-----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, UrLK8hh9wpvxc4vOyzzsL+N1bX6G7MVHsYMot29FXEoNwzE8Qv/hmRnPm0nF+LsI 2Mex+AgFwC6P6QBcbJj5Iw== 0000950123-10-104715.txt : 20101112 0000950123-10-104715.hdr.sgml : 20101111 20101112120034 ACCESSION NUMBER: 0000950123-10-104715 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 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: 101184538 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 w80496e13fvhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended September 30, 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 November 12, 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: 28 Form 13F Information Table Entry Total: 3,165 Form 13F Information Table Value Total: $13,684,932 (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. 33 028-01186 Dimensional Fund Advisors L.P. 34 028-10981 Goldman Sachs Asset Management, L.P. 35 028-04041 Thompson, Siegel & Walmsley LLC 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 Advisers, Inc. 43 028-10477 Columbia Management Investment Advisers, 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. 49 028-05161 Nationwide Fund Advisors 50 028-03676 Winslow Capital Management, Inc. 51 028-12592 BNY Mellon 52 028-04544 Baring International Investment, LTD NWD 13F REPORTING 09302010
TITLE SHARES OR OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE - ----------------- ----------- --------- ---------------- -------- ---------- --- ---- ---------- --------------- ---- ------- ---- ADR ABB LTD ADR EACH ADR 000375204 4,369,516.80 4,370 206,890 SH Sole 11 206,890 REPR I CHF2.50(SPON) AMERICA MOVIL ADR 02364W105 10,034,359.48 10,034 188,156 SH Sole 41 188,156 SAB DE CV ADR EACH REP 20 SHS NPV AU OPTRONICS ADR 002255107 780,023.12 780 74,572 SH Sole 29 74,572 CORP ADS EACH REPR 10 ORD TWD10 BAIDU INC ADS ADR 056752108 13,265,379.54 13,265 129,267 SH Sole 23, 38, 50 129,267 EACH REPR 1 ORD CLS'A'SHS BANCO BRADESCO ADR 059460303 8,584,769.30 8,585 421,235 SH Sole 41 421,235 SA ADR EACH REPR 1 PRF NPV SPON BANCO ADR 05967A107 1,901,637.00 1,902 138,100 SH Sole 37 138,100 SANTANDER(BRAZIL) SA ADR EACH REPR 1 UNIT BP AMOCO P.L.C ADR 055622104 1,116,859.76 1,117 27,128 SH Sole 23, 41 27,128 ADR-EACH CNV INTO 6 ORD USD0.25 CEMEX S.A.B. DE ADR 151290889 1,594,557.50 1,595 187,595 SH Sole 43 187,595 C.V. ADR EACH REP 10 CPO(SPON) COMPANIA DE ADR 204448104 6,524,217.90 6,524 144,405 SH Sole 52 144,405 MINAS BUENAVENTURA S.A ADR EACH REPR 1 CTRIP.COM ADR 22943F100 13,286,580.75 13,287 278,253 SH Sole 23, 50, 52 278,253 INTERNATIONAL ADR EACH REPR 0.25 ORD SHS ELAN CORP ADR 284131208 714,725.00 715 124,300 SH Sole 37 124,300 ADR-EACH CNV INTO 1 ORD EUR0.05 EMBRAER-EMPRESA ADR 29081M102 3,576,004.40 3,576 125,960 SH Sole 46 125,960 BRAS DE AERONAUTICA ADR EACH REP 4 FOCUS MEDIA HLDG ADR 34415V109 1,091,070.00 1,091 44,900 SH Sole 23 44,900 ADR EACH REPR 5 ORD SHS(SPONS)
FOMENTO ADR 344419106 3,318,756.60 3,319 65,420 SH Sole 41 65,420 ECONOMICO MEXCANO SAB DE CV ADR REP 10 GAFISA SA ADR ADR 362607301 456,041.09 456 29,441 SH Sole 26 29,441 EACH REPR 2 SHS GLAXOSMITHKLINE ADR 37733W105 1,202,909.76 1,203 30,438 SH Sole 41 30,438 ADR EACH REPR 2 ORD GBP0.25 GRUPO TELEVISA ADR 40049J206 4,326,247.20 4,326 228,660 SH Sole 41 228,660 SA DE CV ADR-EACH REPR 2 ORD PTG HDFC BANK ADR ADR 40415F101 3,687.40 4 20 SH Sole 40 20 EACH REPR 3 ORD INR10(MGT) HOME INNS & ADR 43713W107 1,698,857.28 1,699 34,362 SH Sole 23 34,362 HOTEL MANAGEMENT INC ADR EACH REPR ICICI BANK ADR ADR 45104G104 4,900,753.50 4,901 98,310 SH Sole 46 98,310 EACH REPR 2 ORD INR10(SPON) ICON SPON ADR ADR 45103T107 858,314.00 858 39,700 SH Sole 11 39,700 EACH 1 REP I SHR INFOSYS ADR 456788108 7,472,621.58 7,473 111,018 SH Sole 41 111,018 TECHNOLOGIES ADR EACH REPR 1ORD INR5 ITAU UNIBANCO ADR 465562106 3,917,619.42 3,918 162,019 SH Sole 38 162,019 HLDG SA ADR EACH REPR 1 PREF SH KB FINANCIAL ADR 48241A105 3,403,792.26 3,404 79,398 SH Sole 29, 46 79,398 GROUP INC ADR EACH REPR 1 SH LONGTOP ADR 54318P108 294,967.60 295 7,496 SH Sole 26 7,496 FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD MOBILE ADR 607409109 5,335,141.46 5,335 251,302 SH Sole 52 251,302 TELESYSTEMS OJSC ADS EACH REP 5 COM NEW ORIENTAL ADR 647581107 936,768.00 937 9,600 SH Sole 50 9,600 EDUCATION & TECHNOLOGY SPONSORED ADR NOKIA CORP ADR ADR 654902204 31,674.74 32 3,158 SH Sole 23 3,158 EACH REPR 1 EUR0.06 NOVO-NORDISK AS ADR 670100205 5,938,196.12 5,938 60,323 SH Sole 11 60,323 ADR EACH REPR 1
CLS'B' PETROLEO ADR 71654V408 4,820,645.70 4,821 132,910 SH Sole 11 132,910 BRASILEIRO SA PETROBRAS ADS EACH REP 2 PETROLEO ADR 71654V101 27,013,419.96 27,013 823,078 SH Sole 40, 41, 46, 823,078 BRASILEIRO SA 50, 52 PETROBRAS SPONS ADR-EACH RANDGOLD ADR 752344309 12,337,536.00 12,338 121,600 SH Sole 52 121,600 RESOURCES ADS EACH REPR 1 ORD USD0.05 ROYAL DUTCH ADR 780259107 5,157,646.70 5,158 87,730 SH Sole 46 87,730 SHELL ADR EA REP 2 CL'B' EUR0.07 ROYAL DUTCH ADR 780259206 2,973,754.80 2,974 49,316 SH Sole 41 49,316 SHELL ADR EACH REPR 2'A'SHS SHIRE ADR 82481R106 9,416,508.80 9,417 139,960 SH Sole 11, 50 139,960 PLC SONY CORP ADR ADR 835699307 1,153,316.00 1,153 37,300 SH Sole 40 37,300 EACH REPR 1 ORD TAIWAN ADR 874039100 6,192,092.40 6,192 610,660 SH Sole 37, 52 610,660 SEMICONDUCTOR MANUFACTURING ADS EACH CNV TERNIUM SA ADR ADR 880890108 4,505,700.00 4,506 138,000 SH Sole 52 138,000 EACH REPR 10 ORD NPV TEVA ADR 881624209 18,272,125.25 18,272 346,391 SH Sole 11, 41, 50 346,391 PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 TOTAL S A ADR 89151E109 1,386,492.00 1,386 26,870 SH Sole 41 26,870 SPONSORED ADR(CNV 1/2 SHS EUR10) UNILEVER NV ADR 904784709 5,212,326.96 5,212 174,442 SH Sole 34, 41, 46 174,442 EUR0.16(NEW YORK SHARES) VALE SA ADR REPR ADR 91912E204 13,710,581.25 13,711 494,075 SH Sole 29, 46, 52 494,075 1 PREF SHS NPV SPON VANCEINFO ADR 921564100 1,646,235.36 1,646 50,904 SH Sole 23, 47 50,904 TECHNOLOGIES INC ADR EACH REPR 1 ORD SHR VIMPELCOM LTD ADR 92719A106 8,963,608.50 8,964 603,610 SH Sole 41, 52 603,610 SPON ADR EACH REPR 1 ORD VODAFONE GROUP ADR 92857W209 1,806,465.72 1,806 72,812 SH Sole 41 72,812 SPON ADR REP 10
ORD SHS WIMM BILL DANN ADR 97263M109 5,986,292.52 5,986 264,646 SH Sole 52 264,646 FOODS OJSC ADR SUBTOTAL - ADR 241,490,796.48 7,475,730 COMMON STOCK 1-800-FLOWERS.COM COMMON 68243Q106 6,237.00 6 3,300 SH Sole 33 3,300 INC COM STK STOCK USD0.01 1ST UNITED COMMON 33740N105 164,389.38 164 25,566 SH Sole 8, 28 25,566 BANCORP INC STOCK USD0.01 21ST CENTURY COMMON 90136Q100 3,141.00 3 900 SH Sole 33 900 HLDG CO COM STK STOCK USD0.01 3 D SYSTEMS INC COMMON 88554D205 220,741.21 221 14,051 SH Sole 28 14,051 COM STK STOCK USD0.001 3M CO COM STK COMMON 88579Y101 65,878,009.21 65,878 759,751 SH Sole 11, 28, 31, 39 759,751 USD0.01 STOCK 99 CENTS ONLY COMMON 65440K106 2,354,959.04 2,355 124,733 SH Sole 28 124,733 STORES COM STK STOCK NPV A H BELO CORP COMMON 001282102 115,884.37 116 16,391 SH Sole 28, 33 16,391 USD0.01 STOCK SER'A' A.D.A.M INC COM COMMON 00088U108 1,902.00 2 300 SH Sole 33 300 STK USD0.01 STOCK A123 SYSTEMS COMMON 03739T108 489,178.95 489 54,535 SH Sole 28 54,535 USD0.001 STOCK AAON INC COM STK COMMON 000360206 221,182.08 221 9,404 SH Sole 28 9,404 USD0.004 STOCK AAR CORP COM STK COMMON 000361105 586,745.04 587 31,444 SH Sole 28, 33 31,444 USD1 STOCK AARONS INC COMMON 002535201 3,387,512.25 3,388 183,605 SH Sole 28, 30, 33 183,605 COM STOCK ABAXIS INC COM COMMON 002567105 1,004,688.30 1,005 43,493 SH Sole 11, 28 43,493 STK USD1 STOCK ABBOTT COMMON 002824100 40,481,402.88 40,481 774,912 SH Sole 28, 31, 39, 41 774,912 LABORATORIES COM STOCK STK NPV ABERCROMBIE & COMMON 002896207 3,435,191.80 3,435 87,365 SH Sole 28, 43, 51 87,365 FITCH CO STOCK CLASS'A'COM STK USD0.01 ABINGTON BANCORP COMMON 00350L109 200,449.72 200 19,018 SH Sole 28, 33 19,018 INC COM STK STOCK USD0.01 ABIOMED INC COM COMMON 003654100 248,878.77 249 23,457 SH Sole 28 23,457 STK USD0.01 STOCK ABM INDUSTRIES COMMON 000957100 961,920.86 962 44,554 SH Sole 8, 28, 33 44,554 INC COM STK STOCK USD0.01
ABOVENET INC COM COMMON 00374N107 854,432.27 854 16,403 SH Sole 28 16,403 STK USD0.01 STOCK ABRAXAS COMMON 003830106 131,296.04 131 46,231 SH Sole 28 46,231 PETROLEUM CORP STOCK COM STK USD0.01 AC MOORE ARTS & COMMON 00086T103 4,768.60 5 2,110 SH Sole 33 2,110 CRAFT INC COM STOCK STK NPV ACACIA RESEARCH COMMON 003881307 1,013,425.60 1,013 57,581 SH Sole 28, 47 57,581 CORP COM STK STOCK USD0.001(ACACIA ACCELRYS INC COMMON 00430U103 296,391.60 296 42,585 SH Sole 28 42,585 COM STOCK ACCENTURE PLC COMMON G1151C101 2,221,419.69 2,221 52,281 SH Sole 23, 41 52,281 CLS'A'USD0.0000225STOCK ACCO BRANDS CORP COMMON 00081T108 336,455.50 336 58,514 SH Sole 8, 28 58,514 COM STK STOCK USD0.01 ACCRETIVE HEALTH COMMON 00438V103 94,968.27 95 8,769 SH Sole 28 8,769 INC USD0.01 STOCK ACCURAY INC COM COMMON 004397105 240,664.24 241 38,692 SH Sole 28 38,692 STK STOCK USD0.001 ACE LIMITED COMMON H0023R105 15,547,798.75 15,548 266,915 SH Sole 23, 28, 37, 46 266,915 CHF32.51 STOCK ACETO CORP COM COMMON 004446100 1,846,207.79 1,846 271,901 SH Sole 8, 28, 33, 39 271,901 STK USD0.01 STOCK ACI WORLDWIDE COMMON 004498101 2,015,838.87 2,016 90,033 SH Sole 28 90,033 INC COM STK STOCK USD0.005 ACME PACKET INC COMMON 004764106 2,397,352.72 2,397 63,188 SH Sole 28, 47 63,188 COM STK STOCK USD0.001 ACME UNITED CORP COMMON 004816104 2,092.00 2 200 SH Sole 33 200 COM STK STOCK USD2.50 ACORDA COMMON 00484M106 953,980.82 954 28,891 SH Sole 28 28,891 THERAPEUTICS INC STOCK COM STK USD0.001 ACORN ENERGY INC COMMON 004848107 2,056.00 2 400 SH Sole 33 400 COM STK STOCK USD0.01 ACTEL CORP COM COMMON 004934105 295,569.45 296 18,531 SH Sole 28, 33 18,531 STK STOCK USD0.001 ACTIVIDENTITY COMMON 00506P103 6,823.40 7 3,130 SH Sole 33 3,130 CORP COM STK STOCK USD0.001 ACTIVISION COMMON 00507V109 352,732.00 353 32,600 SH Sole 40 32,600 BLIZZARD INC COM STOCK STK USD0.000001 ACTUANT CORP COMMON 00508X203 1,150,250.08 1,150 50,098 SH Sole 28 50,098
CLS'A' COM STK STOCK USD0.20 ACTUATE CORP COM COMMON 00508B102 1,432,771.20 1,433 278,208 SH Sole 25, 28 278,208 STK STOCK USD0.001 ACUITY BRANDS COMMON 00508Y102 5,581,893.52 5,582 126,173 SH Sole 8, 28 126,173 INC COM STK STOCK USD0.01 ACXIOM CORP COM COMMON 005125109 3,426,061.34 3,426 216,019 SH Sole 26, 28, 33 216,019 STK USD0.10 STOCK ADC COMMON 000886309 3,400,818.05 3,401 268,415 SH Sole 28 268,415 TELECOMMUNICATIONSSTOCK INC COM STK USD0.20 ADDUS HOMECARE COMMON 006739106 157,034.43 157 39,357 SH Sole 30 39,357 CORP STOCK USD0.001 ADMINISTAFF INC COMMON 007094105 437,208.55 437 16,235 SH Sole 28 16,235 COM STK STOCK USD0.01 ADOBE SYSTEMS COMMON 00724F101 8,199,933.95 8,200 313,573 SH Sole 11, 28, 47 313,573 INC COM STK STOCK USD0.0001 ADTRAN INC COM COMMON 00738A106 5,909,608.30 5,910 167,411 SH Sole 28 167,411 STK USD0.01 STOCK ADVANCE AMER COMMON 00739W107 213,851.95 214 53,065 SH Sole 8, 28 53,065 CASH ADVANCE STOCK CTRS INC COM USD0.01 ADVANCE AUTO COMMON 00751Y106 9,590,013.72 9,590 163,429 SH Sole 28 163,429 PARTS INC COM STOCK STK USD0.0001 ADVANCED COMMON 00752J108 135,938.79 136 38,729 SH Sole 28, 33 38,729 ANALOGIC COM STK STOCK NPV ADVANCED BATTERY COMMON 00752H102 163,833.24 164 45,636 SH Sole 28 45,636 TECHNOLOGIES INC STOCK COM STK USD0.001 ADVANCED ENERGY COMMON 007973100 357,543.62 358 27,377 SH Sole 28 27,377 INDUSTRIES COM STOCK STK USD0.001 ADVANCED MICRO COMMON 007903107 11,343,436.20 11,343 1,595,420 SH Sole 28, 39 1,595,420 DEVICES INC COM STOCK STK USD0.01 ADVENT SOFTWARE COMMON 007974108 3,280,819.97 3,281 62,863 SH Sole 28, 39 62,863 INC COM STOCK USD0.01 ADVISORY BOARD COMMON 00762W107 2,585,335.70 2,585 58,558 SH Sole 26, 28 58,558 INC COM STK STOCK USD0.01 AECOM TECHNOLOGY COMMON 00766T100 5,463,958.50 5,464 225,225 SH Sole 28 225,225 CORP COM STK STOCK USD0.01 AEP INDUSTRIES COMMON 001031103 85,386.30 85 3,615 SH Sole 28 3,615
INC COM STK STOCK USD0.01 AEROPOSTALE INC COMMON 007865108 7,445,533.50 7,446 320,238 SH Sole 28, 35 320,238 COM STK STOCK USD0.01 AEROVIRONMENT COMMON 008073108 1,345,613.25 1,346 60,477 SH Sole 5, 28 60,477 INC COM STK STOCK USD0.0001 AES CORP COM STK COMMON 00130H105 3,214,535.65 3,215 283,219 SH Sole 28 283,219 USD0.01 STOCK AETNA INC NEW COMMON 00817Y108 27,222,658.44 27,223 861,204 SH Sole 11, 23, 28, 39 861,204 COM STK STOCK USD0.001 AFC ENTERPRISES COMMON 00104Q107 247,975.20 248 19,998 SH Sole 28 19,998 INC COM STK STOCK USD0.001 AFFILIATED COMMON 008252108 12,676,546.99 12,677 162,499 SH Sole 11, 28 162,499 MANAGERS GROUP STOCK INC COM STK USD0.01 AFFIRMATIVE COMMON 008272106 6,840.00 7 1,900 SH Sole 33 1,900 INSURANCE HLDGS STOCK INC COM STK USD0.01 AFFYMAX INC COM COMMON 00826A109 95,182.15 95 15,997 SH Sole 28 15,997 STK STOCK USD0.001 AFFYMETRIX INC COMMON 00826T108 246,062.16 246 53,961 SH Sole 28, 33 53,961 COM STK STOCK USD0.01 AFLAC INC COM COMMON 001055102 26,944,684.83 26,945 521,073 SH Sole 28, 34, 39, 41 521,073 STK STOCK USD0.10 AGA MEDICAL COMMON 008368102 145,379.44 145 10,414 SH Sole 28 10,414 HLDGS INC STOCK NPV AGCO CORP COM COMMON 001084102 17,244,916.64 17,245 442,064 SH Sole 19, 23, 28, 39, 43 442,064 STK STOCK USD0.01 AGILENT COMMON 00846U101 16,507,671.82 16,508 494,686 SH Sole 23, 28, 38, 43, 50 494,686 TECHNOLOGIES INC STOCK COM STK USD0.01 AGILYSYS COMMON 00847J105 90,779.00 91 13,966 SH Sole 28 13,966 INC STOCK AGL RESOURCES COMMON 001204106 6,517,172.20 6,517 169,895 SH Sole 23, 28 169,895 USD5 STOCK AGRIUM INC COM COMMON 008916108 4,193,365.81 4,193 55,919 SH Sole 23, 43 55,919 NPV STOCK AIR METHODS CORP COMMON 009128307 347,983.02 348 8,369 SH Sole 28 8,369 COM STK STOCK USD0.06 AIR PRODUCTS & COMMON 009158106 10,470,518.50 10,471 126,425 SH Sole 28, 31, 34, 51 126,425 CHEMICALS INC STOCK
COM STK USD1 AIR TRANSPORT COMMON 00922R105 268,995.30 269 44,170 SH Sole 28, 33 44,170 SERVICES GROUP STOCK INC COM STK USD0.01 AIRCASTLE COMMON G0129K104 513,506.40 514 60,555 SH Sole 8, 28, 33 60,555 NPV STOCK AIRGAS INC COM COMMON 009363102 2,148,579.00 2,149 31,620 SH Sole 28 31,620 STK USD0.01 STOCK AIRTRAN HLDGS COMMON 00949P108 2,734,133.85 2,734 371,991 SH Sole 8, 28, 33 371,991 INC COM STK STOCK USD0.001 AK STEEL HOLDING COMMON 001547108 3,861,621.25 3,862 279,625 SH Sole 28, 39 279,625 CORP COM STK STOCK USD0.01 AKAMAI COMMON 00971T101 4,019,769.26 4,020 80,107 SH Sole 28, 47 80,107 TECHNOLOGIES COM STOCK STK USD0.01 AKORN COM STK COMMON 009728106 170,253.68 170 42,142 SH Sole 28 42,142 NPV STOCK ALAMO GROUP INC COMMON 011311107 137,106.20 137 6,140 SH Sole 28, 33 6,140 COM STK STOCK USD0.10 ALASKA AIR GROUP COMMON 011659109 7,383,530.70 7,384 144,690 SH Sole 8, 23, 28, 33, 47 144,690 INC COM STK STOCK USD1 ALASKA COM COMMON 01167P101 344,338.75 344 33,925 SH Sole 28 33,925 SYSTEMS GROUP STOCK COM STK USD0.01 ALBANY COMMON 012348108 432,473.36 432 22,858 SH Sole 28, 33 22,858 INTERNATIONAL STOCK CORP CLASS'A'COM STK USD0.001 ALBANY MOLECULAR COMMON 012423109 123,918.74 124 19,423 SH Sole 28, 33 19,423 RESEARCH COM STK STOCK USD0.01 ALBEMARLE CORP COMMON 012653101 12,386,768.58 12,387 264,618 SH Sole 23, 28 264,618 COM STK STOCK USD0.01 ALBERTO-CULVER COMMON 013078100 10,445,954.85 10,446 277,449 SH Sole 5, 11, 28 277,449 COMPANY (NEW) STOCK COM STK USD0.01 ALCOA INC COM COMMON 013817101 7,884,191.28 7,884 651,048 SH Sole 19, 28, 41 651,048 STK USD1 STOCK ALCON INC COMMON H01301102 1,134,172.00 1,134 6,800 SH Sole 39 6,800 CHF0.20 STOCK ALERE COMMON 01449J105 2,246,755.20 2,247 72,640 SH Sole 25, 33, 39 72,640 INC STOCK ALEXANDER & COMMON 014482103 2,899,942.24 2,900 83,236 SH Sole 28, 33 83,236 BALDWIN INC COM STOCK STK NPV ALEXION COMMON 015351109 11,962,400.12 11,962 185,867 SH Sole 11, 23, 47 185,867 PHARMACEUTICAL STOCK
