USD0.01 STOCK 885535104 8,279,015.55 8,279 1,076,595 SH Sole 28 1,076,595 TIDEWATER INC COM STK COMMON 28, 30, USD0.10 STOCK 886423102 27,568,431.24 27,568 583,212 SH Sole 33, 39 583,212 TIFFANY & CO COM STK COMMON USD0.01 STOCK 886547108 3,966,887.19 3,967 83,531 SH Sole 23, 28 83,531 TIMBERLAND CO CLASS'A'COM STK COMMON USD0.01 STOCK 887100105 2,671,768.00 2,672 125,200 SH Sole 28, 33 125,200 TIME WARNER INC COMMON 11, 28, USD0.01 STOCK 887317303 23,048,991.92 23,049 737,096 SH Sole 32, 34, 36 737,096 TIMKEN CO COM STK COMMON 28, 32, NPV STOCK 887389104 5,744,034.04 5,744 191,404 SH Sole 33, 34 191,404 TITANIUM METALS CORP COM STK COMMON USD0.01 STOCK 888339207 592,263.00 592 35,700 SH Sole 28 35,700 TIVO INC COM STK COMMON USD0.001 STOCK 888706108 1,400,056.48 1,400 81,779 SH Sole 28 81,779 TODD SHIPYARDS CORP COM STK COMMON USD0.01 STOCK 889039103 69,006.00 69 4,200 SH Sole 28 4,200 TOLL BROS INC COM STK COMMON USD0.01 STOCK 889478103 7,552,396.80 7,552 363,096 SH Sole 23, 28, 37 363,096 TOLLGRADE COMMUNICATIONS INC COM STK COMMON USD0.20 STOCK 889542106 7,548.00 8 1,200 SH Sole 33 1,200 TOMOTHERAPY COM STK COMMON USD0.01 STOCK 890088107 122,760.00 123 36,000 SH Sole 28, 33 36,000 TOMPKINS FINANCIAL CORP COM STK COMMON USD0.10 STOCK 890110109 255,287.04 255 6,998 SH Sole 28 6,998 TOOTSIE ROLL INDUSTRIES INC COM STK COMMON USD0.694 STOCK 890516107 1,978,179.47 1,978 73,185 SH Sole 28 73,185 TORCHMARK CORP COM STK COMMON USD1 STOCK 891027104 3,185,022.22 3,185 59,522 SH Sole 28, 36 59,522 TOREADOR RESOURCES CORP COM COMMON USD0.15625 STOCK 891050106 171,780.00 172 21,000 SH Sole 8, 28 21,000 TORO CO COM STK COMMON USD1 STOCK 891092108 607,003.65 607 12,345 SH Sole 11, 34 12,345 TOWER BANCORP INC COM COMMON NPV STOCK 891709107 91,018.00 91 3,400 SH Sole 28 3,400 TOWER GROUP INC COM STK COMMON USD0.01 STOCK 891777104 790,781.73 791 35,669 SH Sole 8, 28, 33 35,669 WATSON WYATT WORLDWIDE INC CLASS'A'COM STK COMMON USD0.01 STOCK 891894107 8,029,637.50 8,030 169,045 SH Sole 8, 28, 39 169,045 TOTAL SYSTEM SERVICES INC COMMON USD1 STOCK 891906109 1,230,876.00 1,231 78,600 SH Sole 28 78,600 TRACTOR SUPPLY CO COM STK COMMON USD0.008 STOCK 892356106 5,759,140.50 5,759 99,210 SH Sole 11, 28, 39 99,210 TRANSATLANTIC HLDGS INC COM STK COMMON 23, 28, USD1 STOCK 893521104 15,294,364.80 15,294 289,666 SH Sole 33, 39, 43 289,666 TRANSCEND SERVICES INC COM STK COMMON USD0.01 STOCK 893929208 78,000.00 78 4,800 SH Sole 28 4,800 TREDEGAR CORP COM COMMON NPV STOCK 894650100 441,125.16 441 25,827 SH Sole 8, 28 25,827 TREE COM INC COMMON USD0.01 STOCK 894675107 46,665.00 47 5,100 SH Sole 28, 33 5,100
TRIANGLE CAPITAL CORPORATION COM COMMON STK USD0.001 STOCK 895848109 113,724.00 114 8,100 SH Sole 28 8,100 TRIDENT MICROSYSTEMS INC COM STK COMMON USD0.001 STOCK 895919108 93,391.02 93 53,673 SH Sole 28 53,673 TRICO BANCSHARES COM STK COMMON NPV STOCK 896095106 310,917.60 311 15,624 SH Sole 8, 28 15,624 TRICO MARINE SERVICES INC COM STK COMMON USD0.01 STOCK 896106200 4,176.00 4 1,800 SH Sole 33 1,800 TRIMAS CORP COMMON USD0.01 STOCK 896215209 70,092.00 70 10,800 SH Sole 28 10,800 TRIMBLE NAVIGATION COM STK COMMON NPV STOCK 896239100 12,223,232.00 12,223 425,600 SH Sole 11, 28 425,600 TRINITY INDUSTRIES INC COM STK COMMON 19, 28, USD1 STOCK 896522109 3,528,768.32 3,529 176,792 SH Sole 33, 34 176,792 TRIPLE-S MANAGEMENT CORPORATION COM COMMON STK USD1 'B' STOCK 896749108 541,375.00 541 30,500 SH Sole 8, 28 30,500 TRIUMPH GROUP INC COM STK COMMON USD0.001 STOCK 896818101 1,465,231.45 1,465 20,905 SH Sole 8, 28, 33 20,905 TRUSTCO BANK CORP NY COM STK COMMON USD1 STOCK 898349105 454,778.36 455 73,708 SH Sole 8, 28 73,708 TRUSTMARK CORP COM STK COMMON 8, 28, NPV STOCK 898402102 4,566,822.05 4,567 186,935 SH Sole 30, 33 186,935 TUESDAY MORNING CORP COM STK COMMON NPV STOCK 899035505 152,505.78 153 23,142 SH Sole 28 23,142 TUPPERWARE BRANDS CORP COM STK COMMON 8, 23, USD0.01 STOCK 899896104 11,786,896.80 11,787 244,440 SH Sole 25, 28 244,440 TUTOR PERINI CORP COM STK COMMON USD1 STOCK 901109108 504,230.25 504 23,183 SH Sole 8, 28, 33 23,183 TWIN DISC INC COM STK COMMON NPV STOCK 901476101 89,230.44 89 7,302 SH Sole 28, 33 7,302 II-VI INC COM COMMON NPV STOCK 902104108 635,650.56 636 18,784 SH Sole 28 18,784 TYLER TECHNOLOGIES INC COM COMMON STK.USD0.01 STOCK 902252105 449,760.00 450 24,000 SH Sole 28 24,000 TYSON FOODS INC(DEL) CLASS'A' COMMON COM STK USD0.10 STOCK 902494103 9,412,684.60 9,413 491,524 SH Sole 28, 32, 39 491,524 UAL CORP NEW COM STK USD0.01 COMMON (WI) STOCK 902549807 2,874,377.85 2,874 147,027 SH Sole 28, 43 147,027 UGI CORP COM COMMON NPV STOCK 902681105 11,693,524.00 11,694 440,600 SH Sole 28, 39 440,600 UIL HOLDINGS CORP COM STK COMMON NPV STOCK 902748102 1,561,560.00 1,562 56,784 SH Sole 8, 28, 30 56,784 UMB FINANCIAL CORP COM STK COMMON USD12.50 STOCK 902788108 2,354,191.00 2,354 57,985 SH Sole 25, 28, 30 57,985 USA TRUCK INC COM STK COMMON USD0.01 STOCK 902925106 96,960.00 97 6,000 SH Sole 28, 33 6,000 US GLOBAL INVESTORS INC COM STK COMMON USD0.05 STOCK 902952100 103,845.00 104 10,500 SH Sole 28 10,500 US BANCORP DELAWARE COM STK COMMON 19, 23, USD0.01 STOCK 902973304 22,658,949.32 22,659 875,539 SH Sole 28, 31, 36 875,539 URS CORP COM STK COMMON USD0.01 STOCK 903236107 8,547,803.00 8,548 172,300 SH Sole 28, 32 172,300 USG CORP COM STK COMMON USD0.10 STOCK 903293405 8,580.00 9 500 SH Sole 33 500 ULTRALIFE CORP COM STK COMMON USD0.10 STOCK 903899102 47,719.00 48 11,900 SH Sole 28 11,900 ULTRA PETROLEUM CORP COM COMMON NPV STOCK 903914109 1,946,662.61 1,947 41,747 SH Sole 23, 43 41,747 ULTRA TECH COMMON INC STOCK 904034105 229,160.00 229 16,850 SH Sole 28, 33 16,850 UMPQUA HOLDINGS CORP COM STK COMMON USD0.01 STOCK 904214103 1,145,319.24 1,145 86,374 SH Sole 8, 28, 33 86,374 UNDER ARMOUR INC COM STK USD0.000333 COMMON CLASS 'A' STOCK 904311107 2,933,059.30 2,933 99,730 SH Sole 28 99,730 UNICA CORP COM STK COMMON USD0.01 STOCK 904583101 88,011.00 88 9,900 SH Sole 28 9,900 UNIFI INC COM STK COMMON USD0.10 STOCK 904677101 140,504.00 141 38,600 SH Sole 28, 33 38,600 UNIFIRST CORP COM STK COMMON USD0.10 STOCK 904708104 584,164.50 584 11,343 SH Sole 28, 33 11,343 UNION PACIFIC CORP COM STK COMMON USD2.50 STOCK 907818108 15,546,783.40 15,547 212,098 SH Sole 23, 28, 47 212,098 UNISOURCE ENERGY CORP COM STK COMMON NPV STOCK 909205106 2,938,948.32 2,939 93,478 SH Sole 8, 28, 30 93,478 UNISYS CORP COM STK COMMON USD0.01 STOCK 909214306 1,356,872.10 1,357 38,890 SH Sole 8, 28 38,890 UNIT CORP COM STK COMMON USD0.20 STOCK 909218109 3,551,520.00 3,552 84,000 SH Sole 28, 33 84,000 UNITED COMMUNITY FINANCIAL CORP COMMON NPV STOCK 909839102 8,824.44 9 5,844 SH Sole 8, 33 5,844 UNITED BANKSHARES INC COM STK COMMON USD2.50 STOCK 909907107 866,964.30 867 33,065 SH Sole 8, 28, 33 33,065 UNITED CAPITAL CORP COM COMMON USD0.10 STOCK 909912107 30,836.00 31 1,300 SH Sole 28 1,300 UNITED FIRE & CASUALTY CO COM STK USD3.33 COMMON 1/3 STOCK 910331107 324,125.83 324 18,017 SH Sole 28, 33 18,017 UNITED NATURAL FOODS INC COM STK COMMON USD0.01 STOCK 911163103 885,307.36 885 31,472 SH Sole 28 31,472 UNITED ONLINE INC COM STK COMMON 8, 28, USD0.001 STOCK 911268100 1,691,078.40 1,691 226,080 SH Sole 30, 33 226,080 UNITED PARCEL SERVICE INC CLASS'B'COM STK COMMON 11, 23, USD0.01 STOCK 911312106 33,920,689.17 33,921 526,637 SH Sole 28, 34, 37 526,637 UNITED RENTALS INC COM STK COMMON USD0.01 STOCK 911363109 1,622,702.48 1,623 172,996 SH Sole 28, 33 172,996 UNITED SECURITY BANCSHARES COM STK COMMON USD0.25 STOCK 911459105 73,353.00 73 4,900 SH Sole 28 4,900 UNITED STATES CELLULAR CORP COM STK COMMON USD1 STOCK 911684108 49,656.00 50 1,200 SH Sole 33 1,200 UNITED STATES LIME & MINERALS INC COMMON COM STK USD0.10 STOCK 911922102 50,271.00 50 1,300 SH Sole 28 1,300 U.S.GOLD CORP COM STK COMMON USD0.10 STOCK 912023207 173,288.70 173 64,181 SH Sole 28, 33 64,181 UNITED STATES STEEL CORP COM STK COMMON USD1 STOCK 912909108 8,163,463.36 8,163 128,518 SH Sole 11, 28, 43 128,518 UNITED STATIONERS INC COM STK COMMON USD0.10 STOCK 913004107 1,306,528.85 1,307 22,201 SH Sole 8, 28, 33 22,201 UNITED TECHNOLOGIES CORP COM STK COMMON 11, 28, USD1 STOCK 913017109 75,318,120.05 75,318 1,023,205 SH Sole 31, 34, 39 1,023,205 UNITED WESTERN BANCORP INC COM STK COMMON USD0.0001 STOCK 913201109 722.16 1 472 SH Sole 33 472 UNITIL CORP COM STK COMMON NPV STOCK 913259107 165,075.00 165 7,100 SH Sole 28 7,100 UNITRIN COM STK COMMON USD0.10 STOCK 913275103 3,002,528.10 3,003 107,042 SH Sole 28, 33, 34 107,042 UNIVERSAL AMERICAN CORP COM STK COMMON NPV STOCK 913377107 377,176.80 377 24,492 SH Sole 28, 33 24,492 UNIVERSAL CORP COM STK COMMON NPV STOCK 913456109 3,776,397.68 3,776 71,672 SH Sole 28, 33 71,672 UNIVERSAL ELECTRONICS INC COM STK COMMON USD0.01 STOCK 913483103 215,715.04 216 9,656 SH Sole 28 9,656 UNIVERSAL FOREST PRODUCTS COM STK COMMON 8, 28, USD0.01 STOCK 913543104 1,354,671.36 1,355 35,168 SH Sole 30, 33 35,168 UNIVERSAL STAINLESS & ALLOY PRODCTS COMMON COM STK STOCK 913837100 129,546.00 130 5,400 SH Sole 28, 33 5,400 UNIVERSAL HEALTH SERVICES INC CLASS'B'COM COMMON USD0.01 STOCK 913903100 7,899,566.07 7,900 225,123 SH Sole 28, 43 225,123 UNIVERSAL TECHNICAL INSTITUTE COM COMMON STK USD0.0001 STOCK 913915104 339,287.76 339 14,868 SH Sole 28 14,868 UNIVEST CORP OF PA COM STK COMMON USD5 STOCK 915271100 1,682,286.90 1,682 90,010 SH Sole 28, 33, 39 90,010
URANIUM ENERGY CORP COM STK COMMON USD0.001 STOCK 916896103 118,818.00 119 36,900 SH Sole 28 36,900 URBAN OUTFITTERS INC COM STK COMMON USD0.0001 STOCK 917047102 21,831,539.83 21,832 574,061 SH Sole 11, 28, 39 574,061 UTAH MEDICAL PRODUCTS COM STK COMMON USD0.01 STOCK 917488108 67,512.00 68 2,400 SH Sole 28 2,400 UTSTARCOM INC COM STK COMMON USD0.00125 STOCK 918076100 262,329.75 262 94,025 SH Sole 28, 33 94,025 VCA ANTECH INC COM STK COMMON USD0.01 STOCK 918194101 7,751,191.96 7,751 276,532 SH Sole 28, 39 276,532 VF CORP COM STK COMMON NPV STOCK 918204108 6,772,514.70 6,773 84,498 SH Sole 28, 35, 43 84,498 VSE CORP COM STK COMMON USD0.05 STOCK 918284100 127,596.00 128 3,100 SH Sole 28 3,100 VALASSIS COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 918866104 1,790,303.90 1,790 64,330 SH Sole 8, 28, 47 64,330 VALENCE TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 918914102 32,130.00 32 37,800 SH Sole 28 37,800 VALLEY NATIONAL BANCORP COM STK COMMON NPV STOCK 919794107 4,599,703.05 4,600 299,265 SH Sole 28 299,265 VALMONT INDUSTRIES INC COM STK COMMON USD1 STOCK 920253101 3,727,350.00 3,727 45,000 SH Sole 11, 28 45,000 VALSPAR CORP COM STK COMMON USD0.50 STOCK 920355104 10,153,501.60 10,154 344,420 SH Sole 28, 33, 39 344,420 VALUE LINE INC COM STK COMMON USD0.10 STOCK 920437100 10,944.66 11 474 SH Sole 28 474 VANDA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 921659108 231,954.00 232 20,100 SH Sole 28 20,100 VARIAN INC COM STK COMMON USD1 STOCK 922206107 4,159,435.62 4,159 80,329 SH Sole 28 80,329 VARIAN SEMICONDUCT EQUIP ASSOC INC COMMON COM STK USD1 STOCK 922207105 3,143,088.00 3,143 94,900 SH Sole 11 94,900 VEECO FEI INCCOM COMMON 8, 23, USD0.01 STOCK 922417100 5,987,862.00 5,988 137,652 SH Sole 28, 33, 47 137,652 VICAL INC COM STK COMMON USD0.01 STOCK 925602104 105,840.00 106 31,500 SH Sole 28 31,500 VICON INDUSTRIES INC COM STK COMMON USD0.01 STOCK 925811101 1,892.10 2 371 SH Sole 33 371 VICOR CORP COM STK COMMON USD0.01 STOCK 925815102 197,317.28 197 14,288 SH Sole 28 14,288 VIEWPOINT FINANCIAL GROUP COM STK COMMON NPV STOCK 926727108 128,059.00 128 7,900 SH Sole 28 7,900 VILLAGE SUPER MARKET INC CLASS'A'COM STK COMMON NPV STOCK 927107409 126,135.00 126 4,500 SH Sole 28 4,500 VIRCO MANUFACTURING CORP COM STK COMMON USD0.01 STOCK 927651109 3,429.00 3 900 SH Sole 33 900 VIROPHARMA INC COM STK COMMON USD0.002 STOCK 928241108 4,766,261.07 4,766 349,689 SH Sole 28, 30, 39 349,689 VISHAY INTL COMMON USD0.10 STOCK 928298108 4,084,542.33 4,085 399,271 SH Sole 28, 33, 34 399,271 VIVUS INC COM STK COMMON NPV STOCK 928551100 531,920.00 532 61,000 SH Sole 28 61,000 VOLCANO CORPORATION COM STK COMMON 5, 11, USD0.001 STOCK 928645100 7,198,230.40 7,198 297,940 SH Sole 28, 47 297,940 VOLT INFORMATION SCIENCES INC COM COMMON STK USD0.10 STOCK 928703107 113,912.97 114 11,157 SH Sole 28, 33 11,157 VOLTERRA SEMICONDUCTOR CORP COM STK COMMON USD0.001 STOCK 928708106 409,130.00 409 16,300 SH Sole 28 16,300 VULCAN MATERIALS CO COM STK COMMON USD1 STOCK 929160109 6,555,258.60 6,555 138,765 SH Sole 23, 28, 37 138,765 WD-40 CO COM STK COMMON NPV STOCK 929236107 388,280.41 388 11,827 SH Sole 28 11,827 WMS INDUSTRIES COM STK COMMON USD0.50 STOCK 929297109 17,207,478.72 17,207 410,288 SH Sole 11, 28, 39 410,288 WSFS FINANCIAL CORP COM STK COMMON USD0.01 STOCK 929328102 351,351.00 351 9,009 SH Sole 8, 28 9,009 WABASH NATIONAL CORP COM STK COMMON USD0.01 STOCK 929566107 21,030.00 21 3,000 SH Sole 33 3,000 WABTEC CORPORATIONCOM COMMON 5, 8, 11, USD0.01 STOCK 929740108 12,024,417.60 12,024 285,480 SH Sole 25, 28, 39 285,480 WADDELL & REED FINL INC CL COMMON 23, 25, A STOCK 930059100 11,261,166.52 11,261 312,463 SH Sole 28, 30, 47 312,463 WAL-MART STORES INC 11, 23, COM STK COMMON 28, 31, 34, USD0.10 STOCK 931142103 76,548,801.20 76,549 1,376,777 SH Sole 36, 39, 47 1,376,777 WALGREEN CO COM STK COMMON 11, 28, USD0.078125 STOCK 931422109 18,339,818.12 18,340 494,468 SH Sole 34, 47 494,468 WARNACO GROUP INC CLS'A'COM STK COMMON 8, 25, USD0.01 STOCK 934390402 8,484,412.43 8,484 177,833 SH Sole 28, 47 177,833 WASHINGTON BANKING CO COM STK COMMON NPV STOCK 937303105 137,772.37 138 10,943 SH Sole 28, 33 10,943 WASHINGTON FEDERAL INC COM STK COMMON 25, 28, USD1 STOCK 938824109 11,292,149.12 11,292 555,716 SH Sole 30, 33, 39 555,716 WASHINGTON POST CO COM STK COMMON CLASS'B'USD1 STOCK 939640108 14,386,990.20 14,387 32,390 SH Sole 11, 28 32,390 WASHINGTON TRUST BANCORP INC COM COMMON STK USD0.0625 STOCK 940610108 291,529.60 292 15,640 SH Sole 8, 28, 33 15,640 WASTE CONNECTIONS INC COM STK COMMON USD0.01 STOCK 941053100 6,535,262.40 6,535 192,440 SH Sole 28, 39 192,440 WASTE SERVICES INC DEL NEW COM STK COMMON USD0.01 STOCK 941075202 160,356.46 160 16,214 SH Sole 8, 28, 33 16,214 WATERS CORP COM STK COMMON USD0.01 STOCK 941848103 8,127,831.14 8,128 120,341 SH Sole 23, 28, 39 120,341 WATERSTONE FINANCIAL COMMON INC STOCK 941888109 25,195.20 25 6,960 SH Sole 8, 28, 33 6,960 WATSCO INC CLASS'A'COM STK COMMON USD0.50 STOCK 942622200 1,125,143.28 1,125 19,781 SH Sole 28 19,781 WATSON PHARMACEUTICALS INC COM STK COMMON USD0.0033 STOCK 942683103 2,171,204.60 2,171 51,980 SH Sole 28, 34 51,980 WATTS WATER TECHNOLOGIES CLASS'A'COM STK COMMON USD0.10 STOCK 942749102 719,877.62 720 23,177 SH Sole 28, 33 23,177 WAUSAU PAPER CORP COM STK COMMON NPV STOCK 943315101 268,557.38 269 31,447 SH Sole 28, 33 31,447 WEBSENSE INC COM STK COMMON USD0.01 STOCK 947684106 745,717.50 746 32,750 SH Sole 28 32,750 WEBSTER FINANCIAL CORP COM STK COMMON USD0.01 STOCK 947890109 3,403,554.00 3,404 194,600 SH Sole 28, 33 194,600 WEIS MARKETS INC COM STK COMMON NPV STOCK 948849104 1,042,259.40 1,042 28,665 SH Sole 28, 30, 33 28,665 WELLS FARGO & CO 11, 19, COM STK 28, 31, 32, USD1 COMMON 34, 36, 37, 2/3 STOCK 949746101 113,685,903.52 113,686 3,653,146 SH Sole 39, 40, 47 3,653,146 WENDYS/ARBYS GROUP INC CLASS'A'COM COMMON STK USD0.10 STOCK 950587105 3,605,125.00 3,605 721,025 SH Sole 28 721,025 WERNER ENTERPRISES INC COM STK COMMON USD0.01 STOCK 950755108 3,191,343.12 3,191 137,736 SH Sole 28, 33, 43 137,736 WESBANCO INC COM STK COMMON USD2.0833 STOCK 950810101 413,004.00 413 25,400 SH Sole 8, 28, 33 25,400 WEST MARINE INC COM COMMON USD0.001 STOCK 954235107 144,305.00 144 13,300 SH Sole 28, 33 13,300 WEST PHARMACEUTICAL SERVICES INC COM COMMON STK USD0.25 STOCK 955306105 1,098,754.40 1,099 26,192 SH Sole 11, 28 26,192 WESTAMERICA BANCORP COM STK COMMON NPV STOCK 957090103 5,000,099.80 5,000 86,732 SH Sole 11, 28 86,732 WESTERN ALLIANCE BANCORP COM STK COMMON NPV STOCK 957638109 238,980.00 239 42,000 SH Sole 28, 33 42,000 WESTERN DIGITAL 11, 19, CORP COM STK COMMON 23, 28, USD0.01 STOCK 958102105 14,329,175.91 14,329 367,509 SH Sole 34, 35, 39 367,509 WESTERN REFINING INC COM STK COMMON USD0.01 STOCK 959319104 265,650.00 266 48,300 SH Sole 8, 28, 33 48,300 WESTERN UNION COMPANY (THE) COM STK COMMON 28, 36, USD0.01 STOCK 959802109 6,531,075.52 6,531 385,087 SH Sole 37, 47 385,087