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USD0.01 STOCK FACTSET RESEARCH COMMON 303075105 10,556,554.47 10,557 130,119 SH Sole 5, 11, 28 130,119 SYSTEMS INC COM STOCK STK USD0.01 FAIR ISAAC CORP COMMON 303250104 2,758,788.18 2,759 111,873 SH Sole 28 111,873 COM STK STOCK USD0.01 FAIRCHILD COMMON 303726103 2,362,398.60 2,362 251,319 SH Sole 28, 33 251,319 SEMICONDUCTOR STOCK INTL INC FALCONSTOR COMMON 306137100 21,940.20 22 7,170 SH Sole 28 7,170 SOFTWARCOM STOCK USD0.001 FAMILY DOLLAR COMMON 307000109 4,677,868.80 4,678 105,930 SH Sole 23, 28 105,930 STORES INC COM STOCK STK USD0.10 FARMER BROS CO COMMON 307675108 115,616.00 116 7,226 SH Sole 28, 33 7,226 COM STK STOCK USD1 FARO COMMON 311642102 287,172.27 287 13,167 SH Sole 28, 33 13,167 TECHNOLOGIES INC STOCK COM STK USD0.001 FASTENAL COM STK COMMON 311900104 13,735,360.08 13,735 258,232 SH Sole 11, 23, 28 258,232 USD0.01 STOCK FBL FINANCIAL COMMON 30239F106 317,553.54 318 12,223 SH Sole 28, 33 12,223 GROUP INC COM STOCK STK NPV FBR CAPITAL COMMON 30247C301 124,447.62 124 39,633 SH Sole 28 39,633 MARKETS CORP COM STOCK STK USD0.001 FEDERAL COMMON 313148306 88,626.62 89 8,191 SH Sole 28, 33 8,191 AGRICULTURAL STOCK MORTGAGE CORP CLASS'C'COM STK FEDERAL MOGUL COMMON 313549404 1,020,194.50 1,020 53,950 SH Sole 25, 33 53,950 CORP STOCK USD0.01 FEDERAL SIGNAL COMMON 313855108 274,652.84 275 50,956 SH Sole 28, 33 50,956 CORP COM STK STOCK USD1 FEDERATED COMMON 314211103 890,598.80 891 39,130 SH Sole 28 39,130 INVESTORS INC STOCK COM STK CLASS'B'USD0.01 FEDEX CORP COM COMMON 31428X106 23,487,277.50 23,487 274,705 SH Sole 19, 28, 38, 39 274,705 STK USD0.10 STOCK FEI CO COM STK COMMON 30241L109 701,760.63 702 35,859 SH Sole 8, 28, 33 35,859 NPV STOCK FEMALE HEALTH CO COMMON 314462102 71,667.40 72 13,916 SH Sole 28 13,916 COM STK STOCK USD0.01 FERRO CORP COM COMMON 315405100 860,613.74 861 66,766 SH Sole 28, 33 66,766 STK USD1 STOCK
FIBERTOWER CORP COMMON 31567R209 160,606.96 161 37,879 SH Sole 28, 33 37,879 COM STK STOCK USD0.001 FIDELITY COMMON 31620R105 10,395,149.90 10,395 661,690 SH Sole 28, 33, 37, 51 661,690 NATIONAL STOCK FINANCIAL INC CLASS 'A' COM STK FIDELITY COMMON 31620M106 5,803,161.26 5,803 213,902 SH Sole 28, 35 213,902 NATIONAL INFO STOCK SERVICES INC COM STK FIDELITY COMMON 316394105 7,950.72 8 1,212 SH Sole 33 1,212 SOUTHERN STOCK CORP FIFTH STREET COMMON 31678A103 422,083.46 422 37,889 SH Sole 28 37,889 FINANCE CORP STOCK USD0.01 FIFTH THIRD COMMON 316773100 8,576,126.85 8,576 712,895 SH Sole 11, 19, 28, 43 712,895 BANCORP COM STK STOCK NPV FINANCIAL COMMON 317485100 132,853.12 133 10,004 SH Sole 28 10,004 ENGINES INC STOCK USD0.0001 FINANCIAL COMMON 317585404 259,919.88 260 14,718 SH Sole 8, 28, 33 14,718 INSTITUTIONS INC STOCK COM STK NPV FINISAR CORP COM COMMON 31787A507 1,051,976.94 1,052 55,986 SH Sole 28 55,986 STK STOCK USD0.001 FINISH LINE INC COMMON 317923100 1,086,231.90 1,086 78,090 SH Sole 8, 28, 33 78,090 CLASS'A'COM STK STOCK USD0.01 FIRST ACCEP CORP COMMON 318457108 5,752.76 6 3,404 SH Sole 33 3,404 COM STOCK FIRST AMERICAN COMMON 31847R102 4,250,190.96 4,250 284,484 SH Sole 28, 33 284,484 FINANCIAL CORP STOCK USD0.00001 FIRST BANCORP COMMON 31866P102 98,732.37 99 7,139 SH Sole 28 7,139 INC MAINE COM STOCK STK USD0.01 FIRST BANCORP NC COMMON 318910106 238,962.90 239 17,545 SH Sole 8, 28, 33 17,545 COM STK STOCK USD0.01 FIRST BANCORP COMMON 318672102 5,895.12 6 21,054 SH Sole 8, 33 21,054 PUERTO RICO COM STOCK STK USD1 FIRST BUSEY CORP COMMON 319383105 282,154.60 282 62,012 SH Sole 8, 28, 33 62,012 COM STK NPV STOCK FIRST CASH COMMON 31942D107 621,017.25 621 22,379 SH Sole 28 22,379 FINANCIAL STOCK SERVICES INC COM STK USD0.01 FIRST CITIZENS COMMON 31946M103 651,409.32 651 3,516 SH Sole 30 3,516
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GROUP INC-TN COM STOCK USD FIRST SOLAR INC COMMON 336433107 3,372,694.15 3,373 22,889 SH Sole 28 22,889 COM STK STOCK USD0.001 FIRST SOURCE COMMON 336901103 292,151.44 292 16,829 SH Sole 8, 28, 33 16,829 CORP COM STK STOCK NPV FIRST SOUTH COMMON 33646W100 76,701.44 77 7,732 SH Sole 28, 33 7,732 BANCORP INC COM STOCK STK USD0.01 FIRSTCITY COMMON 33761X107 8,090.00 8 1,000 SH Sole 33 1,000 FINANCIAL CORP STOCK COM STK USD0.01 FIRSTENERGY CORP COMMON 337932107 9,521,846.56 9,522 247,064 SH Sole 28, 34, 41 247,064 COM STK STOCK USD0.10 FIRSTMERIT CORP COMMON 337915102 5,573,658.48 5,574 304,239 SH Sole 8, 28 304,239 COM STK NPV STOCK FISERV INC COM COMMON 337738108 3,430,540.62 3,431 63,741 SH Sole 28 63,741 STK USD0.01 STOCK FISHER COMMON 337756209 104,580.00 105 6,000 SH Sole 28, 33 6,000 COMMUNICATIONS STOCK INC COM STK USD1.25 FIVE STAR COMMON 33832D106 279,007.45 279 55,249 SH Sole 8, 28, 33 55,249 QUALITY CARE INC STOCK COM STK USD0.01 FLAGSTAR BANCORP COMMON 337930507 65,148.72 65 35,796 SH Sole 28 35,796 USD0.01 STOCK FLAGSTONE COMMON L3466T104 431,763.34 432 40,694 SH Sole 28, 33 40,694 REINSURANCE STOCK HLDGS SA USD0.01 FLEXTRONICS COMMON Y2573F102 1,676,100.00 1,676 277,500 SH Sole 37 277,500 INTERNATIONAL STOCK ORD USD0.01 FLIR SYSTEMS INC COMMON 302445101 1,728,325.00 1,728 67,250 SH Sole 28 67,250 COM STK STOCK USD0.01 FLOW COMMON 343468104 101,531.15 102 38,605 SH Sole 28, 33 38,605 INTERNATIONAL STOCK COM STK USD0.01 FLOWERS FOODS COMMON 343498101 3,846,101.40 3,846 154,835 SH Sole 11, 28 154,835 INC COM STK STOCK USD0.01 FLOWSERVE CORP COMMON 34354P105 9,273,782.68 9,274 84,754 SH Sole 11, 28, 50 84,754 COM STK STOCK USD1.25 FLUOR CORP(NEW) COMMON 343412102 16,594,630.26 16,595 335,042 SH Sole 28, 31, 39, 43, 50 335,042 COM STK STOCK USD0.01
FLUSHING COMMON 343873105 378,046.68 378 32,703 SH Sole 8, 28, 33 32,703 FINANCIAL CORP STOCK COM STK USD0.01 FMC CORP COM STK COMMON 302491303 2,105,591.39 2,106 30,779 SH Sole 28 30,779 USD0.10 STOCK FMC TECHNOLOGIES COMMON 30249U101 18,689,538.91 18,690 273,679 SH Sole 23, 28, 39, 50 273,679 INC COM STK STOCK USD0.01 FNB CORP PA COM COMMON 302520101 1,197,030.40 1,197 139,840 SH Sole 8, 28, 33 139,840 STK USD0.01 STOCK FNB UNITED CORP COMMON 302519103 700.00 1 1,000 SH Sole 33 1,000 COM STK STOCK USD2.50 FOOT LOCKER INC COMMON 344849104 4,512,843.64 4,513 310,588 SH Sole 28, 33 310,588 COM STK STOCK USD0.01 FORCE PROTECTION COMMON 345203202 262,805.76 263 52,144 SH Sole 28 52,144 INC COM STK STOCK USD0.001 FORD MOTOR CO COMMON 345370860 24,496,878.96 24,497 2,001,379 SH Sole 28, 34, 38, 43 2,001,379 COM STK STOCK USD0.01 FOREST CITY COMMON 345550107 5,634,743.55 5,635 439,185 SH Sole 26, 33 439,185 ENTERPRISES INC STOCK CLASS'A'COM STK FOREST COMMON 345838106 10,519,540.44 10,520 340,108 SH Sole 28, 35, 43 340,108 LABORATORIES INC STOCK COM STK USD0.10 FOREST OIL CORP COMMON 346091705 6,527,703.60 6,528 219,788 SH Sole 28 219,788 COM STK STOCK USD0.10 FORESTAR GROUP COMMON 346233109 465,584.35 466 27,307 SH Sole 28 27,307 INC USD1 STOCK FORMFACTOR INC COMMON 346375108 328,098.60 328 38,151 SH Sole 28, 33 38,151 COM STK STOCK USD0.001 FORRESTER COMMON 346563109 2,767,671.28 2,768 83,666 SH Sole 11, 25, 26, 28 83,666 RESEARCH INC COM STOCK STK USD0.01 FORTINET INC COMMON 34959E109 782,125.00 782 31,285 SH Sole 28 31,285 USD0.001 STOCK FORTUNE BRANDS COMMON 349631101 5,543,987.22 5,544 112,614 SH Sole 23, 28 112,614 INC COM STK STOCK USD3.125 FORWARD AIR COMMON 349853101 565,630.00 566 21,755 SH Sole 28 21,755 CORPORATION COM STOCK STK USD0.01 FOSSIL INC COM COMMON 349882100 7,877,922.03 7,878 146,457 SH Sole 23, 28 146,457 STK USD0.01 STOCK FOSTER WHEELER COMMON H27178104 5,488,212.50 5,488 224,375 SH Sole 35, 43 224,375 AG CHF3 STOCK FOSTER(L.B.)& CO COMMON 350060109 223,706.20 224 7,730 SH Sole 28 7,730
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INC COM STK STOCK USD0.0001 GENOPTIX INC COM COMMON 37243V100 185,423.60 185 13,058 SH Sole 28 13,058 STK STOCK USD0.001 GEN-PROBE INC COMMON 36866T103 5,752,202.00 5,752 118,700 SH Sole 26, 28 118,700 COM GEN PROBE STOCK INC COM GENTEX CORP COM COMMON 371901109 8,516,485.69 8,516 436,519 SH Sole 11, 28, 39 436,519 STK USD0.06 STOCK GENTIVA HEALTH COMMON 37247A102 831,960.60 832 38,076 SH Sole 8, 28, 33 38,076 SERVICES INC COM STOCK STK USD0.01 GENUINE PARTS CO COMMON 372460105 4,905,836.39 4,906 110,021 SH Sole 23, 28 110,021 COM STK STOCK USD1 GENWORTH COMMON 37247D106 3,270,377.50 3,270 267,625 SH Sole 19, 28, 51 267,625 FINANCIAL INC STOCK COM STK USD0.001 GENZYME CORP COM COMMON 372917104 8,050,097.22 8,050 113,718 SH Sole 28, 39 113,718 STK USD0.01 STOCK GEO GROUP INC COMMON 36159R103 1,675,899.55 1,676 71,773 SH Sole 28, 30, 33 71,773 COM STOCK USD0.01 GEOEYE INC COM COMMON 37250W108 662,981.44 663 16,378 SH Sole 28 16,378 STK USD0.01 STOCK GEOKINETICS INC COMMON 372910307 6,863.40 7 1,107 SH Sole 33 1,107 COM STK STOCK USD0.01 GEOMET INC COM COMMON 37250U201 3,016.65 3 3,500 SH Sole 33 3,500 STK NPV STOCK GEORESOURCES INC COMMON 372476101 168,492.30 168 10,597 SH Sole 28, 33 10,597 COM STK STOCK USD0.01 GEORGIA GULF COMMON 373200302 419,219.04 419 25,656 SH Sole 28 25,656 CORP COM STK STOCK USD0.01 GERBER COMMON 373730100 141,872.98 142 22,994 SH Sole 28, 33 22,994 SCIENTIFIC INC STOCK COM STK USD1 GERMAN AMERICAN COMMON 373865104 195,589.68 196 11,398 SH Sole 8, 28, 33 11,398 BANCORP INC COM STOCK STK NPV GERON CORP COM COMMON 374163103 410,956.42 411 74,314 SH Sole 28 74,314 STK STOCK USD0.001 GFI GROUP COMMON 361652209 295,591.20 296 63,705 SH Sole 8, 28 63,705 INC STOCK GIBRALTAR INDS COMMON 374689107 4,621,197.80 4,621 514,610 SH Sole 25, 28, 33, 39 514,610 INC COM STOCK USD0.01 G-III APPAREL COMMON 36237H101 927,749.70 928 29,565 SH Sole 28, 33, 47 29,565 GROUP COM STK STOCK
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SYSTEMS INC COM STOCK STK USD0.001 GMX RESOURCES COMMON 38011M108 116,970.48 117 24,068 SH Sole 28 24,068 INC COM STOCK NPV GOLAR LNG COM COMMON G9456A100 341,520.56 342 27,278 SH Sole 28 27,278 STK STOCK USD1.00 GOLDEN STAR COMMON 38119T104 941,939.44 942 190,676 SH Sole 28 190,676 RESOURCES COM STOCK NPV GOLDMAN SACHS COMMON 38141G104 57,891,277.80 57,891 400,410 SH Sole 11, 19, 23, 28, 39, 400,410 GROUP INC COM STOCK 41, 50, 51 STK USD0.01 GOLFSMITH INTL COMMON 38168Y103 2,037.00 2 700 SH Sole 33 700 HLDGS INC COM STOCK STK USD0.001 GOLUB CAPITAL COMMON 38173M102 87,301.80 87 5,706 SH Sole 28 5,706 BDC INC STOCK USD0.001 GOODRICH CORP COMMON 382388106 8,386,713.77 8,387 113,749 SH Sole 23, 28, 43, 47 113,749 COM STK STOCK USD5 GOODRICH COMMON 382410405 265,946.21 266 18,253 SH Sole 28 18,253 PETROLEUM STOCK CORPORATION COM STK USD0.20 GOODYEAR COMMON 382550101 2,122,157.50 2,122 197,410 SH Sole 28, 43 197,410 TIRE&RUBRCOM STOCK NPV GOOGLE INC COM COMMON 38259P508 78,889,531.60 78,890 150,040 SH Sole 28, 34, 39, 47, 50 150,040 STK USD0.001 STOCK CLS'A' GORDMANS STORES COMMON 38269P100 551,835.90 552 47,778 SH Sole 30 47,778 INC STOCK USD0.001 GORMAN-RUPP CO COMMON 383082104 254,268.56 254 9,226 SH Sole 28 9,226 COM STK NPV STOCK GP STRATEGIES COMMON 36225V104 201,088.98 201 22,122 SH Sole 8, 28, 33 22,122 CORP COM STK STOCK USD0.01 GRACE(W.R.)& CO COMMON 38388F108 1,506,385.10 1,506 53,915 SH Sole 28 53,915 COM STK STOCK USD0.01 GRACO INC COM COMMON 384109104 6,880,301.47 6,880 216,839 SH Sole 5, 11, 28, 47 216,839 STK USD1 STOCK GRAFTECH INTL COMMON 384313102 1,927,538.49 1,928 123,323 SH Sole 8, 28 123,323 LTD COM STOCK USD0.01 GRAHAM CORP COM COMMON 384556106 116,229.28 116 7,489 SH Sole 28 7,489 STK USD0.10 STOCK GRAHAM PACKAGING COMMON 384701108 181,377.90 181 15,345 SH Sole 8, 28 15,345 CO INC STOCK USD0.01
GRAINGER(W.W.) COMMON 384802104 17,253,083.50 17,253 144,850 SH Sole 11, 23, 28, 39 144,850 INC COM STK STOCK USD0.50 GRAND CANYON COMMON 38526M106 905,818.65 906 41,305 SH Sole 28, 30 41,305 EDUCATION INC STOCK USD0.01 GRANITE COMMON 387328107 2,093,967.42 2,094 92,083 SH Sole 28 92,083 CONSTRUCTION COM STOCK STK USD0.01 GRAPHIC COMMON 388689101 340,987.28 341 102,092 SH Sole 28, 33 102,092 PACKAGING HLDG STOCK CO USD0.01 GRAY TELEVISION COMMON 389375106 91,591.68 92 45,568 SH Sole 28, 33 45,568 INC. STOCK GREAT ATLANTIC & COMMON 390064103 102,366.00 102 25,850 SH Sole 28 25,850 PACIFIC TEA CO STOCK INC COM STK USD1 GREAT LAKES COMMON 390607109 285,189.66 285 49,086 SH Sole 28, 33 49,086 DREDGE & DOCK STOCK CORP NEW COM STK USD0.01 GREAT PLAINS COMMON 391164100 7,155,974.70 7,156 378,623 SH Sole 23, 28, 30 378,623 ENERGY INC COM STOCK STK NPV GREAT SOUTHERN COMMON 390905107 191,249.45 191 8,785 SH Sole 28, 33 8,785 BANCORPORATION STOCK INC COM STK USD0.01 GREAT WOLF COMMON 391523107 3,230.00 3 1,700 SH Sole 33 1,700 RESORTS INC COM STOCK STK USD0.01 GREATBATCH INC COMMON 39153L106 976,693.23 977 42,117 SH Sole 8, 28, 33 42,117 COM STK STOCK USD0.001 GREEN BANKSHARES COMMON 394361208 74,554.20 75 10,980 SH Sole 28, 33 10,980 INC COM STK STOCK USD2 GREEN DOT CORP COMMON 39304D102 87,264.00 87 1,800 SH Sole 8 1,800 USD0.001 A STOCK GREEN MOUNTAIN COMMON 393122106 10,458,973.89 10,459 335,331 SH Sole 28, 50 335,331 COFFEE ROASTERS STOCK INC COM STK USD0.10 GREEN PLAINS COMMON 393222104 165,955.44 166 13,704 SH Sole 28, 33 13,704 RENEWABLE ENERGY STOCK INC COM STK USD0.001 GREENBRIER COMMON 393657101 259,105.80 259 16,620 SH Sole 28, 33 16,620 COMPANIES INC STOCK COM STK USD0.001 GREENHILL & CO COMMON 395259104 10,073,005.44 10,073 126,992 SH Sole 5, 11, 26, 28 126,992 INC COM STK STOCK USD0.01
GREENLIGHT COMMON G4095J109 1,119,770.10 1,120 44,755 SH Sole 26, 28 44,755 CAPITAL RE LTD STOCK CLS'A'COM STK USD0.10 GREIF INC COM COMMON 397624107 3,550,994.00 3,551 60,350 SH Sole 28 60,350 STK CLASS'A' STOCK NPV GRIFFON CORP COM COMMON 398433102 442,326.34 442 36,286 SH Sole 28, 33 36,286 STK USD0.25 STOCK GROUP 1 COMMON 398905109 624,252.96 624 20,892 SH Sole 28, 33 20,892 AUTOMOTIVE INC STOCK COM STK NPV GSI COMMON 36238G102 5,882,996.60 5,883 238,178 SH Sole 11, 26, 28, 47 238,178 COMMERCE STOCK GSI TECHNOLOGY COMMON 36241U106 98,596.11 99 17,207 SH Sole 28, 33 17,207 INC COM STK STOCK USD0.001 GT SOLAR COMMON 3623E0209 390,385.17 390 46,641 SH Sole 28 46,641 INTERNATIONAL STOCK INC COM STK NPV GTSI CORP COM COMMON 36238K103 7,050.00 7 1,000 SH Sole 33 1,000 STK STOCK USD0.005 GUARANTY COMMON 40075T102 8,268.00 8 5,200 SH Sole 33 5,200 BANCROP STOCK GUESS INC COM COMMON 401617105 4,990,786.05 4,991 122,835 SH Sole 28 122,835 STK STOCK USD0.01 GULF ISLAND COMMON 402307102 230,612.20 231 12,671 SH Sole 28, 33 12,671 FABRICATION INC STOCK COM STK NPV GULFMARK COMMON 402629208 1,024,911.36 1,025 33,363 SH Sole 8, 28, 33 33,363 OFFSHORE INC STOCK USD0.01 CLASS A GULFPORT ENERGY COMMON 402635304 991,511.44 992 71,641 SH Sole 8, 28 71,641 CORP COM STK STOCK USD0.01 GYMBOREE CORP COMMON 403777105 1,020,596.26 1,021 24,569 SH Sole 8, 28 24,569 COM STK STOCK USD0.001 H&E EQUIPMENT COMMON 404030108 784,925.45 785 98,485 SH Sole 28, 30, 33 98,485 SERVICES LLC STOCK USD0.01 HACKETT GROUP COMMON 404609109 16,520.00 17 4,000 SH Sole 33 4,000 INC COM STOCK HAEMONETICS CORP COMMON 405024100 3,161,029.71 3,161 54,007 SH Sole 11, 25, 28 54,007 COM STK STOCK USD0.01 HAIN CELESTIAL COMMON 405217100 804,433.08 804 33,546 SH Sole 28, 33 33,546 GROUP INC COM STOCK STK USD0.01 HALLIBURTON CO COMMON 406216101 27,552,303.57 27,552 833,151 SH Sole 11, 28, 34, 39, 41, 833,151
COM STK STOCK 47 USD2.50 HALLMARK COMMON 40624Q203 146,071.62 146 16,713 SH Sole 8, 28, 33 16,713 FINANCIAL STOCK SERVICES INC COM STK USD0.18 HALOZYME COMMON 40637H109 442,754.46 443 57,426 SH Sole 8, 28 57,426 THERAPEUTICS INC STOCK COM STK USD0.001 HAMPTON ROADS COMMON 409321106 1,379.27 1 1,442 SH Sole 33 1,442 BANKSHARES INC STOCK COM STK USD0.625 HANCOCK HOLDING COMMON 410120109 634,897.98 635 21,114 SH Sole 28 21,114 CO COM STK STOCK USD3.33 HANESBRANDS INC COMMON 410345102 4,797,392.04 4,797 185,514 SH Sole 28 185,514 COM STK STOCK USD0 HANGER COMMON 41043F208 819,169.06 819 56,339 SH Sole 28, 33, 47 56,339 ORTHOPEDIC STOCK USD0.01 HANMI FINANCIAL COMMON 410495105 108,433.92 108 84,714 SH Sole 28, 33 84,714 CORP STOCK USD0.001 HANOVER COMMON 410867105 11,226,467.00 11,226 238,861 SH Sole 11, 28, 30, 33, 39 238,861 INSURANCE GROUP STOCK INC COM STK USD0.01 HANSEN MEDICAL COMMON 411307101 30,922.32 31 21,624 SH Sole 28 21,624 INC COM STK STOCK USD0.0001 HANSEN NATURAL COMMON 411310105 6,217,569.54 6,218 133,367 SH Sole 28 133,367 CORP COM STK STOCK USD0.005 HARDINGE INC COM COMMON 412324303 6,894.00 7 900 SH Sole 33 900 STK USD0.01 STOCK HARLEY DAVIDSON COMMON 412822108 6,578,769.24 6,579 231,321 SH Sole 11, 28 231,321 COM STK STOCK USD0.01 HARLEYSVILLE COMMON 412824104 1,055,477.31 1,055 32,189 SH Sole 11, 28, 33 32,189 GROUP INC COM STOCK STK USD1 HARMAN COMMON 413086109 987,332.32 987 29,552 SH Sole 28 29,552 INTERNATIONAL STOCK INDUSTRIES INC COM STK HARMONIC INC COM COMMON 413160102 2,037,766.56 2,038 296,187 SH Sole 25, 28 296,187 STK STOCK USD0.001 HARRIS & HARRIS COMMON 413833104 113,189.16 113 26,508 SH Sole 28, 33 26,508 COM STK STOCK USD0.01
HARRIS CORP COM COMMON 413875105 2,426,914.84 2,427 54,796 SH Sole 28 54,796 STK USD1 STOCK HARSCO CORP COM COMMON 415864107 14,154,909.18 14,155 575,871 SH Sole 23, 28, 39 575,871 STK USD1.25 STOCK HARTE-HANKS INC COMMON 416196103 1,219,608.36 1,220 104,508 SH Sole 28, 33 104,508 COM STK STOCK USD1 HARTFORD COMMON 416515104 7,120,742.40 7,121 310,272 SH Sole 19, 23, 28, 34 310,272 FINANCIAL STOCK SERVICES GRP INC COM STK HARVARD COMMON 416906105 7,600.00 8 2,000 SH Sole 33 2,000 BIOSCIENCE INC STOCK COM STK USD0.001 HARVEST NATURAL COMMON 41754V103 307,421.26 307 29,503 SH Sole 28, 33 29,503 RESOURCES COM STOCK STK USD0.01 HASBRO INC COM COMMON 418056107 16,609,396.11 16,609 373,161 SH Sole 11, 28, 39, 43 373,161 STK USD0.50 STOCK HAVERTY COMMON 419596101 324,910.71 325 29,781 SH Sole 28, 30, 33 29,781 FURNITURE COS STOCK INC COM STK USD1 HAWAIIAN COMMON 419870100 4,094,684.02 4,095 181,663 SH Sole 28 181,663 ELECTRIC STOCK INDUSTRIES COM STK NPV HAWAIIAN HLDGS COMMON 419879101 662,356.23 662 110,577 SH Sole 8, 28, 30, 33 110,577 INC COM STOCK HAWK CORP COM COMMON 420089104 146,339.14 146 3,382 SH Sole 28 3,382 STK USD0.01 STOCK CLASS 'A' HAWKINS INC COM COMMON 420261109 236,995.22 237 6,691 SH Sole 28 6,691 STK USD0.10 STOCK HAYNES COMMON 420877201 1,266,094.44 1,266 36,257 SH Sole 25, 28, 33 36,257 INTERNATIONAL STOCK INC COM STK USD0.001 HCC INSURANCE COMMON 404132102 15,885,627.02 15,886 608,878 SH Sole 23, 28, 30, 33, 35 608,878 HLDG COM STK STOCK USD1 HEADWATERS INC COMMON 42210P102 189,684.00 190 52,690 SH Sole 28, 33 52,690 COM STK STOCK USD0.001 HEALTH GRADES COMMON 42218Q102 163,693.53 164 19,987 SH Sole 28 19,987 INC COM STOCK USD0.001 HEALTH COMMON 421933102 4,988,781.82 4,989 651,277 SH Sole 28, 30, 47 651,277 MANAGEMENT STOCK ASSOCIATES INC CLASS'A'COM STK HEALTH NET INC COMMON 42222G108 5,172,462.46 5,172 190,234 SH Sole 28, 33 190,234 COM STK STOCK
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MARINEMAX INC COMMON 567908108 139,216.00 139 19,775 SH Sole 28, 33 19,775 COM STOCK MARINER ENERGY COMMON 56845T305 4,887,384.84 4,887 201,708 SH Sole 28, 33 201,708 INC COM STK STOCK USD0.0001 MARKEL CORP COM COMMON 570535104 4,856,651.46 4,857 14,094 SH Sole 11 14,094 STK NPV STOCK MARKET LEADER COMMON 57056R103 97,146.00 97 44,975 SH Sole 26 44,975 INC STOCK USD0.001 MARKETAXESS COMMON 57060D108 350,670.96 351 20,652 SH Sole 28 20,652 HOLDINGS STOCK INC MARLIN BUSINESS COMMON 571157106 134,460.00 134 11,205 SH Sole 8, 28, 33 11,205 SERVICES CORP STOCK COM STK USD0.01 MARRIOTT COMMON 571903202 7,501,404.63 7,501 209,361 SH Sole 28, 38 209,361 INTERNATIONAL STOCK INC COM STK USD0.01 CL'A' MARSH & MCLENNAN COMMON 571748102 14,073,995.88 14,074 583,499 SH Sole 23, 28, 31, 34, 51 583,499 COS INC COM STOCK USD1 MARSHALL & COMMON 571837103 1,581,071.36 1,581 224,584 SH Sole 28 224,584 ILSLEY CORP NEW STOCK COM STK USD1 MARTEK COMMON 572901106 1,263,749.72 1,264 55,844 SH Sole 8, 28, 33 55,844 BIOSCIENCES CORP STOCK COM STK USD0.10 MARTEN TRANSPORT COMMON 573075108 456,831.44 457 19,708 SH Sole 8, 28, 33 19,708 COM STK STOCK USD0.01 MARTHA STEWART COMMON 573083102 96,914.04 97 20,446 SH Sole 28 20,446 LIVING STOCK CLASS'A'COM STK USD0.01 MARTIN MARIETTA COMMON 573284106 6,795,373.42 6,795 88,286 SH Sole 28 88,286 MATERIALS INC STOCK COM STK USD0.01 MARVELL COMMON G5876H105 37,396,107.00 37,396 2,135,700 SH Sole 11, 39, 50 2,135,700 TECHNOLOGY GROUP STOCK LTD ORD MASCO CORP COM COMMON 574599106 3,701,606.04 3,702 336,204 SH Sole 11, 28 336,204 STK USD1 STOCK MASIMO COMMON 574795100 6,157,121.43 6,157 225,453 SH Sole 5, 28 225,453 CORPORATION STOCK USD0.001 MASSEY ENERGY COMMON 576206106 1,340,064.00 1,340 43,200 SH Sole 28 43,200 COM COM STK STOCK USD0.625 MASTEC INC COM COMMON 576323109 537,063.12 537 52,041 SH Sole 8, 28 52,041 STK USD0.1 STOCK MASTERCARD INC COMMON 57636Q104 17,163,104.00 17,163 76,621 SH Sole 11, 28 76,621
COM STK STOCK MATRIX SERVICE COMMON 576853105 181,370.00 181 20,728 SH Sole 28, 33 20,728 CO COM STK STOCK USD0.01 MATRIXX COMMON 57685L105 5,100.00 5 1,000 SH Sole 33 1,000 INITATIVES STOCK INC MATTEL INC COM COMMON 577081102 7,440,292.08 7,440 317,148 SH Sole 19, 23, 28, 39, 51 317,148 STK USD1 STOCK MATTHEWS INTL COMMON 577128101 3,317,121.60 3,317 93,810 SH Sole 11, 28 93,810 CORP CLASS'A'COM STOCK STK USD1 MATTSON COMMON 577223100 117,631.25 118 42,775 SH Sole 28, 33 42,775 TECHNOLOGY INC STOCK COM STK NPV MAXIMUS INC COM COMMON 577933104 798,569.44 799 12,968 SH Sole 28 12,968 STK NPV STOCK MAXLINEAR INC COMMON 57776J100 41,648.64 42 3,712 SH Sole 28 3,712 USD0.01 A STOCK MAXWELL COMMON 577767106 291,352.62 291 19,942 SH Sole 28 19,942 TECHNOLOGIES INC STOCK COM STK USD0.10 MAXYGEN INC COM COMMON 577776107 158,842.86 159 27,434 SH Sole 28, 33 27,434 STK STOCK USD0.0001 MB FINANCIAL INC COMMON 55264U108 702,812.60 703 43,330 SH Sole 28, 33 43,330 COM STK STOCK USD0.01 MBIA INC COM STK COMMON 55262C100 150,750.00 151 15,000 SH Sole 33 15,000 USD1 STOCK MBT FINL CORP COMMON 578877102 4,004.00 4 2,200 SH Sole 33 2,200 COM NPV STOCK MCAFEE INC COM COMMON 579064106 3,051,909.02 3,052 64,577 SH Sole 28 64,577 STK USD0.01 STOCK MCCLATCHY CO COMMON 579489105 611,688.78 612 155,646 SH Sole 28, 30, 33 155,646 CLASS'A'COM STK STOCK USD0.01 MCCORMICK & CO COMMON 579780206 7,996,764.72 7,997 190,218 SH Sole 11, 28 190,218 INC COM NON.VTG STOCK NPV MCCORMICK & COMMON 579793100 108,398.74 108 13,933 SH Sole 28, 33 13,933 SCHMICKS SEAFOOD STOCK RESTAU COM STK MCDERMOTT COMMON 580037109 4,263,956.10 4,264 288,495 SH Sole 11, 39, 43 288,495 INTERNATIONAL STOCK INC COM STK USD1 MCDONALD'S CORP COMMON 580135101 41,685,960.68 41,686 559,468 SH Sole 11, 28, 31, 39, 47 559,468 COM STK STOCK USD0.01 MCG CAPITAL CORP COMMON 58047P107 662,425.36 662 113,429 SH Sole 8, 28, 33 113,429 COM STK STOCK USD0.01
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MEDICINOVA INC COMMON 58468P206 2,969.70 3 570 SH Sole 33 570 COM STK USD0.1 STOCK (POST SPLIT) MEDICIS COMMON 584690309 4,806,502.20 4,807 162,108 SH Sole 28, 33 162,108 PHARMACEUTICAL STOCK CORP CLASS'A'COM STK MEDIDATA COMMON 58471A105 272,275.20 272 14,181 SH Sole 28 14,181 SOLUITION INC STOCK USD0.01 MEDIFAST INC COM COMMON 58470H101 269,048.21 269 9,917 SH Sole 28 9,917 STK STOCK USD0.001 MEDIVATION INC COMMON 58501N101 333,242.00 333 25,634 SH Sole 28 25,634 COM STK STOCK USD0.01 MEDNAX INC COM COMMON 58502B106 4,924,387.00 4,924 92,390 SH Sole 28 92,390 STK USD0.01 STOCK MEDQUIST INC COM COMMON 584949101 81,222.72 81 9,272 SH Sole 28 9,272 STK NPV STOCK MEDTOX COMMON 584977201 6,978.00 7 600 SH Sole 33 600 SCIENTIFIC INC STOCK COM STK USD0.15 MEDTRONIC INC COMMON 585055106 19,030,491.18 19,030 566,721 SH Sole 23, 28, 31, 37, 39 566,721 COM STK STOCK USD0.10 MELA SCIENCES COMMON 55277R100 126,142.44 126 19,347 SH Sole 28 19,347 INC STOCK MELLANOX COMMON M51363113 850,412.00 850 43,300 SH Sole 23 43,300 TECHNOLOGIES LTD STOCK ILS0.0175 MEMC ELECTRONICS COMMON 552715104 1,147,717.20 1,148 96,285 SH Sole 28 96,285 MATERIALS INC STOCK COM STK USD0.01 MENS WEARHOUSE COMMON 587118100 998,870.73 999 41,987 SH Sole 28, 33 41,987 INC COM STK STOCK USD0.01 MENTOR GRAPHICS COMMON 587200106 3,102,622.67 3,103 293,531 SH Sole 28, 33 293,531 CORP COM STK STOCK NPV MERCADOLIBRE INC COMMON 58733R102 3,739,934.52 3,740 51,814 SH Sole 23, 26, 47 51,814 COM STK STOCK USD0.001 MERCANTILE BANK COMMON 587376104 2,718.00 3 600 SH Sole 33 600 CORP COM STK STOCK NPV MERCER INSURANCE COMMON 587902107 8,900.00 9 500 SH Sole 33 500 GROUP INC COM STOCK STK NPV MERCER COMMON 588056101 22,005.00 22 4,500 SH Sole 33 4,500 INTERNATIONAL STOCK INC COM STK USD1
MERCHANTS COMMON 588448100 149,265.90 149 5,985 SH Sole 8, 28 5,985 BANCSHARES INC STOCK COM STK USD0.01 MERCK & CO COMMON 58933Y105 65,138,497.47 65,138 1,769,587 SH Sole 19, 23, 28, 31, 34, 1,769,587 INC(NEW) COM STK STOCK 41, 51 USD0.50 MERCURY COMPUTER COMMON 589378108 330,536.28 331 27,476 SH Sole 8, 28, 33 27,476 SYSTEMS COM STK STOCK USD0.01 MERCURY GENERAL COMMON 589400100 2,920,488.46 2,920 71,458 SH Sole 28, 33 71,458 CORP COM STK STOCK NPV MEREDITH CORP COMMON 589433101 511,042.02 511 15,342 SH Sole 28 15,342 COM STK STOCK USD1 MERGE HEALTHCARE COMMON 589499102 116,362.50 116 40,125 SH Sole 28 40,125 INC STOCK MERIDIAN COMMON 589584101 1,203,815.72 1,204 55,019 SH Sole 11, 28 55,019 BIOSCIENCE INC STOCK COM STK NPV MERIDIAN COMMON 58964Q104 84,067.04 84 7,976 SH Sole 28, 33 7,976 INTERSTATE STOCK BANCORP INC COM STK NPV MERIT MEDICAL COMMON 589889104 333,912.46 334 21,014 SH Sole 28 21,014 SYSTEMS INC COM STOCK STK NPV MERITAGE HOMES COMMON 59001A102 526,541.94 527 26,837 SH Sole 28, 33 26,837 CORPORATION STOCK MET PRO CORP COM COMMON 590876306 128,839.21 129 12,769 SH Sole 28, 33 12,769 STK USD0.10 STOCK METABOLIX INC COMMON 591018809 256,330.08 256 20,376 SH Sole 28 20,376 COM STK STOCK USD0.01 METALICO INC COMMON 591176102 205,333.96 205 53,612 SH Sole 8, 28, 33 53,612 COM STOCK METALS USA HLDGS COMMON 59132A104 203,137.00 203 15,650 SH Sole 8, 28 15,650 CORP 0.01 STOCK METHANEX CORP COMMON 59151K108 2,810,178.52 2,810 114,748 SH Sole 25, 37 114,748 COM NPV STOCK METHODE COMMON 591520200 270,238.96 270 29,762 SH Sole 28, 33 29,762 ELECTRONICS INC STOCK COM CLASS'A'USD0.5 METLIFE INC COM COMMON 59156R108 44,173,320.95 44,173 1,148,851 SH Sole 11, 28, 39, 41, 51 1,148,851 STK USD0.01 STOCK METRO BANCORP COMMON 59161R101 804,300.29 804 77,411 SH Sole 28, 30, 33 77,411 INC STOCK METROPCS COMMON 591708102 1,447,590.78 1,448 138,393 SH Sole 28, 33, 39 138,393 COMMUNICATIONS STOCK INC COM STK USD0.0001 METROPOLITAN COMMON 592142103 116,770.20 117 30,729 SH Sole 28 30,729
HEALTH NETWORKS STOCK COM METTLER TOLEDO COMMON 592688105 15,497,633.16 15,498 124,539 SH Sole 28, 39, 47 124,539 COM STK STOCK USD0.01 MF GLOBAL HLDGS COMMON 55277J108 607,896.00 608 84,430 SH Sole 28, 33 84,430 LTD USD0.01 STOCK MFRI INC COM STK COMMON 552721102 4,781.00 5 700 SH Sole 33 700 USD0.01 STOCK MGE ENERGY INC COMMON 55277P104 871,969.75 872 22,025 SH Sole 8, 28 22,025 COM STK STOCK USD1 MGIC INVESTMENT COMMON 552848103 2,791,576.58 2,792 302,446 SH Sole 8, 28, 33, 35 302,446 CORP COM STK STOCK USD1 MGP INGREDIENTS COMMON 55302G103 88,971.90 89 11,334 SH Sole 28, 33 11,334 INC STOCK MICREL INC COM COMMON 594793101 373,408.06 373 37,871 SH Sole 28 37,871 STK NPV STOCK MICROCHIP COMMON 595017104 9,084,615.55 9,085 288,859 SH Sole 11, 28, 43 288,859 TECHNOLOGY COM STOCK STK USD0.001 MICROMET INC COM COMMON 59509C105 411,754.56 412 61,273 SH Sole 28 61,273 STK STOCK USD0.00004 MICRON COMMON 595112103 4,123,045.71 4,123 571,851 SH Sole 28, 35 571,851 TECHNOLOGY INC STOCK COM STK USD0.10 MICROS SYSTEMS COMMON 594901100 15,788,878.35 15,789 372,995 SH Sole 5, 11, 28 372,995 INC COM STOCK USD0.025 MICROSEMI COM COMMON 595137100 1,050,746.20 1,051 61,268 SH Sole 28 61,268 STK STOCK USD0.20 MICROSOFT CORP COMMON 594918104 103,672,880.26 103,673 4,233,274 SH Sole 11, 19, 28, 31, 37, 4,233,274 COM STK STOCK 39, 41, 51 USD0.00000625 MICROSTRATEGY COMMON 594972408 578,121.75 578 6,675 SH Sole 28 6,675 INC. STOCK MICROTUNE INC COMMON 59514P109 135,528.60 136 46,734 SH Sole 28, 33 46,734 COM STK STOCK USD0.001 MICROVISION INC COMMON 594960106 146,500.05 147 66,895 SH Sole 28 66,895 WASHINGTON COM STOCK STK USD0.01 MIDAS GROUP INC COMMON 595626102 84,843.89 85 11,149 SH Sole 28 11,149 COM STK STOCK USD0.001 MIDDLEBY CORP COMMON 596278101 786,036.00 786 12,400 SH Sole 28 12,400 COM STK STOCK USD0.01 MIDDLESEX WATER COMMON 596680108 194,434.64 194 11,546 SH Sole 28 11,546 CO COM STK STOCK
NPV MIDSOUTH BANCORP COMMON 598039105 87,248.90 87 6,166 SH Sole 28 6,166 INC COM STK STOCK USD0.10 MIDWESTONE COMMON 598511103 103,792.80 104 7,080 SH Sole 8, 28 7,080 FINANCIAL GROUP STOCK INC COM STK USD1 MILLER COMMON 600551204 121,039.38 121 8,946 SH Sole 28, 33 8,946 INDUSTRIES INC STOCK COM STK USD0.01 MILLER PETROLEUM COMMON 600577100 72,791.95 73 13,505 SH Sole 28 13,505 INC STOCK USD0.0001 MILLER(HERMAN) COMMON 600544100 8,698,245.12 8,698 441,984 SH Sole 11, 28 441,984 INC COM STK STOCK USD0.20 MILLICOM COMMON L6388F110 1,583,175.00 1,583 16,500 SH Sole 23 16,500 INTERNATIONAL STOCK CELLULAR SA USD1.50 MINDSPEED COMMON 602682205 184,809.45 185 23,785 SH Sole 28 23,785 TECHNOLOGIES INC STOCK COM STK USD0.01 MINE SAFETY COMMON 602720104 2,146,591.00 2,147 79,210 SH Sole 28 79,210 APPLIANCES CO STOCK COM STK NPV MINERALS COMMON 603158106 5,485,746.60 5,486 93,105 SH Sole 8, 23, 28, 33 93,105 TECHNOLOGIES INC STOCK COM STK USD0.10 MIPS COMMON 604567107 374,527.16 375 38,492 SH Sole 28, 30 38,492 TECHNOLOGIES INC STOCK CLASS A COM STK USD0.001 MIRANT CORP COM COMMON 60467R100 20,916.00 21 2,100 SH Sole 33 2,100 STK USD0.01 STOCK (WI) MISONIX INC COM COMMON 604871103 1,362.00 1 600 SH Sole 33 600 STK USD0.01 STOCK MISTRAS GROUP COMMON 60649T107 131,838.30 132 11,385 SH Sole 28 11,385 INC NPV STOCK MITCHAM COMMON 606501104 7,400.00 7 1,000 SH Sole 33 1,000 INDUSTRIES INC STOCK COM STK USD0.01 MKS INSTRUMENTS COMMON 55306N104 860,091.28 860 47,836 SH Sole 8, 28, 33 47,836 INC COM STK STOCK NPV MOBILE MINI COM COMMON 60740F105 480,740.26 481 31,339 SH Sole 28, 33 31,339 STK USD0.01 STOCK MODINE COMMON 607828100 1,298,193.24 1,298 100,092 SH Sole 28, 30, 33 100,092 MANUFACTURING CO STOCK