WESTLAKE CHEMICAL CORP COM STK COMMON USD0.01 STOCK 960413102 497,747.00 498 19,300 SH Sole 28, 33 19,300 WESTMORELAND COAL CO COM STK COMMON USD2.50 STOCK 960878106 94,650.00 95 7,500 SH Sole 28 7,500 WESTWOOD HOLDINGS GROUP INC COM STK COMMON USD0.01 STOCK 961765104 143,520.00 144 3,900 SH Sole 28 3,900 WET SEAL INC COMMON CLASS'A'USD0.10 STOCK 961840105 362,735.80 363 76,205 SH Sole 28 76,205 WEYCO GROUP COM STK COMMON USD1 STOCK 962149100 115,248.00 115 4,900 SH Sole 28 4,900 WEYERHAEUSER CO COM STK COMMON USD1.25 STOCK 962166104 5,617,282.68 5,617 124,084 SH Sole 23, 28 124,084 WHIRLPOOL CORP COM 11, 19, STK COMMON 23, 28, 32, USD1 STOCK 963320106 11,655,814.75 11,656 133,591 SH Sole 33, 34, 39 133,591 WHITE ELECTRONIC DESIGNS CORP COM COMMON STK NPV STOCK 963801105 113,400.00 113 16,200 SH Sole 28 16,200 WHITING PETROLEUM CORP COM STK COMMON 11, 23, USD0.001 STOCK 966387102 13,807,229.48 13,807 170,797 SH Sole 33, 35, 39 170,797 WHITNEY HLDGS CORP COM STK COMMON NPV STOCK 966612103 574,905.10 575 41,690 SH Sole 30, 33 41,690 WHOLE FOODS MARKET INC COM STK COMMON NPV STOCK 966837106 2,619,645.90 2,620 72,466 SH Sole 28 72,466 WILBER CORP COM STK COMMON USD0.01 STOCK 967797101 37,335.00 37 5,700 SH Sole 28 5,700 WILEY(JOHN)& SONS INC CLASS'A'COM COMMON STK USD1 STOCK 968223206 3,782,672.00 3,783 87,400 SH Sole 28 87,400 WILLBROS GROUP INC(DELAWARE) COMMON USD0.05 STOCK 969203108 345,888.00 346 28,800 SH Sole 28 28,800 WILLIAMS COMPANIES INC COM STK COMMON USD1 STOCK 969457100 6,776,800.80 6,777 293,368 SH Sole 28, 32 293,368 CLAYTON WILLIAMS ENERGY INC COM STK COMMON USD0.1 STOCK 969490101 149,959.26 150 4,287 SH Sole 28 4,287 WILLIAMS-SONOMA INC COM STK COMMON USD0.01 STOCK 969904101 13,063,027.78 13,063 496,882 SH Sole 11, 23, 28 496,882 WILLIS LEASE FINANCE CORP COM STK COMMON NPV STOCK 970646105 50,496.00 50 3,200 SH Sole 28 3,200 WILMINGTON TRUST CORP COM STK COMMON NPV STOCK 971807102 3,466,510.28 3,467 209,204 SH Sole 28, 30, 33 209,204 WINN-DIXIE STORES INC COM COMMON USD1 STOCK 974280307 544,564.00 545 43,600 SH Sole 28, 33 43,600 WINNEBAGO INDUSTRIES INC COM STK COMMON USD0.50 STOCK 974637100 314,889.33 315 21,553 SH Sole 28 21,553 WISCONSIN ENERGY CORP COM STK COMMON USD0.01 STOCK 976657106 9,311,462.73 9,311 188,453 SH Sole 23, 28, 43 188,453 WOLVERINE WORLD WIDE INC COM STK COMMON USD1 STOCK 978097103 1,042,353.36 1,042 35,746 SH Sole 28 35,746 WONDER AUTO TECHNOLOGY INC COM STK COMMON USD0.0001 STOCK 978166106 148,120.00 148 14,000 SH Sole 28 14,000 WOODWARD GOVERNOR CO COM STK COMMON USD0.00875 STOCK 980745103 6,918,777.06 6,919 216,347 SH Sole 23, 25, 28 216,347 WORLD ACCEPTANCE CORP COM STK COMMON NPV STOCK 981419104 960,954.72 961 26,634 SH Sole 8, 28 26,634 WORLD FUEL SERVICES CORP COM STK COMMON USD0.01 STOCK 981475106 1,559,505.60 1,560 58,540 SH Sole 8, 28 58,540 WORTHINGTON INDUSTRIES INC COM STK COMMON NPV STOCK 981811102 3,236,912.77 3,237 187,213 SH Sole 8, 28, 33 187,213 WYNN RESORTS COM STK COMMON USD0.01 STOCK 983134107 3,612,768.69 3,613 47,643 SH Sole 23, 28 47,643 X-RITE INC COM STK COMMON USD0.10 STOCK 983857103 82,258.44 82 27,148 SH Sole 28, 33 27,148 XILINX INC COM STK COMMON USD0.01 STOCK 983919101 3,652,977.00 3,653 143,254 SH Sole 28, 39 143,254 XEROX CORP COM STK COMMON USD1 STOCK 984121103 5,651,285.25 5,651 579,619 SH Sole 11, 28 579,619 YRC WORLDWIDE INC COM STK COMMON USD1 STOCK 984249102 175,278.16 175 322,321 SH Sole 28 322,321 YADKIN VALLEY BANK & TRUST CO COM COMMON STK USD1 STOCK 984314104 57,190.00 57 13,300 SH Sole 28, 33 13,300 YAHOO INC COM STK COMMON 11, 28, USD0.001 STOCK 984332106 45,106,254.03 45,106 2,728,751 SH Sole 34, 36, 39 2,728,751 YORK WTR CO COMMON COM STOCK 987184108 137,500.00 138 10,000 SH Sole 28 10,000 YOUBET.COM INC COM STK COMMON USD0.001 STOCK 987413101 70,560.00 71 24,000 SH Sole 28 24,000 YOUNG INNOVATIONS INC COM STK COMMON USD0.01 STOCK 987520103 152,064.00 152 5,400 SH Sole 28, 33 5,400 YUM BRANDS INC COM STK COMMON NPV STOCK 988498101 7,506,585.53 7,507 195,841 SH Sole 28 195,841 ZALE CORP COM STK COMMON USD0.01 STOCK 988858106 62,203.48 62 22,702 SH Sole 28, 33 22,702 ZEBRA TECHNOLOGIES CLASS'A'COM STK COMMON USD0.01 STOCK 989207105 4,072,634.40 4,073 137,589 SH Sole 11, 28 137,589 ZENITH NATIONAL INSURANCE CORP COM COMMON USD1 STOCK 989390109 1,104,842.24 1,105 28,832 SH Sole 11, 28, 33 28,832 ZION OIL & GAS INC COM STK COMMON USD0.01 STOCK 989696109 72,336.34 72 11,686 SH Sole 28 11,686 ZIONS BANCORP COM STK COMMON NPV STOCK 989701107 1,404,706.14 1,405 64,377 SH Sole 28, 33 64,377 ZUMIEZ INC COM STK COMMON NPV STOCK 989817101 2,641,816.68 2,642 128,932 SH Sole 28, 39, 47 128,932 ZYGO CORP COM STK COMMON USD0.10 STOCK 989855101 110,760.00 111 12,000 SH Sole 28, 33 12,000 ZOLL MEDICAL CORP COM STK COMMON USD0.01 STOCK 989922109 427,348.32 427 16,212 SH Sole 28 16,212 DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01 COMMON ST 26483E100 1,674,450.00 1,674 22,500 SH Sole 28 22,500 VITAMIN SHOPPE INC(DEL) COMMON USD0.01 STOCK 92849E101 530,269.00 530 23,620 SH Sole 28, 47 23,620 CENTER FINANCIAL CORP COMMON COMMON SHS STOCK 15146E102 8,245.00 8 1,700 SH Sole 33 1,700 LENDER PROCESSING SERVICES INC COMMON USD0.01 STOCK 52602E102 14,760,627.50 14,761 391,010 SH Sole 11, 28, 35 391,010 LUMINEX CORP(DEL) COM STK COMMON USD0.001 STOCK 55027E102 516,007.80 516 30,660 SH Sole 28 30,660 QUANTA SERVICES INC COM STK COMMON USD0.00001 STOCK 74762E102 1,680,332.00 1,680 87,700 SH Sole 28 87,700 VERISIGN COM STK COMMON USD0.001 STOCK 92343E102 2,688,523.65 2,689 103,365 SH Sole 28, 34 103,365 DYAX CORP COM STK COMMON USD0.01 STOCK 26746E103 175,615.00 176 51,500 SH Sole 28 51,500 TALISMAN ENERGY INC COM COMMON NPV STOCK 87425E103 2,011,203.40 2,011 117,890 SH Sole 11 117,890 APAC CUSTOMER SERVICES INC COM STK COMMON USD0.01 STOCK 00185E106 105,225.00 105 18,300 SH Sole 28 18,300 COMSYS IT PARTNERS INC COM COMMON NPV STOCK 20581E104 260,277.20 260 14,890 SH Sole 8, 28 14,890 AMERISOURCEBERGEN CORP COM STK COMMON 11, 23, NPV STOCK 03073E105 15,299,547.60 15,300 529,030 SH Sole 28, 32, 35 529,030 NEWS CORP CLASS'A'NON VTG COM COMMON STKUSD0.01 STOCK 65248E104 13,595,921.46 13,596 943,506 SH Sole 28 943,506 PRIMEENERGY CORP COM STK COMMON USD0.10 STOCK 74158E104 10,772.00 11 400 SH Sole 28 400 SALLY BEAUTY HOLDINGS INC COM STK COMMON USD0.01 STOCK 79546E104 615,480.00 615 69,000 SH Sole 28 69,000 CKE RESTAURANTS INC COM STK COMMON USD0.01 STOCK 12561E105 394,058.79 394 35,597 SH Sole 28 35,597 AMERICAN EAGLE OUTFITTER COM STK COMMON USD0.01 STOCK 02553E106 7,803,605.72 7,804 421,361 SH Sole 28 421,361 IKANOS COMUNICATIONS COM STK COMMON USD0.001 STOCK 45173E105 4,800.00 5 1,600 SH Sole 33 1,600
INVENTIV HEALTH INC COM STK COMMON USD0.001 STOCK 46122E105 624,388.00 624 27,800 SH Sole 28, 33 27,800 CELERA CORP COMMON USD0.01 STOCK 15100E106 503,908.30 504 70,973 SH Sole 8, 28, 33 70,973 CYBEX INTERNATIONAL INC COM STK COMMON USD0.10 STOCK 23252E106 2,268.00 2 1,400 SH Sole 33 1,400 ARQULE INC COM STK COMMON USD0.01 STOCK 04269E107 171,072.00 171 29,700 SH Sole 28 29,700 JAKKS PACIFIC INC COM STK COMMON USD0.001 STOCK 47012E106 488,552.85 489 37,437 SH Sole 8, 28, 33 37,437 TARGET CORP COM STK COMMON 11, 23, 28, USD0.0833 STOCK 87612E106 30,528,093.20 30,528 580,382 SH Sole 36, 37, 39 580,382 FUSHI COPPERWELD INC COM STK COMMON USD0.006 STOCK 36113E107 138,006.00 138 12,300 SH Sole 28 12,300 HOME BANCORP INC COMMON USD0.01 STOCK 43689E107 95,200.00 95 6,800 SH Sole 28 6,800 NSTAR COM COM STK COMMON USD1 STOCK 67019E107 7,839,154.40 7,839 221,320 SH Sole 28, 32 221,320 RENASANT CORPORATION COM COMMON STK STOCK 75970E107 494,994.74 495 30,593 SH Sole 8, 28, 33 30,593 T-3 ENERGY SERVICES INC COM STK COMMON USD0.01 STOCK 87306E107 331,560.00 332 13,500 SH Sole 8, 28 13,500 EDWARDS LIFESCIENCES CORP COM STK COMMON USD1 STOCK 28176E108 16,671,168.00 16,671 168,600 SH Sole 11, 28, 39 168,600 ARGAN INC COM STK COMMON USD0.15 STOCK 04010E109 78,000.00 78 6,000 SH Sole 28 6,000 NCR CORP COM STK COMMON USD0.01 STOCK 62886E108 10,309,110.60 10,309 747,037 SH Sole 28, 39 747,037 USEC INC COM STK COMMON USD0.10 STOCK 90333E108 562,073.01 562 97,413 SH Sole 8, 28, 33 97,413 COMPLETE PRODUCTION SERVICES INC COM COMMON STK USD0.01 STOCK 20453E109 586,740.00 587 50,800 SH Sole 8, 28, 33 50,800 DR PEPPER SNAPPLE GROUP INC COMMON USD0.01 STOCK 26138E109 6,595,254.25 6,595 187,525 SH Sole 11, 28 187,525 EXACTECH INC COM STK COMMON USD0.01 STOCK 30064E109 121,626.00 122 5,800 SH Sole 28 5,800 FORTINET INC COMMON USD0.001 STOCK 34959E109 209,202.00 209 11,900 SH Sole 8, 28 11,900 IMAX CORP COM STK COMMON NPV STOCK 45245E109 1,511,699.70 1,512 84,030 SH Sole 23, 47 84,030 INCONTACT INC COM STK COMMON NPV STOCK 45336E109 62,415.00 62 21,900 SH Sole 28 21,900 PHOENIX COMPANIES INC COM STK COMMON USD0.01 STOCK 71902E109 220,887.92 221 91,276 SH Sole 28, 33 91,276 TRAVELERS 19, 23, COS COMMON 28, 31, INC/THE STOCK 89417E109 22,118,744.28 22,119 410,062 SH Sole 32, 34, 36 410,062 NEWS CORP CLASS'B'VTG COM STK COMMON USD0.01 STOCK 65248E203 3,487,050.00 3,487 205,000 SH Sole 36 205,000 J2 GLOBAL COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 46626E205 795,132.00 795 33,980 SH Sole 28 33,980 GT SOLAR INTERNATIONAL INC COM STK COMMON NPV STOCK 3623E0209 119,244.00 119 22,800 SH Sole 28 22,800 INTEGRATED ELECTRICAL SERVICES COM STK COMMON USD0.01 STOCK 45811E301 36,725.00 37 6,500 SH Sole 28, 33 6,500 ACCO BRANDS CORP COM STK COMMON USD0.01 STOCK 00081T108 454,238.00 454 59,300 SH Sole 8, 28 59,300 AC MOORE ARTS & CRAFT INC COM STK COMMON NPV STOCK 00086T103 2,666.30 3 910 SH Sole 33 910 AFC ENTERPRISES INC COM STK COMMON USD0.001 STOCK 00104Q107 195,017.75 195 18,175 SH Sole 28 18,175 AES CORP COM STK COMMON USD0.01 STOCK 00130H105 4,633,607.00 4,634 421,237 SH Sole 28, 35 421,237 AMAG PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 00163U106 523,650.00 524 15,000 SH Sole 28 15,000 AOL INC COMMON USD0.01 STOCK 00184X105 5,831,362.88 5,831 230,671 SH Sole 28, 32, 34 230,671 AT&T INC 19, 23, COM STK COMMON 28, 32, USD1 STOCK 00206R102 80,218,135.28 80,218 3,104,417 SH Sole 36, 37, 39 3,104,417 ATMI INC COM STK COMMON USD0.01 STOCK 00207R101 441,368.67 441 22,857 SH Sole 28 22,857 ATP OIL & GAS CORP COM STK COMMON USD0.001 STOCK 00208J108 778,734.00 779 41,400 SH Sole 8, 28, 33 41,400 ATC TECHNOLOGY CORP COM STK COMMON 8, 28, USD0.01 STOCK 00211W104 1,207,240.32 1,207 70,352 SH Sole 30, 33 70,352 AXT INC COM STK COMMON USD0.001 STOCK 00246W103 9,570.00 10 3,000 SH Sole 33 3,000 ABINGTON BANCORP INC COM STK COMMON USD0.01 STOCK 00350L109 131,930.00 132 16,700 SH Sole 28, 33 16,700 ABOVENET INC COM STK COMMON USD0.01 STOCK 00374N107 466,716.00 467 9,200 SH Sole 28 9,200 ACCELRYS INC COMMON COM STOCK 00430U103 113,960.00 114 18,500 SH Sole 28 18,500 ACORDA THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 00484M106 954,180.00 954 27,900 SH Sole 28 27,900 ACTIVIDENTITY CORP COM STK COMMON USD0.001 STOCK 00506P103 99,684.00 100 35,100 SH Sole 28, 33 35,100 ACTIVISION BLIZZARD INC COM STK COMMON USD0.000001 STOCK 00507V109 185,024.52 185 15,342 SH Sole 34 15,342 ACTUATE CORP COM STK COMMON USD0.001 STOCK 00508B102 1,353,898.00 1,354 242,200 SH Sole 25, 28 242,200 ACTUANT CORP CLS'A' COM STK COMMON USD0.20 STOCK 00508X203 1,111,613.00 1,112 56,860 SH Sole 8, 28 56,860 ACUITY BRANDS INC COM STK COMMON USD0.01 STOCK 00508Y102 1,783,414.71 1,783 42,251 SH Sole 8, 28 42,251 ACURA PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 00509L703 33,418.00 33 6,200 SH Sole 28 6,200 ADAPTEC INC COM STK COMMON USD0.001 STOCK 00651F108 346,391.10 346 105,930 SH Sole 8, 28, 33 105,930 ADOBE SYSTEMS INC COM STK COMMON 11, 28, 34, USD0.0001 STOCK 00724F101 13,188,376.53 13,188 372,869 SH Sole 39, 43, 47 372,869 ADOLOR CORP COM STK COMMON USD0.0001 STOCK 00724X102 60,660.00 61 33,700 SH Sole 28 33,700 ADTRAN INC COM STK COMMON USD0.01 STOCK 00738A106 4,114,921.40 4,115 156,164 SH Sole 28 156,164 ADVANCE AMER CASH ADVANCE CTRS INC COMMON COM USD0.01 STOCK 00739W107 260,619.60 261 44,780 SH Sole 8, 28 44,780 ADVANCE AUTO PARTS INC COM STK COMMON USD0.0001 STOCK 00751Y106 7,799,216.00 7,799 186,050 SH Sole 28 186,050 ADVANCED BATTERY TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 00752H102 164,970.00 165 42,300 SH Sole 28 42,300 ADVANCED ANALOGIC COM STK COMMON NPV STOCK 00752J108 117,613.00 118 33,700 SH Sole 28, 33 33,700 ADVISORY BOARD INC COM STK COMMON USD0.01 STOCK 00762W107 1,918,665.00 1,919 60,910 SH Sole 26, 28 60,910 AECOM TECHNOLOGY CORP COM STK COMMON USD0.01 STOCK 00766T100 8,636,452.14 8,636 304,422 SH Sole 23, 28 304,422 AETNA INC NEW COM STK COMMON 11, 23, USD0.001 STOCK 00817Y108 37,662,321.45 37,662 1,072,695 SH Sole 28, 34, 39 1,072,695 AFFYMAX INC COM STK COMMON USD0.001 STOCK 00826A109 274,131.00 274 11,700 SH Sole 28 11,700 AFFYMETRIX INC COM STK COMMON USD0.01 STOCK 00826T108 1,564,961.40 1,565 213,210 SH Sole 8, 28 213,210 AGFEED INDUSTRIES INC COM STK COMMON USD0.001 STOCK 00846L101 89,995.00 90 20,500 SH Sole 28 20,500 AGILENT TECHNOLOGIES INC COM STK COMMON 11, 23, USD0.01 STOCK 00846U101 19,400,258.75 19,400 564,125 SH Sole 28, 38, 43 564,125 AGILYSYS COMMON INC STOCK 00847J105 124,936.45 125 11,185 SH Sole 8, 28 11,185 AIR TRANSPORT SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 00922R105 150,976.00 151 44,800 SH Sole 28, 33 44,800
AIRTRAN HLDGS INC COM STK COMMON USD0.001 STOCK 00949P108 1,985,665.32 1,986 390,879 SH Sole 8, 28 390,879 AIRVANA INC COM STK COMMON USD0.001 STOCK 00950V101 123,326.00 123 16,100 SH Sole 28 16,100 AKAMAI TECHNOLOGIES COM STK COMMON USD0.01 STOCK 00971T101 2,274,429.51 2,274 72,411 SH Sole 28 72,411 ALASKA COM SYSTEMS GROUP COM STK COMMON USD0.01 STOCK 01167P101 286,636.00 287 35,300 SH Sole 28 35,300 ALKERMES INC COM STK COMMON USD0.01 STOCK 01642T108 2,063,630.76 2,064 159,108 SH Sole 25, 28 159,108 ALLEGHENY TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 01741R102 5,021,016.01 5,021 92,999 SH Sole 28, 39 92,999 ALLEGIANT TRAVEL COM STK COMMON USD0.001 STOCK 01748X102 679,507.84 680 11,744 SH Sole 28 11,744 ALLIED CAPITAL CORP COM STK COMMON USD0.0001 STOCK 01903Q108 780,787.00 781 157,100 SH Sole 8, 28 157,100 ALLIED HEALTHCARE INTL COMMON USD0.1 STOCK 01923A109 117,232.00 117 43,100 SH Sole 28, 33 43,100 ALLSCRIPTS-MISYS HEALTHCARE SO COM STK COMMON USD0.01 STOCK 01988P108 8,525,402.04 8,525 435,859 SH Sole 5, 11, 23 435,859 ALNYLAM PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 02043Q107 960,676.88 961 56,444 SH Sole 26, 28 56,444 ALPHA NATURAL RESOURCES COM STK COMMON USD0.01 STOCK 02076X102 6,136,968.90 6,137 123,010 SH Sole 23, 43 123,010 ALPHATEC HOLDINGS INC COM STK COMMON USD0.0001 STOCK 02081G102 137,241.65 137 21,545 SH Sole 28, 33 21,545 ALTRA HOLDINGS INC COM STK COMMON USD0.001 STOCK 02208R106 3,061,762.54 3,062 222,998 SH Sole 8, 23, 28 222,998 ALTRIA GROUP INC COM STK COMMON 19, 28, USD0.333 STOCK 02209S103 21,267,112.68 21,267 1,036,409 SH Sole 34, 36, 39 1,036,409 AMCOL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 02341W103 471,920.00 472 17,350 SH Sole 28 17,350 AMERICA SERVICE GROUP INC COM STK COMMON USD0.01 STOCK 02364L109 96,540.00 97 6,000 SH Sole 28 6,000 AMERICAN CAPITAL LTD COM STK COMMON USD0.01 STOCK 02503Y103 1,385,824.00 1,386 272,800 SH Sole 8, 28, 33 272,800 AMERICAN CARESOURCE HOLDINGS INC COM COMMON STK USD0.01 STOCK 02505A103 18,585.00 19 10,500 SH Sole 28 10,500 AMERICAN MEDICAL SYSTEMS HLDGS INC COM STK COMMON USD0.01 STOCK 02744M108 1,674,355.28 1,674 90,116 SH Sole 11, 28 90,116 AMERICAN PUBLIC EDUCATION INC COM STK COMMON USD0.01 STOCK 02913V103 3,040,650.00 3,041 65,250 SH Sole 5, 28 65,250 AMERICAN RAILCAR INDUSTRIES COM STK COMMON USD0.01 STOCK 02916P103 91,200.00 91 7,500 SH Sole 28, 33 7,500 AMERICREDIT CORP COM STK COMMON 23, 28, USD0.01 STOCK 03060R101 8,212,240.08 8,212 345,633 SH Sole 32, 33 345,633 AMERICA'S CAR MART INC COM STK COMMON USD0.01 STOCK 03062T105 183,312.00 183 7,600 SH Sole 28, 33 7,600 AMERIGON INC CL A COMMON NEW STOCK 03070L300 157,716.00 158 15,600 SH Sole 28 15,600 AMERISTAR CASINOS INC COM STK COMMON USD0.01 STOCK 03070Q101 347,856.24 348 19,092 SH Sole 28 19,092 AMERISAFE INC COM STK COMMON 8, 28, USD0.01 STOCK 03071H100 3,664,424.50 3,664 223,850 SH Sole 33, 39 223,850 AMERIGROUP CORP COM STK COMMON USD0.01 STOCK 03073T102 1,329,600.00 1,330 40,000 SH Sole 28 40,000 AMERISERV FINANCIAL INC COM STK COMMON USD2.50 STOCK 03074A102 3,060.00 3 1,800 SH Sole 33 1,800 AMERIPRISE FINANCIAL INC COM STK COMMON 23, 28, USD0.01 STOCK 03076C106 9,310,094.64 9,310 205,249 SH Sole 34, 37 205,249 AMERIS BANCORP COM STK COMMON USD1 STOCK 03076K108 153,525.77 154 17,002 SH Sole 8, 28, 33 17,002 AMICUS THERAPEUTICS COM STK COMMON NPV STOCK 03152W109 38,599.00 39 12,100 SH Sole 28 12,100 AMSURG CORP COM STK COMMON NPV STOCK 03232P405 816,361.08 816 37,812 SH Sole 11, 28, 33 37,812 ANGIODYNAMICA INC COM STK COMMON USD0.01 STOCK 03475V101 317,086.00 317 20,300 SH Sole 28, 33 20,300 ANSYS INC COM STK COMMON USD0.01 STOCK 03662Q105 14,681,016.54 14,681 340,311 SH Sole 11, 28, 39 340,311 APOLLO INVESTMENT CORP COM STK COMMON USD0.001 STOCK 03761U106 6,081,388.33 6,081 477,721 SH Sole 28 477,721 APPLIED INDUSTRIAL TECHNOLOGIES INC COMMON 8, 28, COM STK NPV STOCK 03820C105 2,101,316.00 2,101 84,560 SH Sole 30, 33 84,560 APPLIED MICROCIRCUITS CORP COM STK COMMON USD0.01 STOCK 03822W406 436,824.71 437 50,617 SH Sole 28 50,617 APPROACH RESOURCES INC COM STK COMMON 28, 30, USD0.01 STOCK 03834A103 1,749,561.64 1,750 192,683 SH Sole 33, 39 192,683 AQUA AMERICA INC COM COMMON USD0.50 STOCK 03836W103 4,804,094.82 4,804 273,426 SH Sole 28 273,426 ARBINET CORP COM STK COMMON USD0.001 STOCK 03875P100 2,814.00 3 1,400 SH Sole 33 1,400 ARBITRON INC COM STK COMMON USD0.50 STOCK 03875Q108 531,946.98 532 19,953 SH Sole 28 19,953 ARCH CHEMICALS INC COM STK COMMON USD0.01 STOCK 03937R102 644,812.50 645 18,750 SH Sole 28 18,750 ARCHIPELAGO LEARNING INC COMMON USD0.01 STOCK 03956P102 1,187,541.00 1,188 81,450 SH Sole 5, 28 81,450 ARDEA BIOSCIENCES INC COM STK COMMON USD0.001 STOCK 03969P107 189,904.00 190 10,400 SH Sole 28 10,400 ARES CAPITAL CORP COM STK COMMON USD0.001 STOCK 04010L103 1,402,706.48 1,403 94,522 SH Sole 28 94,522 ARIAD PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 04033A100 359,427.60 359 105,714 SH Sole 8, 28 105,714 ARIBA INC COM COMMON USD0.002 STOCK 04033V203 852,918.75 853 66,375 SH Sole 28 66,375 ARMSTRONG WORLD INDUSTRIES INC COM STK COMMON USD0.01 STOCK 04247X102 1,655,191.35 1,655 45,585 SH Sole 19, 25, 34 45,585 ARRIS GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 04269Q100 2,195,980.46 2,196 182,846 SH Sole 30, 33 182,846 ARRAY BIOPHARMA INC COM STK COMMON USD0.001 STOCK 04269X105 103,846.00 104 37,900 SH Sole 28 37,900 ART TECHNOLOGY GROUP INC COM STK COMMON USD0.01 STOCK 04289L107 483,336.00 483 109,600 SH Sole 28 109,600 ARTIO GLOBAL INVESTORS INC COMMON USD0.01 STOCK 04315B107 1,261,715.26 1,262 50,999 SH Sole 28, 43, 47 50,999 ASIAINFO HLDGS INC COM STK COMMON USD0.01 STOCK 04518A104 627,576.00 628 23,700 SH Sole 28 23,700 ASSET ACCEPTANCE CAPITAL CORP COM COMMON STK USD0.01 STOCK 04543P100 82,313.95 82 13,045 SH Sole 28, 33 13,045 ASSISTED LIVING CONCEPTS INC CLASS'A'COM COMMON STK STOCK 04544X300 3,279,336.72 3,279 99,858 SH Sole 28, 33, 36 99,858 ASSURANT INC COM STK COMMON 28, 32, USD0.01 STOCK 04621X108 3,797,236.62 3,797 110,449 SH Sole 34, 43 110,449 ATHENAHEALTH INC ORD COMMON 5, 26, USD0.01 STOCK 04685W103 5,430,622.40 5,431 148,540 SH Sole 28, 47 148,540 ATHEROS COMMUNICATIONS INC COM STK COMMON USD0.0005 STOCK 04743P108 5,233,398.45 5,233 135,195 SH Sole 23, 28, 47 135,195 AUTONATION INC COM STK COMMON USD0.01 STOCK 05329W102 1,179,738.08 1,180 65,251 SH Sole 28, 33, 34 65,251 AUXILIUM PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 05334D107 1,075,020.00 1,075 34,500 SH Sole 28 34,500 AVANIR PHARMACEUTICALS COM STK NPV COMMON CLASS 'A' STOCK 05348P401 96,744.00 97 41,700 SH Sole 28 41,700 AVIAT NETWORKS INC INC COM STK COMMON USD0.01 STOCK 05366Y102 390,175.50 390 58,850 SH Sole 8, 28, 33 58,850 AVID TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 05367P100 316,940.00 317 23,000 SH Sole 28, 33 23,000 AVISTA CORP COM STK COMMON NPV STOCK 05379B107 2,135,366.68 2,135 103,108 SH Sole 8, 28, 30 103,108