COM STK USD0.625 MODUSLINK GLOBAL COMMON 60786L107 241,376.20 241 38,012 SH Sole 28, 33 38,012 SOLUTIONS INC STOCK USD0.01 MOHAWK COMMON 608190104 6,993,173.20 6,993 131,204 SH Sole 28, 33, 43 131,204 INDUSTRIES COM STOCK STK USD0.01 MOLEX INC COM COMMON 608554101 3,763,423.30 3,763 179,810 SH Sole 23, 28 179,810 STK STOCK USD0.05 MOLINA COMMON 60855R100 375,619.83 376 13,917 SH Sole 28, 33 13,917 HEALTHCARE INC STOCK COM STK USD0.001 MOLSON COORS COMMON 60871R209 7,522,570.98 7,523 159,309 SH Sole 28, 37 159,309 BREWING CO CLASS STOCK 'B' COM STOCK MOLYCORP INC COMMON 608753109 195,031.26 195 6,894 SH Sole 28 6,894 DELAWARE STOCK USD0.001 MOMENTA COMMON 60877T100 452,568.55 453 30,071 SH Sole 28 30,071 PHARMACEUTICALS STOCK INC COM STK USD0.0001 MONARCH CASINO & COMMON 609027107 102,459.40 102 9,140 SH Sole 28, 33 9,140 RESORT COM STK STOCK USD0.01 MONEYGRAM COMMON 60935Y109 156,726.08 157 64,232 SH Sole 28 64,232 INTERNATIONAL STOCK INC COM USD0.01 MONOLITHIC POWER COMMON 609839105 394,336.84 394 24,148 SH Sole 28 24,148 SYSTEM INC COM STOCK STK USD0.001 MONOTYPE IMAGING COMMON 61022P100 161,158.95 161 17,613 SH Sole 28 17,613 HOLDINGS IN STOCK USD0.01 MONRO MUFFLER COMMON 610236101 6,612,635.10 6,613 143,410 SH Sole 25, 28, 39, 47 143,410 BRAKE INC COM STOCK STK USD0.01 MONSANTO CO COM COMMON 61166W101 26,491,006.86 26,491 552,702 SH Sole 28, 37, 39 552,702 STK USD0.01 STOCK MONSTER COMMON 611742107 708,393.60 708 54,660 SH Sole 28 54,660 WORLDWIDE INC STOCK COM STK USD0.001 MONTPELIER RE COMMON G62185106 954,574.48 955 55,114 SH Sole 28, 33 55,114 HOLDINGS COM STK STOCK USD0.0016 MOODYS CORP COM COMMON 615369105 7,430,076.18 7,430 297,441 SH Sole 11, 28 297,441 STK USD1 STOCK MOOG INC COMMON 615394202 1,311,313.28 1,311 36,928 SH Sole 8, 28, 33 36,928 CLASS'A'(LIM.V) STOCK USD1
MORGAN STANLEY COMMON 617446448 19,582,099.20 19,582 793,440 SH Sole 11, 23, 28, 41, 51 793,440 COM STK STOCK USD0.01 MORGANS HOTEL COMMON 61748W108 236,531.16 237 32,313 SH Sole 26, 28 32,313 GROUP COM STK STOCK NPV MORNINGSTAR INC COMMON 617700109 945,295.84 945 21,214 SH Sole 26 21,214 COM STK NPV STOCK MOSYS INC COM COMMON 619718109 109,048.48 109 22,346 SH Sole 28, 33 22,346 STK STOCK USD0.01 MOTORCAR PARTS COMMON 620071100 13,020.00 13 1,500 SH Sole 33 1,500 OF AMERICA COM STOCK STK USD0.01 MOTOROLA INC COMMON 620076109 23,576,186.42 23,576 2,763,914 SH Sole 28, 39, 51 2,763,914 USD0.01 STOCK MOVADO GROUP INC COMMON 624580106 149,795.84 150 13,768 SH Sole 28, 33 13,768 COM STK STOCK USD0.01 MOVE INC COM COMMON 62458M108 266,335.59 266 119,433 SH Sole 28 119,433 USD0.001 STOCK MSC INDUSTRIAL COMMON 553530106 4,667,650.96 4,668 86,374 SH Sole 28 86,374 DIRECT CO STOCK CLASS'A'COM STK USD0.001 MSCI INC COM STK COMMON 55354G100 16,036,776.90 16,037 482,890 SH Sole 11, 26, 28, 47 482,890 USD0.01 STOCK CLS'A' MTR GAMING GROUP COMMON 553769100 3,866.40 4 2,160 SH Sole 33 2,160 INC COM STK STOCK USD0.00001 MTS SYSTEMS CORP COMMON 553777103 386,570.00 387 12,470 SH Sole 28 12,470 COM STK STOCK USD0.25 MUELLER COMMON 624756102 2,192,815.71 2,193 82,779 SH Sole 8, 25, 28, 33 82,779 INDUSTRIES INC STOCK COM STK USD0.01 MUELLER WATER COMMON 624758108 378,097.96 378 125,198 SH Sole 28, 33 125,198 PRODUCTS INC COM STOCK STK USD0.01 SER'A' MULTI FINELINE COMMON 62541B101 200,790.69 201 9,131 SH Sole 28, 33 9,131 ELECTRONIX INC STOCK COM STK NPV MULTI-COLOR CORP COMMON 625383104 141,387.40 141 9,181 SH Sole 28, 33 9,181 NPV STOCK MULTIMEDIA GAMES COMMON 625453105 757,123.60 757 204,628 SH Sole 25, 28, 33 204,628 INC COM STK STOCK USD0.01 MURPHY OIL CORP COMMON 626717102 17,967,636.00 17,968 290,175 SH Sole 19, 23, 28, 39 290,175 COM USD1 STOCK MVC CAPITAL INC COMMON 553829102 233,602.67 234 18,011 SH Sole 28 18,011 COM USD0.01 STOCK
MWI VETERINARY COMMON 55402X105 1,650,387.96 1,650 28,593 SH Sole 11, 28 28,593 SUPPLY INC COM STOCK STK USD0.01 MYERS INDUSTRIES COMMON 628464109 316,833.56 317 36,884 SH Sole 8, 28, 33 36,884 INC COM STK STOCK NPV MYLAN INC COM COMMON 628530107 6,487,380.90 6,487 344,890 SH Sole 28, 43 344,890 STK STOCK USD0.50 MYR GROUP INC COMMON 55405W104 264,026.51 264 16,109 SH Sole 28, 33 16,109 USD0.01 STOCK NABI BIO- COMMON 629519109 167,352.00 167 34,865 SH Sole 28 34,865 PHARMACEUTICALS STOCK COM STK USD0.10 NABORS COMMON G6359F103 4,165,611.24 4,166 230,654 SH Sole 28, 43 230,654 INDUSTRIES COM STOCK STK USD0.001 NACCO INDUSTRIES COMMON 629579103 433,629.18 434 4,962 SH Sole 28, 33 4,962 INC CLASS'A'COM STOCK STK USD1 NALCO HLDG CO COMMON 62985Q101 4,584,438.50 4,584 181,850 SH Sole 11, 25 181,850 COM STK STOCK USD0.01 NANOMETRICS COM COMMON 630077105 227,495.80 227 15,116 SH Sole 28, 33 15,116 STK NPV STOCK NAPCO SECURITY COMMON 630402105 359,092.50 359 184,150 SH Sole 25, 33 184,150 TECHNOLOGIES INC STOCK COM STK USD0.01 NARA BANCORP INC COMMON 63080P105 230,932.60 231 32,710 SH Sole 28, 33 32,710 COM STK STOCK USD0.01 NASDAQ OMX GROUP COMMON 631103108 1,183,481.30 1,183 60,910 SH Sole 28 60,910 INC COM STK STOCK USD0.01 NASH FINCH CO COMMON 631158102 766,017.78 766 18,007 SH Sole 8, 28, 33 18,007 COM STK USD1.66 STOCK 2/3 NATHANS FAMOUS COMMON 632347100 3,008.00 3 188 SH Sole 33 188 INC COM STK STOCK USD0.01 NATIONAL COMMON 634865109 137,204.40 137 5,318 SH Sole 28 5,318 BANKSHARES INC STOCK COM STK USD2.50 NATIONAL COMMON 635017106 122,416.00 122 8,744 SH Sole 28 8,744 BEVERAGE CORP STOCK COM STK USD0.01 NATIONAL COMMON 635309107 2,341,874.90 2,342 130,831 SH Sole 28, 43 130,831 CINEMEDIA INC STOCK COM STK USD0.01 NATIONAL COMMON 63607P208 1,185,950.01 1,186 93,603 SH Sole 8, 28, 33 93,603
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NBTY INC COM STK COMMON 628782104 6,872,060.16 6,872 124,992 SH Sole 19, 28 124,992 USD0.008 STOCK NCI BUILDING COMMON 628852204 186,797.53 187 19,601 SH Sole 8, 28 19,601 SYSTEMS INC COM STOCK STK USD0.01 NCI INC COM STK COMMON 62886K104 348,336.12 348 18,411 SH Sole 11, 28 18,411 NPV STOCK NCR CORP COM STK COMMON 62886E108 4,242,214.83 4,242 311,241 SH Sole 28 311,241 USD0.01 STOCK NEENAH PAPER INC COMMON 640079109 175,605.60 176 11,553 SH Sole 28, 33 11,553 COM STK STOCK USD0.01 NEKTAR COMMON 640268108 1,043,825.44 1,044 70,672 SH Sole 28 70,672 THERAPEUTICS COM STOCK STK USD0.0001 NELNET INC COM COMMON 64031N108 1,027,495.04 1,027 44,908 SH Sole 8, 28, 33 44,908 STK USD0.01 STOCK NEOGEN CORP COM COMMON 640491106 658,687.15 659 19,459 SH Sole 28, 47 19,459 STK USD0.16 STOCK NETAPP INC COM COMMON 64110D104 28,605,948.28 28,606 574,532 SH Sole 11, 23, 28, 38, 39, 574,532 STK NPV STOCK 50 NETEZZA CORP COM COMMON 64111N101 1,027,953.85 1,028 38,143 SH Sole 28 38,143 STK STOCK USD0.001 NETFLIX COM INC COMMON 64110L106 29,169,989.44 29,170 179,884 SH Sole 11, 23, 28, 50 179,884 COM STK STOCK USD0.001 NETGEAR INC COM COMMON 64111Q104 1,363,086.66 1,363 50,466 SH Sole 28, 30 50,466 STK STOCK USD0.001 NETLOGIC COMMON 64118B100 1,819,535.34 1,820 65,973 SH Sole 28, 47 65,973 MICROSYSTEMS INC STOCK COM STK USD0.01 NETSCOUT SYSTEMS COMMON 64115T104 565,870.90 566 27,590 SH Sole 8, 28 27,590 INC COM STK STOCK USD0.001 NETSUITE INC COMMON 64118Q107 766,095.71 766 32,503 SH Sole 26, 28 32,503 USD0.01 STOCK NETWORK ENGINES COMMON 64121A107 24,181.98 24 16,563 SH Sole 28 16,563 INC COM STK STOCK USD0.01 NETWORK COMMON 641208103 83,845.35 84 24,303 SH Sole 28, 33 24,303 EQUIPMENT STOCK TECHNOLOGIES COM STK USD0.01 NEURALSTEM INC COMMON 64127R302 88,232.76 88 35,013 SH Sole 28 35,013 COM STK NPV STOCK NEUROCRINE COMMON 64125C109 222,589.86 223 36,731 SH Sole 28 36,731 BIOSCIENCES INC STOCK COM STK NPV NEUROGESX COM COMMON 641252101 62,017.25 62 8,975 SH Sole 28 8,975 STK USD1 STOCK NEUSTAR INC COMMON 64126X201 4,984,255.98 4,984 200,493 SH Sole 25, 28 200,493
USD0.001 STOCK CLS'A' NEUTRAL TANDEM COMMON 64128B108 295,547.40 296 24,732 SH Sole 28 24,732 INC COM STK STOCK USD0.001 NEW FRONTIER COMMON 644398109 3,382.00 3 1,900 SH Sole 33 1,900 MEDIA INC COM STOCK STK USD0.0001 NEW JERSEY COMMON 646025106 2,360,141.94 2,360 60,177 SH Sole 8, 11, 28 60,177 RESOURCES CORP STOCK COM STK USD2.50 NEW YORK & CO COMMON 649295102 8,224.00 8 3,200 SH Sole 33 3,200 INC COM STK STOCK USD0.01 NEW YORK COMMON 649445103 13,726,943.75 13,727 844,735 SH Sole 28 844,735 COMMUNITY STOCK BANCORP INC COM STK USD0.01 NEW YORK TIMES COMMON 650111107 390,366.90 390 50,435 SH Sole 28 50,435 CO COM STOCK CLASS'A'STK USD0.10 NEWALLIANCE COMMON 650203102 3,631,013.78 3,631 287,719 SH Sole 28, 33 287,719 BANCSHARES INC STOCK COM STK USD0.01 NEWBRIDGE COMMON 65080T102 7,000.50 7 1,950 SH Sole 33 1,950 BANCORP COM STK STOCK USD5 NEWELL COMMON 651229106 6,022,469.31 6,022 338,151 SH Sole 28, 30, 34, 51 338,151 RUBBERMAID INC STOCK COM STK USD1 NEWFIELD COMMON 651290108 35,616,074.08 35,616 620,057 SH Sole 11, 28, 34, 38, 43 620,057 EXPLORATION CO STOCK COM STK USD0.01 NEWMARKET CORP COMMON 651587107 3,048,442.88 3,048 26,816 SH Sole 28 26,816 COM NPV STOCK NEWMONT MINING COMMON 651639106 14,689,751.56 14,690 233,876 SH Sole 23, 28 233,876 CORP COM STK STOCK USD1.60 NEWPARK COMMON 651718504 715,134.00 715 85,135 SH Sole 8, 28, 33 85,135 RESOURCES INC STOCK COM STK USD0.01 NEWPORT CORP COM COMMON 651824104 317,950.92 318 28,038 SH Sole 28 28,038 NPV STOCK NEWS CORP COMMON 65248E104 14,800,506.20 14,801 1,133,270 SH Sole 28, 51 1,133,270 CLASS'A'NON VTG STOCK COM STKUSD0.01 NEWS CORP COMMON 65248E203 2,563,754.16 2,564 170,236 SH Sole 41 170,236 CLASS'B'VTG COM STOCK STK USD0.01 NEWSTAR COMMON 65251F105 907,747.23 908 122,503 SH Sole 28, 30, 33 122,503
FINANCIAL INC STOCK COM STK USD0.01 NEXTERA ENERGY COMMON 65339F101 11,296,585.44 11,297 207,696 SH Sole 28, 51 207,696 INC STOCK NGP CAPITAL COMMON 62912R107 153,992.82 154 16,997 SH Sole 28 16,997 RESOURCES COM STOCK STK USD0.001 NIC INC COM COMMON 62914B100 350,816.22 351 42,318 SH Sole 28 42,318 NPV STOCK NICOR INC COM COMMON 654086107 2,381,402.86 2,381 51,973 SH Sole 28 51,973 STK USD2.5 STOCK NIGHTHAWK COMMON 65411N105 15,950.00 16 2,500 SH Sole 33 2,500 RADIOLOGY STOCK HOLDINGS COM STK USD0.001 NII HOLDINGS INC COMMON 62913F201 9,989,190.60 9,989 243,046 SH Sole 11, 23, 47 243,046 COM STK STOCK USD0.001 NIKE INC COMMON 654106103 13,313,337.64 13,313 166,126 SH Sole 28, 47 166,126 CLASS'B'COM STK STOCK NPV NISOURCE INC COM COMMON 65473P105 5,081,391.60 5,081 292,034 SH Sole 19, 28, 35 292,034 STK NPV STOCK NL INDUSTRIES COMMON 629156407 8,172.00 8 900 SH Sole 33 900 INC COM STK STOCK USD0.125 NN INC COM STK COMMON 629337106 9,075.00 9 1,100 SH Sole 33 1,100 USD0.01 STOCK NOBLE COMMON H5833N103 4,877,789.24 4,878 144,356 SH Sole 35, 37, 41, 43 144,356 CORPORATION STOCK CHF0.01 NOBLE ENERGY INC COMMON 655044105 16,899,830.49 16,900 225,061 SH Sole 11, 23, 28, 38 225,061 COM STK USD3.33 STOCK 1/3 NORANDA COMMON 65542W107 28,334.34 28 3,447 SH Sole 28 3,447 ALUMINIUM HLDG STOCK CORP USD0.01 NORDIC AMERICAN COMMON G65773106 995,900.16 996 37,216 SH Sole 8, 28 37,216 TANKER SHIPPING STOCK USD0.01 NORDSON CORP COM COMMON 655663102 8,072,002.60 8,072 109,540 SH Sole 5, 11, 28 109,540 STK NPV STOCK NORDSTROM INC COMMON 655664100 12,109,902.00 12,110 325,535 SH Sole 11, 28, 43 325,535 COM STK STOCK NPV NORFOLK SOUTHERN COMMON 655844108 10,247,086.41 10,247 172,191 SH Sole 28, 51 172,191 CORP COM STK STOCK USD1 NORTH VALLEY COMMON 66304M105 624.00 1 390 SH Sole 33 390 BANCORP COM STK STOCK USD0.01 NORTHEAST COMMON 664112109 1,788.00 2 300 SH Sole 33 300 COMMUNITY STOCK
BANCORP INC COM STK USD0.01 NORTHEAST COMMON 664397106 10,572,960.49 10,573 357,557 SH Sole 23, 28, 39 357,557 UTILITIES COM STOCK STK USD5 NORTHERN OIL & COMMON 665531109 561,679.58 562 33,157 SH Sole 28 33,157 GAS INC(NEV) COM STOCK STK USD0.001 NORTHERN TRUST COMMON 665859104 12,434,969.52 12,435 257,773 SH Sole 23, 28, 39 257,773 CORP COM STK STOCK USD1.666 NORTHFIELD COMMON 66611L105 149,456.66 149 13,813 SH Sole 28 13,813 BANCORP INC COM STOCK STK USD0.001 NORTHROP GRUMMAN COMMON 666807102 7,778,829.00 7,779 128,300 SH Sole 19, 23, 28 128,300 CORP COM STK STOCK USD1 NORTHWEST COMMON 667340103 958,971.81 959 85,699 SH Sole 28, 33 85,699 BANCSHARES INC STOCK USD0.01 NORTHWEST COMMON 667655104 1,078,396.15 1,078 22,727 SH Sole 11, 28 22,727 NATURAL GAS CO STOCK COM STK USD3.167 NORTHWEST PIPE COMMON 667746101 130,585.00 131 7,462 SH Sole 28, 33 7,462 CO COM STK STOCK USD0.01 NORTHWESTERN COMMON 668074305 757,444.50 757 26,577 SH Sole 28 26,577 CORPORATION COM STOCK STK USD0.01 NOVAMED INC COMMON 66986W207 7,102.77 7 733 SH Sole 33 733 USD0.01 STOCK NOVATEL WIRELESS COMMON 66987M604 211,215.52 211 26,804 SH Sole 28, 33 26,804 INC STOCK NOVAVAX INC COM COMMON 670002104 151,565.52 152 69,208 SH Sole 28 69,208 STK USD0.01 STOCK NOVELL INC COM COMMON 670006105 891,601.59 892 149,347 SH Sole 28 149,347 STK USD0.10 STOCK NOVELLUS SYSTEMS COMMON 670008101 1,037,337.66 1,037 39,027 SH Sole 28 39,027 INC COM STK STOCK NPV NPS COMMON 62936P103 315,727.56 316 46,159 SH Sole 28 46,159 PHARMACEUTICALS STOCK INC COM STK USD0.001 NRG ENERGY INC COMMON 629377508 4,748,500.68 4,749 228,074 SH Sole 11, 28, 35 228,074 COM STK STOCK USD0.01 NSTAR COM COM COMMON 67019E107 7,905,257.60 7,905 200,896 SH Sole 28 200,896 STK USD1 STOCK NTELOS HOLDINGS COMMON 67020Q107 2,106,489.24 2,106 124,497 SH Sole 25, 28, 30 124,497 CORP COM STK STOCK USD0.01 NU HORIZONS COMMON 669908105 10,480.60 10 1,508 SH Sole 33 1,508 ELECTRONICS CORP STOCK
COM STK USD0.0066 NU SKIN COMMON 67018T105 1,390,464.00 1,390 48,280 SH Sole 28, 47 48,280 ENTERPRISES INC STOCK CLASS'A'COM STK USD0.001 NUCOR CORP COM COMMON 670346105 5,118,838.20 5,119 134,001 SH Sole 28 134,001 STK USD0.40 STOCK NUTRACEUTICAL COMMON 67060Y101 220,397.43 220 14,047 SH Sole 8, 28, 33 14,047 INTERNATIONAL STOCK CORP COM STK USD0.01 NUTRISYSTEM INC COMMON 67069D108 3,163,902.56 3,164 164,444 SH Sole 28, 39 164,444 COM STK STOCK USD0.001 NUVASIVE INC COM COMMON 670704105 10,566,527.72 10,567 300,698 SH Sole 5, 11, 28 300,698 STK STOCK USD0.001 NV ENERGY INC COMMON 67073Y106 11,772,419.15 11,772 895,241 SH Sole 23, 28, 37 895,241 COM STK STOCK USD0.01 NVE CORP COM STK COMMON 629445206 152,154.08 152 3,536 SH Sole 28 3,536 USD0.001 STOCK NVIDIA CORP COM COMMON 67066G104 2,846,859.84 2,847 243,738 SH Sole 28 243,738 STK STOCK USD0.001 NVR INC COM STK COMMON 62944T105 9,203,991.42 9,204 14,214 SH Sole 11, 28, 51 14,214 USD0.01 STOCK NXP COMMON N6596X109 1,109,103.24 1,109 89,516 SH Sole 43 89,516 SEMICONDUCTORS STOCK NV EUR0.20 NXSTAGE MEDICAL COMMON 67072V103 357,552.00 358 18,720 SH Sole 28 18,720 INC COM STK STOCK NPV NYMAGIC INC COM COMMON 629484106 165,597.17 166 6,451 SH Sole 8, 28, 33 6,451 STK USD1 STOCK NYSE EURONEXT COMMON 629491101 3,801,209.93 3,801 133,049 SH Sole 28, 39 133,049 INC COM STK STOCK USD0.01 OASIS PETROLEUM COMMON 674215108 629,447.52 629 32,496 SH Sole 28, 47 32,496 INC USD0.01 STOCK OBAGI MEDICAL COMMON 67423R108 142,359.00 142 13,558 SH Sole 28 13,558 PRODUCTS INC COM STOCK STK NPV OCCAM NETWORKS COMMON 67457P309 39,267.45 39 5,015 SH Sole 28, 33 5,015 USD0.001 STOCK OCCIDENTAL COMMON 674599105 46,917,125.10 46,917 599,197 SH Sole 28, 31, 34, 38, 47, 599,197 PETROLEUM CORP STOCK 51 COM USD0.20 OCEAN POWER COMMON 674870308 4,635.00 5 900 SH Sole 33 900 TECHNOLOGIES INC STOCK COM STK USD0.001
OCEANEERING COMMON 675232102 7,838,622.82 7,839 145,537 SH Sole 11, 28, 43 145,537 INTERNATIONAL STOCK INC COM STK USD0.25 OCEANFIRST COMMON 675234108 242,295.69 242 19,747 SH Sole 8, 28, 33 19,747 FINANCIAL CORP STOCK COM STK USD0.01 OCHARLEYS INC COMMON 670823103 123,401.97 123 17,163 SH Sole 28, 33 17,163 COM STK STOCK NPV OCLARO INC COM COMMON 67555N206 593,538.73 594 37,073 SH Sole 28 37,073 NEW STOCK OCWEN FINANCIAL COMMON 675746309 5,553,475.20 5,553 547,680 SH Sole 8, 28, 39 547,680 CORP COM STK STOCK USD0.01 OFFICE DEPOT INC COMMON 676220106 609,762.20 610 132,557 SH Sole 28, 33 132,557 COM STK STOCK USD0.01 OFFICEMAX INC COMMON 67622P101 1,281,733.53 1,282 97,917 SH Sole 28, 30 97,917 COM STK STOCK USD2.50 OGE ENERGY CORP COMMON 670837103 10,754,653.41 10,755 269,743 SH Sole 28, 35 269,743 COM STK STOCK USD0.01 OIL DRI CORP OF COMMON 677864100 99,655.83 100 4,633 SH Sole 28 4,633 AMERICA COM STK STOCK USD0.10 OLD DOMINION COMMON 679580100 1,050,023.94 1,050 41,307 SH Sole 28, 43 41,307 FREIGHT LINE INC STOCK COM STK USD0.10 OLD NATIONAL COMMON 680033107 715,858.50 716 68,177 SH Sole 28, 33 68,177 BANCORP(INDIANA) STOCK COM STK USD1 OLD REPUBLIC COMMON 680223104 14,428,902.30 14,429 1,041,798 SH Sole 28, 33, 39 1,041,798 INTERNATIONAL STOCK CORP USD1 OLD SECOND COMMON 680277100 2,100.00 2 1,500 SH Sole 33 1,500 BANCORP INC COM STOCK STK NPV OLIN CORP COM COMMON 680665205 4,350,306.24 4,350 215,789 SH Sole 8, 28 215,789 STK USD1 STOCK OLYMPIC STEEL COMMON 68162K106 182,839.47 183 7,953 SH Sole 28, 33 7,953 INC COM STK STOCK NPV OM GROUP INC COM COMMON 670872100 1,778,826.96 1,779 59,058 SH Sole 8, 28, 30, 33 59,058 STK USD0.01 STOCK OMEGA PROTEIN COMMON 68210P107 14,924.00 15 2,600 SH Sole 33 2,600 CORP COM STK STOCK USD0.01 OMEROS CORP COMMON 682143102 110,866.32 111 15,208 SH Sole 28 15,208 NPV STOCK OMNI ENERGY COMMON 68210T208 3,822.00 4 1,400 SH Sole 33 1,400 SERVICES CORP STOCK
COM STK USD0.01 OMNIAMERICAN COMMON 68216R107 108,259.62 108 9,606 SH Sole 28 9,606 BANCORP INC STOCK USD0.01 OMNICARE INC COM COMMON 681904108 5,598,618.24 5,599 234,448 SH Sole 28, 33 234,448 STK USD1 STOCK OMNICELL INC COM COMMON 68213N109 1,027,787.16 1,028 78,577 SH Sole 5, 28, 33 78,577 STK NPV STOCK OMNICOM GROUP COMMON 681919106 9,947,262.36 9,947 251,957 SH Sole 23, 28, 51 251,957 INC COM STK STOCK USD0.15 OMNIVISION COMMON 682128103 1,493,015.04 1,493 64,801 SH Sole 28, 33, 47 64,801 TECHNOLOGIES INC STOCK COM STK USD0.001 OMNOVA SOLUTIONS COMMON 682129101 839,978.94 840 116,826 SH Sole 28, 30 116,826 INC COM STK STOCK USD0.1 ON ASSIGNMENT COMMON 682159108 173,643.75 174 33,075 SH Sole 28, 33 33,075 COM STK STOCK USD0.01 ONEBEACON COMMON G67742109 25,722.00 26 1,800 SH Sole 33 1,800 INSURANCE GROUP STOCK LTD CLASS'A'COM STK ONEOK INC COM COMMON 682680103 2,144,309.36 2,144 47,609 SH Sole 19, 28 47,609 STK NPV STOCK ONLINE RES CORP COMMON 68273G101 99,540.36 100 22,419 SH Sole 28, 33 22,419 COM STOCK ONYX COMMON 683399109 1,221,446.76 1,221 46,302 SH Sole 28 46,302 PHARMACEUTICALS STOCK COM STK USD0.001 OPENTABLE INC COMMON 68372A104 2,806,666.08 2,807 41,226 SH Sole 26, 28 41,226 NPV STOCK OPENWAVE SYSTEMS COMMON 683718308 113,196.20 113 66,586 SH Sole 28 66,586 INC-ORD SHS STOCK OPKO HEALTH INC COMMON 68375N103 152,154.24 152 67,926 SH Sole 28 67,926 COM STK STOCK USD0.01 OPLINK COMMON 68375Q403 1,669,932.80 1,670 84,170 SH Sole 8, 28, 30, 33 84,170 COMMUNICATIONS STOCK INC COM NEW OPNET COMMON 683757108 187,289.85 187 10,319 SH Sole 28 10,319 TECHNOLOGIES INC STOCK COM STK USD0.001 OPNEXT INC COM COMMON 68375V105 11,665.10 12 7,430 SH Sole 33 7,430 STK USD0.01 STOCK OPPENHEIMER COMMON 683797104 278,605.60 279 9,968 SH Sole 8, 28 9,968 HOLDINGS INC STOCK CLS'A'NON-VTG NPV
OPTICAL CABLE COMMON 683827208 852.00 1 300 SH Sole 33 300 CORP. STOCK OPTIMER COMMON 68401H104 235,733.19 236 25,707 SH Sole 28 25,707 PHARMACEUTICALS STOCK INC NPV OPTIONSXPRESS COMMON 684010101 476,851.20 477 31,045 SH Sole 28 31,045 HLDGS INC COM STOCK STK USD0.0001 ORACLE CORP COM COMMON 68389X105 110,495,375.40 110,495 4,115,284 SH Sole 11, 28, 34, 38, 39, 4,115,284 STK USD0.01 STOCK 47, 50, 51 ORASURE COMMON 68554V108 142,009.20 142 35,064 SH Sole 28 35,064 TECHNOLOGIES INC STOCK COM STK NPV ORBCOMM INC COM COMMON 68555P100 7,718.00 8 3,400 SH Sole 33 3,400 STK NPV STOCK ORBITAL SCIENCES COMMON 685564106 652,575.60 653 42,652 SH Sole 28 42,652 COM STK STOCK USD0.01 ORBITZ WORLDWIDE COMMON 68557K109 94,972.50 95 15,075 SH Sole 28 15,075 INC COM STK STOCK USD0.01 O'REILLY COMMON 686091109 15,668,410.80 15,668 294,519 SH Sole 5, 23, 28, 50 294,519 AUTOMOTIVE INC STOCK COM STK USD0.01 OREXIGEN COMMON 686164104 141,383.06 141 23,842 SH Sole 28 23,842 THERAPEUT COM STOCK STK USD0.001 ORIENT EXPRESS COMMON G67743107 788,215.80 788 70,692 SH Sole 28, 33 70,692 HOTELS LTD STOCK CLS'A'COM STK USD0.01 ORIENTAL COMMON 68618W100 449,912.40 450 33,828 SH Sole 28, 33 33,828 FINANCIAL GROUP STOCK INC COM STK USD1 ORION ENERGY COMMON 686275108 8,530.47 9 2,691 SH Sole 33 2,691 SYSTEMS INC STOCK NPV ORION MARINE COMMON 68628V308 253,350.15 253 20,415 SH Sole 28 20,415 GROUP COM STK STOCK USD0.01 ORITANI COMMON 68633D103 1,184,436.38 1,184 118,681 SH Sole 28, 30 118,681 FINANCIAL CORP STOCK COM STK USD0.01 ORRSTOWN COMMON 687380105 184,098.84 184 7,949 SH Sole 8, 28 7,949 FINANCIAL STOCK SERVICES INC COM STK NPV ORTHOFIX INTL COMMON N6748L102 414,744.00 415 13,200 SH Sole 28 13,200 N.V. COM STK STOCK USD0.10 ORTHOVITA COM COMMON 68750U102 115,431.77 115 50,851 SH Sole 28 50,851
STK STOCK USD0.01 OSHKOSH COMMON 688239201 7,729,150.00 7,729 281,060 SH Sole 28, 35 281,060 CORPORATION STOCK OSI SYSTEMS INC COMMON 671044105 495,659.04 496 13,647 SH Sole 28, 33 13,647 COM STK NPV STOCK OSIRIS COMMON 68827R108 94,458.00 94 12,975 SH Sole 28 12,975 THERAPEUTICS INC STOCK NEW COM OSTEOTECH INC COMMON 688582105 12,274.00 12 1,900 SH Sole 33 1,900 COM STK STOCK USD0.01 OTTER TAIL CORP COMMON 689648103 554,873.07 555 27,213 SH Sole 28 27,213 COM STK STOCK USD5 OUTDOOR CHANNEL COMMON 690027206 12,166.00 12 2,200 SH Sole 33 2,200 HLDGS INC COM STOCK USD0.02 OVERSEAS COMMON 690368105 2,519,328.24 2,519 73,407 SH Sole 28, 33 73,407 SHIPHOLDING STOCK GROUP INC COM STK USD1 OVERSTOCK.COM COMMON 690370101 175,246.56 175 11,148 SH Sole 28 11,148 INC COM STK STOCK USD0.0001 OWENS & MINOR COMMON 690732102 4,827,043.68 4,827 169,608 SH Sole 8, 28 169,608 INC COM STK STOCK USD2 OWENS CORNING COMMON 690742101 4,545,736.80 4,546 177,360 SH Sole 11, 33 177,360 INC COM STK STOCK USD0.01 OWENS-ILLINOIS COMMON 690768403 4,370,288.88 4,370 155,748 SH Sole 28, 35, 37 155,748 INC COM STK STOCK USD0.01 OXFORD COMMON 691497309 731,972.18 732 30,781 SH Sole 8, 28, 33 30,781 INDUSTRIES INC STOCK COM STK USD1 OYO GEOSPACE COMMON 671074102 179,138.60 179 3,095 SH Sole 28 3,095 CORP COM STK STOCK USD0.01 P.F. CHANG'S COMMON 69333Y108 8,032,378.20 8,032 173,861 SH Sole 26, 28, 39 173,861 CHINA BISTRO INC STOCK COM STK USD0.001 PACCAR INC COM COMMON 693718108 27,870,520.05 27,871 578,827 SH Sole 28, 39, 51 578,827 STK USD1 STOCK PACER INTL INC COMMON 69373H106 302,730.84 303 50,121 SH Sole 8, 28 50,121 COM STOCK PACIFIC CAPITAL COMMON 69404P101 2,475.58 2 3,019 SH Sole 33 3,019 BANCORP COM STOCK NPV PACIFIC COMMON 69412V108 147,379.25 147 16,285 SH Sole 28, 33 16,285 CONTINETAL CORP STOCK COM STK USD1 PACIFIC COMMON 694552100 3,100.00 3 1,000 SH Sole 33 1,000
MERCANTILE STOCK BANCORP COM STK NPV PACIFIC SUNWEAR COMMON 694873100 284,663.67 285 54,429 SH Sole 28, 33 54,429 OF CALIFORNIA STOCK INC COM STK USD0.01 PACKAGING CORP COMMON 695156109 5,900,286.84 5,900 254,652 SH Sole 28, 35 254,652 OF AMERICA COM STOCK STK USD0.01 PACTIV CORP COM COMMON 695257105 1,909,574.98 1,910 57,901 SH Sole 28 57,901 STK USD0.01 STOCK PACWEST BANCORP COMMON 695263103 2,325,605.90 2,326 122,015 SH Sole 28, 30, 33 122,015 COM STK NPV STOCK PAETEC HOLDING COMMON 695459107 391,206.24 391 95,184 SH Sole 28 95,184 CORP COM STK STOCK USD1 PAIN COMMON 69562K100 177,230.04 177 28,678 SH Sole 28 28,678 THERAPEUTICS COM STOCK STK NPV PALL CORP COM COMMON 696429307 5,893,683.96 5,894 141,539 SH Sole 11, 28 141,539 STK STOCK USD0.10 PALM HARBOR COMMON 696639103 1,908.00 2 1,200 SH Sole 33 1,200 HOMES INC COM STOCK STK USD0.01 PALOMAR MEDICAL COMMON 697529303 666,532.92 667 64,524 SH Sole 28, 30, 33 64,524 TECHNOLOGIES INC STOCK COM STK USD0.01 PAM COMMON 693149106 13,485.76 13 1,072 SH Sole 33 1,072 TRANSPORTATION STOCK SERVICES INC. COM STK USD0.01 PANERA BREAD CO COMMON 69840W108 6,432,465.73 6,432 72,593 SH Sole 28, 47 72,593 CLASS'A'COM STK STOCK USD0.0001 PANHANDLE OIL & COMMON 698477106 137,646.75 138 5,575 SH Sole 28 5,575 GAS INC STOCK CLASS'A'COM STK USD0.01666 PANTRY INC COM COMMON 698657103 574,324.31 574 23,821 SH Sole 8, 28, 33 23,821 STK USD0.01 STOCK PAPA JOHNS COMMON 698813102 416,724.86 417 15,797 SH Sole 28 15,797 INTERNATIONAL STOCK INC COM STK USD0.01 PAR COMMON 69888P106 1,147,903.92 1,148 39,474 SH Sole 8, 28, 33 39,474 PHARMACEUTICAL STOCK USD0.01 PAR TECHNOLOGY COMMON 698884103 7,995.00 8 1,300 SH Sole 33 1,300 CORP COM STK STOCK USD0.02 PARAMETRIC COMMON 699173209 6,049,251.82 6,049 309,583 SH Sole 28 309,583 TECHNOLOGY CORP STOCK
NEW COM STK USD0.01 PAREXEL COMMON 699462107 1,001,182.05 1,001 43,285 SH Sole 28 43,285 INTERNATIONAL STOCK CORP COM STK USD0.01 PARK COMMON 700416209 419,359.14 419 15,921 SH Sole 28, 33 15,921 ELECTROCHEMICAL STOCK CORP COM STK USD0.10 PARK NATIONAL COMMON 700658107 746,194.08 746 11,652 SH Sole 8, 28 11,652 CORP COM STK STOCK NPV PARK OHIO COMMON 700666100 80,824.10 81 6,077 SH Sole 28 6,077 HOLDINGSCOM STOCK USD1 PARKER DRILLING COMMON 701081101 393,392.25 393 90,435 SH Sole 28, 33 90,435 CO COM STK STOCK USD0.1666 PARKER-HANNIFIN COMMON 701094104 9,156,001.28 9,156 130,688 SH Sole 28, 31, 39, 43, 47 130,688 CORP COM STK STOCK USD0.50 PARLUX COMMON 701645103 2,475.00 2 1,100 SH Sole 33 1,100 FRAGRANCES COM STOCK STK USD0.01 PARTNERRE COM COMMON G6852T105 8,140,194.32 8,140 101,524 SH Sole 35, 37, 39, 43 101,524 STK USD1 STOCK PATRIOT COAL COMMON 70336T104 2,445,448.25 2,445 214,325 SH Sole 28, 33 214,325 CORPORATION COM STOCK STK USD0.01 PATRIOT COMMON 70337B102 82,823.53 83 1,181 SH Sole 28 1,181 TRANSPORTATION STOCK HLDG INC COM STK USD0.10 PATTERSON COS COMMON 703395103 2,984,413.20 2,984 104,168 SH Sole 23, 28 104,168 INC COM STK STOCK USD0.01 PATTERSON UTI COMMON 703481101 5,139,559.88 5,140 300,911 SH Sole 28, 33 300,911 ENERGY INC COM STOCK STK USD0.01 PAYCHEX INC COM COMMON 704326107 10,409,968.18 10,410 378,682 SH Sole 11, 23, 28, 37 378,682 STK USD0.01 STOCK PC CONNECTION COMMON 69318J100 12,977.00 13 1,900 SH Sole 33 1,900 COM STK STOCK USD0.01 PC MALL INC COM COMMON 69323K100 8,294.00 8 1,300 SH Sole 33 1,300 STK STOCK USD0.001 PC-TEL INC COM COMMON 69325Q105 103,342.34 103 16,831 SH Sole 28, 33 16,831 STK STOCK USD0.001 PDF SOLUTIONS COMMON 693282105 72,039.00 72 19,470 SH Sole 28, 33 19,470 INC COM STK STOCK USD0.00015
PDI INC COM STK COMMON 69329V100 12,236.00 12 1,400 SH Sole 33 1,400 USD0.01 STOCK PDL BIOPHARMA COMMON 69329Y104 491,052.56 491 93,356 SH Sole 28 93,356 INC COM STK STOCK USD0.01 PEABODY ENERGY COMMON 704549104 11,754,166.32 11,754 239,832 SH Sole 11, 28, 50, 51 239,832 CORP COM STK STOCK USD0.01 PEAPACK COMMON 704699107 84,497.94 84 7,173 SH Sole 28 7,173 GLADSTONE STOCK FINANCIAL CORP COM STK NPV PEBBLEBROOK COMMON 70509V100 945,344.90 945 52,490 SH Sole 8, 28, 43 52,490 HOTEL TRUST STOCK USD0.01 PEETS COFFEE & COMMON 705560100 300,915.93 301 8,791 SH Sole 28 8,791 TEA INC COM STK STOCK USD0.001 PEGASYSTEMS INC COMMON 705573103 375,363.45 375 12,089 SH Sole 28 12,089 COM STK STOCK USD0.01 PENFORD CORP COM COMMON 707051108 6,454.00 6 1,400 SH Sole 33 1,400 STK USD1 STOCK PENN NATIONAL COMMON 707569109 5,389,819.47 5,390 182,027 SH Sole 33, 39, 43 182,027 GAMING INC COM STOCK STK USD0.01 PENN VIRGINIA COMMON 707882106 873,570.48 874 54,462 SH Sole 28, 30, 33 54,462 CORP COM STK STOCK USD6.25 PENNANTPARK COMMON 708062104 289,907.64 290 27,324 SH Sole 28 27,324 INVESTMENT CORP STOCK COM STK USD0.001 PENNEY(J.C.)CO COMMON 708160106 8,489,645.82 8,490 312,349 SH Sole 11, 28, 41 312,349 INC COM STK STOCK USD0.50 PENNICHUCK CORP COMMON 708254206 4,602.00 5 200 SH Sole 33 200 COM STK STOCK USD1 PENNS WOODS COMMON 708430103 112,403.05 112 3,401 SH Sole 28 3,401 BANCOR COM STOCK USD10 PENSKE COMMON 70959W103 535,748.40 536 40,587 SH Sole 28, 33 40,587 AUTOMOTIVE GROUP STOCK INC COM STK USD0.0001 PENSON WORLDWIDE COMMON 709600100 179,228.14 179 36,062 SH Sole 8, 28, 33 36,062 COM STK STOCK USD0.01 PENTAIR INC COM COMMON 709631105 8,714,037.45 8,714 259,115 SH Sole 28, 37 259,115 STK STOCK USD0.16666 PEOPLES BANCORP COMMON 709789101 195,198.60 195 15,780 SH Sole 8, 28, 33 15,780 INC COM STK STOCK
NPV PEOPLES UNITED COMMON 712704105 5,301,397.64 5,301 404,996 SH Sole 23, 28 404,996 FINANCIAL INC STOCK COM PEP BOYS MANNY COMMON 713278109 438,710.28 439 41,466 SH Sole 28, 33 41,466 MOE & JACK COM STOCK STK USD1 PEPCO HLDGS INC COMMON 713291102 3,094,519.20 3,095 166,372 SH Sole 28, 43 166,372 COM STK STOCK USD0.01 PEPSICO INC CAP COMMON 713448108 100,963,951.44 100,964 1,519,626 SH Sole 19, 23, 28, 31, 34, 1,519,626 STK STOCK 39, 41, 47, 50, 51 USD0.0166 PERCEPTRON INC COMMON 71361F100 3,129.00 3 700 SH Sole 33 700 COM STK STOCK USD0.01 PEREGRINE COMMON 713661304 64,187.15 64 44,267 SH Sole 28 44,267 PHARMACEUTICALS STOCK COM STK USD0.001 PERFICIENT INC COMMON 71375U101 168,322.24 168 18,416 SH Sole 28, 33 18,416 COM STOCK PERFORMANCE COMMON 71376K102 2,410.15 2 1,121 SH Sole 33 1,121 TECHNOLOGIES INC STOCK COM STK USD0.01 PERICOM COMMON 713831105 179,596.23 180 20,667 SH Sole 28, 33 20,667 SEMICONDUCTOR STOCK CORP COM STK NPV PERKINELMER INC COMMON 714046109 2,833,562.42 2,834 122,453 SH Sole 5, 28 122,453 COM STK STOCK USD1 PERRIGO CO COM COMMON 714290103 14,131,418.34 14,131 220,047 SH Sole 11, 28 220,047 STK NPV STOCK PERVASIVE COMMON 715710109 2,470.00 2 500 SH Sole 33 500 SOFTWARE INC COM STOCK STK USD0.01 PETMED EXPRESS COMMON 716382106 509,390.00 509 29,108 SH Sole 11, 28 29,108 INC COM STK STOCK USD0.001 PETROHAWK ENERGY COMMON 716495106 1,685,016.00 1,685 104,400 SH Sole 11, 35 104,400 CORP COM STOCK USD0.001 PETROLEUM COMMON 716578109 464,922.00 465 16,845 SH Sole 28, 33 16,845 DEVELOPMENT COM STOCK STK USD0.01 PETROQUEST COMMON 716748108 583,391.55 583 95,795 SH Sole 8, 28, 30 95,795 ENERGY INC COM STOCK STK USD0.001 PETSMART INC COM COMMON 716768106 14,125,440.00 14,125 403,584 SH Sole 23, 28 403,584 STK STOCK USD0.0001 PFIZER INC COM COMMON 717081103 79,355,241.46 79,355 4,621,738 SH Sole 11, 19, 23, 28, 31, 4,621,738 STK USD0.05 STOCK 37, 41, 51
PG&E CORP COM COMMON 69331C108 19,596,186.48 19,596 431,444 SH Sole 23, 28, 34, 35 431,444 STK NPV STOCK PHARMACEUTICAL COMMON 717124101 5,712,136.59 5,712 230,421 SH Sole 28 230,421 PRODUCT STOCK DEVELOPMENT COM STK USD0.10 PHARMACYCLICS COMMON 716933106 241,840.30 242 30,005 SH Sole 28 30,005 INC COM STK STOCK USD0.0001 PHARMASSET INC COMMON 71715N106 705,079.50 705 23,901 SH Sole 8, 28 23,901 COM STK NPV STOCK PHARMERICA COMMON 71714F104 536,481.82 536 56,294 SH Sole 8, 28, 33 56,294 CORPORATION COM STOCK STK USD0.01 PHH CORP COM STK COMMON 693320202 2,215,848.96 2,216 105,216 SH Sole 8, 28, 33 105,216 NPV STOCK PHI INC NON-VTG COMMON 69336T205 192,671.44 193 11,908 SH Sole 28, 33 11,908 USD0.10 STOCK PHILIP MORRIS COMMON 718172109 76,386,183.04 76,386 1,363,552 SH Sole 28, 39, 41, 51 1,363,552 INTERNATIONAL STOCK INC NPV PHILLIPS VAN COMMON 718592108 16,830,662.40 16,831 279,765 SH Sole 11, 23, 28, 30, 39 279,765 HEUSEN CORP COM STOCK STK USD1 PHOENIX COMMON 71902E109 209,372.10 209 99,701 SH Sole 28, 33 99,701 COMPANIES INC STOCK COM STK USD0.01 PHOTOMEDEX INC COMMON 719358301 1,104.00 1 200 SH Sole 33 200 COM STK STOCK USD0.01 PHOTRONICS INC COMMON 719405102 308,861.94 309 58,386 SH Sole 8, 28, 33 58,386 COM STK STOCK USD0.01 PHYSICIANS COMMON 719427106 3,978.00 4 1,300 SH Sole 33 1,300 FORMULA HLDGS STOCK INC COM STK USD0.01 PICO HOLDING INC COMMON 693366205 2,188,797.72 2,189 73,302 SH Sole 11, 26, 28, 33, 43 73,302 COM STK STOCK USD0.001 PIEDMONT NATURAL COMMON 720186105 1,511,567.00 1,512 52,123 SH Sole 28 52,123 GAS CO INC STOCK NPV PIER 1 IMPORTS COMMON 720279108 1,028,344.59 1,028 125,561 SH Sole 28, 30 125,561 INC COM STK STOCK USD1 PIKE ELECTRIC COMMON 721283109 113,072.96 113 15,532 SH Sole 28, 33 15,532 CORPORATION COM STOCK STK USD0.001 PILGRIMS PRIDE COMMON 72147K108 207,316.18 207 36,889 SH Sole 28 36,889 CORP NEW STOCK USD0.01 PINNACLE COMMON 723443107 92,038.50 92 16,950 SH Sole 28, 33 16,950