AWARE INC MASSACHUSETTS COM STK COMMON USD0.01 STOCK 05453N100 3,120.00 3 1,300 SH Sole 33 1,300 B & G FOODS HLDGS COM CLASS 'A' COMMON USD0.01 STOCK 05508R106 464,767.04 465 44,348 SH Sole 8, 28, 33 44,348 BGC PARTNERS INC CLASS'A'COM STK COMMON USD0.01 STOCK 05541T101 402,716.21 403 65,911 SH Sole 8, 28 65,911 BJS WHOLESALE CLUB INC COM STK COMMON USD0.01 STOCK 05548J106 4,152,386.43 4,152 112,257 SH Sole 28 112,257 BOK FINANCIAL CORP COM STK COMMON USD0.00006 STOCK 05561Q201 106,138.56 106 2,024 SH Sole 34 2,024 BOFI HLDG INC COM STK COMMON USD0.01 STOCK 05566U108 9,751.00 10 700 SH Sole 33 700 BMP SUNSTONE COMMON CORP STOCK 05569C105 129,536.00 130 25,600 SH Sole 28 25,600 BALLY TECHNOLOGIES INC COM STK COMMON USD0.1 STOCK 05874B107 6,621,763.06 6,622 163,339 SH Sole 28, 30 163,339 BANCFIRST CORP COM STK COMMON USD1 STOCK 05945F103 301,752.00 302 7,200 SH Sole 8, 28 7,200 BANCORP INC DEL NEW COM STK COMMON 8, 28, NPV STOCK 05969A105 1,155,033.10 1,155 129,779 SH Sole 30, 33 129,779 BANCTRUST FINL GR COMMON INC STOCK 05978R107 3,395.00 3 700 SH Sole 33 700 BANKFINANCIAL CORP COM COMMON USD0.01 STOCK 06643P104 146,848.38 147 16,014 SH Sole 28, 33 16,014 BANNER CORP COM STK COMMON USD0.01 STOCK 06652V109 90,190.08 90 23,487 SH Sole 8, 28, 33 23,487 BILL BARRETT CORP COM COMMON NPV STOCK 06846N104 5,525,650.30 5,526 179,930 SH Sole 5, 28, 33 179,930 BASIC ENERGY SERVICES INC COM STK COMMON USD0.01 STOCK 06985P100 166,536.00 167 21,600 SH Sole 28, 33 21,600 BEAZER HOMES USA INC COM STK COMMON USD0.01 STOCK 07556Q105 221,552.00 222 48,800 SH Sole 28, 33 48,800 BENCHMARK ELECTRONICS INC COM STK COMMON USD0.10 STOCK 08160H101 1,356,188.60 1,356 65,390 SH Sole 8, 28, 33 65,390 BENEFICIAL MUTUAL BANCORP IN COM COMMON STK USD0.01 STOCK 08173R104 235,104.00 235 24,800 SH Sole 28 24,800 BIG 5 SPORTING GOODS CORP COM STK COMMON USD0.01 STOCK 08915P101 241,998.00 242 15,900 SH Sole 28 15,900 BIO-REFERENCE LABORATORIES INC COM COMMON USD0.01 STOCK 09057G602 1,962,820.80 1,963 44,640 SH Sole 25, 28, 47 44,640 BIOCRYST PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 09058V103 134,685.00 135 20,500 SH Sole 28 20,500 BIODELIVERY SCIENCES INTERNATIONAL COMMON COM STK STOCK 09060J106 23,363.00 23 6,100 SH Sole 28 6,100 BIOMARIN PHARMACEUTICAL COM STK COMMON USD0.001 STOCK 09061G101 2,453,850.00 2,454 105,000 SH Sole 11 105,000 BIOGEN IDEC INC COM STK COMMON 19, 28, USD0.0005 STOCK 09062X103 11,784,669.36 11,785 205,451 SH Sole 34, 39 205,451 BIODEL INC COM STK COMMON USD0.01 STOCK 09064M105 66,612.00 67 15,600 SH Sole 28 15,600 BIOMIMETIC THERAPEUTICS COM STK COMMON USD0.001 STOCK 09064X101 126,055.90 126 9,586 SH Sole 28 9,586 BIOVAIL CORP INTL COM COMMON NPV STOCK 09067J109 2,379,663.00 2,380 141,900 SH Sole 35 141,900 BIOSCRIP INC COM STK COMMON USD0.0001 STOCK 09069N108 229,824.00 230 28,800 SH Sole 28 28,800 BJS RESTAURANTS INC COMMON COM STOCK 09180C106 1,417,898.20 1,418 60,854 SH Sole 26, 28 60,854 BLACKBAUD INC COM STK COMMON USD0.001 STOCK 09227Q100 4,221,692.86 4,222 167,594 SH Sole 5, 11, 28 167,594 BLACKROCK INC CLASS'A'COM STK COMMON NPV STOCK 09247X101 718,608.00 719 3,300 SH Sole 39 3,300 BLUE COAT SYS COMMON INC STOCK 09534T508 1,569,072.00 1,569 50,550 SH Sole 28, 47 50,550 BLUE NILE INC COM STK COMMON USD0.001 STOCK 09578R103 3,084,366.18 3,084 56,059 SH Sole 26, 28 56,059 BLUELINX HLDGS INC COM COMMON USD0.01 STOCK 09624H109 45,339.00 45 11,900 SH Sole 28 11,900 BLYTH INC COM STK COMMON USD0.02 STOCK 09643P207 144,718.75 145 4,631 SH Sole 28, 33 4,631 BOISE INC COM STK COMMON USD0.0001 STOCK 09746Y105 226,810.00 227 37,000 SH Sole 8, 28, 33 37,000 BOVIE MED CORP COMMON COM STOCK 10211F100 83,750.00 84 13,400 SH Sole 28 13,400 BRIDGEPOINT EDUCATION INC COMMON USD0.01 STOCK 10807M105 260,548.00 261 10,600 SH Sole 28 10,600 BROADRIDGE FINANCIAL SOL COM STK COMMON NPV STOCK 11133T103 5,859,189.00 5,859 274,050 SH Sole 28 274,050 BROADPOINT GLEACHER SECURITIES GROUP COMMON INC STOCK 11134A103 144,800.00 145 36,200 SH Sole 28 36,200 BROADWIND ENERGY INC COM STK COMMON USD0.001 STOCK 11161T108 109,962.00 110 24,600 SH Sole 28 24,600 BROOKLINE COMMON BANCORP STOCK 11373M107 973,400.40 973 91,485 SH Sole 8, 11, 28 91,485 BUILDERS FIRSTSOURCE INC COM STK COMMON USD0.01 STOCK 12008R107 97,051.50 97 30,810 SH Sole 28 30,810 BWAY HOLDING COMPANY COM STK COMMON 28, 30, USD0.01 STOCK 12429T104 851,436.00 851 42,360 SH Sole 33, 47 42,360 CAI INTERNATIONAL INC COM STK COMMON USD0.0001 STOCK 12477X106 86,240.00 86 7,000 SH Sole 28 7,000 CB RICHARD ELLIS GROUP INC COM STK COMMON USD0.01 STOCK 12497T101 2,750,767.50 2,751 173,550 SH Sole 28, 35 173,550 CH ENERGY GROUP INC COM STK COMMON USD0.10 STOCK 12541M102 464,064.92 464 11,363 SH Sole 28 11,363 CH ROBINSON WORLDWIDE INC COM STK COMMON USD0.10 STOCK 12541W209 9,050,492.50 9,050 162,050 SH Sole 11, 28 162,050 CLECO CORP COM STK COMMON USD2 STOCK 12561W105 4,830,294.60 4,830 181,932 SH Sole 8, 28 181,932 CKX INC COMMON COM STOCK 12562M106 574,613.94 575 93,738 SH Sole 26, 28 93,738 CME GROUP INC COM STK USD0.01 COMMON CLASS'A' STOCK 12572Q105 8,859,614.97 8,860 28,027 SH Sole 28, 47 28,027 CNA SURETY COM STK COMMON USD0.01 STOCK 12612L108 265,071.00 265 14,900 SH Sole 28, 33 14,900 CPI INTERNATIONAL COMMON USD0.01 STOCK 12618M100 120,679.26 121 9,101 SH Sole 8, 28, 33 9,101 CRA INTERNATIONAL INC COMMON COM STOCK 12618T105 193,238.52 193 8,431 SH Sole 28, 33 8,431 CVR ENERGY INC COM STK COMMON USD0.01 STOCK 12662P108 176,750.00 177 20,200 SH Sole 28, 33 20,200 CA INC COM STK COMMON USD0.10 STOCK 12673P105 3,962,369.69 3,962 168,827 SH Sole 28, 34 168,827 CABLEVISION SYSTEMS CORP NY GROUP COMMON COM STK USD0.01 STOCK 12686C109 5,593,575.96 5,594 231,714 SH Sole 35, 39, 47 231,714 CABOT MICROELECTRONICS CORP COM STK COMMON USD0.001 STOCK 12709P103 670,801.56 671 17,732 SH Sole 28, 33 17,732 CADENCE FINANCIAL CORP COM STK COMMON USD1 STOCK 12738A101 1,830.00 2 1,000 SH Sole 33 1,000 CADENCE PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 12738T100 202,686.00 203 22,200 SH Sole 8, 28 22,200 CAL DIVE INTL INC DEL COM STK COMMON 8, 25, USD0.01 STOCK 12802T101 2,014,533.22 2,015 274,834 SH Sole 28, 33 274,834 CALAMOS ASSET MANAGEMENT INC COM STK COMMON USD0.01 STOCK 12811R104 202,194.00 202 14,100 SH Sole 28 14,100 CALIFORNIA PIZZA KITCHEN INC COM COMMON STK USD0.01 STOCK 13054D109 284,086.80 284 16,920 SH Sole 28, 33 16,920 CALLIDUS SOFTWARE INC COM COMMON USD0.001 STOCK 13123E500 80,949.00 81 22,300 SH Sole 28 22,300 CAMERON INTERNATIONAL CORP COM STK COMMON 23, 28, USD0.01 STOCK 13342B105 10,297,672.18 10,298 240,263 SH Sole 39, 43, 47 240,263
CAPITAL ONE FINANCIAL CORP COM STK COMMON 11, 28, USD0.01 STOCK 14040H105 31,632,974.77 31,633 763,897 SH Sole 32, 34, 39 763,897 CAPITALSOURCE INC COM STK COMMON USD0.01 STOCK 14055X102 6,101,546.49 6,102 1,091,511 SH Sole 33, 39 1,091,511 CAPITOL BANCORP COM STK COMMON NPV STOCK 14056D105 1,936.00 2 800 SH Sole 33 800 CAPITOL FEDERAL FINANCIAL COM STK COMMON USD0.01 STOCK 14057C106 517,584.82 518 13,817 SH Sole 25 13,817 CARACO PHARMACEUTICAL LABORATORIES COM COMMON STK NPV STOCK 14075T107 47,920.00 48 8,000 SH Sole 28 8,000 CARDIAC SCIENCE CORP COM STK COMMON USD0.01 STOCK 14141A108 29,359.00 29 15,700 SH Sole 28, 33 15,700 CARDINAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 14149F109 244,572.00 245 22,900 SH Sole 28, 33 22,900 CARDINAL HEALTH INC COM STK COMMON 23, 28, 32, NPV STOCK 14149Y108 20,704,963.77 20,705 574,659 SH Sole 34, 36, 39 574,659 CARDIONET INC COMMON USD0.001 STOCK 14159L103 152,235.00 152 19,900 SH Sole 28 19,900 CARDTRONICS INC COM STK COMMON USD0.0001 STOCK 14161H108 130,728.00 131 10,400 SH Sole 28 10,400 CAREFUSION CORP COMMON USD0.01 STOCK 14170T101 3,369,058.53 3,369 127,471 SH Sole 23, 28, 34 127,471 CARROLS RESTAURANT GROUP INC COM COMMON STK USD0.01 STOCK 14574X104 53,720.00 54 7,900 SH Sole 28 7,900 CASH AMERICA INTERNATIONAL COM STK COMMON USD0.10 STOCK 14754D100 1,660,291.92 1,660 42,054 SH Sole 8, 28, 33 42,054 CASS INFORMATION SYSTEMS COM STK COMMON USD0.5 STOCK 14808P109 187,834.50 188 6,030 SH Sole 28 6,030 CATALYST HEALTH SOLUTIONS COMMON INC STOCK 14888B103 1,655,324.14 1,655 40,003 SH Sole 28, 47 40,003 CAVIUM NETWORKS COM STK COMMON USD0.001 STOCK 14965A101 1,344,180.20 1,344 54,070 SH Sole 28, 47 54,070 CELESTICA INC SUB ORD VTG SHS COMMON NPV STOCK 15101Q108 1,963,946.12 1,964 179,684 SH Sole 43 179,684 CELLDEX THERAPEUTICS INC COMMON USD0.001 STOCK 15117B103 133,238.00 133 21,700 SH Sole 28 21,700 CENTENE CORP(DEL) COM STK COMMON USD0.001 STOCK 15135B101 822,985.36 823 34,234 SH Sole 28 34,234 CENOVUS ENERGY INC COMMON NPV STOCK 15135U109 2,691,767.00 2,692 102,700 SH Sole 11 102,700 CENTERPOINT ENERGY INC COM STK COMMON NPV STOCK 15189T107 6,483,094.84 6,483 451,469 SH Sole 28, 35 451,469 CENTERSTATE BKS FLA INC COMMON COM STOCK 15201P109 148,225.00 148 12,100 SH Sole 28 12,100 CEPHEID COM STK COMMON NPV STOCK 15670R107 772,441.20 772 44,190 SH Sole 28 44,190 CENVEO INC COM COMMON USD0.01 STOCK 15670S105 330,379.00 330 38,150 SH Sole 28 38,150 CHART INDUSTRIES INC COM STK COMMON 8, 11, NPV STOCK 16115Q308 1,266,320.00 1,266 63,316 SH Sole 28, 33, 47 63,316 CHASE CORP(MASS) COM STK COMMON USD0.10 STOCK 16150R104 51,742.00 52 4,100 SH Sole 28 4,100 CHEMED CORP CAP COMMON USD1 STOCK 16359R103 883,403.10 883 16,245 SH Sole 28 16,245 CHENIERE ENERGY INC COM COMMON NEW STOCK 16411R208 145,848.00 146 47,200 SH Sole 28 47,200 CHEROKEE INC COM STK COMMON USD0.02 STOCK 16444H102 110,934.00 111 6,163 SH Sole 28 6,163 CHINA AUTOMOTIVE SYSTEMS INC COM COMMON STK USD0.0001 STOCK 16936R105 103,995.00 104 4,500 SH Sole 28 4,500 CHINA BAK BATTERY INC COM STK COMMON USD0.001 STOCK 16936Y100 86,037.00 86 35,700 SH Sole 28 35,700 CHINA-BIOTICS INC COM STK COMMON USD0.01 STOCK 16937B109 105,669.00 106 5,900 SH Sole 28 5,900 CHINA FIRE & SECURITY GROUP INC COM STK COMMON USD0.001 STOCK 16938R103 140,076.00 140 10,800 SH Sole 28 10,800 CHINA HOUSING&LAND DEVELOPMENT INC COMMON COM STK STOCK 16939V103 73,340.00 73 19,300 SH Sole 28 19,300 CHINA PRECISION ST COM STK COMMON USD0.001 STOCK 16941J106 47,040.00 47 22,400 SH Sole 28 22,400 CHINA SKY ONE MEDICAL INC COM STK COMMON USD0.001 STOCK 16941P102 133,535.00 134 8,500 SH Sole 28 8,500 CHINA SECURITY & SURVEILLANCE TECH COM COMMON STK STOCK 16942J105 254,539.00 255 33,100 SH Sole 28 33,100 CHINA GREEN AGRICULTURE INC COM STK COMMON USD0.01 STOCK 16943W105 89,600.00 90 6,400 SH Sole 28 6,400 CHINA INFORMATION SECURITY TECHNOLOGY INC COMMON COM STK STOCK 16944F101 113,625.00 114 22,500 SH Sole 28 22,500 CHINACAST EDUCATION CORP COM STK COMMON USD0.0001 STOCK 16946T109 157,165.00 157 21,500 SH Sole 28 21,500 CIBER INC COM STK COMMON USD0.01 STOCK 17163B102 318,475.96 318 85,154 SH Sole 8, 28, 33 85,154 CINEMARK HOLDINGS INC COM STK COMMON USD0.001 STOCK 17243V102 904,162.00 904 49,300 SH Sole 28, 33, 47 49,300 CIRCOR INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 17273K109 633,812.85 634 19,085 SH Sole 8, 28, 33 19,085 CISCO SYSTEMS INC 11, 28, COM STK COMMON 31, 34, 36, USD0.001 STOCK 17275R102 140,927,487.23 140,927 5,414,041 SH Sole 37, 38, 39 5,414,041 CITI TRENDS INC COM STK COMMON USD1 STOCK 17306X102 1,564,062.16 1,564 48,214 SH Sole 26, 28 48,214 CLEAR CHANNEL OUTDOOR HLD INC COM STK COMMON USD0.01 STOCK 18451C109 7,427.00 7 700 SH Sole 33 700 CLEARWATER PAPER CORPORATION COMMON USD0.0001 STOCK 18538R103 393,803.00 394 7,996 SH Sole 28 7,996 CLIFFS NATURAL RESOURCES INC COM STK COMMON 11, 23, USD0.125 STOCK 18683K101 15,624,112.35 15,624 220,213 SH Sole 28, 34 220,213 CLIFTON SAVINGS BANCORP INC COM STK COMMON USD0.01 STOCK 18712Q103 66,744.00 67 7,200 SH Sole 28 7,200 CLINICAL DATA INC COM STK COMMON USD0.01 STOCK 18725U109 172,660.00 173 8,900 SH Sole 28 8,900 CLOUD PEAK ENERGY INC COMMON USD0.01 STOCK 18911Q102 585,728.00 586 35,200 SH Sole 8, 28 35,200 COBALT INTERNATIONAL ENERGY INC COMMON USD0.01 STOCK 19075F106 662,796.00 663 48,735 SH Sole 37, 47 48,735 COGENT COMMUNICATIONS GROUP INC NEW COMMON COM STK STOCK 19239V302 1,254,269.67 1,254 120,487 SH Sole 26, 28 120,487 COGENT INC COM STK COMMON USD0.001 STOCK 19239Y108 1,013,839.20 1,014 99,396 SH Sole 28, 30 99,396 COHEN & STEERS INC COM STK COMMON USD0.01 STOCK 19247A100 318,240.00 318 12,750 SH Sole 28 12,750 COINSTAR INC COM STK COMMON USD0.001 STOCK 19259P300 732,485.00 732 22,538 SH Sole 28 22,538 COLLECTORS UNIVERSE INC COM STK COMMON USD0.001 STOCK 19421R200 7,085.10 7 627 SH Sole 33 627 COLLECTIVE BRANDS INC COM STK COMMON USD0.01 STOCK 19421W100 4,334,448.66 4,334 190,609 SH Sole 8, 28, 33 190,609 COLONY FINANCIAL INC COMMON USD0.01 STOCK 19624R106 1,891,220.00 1,891 94,561 SH Sole 28, 30, 36 94,561 COMCAST CORP COM CLS 'A' USD COMMON 28, 32, 34, 0.01 STOCK 20030N101 47,791,150.42 47,791 2,539,381 SH Sole 36, 37, 39 2,539,381 COMCAST CORP(NEW) CLASS'A'COM USD1 COMMON SPECIAL STOCK 20030N200 8,499,612.33 8,500 472,989 SH Sole 11, 34 472,989 COMPASS MINERALS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 20451N101 5,543,893.00 5,544 69,100 SH Sole 8, 11, 39 69,100 COMPASS DIVERSIFIED HLDGS SHS OF COMMON BENEFICIAL STOCK 20451Q104 376,922.00 377 24,700 SH Sole 8, 28 24,700 COMPELLENT TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 20452A108 698,139.00 698 39,780 SH Sole 28, 47 39,780 COMPUCREDIT GOLDINGS CORP COM STK COMMON NPV STOCK 20478T107 107,075.16 107 20,751 SH Sole 8, 28, 33 20,751
COMSCORE INC COM COMMON NPV STOCK 20564W105 651,711.12 652 39,048 SH Sole 26, 28 39,048 CONCHO RESOURCES INC COM STK COMMON USD0.001 STOCK 20605P101 10,426,181.88 10,426 207,033 SH Sole 11, 23, 47 207,033 CONOCOPHILLIPS COM STK COMMON 19, 23, 28, USD1.25 STOCK 20825C104 35,606,798.01 35,607 695,853 SH Sole 32, 34, 36 695,853 CONSOL ENERGY INC COM STK COMMON USD0.01 STOCK 20854P109 5,260,063.32 5,260 123,302 SH Sole 28, 37, 39 123,302 CONSTELLATION BRANDS INC CLASS'A'COM STK COMMON USD0.01 STOCK 21036P108 1,512,085.44 1,512 91,976 SH Sole 28, 33 91,976 CONTANGO OIL & GAS CO COM COMMON NEW STOCK 21075N204 1,069,444.20 1,069 20,908 SH Sole 26, 28 20,908 CORNERSTONE THERAPEUTICS INC COMMON USD0.01(DUPLICATE) STOCK 21924P103 23,495.00 23 3,700 SH Sole 28 3,700 CORPORATE EXECUTIVE BOARD CO COM STK COMMON USD0.01 STOCK 21988R102 2,969,970.05 2,970 111,695 SH Sole 26, 28 111,695 CORRECTIONS CORPORATIONS OF AMERICA COM COMMON USD0.01 STOCK 22025Y407 4,600,171.80 4,600 231,630 SH Sole 28 231,630 COSTCO WHOLESALE CORP COM STK COMMON USD0.005 STOCK 22160K105 19,136,577.32 19,137 320,492 SH Sole 28, 34, 39 320,492 COSTAR GROUP INC COM STK COMMON USD0.01 STOCK 22160N109 4,010,790.48 4,011 96,599 SH Sole 5, 26, 28 96,599 CRACKER BARREL OLD COUNTRY STORE COMMON INC STOCK 22410J106 779,184.00 779 16,800 SH Sole 28 16,800 CROSSTEX ENERGY INC COM STK COMMON USD0.01 STOCK 22765Y104 318,054.00 318 36,600 SH Sole 28, 33 36,600 CYBERSOURCE CORP COM STK COMMON USD0.001 STOCK 23251J106 1,303,419.60 1,303 73,890 SH Sole 28, 47 73,890 CYBERONICS INC COM STK COMMON USD0.01 STOCK 23251P102 406,939.24 407 21,239 SH Sole 28 21,239 CYPRESS SHARPRIDGE INVTS INC COM COMMON STK USD0.01 STOCK 23281A307 153,870.00 154 11,500 SH Sole 28 11,500 CYTOKINETICS INC COM STK COMMON USD0.001 STOCK 23282W100 93,760.00 94 29,300 SH Sole 28 29,300 CYTORI THERAPEUTICS INC COM COMMON STK STOCK 23283K105 107,616.00 108 23,600 SH Sole 28 23,600 DG FASTCHANNEL INC COM STK COMMON USD0.001 STOCK 23326R109 929,106.00 929 29,080 SH Sole 28, 47 29,080 DR HORTON INC COM STK COMMON USD0.01 STOCK 23331A109 2,184,361.20 2,184 173,362 SH Sole 28, 43 173,362 DSP GROUP INC COM STK COMMON USD0.001 STOCK 23332B106 216,146.84 216 25,948 SH Sole 8, 28, 33 25,948 DSW INC COM STK CLASS 'A' COMMON NPV STOCK 23334L102 277,383.45 277 10,865 SH Sole 28, 33 10,865 DTS INC COMMON COM STOCK 23335C101 3,551,120.88 3,551 104,322 SH Sole 5, 25, 28 104,322 DAVITA INC COM STK COMMON USD0.001 STOCK 23918K108 2,770,580.00 2,771 43,700 SH Sole 28 43,700 DEL MONTE FOODS COM STK COMMON 19, 32, USD0.01 STOCK 24522P103 7,444,540.00 7,445 509,900 SH Sole 33, 39 509,900 DELCATH SYSTEMS INC COM STK COMMON USD0.01 STOCK 24661P104 200,070.00 200 24,700 SH Sole 28 24,700 DELL INC COM STK COMMON 28, 31, USD0.01 STOCK 24702R101 14,548,877.79 14,549 969,279 SH Sole 34, 36 969,279 DELTEK INC COM STK COMMON USD0.01 STOCK 24784L105 82,473.80 82 10,795 SH Sole 28 10,795 DEMANDTEC COM STK COMMON NPV STOCK 24802R506 107,725.00 108 15,500 SH Sole 28 15,500 DENDREON CORP COM STK COMMON NPV STOCK 24823Q107 2,188,200.00 2,188 60,000 SH Sole 11 60,000 DENNY'S CORP COM COMMON USD0.01 STOCK 24869P104 274,176.00 274 71,400 SH Sole 28 71,400 DESTINATION MATERNITY COMMON CORP STOCK 25065D100 115,470.00 115 4,500 SH Sole 28, 33 4,500 DEVON ENERGY CORP(NEW) COM STK COMMON 23, 28, USD0.10 STOCK 25179M103 16,672,744.39 16,673 258,773 SH Sole 31, 32, 34 258,773 DEX ONE CORP COMMON USD0.001 STOCK 25212W100 363,741.76 364 13,028 SH Sole 45, 48 13,028 DIAMOND HILL INVT GROUP INC COM COMMON NEW STOCK 25264R207 109,760.00 110 1,600 SH Sole 28 1,600 DIAMOND MGMT&TECHNOLOGY CONSULTANTS COM COMMON STK STOCK 25269L106 152,290.00 152 19,400 SH Sole 28 19,400 DIAMOND OFFSHORE DRILLING INC COM COMMON STK USD0.01 STOCK 25271C102 2,584,371.00 2,584 29,100 SH Sole 28 29,100 DIGITAL RIVER INC COM STK COMMON USD0.01 STOCK 25388B104 3,269,006.40 3,269 107,888 SH Sole 28 107,888 DIGITALGLOBE INC COM STK COMMON USD0.001 STOCK 25389M877 941,467.80 941 33,684 SH Sole 28, 30 33,684 DISCOVERY COMMUNICATIONS INC CLS 'A' COMMON USD0.01 STOCK 25470F104 7,159,188.67 7,159 211,873 SH Sole 11, 28, 34 211,873 DISH NETWORK CORP CLASS'A'COM STK COMMON USD0.01 STOCK 25470M109 3,896,254.80 3,896 187,140 SH Sole 34 187,140 DIRECTV COM USD0.01 CLASS COMMON 11, 28, 'A' STOCK 25490A101 19,966,867.41 19,967 590,561 SH Sole 34, 36 590,561 DOLAN MEDIA COMMON USD0.001 STOCK 25659P402 219,574.00 220 20,200 SH Sole 28 20,200 DOLBY LABORATORIES INC COM STK USD0.001 CLASS COMMON 'A' STOCK 25659T107 6,846,789.00 6,847 116,700 SH Sole 11 116,700 DOMINION RESOURCES INC(VIRGINIA) COMMON COM STK NPV STOCK 25746U109 10,278,609.97 10,279 250,027 SH Sole 28, 31 250,027 DOMINOS PIZZA INC COM STK COMMON USD0.01 STOCK 25754A201 1,695,261.04 1,695 124,286 SH Sole 8, 28, 30 124,286 DORAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 25811P886 71,546.00 72 16,600 SH Sole 8, 28, 33 16,600 DREAMWORKS ANIMATION SKG INC CLASS 'A' COMMON COM STK STOCK 26153C103 11,596,416.00 11,596 294,400 SH Sole 11, 28, 35 294,400 DREW INDUSTRIES COM STK COMMON USD0.01 STOCK 26168L205 4,870,779.96 4,871 221,198 SH Sole 28, 33, 39 221,198 DUFF & PHELPS CORP NEW CL COMMON A STOCK 26433B107 2,015,412.30 2,015 120,395 SH Sole 25, 28 120,395 DUKE ENERGY CORP COM STK COMMON NPV STOCK 26441C105 8,995,176.00 8,995 551,175 SH Sole 28, 34 551,175 DUOYUAN PRINTING INC COMMON USD0.001 STOCK 26605B109 169,560.00 170 15,700 SH Sole 8, 28 15,700 DYNACQ HEALTHCARE INC COM STK COMMON USD0.001 STOCK 26779V105 755.20 1 256 SH Sole 33 256 DYNAMEX INC COM STK COMMON USD0.01 STOCK 26784F103 116,272.00 116 6,760 SH Sole 28 6,760 DYNCORP INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 26817C101 959,621.82 960 83,518 SH Sole 8, 28, 30 83,518 DYNEGY INC(NEW) CLS'A'COM COMMON USD0.01 STOCK 26817G102 1,243,116.00 1,243 986,600 SH Sole 28 986,600 EMS TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 26873N108 222,440.00 222 13,400 SH Sole 28, 33 13,400 EOG RESOURCES INC COM STK COMMON 11, 28, USD0.01 STOCK 26875P101 33,757,759.74 33,758 363,221 SH Sole 34, 39, 47 363,221 EPIQ SYSTEMS INC COM STK COMMON USD0.01 STOCK 26882D109 1,645,359.10 1,645 132,370 SH Sole 5, 28 132,370 ESB FINANCIAL CORP COM STK COMMON USD0.01 STOCK 26884F102 86,363.00 86 6,700 SH Sole 28 6,700 EQT CORP COM STK COMMON NPV STOCK 26884L109 7,749,041.00 7,749 189,001 SH Sole 23, 28, 43 189,001 EV3 INC COM STK COMMON USD0.01 STOCK 26928A200 858,470.08 858 54,128 SH Sole 28 54,128 EAGLE MATERIALS INC COM STK COMMON USD0.01 STOCK 26969P108 1,576,316.76 1,576 59,394 SH Sole 26 59,394 EAST WEST BANCORP INC COM STK COMMON 8, 28, USD0.01 STOCK 27579R104 2,216,172.40 2,216 127,220 SH Sole 33, 47 127,220 ECHELON CORP COM STK COMMON USD0.01 STOCK 27874N105 211,575.39 212 23,587 SH Sole 28 23,587
ECHO GLOBAL LOGISTICS INC COMMON USD0.01 STOCK 27875T101 23,238.00 23 1,800 SH Sole 28 1,800 EHEALTH INC COM COMMON NPV STOCK 28238P109 281,925.00 282 17,900 SH Sole 28 17,900 EINSTEIN NOAH RESTAURANT GROUP INC COM STK COMMON NPV STOCK 28257U104 224,775.00 225 18,500 SH Sole 8, 28 18,500 EL PASO CORP COM STK COMMON USD3 STOCK 28336L109 4,044,772.56 4,045 373,134 SH Sole 28, 43 373,134 ELIZABETH ARDEN INC COM STK COMMON USD0.01 STOCK 28660G106 619,146.00 619 34,397 SH Sole 28, 33, 47 34,397 EMCOR GROUP COM STK COMMON USD0.01 STOCK 29084Q100 2,231,970.60 2,232 90,620 SH Sole 8, 28, 33 90,620 EMERGENT BIOSOLUTIONS COM STK COMMON USD0.001 STOCK 29089Q105 313,570.04 314 18,676 SH Sole 8, 28 18,676 EMERGENCY MEDICAL SERVICES L.P. COM STK COMMON USD0.01 STOCK 29100P102 1,775,670.00 1,776 31,400 SH Sole 28, 47 31,400 ENBRIDGE INC COM COMMON NPV STOCK 29250N105 4,757,475.75 4,757 99,633 SH Sole 43 99,633 ENDEAVOUR INTL CORP COM STK COMMON USD0.001 STOCK 29259G101 111,506.00 112 87,800 SH Sole 28 87,800 ENDWAVE CORP COM STK COMMON USD0.001 STOCK 29264A206 2,200.00 2 800 SH Sole 33 800 ENDO PHARMACEUTICAL HLDGS INC COM COMMON STK NPV STOCK 29264F205 7,536,120.66 7,536 318,114 SH Sole 25, 28 318,114 ENERGEN CORP COM STK COMMON USD0.01 STOCK 29265N108 7,728,539.94 7,729 166,098 SH Sole 28, 30 166,098 ENERGIZER HLDGS INC COM STK COMMON USD0.01 STOCK 29266R108 13,265,141.88 13,265 211,363 SH Sole 11, 28 211,363 ENDOLOGIX COMMON INC STOCK 29266S106 137,360.00 137 34,000 SH Sole 28 34,000 ENER1 INC COM USD COMMON 0.01 STOCK 29267A203 165,077.00 165 34,900 SH Sole 28 34,900 ENERGY RECOVERY INC COMMON USD0.001 STOCK 29270J100 161,280.00 161 25,600 SH Sole 28 25,600 ENERSYS COM COMMON 8, 28, USD0.01 STOCK 29275Y102 2,066,951.88 2,067 83,818 SH Sole 30, 33 83,818 ENPRO INDUSTRIES INC COM STK COMMON 8, 28, USD0.01 STOCK 29355X107 1,514,544.56 1,515 52,082 SH Sole 30, 33 52,082 ENSIGN GROUP INC COM COMMON NPV STOCK 29358P101 159,436.00 159 9,200 SH Sole 28 9,200 ENTEGRIS INC COM STK COMMON USD0.01 STOCK 29362U104 643,063.68 643 127,592 SH Sole 8, 28 127,592 ENTERGY CORP COM STK COMMON 19, 28, USD0.01 STOCK 29364G103 13,511,014.75 13,511 166,085 SH Sole 34, 37 166,085 ENTEROMEDICS INC COM COMMON NPV STOCK 29365M109 5,304.00 5 10,400 SH Sole 28 10,400 ENTROPIC COMMUNICATIONS, INC COM STK COMMON USD0.001 STOCK 29384R105 219,964.00 220 43,300 SH Sole 28 43,300 EPICOR SOFTWARE CORP COM STK COMMON USD0.001 STOCK 29426L108 332,582.84 333 34,789 SH Sole 28 34,789 EPOCH HLDGS COM STK COMMON USD0.01 STOCK 29428R103 92,578.00 93 8,200 SH Sole 28 8,200 EQUINIX INC COMMON 11, 23, USD0.001 STOCK 29444U502 18,688,890.64 18,689 191,996 SH Sole 28, 47 191,996 ERESEARCHTECHNOLOGY INC COM STK COMMON USD0.01 STOCK 29481V108 214,133.99 214 30,989 SH Sole 28 30,989 ESSA BANCORP INC COM STK COMMON USD0.01 STOCK 29667D104 762,620.10 763 60,815 SH Sole 28, 30, 33 60,815 EVERCORE PARTNERS INC COM STK COMMON NPV STOCK 29977A105 935,550.00 936 31,185 SH Sole 28, 30, 47 31,185 EVERGREEN ENERGY INC COM STK COMMON USD0.001 STOCK 30024B104 10,414.80 10 57,860 SH Sole 28 57,860 EVERGREEN SOLAR INC COM STK COMMON USD0.01 STOCK 30033R108 157,646.30 158 139,510 SH Sole 28 139,510 EXELON CORP COM STK COMMON NPV STOCK 30161N101 13,433,942.21 13,434 306,641 SH Sole 28, 32, 34 306,641 EXELIXIS INC COM STK COMMON USD0.001 STOCK 30161Q104 476,737.80 477 78,540 SH Sole 28 78,540 EXPEDIA INC COM STK COMMON USD0.001 STOCK 30212P105 3,741,429.12 3,741 149,897 SH Sole 28, 34, 35 149,897 EXPONENT INC COM STK COMMON USD0.001 STOCK 30214U102 1,117,984.00 1,118 39,200 SH Sole 11, 28 39,200 EXPRESSJET HOLDINGS INC COMMON USD0.01 STOCK 30218U306 5,655.00 6 1,500 SH Sole 33 1,500 EXTERRAN HLDGS INC COMMON COM STOCK 30225X103 3,222,561.93 3,223 133,329 SH Sole 28, 33, 34 133,329 EXTREME NETWORKS COM STK COMMON USD0.001 STOCK 30226D106 218,160.34 218 71,062 SH Sole 28, 33 71,062 EXXON MOBIL CORP 19, 23, COM STK COMMON 28, 32, NPV STOCK 30231G102 179,728,438.70 179,728 2,683,315 SH Sole 34, 37, 39 2,683,315 FBL FINANCIAL GROUP INC COM STK COMMON NPV STOCK 30239F106 294,910.56 295 12,047 SH Sole 28, 33 12,047 FEI CO COM STK COMMON NPV STOCK 30241L109 858,391.88 858 37,468 SH Sole 8, 28, 33 37,468 FBR CAPITAL MARKETS COM STK COMMON USD0.001 STOCK 30247C301 51,415.00 51 11,300 SH Sole 28 11,300 FMC TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 30249U101 9,468,295.00 9,468 146,500 SH Sole 28, 39 146,500 FACET BIOTECH CORP COMMON USD0.01 STOCK 30303Q103 471,785.20 472 17,480 SH Sole 28, 33 17,480 FEDEX CORP 19, 23, COM STK COMMON 28, 32, USD0.10 STOCK 31428X106 28,795,687.00 28,796 308,305 SH Sole 34, 38, 39 308,305 FIDELITY NATIONAL INFO SERVICES INC COM COMMON STK STOCK 31620M106 9,741,945.28 9,742 415,612 SH Sole 11, 28, 35 415,612 FIDELITY NATIONAL FINANCIAL INC CLASS 'A' COM COMMON STK STOCK 31620R105 8,655,146.76 8,655 584,018 SH Sole 28, 33, 37 584,018 FIFTH STREET FINANCE CORP COMMON USD0.01 STOCK 31678A103 369,198.00 369 31,800 SH Sole 8, 28 31,800 FIRST BANCORP INC MAINE COM STK COMMON USD0.01 STOCK 31866P102 106,798.00 107 6,700 SH Sole 28 6,700 FIRST CASH FINANCIAL SERVICES INC COM COMMON STK USD0.01 STOCK 31942D107 353,855.85 354 16,405 SH Sole 28 16,405 FIRST CITIZENS BANCSHARES INC NRTH COMMON CLASS'A'SHS STOCK 31946M103 778,344.16 778 3,916 SH Sole 30 3,916 FIRST COMMUNITY BANCSHARES INC COM STK COMMON 8, 28, USD1 STOCK 31983A103 1,068,557.71 1,069 86,383 SH Sole 30, 33 86,383 FIRST DEFIANCE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 32006W106 85,008.00 85 8,400 SH Sole 8, 28, 33 8,400 FIRST FINANCIAL BANKSHARES INC COM STK COMMON USD10 STOCK 32020R109 861,812.90 862 16,718 SH Sole 11, 28 16,718 FIRST FINANCIAL SERVICE CORP COM COMMON STK USD1 STOCK 32022D108 28,000.00 28 3,200 SH Sole 28 3,200 FIRST FINANCIAL NORTHWEST INC COM STK COMMON USD0.01 STOCK 32022K102 96,303.00 96 14,100 SH Sole 28, 33 14,100 FIRST NIAGARA FINANCIAL GROUP INC COMMON COM STOCK 33582V108 7,075,815.12 7,076 497,596 SH Sole 8, 25, 28 497,596 FIRST PLACE FINANCIAL/OHIO COM STK COMMON USD0.01 STOCK 33610T109 1,464.33 1 367 SH Sole 33 367 FIRST SOUTH BANCORP INC COM STK COMMON USD0.01 STOCK 33646W100 108,875.00 109 8,710 SH Sole 8, 28, 33 8,710 1ST UNITED BANCORP INC COMMON USD0.01 STOCK 33740N105 119,140.00 119 14,800 SH Sole 8 14,800 FIRSTCITY FINANCIAL CORP COM STK COMMON USD0.01 STOCK 33761X107 7,000.00 7 1,000 SH Sole 33 1,000 FIVE STAR QUALITY CARE INC COM STK COMMON USD0.01 STOCK 33832D106 6,710.00 7 2,200 SH Sole 33 2,200 FLOWSERVE CORP COM STK COMMON USD1.25 STOCK 34354P105 6,197,174.00 6,197 56,200 SH Sole 11, 28 56,200 FOX CHASE BANCORP INC COM STK COMMON USD0.01 STOCK 35137P106 44,321.00 44 4,100 SH Sole 28 4,100
FREEPORT-MCMORAN COPPER & GOLD INC COM STK COMMON 11, 23, USD0.10 STOCK 35671D857 26,420,611.02 26,421 316,263 SH Sole 28, 34, 43 316,263 FRONTIER COMMUNICATIONS CORP CLASS'B'COM COMMON STK STOCK 35906A108 988,575.12 989 132,873 SH Sole 28 132,873 FRONTIER OIL CORP COM STK COMMON NPV STOCK 35914P105 2,896,155.00 2,896 214,530 SH Sole 28, 33 214,530 FUELCELL ENERGY INC COM STK COMMON USD0.0001 STOCK 35952H106 147,889.26 148 52,443 SH Sole 28 52,443 FUEL SYSTEMS SOLUTIONS INC COM STK COMMON USD0.001 STOCK 35952W103 329,188.00 329 10,300 SH Sole 28 10,300 FUQI INTERNATIONAL INC COM STK COMMON NPV STOCK 36102A207 106,820.00 107 9,800 SH Sole 28 9,800 GEO GROUP INC COM COMMON USD0.01 STOCK 36159R103 849,168.08 849 42,844 SH Sole 8, 28, 33 42,844 GP STRATEGIES CORP COM STK COMMON USD0.01 STOCK 36225V104 117,683.72 118 14,077 SH Sole 8, 28, 33 14,077 GSE SYSTEMS INC COM STK COMMON USD0.01 STOCK 36227K106 62,756.00 63 11,600 SH Sole 28 11,600 G-III APPAREL GROUP COM STK COMMON USD0.01 STOCK 36237H101 496,080.00 496 18,000 SH Sole 8, 28, 33 18,000 GSI COMMON 11, 23, COMMERCE STOCK 36238G102 6,387,342.80 6,387 230,840 SH Sole 26, 28, 47 230,840 GTSI CORP COM STK COMMON USD0.005 STOCK 36238K103 5,550.00 6 1,000 SH Sole 33 1,000 GSI TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 36241U106 81,084.00 81 17,400 SH Sole 28, 33 17,400 GAIAM INC CLASS'A'COM STK COMMON USD0.0001 STOCK 36268Q103 112,880.00 113 13,600 SH Sole 28 13,600 GAMESTOP CORPORATION NEW CLASS 'A' COM COMMON USD0.001 STOCK 36467W109 1,408,813.00 1,409 64,300 SH Sole 28 64,300 GEN-PROBE INC COM GEN PROBE INC COMMON COM STOCK 36866T103 6,245,150.00 6,245 124,903 SH Sole 26, 28 124,903 GENOPTIX INC COM STK COMMON USD0.001 STOCK 37243V100 1,120,419.30 1,120 31,570 SH Sole 28, 47 31,570 GENOMIC HEALTH INC COM STK COMMON USD0.0001 STOCK 37244C101 182,936.00 183 10,400 SH Sole 28 10,400 GENTIVA HEALTH SERVICES INC COM STK COMMON USD0.01 STOCK 37247A102 1,092,993.72 1,093 38,649 SH Sole 8, 28, 33 38,649 GENWORTH FINANCIAL INC COM STK COMMON USD0.001 STOCK 37247D106 4,653,151.44 4,653 253,716 SH Sole 23, 28, 33 253,716 GEOMET INC COM STK COMMON NPV STOCK 37250U201 3,125.50 3 3,500 SH Sole 33 3,500 GEOEYE INC COM STK COMMON USD0.01 STOCK 37250W108 389,400.00 389 13,200 SH Sole 28 13,200 GLACIER BANCORP COM STK COMMON USD0.01 STOCK 37637Q105 805,286.25 805 52,875 SH Sole 11, 28 52,875 GLG PARTNERS INC COM STK COMMON USD0.0001 STOCK 37929X107 236,334.74 236 76,982 SH Sole 26 76,982 GLOBAL PAYMENTS INC COM STK COMMON USD0.001 STOCK 37940X102 7,518,483.00 7,518 165,060 SH Sole 28 165,060 GLOBAL DEFENSE TECHNOLOGY & SYSTEMS COMMON USD0.01 STOCK 37950B107 119,260.00 119 8,900 SH Sole 8, 28 8,900 GLOBECOMM SYSTEMS INC COM STK COMMON USD0.001 STOCK 37956X103 127,654.00 128 16,600 SH Sole 28, 33 16,600 GMX RESOURCES INC COM COMMON NPV STOCK 38011M108 584,515.98 585 71,109 SH Sole 26, 28 71,109 GOLDMAN SACHS GROUP 11, 19, INC COM STK COMMON 23, 28, 32, USD0.01 STOCK 38141G104 74,068,264.81 74,068 434,087 SH Sole 36, 39, 47 434,087 GOOGLE INC COM STK USD0.001 COMMON 11, 28, 34, CLS'A' STOCK 38259P508 97,135,050.11 97,135 171,311 SH Sole 38, 39, 47 171,311 GRACE(W.R.)& CO COM STK COMMON USD0.01 STOCK 38388F108 1,476,832.00 1,477 53,200 SH Sole 28 53,200 GRAN TIERRA ENERGY INC COM STK COMMON USD0.01 STOCK 38500T101 881,460.00 881 149,400 SH Sole 28 149,400 GRAND CANYON EDUCATION INC COMMON USD0.01 STOCK 38526M106 904,444.00 904 34,600 SH Sole 28, 30 34,600 GREATBATCH INC COM STK COMMON USD0.001 STOCK 39153L106 417,866.80 418 19,720 SH Sole 28, 33 19,720 GTX INC COM STK COMMON USD0.001 STOCK 40052B108 50,100.00 50 15,000 SH Sole 28 15,000 GUARANTY COMMON BANCROP STOCK 40075T102 85,383.00 85 53,700 SH Sole 8, 28, 33 53,700 HKN INC COM STK COMMON USD0.01 STOCK 40420K103 3,020.00 3 1,000 SH Sole 33 1,000 HMS HOLDING CORP COM STK COMMON 5, 11, USD0.01 STOCK 40425J101 7,767,816.60 7,768 152,340 SH Sole 28, 47 152,340 HQ SUSTAINABLE MARITIME INDUSTRIES COM COMMON STK STOCK 40426A208 57,600.00 58 9,600 SH Sole 28 9,600 HALLMARK FINANCIAL SERVICES INC COM COMMON STK USD0.18 STOCK 40624Q203 120,600.00 121 13,400 SH Sole 8, 28, 33 13,400 HALOZYME THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 40637H109 425,068.00 425 53,200 SH Sole 8, 28 53,200 HANGER ORTHOPEDICCOM COMMON USD0.01 STOCK 41043F208 860,095.80 860 47,310 SH Sole 28, 33, 47 47,310 HARBIN ELECTRIC INC COM STK COMMON USD0.00001 STOCK 41145W109 791,705.30 792 36,670 SH Sole 28, 47 36,670 HARBINGER GROUP INC COMMON USD0.01 STOCK 41146A106 41,297.00 41 6,100 SH Sole 28 6,100 HARVEST NATURAL RESOURCES COM STK COMMON USD0.01 STOCK 41754V103 204,552.45 205 27,165 SH Sole 28, 33 27,165 HEADWATERS INC COM STK COMMON USD0.001 STOCK 42210P102 293,723.28 294 63,992 SH Sole 8, 28, 33 63,992 HEALTH GRADES INC COMMON COM STOCK 42218Q102 117,660.00 118 18,500 SH Sole 28 18,500 HEALTH NET INC COM STK COMMON USD0.001 STOCK 42222G108 5,079,498.54 5,079 204,242 SH Sole 28, 33 204,242 HEALTHTRONICS INC COM STK COMMON NPV STOCK 42222L107 12,351.00 12 3,450 SH Sole 33 3,450 HEALTHSPRING COMMON USD0.01 STOCK 42224N101 1,033,120.00 1,033 58,700 SH Sole 8, 28, 33 58,700 HEARTLAND FINANCIAL USA INC COM STK COMMON USD1 STOCK 42234Q102 217,990.50 218 13,650 SH Sole 8, 28, 33 13,650 HEARTLAND PAYMENT SYSTEMS INC COM COMMON STK USD0.001 STOCK 42235N108 511,500.00 512 27,500 SH Sole 28 27,500 HEELYS INC COMMON COM STOCK 42279M107 5,236.00 5 2,200 SH Sole 33 2,200 HELIX ENERGY SOLUTIONS GROUP INC COM STK COMMON 28, 32, NPV STOCK 42330P107 3,054,466.54 3,054 234,418 SH Sole 33, 43 234,418 HEMISPHERX BIOPHARMA INC COM STK COMMON USD0.001 STOCK 42366C103 61,346.00 61 82,900 SH Sole 28 82,900 HERITAGE FINANCIAL CORP COM STK COMMON NPV STOCK 42722X106 67,905.00 68 4,500 SH Sole 28 4,500 HERITAGE FINANCIAL GROUP COM STK COMMON USD0.01 STOCK 42725U109 10,872.00 11 900 SH Sole 28 900 HERITAGE CRYSTAL CLEAN INC COMMON USD0.01 STOCK 42726M106 23,730.00 24 2,100 SH Sole 28 2,100 HESS CORP COM STK COMMON 19, 28, USD1 STOCK 42809H107 47,851,000.20 47,851 765,004 SH Sole 34, 39 765,004 HEWITT ASSOCIATES COM USD0.01 CLASS COMMON A STOCK 42822Q100 13,795,107.30 13,795 346,785 SH Sole 11, 28, 35 346,785 HHGREGG INC COM STK COMMON USD0.0001 STOCK 42833L108 217,064.00 217 8,600 SH Sole 28 8,600 HI-TECH PHARMACAL COM STK COMMON USD0.01 STOCK 42840B101 177,120.00 177 8,000 SH Sole 28, 33 8,000 HITTITE MICROWAVE CORP COM STK COMMON USD0.01 STOCK 43365Y104 677,138.00 677 15,400 SH Sole 28 15,400 HOME FEDERAL BANCORP INC MD COM STK COMMON USD0.01 STOCK 43710G105 198,787.00 199 13,700 SH Sole 28, 33 13,700 HORIZON LINES INC COM STK USD0.01 COMMON CLS'A' STOCK 44044K101 288,320.00 288 53,000 SH Sole 8, 28 53,000
HOUSTON WIRE & CABLE CO COM STK COMMON NPV STOCK 44244K109 188,754.00 189 16,300 SH Sole 8, 28 16,300 HYPERCOM CORP COM STK COMMON USD0.001 STOCK 44913M105 1,037,425.18 1,037 268,763 SH Sole 25 268,763 IAC/INTERACTIVE CORP COM STK COMMON USD0.01 STOCK 44919P508 525,294.00 525 23,100 SH Sole 32, 33 23,100 ICF INTERNATIONAL INC COM STK COMMON USD0.001 STOCK 44925C103 4,646,197.80 4,646 187,045 SH Sole 11, 28 187,045 ICU MEDICAL INC COM STK COMMON USD0.10 STOCK 44930G107 339,332.50 339 9,850 SH Sole 28 9,850 ICX TECHNOLOGIES INC COM STK COMMON NPV STOCK 44934T105 74,579.00 75 10,700 SH Sole 28 10,700 IESI-BFC LTD COMMON NPV STOCK 44951D108 72,201.50 72 4,210 SH Sole 23 4,210 IPG PHOTONICS CORP COM STK COMMON USD0.001 STOCK 44980X109 260,480.00 260 17,600 SH Sole 28 17,600 IPC THE HOSPITALIST CO INC COMMON USD0.001 STOCK 44984A105 1,246,756.10 1,247 35,510 SH Sole 28, 47 35,510 ISTA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 45031X204 101,343.00 101 24,900 SH Sole 28 24,900 ITT EDUCATIONAL SERVICES INC COM COMMON STK USD0.01 STOCK 45068B109 6,775,795.20 6,776 60,240 SH Sole 28 60,240 IXIA INC COM STK COMMON NPV STOCK 45071R109 222,813.72 223 24,036 SH Sole 28, 33 24,036 IDENIX PHARMACEUTICALS INC COM COMMON USD0.001 STOCK 45166R204 54,186.30 54 19,215 SH Sole 28 19,215 IDEX CORP COM STK COMMON USD0.01 STOCK 45167R104 5,365,841.00 5,366 162,110 SH Sole 28 162,110 IDEXX LABORATORIES INC COM STK COMMON 11, 28, USD0.10 STOCK 45168D104 7,973,725.15 7,974 138,553 SH Sole 34, 39 138,553 IDERA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 45168K306 102,465.00 102 16,500 SH Sole 28 16,500 IGATE CORP COM STK COMMON USD0.01 STOCK 45169U105 158,599.00 159 16,300 SH Sole 28 16,300 IMATION CORP COM STK COMMON USD0.01 STOCK 45245A107 255,432.00 255 23,200 SH Sole 28, 33 23,200 IMERGENT INC COM STK COMMON USD0.001 STOCK 45247Q100 43,072.00 43 6,400 SH Sole 28 6,400 IMMUNOGEN INC COM STK COMMON USD0.01 STOCK 45253H101 332,499.00 332 41,100 SH Sole 28 41,100 IMPAX LABORATORIES INC COM STK COMMON USD0.01 STOCK 45256B101 1,146,644.40 1,147 64,130 SH Sole 28, 47 64,130 INCYTE CORP COM STK COMMON USD0.001 STOCK 45337C102 1,061,364.84 1,061 76,029 SH Sole 8, 28 76,029 INFINITY PHARMACEUTICALS INC COM STK COMMON NPV STOCK 45665G303 77,470.00 77 12,700 SH Sole 28 12,700 INFINITY PROPERTY & CASUALTY CORP COMMON COM NPV STOCK 45665Q103 1,252,644.48 1,253 27,567 SH Sole 28, 30 27,567 INFORMATICA CORP COM STK COMMON 11, 23, USD0.001 STOCK 45666Q102 11,449,236.16 11,449 426,256 SH Sole 28, 47 426,256 INFINERA CORP COM STK COMMON USD0.001 STOCK 45667G103 524,832.00 525 61,600 SH Sole 28 61,600 INFOGROUP INC COM STK COMMON 8, 28, USD0.0025 STOCK 45670G108 895,549.20 896 114,814 SH Sole 30, 33 114,814 INFORMATION SERVICES GROUP INC COM STK COMMON USD0.0001 STOCK 45675Y104 409,970.66 410 120,226 SH Sole 26, 28 120,226 INFOSPACE INC COM STK COMMON USD0.0001 STOCK 45678T300 1,122,536.35 1,123 101,587 SH Sole 28, 30, 33 101,587 INSIGHT ENTERPRISE INC COM STK COMMON USD0.01 STOCK 45765U103 651,398.32 651 45,362 SH Sole 8, 28, 33 45,362 INNOSPEC INC COM STK COMMON USD0.01 STOCK 45768S105 309,491.84 309 27,244 SH Sole 8, 28, 33 27,244 INNOVATIVE SOLUTIONS & SUPPORT COM STK COMMON USD0.001 STOCK 45769N105 450,292.50 450 71,475 SH Sole 30 71,475 INNERWORKINGS INC COM STK COMMON USD0.0001 STOCK 45773Y105 92,040.00 92 17,700 SH Sole 28 17,700 INNOPHOS HOLDINGS INC COMMON COM STOCK 45774N108 577,530.00 578 20,700 SH Sole 8, 28 20,700 INSTEEL INDUSTRIES INC COM COMMON NPV STOCK 45774W108 137,901.00 138 12,900 SH Sole 28, 33 12,900 INSULET CORPORATION COM STK COMMON USD0.001 STOCK 45784P101 381,777.00 382 25,300 SH Sole 28 25,300 INTEGRAL SYSTEMS INC COM STK COMMON USD0.01 STOCK 45810H107 114,828.12 115 11,924 SH Sole 28 11,924 INTEGRAMED AMERICA INC COM STK COMMON USD0.01 STOCK 45810N302 8,810.00 9 1,000 SH Sole 33 1,000 INTEGRATED SILICON SOLUTIONS INC COMMON COM STK USD0.0001 STOCK 45812P107 26,375.00 26 2,500 SH Sole 33 2,500 INTEGRYS