AIRLINES CORP STOCK COM STK USD0.01 PINNACLE COMMON 723456109 494,045.35 494 44,309 SH Sole 28 44,309 ENTERTAINMENT STOCK INC COM STK USD0.10 PINNACLE COMMON 72346Q104 266,087.26 266 28,954 SH Sole 28, 33 28,954 FINANCIAL STOCK PARTNERS COM STK USD1 PINNACLE WEST COMMON 723484101 2,553,705.06 2,554 61,878 SH Sole 28, 43 61,878 CAPITAL CORP COM STOCK STK USD2.50 PIONEER DRILLING COMMON 723655106 852,374.38 852 133,601 SH Sole 28, 30, 33 133,601 CO COM STK STOCK USD0.10 PIONEER NATURAL COMMON 723787107 6,684,758.85 6,685 102,795 SH Sole 23, 28, 43 102,795 RESOURCES CO COM STOCK STK USD0.01 PIPER JAFFRAY COMMON 724078100 353,084.73 353 12,121 SH Sole 28, 33 12,121 COMPANIES COM STOCK STK USD0.01 PITNEY BOWES INC COMMON 724479100 12,135,116.96 12,135 567,592 SH Sole 23, 28, 39, 51 567,592 COM STK STOCK USD1 PLAINS COMMON 726505100 7,246,345.68 7,246 271,704 SH Sole 28 271,704 EXPLORATION & STOCK PRODUCTION CO COM STK USD0.01 PLANAR SYSTEMS COMMON 726900103 4,332.00 4 1,900 SH Sole 33 1,900 INC COM STK STOCK NPV PLANTRONICS INC COMMON 727493108 4,531,485.66 4,531 134,147 SH Sole 8, 28 134,147 COM STK STOCK USD0.01 PLATINUM COMMON G7127P100 2,029,207.04 2,029 46,627 SH Sole 8, 28, 33 46,627 UNDERWRITERS STOCK HLDGS LTD SHS PLAYBOY COMMON 728117300 80,446.14 80 15,651 SH Sole 28 15,651 ENTERPRISES INC STOCK CLASS'B'NON VTG USD0.01 PLEXUS CORP COM COMMON 729132100 866,529.40 867 29,524 SH Sole 28 29,524 STK USD0.01 STOCK PLX TECHNOLOGY COMMON 693417107 111,543.06 112 30,813 SH Sole 28, 33 30,813 COM STK STOCK USD0.001 PMA CAPITAL CORP COMMON 693419202 301,426.58 301 39,977 SH Sole 8, 28, 33 39,977 COM STK STOCK CLASS'A'USD5 PMC SIERRA INC COMMON 69344F106 196,512.00 197 26,700 SH Sole 8 26,700 COM STK STOCK USD0.001
PMFG INC COMMON 69345P103 195,478.25 195 11,465 SH Sole 28 11,465 USD0.01 STOCK PMI GROUP INC COMMON 69344M101 615,737.92 616 167,776 SH Sole 8, 28, 33 167,776 COM STK STOCK USD0.01 PNC FINANCIAL COMMON 693475105 22,265,912.03 22,266 428,933 SH Sole 23, 28, 34, 39, 41, 428,933 SERVICES GROUP STOCK 51 COM STK USD5 PNM RESOURCES COMMON 69349H107 2,669,212.33 2,669 234,347 SH Sole 28 234,347 INC COM STK STOCK USD5 POLARIS COMMON 731068102 1,841,809.20 1,842 28,292 SH Sole 11, 28 28,292 INDUSTRIES INC STOCK COM STK USD0.01 POLO RALPH COMMON 731572103 3,584,245.82 3,584 39,887 SH Sole 28, 34, 47 39,887 LAUREN CORP STOCK CLASS'A'COM STK USD0.01 POLYCOM INC COM COMMON 73172K104 8,057,284.40 8,057 295,355 SH Sole 8, 11, 28, 39 295,355 STK STOCK USD0.0005 POLYONE CORP COM COMMON 73179P106 1,990,352.52 1,990 164,628 SH Sole 8, 28, 30 164,628 STK USD0.01 STOCK POLYPORE COMMON 73179V103 1,140,802.00 1,141 37,825 SH Sole 28, 47 37,825 INTERNATIONAL STOCK INC COM STK USD0.01 POOL CORP COM COMMON 73278L105 747,888.48 748 37,264 SH Sole 28 37,264 STK STOCK USD0.001 POPULAR INC COM COMMON 733174106 535,920.00 536 184,800 SH Sole 30, 33 184,800 STK USD6 STOCK PORTEC RAIL COMMON 736212101 20,916.00 21 1,800 SH Sole 8, 33 1,800 PRODUCTS INC COM STOCK STK USD1 PORTER BANCORP COMMON 736233107 6,325.20 6 630 SH Sole 8 630 INC COM STK STOCK NPV PORTFOLIO COMMON 73640Q105 3,920,763.90 3,921 60,646 SH Sole 5, 28, 33 60,646 RECOVERY STOCK ASSOCIATES INC COM STK USD0.01 PORTLAND GENERAL COMMON 736508847 3,720,751.32 3,721 183,469 SH Sole 8, 23, 28 183,469 ELECTRIC CO COM STOCK NPV POTASH CORP OF COMMON 73755L107 1,901,328.00 1,901 13,200 SH Sole 39 13,200 SASKATCHEWAN INC STOCK COM NPV POWELL COMMON 739128106 211,367.04 211 6,792 SH Sole 28 6,792 INDUSTRIES INC STOCK COM STK USD0.01 POWER COMMON 739276103 581,089.41 581 18,279 SH Sole 28 18,279
INTEGRATIONS INC STOCK COM STK USD0.001 POWER-ONE INC COMMON 73930R102 477,106.83 477 52,487 SH Sole 28 52,487 USD0.001 STOCK POWERSECURE INTL COMMON 73936N105 137,733.24 138 14,874 SH Sole 28, 33 14,874 INC COM STK STOCK USD0.01 POWERWAVE COMMON 739363109 183,676.22 184 100,921 SH Sole 28 100,921 TECHNOLOGIES INC STOCK COM STK USD0.0001 POZEN INC COM COMMON 73941U102 141,500.88 142 19,986 SH Sole 28 19,986 STK STOCK USD0.001 PPG INDUSTRIES COMMON 693506107 12,713,646.40 12,714 174,638 SH Sole 28, 39, 43 174,638 INC COM STK STOCK USD1.666 PPL CORP COM STK COMMON 69351T106 8,224,630.89 8,225 302,043 SH Sole 28, 34, 37 302,043 USD0.01 STOCK PRAXAIR INC COM COMMON 74005P104 43,407,658.68 43,408 480,918 SH Sole 11, 28, 39, 47 480,918 STK USD0.01 STOCK PRE PAID LEGAL COMMON 740065107 352,256.13 352 5,637 SH Sole 28 5,637 SERVICES COM STK STOCK USD0.01 PRECISION COMMON 740189105 23,755,486.95 23,755 186,537 SH Sole 11, 28, 38, 39 186,537 CASTPARTS CORP STOCK COM NPV PREFERRED BK LOS COMMON 740367107 1,188.00 1 720 SH Sole 33 720 ANGELES STOCK CALIFORNIA COM STK PREMIERE GLOBAL COMMON 740585104 922,849.68 923 130,346 SH Sole 8, 28 130,346 SERVICES INC COM STOCK STK USD0.01 PRESIDENTIAL COMMON 740884101 174,116.60 174 17,767 SH Sole 28, 33 17,767 LIFE CORP COM STOCK STK USD0.01 PRESSTEK INC COM COMMON 741113104 56,377.17 56 25,743 SH Sole 28, 33 25,743 STK USD0.01 STOCK PRESTIGE BRANDS COMMON 74112D101 648,744.44 649 65,596 SH Sole 8, 28, 33 65,596 HLDGS INC COM STOCK STK USD0.01 PRICE T ROWE COMMON 74144T108 5,715,170.08 5,715 114,155 SH Sole 23, 28 114,155 GROUP INC COM STOCK STK USD0.20 PRICELINE.COM COMMON 741503403 32,758,938.62 32,759 94,043 SH Sole 11, 23, 28, 38, 39, 94,043 INC COM STK STOCK 50 USD0.008 PRICESMART INC COMMON 741511109 345,569.19 346 11,863 SH Sole 28 11,863 COM STK STOCK USD0.0001 PRIDE COMMON 74153Q102 10,025,535.51 10,026 340,657 SH Sole 28 340,657 INTERNATIONAL STOCK
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STK USD0.01 RYDER SYSTEM INC COMMON 783549108 1,099,146.23 1,099 25,699 SH Sole 28, 33 25,699 COM STK STOCK USD0.50 RYLAND GROUP INC COMMON 783764103 3,591,902.72 3,592 200,441 SH Sole 25, 28, 33 200,441 COM STK STOCK USD1 S & T BANCORP COMMON 783859101 440,691.16 441 25,298 SH Sole 8, 28, 33 25,298 INC COM STK STOCK USD2.50 S1 CORP. COM STK COMMON 78463B101 1,094,370.92 1,094 210,052 SH Sole 25, 28, 33 210,052 NPV STOCK SABA SOFTWARE COMMON 784932600 123,041.92 123 22,618 SH Sole 28 22,618 INC COM STK STOCK USD0.001 SAFEGUARD COMMON 786449207 218,047.06 218 17,402 SH Sole 28, 33 17,402 SCIENTIFICS INC STOCK COM STK USD0.10 SAFETY INSURANCE COMMON 78648T100 985,915.26 986 23,463 SH Sole 11, 28, 33 23,463 GROUP INC COM STOCK STK USD0.01 SAFEWAY INC COM COMMON 786514208 3,428,766.40 3,429 162,040 SH Sole 28 162,040 STK USD0.01 STOCK SAGA COMMON 786598300 8,120.00 8 400 SH Sole 33 400 COMMUNICATIONS STOCK CLASS'A'COM STK USD0.01 SAIA INC COM STK COMMON 78709Y105 218,500.55 219 14,635 SH Sole 28, 33 14,635 USD0.001 STOCK SAIC INC COM STK COMMON 78390X101 5,027,308.00 5,027 314,600 SH Sole 28, 35 314,600 USD0.0001 STOCK SAKS INC COM STK COMMON 79377W108 3,600,407.20 3,600 418,652 SH Sole 28, 33 418,652 USD0.10 STOCK SALEM COMMON 794093104 6,237.00 6 2,100 SH Sole 33 2,100 COMMUNICATIONS STOCK CORP CLASS'A'COM STK USD0.01 SALESFORCE.COM COMMON 79466L302 23,821,561.40 23,822 213,073 SH Sole 11, 23, 28, 38, 50 213,073 INC COM STK STOCK USD0.001 SALIX COMMON 795435106 9,322,760.64 9,323 234,712 SH Sole 11, 23, 28, 47 234,712 PHARMACEUTICALS STOCK LTD COM NPV SALLY BEAUTY COMMON 79546E104 1,105,966.40 1,106 98,747 SH Sole 11, 28 98,747 HOLDINGS INC COM STOCK STK USD0.01 SANDERS MORRIS COMMON 80000Q104 150,527.70 151 26,595 SH Sole 8, 28, 33 26,595 HARRIS GROUP COM STOCK STK USD0.001 SANDERSON FARM COMMON 800013104 722,683.26 723 16,694 SH Sole 28 16,694 INC COM STK STOCK USD1 SANDISK CORP COM COMMON 80004C101 5,668,692.15 5,669 154,671 SH Sole 19, 28, 35 154,671
STK STOCK USD0.001 SANDY SPRING COMMON 800363103 293,492.50 293 18,935 SH Sole 28, 33 18,935 BANCORP INC COM STOCK USD1 SANFILIPPO(JOHN COMMON 800422107 97,429.20 97 7,381 SH Sole 28, 33 7,381 B)& SON INC COM STOCK STK USD0.01 SANGAMO COMMON 800677106 119,971.11 120 34,977 SH Sole 28 34,977 BIOSCIENCES INC STOCK COM STK USD0.01 SANMINA-SCI CORP COMMON 800907206 729,873.60 730 60,420 SH Sole 28, 33 60,420 COM STK STOCK USD0.01 SANTARUS INC COM COMMON 802817304 122,534.09 123 40,709 SH Sole 28 40,709 STK STOCK USD0.0001 SAPIENT CORP COM COMMON 803062108 2,583,999.81 2,584 215,873 SH Sole 11, 28, 47 215,873 STK USD0.01 STOCK SARA LEE CORP COMMON 803111103 3,776,569.72 3,777 281,204 SH Sole 28 281,204 COM STK STOCK USD0.01 SATCON COMMON 803893106 209,401.92 209 55,692 SH Sole 28 55,692 TECHNOLOGY CORP STOCK USD0.01 SAUER-DANFOSS COMMON 804137107 189,566.16 190 8,904 SH Sole 28 8,904 INC COM STK STOCK USD0.01 SAVIENT COMMON 80517Q100 1,130,121.05 1,130 49,415 SH Sole 28 49,415 PHARMACEUTICALS STOCK INC SAVVIS COMMON 805423308 595,615.40 596 28,255 SH Sole 28 28,255 INC STOCK SBA COMMON 78388J106 21,383,059.10 21,383 530,597 SH Sole 11, 23, 47 530,597 COMMUNICATIONS STOCK COM STK USD0.01 SCANA CORP(NEW) COMMON 80589M102 1,929,432.96 1,929 47,853 SH Sole 28 47,853 COM STK NPV STOCK SCANSOURCE INC COMMON 806037107 560,764.10 561 20,215 SH Sole 28, 33 20,215 COM STK NPV STOCK SCBT FINANCIAL COMMON 78401V102 429,579.87 430 13,773 SH Sole 8, 28, 33 13,773 CORP COM STK STOCK USD2.50 SCHAWK INC COMMON 806373106 841,794.46 842 45,601 SH Sole 28, 30, 33 45,601 CLASS'A'COM STK STOCK USD0.008 SCHIFF NUTRITION COMMON 806693107 54,251.20 54 6,616 SH Sole 28, 33 6,616 INTERNATIONAL STOCK INC CLASS'A'COM STK SCHLUMBERGER COM COMMON 806857108 78,233,240.54 78,233 1,269,814 SH Sole 11, 28, 39, 47, 50, 1,269,814 STK USD0.01 STOCK 51
SCHNITZER STEEL COMMON 806882106 499,215.20 499 10,340 SH Sole 33, 47 10,340 COM STK STOCK CLASS'A'USD1 SCHOLASTIC CORP COMMON 807066105 3,459,055.34 3,459 124,337 SH Sole 8, 23, 28, 33 124,337 COM STK STOCK USD0.01 SCHOOL SPECIALTY COMMON 807863105 205,727.13 206 15,813 SH Sole 28, 33 15,813 INC COM STK STOCK USD0.001 SCHULMAN(A.) INC COMMON 808194104 1,167,329.80 1,167 57,932 SH Sole 8, 28, 30, 33 57,932 COM STK STOCK USD1 SCHWAB(CHARLES) COMMON 808513105 29,421,004.10 29,421 2,116,619 SH Sole 11, 23, 28, 39 2,116,619 CORP COM STK STOCK USD0.01 SCHWEITZER- COMMON 808541106 865,437.02 865 14,842 SH Sole 8, 28 14,842 MAUDUIT INTL INC STOCK COM STK USD0.10 SCICLONE COMMON 80862K104 73,822.32 74 27,963 SH Sole 28 27,963 PHARMACEUTICALS STOCK COM STK NPV SCIENTIFIC GAMES COMMON 80874P109 1,939,185.20 1,939 199,916 SH Sole 5, 28 199,916 CLASS'A'COM STOCK USD0.01 SCORPIO TANKERS COMMON Y7542C106 598,855.47 599 53,043 SH Sole 28, 30 53,043 INC USD0.01 STOCK SCOTTS COMMON 810186106 4,634,749.35 4,635 89,595 SH Sole 28 89,595 MIRACLE-GRO CO STOCK CLASS'A'COM STK NPV SCRIPPS NETWORKS COMMON 811065101 13,279,625.58 13,280 279,101 SH Sole 11, 28 279,101 INTERACTIVE INC STOCK 'A' USD0.01 SCRIPPS(EW)CO COMMON 811054402 228,181.16 228 28,957 SH Sole 28, 33 28,957 NEW CLASS'A'COM STOCK STK USD0.01 SEABOARD CORP COMMON 811543107 419,727.00 420 237 SH Sole 28 237 ORD STOCK SEABRIGHT HLDGS COMMON 811656107 158,830.36 159 19,706 SH Sole 28, 33 19,706 INC STOCK SEACHANGE COMMON 811699107 181,648.74 182 24,514 SH Sole 28, 33 24,514 INTERNATIONAL STOCK INC COM STK USD0.01 SEACOAST BANKING COMMON 811707306 10,004.00 10 8,200 SH Sole 33 8,200 COM USD0.10 STOCK SEACOR HLDGS INC COMMON 811904101 110,708.00 111 1,300 SH Sole 33 1,300 COM STK STOCK USD0.01 SEAGATE COMMON G7945M107 377,431.20 377 32,040 SH Sole 43 32,040 TECHNOLOGY PLC STOCK USD0.00001 SEAHAWK DRILLING COMMON 81201R107 82,603.44 83 9,764 SH Sole 28, 33 9,764 INC USD0.01 STOCK
SEALED AIR CORP COMMON 81211K100 1,527,718.32 1,528 67,959 SH Sole 28 67,959 COM STK STOCK USD0.1 SEALY CORP COM COMMON 812139301 91,138.88 91 37,352 SH Sole 28 37,352 STK USD0.01 STOCK SEARS HLDGS CORP COMMON 812350106 1,358,829.04 1,359 18,836 SH Sole 28 18,836 COM STK STOCK USD0.01 SEATTLE GENETICS COMMON 812578102 958,387.36 958 61,712 SH Sole 28 61,712 INC COM STK STOCK USD0.01 SEI INVESTMENT COMMON 784117103 8,952,020.46 8,952 440,119 SH Sole 11, 28 440,119 CO COM STK STOCK USD0.01 SELECT COMFORT COMMON 81616X103 274,657.80 275 40,510 SH Sole 28 40,510 CORP COM STK STOCK USD0.01 SELECT MEDICAL COMMON 81619Q105 1,446,398.80 1,446 187,844 SH Sole 23, 28 187,844 HLDGS CORP STOCK NPV SELECTIVE COMMON 816300107 911,067.12 911 55,928 SH Sole 8, 28, 33 55,928 INSURANCE GROUP STOCK COM USD2 SEMPRA ENERGY COMMON 816851109 14,006,023.00 14,006 260,335 SH Sole 28, 35, 41, 43 260,335 CORP COM STK STOCK NPV SEMTECH CORP COM COMMON 816850101 5,485,380.72 5,485 271,688 SH Sole 5, 8, 28 271,688 STK USD0.01 STOCK SENECA FOODS COMMON 817070501 196,372.62 196 7,498 SH Sole 28, 33 7,498 CLASS'A'COM STK STOCK USD0.25 SENOMYX INC COM COMMON 81724Q107 119,849.74 120 30,113 SH Sole 28 30,113 STK STOCK USD0.001 SENSATA COMMON N7902X106 3,230,760.00 3,231 163,500 SH Sole 11 163,500 TECHNOLOGIES STOCK HLDGS BV EUR0.01 SENSIENT COMMON 81725T100 4,103,191.75 4,103 134,575 SH Sole 28, 33 134,575 TECHNOLOGIES STOCK CORP COM STK USD0.10 SEQUENOM INC COM COMMON 817337405 389,447.56 389 55,556 SH Sole 28 55,556 STK STOCK USD0.001 SERVICE COMMON 817565104 5,563,701.42 5,564 645,441 SH Sole 25, 28, 33 645,441 CORPORATION STOCK INTERNATIONAL COM STK USD1 SFN GROUP INC COMMON 784153108 235,778.31 236 39,231 SH Sole 28 39,231 USD0.01 STOCK SHAW GROUP INC COMMON 820280105 5,496,121.20 5,496 163,770 SH Sole 28 163,770 COM STK NPV STOCK SHENANDOAH COMMON 82312B106 2,713,471.46 2,713 149,338 SH Sole 28, 39 149,338
TELECOMUNICATIONS STOCK COM STK USD10 SHERWIN-WILLIAMS COMMON 824348106 6,901,083.02 6,901 91,843 SH Sole 28, 39 91,843 CO COM STK STOCK USD1 SHILOH COMMON 824543102 15,265.36 15 1,577 SH Sole 33 1,577 INDUSTRIES INC STOCK COM STK USD0.01 SHIP FINANCE COMMON G81075106 646,630.40 647 33,280 SH Sole 28 33,280 INTERNATIONAL STOCK COM STK USD1 SHOE CARNIVAL COMMON 824889109 157,776.66 158 7,803 SH Sole 28, 33 7,803 INC COM STK STOCK USD0.10 SHORETEL INC COMMON 825211105 171,258.88 171 34,528 SH Sole 28 34,528 USD0.001 STOCK SHUFFLE MASTER COMMON 825549108 1,300,354.20 1,300 154,620 SH Sole 25, 28 154,620 INC COM STK STOCK USD0.01 SHUTTERFLY INC COMMON 82568P304 522,113.11 522 20,089 SH Sole 28 20,089 COM STK STOCK USD0.0001 SI FINANCIAL COMMON 78425W102 7,425.00 7 1,100 SH Sole 33 1,100 GROUP INC COM STOCK STK USD0.01 SIERRA BANCORP COMMON 82620P102 189,300.80 189 15,328 SH Sole 8, 28, 33 15,328 COM STK NPV STOCK SIFCO INDUSTRIES COMMON 826546103 2,374.00 2 200 SH Sole 33 200 INC COM STK STOCK USD1 SIGA COMMON 826917106 204,199.02 204 24,137 SH Sole 28 24,137 TECHNOLOGIES INC STOCK COM STK USD0.0001 SIGMA ALDRICH COMMON 826552101 5,888,197.22 5,888 97,519 SH Sole 11, 28 97,519 CORP COM STK STOCK USD1 SIGMA DESIGNS COMMON 826565103 461,840.55 462 40,195 SH Sole 8, 28, 33 40,195 INC COM STK STOCK NPV SIGNATURE BANK COMMON 82669G104 1,908,325.72 1,908 49,133 SH Sole 28, 47 49,133 COMMON SHS STOCK SILGAN HLDGS INC COMMON 827048109 7,773,474.00 7,773 245,220 SH Sole 8, 25, 28, 39 245,220 COM STK STOCK USD0.01 SILICON GRAPHICS COMMON 82706L108 204,677.76 205 26,376 SH Sole 28, 33 26,376 INTERNATIONAL STOCK CORP COM STK SILICON IMAGE COMMON 82705T102 297,827.46 298 62,307 SH Sole 28, 33 62,307 INC COM STK STOCK USD0.001 SILICON COMMON 826919102 7,756,642.65 7,757 211,641 SH Sole 11, 28, 39 211,641 LABORATORIES COM STOCK