ENERGY GROUP INC COM STK COMMON USD1 STOCK 45822P105 7,220,901.52 7,221 152,404 SH Sole 28, 39 152,404 INTERACTIVE INTELLIGENCE INC COM STK COMMON USD0.01 STOCK 45839M103 171,948.00 172 9,200 SH Sole 28 9,200 INTERACTIVE DATA CORP COM STK COMMON NPV STOCK 45840J107 958,752.00 959 29,961 SH Sole 11, 26 29,961 INTERCONTINENTAL EXCHANGE INC COM COMMON 11, 28, STK USD0.01 STOCK 45865V100 8,835,857.70 8,836 78,765 SH Sole 39, 47 78,765 INTERDIGITAL INC COM STK COMMON USD0.01 STOCK 45867G101 909,629.00 910 32,650 SH Sole 28 32,650 INTERMUNE INC COM STK COMMON USD0.001 STOCK 45884X103 1,394,283.31 1,394 31,283 SH Sole 28 31,283 INTERNAP NETWORK SERVICES COM STK COMMON USD0.001 STOCK 45885A300 221,480.00 221 39,550 SH Sole 28, 33 39,550 INTERNATIONAL COAL GROUP COM STK COMMON USD0.01 STOCK 45928H106 343,207.00 343 75,100 SH Sole 28, 33 75,100 INTERNET CAPITAL GROUP COM COMMON USD0.001 STOCK 46059C205 261,950.00 262 31,000 SH Sole 28, 33 31,000 INTERSIL CORP CLASS'A' COM STK COMMON USD0.01 STOCK 46069S109 3,932,506.80 3,933 266,430 SH Sole 28, 33, 34 266,430 INTERVAL LEISURE GROUP INC COMMON USD0.01 STOCK 46113M108 442,624.00 443 30,400 SH Sole 28 30,400 INTUITIVE SURGICAL INC COM STK COMMON 11, 23, USD0.001 STOCK 46120E602 11,756,001.97 11,756 33,769 SH Sole 28, 39 33,769 INTREPID POTASH INC COMMON 11, 26, USD0.001 STOCK 46121Y102 4,255,117.02 4,255 140,294 SH Sole 28, 47 140,294 INVERNESS MEDICAL INNOVATIONS INC COMMON COM STK USD0.001 STOCK 46126P106 2,248,973.00 2,249 57,740 SH Sole 25, 33, 39 57,740 INVESTMENT TECHNOLOGY GROUP COM STK COMMON USD0.01 STOCK 46145F105 491,203.39 491 29,431 SH Sole 30 29,431 INVESTORS BANCORP INC COM STK COMMON USD0.01 STOCK 46146P102 1,689,705.60 1,690 128,008 SH Sole 25, 28, 33 128,008 IPASS INC COM STK COMMON USD0.001 STOCK 46261V108 46,115.00 46 40,100 SH Sole 28, 33 40,100 IRIS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 46270W105 816,800.00 817 80,000 SH Sole 25, 28 80,000 IRONWOOD PHARMACEUTICALS INC USD0.001 COMMON A STOCK 46333X108 76,442.08 76 5,654 SH Sole 28 5,654 ISILON SYSTEMS INC COM STK COMMON USD0.00001 STOCK 46432L104 161,007.00 161 18,700 SH Sole 28 18,700 IVANHOE MINES LTD COMMON COM STOCK 46579N103 668,544.00 669 38,400 SH Sole 23 38,400 IXYS CORP COM STK COMMON USD0.01 STOCK 46600W106 159,715.08 160 18,702 SH Sole 28, 33 18,702 J CREW GROUP COM STK COMMON 11, 23, USD0.01 STOCK 46612H402 14,926,037.40 14,926 325,186 SH Sole 28, 47 325,186 JDS UNIPHASE CORP COM STK COMMON USD0.008 STOCK 46612J507 1,290,201.57 1,290 102,969 SH Sole 28, 33, 34 102,969 JDA SOFTWARE GROUP INC COM STK COMMON USD0.01 STOCK 46612K108 912,913.30 913 32,815 SH Sole 8, 28, 33 32,815 JPMORGAN CHASE 11, 19, & CO 23, 28, 31, COM STK COMMON 32, 34, 36, USD1 STOCK 46625H100 149,128,882.75 149,129 3,332,489 SH Sole 37, 39, 47 3,332,489
JMP GROUP INC COM STK COMMON USD0.001 STOCK 46629U107 107,100.00 107 12,600 SH Sole 28 12,600 JANUS CAPITAL GROUP INC COM STK COMMON USD0.01 STOCK 47102X105 2,538,504.18 2,539 177,642 SH Sole 23, 28 177,642 JO-ANN STORES INC COM STK COMMON NPV STOCK 47758P307 1,250,290.34 1,250 29,783 SH Sole 8, 28, 33 29,783 JONES LANG LASALLE INC COM STK COMMON 11, 28, USD0.01 STOCK 48020Q107 17,496,515.60 17,497 240,040 SH Sole 39, 47 240,040 JUNIPER NETWORKS COM STK COMMON 11, 28, USD0.00001 STOCK 48203R104 13,028,077.92 13,028 424,644 SH Sole 38, 47 424,644 KBR INC COM STK COMMON USD0.001 STOCK 48242W106 8,000,890.16 8,001 361,051 SH Sole 28, 43 361,051 K-FED BANCORP COM STK USD COMMON 0.01 STOCK 48246S101 28,544.00 29 3,200 SH Sole 28 3,200 K12 INC COMMON USD0.0001 STOCK 48273U102 373,128.00 373 16,800 SH Sole 28 16,800 KADANT INC COM STK COMMON USD0.01 STOCK 48282T104 142,702.23 143 9,903 SH Sole 28, 33 9,903 KAPSTONE PAPER & PACKAGING CORP COM STK COMMON NPV STOCK 48562P103 283,693.00 284 23,900 SH Sole 28, 33 23,900 KB HOME COM STK COMMON 11, 25, USD1 STOCK 48666K109 7,184,527.25 7,185 428,927 SH Sole 28, 43 428,927 KENDLE INTERNATIONAL INC COM STK COMMON NPV STOCK 48880L107 267,444.00 267 15,300 SH Sole 8, 28, 33 15,300 KINETIC CONCEPTS INC COM STK COMMON USD0.001 STOCK 49460W208 6,858,344.50 6,858 143,450 SH Sole 19, 28, 39 143,450 KOPPERS INC COM STK COMMON USD0.01 STOCK 50060P106 1,047,840.00 1,048 37,000 SH Sole 8, 28, 30 37,000 KRAFT FOODS INC COM STK NPV COMMON 23, 28, 34, CLS'A' STOCK 50075N104 61,687,362.24 61,687 2,039,926 SH Sole 36, 37, 39 2,039,926 KRATOS DEFENSE&SECURITY SOLUTIONS COM COMMON STK USD0.001 STOCK 50077B207 2,854.00 3 200 SH Sole 33 200 KRATON PERFORMANCE POLYMERS INC COMMON USD0.01 STOCK 50077C106 691,414.18 691 38,713 SH Sole 28, 30 38,713 KRONOS WORLDWIDE INC COM STK COMMON USD0.01 STOCK 50105F105 13,185.00 13 900 SH Sole 33 900 LHC GROUP INC COM STK COMMON USD0.01 STOCK 50187A107 3,960,898.90 3,961 118,130 SH Sole 28, 39 118,130 L-1 IDENTITY SOLUTIONS INC COM STK COMMON USD0.001 STOCK 50212A106 573,279.21 573 64,197 SH Sole 28, 33 64,197 LSI INDUSTRIES COM STK COMMON USD0.01 STOCK 50216C108 109,290.50 109 16,025 SH Sole 28, 33 16,025 LABORATORY CORP OF AMERICA HOLDINGS COMMON COM STK USD0.1 STOCK 50540R409 3,363,265.33 3,363 44,423 SH Sole 28 44,423 LAKES ENTERTAINMENT, COMMON INC. STOCK 51206P109 204,184.80 204 88,776 SH Sole 26, 28, 33 88,776 LANDAUER INC COM STK COMMON USD0.10 STOCK 51476K103 1,754,874.54 1,755 26,907 SH Sole 11, 25, 28 26,907 LANDRYS RESTAURANTS COM STK COMMON USD0.01 STOCK 51508L103 82,682.88 83 4,614 SH Sole 28 4,614 LAWSON SOFTWARE INC COM STK COMMON USD0.01 STOCK 52078P102 689,026.40 689 104,240 SH Sole 28, 33 104,240 LEAPFROG ENTERPRISES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 52186N106 157,462.00 157 24,040 SH Sole 28 24,040 LEGACY BANCORP INC COM STK COMMON USD0.01 STOCK 52463G105 55,042.00 55 5,800 SH Sole 28, 33 5,800 LIBERTY MEDIA HOLDING COM STK USD0.01 COMMON 'A' STOCK 53071M104 1,060,983.00 1,061 69,300 SH Sole 32 69,300 LIBERTY MEDIA HOLDING COM STK NPV CAP'A' COMMON WI STOCK 53071M302 254,590.00 255 7,000 SH Sole 33 7,000 LIBERTY MEDIA CORP (NEW) SER'A' COMMON USD0.01 STOCK 53071M708 76,278.60 76 1,395 SH Sole 34 1,395 LIFE PARTNERS HLDGS INC COM STK COMMON USD0.01 STOCK 53215T106 105,861.75 106 4,775 SH Sole 28 4,775 LIFE TIME FITNESS INC COM STK COMMON USD0.02 STOCK 53217R207 3,139,613.00 3,140 111,730 SH Sole 28 111,730 LIFE TECHNOLOGIES CORP COMMON 11, 23, COM STOCK 53217V109 13,524,026.18 13,524 258,734 SH Sole 28, 43 258,734 LIFEPOINT HOSPITALS INC COM STK COMMON 23, 28, USD0.01 STOCK 53219L109 7,870,000.50 7,870 213,975 SH Sole 33, 39 213,975 LIGAND PHARMACEUTICAL INC COM STK COMMON CLASS'B'USD0.001 STOCK 53220K207 144,550.00 145 82,600 SH Sole 28 82,600 LIFETIME BRANDS INC COM STK COMMON USD0.01 STOCK 53222Q103 9,534.40 10 808 SH Sole 33 808 LIMELIGHT NETWORKS INC COM STK COMMON USD0.001 STOCK 53261M104 79,788.00 80 21,800 SH Sole 28 21,800 LIQUIDITY SERVICES INC COM STK COMMON USD0.001 STOCK 53635B107 128,497.90 128 11,135 SH Sole 28 11,135 LOGMEIN INC COMMON NPV STOCK 54142L109 105,519.00 106 5,100 SH Sole 28 5,100 LOUISIANA BANCORP INC COM COMMON NPV STOCK 54619P104 8,706.00 9 600 SH Sole 33 600 LUMBER LIQUIDATORS HLDGS INC COMMON USD0.001 STOCK 55003T107 870,775.50 871 32,650 SH Sole 28, 47 32,650 M & T BANK CORP COM STK COMMON USD5 STOCK 55261F104 2,692,648.98 2,693 33,921 SH Sole 28 33,921 MBIA INC COM STK COMMON USD1 STOCK 55262C100 155,721.72 156 24,836 SH Sole 33, 34 24,836 MB FINANCIAL INC COM STK COMMON USD0.01 STOCK 55264U108 893,539.80 894 39,660 SH Sole 28, 33 39,660 MF GLOBAL HLDGS LTD COMMON USD0.01 STOCK 55277J108 614,127.00 614 76,100 SH Sole 28, 33 76,100 MGE ENERGY INC COM STK COMMON USD1 STOCK 55277P104 789,341.28 789 22,323 SH Sole 8, 28 22,323 MGP INGREDIENTS COMMON INC STOCK 55302G103 12,288.00 12 1,600 SH Sole 33 1,600 M/I HOMES,INC. COM COMMON USD0.01 STOCK 55305B101 763,514.05 764 52,117 SH Sole 28, 30, 33 52,117 MKS INSTRUMENTS INC COM STK COMMON NPV STOCK 55306N104 931,073.52 931 47,528 SH Sole 8, 28, 33 47,528 MSCI INC COM STK USD0.01 COMMON 11, 26, CLS'A' STOCK 55354G100 15,689,818.10 15,690 434,621 SH Sole 28, 47 434,621 MWI VETERINARY SUPPLY INC COM STK COMMON USD0.01 STOCK 55402X105 1,106,960.00 1,107 27,400 SH Sole 11, 28 27,400 MYR GROUP INC COMMON USD0.01 STOCK 55405W104 210,399.00 210 12,900 SH Sole 28 12,900 MACY'S INC COM STK COMMON 11, 28, USD0.01 STOCK 55616P104 11,976,961.43 11,977 550,159 SH Sole 36, 43 550,159 MADISON SQUARE GARDEN INC CLASS A COMMON USD0.01 STOCK 55826P100 21,186.75 21 975 SH Sole 47 975 MAIN STREET CAPITAL CORPORATION COM COMMON STK USD0.01 STOCK 56035L104 87,416.00 87 5,600 SH Sole 28 5,600 MAINSOURCE FINANCIAL GROUP COM STK COMMON USD1 STOCK 56062Y102 109,712.46 110 16,302 SH Sole 28, 33 16,302 MANNKIND CORP COM COMMON USD0.01 STOCK 56400P201 289,296.00 289 44,100 SH Sole 28 44,100 MANPOWER INC COM STK COMMON USD0.01 STOCK 56418H100 11,997,142.08 11,997 210,034 SH Sole 11, 28, 34 210,034 MAP PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 56509R108 90,573.00 91 5,700 SH Sole 28 5,700 MARCHEX INC COM STK COMMON USD0.01 STOCK 56624R108 84,826.00 85 16,600 SH Sole 28, 33 16,600 MARINER ENERGY INC COM STK COMMON USD0.0001 STOCK 56845T305 3,130,227.00 3,130 209,100 SH Sole 28, 33 209,100 MARKET LEADER INC COMMON USD0.001 STOCK 57056R103 93,290.00 93 46,645 SH Sole 26 46,645 MARKETAXESS HOLDINGS COMMON INC STOCK 57060D108 382,239.00 382 24,300 SH Sole 28 24,300 MASTERCARD INC COM COMMON STK STOCK 57636Q104 15,771,114.00 15,771 62,091 SH Sole 28, 38, 47 62,091
MATRIXX INITATIVES COMMON INC STOCK 57685L105 41,067.00 41 8,100 SH Sole 28 8,100 MAXIM INTEGRATED PRODUCTS COM STK COMMON USD0.001 STOCK 57772K101 2,777,442.99 2,777 143,241 SH Sole 43 143,241 MCG CAPITAL CORP COM STK COMMON USD0.01 STOCK 58047P107 561,481.70 561 107,770 SH Sole 8, 28, 33 107,770 MCKESSON CORP COM STK COMMON 28, 32, USD0.01 STOCK 58155Q103 20,309,123.00 20,309 309,025 SH Sole 34, 38, 39 309,025 MEADOWBROOK INSURANCE GROUP INC COM STK COMMON USD0.01 STOCK 58319P108 448,103.80 448 56,722 SH Sole 8, 28, 33 56,722 MEDCATH CORP COM STK COMMON USD0.01 STOCK 58404W109 122,237.25 122 11,675 SH Sole 28, 33 11,675 MEDCO HEALTH SOLUTIONS INC COM STK COMMON 23, 28, USD0.01 STOCK 58405U102 27,402,556.56 27,403 424,451 SH Sole 34, 39, 47 424,451 MEDIACOM COMMUNICATIONS CORP CLASS'A' COMMON COM STK STOCK 58446K105 173,983.95 174 29,241 SH Sole 28 29,241 MEDICAL ACTION INDUSTRIES INC COM STK COMMON USD0.001 STOCK 58449L100 139,878.00 140 11,400 SH Sole 28, 33 11,400 MEDICINOVA INC COM STK USD0.1 (POST COMMON SPLIT) STOCK 58468P206 4,280.70 4 570 SH Sole 33 570 MEDIFAST INC COM STK COMMON USD0.001 STOCK 58470H101 258,839.00 259 10,300 SH Sole 28 10,300 MEDIDATA SOLUITION INC COMMON USD0.01 STOCK 58471A105 117,040.00 117 7,700 SH Sole 8, 28 7,700 MEDIVATION INC COM STK COMMON USD0.01 STOCK 58501N101 222,388.00 222 21,200 SH Sole 28 21,200 MEDNAX INC COM STK COMMON USD0.01 STOCK 58502B106 630,779.60 631 10,840 SH Sole 47 10,840 MERCADOLIBRE INC COM STK COMMON 23, 26, USD0.001 STOCK 58733R102 5,602,098.42 5,602 116,202 SH Sole 28, 47 116,202 MERCK & CO INC(NEW) 19, 23, COM STK COMMON 28, 31, 32, USD0.50 STOCK 58933Y105 69,135,148.80 69,135 1,851,008 SH Sole 34, 36, 39 1,851,008 MERIDIAN INTERSTATE BANCORP INC COM COMMON STK NPV STOCK 58964Q104 78,000.00 78 7,500 SH Sole 28 7,500 MERITAGE HOMES COMMON CORPORATION STOCK 59001A102 581,700.00 582 27,700 SH Sole 8, 28, 33 27,700 METHANEX CORP COM COMMON NPV STOCK 59151K108 1,561,868.88 1,562 64,248 SH Sole 25 64,248 METLIFE INC COM STK COMMON 11, 28, USD0.01 STOCK 59156R108 39,732,291.72 39,732 916,758 SH Sole 36, 39 916,758 METRO BANCORP COMMON INC STOCK 59161R101 727,648.11 728 52,843 SH Sole 28, 30 52,843 MICROMET INC COM STK COMMON USD0.00004 STOCK 59509C105 328,856.00 329 40,700 SH Sole 28 40,700 MICROTUNE INC COM STK COMMON USD0.001 STOCK 59514P109 105,514.50 106 38,650 SH Sole 28 38,650 MICRUS ENDOVASCULAR CORP COM STK COMMON NPV STOCK 59518V102 224,808.00 225 11,400 SH Sole 28 11,400 MIRANT CORP COM STK USD0.01 COMMON 19, 32, (WI) STOCK 60467R100 379,969.68 380 34,988 SH Sole 33, 34 34,988 MISTRAS GROUP INC COMMON NPV STOCK 60649T107 68,931.00 69 6,900 SH Sole 28 6,900 MOBILE MINI COM STK COMMON USD0.01 STOCK 60740F105 458,953.21 459 29,629 SH Sole 28, 33 29,629 MODUSLINK GLOBAL SOLUTIONS INC COMMON USD0.01 STOCK 60786L107 315,400.02 315 37,414 SH Sole 28, 33 37,414 MOLECULAR INSIGHT PHARMACEUTCLS INC COM COMMON STK STOCK 60852M104 17,161.00 17 13,100 SH Sole 28 13,100 MOLINA HEALTHCARE INC COM STK COMMON USD0.001 STOCK 60855R100 287,793.78 288 11,434 SH Sole 28, 33 11,434 MOLSON COORS BREWING CO CLASS 'B' COM COMMON STOCK STOCK 60871R209 3,668,557.32 3,669 87,222 SH Sole 28, 35 87,222 MOMENTA PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 60877T100 423,651.00 424 28,300 SH Sole 28 28,300 MONEYGRAM INTERNATIONAL INC COM COMMON USD0.01 STOCK 60935Y109 225,552.00 226 59,200 SH Sole 28 59,200 MONOTYPE IMAGING HOLDINGS IN COMMON USD0.01 STOCK 61022P100 173,894.56 174 17,872 SH Sole 28 17,872 MONSANTO CO COM STK COMMON 11, 28, USD0.01 STOCK 61166W101 30,851,225.98 30,851 431,969 SH Sole 34, 39, 47 431,969 MORGANS HOTEL GROUP COM STK COMMON NPV STOCK 61748W108 1,104,353.26 1,104 172,286 SH Sole 28, 36 172,286 THE MOSAIC COMMON COMPANY STOCK 61945A107 4,978,582.25 4,979 81,925 SH Sole 23, 37 81,925 MOVE INC COM COMMON USD0.001 STOCK 62458M108 241,267.51 241 115,439 SH Sole 28 115,439 MULTI FINELINE ELECTRONIX INC COM STK COMMON NPV STOCK 62541B101 216,873.44 217 8,419 SH Sole 28, 33 8,419 MYRIAD GENETICS INC COM STK COMMON USD0.01 STOCK 62855J104 358,104.50 358 14,890 SH Sole 47 14,890 MYRIAD PHARMACEUTICALS INC COM COMMON USD0.01 STOCK 62856H107 85,640.44 86 18,947 SH Sole 28 18,947 NCI INC COM STK COMMON NPV STOCK 62886K104 574,370.00 574 19,000 SH Sole 11, 28 19,000 NGP CAPITAL RESOURCES COM STK COMMON USD0.001 STOCK 62912R107 135,152.76 135 15,863 SH Sole 28 15,863 NII HOLDINGS INC COM STK COMMON 11, 23, USD0.001 STOCK 62913F201 6,446,926.66 6,447 154,751 SH Sole 40, 47 154,751 NIC INC COM COMMON NPV STOCK 62914B100 285,681.00 286 36,300 SH Sole 28 36,300 NIVS INTELLIMEDIA TECHNOLOGY GROUP COMMON USD0.0001 STOCK 62914U108 16,128.00 16 4,200 SH Sole 28 4,200 NPS PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 62936P103 174,888.00 175 34,700 SH Sole 28 34,700 NVR INC COM STK COMMON USD0.01 STOCK 62944T105 11,396,605.50 11,397 15,687 SH Sole 23, 28, 32 15,687 NALCO HLDG CO COM STK COMMON USD0.01 STOCK 62985Q101 3,911,047.50 3,911 160,750 SH Sole 11, 25 160,750 NANOSPHERE INC COM STK COMMON USD0.01 STOCK 63009F105 38,320.00 38 8,000 SH Sole 28 8,000 NARA BANCORP INC COM STK COMMON USD0.01 STOCK 63080P105 483,149.04 483 55,154 SH Sole 8, 28, 33 55,154 NATIONAL FINANCIAL PARTNERS COM STK COMMON USD0.10 STOCK 63607P208 520,304.10 520 36,901 SH Sole 8, 28, 33 36,901 NATIONAL INTERSTATE CORP COM STK COMMON USD0.01 STOCK 63654U100 95,266.00 95 4,600 SH Sole 28 4,600 NATURAL GAS SERVICES GROUP COM STK COMMON USD0.01 STOCK 63886Q109 1,261,665.00 1,262 79,500 SH Sole 11, 28, 33 79,500 NAUTILUS INC COM STK COMMON NPV STOCK 63910B102 8,456.00 8 2,800 SH Sole 33 2,800 NAVIGANT CONSULTING INC COM STK COMMON USD0.001 STOCK 63935N107 1,632,321.97 1,632 134,569 SH Sole 28 134,569 NELNET INC COM STK COMMON USD0.01 STOCK 64031N108 775,808.00 776 41,800 SH Sole 8, 28, 33 41,800 NESS TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 64104X108 177,784.25 178 28,175 SH Sole 28 28,175 NET 1 UEPS TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 64107N206 410,097.00 410 22,300 SH Sole 28 22,300 NETAPP INC COMMON 11, 23, COM STOCK 64110D104 13,398,081.84 13,398 411,489 SH Sole 28, 38, 47 411,489 NETFLIX COM INC COM STK COMMON USD0.001 STOCK 64110L106 6,989,445.90 6,989 94,785 SH Sole 28, 34, 39 94,785 NETEZZA CORP COM STK COMMON USD0.001 STOCK 64111N101 1,083,568.80 1,084 84,720 SH Sole 28, 47 84,720 NETGEAR INC COM STK COMMON USD0.001 STOCK 64111Q104 1,279,944.00 1,280 49,040 SH Sole 28, 30 49,040 NETSCOUT SYSTEMS INC COM STK COMMON USD0.001 STOCK 64115T104 337,212.00 337 22,800 SH Sole 8, 28 22,800 NETLOGIC MICROSYSTEMS INC COM STK COMMON USD0.01 STOCK 64118B100 1,853,501.40 1,854 62,980 SH Sole 28, 47 62,980