STK USD0.0001 SIMMONS FIRST COMMON 828730200 906,590.63 907 32,069 SH Sole 8, 25, 28, 33 32,069 NATIONAL CORP STOCK CLASS'A'COM STK USD5 SIMPSON MFG CO COMMON 829073105 2,044,482.90 2,044 79,305 SH Sole 25, 28, 33 79,305 INC COM STK STOCK USD0.01 SINA CORP COM COMMON G81477104 502,765.20 503 9,940 SH Sole 47 9,940 STK STOCK USD0.133 SINCLAIR COMMON 829226109 703,193.40 703 100,170 SH Sole 8, 28 100,170 BROADCAST GROUP STOCK INC CLASS'A'COM STK SIRONA DENTAL COMMON 82966C103 1,714,098.44 1,714 47,561 SH Sole 11, 28, 47 47,561 SYSTEMS INC COM STOCK STK USD0.01 SJW CORP COM STK COMMON 784305104 258,590.37 259 10,499 SH Sole 28, 33 10,499 USD1.042 STOCK SKECHERS USA INC COMMON 830566105 662,018.67 662 28,183 SH Sole 28, 33 28,183 CLASS'A'COM STK STOCK USD0.001 SKILLED COMMON 83066R107 89,604.00 90 22,800 SH Sole 8, 33 22,800 HEALTHCARE GROUP STOCK CLASS'A'COM STK USD0.001 SKYLINE CORP COM COMMON 830830105 132,642.22 133 6,547 SH Sole 28, 33 6,547 STK STOCK USD0.027 SKYWEST INC COM COMMON 830879102 1,447,554.28 1,448 103,693 SH Sole 28, 30, 33 103,693 STK NPV STOCK SKYWORKS COMMON 83088M102 12,872,328.04 12,872 622,453 SH Sole 8, 23, 28, 35, 47 622,453 SOLUTIONS STOCK INCCOM SLM CORP COM STK COMMON 78442P106 6,177,609.90 6,178 534,858 SH Sole 28, 34 534,858 USD0.20 STOCK SM ENERGY COMMON 78454L100 922,077.90 922 24,615 SH Sole 30 24,615 CO STOCK SMART BALANCE COMMON 83169Y108 211,258.24 211 54,448 SH Sole 28, 33 54,448 INC COM STK STOCK USD0.01 SMART MODULAR COMMON G82245104 950,273.73 950 157,591 SH Sole 28, 30, 33 157,591 TECHNOLOGIES WWH STOCK INC COM STK SMITH & WESSON COMMON 831756101 165,180.44 165 46,399 SH Sole 28 46,399 HLDG CORP STOCK COM SMITH MICRO COMMON 832154108 939,161.02 939 94,483 SH Sole 8, 28, 30, 33 94,483 SOFTWARE COM STK STOCK USD0.001 SMITH(A.O.)CORP COMMON 831865209 3,525,906.23 3,526 60,907 SH Sole 8, 28, 43 60,907 COM STK STOCK USD1
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COM STK STOCK USD0.001 SOUTH FINANCIAL COMMON 837841105 31,509.80 32 110,950 SH Sole 8 110,950 GROUP INC COM STOCK STK USD1 SOUTH JERSEY COMMON 838518108 1,988,397.18 1,988 40,194 SH Sole 8, 11, 28 40,194 INDUSTRIES INC STOCK COM STK USD1.25 SOUTHERN CMNTY COMMON 842632101 2,450.00 2 1,400 SH Sole 33 1,400 FINL CORP STOCK COM SOUTHERN CO COM COMMON 842587107 13,136,707.92 13,137 352,758 SH Sole 28 352,758 STK USD5 STOCK SOUTHERN UNION COMMON 844030106 5,808,372.72 5,808 241,412 SH Sole 28 241,412 CO COM STK STOCK USD1 SOUTHSIDE COMMON 84470P109 362,688.00 363 19,200 SH Sole 8, 28, 33 19,200 BANCSHARES INC STOCK COM STK USD1.25 SOUTHWEST COMMON 844741108 4,658,736.15 4,659 356,445 SH Sole 23, 28 356,445 AIRLINES CO COM STOCK STK USD1 SOUTHWEST COMMON 844767103 295,625.21 296 22,793 SH Sole 8, 28, 33 22,793 BANCORP INC STOCK OKLAHOMA COM STK USD1 SOUTHWEST GAS COMMON 844895102 4,461,121.49 4,461 132,811 SH Sole 8, 23, 28, 30 132,811 CORP COM STK STOCK USD1 SOUTHWESTERN COMMON 845467109 16,569,553.44 16,570 495,501 SH Sole 11, 23, 28, 37, 39, 495,501 ENERGY CO COM STOCK 43 STK USD0.10 SPANSION INC COMMON 84649R200 132,753.96 133 8,868 SH Sole 28 8,868 USD0.001 A STOCK SPARTAN MOTORS COMMON 846819100 133,618.08 134 28,797 SH Sole 28, 33 28,797 COM STK STOCK USD0.01 SPARTAN STORES COMMON 846822104 1,261,036.00 1,261 86,968 SH Sole 8, 28, 30, 33 86,968 INC COM STK STOCK USD0.01 SPARTECH CORP COMMON 847220209 360,911.60 361 43,960 SH Sole 8, 28, 33 43,960 COM STK STOCK USD0.75 SPARTON CORP COM COMMON 847235108 4,872.00 5 800 SH Sole 33 800 STK USD1.25 STOCK SPECTRA ENERGY COMMON 847560109 6,205,218.80 6,205 275,176 SH Sole 28 275,176 CORP COM STOCK USD0.001 SPECTRANETICS COMMON 84760C107 140,817.02 141 25,981 SH Sole 28 25,981 CORP COM STK STOCK USD0.001 SPECTRUM BRANDS COMMON 84763R101 487,772.28 488 17,946 SH Sole 8, 28 17,946 HLDGS INC STOCK
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COM STK STOCK USD0.01 STEPAN CO COM COMMON 858586100 343,724.65 344 5,815 SH Sole 28 5,815 STK USD1 STOCK STEREOTAXIS INC COMMON 85916J102 97,430.76 97 23,534 SH Sole 28 23,534 COM STK STOCK USD0.001 STERICYCLE INC COMMON 858912108 15,439,567.68 15,440 222,216 SH Sole 11, 23, 28 222,216 COM STK STOCK USD0.01 STERIS CORP COM COMMON 859152100 5,403,598.42 5,404 162,661 SH Sole 8, 28 162,661 STK NPV STOCK STERLING BANCORP COMMON 859158107 224,062.96 224 25,784 SH Sole 8, 28 25,784 COM STK STOCK USD1 STERLING COMMON 858907108 516,035.52 516 96,096 SH Sole 8, 28, 33 96,096 BANCSHARES INC STOCK COM STK USD1 STERLING COMMON 859241101 159,788.66 160 12,907 SH Sole 28, 33 12,907 CONSTRUCTION CO STOCK INC COM STEWART COMMON 860370105 533,901.06 534 99,054 SH Sole 8, 28, 33 99,054 ENTERPRISES INC STOCK CLASS'A'COM STK NPV STEWART COMMON 860372101 173,909.16 174 15,363 SH Sole 28, 33 15,363 INFORMATION STOCK SERVICES CORP COM STK USD1 STIFEL FINANCIAL COMMON 860630102 1,586,497.17 1,586 34,273 SH Sole 28, 47 34,273 CORP COM STK STOCK USD0.15 STILLWATER COMMON 86074Q102 855,606.72 856 50,808 SH Sole 8, 28, 33 50,808 MINING CO COM STOCK STK USD0.01 STONE ENERGY COMMON 861642106 662,570.13 663 44,981 SH Sole 8, 28, 33 44,981 CORP COM STK STOCK USD0.01 STONERIDGE INC COMMON 86183P102 137,691.51 138 13,101 SH Sole 28, 33 13,101 COM STK NPV STOCK STR HLDGS INC COMMON 78478V100 455,054.04 455 21,126 SH Sole 28 21,126 USD0.01 STOCK STRATASYS INC COMMON 862685104 2,747,135.16 2,747 99,103 SH Sole 5, 28 99,103 COM STK STOCK USD0.01 STRAYER COMMON 863236105 12,238,208.50 12,238 70,133 SH Sole 5, 11, 28 70,133 EDUCATION INC STOCK COM STK USD0.01 STRYKER CORP COM COMMON 863667101 7,380,122.75 7,380 147,455 SH Sole 28, 47 147,455 STK USD0.10 STOCK STUDENT LOAN COMMON 863902102 121,680.90 122 4,097 SH Sole 28, 33 4,097 CORPORATION COM STOCK STK USD0.01
STURM RUGER & CO COMMON 864159108 196,893.40 197 14,435 SH Sole 28 14,435 INC COM STK STOCK USD1 SUCCESSFACTORS COMMON 864596101 2,463,968.97 2,464 98,127 SH Sole 26, 28, 47 98,127 COM STK STOCK USD0.001 SUFFOLK BANCORP COMMON 864739107 240,438.72 240 9,496 SH Sole 8, 28 9,496 COM STK STOCK USD2.5 SUN BANCORP INC COMMON 86663B102 1,856.40 2 364 SH Sole 33 364 NEW JERSEY COM STOCK STK USD1 SUN HEALTHCARE COMMON 866933401 4,129,235.11 4,129 487,513 SH Sole 28, 33, 39 487,513 GROUP COM STK STOCK USD0.01 SUN HYDRAULICS COMMON 866942105 265,634.37 266 9,423 SH Sole 28 9,423 INC COM STK STOCK USD0.001 SUNLINK HEALTH COMMON 86737U102 1,435.00 1 700 SH Sole 33 700 SYSTEMS INC COM STOCK STK NPV SUNOCO INC COM COMMON 86764P109 1,926,324.00 1,926 52,776 SH Sole 28, 33 52,776 STK USD1 STOCK SUNPOWER CORP COMMON 867652109 18,720.00 19 1,300 SH Sole 33 1,300 CLS'A'COM STK STOCK USD0.001 SUNRISE SENIOR COMMON 86768K106 147,195.02 147 42,914 SH Sole 28 42,914 LIVING REAL STOCK ESTATE COM STK USD0.01 SUNTRUST BANKS COMMON 867914103 14,600,381.67 14,600 565,249 SH Sole 11, 23, 28, 31, 34, 565,249 INC COM STK STOCK 43, 51 USD1 SUPER MICRO COMMON 86800U104 189,949.98 190 18,282 SH Sole 28 18,282 COMPUTER INC COM STOCK STK USD0.001 SUPERGEN INC COM COMMON 868059106 92,735.39 93 44,371 SH Sole 28 44,371 STK STOCK USD0.001 SUPERIOR BANCORP COMMON 86806M205 1,369.20 1 1,400 SH Sole 33 1,400 COM STK STOCK USD0.001 SUPERIOR ENERGY COMMON 868157108 4,595,377.44 4,595 172,176 SH Sole 28, 47 172,176 SERVICES INC COM STOCK STK USD0.001 SUPERIOR COMMON 868168105 366,111.36 366 21,187 SH Sole 28, 33 21,187 INDUSTRIES STOCK INTERNATIONAL COM STK USD0.50 SUPERIOR UNIFORM COMMON 868358102 2,775.00 3 300 SH Sole 33 300 GROUP INC COM STOCK STK USD0.001 SUPERMEDIA INC COMMON 868447103 114,198.28 114 10,804 SH Sole 28, 48 10,804 USD0.01 STOCK
SUPERTEX INC COM COMMON 868532102 161,630.84 162 7,307 SH Sole 28 7,307 STK NPV STOCK SUPERVALU INC COMMON 868536103 1,039,890.70 1,040 90,190 SH Sole 28 90,190 COM STK STOCK USD1 SUPPORT.COM COMMON 86858W101 182,210.72 182 39,784 SH Sole 28, 33 39,784 INC STOCK SUREWEST COMMON 868733106 10,360.00 10 1,400 SH Sole 33 1,400 COMMUNICATIONS STOCK COM STK USD0.001 SURMODICS INC COMMON 868873100 257,984.56 258 21,643 SH Sole 11, 28 21,643 COM STK STOCK USD0.05 SUSQUEHANNA COMMON 869099101 1,190,023.12 1,190 140,998 SH Sole 8, 28, 30, 33 140,998 BANCHARE COM STK STOCK USD2 SUSSER HLDGS COMMON 869233106 46,760.00 47 3,340 SH Sole 28, 33 3,340 LLC/FINANCE CORP STOCK COM STK NPV SVB FINANCIAL COMMON 78486Q101 5,713,157.68 5,713 134,999 SH Sole 8, 28, 30 134,999 GROUP COM STK STOCK USD0.001 SWIFT ENERGY CO COMMON 870738101 1,016,383.68 1,016 36,196 SH Sole 8, 28, 33 36,196 COM STK STOCK USD0.01 SWS GROUP INC COMMON 78503N107 388,241.16 388 54,148 SH Sole 28, 30, 33 54,148 COM STK STOCK USD0.10 SXC HEALTH COMMON 78505P100 4,132,014.53 4,132 113,299 SH Sole 23, 47 113,299 SOLUTIONS CORP STOCK COM NPV SY BANCORP INC COMMON 785060104 309,877.70 310 12,485 SH Sole 8, 28 12,485 COM STK NPV STOCK SYCAMORE NETWORK COMMON 871206405 555,118.48 555 17,128 SH Sole 28, 33 17,128 USD0.001 STOCK SYKES COMMON 871237103 421,278.76 421 31,022 SH Sole 28 31,022 ENTERPRISES INC STOCK COM STK USD0.01 SYMANTEC CORP COMMON 871503108 7,052,320.62 7,052 464,886 SH Sole 28, 35 464,886 COM STK STOCK USD0.01 SYMETRA COMMON 87151Q106 2,072,586.24 2,073 198,144 SH Sole 23 198,144 FINANCIAL CORP STOCK USD0.01 SYMMETRICON INC COMMON 871543104 273,192.92 273 47,761 SH Sole 8, 28, 33 47,761 COM STK STOCK USD1 SYMMETRY MEDICAL COMMON 871546206 1,039,702.92 1,040 107,853 SH Sole 8, 23, 28, 33 107,853 INC COM STK STOCK USD0.0001 SYNALLOY CORP COMMON 871565107 3,420.00 3 400 SH Sole 33 400 COM STK STOCK
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ACCESSORIES COM STOCK STK USD1 TANDY LEATHER COMMON 87538X105 902.00 1 200 SH Sole 33 200 FACTORY INC COM STOCK STK USD TARGACEPT INC COMMON 87611R306 399,439.20 399 17,880 SH Sole 28 17,880 COM STK STOCK USD0.001 TARGET CORP COM COMMON 87612E106 30,163,780.48 30,164 564,442 SH Sole 11, 23, 28, 37, 39, 564,442 STK STOCK 41, 47 USD0.0833 TASER COMMON 87651B104 181,308.52 181 46,729 SH Sole 28 46,729 INTERNATIONAL STOCK INC COM STK NPV TASTY BAKING CO COMMON 876553306 4,781.00 5 700 SH Sole 33 700 COM STK STOCK USD0.50 TAYLOR CAPITAL COMMON 876851106 101,681.55 102 8,865 SH Sole 28, 33 8,865 GROUP INC COM STOCK STK USD0.01 TCF FINANCIAL COMMON 872275102 3,978,158.23 3,978 245,717 SH Sole 28 245,717 COM STK STOCK USD0.01 TD AMERITRADE COMMON 87236Y108 9,709,864.50 9,710 601,230 SH Sole 35, 37, 50, 51 601,230 HOLDING CORP COM STOCK STK USD0.01 TEAM HEALTH COMMON 87817A107 150,182.03 150 11,633 SH Sole 28 11,633 HLDGS INC STOCK USD0.01 TEAM INC COM STK COMMON 878155100 248,977.07 249 14,467 SH Sole 28 14,467 USD0.30 STOCK TECH DATA CORP COMMON 878237106 3,787,232.80 3,787 93,976 SH Sole 28, 33 93,976 COM STK STOCK USD0.0015 TECHNE CORP COM COMMON 878377100 6,870,549.00 6,871 111,300 SH Sole 26, 28 111,300 STK USD0.01 STOCK TECHNITROL INC COMMON 878555101 141,217.02 141 32,022 SH Sole 28 32,022 COM STK STOCK USD0.125 TECHNOLOGY COMMON 878727304 2,400.00 2 600 SH Sole 33 600 RESEARCH CORP STOCK COM STK USD0.51 TECHTARGET COM COMMON 87874R100 10,416.00 10 1,984 SH Sole 33 1,984 STK STOCK USD0.001 TECHTEAM GLOBAL COMMON 878311109 6,990.00 7 1,000 SH Sole 33 1,000 INC. STOCK TECK RESOURCES COMMON 878742204 5,098,283.40 5,098 123,865 SH Sole 11 123,865 LTD STOCK CLASS'B'SUB-VTG COM NPV TECO ENERGY INC COMMON 872375100 1,578,163.76 1,578 91,118 SH Sole 28 91,118
COM STK STOCK USD1 TECUMSEH COMMON 878895200 180,067.53 180 15,699 SH Sole 28, 33 15,699 PRODUCTS CO STOCK CLASS'A'COM USD1 TEEKAY CORP COM COMMON Y8564W103 41,431.50 41 1,550 SH Sole 33 1,550 STK NPV STOCK TEEKAY TANKERS COMMON Y8565N102 265,924.40 266 20,440 SH Sole 28 20,440 LTD USD0.01 STOCK TEJON RANCH CO COMMON 879080109 218,975.35 219 10,105 SH Sole 28 10,105 COM STK STOCK USD0.50 TEKELEC INC COM COMMON 879101103 784,740.96 785 60,551 SH Sole 8, 28 60,551 STK NPV STOCK TELE- COMMON 87929J103 627,109.26 627 160,386 SH Sole 28, 30 160,386 COMMUNICATIONS SYSTEMS INC COM STOCK STK USD0.01 TELEDYNE COMMON 879360105 1,058,973.08 1,059 26,594 SH Sole 28 26,594 TECHNOLOGIES INC STOCK COM STK USD0.01 TELEFLEX INC COM COMMON 879369106 8,381,750.04 8,382 147,618 SH Sole 25, 28, 33, 39 147,618 STK USD1 STOCK TELENAV INC COMMON 879455103 203,654.42 204 38,498 SH Sole 30 38,498 USD0.001 STOCK TELEPHONE & DATA COMMON 879433100 5,855,062.40 5,855 178,508 SH Sole 28, 33 178,508 SYSTEMS INC COM STOCK STK USD0.01 TELEPHONE & DATA COMMON 879433860 124,740.00 125 4,400 SH Sole 28, 33 4,400 SYSTEMS INC COM STOCK STK USD0.01 (SPEC TELETECH HLDGS COMMON 879939106 337,506.12 338 22,743 SH Sole 28 22,743 COM STK STOCK USD0.01 TELLABS INC COM COMMON 879664100 7,057,690.45 7,058 947,341 SH Sole 28, 33, 39, 43 947,341 STK USD0.01 STOCK TELULAR CORP COM COMMON 87970T208 2,135.00 2 700 SH Sole 33 700 STK USD0.01 STOCK TEMPLE-INLAND COMMON 879868107 3,942,466.14 3,942 211,279 SH Sole 28, 33 211,279 INC COM STK STOCK USD1 TENET HEALTHCARE COMMON 88033G100 6,618,615.28 6,619 1,402,249 SH Sole 28, 39 1,402,249 CORP COM STK STOCK USD0.05 TENGION INC COMMON 88034G109 38,236.00 38 12,100 SH Sole 8 12,100 USD0.001 STOCK TENNANT CO COM COMMON 880345103 471,132.30 471 15,247 SH Sole 8, 28 15,247 STK STOCK USD0.375 TENNECO INC COM COMMON 880349105 1,837,972.68 1,838 63,444 SH Sole 28, 30 63,444 STK USD0.01 STOCK TERADATA CORP COMMON 88076W103 3,547,558.56 3,548 92,001 SH Sole 28, 51 92,001 DEL COM STOCK
TERADYNE INC COM COMMON 880770102 8,479,277.84 8,479 761,156 SH Sole 23, 28, 39 761,156 STK STOCK USD0.125 TEREX CORP COM COMMON 880779103 12,960,641.16 12,961 565,473 SH Sole 11, 28, 37, 39, 43 565,473 STK USD0.01 STOCK TERREMARK COMMON 881448203 455,518.36 456 44,054 SH Sole 28 44,054 WORLDWIDE STOCK INC TERRITORIAL COMMON 88145X108 157,814.91 158 9,377 SH Sole 28 9,377 BANCORP INC STOCK USD0.01 TESCO CORP COM COMMON 88157K101 275,920.08 276 22,936 SH Sole 28 22,936 NPV STOCK TESLA MOTORS INC COMMON 88160R101 81,040.00 81 4,000 SH Sole 8 4,000 USD0.001 STOCK TESORO CORP COM COMMON 881609101 867,117.44 867 64,904 SH Sole 28, 33 64,904 STK STOCK USD0.1666 TESSCO COMMON 872386107 9,042.00 9 600 SH Sole 33 600 TECHOLOGIES INC STOCK COM STK USD0.01 TESSERA COMMON 88164L100 1,747,713.50 1,748 94,471 SH Sole 26, 28 94,471 TECHNOLOGIES INC STOCK COM STK USD0.01 TETRA TECH INC COMMON 88162G103 961,998.75 962 45,875 SH Sole 28 45,875 COM STK STOCK USD0.01 TETRA COMMON 88162F105 4,325,432.40 4,325 424,062 SH Sole 8, 28, 33, 39 424,062 TECHNOLOGIES COM STOCK STK USD0.01 TEXAS CAPITAL COMMON 88224Q107 1,962,321.02 1,962 113,626 SH Sole 25, 28, 33 113,626 BANCSHARES INC STOCK COM STK USD0.01 TEXAS INDUSTRIES COMMON 882491103 1,308,143.04 1,308 41,502 SH Sole 26, 28, 33 41,502 INC COM STK STOCK USD1 TEXAS COMMON 882508104 34,078,693.82 34,079 1,255,663 SH Sole 11, 19, 23, 28, 34, 1,255,663 INSTRUMENTS INC STOCK 39 COM STK USD1 TEXAS ROADHOUSE COMMON 882681109 604,256.62 604 42,977 SH Sole 28 42,977 COM STK CL'A' STOCK USD0.001 TEXTAINER GROUP COMMON G8766E109 190,709.68 191 7,132 SH Sole 28 7,132 HLDGS LTD STOCK USD0.01 TEXTRON INC COM COMMON 883203101 5,846,318.24 5,846 284,354 SH Sole 11, 28, 41 284,354 STK STOCK USD0.125 TGC INDUSTRIES COMMON 872417308 7,257.60 7 1,890 SH Sole 33 1,890 INC COM STK STOCK USD0.01 THE MOSAIC COMMON 61945A107 2,341,527.24 2,342 39,849 SH Sole 34, 37 39,849