NETSUITE INC COMMON USD0.01 STOCK 64118Q107 454,927.52 455 31,288 SH Sole 26, 28 31,288 NEUROCRINE BIOSCIENCES INC COM STK COMMON NPV STOCK 64125C109 76,589.25 77 30,035 SH Sole 28 30,035 NEUSTAR INC-CLASS COM STK COMMON USD0.001 STOCK 64126X201 5,710,118.40 5,710 226,592 SH Sole 25, 28, 34 226,592 NEUTRAL TANDEM INC COM STK COMMON USD0.001 STOCK 64128B108 407,490.00 407 25,500 SH Sole 28 25,500 NEWBRIDGE BANCORP COM STK COMMON USD5 STOCK 65080T102 5,325.00 5 1,500 SH Sole 33 1,500 NEWSTAR FINANCIAL INC COM STK COMMON USD0.01 STOCK 65251F105 749,650.00 750 117,500 SH Sole 28, 30, 33 117,500 NIGHTHAWK RADIOLOGY HOLDINGS COM STK COMMON USD0.001 STOCK 65411N105 158,046.00 158 49,700 SH Sole 8, 28, 33 49,700 99 CENTS ONLY STORES COM STK COMMON NPV STOCK 65440K106 2,069,268.70 2,069 126,949 SH Sole 28 126,949 NISOURCE INC COM STK COMMON NPV STOCK 65473P105 4,832,856.60 4,833 305,877 SH Sole 19, 28, 35 305,877 NORTH AMERICAN GALVANIZING COM STK COMMON USD0.10 STOCK 65686Y109 50,596.00 51 9,100 SH Sole 28, 33 9,100 NORTH VALLEY BANCORP COM STK COMMON USD0.01 STOCK 66304M105 686.40 1 390 SH Sole 33 390 NORTHFIELD BANCORP INC COM STK COMMON USD0.001 STOCK 66611L105 208,512.00 209 14,400 SH Sole 28 14,400 NOVAMED INC COM STK COMMON USD0.01 STOCK 66986W108 65,280.00 65 19,200 SH Sole 28, 33 19,200 NOVATEL WIRELESS COMMON INC STOCK 66987M604 166,257.92 166 24,704 SH Sole 28 24,704 NU SKIN ENTERPRISES INC CLASS'A'COM COMMON STK USD0.001 STOCK 67018T105 1,085,371.80 1,085 37,298 SH Sole 28 37,298 NTELOS HOLDINGS CORP COM STK COMMON USD0.01 STOCK 67020Q107 2,310,511.83 2,311 129,877 SH Sole 25, 28, 30 129,877 NUTRACEUTICAL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 67060Y101 143,424.00 143 9,600 SH Sole 8, 28, 33 9,600 NVIDIA CORP COM STK COMMON 23, 28, USD0.001 STOCK 67066G104 9,892,522.20 9,893 569,190 SH Sole 38, 39, 47 569,190 NUTRISYSTEM INC COM STK COMMON USD0.001 STOCK 67069D108 4,821,451.96 4,821 270,716 SH Sole 28, 39 270,716 NXSTAGE MEDICAL INC COM STK COMMON NPV STOCK 67072V103 202,665.00 203 17,700 SH Sole 28 17,700 NV ENERGY INC COM STK COMMON USD0.01 STOCK 67073Y106 5,913,837.90 5,914 479,630 SH Sole 28 479,630 OBAGI MEDICAL PRODUCTS INC COM STK COMMON NPV STOCK 67423R108 153,468.00 153 12,600 SH Sole 28 12,600 OCCAM NETWORKS COMMON USD0.001 STOCK 67457P309 13,776.00 14 2,100 SH Sole 33 2,100 ODYSSEY HEALTHCARE INC COM STK COMMON USD0.001 STOCK 67611V101 619,778.53 620 34,223 SH Sole 8, 28, 33 34,223 OFFICEMAX INC COM STK COMMON USD2.50 STOCK 67622P101 1,651,244.46 1,651 100,563 SH Sole 28, 30 100,563 OLYMPIC STEEL INC COM STK COMMON NPV STOCK 68162K106 254,670.00 255 7,800 SH Sole 28, 33 7,800 OMEGA PROTEIN CORP COM STK COMMON USD0.01 STOCK 68210P107 78,775.00 79 13,700 SH Sole 28 13,700 OMNI ENERGY SERVICES CORP COM STK COMMON USD0.01 STOCK 68210T208 2,702.00 3 1,400 SH Sole 33 1,400 OMNICELL INC COM STK COMMON NPV STOCK 68213N109 2,057,499.50 2,057 146,650 SH Sole 5, 28 146,650 OMNIAMERICAN BANCORP INC COMMON USD0.01 STOCK 68216R107 40,481.83 40 3,511 SH Sole 28 3,511 ONCOGENEX PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 68230A106 80,067.00 80 3,900 SH Sole 28 3,900 1-800-FLOWERS.COM INC COM STK COMMON USD0.01 STOCK 68243Q106 53,327.46 53 21,246 SH Sole 28, 33 21,246 ONLINE RES & COMMSCOM COMMON USD0.01 STOCK 68273G101 74,555.00 75 18,500 SH Sole 28 18,500 OPENTABLE INC COMMON NPV STOCK 68372A104 2,213,255.85 2,213 58,045 SH Sole 5, 26, 28 58,045 OPKO HEALTH INC COM STK COMMON USD0.01 STOCK 68375N103 70,092.00 70 35,400 SH Sole 28 35,400 OPLINK COMMUNICATIONS INC COM COMMON 8, 28, NEW STOCK 68375Q403 1,655,121.42 1,655 89,273 SH Sole 30, 33 89,273 OPNEXT INC COM STK COMMON USD0.01 STOCK 68375V105 62,141.16 62 26,331 SH Sole 28, 33 26,331 ORACLE CORP COM STK COMMON 11, 28, 34, USD0.01 STOCK 68389X105 103,984,590.92 103,985 4,047,668 SH Sole 38, 39, 47 4,047,668 OPTIMER PHARMACEUTICALS INC COMMON NPV STOCK 68401H104 261,564.00 262 21,300 SH Sole 28 21,300 ORASURE TECHNOLOGIES INC COM STK COMMON NPV STOCK 68554V108 198,494.89 198 33,473 SH Sole 28 33,473 ORBCOMM INC COM STK COMMON NPV STOCK 68555P100 4,945.00 5 2,300 SH Sole 33 2,300 ORBITZ WORLDWIDE INC COM STK COMMON USD0.01 STOCK 68557K109 191,259.00 191 26,900 SH Sole 28 26,900 ORCHARD ENTERPRISES INC COM STK COMMON USD0.01 STOCK 68562L100 400.00 0 200 SH Sole 33 200 ORCHIDS PAPER PRODUCTS CO COM STK COMMON USD0.001 STOCK 68572N104 57,575.00 58 3,500 SH Sole 28 3,500 ORIENTAL FINANCIAL GROUP INC COM COMMON STK USD1 STOCK 68618W100 398,695.50 399 29,533 SH Sole 8, 28, 33 29,533 ORION MARINE GROUP COM STK COMMON USD0.01 STOCK 68628V308 597,816.00 598 33,120 SH Sole 28, 47 33,120 ORTHOVITA COM STK COMMON USD0.01 STOCK 68750U102 203,202.00 203 47,700 SH Sole 28 47,700 OSIRIS THERAPEUTICS INC COMMON COM STOCK 68827R108 90,280.00 90 12,200 SH Sole 28 12,200 PC CONNECTION COM STK COMMON USD0.01 STOCK 69318J100 46,500.00 47 7,500 SH Sole 28, 33 7,500 PC MALL INC COM STK COMMON USD0.001 STOCK 69323K100 48,576.00 49 9,600 SH Sole 28, 33 9,600 PC-TEL INC COM STK COMMON USD0.001 STOCK 69325Q105 92,082.00 92 14,900 SH Sole 28, 33 14,900 PDI INC COM STK COMMON USD0.01 STOCK 69329V100 6,016.00 6 800 SH Sole 33 800 PDL BIOPHARMA INC COM STK COMMON USD0.01 STOCK 69329Y104 557,658.00 558 89,800 SH Sole 28 89,800 PG&E CORP COM STK COMMON 23, 28, NPV STOCK 69331C108 14,983,592.40 14,984 353,220 SH Sole 32, 35 353,220 P.F. CHANG'S CHINA BISTRO INC COM COMMON STK USD0.001 STOCK 69333Y108 5,936,058.69 5,936 134,513 SH Sole 26, 28, 39 134,513 PHI INC NON-VTG COMMON USD0.10 STOCK 69336T205 245,688.00 246 11,600 SH Sole 28, 33 11,600 PMC SIERRA INC COM STK COMMON USD0.001 STOCK 69344F106 261,356.00 261 29,300 SH Sole 8 29,300 PMI GROUP INC COM STK COMMON USD0.01 STOCK 69344M101 313,276.00 313 57,800 SH Sole 28, 33 57,800 PMFG INC COMMON USD0.01 STOCK 69345P103 129,654.00 130 9,800 SH Sole 28 9,800 PNM RESOURCES INC COM STK COMMON USD5 STOCK 69349H107 3,004,694.00 3,005 239,800 SH Sole 28 239,800 PPL CORP COM STK COMMON USD0.01 STOCK 69351T106 4,416,669.19 4,417 159,389 SH Sole 28 159,389 PSS WORLD MEDICAL INC COM STK COMMON USD0.01 STOCK 69366A100 1,038,930.41 1,039 44,191 SH Sole 28 44,191 PACER INTL INC COMMON COM STOCK 69373H106 298,736.48 299 49,624 SH Sole 8, 28 49,624 PACIFIC CAPITAL BANCORP COM COMMON NPV STOCK 69404P101 92,509.10 93 51,110 SH Sole 8, 28, 33 51,110 PACIFIC CONTINETAL CORP COM STK COMMON USD1 STOCK 69412V108 111,300.00 111 10,600 SH Sole 28 10,600
PACIFIC ETHANOL INC COM STK COMMON USD0.01(OLD) STOCK 69423U107 6,216.00 6 5,600 SH Sole 33 5,600 PAIN THERAPEUTICS COM STK COMMON NPV STOCK 69562K100 168,098.70 168 26,810 SH Sole 28 26,810 PANERA BREAD CO CLASS'A'COM STK COMMON USD0.0001 STOCK 69840W108 5,848,731.36 5,849 76,464 SH Sole 28, 34, 47 76,464 PAR PHARMACEUTICAL COMMON 8, 28, USD0.01 STOCK 69888P106 1,244,786.40 1,245 50,193 SH Sole 30, 33 50,193 PARAMOUNT GOLD & SILVER CORP COM COMMON STK USD0.01 STOCK 69924P102 84,651.00 85 60,900 SH Sole 28 60,900 PATRIOT COAL CORPORATION COM STK COMMON USD0.01 STOCK 70336T104 4,302,738.00 4,303 210,300 SH Sole 28, 33 210,300 PATRIOT TRANSPORTATION HLDG INC COM STK COMMON USD0.10 STOCK 70337B102 84,480.00 84 1,000 SH Sole 28 1,000 PEBBLEBROOK HOTEL TRUST COMMON 28, 30, USD0.01 STOCK 70509V100 1,745,216.61 1,745 82,987 SH Sole 36, 43 82,987 PENSKE AUTOMOTIVE GROUP INC COM STK COMMON USD0.0001 STOCK 70959W103 105,266.00 105 7,300 SH Sole 33 7,300 PEOPLES FINANCIAL CORP/MISS COM STK COMMON USD1 STOCK 71103B102 58,383.00 58 3,900 SH Sole 28 3,900 PERCEPTRON INC COM STK COMMON USD0.01 STOCK 71361F100 3,045.00 3 700 SH Sole 33 700 PERFICIENT INC COMMON COM STOCK 71375U101 254,702.00 255 22,600 SH Sole 28, 33 22,600 PERFORMANCE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 71376K102 2,981.86 3 1,121 SH Sole 33 1,121 PHARMERICA CORPORATION COM STK COMMON USD0.01 STOCK 71714F104 399,765.02 400 21,941 SH Sole 28 21,941 PHARMASSET INC COM STK COMMON NPV STOCK 71715N106 463,640.00 464 17,300 SH Sole 8, 28 17,300 PHASE FORWARD INC COM COMMON USD0.01 STOCK 71721R406 409,091.00 409 31,300 SH Sole 28 31,300 PINNACLE FINANCIAL PARTNERS COM STK COMMON USD1 STOCK 72346Q104 376,239.00 376 24,900 SH Sole 28, 33 24,900 POLYCOM INC COM STK COMMON 8, 11, USD0.0005 STOCK 73172K104 12,201,481.16 12,201 399,002 SH Sole 28, 39 399,002 POLYONE CORP COM STK COMMON 8, 28, USD0.01 STOCK 73179P106 1,710,981.12 1,711 167,088 SH Sole 30, 33 167,088 POLYPORE INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 73179V103 288,090.00 288 16,500 SH Sole 28 16,500 POOL CORP COM STK COMMON USD0.001 STOCK 73278L105 808,248.00 808 35,700 SH Sole 28 35,700 PORTFOLIO RECOVERY ASSOCIATES INC COMMON COM STK USD0.01 STOCK 73640Q105 681,595.14 682 12,422 SH Sole 28, 33 12,422 POTASH CORP OF SASKATCHEWAN INC COM COMMON NPV STOCK 73755L107 4,093,705.00 4,094 34,300 SH Sole 39, 47 34,300 POWERSECURE INTL INC COM STK COMMON USD0.01 STOCK 73936N105 144,204.00 144 18,300 SH Sole 8, 28, 33 18,300 POZEN INC COM STK COMMON USD0.001 STOCK 73941U102 192,605.90 193 20,105 SH Sole 28 20,105 PRAXAIR INC COM STK COMMON 11, 28, USD0.01 STOCK 74005P104 46,995,098.00 46,995 566,206 SH Sole 39, 47 566,206 PRESTIGE BRANDS HLDGS INC COM STK COMMON USD0.01 STOCK 74112D101 495,900.00 496 55,100 SH Sole 8, 28, 33 55,100 PRICE T ROWE GROUP INC COM STK COMMON 28, 34, USD0.20 STOCK 74144T108 7,224,448.53 7,224 131,521 SH Sole 39, 47 131,521 PRIDE INTERNATIONAL INC NEW COM COMMON NPV STOCK 74153Q102 10,876,575.08 10,877 361,228 SH Sole 28, 32 361,228 PRIMEDIA INC COM STK COMMON USD0.01 STOCK 74157K846 60,024.56 60 17,449 SH Sole 28 17,449 PRIMORIS SERVICES CORP COM STK COMMON NPV STOCK 74164F103 41,022.00 41 5,300 SH Sole 28 5,300 PRINCIPAL FINANCIAL GROUP COM STK COMMON USD0.01 STOCK 74251V102 6,367,195.80 6,367 217,980 SH Sole 11, 28, 37 217,980 PROASSURANCE CORP COM STK COMMON USD0.01 STOCK 74267C106 1,697,484.38 1,697 28,997 SH Sole 8, 28, 33 28,997 PROS HOLDINGS INC COM STK COMMON USD0.001 STOCK 74346Y103 155,116.00 155 15,700 SH Sole 28 15,700 PROSPECT CAPITAL CORP COM STK COMMON USD0.001 STOCK 74348T102 734,066.55 734 60,417 SH Sole 8, 28 60,417 PROTALIX BIOTHERAPEUTICS INC COM STK COMMON USD0.0001 STOCK 74365A101 222,449.60 222 33,910 SH Sole 8, 28 33,910 PROVIDENT FINANCIAL SERVICES INC COM COMMON STK USD0.01 STOCK 74386T105 753,698.40 754 63,336 SH Sole 8, 28, 33 63,336 PSYCHIATRIC SOLUTIONS INC COM STK COMMON USD0.01 STOCK 74439H108 4,662,031.20 4,662 156,444 SH Sole 28, 33 156,444 QAD INCCOM COMMON NPV STOCK 74727D108 48,300.00 48 9,200 SH Sole 28 9,200 QC HLDGS INC COM STK COMMON USD0.01 STOCK 74729T101 17,578.00 18 3,400 SH Sole 28 3,400 PZENA INVESTMENT MANAGEMENT, INC COMMON COM STK 'A' STOCK 74731Q103 32,809.00 33 4,300 SH Sole 28 4,300 QUEST DIAGNOSTICS INC COM STK COMMON USD0.01 STOCK 74834L100 34,367,317.68 34,367 589,592 SH Sole 28, 35, 39 589,592 QUEST SOFWARE INC COM STK COMMON NPV STOCK 74834T103 3,110,794.98 3,111 174,862 SH Sole 8, 28 174,862 QUESTCOR PHARMACEUTICAL INC COM STK COMMON NPV STOCK 74835Y101 1,069,900.00 1,070 130,000 SH Sole 28, 30 130,000 QUICKSILVER RESOURCES INC COM STK COMMON USD0.01 STOCK 74837R104 3,330,678.54 3,331 236,722 SH Sole 28 236,722 QUIKSILVER INC COM STK COMMON USD0.01 STOCK 74838C106 464,959.00 465 98,300 SH Sole 28, 33 98,300 QUIDEL CORP VTG COM STK COMMON USD0.001 STOCK 74838J101 300,978.00 301 20,700 SH Sole 28 20,700 QUINSTREET INC COMMON USD0.001 STOCK 74874Q100 554,866.20 555 32,620 SH Sole 8, 28, 47 32,620 RRI ENERGY INC COM STK COMMON NPV STOCK 74971X107 18,819.00 19 5,100 SH Sole 33 5,100 RSC HOLDINGS INC COM STK COMMON NPV STOCK 74972L102 282,580.00 283 35,500 SH Sole 28 35,500 RTI INTERNATIONAL METALS INC COM COMMON STK USD0.01 STOCK 74973W107 1,823,136.30 1,823 60,110 SH Sole 25, 28, 33 60,110 RTI BIOLOGICS INC COM COMMON USD0.001 STOCK 74975N105 193,551.00 194 44,700 SH Sole 28, 33 44,700 RADIANT SYSTEMS INC COM STK COMMON USD0.001 STOCK 75025N102 288,753.45 289 20,235 SH Sole 28 20,235 RADIO ONE INC COM STK USD0.001 COMMON CLASS'D' STOCK 75040P405 2,745.00 3 900 SH Sole 33 900 RAE SYSTEMS INC COM STK COMMON USD0.001 STOCK 75061P102 27,302.50 27 33,500 SH Sole 28 33,500 RANGE RESOURCES CORP COM STK COMMON 11, 28, USD0.01 STOCK 75281A109 11,550,080.36 11,550 246,428 SH Sole 34, 47 246,428 RBC BEARINGS INC COMMON USD0.01 STOCK 75524B104 513,107.00 513 16,100 SH Sole 28 16,100 REALNETWORKS INC COM STK COMMON USD0.001 STOCK 75605L104 351,759.24 352 72,828 SH Sole 28, 33 72,828 RED ROBIN GOURMET BURGERS INC COM COMMON STK USD0.001 STOCK 75689M101 265,393.96 265 10,859 SH Sole 28 10,859 REGENERON PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 75886F107 1,231,493.61 1,231 46,489 SH Sole 28 46,489 REGIONS FINANCIAL CORP (NEW) COM COMMON STK USD0.01 STOCK 7591EP100 3,903,930.60 3,904 497,316 SH Sole 28 497,316 RENAISSANCE LEARNING INC COM STK COMMON USD0.01 STOCK 75968L105 61,105.95 61 3,765 SH Sole 28 3,765 RENT-A-CENTER INC COM STK COMMON USD0.01 STOCK 76009N100 5,160,359.05 5,160 218,197 SH Sole 8, 28, 33 218,197 REPROS THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 76028H100 4,320.00 4 6,400 SH Sole 28 6,400 RESOLUTE ENERGY CORP COMMON USD0.0001 STOCK 76116A108 71,449.00 71 5,900 SH Sole 11 5,900
RESOURCES CONNECTION INC COM STK COMMON USD0.01 STOCK 76122Q105 662,419.35 662 34,555 SH Sole 28 34,555 RETAIL VENTURES INC COM STK COMMON NPV STOCK 76128Y102 182,639.55 183 19,205 SH Sole 28 19,205 RETAIL OPPORTUNITY INVESTMENTS CORP COMMON COM STK STOCK 76131N101 2,477,760.56 2,478 244,838 SH Sole 30, 36 244,838 RIGHTNOW TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 76657R106 280,402.00 280 15,700 SH Sole 28 15,700 ROMA FINANCIAL CORPORATION COM STK COMMON USD0.1 STOCK 77581P109 80,256.00 80 6,400 SH Sole 28 6,400 ROME BANCORP INC COM STK COMMON USD0.01 STOCK 77587P103 5,782.00 6 700 SH Sole 33 700 RUBICON TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 78112T107 195,940.00 196 9,700 SH Sole 28 9,700 RUBIO'S RESTAURANTS INC COM COMMON STKUSD0.01 STOCK 78116B102 7,900.00 8 1,000 SH Sole 33 1,000 SBA COMMUNICATIONS COM STK COMMON USD0.01 STOCK 78388J106 20,674,494.39 20,674 573,177 SH Sole 11, 23, 47 573,177 SAIC INC COM STK COMMON USD0.0001 STOCK 78390X101 6,292,350.00 6,292 355,500 SH Sole 28, 32, 35 355,500 SCBT FINANCIAL CORP COM STK COMMON USD2.50 STOCK 78401V102 346,286.96 346 9,349 SH Sole 28, 33 9,349 SI FINANCIAL GROUP INC COM STK COMMON USD0.01 STOCK 78425W102 7,040.00 7 1,100 SH Sole 33 1,100 SLM CORP COM STK COMMON USD0.20 STOCK 78442P106 5,513,895.64 5,514 440,407 SH Sole 28, 34 440,407 S1 CORP. COM STK COMMON NPV STOCK 78463B101 1,320,880.20 1,321 223,878 SH Sole 25, 28, 33 223,878 SRS LABORATORIES INC COM STK COMMON USD0.01 STOCK 78464M106 79,520.00 80 8,000 SH Sole 28 8,000 SRA INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.004 STOCK 78464R105 2,461,536.00 2,462 118,400 SH Sole 28, 33 118,400 STR HLDGS INC COMMON USD0.01 STOCK 78478V100 406,550.00 407 17,300 SH Sole 8, 28 17,300 SVB FINANCIAL GROUP COM STK COMMON USD0.001 STOCK 78486Q101 6,458,163.94 6,458 138,409 SH Sole 8, 28, 30 138,409 SWS GROUP INC COM STK COMMON 25, 28, USD0.10 STOCK 78503N107 2,222,038.54 2,222 192,718 SH Sole 30, 33 192,718 SXC HEALTH SOLUTIONS CORP COM COMMON NPV STOCK 78505P100 862,529.60 863 12,820 SH Sole 47 12,820 SAFETY INSURANCE GROUP INC COM STK COMMON USD0.01 STOCK 78648T100 866,598.35 867 23,005 SH Sole 11, 28, 33 23,005 SAIA INC COM STK COMMON USD0.001 STOCK 78709Y105 258,931.40 259 18,655 SH Sole 8, 28 18,655 SAKS INC COM STK COMMON USD0.10 STOCK 79377W108 3,942,902.20 3,943 458,477 SH Sole 8, 28, 33 458,477 SALESFORCE.COM INC COM STK COMMON 11, 23, USD0.001 STOCK 79466L302 7,874,948.75 7,875 105,775 SH Sole 28, 47 105,775 SANDERS MORRIS HARRIS GROUP COM STK COMMON USD0.001 STOCK 80000Q104 105,558.07 106 17,053 SH Sole 28, 33 17,053 SANDISK CORP COM STK COMMON USD0.001 STOCK 80004C101 3,796,071.34 3,796 109,618 SH Sole 28, 32, 34 109,618 SAVIENT PHARMACEUTICALS COMMON INC STOCK 80517Q100 720,361.40 720 49,852 SH Sole 28 49,852 SCANA CORP(NEW) COM STK COMMON NPV STOCK 80589M102 1,823,115.00 1,823 48,500 SH Sole 28 48,500 SCICLONE PHARMACEUTICALS COM STK COMMON NPV STOCK 80862K104 108,018.00 108 30,600 SH Sole 28 30,600 SCIENTIFIC GAMES CLASS'A'COM COMMON USD0.01 STOCK 80874P109 3,969,856.00 3,970 281,950 SH Sole 5, 28 281,950 SEALED AIR CORP COM STK COMMON USD0.1 STOCK 81211K100 1,350,827.48 1,351 64,081 SH Sole 28 64,081 SELECT MEDICAL HLDGS CORP COMMON NPV STOCK 81619Q105 1,669,491.08 1,669 197,807 SH Sole 23, 28 197,807 SENSIENT TECHNOLOGIES CORP COM STK COMMON USD0.10 STOCK 81725T100 5,051,906.64 5,052 173,844 SH Sole 25, 28, 33 173,844 SHENANDOAH TELECOMUNICATIONS COM STK COMMON USD10 STOCK 82312B106 3,210,720.40 3,211 170,783 SH Sole 28, 39 170,783 SHUTTERFLY INC COM STK COMMON USD0.0001 STOCK 82568P304 375,804.00 376 15,600 SH Sole 28 15,600 SIERRA BANCORP COM STK COMMON NPV STOCK 82620P102 126,322.00 126 9,800 SH Sole 8, 28 9,800 SIGNATURE BANK COMMON COMMON SHS STOCK 82669G104 1,832,974.65 1,833 49,473 SH Sole 28, 47 49,473 SILICON IMAGE INC COM STK COMMON USD0.001 STOCK 82705T102 180,916.12 181 59,906 SH Sole 28, 33 59,906 SILICON GRAPHICS INTERNATIONAL CORP COM COMMON STK STOCK 82706L108 282,697.05 283 26,445 SH Sole 28, 33 26,445 SIRONA DENTAL SYSTEMS INC COM STK COMMON USD0.01 STOCK 82966C103 4,006,840.80 4,007 105,360 SH Sole 11, 28, 47 105,360 SKILLED HEALTHCARE GROUP CLASS'A'COM STK COMMON USD0.001 STOCK 83066R107 103,039.00 103 16,700 SH Sole 28, 33 16,700 SKYWORKS SOLUTIONS COMMON 8, 28, INCCOM STOCK 83088M102 4,939,537.20 4,940 316,637 SH Sole 33, 35 316,637 SMART BALANCE INC COM STK COMMON USD0.01 STOCK 83169Y108 332,424.00 332 51,300 SH Sole 28, 33 51,300 SMARTHEAT INC COM STK COMMON USD0.001 STOCK 83172F104 52,626.00 53 4,900 SH Sole 28 4,900 SOLAR CAPITAL LTD COMMON USD0.01 STOCK 83413U100 34,923.28 35 1,652 SH Sole 28 1,652 SOLARWINDS INC COMMON USD0.001 STOCK 83416B109 2,524,689.60 2,525 116,560 SH Sole 5, 28, 47 116,560 SOLERA HOLDINGS INC COM STK COMMON 11, 25, USD0.01 STOCK 83421A104 18,209,174.50 18,209 471,130 SH Sole 28, 39 471,130 SONIC AUTOMOTIVE INC COM STK USD0.01 COMMON CLASS'A' STOCK 83545G102 695,772.00 696 63,252 SH Sole 8, 28 63,252 SONOSITE COM STK COMMON USD0.01 STOCK 83568G104 2,153,842.47 2,154 67,077 SH Sole 25, 28 67,077 SOURCEFIRE INC COM STK COMMON USD0.001 STOCK 83616T108 999,243.00 999 43,540 SH Sole 28, 47 43,540 SOUTHSIDE BANCSHARES INC COM STK COMMON USD1.25 STOCK 84470P109 360,154.29 360 16,697 SH Sole 8, 28 16,697 SPECTRANETICS CORP COM STK COMMON USD0.001 STOCK 84760C107 174,132.00 174 25,200 SH Sole 28, 33 25,200 SPECTRUM PHARMACEUTICALS COMMON INC STOCK 84763A108 156,740.00 157 34,000 SH Sole 28 34,000 SPORT SUPPLY GROUP INC (DELAWARE) COMMON COM STK USD0.01 STOCK 84916A104 151,872.00 152 11,300 SH Sole 8, 28, 33 11,300 STAGE STORES INC COM STK COMMON USD0.01 STOCK 85254C305 1,112,666.22 1,113 72,298 SH Sole 28, 30, 33 72,298 STANDARD PACIFIC CORP COM STK COMMON USD0.01 STOCK 85375C101 549,180.00 549 121,500 SH Sole 8, 28, 33 121,500 STAR SCIENTIFIC COM STK COMMON USD0.01 STOCK 85517P101 133,620.00 134 52,400 SH Sole 28 52,400 STARTEK INC COM STK COMMON USD0.01 STOCK 85569C107 66,025.00 66 9,500 SH Sole 28, 33 9,500 STARWOOD HTLS WRLD PAIRED CERT COMMON 23, 28, CLASS'B'USD0.01 STOCK 85590A401 38,970,145.28 38,970 835,552 SH Sole 36, 39 835,552 STELLARONE CORP COM STK COMMON USD5 STOCK 85856G100 251,356.00 251 18,800 SH Sole 28, 33 18,800 STEMCELLS INC COM STK COMMON USD0.01 STOCK 85857R105 116,812.00 117 100,700 SH Sole 28 100,700 STEREOTAXIS INC COM STK COMMON USD0.001 STOCK 85916J102 97,194.00 97 19,400 SH Sole 28 19,400 STILLWATER MINING CO COM STK COMMON USD0.01 STOCK 86074Q102 716,015.74 716 55,163 SH Sole 8, 28, 33 55,163 STONERIDGE INC COM STK COMMON NPV STOCK 86183P102 123,625.00 124 12,500 SH Sole 28, 33 12,500 SUN BANCORP INC NEW JERSEY COM STK COMMON USD1 STOCK 86663B102 43,525.18 44 11,047 SH Sole 28, 33 11,047
SUNOCO INC COM STK COMMON USD1 STOCK 86764P109 2,156,084.41 2,156 72,571 SH Sole 28, 43 72,571 SUNRISE SENIOR LIVING REAL ESTATE COM STK COMMON USD0.01 STOCK 86768K106 641,909.76 642 125,373 SH Sole 8, 28 125,373 SUPER MICRO COMPUTER INC COM STK COMMON USD0.001 STOCK 86800U104 298,944.00 299 17,300 SH Sole 28 17,300 SUPERIOR BANCORP COM STK COMMON USD0.001 STOCK 86806M205 317.00 0 100 SH Sole 33 100 SUPERIOR WELL SERVICES INC. COM STK COMMON USD0.01 STOCK 86837X105 632,097.96 632 47,242 SH Sole 28, 30, 33 47,242 SUPPORT.COM COMMON INC STOCK 86858W101 121,317.00 121 37,100 SH Sole 28, 33 37,100 SYMETRA FINANCIAL CORP COMMON USD0.01 STOCK 87151Q106 1,353,968.22 1,354 102,729 SH Sole 8, 23 102,729 SYMYX TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 87155S108 117,902.91 118 26,259 SH Sole 28 26,259 SYNCHRONOSS TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 87157B103 278,928.00 279 14,400 SH Sole 28 14,400 SYNAPTICS INC COM STK COMMON USD0.001 STOCK 87157D109 710,543.35 711 25,735 SH Sole 28 25,735 SYNOVUS FINANCIAL CORP COM STK COMMON USD1 STOCK 87161C105 3,342,311.00 3,342 1,015,900 SH Sole 28, 33 1,015,900 SYNOVIS LIFE TECHNOLOGIES INC. COMMON COM STOCK 87162G105 141,323.00 141 9,100 SH Sole 28 9,100 SYNTEL INC COM STK COMMON NPV STOCK 87162H103 359,309.80 359 9,340 SH Sole 28 9,340 SYNTA PHARMACEUTICALS CORP COM STK COMMON USD0.0001 STOCK 87162T206 54,306.00 54 12,600 SH Sole 28 12,600 SYNNEX CORP COM STK COMMON 8, 28, USD0.001 STOCK 87162W100 1,519,384.00 1,519 51,400 SH Sole 30, 33 51,400 SYNIVERSE HLDGS INC COM STK COMMON USD0.001 STOCK 87163F106 5,838,410.49 5,838 299,867 SH Sole 8, 25, 28 299,867 SYNUTRA INTERNATIONAL INC COM STK COMMON NPV STOCK 87164C102 318,801.00 319 14,100 SH Sole 28 14,100 TD AMERITRADE HOLDING CORP COM STK COMMON USD0.01 STOCK 87236Y108 5,151,708.34 5,152 270,289 SH Sole 34, 35, 37 270,289 TICC CAPITAL CORP COMMON COM STOCK 87244T109 195,004.69 195 29,591 SH Sole 8, 28 29,591 TRW AUTOMOTIVE HLDGS CORP COM STK COMMON USD0.01 STOCK 87264S106 162,906.00 163 5,700 SH Sole 33 5,700 TTM TECHNOLOGIES INC COM STK COMMON 8, 28, USD0.001 STOCK 87305R109 970,202.16 970 109,257 SH Sole 30, 33 109,257 TW TELECOM INC CLS'A'COM STK COMMON USD0.01 STOCK 87311L104 5,421,405.00 5,421 298,700 SH Sole 28 298,700 TALEO CORP. COMMON 'A'USD0.00001 STOCK 87424N104 735,844.00 736 28,400 SH Sole 28 28,400 TANDY LEATHER FACTORY INC COM STK COMMON USD STOCK 87538X105 784.00 1 200 SH Sole 33 200 TASER INTERNATIONAL INC COM STK COMMON NPV STOCK 87651B104 282,545.76 283 48,216 SH Sole 28 48,216 TEAM HEALTH HLDGS INC COMMON USD0.01 STOCK 87817A107 203,481.60 203 12,112 SH Sole 8, 28 12,112 TECHWELL INC COM STK COMMON NPV STOCK 87874D101 211,310.00 211 11,300 SH Sole 28 11,300 TECHTARGET COM STK COMMON USD0.001 STOCK 87874R100 54,308.32 54 10,384 SH Sole 28, 33 10,384 TELECOMMUNICATIONS SYSTEMS INC COM COMMON STK USD0.01 STOCK 87929J103 236,026.00 236 32,200 SH Sole 28 32,200 TEMPUR PEDIC INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 88023U101 3,410,040.40 3,410 113,065 SH Sole 8, 23, 28 113,065 TENET HEALTHCARE CORP COM STK COMMON USD0.05 STOCK 88033G100 1,154,010.00 1,154 201,750 SH Sole 28 201,750 TERADATA CORP DEL COMMON COM STOCK 88076W103 2,666,547.00 2,667 92,300 SH Sole 28, 39 92,300 TERRITORIAL BANCORP INC COMMON USD0.01 STOCK 88145X108 159,852.00 160 8,400 SH Sole 28 8,400 TETRA TECHNOLOGIES COM STK COMMON USD0.01 STOCK 88162F105 2,215,486.00 2,215 181,300 SH Sole 8, 28, 39 181,300 TETRA TECH INC COM STK COMMON USD0.01 STOCK 88162G103 1,000,097.28 1,000 43,407 SH Sole 28 43,407 TESSERA TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 88164L100 2,245,482.72 2,245 110,724 SH Sole 26, 28 110,724 TEXAS CAPITAL BANCSHARES INC COM STK COMMON USD0.01 STOCK 88224Q107 2,303,866.80 2,304 121,320 SH Sole 25, 28, 33 121,320 THERAVANCE INC COM STK COMMON USD1 STOCK 88338T104 585,067.68 585 43,924 SH Sole 28 43,924 THESTREET.COM COM STK COMMON USD0.01 STOCK 88368Q103 9,990.00 10 2,700 SH Sole 33 2,700 3 D SYSTEMS INC COM STK COMMON USD0.001 STOCK 88554D205 178,815.00 179 13,100 SH Sole 28 13,100 3M CO COM STK COMMON 11, 23, 28, USD0.01 STOCK 88579Y101 66,816,053.54 66,816 799,522 SH Sole 31, 34, 39 799,522 3PAR INC COM STK COMMON USD0.001 STOCK 88580F109 216,000.00 216 21,600 SH Sole 28 21,600 TIBCO SOFTWARE INC COM STK COMMON USD0.001 STOCK 88632Q103 1,433,559.40 1,434 132,860 SH Sole 8, 28 132,860 TIER TECHNOLOGIES INC COM STK COMMON CL'B'NPV STOCK 88650Q100 99,500.00 100 12,500 SH Sole 28 12,500 TIME WARNER CABLE INC COMMON USD0.01 STOCK 88732J207 12,128,344.86 12,128 227,506 SH Sole 28, 32, 36 227,506 TITAN INTL INC COMMON USD1 STOCK 88830M102 782,539.74 783 89,638 SH Sole 28, 30, 33 89,638 TITAN MACHINERY INC COM STK COMMON USD0.00001 STOCK 88830R101 120,472.00 120 8,800 SH Sole 28 8,800 TOWN SPORTS INTERNATIONAL COM STK COMMON USD0.001 STOCK 89214A102 51,221.00 51 13,100 SH Sole 28 13,100 TOWNEBANK PORTSMOUTH VA COMMON COM STOCK 89214P109 226,152.00 226 16,200 SH Sole 28 16,200 TRADESTATION GROUP INC COM STK COMMON USD0.01 STOCK 89267P105 1,206,252.76 1,206 172,076 SH Sole 28, 30 172,076 TRANS1 INC COM STK COMMON USD0.0001 STOCK 89385X105 30,550.00 31 9,400 SH Sole 28 9,400 TRAVELZOO INC COM STK COMMON USD0.01 STOCK 89421Q106 58,539.00 59 3,900 SH Sole 28 3,900 TREEHOUSE FOODS INC COM STK COMMON 8, 28, USD0.01 STOCK 89469A104 2,015,563.28 2,016 45,944 SH Sole 33, 47 45,944 TREX COMPANY COM STK COMMON USD0.01 STOCK 89531P105 272,512.00 273 12,800 SH Sole 8, 28 12,800 TRIQUINT SEMI CONDUCTOR INC COM STK COMMON USD0.001 STOCK 89674K103 850,773.00 851 121,539 SH Sole 28, 33 121,539 TRUE RELIGION APPAREL INC COM STK COMMON USD0.00001 STOCK 89784N104 573,804.00 574 18,900 SH Sole 28 18,900 TRUEBLUE INC COM STK COMMON NPV STOCK 89785X101 1,055,224.50 1,055 68,079 SH Sole 28, 47 68,079 21ST CENTURY HLDG CO COM STK COMMON USD0.01 STOCK 90136Q100 3,672.00 4 900 SH Sole 33 900 USANA INC COM STK COMMON NPV STOCK 90328M107 154,223.10 154 4,910 SH Sole 28 4,910 US CONCRETE INC COM STK COMMON USD0.001 STOCK 90333L102 9,728.00 10 25,600 SH Sole 28 25,600 US HOME SYSTEMS INC COM STK COMMON NPV STOCK 90335C100 1,939.00 2 700 SH Sole 33 700 US PHYSICAL THERAPY COM STK COMMON USD0.01 STOCK 90337L108 146,160.00 146 8,400 SH Sole 28 8,400 US GEOTHERMAL INC COM STK COMMON USD0.001 STOCK 90338S102 41,860.00 42 46,000 SH Sole 28 46,000 USA MOBILITY INC COM STK COMMON USD1 STOCK 90341G103 219,495.08 219 17,324 SH Sole 28 17,324 US AIRWAYS GROUP COMMON INC STOCK 90341W108 1,381,601.55 1,382 187,973 SH Sole 28, 43 187,973
US AUTO PARTS NETWORK COM STK COMMON USD0.01 STOCK 90343C100 62,416.00 62 8,300 SH Sole 28 8,300 ULTA SALON COM STK COMMON USD0 STOCK 90384S303 456,924.00 457 20,200 SH Sole 28 20,200 ULTIMATE SOFTWARE INC COM STK COMMON USD0.01 STOCK 90385D107 596,395.00 596 18,100 SH Sole 28 18,100 ULTRA CLEAN HLDGS INC COM STK COMMON USD0.001 STOCK 90385V107 854,504.88 855 100,294 SH Sole 30, 33 100,294 UNION DRILLING INC COM STK COMMON USD0.01 STOCK 90653P105 64,680.00 65 10,500 SH Sole 28, 33 10,500 UNION FIRST MARKET BANKSHARES CORP COMMON USD2 STOCK 90662P104 318,504.30 319 21,093 SH Sole 8, 28, 33 21,093 UNITED AMERICA INDEMNITY LTD COM COMMON STK STOCK 90933T109 264,237.27 264 27,611 SH Sole 28, 33 27,611 UNITED COMMUNITY BANKS(GEORGIA) COM COMMON STK USD1 STOCK 90984P105 350,021.70 350 79,370 SH Sole 8, 28, 33 79,370 UNITED FINL BANCORP INC MD COMMON COM STOCK 91030T109 653,760.72 654 46,764 SH Sole 28, 30, 33 46,764 UNITED THERAPEUTICS CORP COM STK COMMON 8, 28, USD0.01 STOCK 91307C102 7,017,503.90 7,018 126,830 SH Sole 39, 47 126,830 UNITEDHEALTH GROUP 11, 19, INC COM 23, 28, 31, STK COMMON 32, 34, 36, USD0.01 STOCK 91324P102 34,892,050.05 34,892 1,068,015 SH Sole 37, 38, 39 1,068,015 UNIVERSAL DISPLAY CORP COM STK COMMON USD0.01 STOCK 91347P105 250,701.00 251 21,300 SH Sole 28 21,300 UNIVERSAL INSURANCE HOLDINGS INC COM COMMON STK USD0.01 STOCK 91359V107 63,756.00 64 12,600 SH Sole 28 12,600 UNIVERSAL TRUCKLOAD SERVICES INC COM COMMON STK NPV STOCK 91388P105 75,594.00 76 4,300 SH Sole 28 4,300 UNIVERSAL TRAVEL GROUP COM STK COMMON USD0.001 STOCK 91388Q202 67,388.00 67 6,800 SH Sole 28 6,800 UNUM GROUP COMMON 19, 28, COM STOCK 91529Y106 7,797,001.52 7,797 314,776 SH Sole 34, 37 314,776 URANERZ ENERGY CORP COM COMMON USD0.001 STOCK 91688T104 68,076.00 68 36,600 SH Sole 28 36,600 US ECOLOGY INC COM STK COMMON USD0.01 STOCK 91732J102 209,300.00 209 13,000 SH Sole 28 13,000 VCG HOLDING CORP COM STK COMMON USD0.0001 STOCK 91821K101 2,640.00 3 1,100 SH Sole 33 1,100 VAALCO ENERGY COM STK COMMON USD0.10 STOCK 91851C201 311,714.00 312 63,100 SH Sole 8, 28 63,100 VAIL RESORTS INC COM STK COMMON 5, 26, USD0.01 STOCK 91879Q109 4,527,363.70 4,527 112,930 SH Sole 28, 33 112,930 VALENT PHARMACEUTICALS INTE COMMON COM STOCK 91911X104 5,724,194.00 5,724 133,400 SH Sole 28 133,400 VALERO ENERGY CORP(NEW) COMMON 19, 23, USD0.01 STOCK 91913Y100 5,963,052.10 5,963 302,693 SH Sole 28, 34, 43 302,693 VALUECLICK INC COM STK COMMON USD0.001 STOCK 92046N102 2,425,325.76 2,425 239,184 SH Sole 28 239,184 VARIAN MEDICAL SYSTEMS INC COM STK COMMON USD1 STOCK 92220P105 4,810,224.21 4,810 86,937 SH Sole 23, 28, 39 86,937 VASCO DATA SECURITY INTERNATIONAL COMMON COM STK USD0.001 STOCK 92230Y104 169,950.00 170 20,600 SH Sole 28 20,600 VASCULAR SOLUTIONS INC COM STK COMMON USD0.01 STOCK 92231M109 113,274.00 113 12,600 SH Sole 28 12,600 VECTREN CORP COM COMMON NPV STOCK 92240G101 5,803,267.20 5,803 234,760 SH Sole 25, 28 234,760 VECTOR GROUP COM STK COMMON USD0.1 STOCK 92240M108 436,020.94 436 28,258 SH Sole 28 28,258 VENOCO INC COM STK COMMON NPV STOCK 92275P307 177,054.00 177 13,800 SH Sole 28 13,800 VERIFONE HLDGS INC COM STK COMMON USD0.01 STOCK 92342Y109 1,081,235.00 1,081 53,500 SH Sole 28 53,500 VERIZON COMMUNICATIONS INC COM STK COMMON 19, 23, 28, USD0.10 STOCK 92343V104 49,014,236.70 49,014 1,580,085 SH Sole 32, 36, 39 1,580,085 VERISK ANALYTICS INC COMMON NPV STOCK 92345Y106 3,202,251.00 3,202 113,555 SH Sole 11, 47 113,555 VERTEX PHARMACEUTICAL COM STK COMMON USD0.01 STOCK 92532F100 16,527,010.60 16,527 404,380 SH Sole 28 404,380 VIAD CORP COM STOCK COMMON USD1.5 STOCK 92552R406 414,801.75 415 20,185 SH Sole 8, 28, 33 20,185 VIASAT INC COM STK COMMON USD0.01 STOCK 92552V100 737,989.03 738 21,323 SH Sole 28 21,323 VIACOM INC NEW CLASS'B' NON-VTG COM COMMON 19, 28, USD0.001 STOCK 92553P201 20,603,796.48 20,604 599,296 SH Sole 32, 34, 36 599,296 VIRAGE LOGIC CORP COM STK COMMON NPV STOCK 92763R104 101,394.00 101 12,900 SH Sole 28, 33 12,900 VIRGIN MEDIA INC COM STK COMMON USD0.01 STOCK 92769L101 812,946.00 813 47,100 SH Sole 37 47,100 VIRGINIA COMM BANCORP INC COMMON COM STOCK 92778Q109 16,192.75 16 2,435 SH Sole 33 2,435 VIRTUAL RADIOLOGIC CORP COMMON USD0.001 STOCK 92826B104 52,800.00 53 4,800 SH Sole 28 4,800 VISA INC USD0.0001 COMMON 11, 28, 'A' STOCK 92826C839 27,031,085.41 27,031 296,947 SH Sole 39, 47 296,947 VIRTUSA CORP COM STK COMMON USD0.01 STOCK 92827P102 142,278.00 142 13,800 SH Sole 8, 28 13,800 VIRTUS INVESTMENT PARTNERS INC COMMON USD0.01 STOCK 92828Q109 104,054.12 104 4,993 SH Sole 8, 28 4,993 VITAL IMAGES INC COM STK COMMON 8, 28, USD0.01 STOCK 92846N104 892,018.05 892 55,165 SH Sole 30, 33 55,165 VITACOST.COM INC COMMON NPV STOCK 92847A200 74,710.00 75 6,200 SH Sole 28 6,200 VOCUS INC COM STK COMMON USD0.01 STOCK 92858J108 1,237,830.00 1,238 72,600 SH Sole 5, 28 72,600 VOLCOM INC COM STK COMMON USD0.001 STOCK 92864N101 265,472.00 265 13,600 SH Sole 28 13,600 W & T OFFSHORE INC COM STK COMMON USD0.00001 STOCK 92922P106 209,160.00 209 24,900 SH Sole 28 24,900 WGL HLDGS INC COM STK COMMON USD1 STOCK 92924F106 5,141,886.75 5,142 148,395 SH Sole 8, 28 148,395 WCA WASTE CORP COM STK COMMON USD0.01 STOCK 92926K103 580.26 1 114 SH Sole 33 114 WALTER ENERGY INC COM STK COMMON USD0.01 STOCK 93317Q105 5,286,056.03 5,286 57,289 SH Sole 11, 23 57,289 WARREN RESOURCES INC COM STK COMMON USD0.001 STOCK 93564A100 110,728.80 111 43,940 SH Sole 28 43,940 WASTE MANAGEMENT INC COM STK COMMON USD0.01 STOCK 94106L109 11,231,754.60 11,232 326,220 SH Sole 23, 28 326,220 WEB.COM GROUP COMMON INC STOCK 94733A104 717,514.30 718 131,654 SH Sole 28, 30, 33 131,654 WEBMD HEALTH CORP COMMON USD0.01 STOCK 94770V102 2,479,196.52 2,479 53,454 SH Sole 11, 23 53,454 WELLCARE HEALTH PLANS INC COM STK COMMON USD0.01 STOCK 94946T106 3,848,372.00 3,848 129,140 SH Sole 8, 28 129,140 WELLPOINT INC COM STK COMMON 11, 28, USD0.01 STOCK 94973V107 23,847,961.50 23,848 370,425 SH Sole 32, 34, 36 370,425 WESCO INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 95082P105 794,789.58 795 22,898 SH Sole 30, 33 22,898 WEST BANCORPORATION COM STK COMMON NPV STOCK 95123P106 123,046.00 123 18,700 SH Sole 8, 28 18,700 WESTAR ENERGY INC COM COMMON 8, 23, USD5 STOCK 95709T100 11,758,098.70 11,758 527,269 SH Sole 25, 28 527,269 WESTFIELD FINANCIAL INC COM STK COMMON 11, 28, USD0.01 STOCK 96008P104 3,431,161.31 3,431 373,358 SH Sole 33, 39 373,358 WILSHIRE STATE BAN COM COMMON 8, 25, NPV STOCK 97186T108 1,610,666.78 1,611 146,026 SH Sole 28, 33 146,026 WINDSTREAM CORP COM STK COMMON 28, 35, USD0.0001 STOCK 97381W104 6,586,729.38 6,587 604,842 SH Sole 39, 43 604,842 WINTRUST FINANCIAL CORP COM STK COMMON NPV STOCK 97650W108 6,728,981.98 6,729 180,838 SH Sole 28, 33, 39 180,838
WORLD WRESTLING ENTERTAINMENT, COMMON INC. STOCK 98156Q108 286,643.70 287 16,569 SH Sole 28 16,569 WRIGHT EXPRESS CORP COM STK COMMON USD0.01 STOCK 98233Q105 842,607.00 843 27,975 SH Sole 28 27,975 WRIGHT MEDICAL GROUP INC COM STK COMMON USD0.01 STOCK 98235T107 875,208.04 875 49,252 SH Sole 11, 28 49,252 WYNDHAM WORLDWIDE COMMON USD0.01 STOCK 98310W108 2,344,414.68 2,344 91,116 SH Sole 28, 32, 33 91,116 XTO ENERGY INC COM STK COMMON USD0.01 STOCK 98385X106 13,068,152.30 13,068 276,985 SH Sole 23, 28, 31 276,985 XCEL ENERGY INC COM STK COMMON USD2.5 STOCK 98389B100 6,158,557.60 6,159 290,498 SH Sole 23, 28 290,498 XENOPORT INC COM STK COMMON USD1 STOCK 98411C100 216,684.00 217 23,400 SH Sole 8, 28 23,400 ZEP INC COM STK COMMON USD0.01 STOCK 98944B108 373,338.44 373 17,063 SH Sole 28 17,063 ZHONGPIN INC COM STK COMMON USD0.001 STOCK 98952K107 234,950.00 235 18,500 SH Sole 28 18,500 ZIMMER HOLDINGS INC COM STK COMMON 11, 23, USD0.01 STOCK 98956P102 11,373,444.80 11,373 192,119 SH Sole 28, 34 192,119 ZIX COMMON CORPORATION STOCK 98974P100 124,509.00 125 53,900 SH Sole 28 53,900 ZIPREALTY INC COM STK COMMON USD0.001 STOCK 98974V107 9,310.00 9 1,900 SH Sole 33 1,900 ZORAN CORP COM STK COMMON USD0.001 STOCK 98975F101 447,174.84 447 41,559 SH Sole 28, 33 41,559 ZOLTEK COS INC COM STK COMMON USD0.01 STOCK 98975W104 197,620.00 198 20,500 SH Sole 28 20,500 ZYMOGENETICS INC COM COMMON NPV STOCK 98985T109 175,647.42 176 30,654 SH Sole 28 30,654 DAIMLER AG ORD COMMON NPV(REGD) STOCK D1668R123 3,576,520.80 3,577 76,080 SH Sole 38 76,080 AIRCASTLE COMMON NPV STOCK G0129K104 531,267.00 531 56,100 SH Sole 8, 28 56,100 ALLIED WORLD ASSURANCE COM STK COMMON USD0.03 STOCK G0219G203 1,107,795.00 1,108 24,700 SH Sole 30, 32, 33 24,700 AMDOCS ORD COMMON GBP0.01 STOCK G02602103 126,973.87 127 4,217 SH Sole 34 4,217 AMERICAN SAFETY INSURANCE HOLDINGS COM STK COMMON USD0.01 STOCK G02995101 149,310.00 149 9,000 SH Sole 8, 28 9,000 ARCH CAPITAL GROUP COM STK COMMON 30, 32, USD0.01 STOCK G0450A105 4,681,521.25 4,682 61,397 SH Sole 35, 43 61,397 ARGO GROUP INTL HLDGS COM STK COMMON USD0.01 STOCK G0464B107 1,085,312.18 1,085 33,302 SH Sole 8, 28, 33 33,302 APCO OIL & GAS INTL INC COM STK COMMON USD0.01 STOCK G0471F109 202,950.00 203 7,500 SH Sole 28 7,500 ASPEN INSURANCE HLDGS COM STK COMMON USD0.15144558 STOCK G05384105 5,164,667.20 5,165 179,080 SH Sole 8, 33, 39 179,080 ASSURED GUARANTY LTD COM STK COMMON USD0.01 STOCK G0585R106 3,346,031.00 3,346 152,300 SH Sole 8, 28, 30 152,300 AXIS CAPITAL HLDGS COM STK COMMON USD0.0125 STOCK G0692U109 1,576,160.46 1,576 50,421 SH Sole 32, 43 50,421 ACCENTURE PLC COMMON CLS'A'USD0.0000225 STOCK G1151C101 3,361,369.60 3,361 80,128 SH Sole 34, 36 80,128 CONSOLIDATED WATER CO COM STK COMMON USD1.2 STOCK G23773107 154,812.00 155 11,400 SH Sole 28 11,400 COOPER INDUSTRIES PLC COMMON USD0.01 STOCK G24140108 5,426,328.60 5,426 113,190 SH Sole 43 113,190 COVIDIEN PLC COMMON 11, 23, SHS STOCK G2554F105 24,908,963.40 24,909 495,405 SH Sole 34, 38, 39 495,405 ENDURANCE SPECIALTY HLDGS LTD COMMON USD1 STOCK G30397106 48,295.00 48 1,300 SH Sole 33 1,300 ENSTAR GROUP LIMITED COMMON SHS STOCK G3075P101 352,716.00 353 5,100 SH Sole 28 5,100 EVEREST RE GROUP COM STK COMMON 28, 32, USD0.01 STOCK G3223R108 16,061,529.66 16,062 198,462 SH Sole 34, 37, 43 198,462 FLAGSTONE REINSURANCE HOLDIN COM STK COMMON USD0.01 STOCK G3529T105 354,114.00 354 30,900 SH Sole 28, 33 30,900 FRESH DEL MONTE PRODUCE NV COM STK COMMON USD0.01 STOCK G36738105 617,625.00 618 30,500 SH Sole 28, 33 30,500 FRONTLINE LTD COM STK COMMON USD2.50 STOCK G3682E127 787,191.00 787 25,700 SH Sole 37 25,700 GARMIN COM STK COMMON USD0.01 STOCK G37260109 4,675,320.00 4,675 121,500 SH Sole 35, 39 121,500 GLOBAL CROSSING LT COM COMMON USD0.01 STOCK G3921A175 327,240.00 327 21,600 SH Sole 28 21,600 GLOBAL SOURCES COM STK COMMON USD0.01 STOCK G39300101 81,368.49 81 12,499 SH Sole 28 12,499 GREENLIGHT CAPITAL RE LTD CLS'A'COM COMMON STK USD0.10 STOCK G4095J109 996,151.16 996 37,337 SH Sole 26, 28 37,337 HELEN OF TROY COM STK COMMON USD0.10 STOCK G4388N106 977,250.00 977 37,500 SH Sole 8, 28, 33 37,500 HERBALIFE COMMON LTD STOCK G4412G101 364,348.00 364 7,900 SH Sole 23 7,900 INGERSOLL-RAND PLC COMMON 11, 34, USD1 STOCK G47791101 8,061,769.65 8,062 231,195 SH Sole 36, 43 231,195 INVESCO LTD 11, 23, COM STK COMMON 28, 34, USD0.20 STOCK G491BT108 17,883,906.04 17,884 816,244 SH Sole 38, 39, 43 816,244 KNIGHTSBRIDGE TANKERS COM STK COMMON USD0.01 STOCK G5299G106 370,986.00 371 21,900 SH Sole 8, 28 21,900 LAZARD LTD COM STK CLASS 'A' COMMON USD0.01 STOCK G54050102 4,129,954.50 4,130 115,685 SH Sole 11, 23 115,685 MAIDEN HLDGS LTD COMMON USD0.01 STOCK G5753U112 264,562.00 265 35,800 SH Sole 28 35,800 MARVELL TECH GROUP COM COMMON 11, 23, NPV STOCK G5876H105 36,693,884.30 36,694 1,800,485 SH Sole 38, 39 1,800,485 MAX CAPITAL GROUP COM STK COMMON USD1 STOCK G6052F103 1,151,799.00 1,152 50,100 SH Sole 8, 28, 33 50,100 MONTPELIER RE HOLDINGS COM STK COMMON USD0.0016 STOCK G62185106 1,003,002.27 1,003 59,667 SH Sole 28, 33 59,667 NABORS INDUSTRIES COM STK COMMON USD0.001 STOCK G6359F103 2,432,569.23 2,433 123,921 SH Sole 28, 43 123,921 NORDIC AMERICAN TANKER SHIPPING COMMON USD0.01 STOCK G65773106 1,113,936.00 1,114 36,800 SH Sole 8, 28 36,800 ONEBEACON INSURANCE GROUP LTD CLASS'A'COM COMMON STK STOCK G67742109 31,050.00 31 1,800 SH Sole 33 1,800 ORIENT EXPRESS HOTELS LTD CLS'A'COM STK COMMON USD0.01 STOCK G67743107 948,642.00 949 66,900 SH Sole 28, 33 66,900 PARTNERRE COM STK COMMON 35, 37, USD1 STOCK G6852T105 12,855,487.76 12,855 161,258 SH Sole 39, 43 161,258 PLATINUM UNDERWRITERS HLDGS LTD COMMON SHS STOCK G7127P100 2,065,356.00 2,065 55,700 SH Sole 8, 28, 33 55,700 PRIMUS GUARANTY LTD COM STK COMMON USD0.01 STOCK G72457107 69,720.00 70 16,600 SH Sole 28 16,600 SEAGATE TECHNOLOGY HLDGS COM STK COMMON USD0.00001 STOCK G7945J104 4,584,173.00 4,584 251,050 SH Sole 23, 34 251,050 SHIP FINANCE INTERNATIONAL COM STK COMMON USD1 STOCK G81075106 2,286,706.56 2,287 128,756 SH Sole 11, 28 128,756 SMART MODULAR TECHNOLOGIES WWH INC COM COMMON STK STOCK G82245104 948,622.98 949 123,038 SH Sole 28, 30, 33 123,038 UTI WORLDWIDE INC ORD COMMON NPV STOCK G87210103 3,256,266.00 3,256 212,550 SH Sole 39 212,550 TEXTAINER GROUP HLDGS LTD COMMON USD0.01 STOCK G8766E109 153,005.00 153 7,100 SH Sole 28 7,100 VALIDUS HOLDING LTD COM STK COMMON USD0.175 STOCK G9319H102 1,519,656.00 1,520 55,200 SH Sole 11, 25, 33 55,200 VANTAGE DRILLING COMPANY ORD COMMON SHS STOCK G93205113 62,012.00 62 41,900 SH Sole 28 41,900 WARNER CHILCOTT PLC COMMON USD0.01 STOCK G94368100 917,245.00 917 35,900 SH Sole 35 35,900
GOLAR LNG COM STK COMMON USD1.00 STOCK G9456A100 297,180.00 297 25,400 SH Sole 28 25,400 WHITE MOUNTAINS INSURANCE GROUP COM STK COMMON USD1 STOCK G9618E107 503,035.00 503 1,417 SH Sole 33, 37 1,417 WILLIS GROUP HLDGS PLC ORD SHS COMMON USD0.000115 STOCK G96666105 4,284,195.51 4,284 136,919 SH Sole 35, 43 136,919 XL CAPITAL CLASS'A'COM STK COMMON USD0.01 STOCK G98255105 9,029,720.70 9,030 477,763 SH Sole 28, 32, 43 477,763 XOMA LTD COM STK COMMON USD0.0005 STOCK G9825R107 22,158.68 22 38,800 SH Sole 8 38,800 ACE LIMITED COMMON CHF32.51 STOCK H0023R105 7,003,859.10 7,004 133,917 SH Sole 23, 37 133,917 WEATHERFORD INTERNATIONAL LTD COMMON CHF0.01 STOCK H27013103 3,499,191.80 3,499 220,630 SH Sole 11, 37 220,630 FOSTER WHEELER AG COMMON CHF3 STOCK H27178104 6,109,024.02 6,109 225,093 SH Sole 35, 43 225,093 NOBLE CORPORATION COMMON CHF0.01 STOCK H5833N103 8,447,849.10 8,448 202,005 SH Sole 11, 35, 43 202,005 TRANSOCEAN LTD COMMON CHF15 STOCK H8817H100 1,132,700.94 1,133 13,113 SH Sole 31, 43 13,113 TYCO INTERNATIONAL LTD. COMMON USD0.80 STOCK H89128104 2,034,670.50 2,035 53,194 SH Sole 23, 34 53,194 TYCO ELECTRONICS LTD SWITZERLD COMMON SHS STOCK H8912P106 885,433.08 885 32,221 SH Sole 23, 34 32,221 UBS AG COMMON CHF0.10 STOCK H89231338 2,432,069.20 2,432 149,390 SH Sole 37, 46 149,390 MILLICOM INTERNATIONAL CELLULAR SA COMMON USD1.50 STOCK L6388F110 748,860.00 749 8,400 SH Sole 23 8,400 CHECK POINT SOFTWARE TECHNOLOGIES ORD COMMON ILS1 STOCK M22465104 4,539,077.96 4,539 129,466 SH Sole 11, 43 129,466 MELLANOX TECHNOLOGIES LTD COMMON ILS0.0175 STOCK M51363113 626,867.72 627 26,596 SH Sole 30 26,596 CORE LABORATORIES NV COMMON 5, 11, EUR0.01 STOCK N22717107 7,567,957.20 7,568 57,859 SH Sole 23, 47 57,859 EURAND N.V. COM STK COMMON USD0.01 STOCK N31010106 263,726.40 264 23,380 SH Sole 47 23,380 ORTHOFIX INTL N.V. COM STK COMMON USD0.10 STOCK N6748L102 451,112.00 451 12,400 SH Sole 28 12,400 SENSATA TECHNOLOGIES HLDGS BV COMMON EUR0.01 STOCK N7902X106 1,975,600.00 1,976 110,000 SH Sole 11 110,000 VISTAPRINT NV COMMON EUR0.01 STOCK N93540107 8,131,904.50 8,132 142,042 SH Sole 11, 26, 47 142,042 BANCO LATINOAMERICANO DE COMERCIO COMMON EXTERIOR SA STOCK P16994132 416,440.00 416 29,000 SH Sole 8, 28 29,000 COPA HOLDINGS SA NPV CLASS COMMON 'A' STOCK P31076105 647,033.60 647 10,642 SH Sole 30, 34 10,642 STEINER LEISURE COM STK COMMON USD0.01 STOCK P8744Y102 465,360.00 465 10,500 SH Sole 28 10,500 ULTRAPETROL (BAHAMAS) LTD COMMON USD0.01 STOCK P94398107 90,036.00 90 16,400 SH Sole 28 16,400 ROYAL CARIBBEAN CRUISES COM STK COMMON USD0.01 STOCK V7780T103 7,484,441.30 7,484 226,870 SH Sole 11, 23, 43 226,870 AEGEAN MARINE PETROLEUM NETWORK INC COM COMMON STK STOCK Y0017S102 792,369.60 792 27,920 SH Sole 47 27,920 AVAGO TECHNOLOGIES LTD COMMON NPV STOCK Y0486S104 5,613,455.68 5,613 273,028 SH Sole 11, 39 273,028 DHT HOLDINGS INC COM STK COMMON USD0.01 STOCK Y2065G105 180,320.00 180 46,000 SH Sole 8, 28 46,000 EAGLE BULK SHIPPING INC COM STK COMMON USD0.01 STOCK Y2187A101 260,190.00 260 49,000 SH Sole 28 49,000 FLEXTRONICS INTERNATIONAL ORD COMMON USD0.01 STOCK Y2573F102 1,286,026.56 1,286 164,034 SH Sole 34, 37 164,034 GENCO SHIPPING & TRADING LIMITED COMMON COM STK USD0.01 STOCK Y2685T107 1,781,684.00 1,782 84,400 SH Sole 11, 28, 33 84,400 GENERAL MARITIME CORP(NEW) COMMON USD0.01 STOCK Y2693R101 291,496.98 291 40,542 SH Sole 28, 33 40,542 TEEKAY TANKERS LTD COMMON USD0.01 STOCK Y8565N102 128,214.00 128 10,200 SH Sole 28 10,200 VERIGY LTD COM COMMON NPV STOCK Y93691106 1,432,605.20 1,433 128,140 SH Sole 23 128,140 KAYNE ANDERSON ENERGY DEVELOPMENT COM COMMON STK USD0.001 STOCK 48660Q102 217,481.28 217 13,458 SH Sole 8, 28 13,458 Subtotal - COMMON STOCK 12,885,487,925.85 432,883,741 REIT ACADIA REALTY TRUST SHS BEN INT USD0.001 REIT 004239109 2,564,821.02 2,565 143,607 SH Sole 28, 36 143,607 AGREE REALTY CORP COM STK USD0.0001 REIT 008492100 118,872.00 119 5,200 SH Sole 28 5,200 ALEXANDER'S INC COM STK USD1 REIT 014752109 450,190.65 450 1,505 SH Sole 28 1,505 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK REIT 015271109 6,065,748.00 6,066 89,730 SH Sole 28 89,730 AMERICAN CAMPUS COMMUNITIES INC COM STK USD0.01 REIT 024835100 1,198,341.84 1,198 43,324 SH Sole 8, 28 43,324 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK REIT 035710409 2,821,041.90 2,821 164,205 SH Sole 23, 32 164,205 ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 REIT 037347101 785,884.00 786 116,600 SH Sole 8, 28 116,600 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 REIT 044103109 416,792.10 417 58,130 SH Sole 8, 28 58,130 ASSOCIATED ESTATES REALTY CORP COM NPV REIT 045604105 445,417.00 445 32,300 SH Sole 8, 28 32,300 AVALONBAY COMMUNITIES INC COM STK 28, 34, USD0.01 REIT 053484101 16,058,250.45 16,058 185,967 SH Sole 36, 43 185,967 BOSTON PROPERTIES INC COM STK 23, 28, USD0.01 REIT 101121101 20,111,474.16 20,111 266,589 SH Sole 36, 43 266,589 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 REIT 124830100 2,124,870.00 2,125 155,100 SH Sole 8, 28 155,100 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 REIT 133131102 11,181,360.07 11,181 268,589 SH Sole 28, 36 268,589 CAPLEASE INC COM STK USD0.01 REIT 140288101 324,675.00 325 58,500 SH Sole 8, 28 58,500 CEDAR SHOPPING CENTERS INC COM STK USD0.06 REIT 150602209 398,664.00 399 50,400 SH Sole 8, 28 50,400 COLONIAL PROPERTIES TRUST COM STK USD0.01 REIT 195872106 829,935.68 830 64,436 SH Sole 8, 28 64,436 COUSINS PROPERTIES INC COM STK USD1 REIT 222795106 3,883,895.21 3,884 467,376 SH Sole 28, 36 467,376 CREXUS INVESTMENT CORP USD0.01 REIT 226553105 789,231.10 789 59,030 SH Sole 28, 36 59,030 DCT INDUSTRIAL TRUST INC COM STK 8, 28, USD0.01 REIT 233153105 3,249,048.59 3,249 621,233 SH Sole 30, 36 621,233 DEVELOPERS DIVERSIFIED REALTY CORP COM NPV REIT 251591103 2,127,316.00 2,127 174,800 SH Sole 8, 28 174,800 DIAMONDROCK HOSPIT COM USD0.01 REIT 252784301 1,209,944.58 1,210 119,678 SH Sole 8, 28 119,678 DIGITAL REALTY TRUST INC COM STK USD0.01 REIT 253868103 1,921,281.60 1,921 35,448 SH Sole 30, 36, 47 35,448 DUKE REALTY CORP COM STK USD0.01 REIT 264411505 7,077,399.20 7,077 570,758 SH Sole 19, 28, 36 570,758 EASTGROUP PROPERTIES INC COM STK USD0.0001 REIT 277276101 943,877.40 944 25,010 SH Sole 8, 28 25,010
EQUITY ONE INC COM STK USD0.01 REIT 294752100 1,879,668.34 1,880 99,506 SH Sole 28, 36 99,506 ESSEX PROPERTY TRUST INC COM STK USD0.0001 REIT 297178105 6,151,770.45 6,152 68,391 SH Sole 28, 30, 36 68,391 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV REIT 313747206 14,444,557.47 14,445 198,387 SH Sole 28, 36 198,387 GETTY REALTY CORP COM STK USD0.10 REIT 374297109 297,999.00 298 12,735 SH Sole 28 12,735 GLADSTONE COMMERICAL CORP COM STK US0.001 REIT 376536108 99,705.00 100 6,900 SH Sole 28 6,900 GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST REIT 379302102 971,432.28 971 191,604 SH Sole 8, 28, 30 191,604 GRAMERCY CAPITAL CORP COM STK USD0.001 REIT 384871109 86,986.62 87 31,178 SH Sole 28 31,178 HEALTHCARE REALTY TRUST INC COM STK USD0.01 REIT 421946104 8,970,329.82 8,970 385,158 SH Sole 28, 36, 39 385,158 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST REIT 427825104 467,831.70 468 90,315 SH Sole 8, 28 90,315 HIGHWOODS PROPERTIES INC COM STK USD0.01 REIT 431284108 6,318,204.52 6,318 199,124 SH Sole 28 199,124 HOME PROPERTIES INC COM STK USD0.01 REIT 437306103 1,295,892.00 1,296 27,690 SH Sole 8, 28 27,690 INLAND REAL ESTATE CORP COM STK USD0.01 REIT 457461200 600,880.50 601 65,670 SH Sole 8, 28 65,670 INVESTORS REAL EST SBI NPV REIT 461730103 471,718.94 472 52,297 SH Sole 28 52,297 LTC PROPERTIES INC COM STK USD0.01 REIT 502175102 1,204,602.96 1,205 44,516 SH Sole 8, 28, 36 44,516 LASALLE HOTEL PROPERTIES COM STK USD0.01 REIT 517942108 1,810,503.20 1,811 77,704 SH Sole 8, 28, 30 77,704 LEXINGTON REALTY TRUST COM STK USD0.0001 REIT 529043101 1,080,477.72 1,080 165,972 SH Sole 8, 28, 36 165,972 LIBERTY PROPERTY TRUST COM STK USD0.001 REIT 531172104 9,788,397.82 9,788 288,403 SH Sole 28, 36 288,403 MACERICH CO COM STK USD0.01 REIT 554382101 12,263,483.82 12,263 320,112 SH Sole 28, 36, 39 320,112 MACK CALI REALTY CORP COM STK USD0.01 REIT 554489104 9,426,202.50 9,426 267,410 SH Sole 28, 36 267,410 MISSION WEST PROPERTIES COM STK USD0.001 REIT 605203108 81,872.00 82 11,900 SH Sole 28 11,900 MONMOUTH REAL ESTATE INVESTMENT CORP COM STK REIT 609720107 126,991.00 127 15,100 SH Sole 28 15,100 NATIONAL RETAIL PROPERTIES INC COM REIT 637417106 2,302,976.25 2,303 100,875 SH Sole 8, 28, 30 100,875 NATIONWIDE HEALTH PROPERTIES INC COM STK USD0.10 REIT 638620104 10,466,439.75 10,466 297,765 SH Sole 28, 35, 36 297,765 OMEGA HEALTHCARE INVESTORS COM STK USD0.10 REIT 681936100 5,032,318.00 5,032 258,200 SH Sole 8, 28 258,200 PENNSYLVANIA REAL ESTAT INVES TRUST SHS BNF INT REIT 709102107 827,596.49 828 66,367 SH Sole 8, 28 66,367 PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 REIT 720190206 2,076,806.25 2,077 104,625 SH Sole 23 104,625 PLUM CREEK TIMBER CO INC COM STK 28, 34, NPV REIT 729251108 15,978,624.96 15,979 410,656 SH Sole 36, 39 410,656 POST PROPERTIESCOM USD 0.01 REIT 737464107 3,480,745.44 3,481 158,072 SH Sole 28, 36 158,072 POTLATCH CORP COM STK USD1 REIT 737630103 3,826,192.80 3,826 109,195 SH Sole 28 109,195 PROLOGIS SBI USD0.01 REIT 743410102 3,824,224.80 3,824 289,714 SH Sole 28, 43 289,714 RAIT FINANCIAL TRUST COM STK USD0.01 REIT 749227104 89,581.14 90 45,243 SH Sole 28 45,243 RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 REIT 751452202 182,851.14 183 16,239 SH Sole 28 16,239 RAYONIER INC COM STK 28, 34, NPV REIT 754907103 11,073,108.20 11,073 243,740 SH Sole 36, 43 243,740 REALTY INCOME CORP COM STK USD1 REIT 756109104 6,426,486.00 6,426 209,400 SH Sole 28 209,400 REDWOOD TRUST INC COM STK USD0.01 REIT 758075402 897,752.40 898 58,220 SH Sole 28 58,220 REGENCY CENTERS CORP COM STK USD0.01 REIT 758849103 17,222,411.04 17,222 459,632 SH Sole 28, 36 459,632 SAUL CENTERS INC COM STK USD0.01 REIT 804395101 374,463.00 374 9,045 SH Sole 8, 28 9,045 SIMON PPTY GROUP INC NEW COM REIT 828806109 40,863,998.40 40,864 487,056 SH Sole 28, 34, 36 487,056 SUN COMMUNITIES INC COM STK USD0.01 REIT 866674104 549,612.00 550 21,810 SH Sole 8, 28 21,810 SUNSTONE HOTEL INVESTORS INC COM STK USD0.01 REIT 867892101 1,022,714.03 1,023 91,559 SH Sole 8, 28 91,559 TANGER FACTORY OUTLET CENTERS COM STK USD0.01 REIT 875465106 1,598,171.64 1,598 37,029 SH Sole 28, 30 37,029 TAUBMAN CENTRES INC COM STK USD0.01 REIT 876664103 2,539,790.24 2,540 63,622 SH Sole 30, 36 63,622 TRANSCONTINENTAL REALTY INVESTMENTS COM STK REIT 893617209 15,024.00 15 1,200 SH Sole 28 1,200 UDR INC COM STK USD0.01 REIT 902653104 5,403,149.64 5,403 306,301 SH Sole 28 306,301 UMH PROPERTIES INC COM STK USD0.10 REIT 903002103 60,458.00 60 7,400 SH Sole 28 7,400 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV REIT 917286205 249,481.80 249 15,780 SH Sole 28 15,780 VORNADO REALTY TRUST USD0.04 REIT 929042109 22,565,867.20 22,566 298,096 SH Sole 28, 36 298,096 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT REIT 939653101 1,310,167.30 1,310 42,886 SH Sole 28 42,886 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 REIT 948741103 4,512,508.00 4,513 209,300 SH Sole 28 209,300 WINTHROP REALTY TRUST SHS BNF INT USD1 REIT 976391300 397,934.04 398 33,051 SH Sole 28, 30 33,051 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 REIT 05564E106 3,843,125.00 3,843 107,500 SH Sole 28 107,500 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 REIT 91359E105 302,969.82 303 8,573 SH Sole 28 8,573 AMB PROPERTIES CORP COM STK USD0.01 REIT 00163T109 11,355,838.44 11,356 416,881 SH Sole 28, 36 416,881 AMERICAN CAPITAL AGENCY CORP USD0.01 REIT 02503X105 309,760.00 310 12,100 SH Sole 28 12,100 APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01 REIT 03748R101 1,996,159.48 1,996 108,428 SH Sole 28, 36 108,428 APOLLO COMMERCIAL REAL ESTATE USD0.01 REIT 03762U105 160,289.00 160 8,900 SH Sole 28 8,900 BIOMED REALTY TRUST INC COM STK USD0.01 REIT 09063H107 1,510,151.62 1,510 91,303 SH Sole 8, 28 91,303 CAPSTEAD MTGE.CORP COM STK USD0.01 REIT 14067E506 596,804.00 597 49,900 SH Sole 28 49,900 CHIMERA INVESTMENT CORPORATION COM STK USD0.01 REIT 16934Q109 827,360.21 827 212,689 SH Sole 30 212,689 COGDELL SPENCER INC COM STK USD0.01 REIT 19238U107 170,200.00 170 23,000 SH Sole 28 23,000 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 REIT 22002T108 4,727,314.00 4,727 117,800 SH Sole 28 117,800 DOUGLAS EMMETT INC COM STK USD0.01 REIT 25960P109 366,236.36 366 23,828 SH Sole 30, 36 23,828 DUPONT FABROS TECHNOLOGY COM STK USD1 REIT 26613Q106 429,641.00 430 19,900 SH Sole 28 19,900 DYNEX CAPITAL INC COM STK USD0.01 REIT 26817Q506 100,800.00 101 11,200 SH Sole 28 11,200 EDUCATION REALTY TRUST INC COM STK USD0.01 REIT 28140H104 343,252.00 343 59,800 SH Sole 8, 28 59,800
ENTERTAINMENT PROPERTY TRUST SHS OF BENEFICIAL INT REIT 29380T105 1,654,001.82 1,654 40,214 SH Sole 8, 28 40,214 EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 REIT 29472R108 7,477,574.16 7,478 138,782 SH Sole 8, 28, 36 138,782 EQUITY RESIDENTIAL PROPERTIES TRUST 28, 32, SHS OF REIT 29476L107 32,499,589.50 32,500 830,130 SH Sole 36, 43 830,130 EXTRA SPACE STORAGE INC COM STK USD0.01 REIT 30225T102 922,343.20 922 72,740 SH Sole 8, 28 72,740 FELCOR LODGINGS TRUST INC COM STK USD0.01 REIT 31430F101 276,450.00 276 48,500 SH Sole 28 48,500 FIRST INDUSTRIAL REALTY TRUST COM STK USD0.01 REIT 32054K103 989,415.52 989 127,502 SH Sole 8, 28 127,502 FIRST POTOMAC REALTY TRUST SBI USD0.001 REIT 33610F109 523,900.71 524 34,857 SH Sole 8, 28 34,857 FRANKLIN STREET PROPERTIES CORP/MA COM STK REIT 35471R106 676,767.00 677 46,900 SH Sole 28 46,900 GOVERNMENT PROPERTIES INCOME USD0.01 REIT 38376A103 2,946,204.72 2,946 113,272 SH Sole 23, 28, 30 113,272 HCP INC COM STK 23, 28, USD1 REIT 40414L109 14,780,535.00 14,781 447,895 SH Sole 32, 36 447,895 HRPT PROPERTIES TRUST SHS OF BNF INT USD0.01 REIT 40426W101 401,292.40 401 51,580 SH Sole 36 51,580 HATTERAS FINANCIAL CORP USD0.001 REIT 41902R103 716,406.00 716 27,800 SH Sole 28 27,800 HEALTH CARE REIT INC COM STK USD1 REIT 42217K106 5,893,469.00 5,893 130,300 SH Sole 28, 35 130,300 HOSPITALITY PROPERTIES TRUST COM STK USD0.01 REIT 44106M102 6,321,842.00 6,322 263,960 SH Sole 19, 28, 32 263,960 HOST HOTELS & RESORTS INC COM STK 23, 28, USD1 REIT 44107P104 18,081,586.70 18,082 1,234,238 SH Sole 32, 36 1,234,238 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT REIT 45031U101 527,482.80 527 114,920 SH Sole 8, 28 114,920 INVESCO MORTGAGE CAPITAL INC USD0.01 REIT 46131B100 292,100.00 292 12,700 SH Sole 28 12,700 KILROY REALTY CORP COM STK USD0.01 REIT 49427F108 2,190,349.32 2,190 71,023 SH Sole 28, 36 71,023 KIMCO REALTY CORP COM STK USD0.01 REIT 49446R109 2,525,390.80 2,525 161,470 SH Sole 28 161,470 KITE REALTY GROUP TRUST COM STK USD0.01 REIT 49803T102 452,022.45 452 95,565 SH Sole 28, 36 95,565 MFA FINANCIAL INC COM STK 8, 28, USD0.01 REIT 55272X102 6,277,277.76 6,277 852,891 SH Sole 30, 35 852,891 MEDICAL PROPERTIES TRUST INC COM STK USD0.001 REIT 58463J304 612,136.80 612 58,410 SH Sole 28 58,410 MID-AMERICA APARTMENT COMMUNITIES COM STK USD0.01 REIT 59522J103 1,413,452.68 1,413 27,292 SH Sole 8, 28 27,292 NATIONAL HEALTH INVESTORS COM STK USD0.01 REIT 63633D104 1,672,571.52 1,673 43,152 SH Sole 28, 30 43,152 NORTHSTAR REALTY FINANCE CORP COM STK USD0.01 REIT 66704R100 426,384.59 426 101,279 SH Sole 8, 28 101,279 PS BUSINESS PARKS INC CALIF COM SER'A'USD0.01 REIT 69360J107 2,795,596.80 2,796 52,352 SH Sole 8, 28, 36 52,352 PARKWAY PROPERTIES INC COM STK USD0.001 REIT 70159Q104 790,299.96 790 42,082 SH Sole 8, 28 42,082 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 REIT 70931T103 171,083.00 171 10,300 SH Sole 28 10,300 PUBLIC STORAGE COM STK 23, 28, USD0.10 REIT 74460D109 20,811,357.65 20,811 226,235 SH Sole 34, 36 226,235 RESOURCE CAPITAL CORP USD0.001 REIT 76120W302 292,032.00 292 43,200 SH Sole 8, 28 43,200 SL GREEN REALTY CORP COM STK USD0.01 REIT 78440X101 9,220,470.00 9,220 161,000 SH Sole 19, 28 161,000 SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL REIT 81721M109 16,418,554.60 16,419 741,244 SH Sole 8, 28, 36 741,244 SOVRAN SELF STORAGE INC COM STK USD0.01 REIT 84610H108 1,985,765.04 1,986 56,964 SH Sole 28, 36 56,964 STARWOOD PROPERTY TRUST INC USD0.01 REIT 85571B105 2,221,024.70 2,221 115,079 SH Sole 28, 36 115,079 STRATEGIC HOTELS & RESORTS INC COM STK USD0.01 REIT 86272T106 410,261.00 410 96,532 SH Sole 8, 28 96,532 TERRENO REALTY CORP USD0.01 REIT 88146M101 50,923.13 51 2,581 SH Sole 28 2,581 U-STORE-IT TRUST COM USD0.01 REIT 91274F104 422,712.00 423 58,710 SH Sole 28 58,710 VENTAS INC COM STK USD0.25 REIT 92276F100 9,564,181.28 9,564 201,436 SH Sole 28, 36, 43 201,436 WALTER INVESTMENT MANAGEMENT CORP USD0.01 REIT 93317W102 270,400.00 270 16,900 SH Sole 28 16,900 Subtotal - REIT 533,124,401.70 19,093,454 CONVERTIBLE BONDS E TRADE FINANCIAL CORP SR DB-A CV CORPORATE 19 31/AUG/2019 BONDS 269246AZ7 175,587.50 176 110,000 PRN Sole 48 110,000 HORIZON LINES INC 4.25% CNV NTS CORPORATE 15/AUG/2012 BONDS 44044KAB7 148,962.50 149 170,000 PRN Sole 48 170,000 Subtotal - CONVERTIBLE BONDS 324,550.00 280,000 ETF ISHARES INC MSCI TAIWAN INDEX FUND ETF 464286731 1,428,190.00 1,428 113,800 SH Sole 23 113,800 ISHARES TRUST RUSSELL MIDCAP VALUE IDX FD ETF 464287473 3,956,171.35 3,956 98,095 SH Sole 23 98,095 ISHARES TRUST RUSSELL 2000 GROWTH INDEX FD ETF 464287648 4,826,516.00 4,827 65,900 SH Sole 5 65,900 ISHARES TR RUSSELL 3000 VALUE INDEX FD ETF 464287663 68,539.92 69 856 SH Sole 23 856 Subtotal - ETF 10,279,417.27 278,651 LIMITED PARTNERSHIP LIMITED INERGY LP PARTNER NPV SHIP 456615103 543,110.40 543 14,368 SH Sole 23 14,368 ALLIANCEBERNSTEIN LIMITED HOLDING LP UNITS PARTNER LIMITED SHIP 01881G106 558,870.48 559 18,228 SH Sole 23 18,228 WILLIAMS PIPELINE LIMITED PARTNERS COMMON PARTNER UNITS SHIP 96950K103 794,455.75 794 26,263 SH Sole 23 26,263 BROOKFIELD INFRASTRUCTURE LIMITED PARTN LP PARTNER PARTNERSHIP UTS SHIP G16252101 714,576.16 715 40,624 SH Sole 26 40,624 Subtotal - LIMITED PARTNERSHIP 2,611,012.79 99,483 GRAND TOTALS 13,563,633,000.74 456,039,897
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