COMPANY STOCK THERAGENICS CORP COMMON 883375107 3,810.00 4 3,000 SH Sole 33 3,000 COM STK STOCK USD0.01 THERAVANCE INC COMMON 88338T104 934,851.00 935 46,510 SH Sole 28 46,510 COM STK STOCK USD1 THERMADYNE HLDGS COMMON 883435307 95,914.44 96 6,788 SH Sole 28 6,788 CORP COM STK STOCK USD0.01 THERMO FISHER COMMON 883556102 9,113,431.32 9,113 190,339 SH Sole 28, 47, 51 190,339 SCIENTIFIC INC STOCK COM STK USD1 THESTREET.COM COMMON 88368Q103 10,959.00 11 3,900 SH Sole 33 3,900 COM STK STOCK USD0.01 THL CREDIT INC COMMON 872438106 81,847.44 82 6,948 SH Sole 28 6,948 USD0.001 STOCK THOMAS & BETTS COMMON 884315102 8,041,437.74 8,041 196,037 SH Sole 23, 28, 33 196,037 CORP COM STK STOCK USD0.10 THOMPSON CREEK COMMON 884768102 1,115,632.98 1,116 103,491 SH Sole 28 103,491 METALS COMPANY STOCK INC THOR INDUSTRIES COMMON 885160101 2,532,655.20 2,533 75,828 SH Sole 28 75,828 COM STK STOCK USD0.10 THORATEC CORP COMMON 885175307 4,700,786.66 4,701 127,117 SH Sole 28, 47 127,117 COM STK STOCK NPV THQ INC COM STK COMMON 872443403 613,154.52 613 152,526 SH Sole 25, 28, 33 152,526 USD0.01 STOCK TIBCO SOFTWARE COMMON 88632Q103 8,782,541.80 8,783 495,070 SH Sole 8, 28, 47 495,070 INC COM STK STOCK USD0.001 TICC CAPITAL COMMON 87244T109 275,651.55 276 26,633 SH Sole 8, 28 26,633 CORP COM STOCK TIDEWATER INC COMMON 886423102 26,912,482.71 26,912 600,591 SH Sole 28, 30, 33, 39 600,591 COM STK STOCK USD0.10 TIER COMMON 88650Q100 66,363.66 66 11,979 SH Sole 28 11,979 TECHNOLOGIES INC STOCK COM STK CL'B'NPV TIFFANY & CO COM COMMON 886547108 2,535,486.42 2,535 53,958 SH Sole 23, 28 53,958 STK USD0.01 STOCK TIMBERLAND CO COMMON 887100105 2,186,687.23 2,187 110,383 SH Sole 28, 33 110,383 CLASS'A'COM STK STOCK USD0.01 TIME WARNER COMMON 88732J207 11,017,145.41 11,017 204,059 SH Sole 28, 41 204,059 CABLE INC STOCK USD0.01 TIME WARNER INC COMMON 887317303 22,657,184.95 22,657 739,223 SH Sole 11, 28, 41, 51 739,223 USD0.01 STOCK
TIMKEN CO COM COMMON 887389104 8,222,159.12 8,222 214,342 SH Sole 23, 28, 33 214,342 STK NPV STOCK TITAN INTL INC COMMON 88830M102 407,887.06 408 30,058 SH Sole 28, 33 30,058 USD1 STOCK TITAN MACHINERY COMMON 88830R101 185,477.70 185 11,379 SH Sole 28, 33 11,379 INC COM STK STOCK USD0.00001 TITANIUM METALS COMMON 888339207 2,229,152.76 2,229 111,681 SH Sole 23, 28 111,681 CORP COM STK STOCK USD0.01 TIVO INC COM STK COMMON 888706108 784,278.90 784 86,565 SH Sole 28 86,565 USD0.001 STOCK TJX COS INC COM COMMON 872540109 36,035,511.64 36,036 807,428 SH Sole 28, 35, 38, 39, 40, 807,428 STK USD1 STOCK 47 TNS INC COM STK COMMON 872960109 333,491.25 333 19,675 SH Sole 28 19,675 USD0.001 STOCK TOLL BROS INC COMMON 889478103 7,990,035.72 7,990 420,086 SH Sole 23, 28, 33, 51 420,086 COM STK STOCK USD0.01 TOLLGRADE COMMON 889542106 8,796.00 9 1,200 SH Sole 33 1,200 COMMUNICATIONS STOCK INC COM STK USD0.20 TOMOTHERAPY COM COMMON 890088107 153,806.40 154 43,695 SH Sole 28, 33 43,695 STK USD0.01 STOCK TOMPKINS COMMON 890110109 346,112.82 346 8,727 SH Sole 8, 28 8,727 FINANCIAL CORP STOCK COM STK USD0.10 TOOTSIE ROLL COMMON 890516107 1,618,916.72 1,619 65,069 SH Sole 28 65,069 INDUSTRIES INC STOCK COM STK USD0.694 TORCHMARK CORP COMMON 891027104 3,063,839.84 3,064 57,656 SH Sole 28, 41 57,656 COM STK STOCK USD1 TORO CO COM STK COMMON 891092108 225,538.53 226 4,011 SH Sole 11 4,011 USD1 STOCK TOTAL SYSTEM COMMON 891906109 1,077,483.24 1,077 70,701 SH Sole 28 70,701 SERVICES INC STOCK USD0.1 TOWER BANCORP COMMON 891709107 113,491.73 113 5,599 SH Sole 28, 33 5,599 INC COM STOCK NPV TOWER GROUP INC COMMON 891777104 769,662.70 770 32,962 SH Sole 8, 28, 33 32,962 COM STK STOCK USD0.01 TOWERS WATSON & COMMON 891894107 6,451,776.66 6,452 131,187 SH Sole 28, 35 131,187 CO COM USD0.01 STOCK CLASS A TOWNEBANK (VA) COMMON 89214P109 281,831.44 282 18,839 SH Sole 28, 33 18,839 COM STK NPV STOCK TPC GROUP INC COMMON 89236Y104 143,729.88 144 6,034 SH Sole 28 6,034 COM NPV STOCK
TRACTOR SUPPLY COMMON 892356106 10,480,670.58 10,481 264,263 SH Sole 11, 28, 39, 47 264,263 CO COM STK STOCK USD0.008 TRADESTATION COMMON 89267P105 947,513.42 948 143,999 SH Sole 28, 30 143,999 GROUP INC COM STOCK STK USD0.01 TRANS WORLD COMMON 89336Q100 3,655.00 4 2,150 SH Sole 33 2,150 ENTERTAINMENT STOCK CORP COM STK USD0.01 TRANSATLANTIC COMMON 893521104 16,379,845.02 16,380 322,311 SH Sole 23, 28, 33, 39, 43 322,311 HLDGS INC COM STOCK STK USD1 TRANSATLANTIC COMMON G89982105 330,815.52 331 111,762 SH Sole 28 111,762 PETROLEUM LTD STOCK NPV TRANSCEND COMMON 893929208 105,896.00 106 6,944 SH Sole 28 6,944 SERVICES INC COM STOCK STK USD0.01 TRANSCEPT COMMON 89354M106 18,122.00 18 2,600 SH Sole 8 2,600 PHARMACEUTICALS STOCK INC COM STK USD0.001 TRANSDIGM GROUP COMMON 893641100 3,775,122.00 3,775 60,840 SH Sole 23, 47 60,840 INC USD0.01 STOCK TRAVELERS COS COMMON 89417E109 21,121,444.20 21,121 405,402 SH Sole 23, 28, 31, 34, 41 405,402 INC/THE STOCK TRAVELZOO INC COMMON 89421Q106 35,600.32 36 1,382 SH Sole 28 1,382 COM STK STOCK USD0.01 TREDEGAR CORP COMMON 894650100 345,454.98 345 18,201 SH Sole 28 18,201 COM NPV STOCK TREE COM INC COMMON 894675107 7,860.00 8 1,200 SH Sole 33 1,200 USD0.01 STOCK TREEHOUSE FOODS COMMON 89469A104 2,881,434.40 2,881 62,504 SH Sole 8, 28, 33, 39, 47 62,504 INC COM STK STOCK USD0.01 TREX COMPANY COM COMMON 89531P105 252,257.96 252 13,228 SH Sole 8, 28 13,228 STK USD0.01 STOCK TRIANGLE CAPITAL COMMON 895848109 158,409.74 158 9,913 SH Sole 28 9,913 CORPORATION COM STOCK STK USD0.001 TRICO BANCSHARES COMMON 896095106 170,268.86 170 11,078 SH Sole 8, 28 11,078 COM STK NPV STOCK TRICO MARINE COMMON 896106200 298.80 0 1,800 SH Sole 33 1,800 SERVICES INC COM STOCK STK USD0.01 TRIDENT COMMON 895919108 95,399.19 95 55,789 SH Sole 28 55,789 MICROSYSTEMS INC STOCK COM STK USD0.001 TRIMAS CORP COMMON 896215209 183,501.45 184 12,357 SH Sole 8, 28 12,357 USD0.01 STOCK TRIMBLE COMMON 896239100 14,856,960.00 14,857 424,000 SH Sole 11, 28 424,000
NAVIGATION COM STOCK STK NPV TRINITY COMMON 896522109 3,604,109.99 3,604 161,837 SH Sole 19, 28, 33 161,837 INDUSTRIES INC STOCK COM STK USD1 TRIPLE-S COMMON 896749108 1,314,923.45 1,315 78,037 SH Sole 8, 28, 30, 33 78,037 MANAGEMENT STOCK CORPORATION COM STK USD1 'B' TRIQUINT SEMI COMMON 89674K103 1,197,052.80 1,197 124,693 SH Sole 28, 33 124,693 CONDUCTOR INC STOCK COM STK USD0.001 TRIUMPH GROUP COMMON 896818101 2,081,657.72 2,082 27,908 SH Sole 8, 28, 33 27,908 INC COM STK STOCK USD0.001 TRUE RELIGION COMMON 89784N104 408,447.60 408 19,140 SH Sole 28 19,140 APPAREL INC COM STOCK STK USD0.00001 TRUEBLUE INC COM COMMON 89785X101 868,699.65 869 63,641 SH Sole 28, 47 63,641 STK NPV STOCK TRUSTCO BANK COMMON 898349105 408,181.84 408 73,414 SH Sole 8, 28 73,414 CORP NY COM STK STOCK USD1 TRUSTMARK CORP COMMON 898402102 4,390,914.76 4,391 201,974 SH Sole 8, 28, 30, 33 201,974 COM STK NPV STOCK TRW AUTOMOTIVE COMMON 87264S106 199,488.00 199 4,800 SH Sole 33 4,800 HLDGS CORP COM STOCK STK USD0.01 TTM TECHNOLOGIES COMMON 87305R109 1,453,178.65 1,453 148,435 SH Sole 8, 28, 30 148,435 INC COM STK STOCK USD0.001 TUESDAY MORNING COMMON 899035505 112,161.78 112 23,514 SH Sole 28 23,514 CORP COM STK STOCK NPV TUPPERWARE COMMON 899896104 7,316,246.08 7,316 159,883 SH Sole 25, 28 159,883 BRANDS CORP COM STOCK STK USD0.01 TUTOR PERINI COMMON 901109108 439,770.10 440 21,890 SH Sole 28, 33 21,890 CORP COM STK STOCK USD1 TW TELECOM INC COMMON 87311L104 5,458,595.79 5,459 293,947 SH Sole 28 293,947 CLS'A'COM STK STOCK USD0.01 TWIN DISC INC COMMON 901476101 108,712.35 109 7,793 SH Sole 28, 33 7,793 COM STK STOCK NPV TYCO COMMON H89128104 12,020,957.67 12,021 327,279 SH Sole 23, 28, 41 327,279 INTERNATIONAL STOCK LTD. USD0.80 TYLER COMMON 902252105 463,639.68 464 22,998 SH Sole 28 22,998 TECHNOLOGIES INC STOCK COM STK.USD0.01
TYSON FOODS COMMON 902494103 2,028,388.32 2,028 126,616 SH Sole 28 126,616 INC(DEL) STOCK CLASS'A'COM STK USD0.10 U.S.ENERGY CORP COMMON 911805109 93,583.02 94 20,613 SH Sole 28 20,613 COM STK STOCK USD0.01 U.S.GOLD CORP COMMON 912023207 358,739.57 359 72,181 SH Sole 28, 33 72,181 COM STK STOCK USD0.10 UAL CORP NEW COM COMMON 902549807 2,267,062.20 2,267 95,940 SH Sole 8, 23, 43 95,940 STK USD0.01 STOCK (WI) UBS AG COMMON H89231338 2,906,680.40 2,907 170,680 SH Sole 37, 46 170,680 CHF0.10 STOCK UGI CORP COM COMMON 902681105 12,892,152.37 12,892 450,617 SH Sole 28, 39 450,617 NPV STOCK UIL HOLDINGS COMMON 902748102 1,876,554.24 1,877 66,639 SH Sole 8, 28, 30 66,639 CORP COM STK STOCK NPV ULTA SALON COM COMMON 90384S303 1,341,214.40 1,341 45,932 SH Sole 28, 47 45,932 STK USD0 STOCK ULTIMATE COMMON 90385D107 720,520.08 721 18,647 SH Sole 28 18,647 SOFTWARE INC COM STOCK STK USD0.01 ULTRA CLEAN COMMON 90385V107 876,110.94 876 101,637 SH Sole 28, 30 101,637 HLDGS INC COM STOCK STK USD0.001 ULTRA PETROLEUM COMMON 903914109 2,895,612.48 2,896 68,976 SH Sole 23, 43 68,976 CORP COM STOCK NPV ULTRA TECH COMMON 904034105 334,373.40 334 19,554 SH Sole 28, 33 19,554 INC STOCK ULTRALIFE CORP COMMON 903899102 7,665.00 8 1,750 SH Sole 33 1,750 COM STK STOCK USD0.10 ULTRAPETROL COMMON P94398107 116,664.24 117 18,172 SH Sole 28 18,172 (BAHAMAS) LTD STOCK USD0.01 UMB FINANCIAL COMMON 902788108 1,903,620.08 1,904 53,608 SH Sole 25, 28 53,608 CORP COM STK STOCK USD12.50 UMPQUA HOLDINGS COMMON 904214103 1,080,237.06 1,080 95,259 SH Sole 28, 33 95,259 CORP COM STK STOCK USD0.01 UNDER ARMOUR INC COMMON 904311107 7,833,852.24 7,834 173,931 SH Sole 5, 28 173,931 COM STK STOCK USD0.000333 CLASS 'A' UNICA CORP COM COMMON 904583101 259,690.44 260 12,378 SH Sole 28 12,378 STK USD0.01 STOCK UNIFI INC COM COMMON 904677101 171,443.14 171 38,014 SH Sole 28, 33 38,014 STK STOCK USD0.10
UNIFIRST CORP COMMON 904708104 485,738.30 486 11,002 SH Sole 28, 33 11,002 COM STK STOCK USD0.10 UNILIFE CORP COMMON 90478E103 223,085.88 223 36,996 SH Sole 28 36,996 USD0.01 STOCK UNION DRILLING COMMON 90653P105 32,475.52 32 7,249 SH Sole 28, 33 7,249 INC COM STK STOCK USD0.01 UNION FIRST COMMON 90662P104 209,665.24 210 16,054 SH Sole 28, 33 16,054 MARKET STOCK BANKSHARES CORP USD2 UNION PACIFIC COMMON 907818108 26,541,809.60 26,542 324,472 SH Sole 28, 47, 50, 51 324,472 CORP COM STK STOCK USD2.50 UNISOURCE ENERGY COMMON 909205106 3,136,636.61 3,137 93,827 SH Sole 8, 28, 30 93,827 CORP COM STK STOCK NPV UNISYS CORP COM COMMON 909214306 885,294.90 885 31,731 SH Sole 28 31,731 STK USD0.01 STOCK UNIT CORP COM COMMON 909218109 2,978,948.94 2,979 79,886 SH Sole 28, 33 79,886 STK STOCK USD0.20 UNITED COMMON 909907107 790,531.29 791 31,761 SH Sole 8, 28, 33 31,761 BANKSHARES INC STOCK COM STK USD2.50 UNITED COMMUNITY COMMON 90984P105 548,994.88 549 245,087 SH Sole 8, 28, 33 245,087 BANKS(GEORGIA) STOCK COM STK USD1 UNITED COMMUNITY COMMON 909839102 1,014.79 1 763 SH Sole 33 763 FINANCIAL CORP STOCK NPV UNITED FINL COMMON 91030T109 793,509.85 794 58,735 SH Sole 28, 30, 33 58,735 BANCORP INC MD STOCK COM UNITED FIRE & COMMON 910331107 410,540.76 411 19,356 SH Sole 28, 33 19,356 CASUALTY CO COM STOCK STK USD3.33 1/3 UNITED NATURAL COMMON 911163103 1,367,853.50 1,368 41,275 SH Sole 28, 47 41,275 FOODS INC COM STOCK STK USD0.01 UNITED ONLINE COMMON 911268100 386,374.56 386 67,548 SH Sole 28, 33 67,548 INC COM STK STOCK USD0.001 UNITED PARCEL COMMON 911312106 30,033,107.91 30,033 450,339 SH Sole 23, 28, 37, 47 450,339 SERVICE INC STOCK CLASS'B'COM STK USD0.01 UNITED RENTALS COMMON 911363109 2,482,746.84 2,483 167,301 SH Sole 28, 33 167,301 INC COM STK STOCK USD0.01 UNITED SECURITY COMMON 911460103 1,128.40 1 248 SH Sole 33 248 BANK COM STK STOCK
NPV UNITED STATES COMMON 911684108 55,164.00 55 1,200 SH Sole 33 1,200 CELLULAR CORP STOCK COM STK USD1 UNITED STATES COMMON 911922102 79,407.64 79 2,054 SH Sole 28 2,054 LIME & MINERALS STOCK INC COM STK USD0.10 UNITED STATES COMMON 912909108 4,055,200.00 4,055 92,500 SH Sole 11, 28, 43 92,500 STEEL CORP COM STOCK STK USD1 UNITED COMMON 913004107 1,421,653.68 1,422 26,568 SH Sole 8, 11, 28, 33 26,568 STATIONERS INC STOCK COM STK USD0.10 UNITED COMMON 913017109 76,184,901.26 76,185 1,069,562 SH Sole 11, 28, 31, 39, 47, 1,069,562 TECHNOLOGIES STOCK 50, 51 CORP COM STK USD1 UNITED COMMON 91307C102 7,345,487.46 7,345 131,146 SH Sole 8, 28, 39, 47 131,146 THERAPEUTICS STOCK CORP COM STK USD0.01 UNITED WESTERN COMMON 913201109 193.52 0 472 SH Sole 33 472 BANCORP INC COM STOCK STK USD0.0001 UNITEDHEALTH COMMON 91324P102 39,747,469.24 39,747 1,132,084 SH Sole 11, 19, 23, 28, 31, 1,132,084 GROUP INC COM STOCK 37, 38, 39, 41, 51 STK USD0.01 UNITIL CORP COM COMMON 913259107 236,445.40 236 10,772 SH Sole 28, 33 10,772 STK NPV STOCK UNITRIN COM STK COMMON 913275103 2,428,073.28 2,428 99,552 SH Sole 28, 33 99,552 USD0.10 STOCK UNIVERSAL COMMON 913377107 451,482.75 451 30,609 SH Sole 28, 33 30,609 AMERICAN CORP STOCK COM STK NPV UNIVERSAL CORP COMMON 913456109 2,676,729.12 2,677 66,768 SH Sole 28, 33 66,768 COM STK NPV STOCK UNIVERSAL COMMON 91347P105 531,476.00 531 22,616 SH Sole 28 22,616 DISPLAY CORP COM STOCK STK USD0.01 UNIVERSAL COMMON 913483103 222,094.20 222 10,652 SH Sole 28 10,652 ELECTRONICS INC STOCK COM STK USD0.01 UNIVERSAL FOREST COMMON 913543104 978,149.25 978 33,441 SH Sole 28, 30, 33 33,441 PRODUCTS COM STK STOCK USD0.01 UNIVERSAL HEALTH COMMON 913903100 8,560,780.28 8,561 220,298 SH Sole 28, 43 220,298 SERVICES INC STOCK CLASS'B'COM USD0.01 UNIVERSAL COMMON 913837100 153,598.24 154 6,254 SH Sole 28, 33 6,254 STAINLESS & STOCK
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USD0.01 VILLAGE SUPER COMMON 927107409 145,176.24 145 5,196 SH Sole 28 5,196 MARKET INC STOCK CLASS'A'COM STK NPV VIRCO COMMON 927651109 4,185.00 4 1,500 SH Sole 33 1,500 MANUFACTURING STOCK CORP COM STK USD0.01 VIRGIN MEDIA INC COMMON 92769L101 6,385,748.00 6,386 277,400 SH Sole 37, 39 277,400 COM STK STOCK USD0.01 VIRGINIA COMM COMMON 92778Q109 90,488.34 90 18,619 SH Sole 28, 33 18,619 BANCORP INC STOCK COM VIRNETX HLDGS COMMON 92823T108 391,515.60 392 26,670 SH Sole 28 26,670 CORP COM STK STOCK USD0.01 VIROPHARMA INC COMMON 928241108 3,776,464.44 3,776 253,284 SH Sole 28, 30, 33, 39 253,284 COM STK STOCK USD0.002 VIRTUS COMMON 92828Q109 130,813.98 131 4,323 SH Sole 8, 28 4,323 INVESTMENT STOCK PARTNERS INC USD0.01 VIRTUSA CORP COM COMMON 92827P102 139,710.42 140 14,418 SH Sole 8, 28, 33 14,418 STK USD0.01 STOCK VISA INC COMMON 92826C839 32,077,572.38 32,078 431,963 SH Sole 11, 28, 39, 47, 50 431,963 USD0.0001 STOCK 'A' VISHAY INTL COMMON 928298108 3,601,240.72 3,601 372,029 SH Sole 28, 33 372,029 USD0.10 STOCK VISHAY PRECISION COMMON 92835K103 8,132.81 8 521 SH Sole 33 521 GROUP INC STOCK USD0.10 VISTAPRINT NV COMMON N93540107 319,442.25 319 8,265 SH Sole 26 8,265 EUR0.01 STOCK VITACOST.COM INC COMMON 92847A200 70,034.53 70 11,653 SH Sole 28 11,653 NPV STOCK VITAL IMAGES INC COMMON 92846N104 609,188.58 609 46,046 SH Sole 28, 30, 33 46,046 COM STK STOCK USD0.01 VITAMIN SHOPPE COMMON 92849E101 330,305.85 330 12,033 SH Sole 28 12,033 INC(DEL) STOCK USD0.01 VIVUS INC COM COMMON 928551100 405,888.99 406 60,671 SH Sole 28 60,671 STK NPV STOCK VMWARE INC COMMON 928563402 2,648,429.20 2,648 31,180 SH Sole 47, 50 31,180 CLS'A'COM STK STOCK USD0.01 VOCUS INC COM COMMON 92858J108 235,435.20 235 12,740 SH Sole 28 12,740 STK STOCK USD0.01 VOLCANO COMMON 928645100 9,363,192.00 9,363 360,400 SH Sole 5, 11, 28, 47 360,400
CORPORATION COM STOCK STK USD0.001 VOLCOM INC COM COMMON 92864N101 282,345.04 282 14,767 SH Sole 28 14,767 STK STOCK USD0.001 VOLT INFORMATION COMMON 928703107 97,495.20 97 13,541 SH Sole 28, 33 13,541 SCIENCES INC COM STOCK STK USD0.10 VOLTERRA COMMON 928708106 397,668.08 398 18,479 SH Sole 28 18,479 SEMICONDUCTOR STOCK CORP COM STK USD0.001 VONAGE HOLDINGS COMMON 92886T201 201,875.85 202 79,167 SH Sole 28 79,167 CORP NEW COM STK STOCK USD0.001 VSE CORP COM STK COMMON 918284100 116,320.46 116 3,298 SH Sole 28 3,298 USD0.05 STOCK VULCAN MATERIALS COMMON 929160109 6,127,686.24 6,128 165,972 SH Sole 23, 28, 37 165,972 CO COM STK STOCK USD1 W & T OFFSHORE COMMON 92922P106 398,867.40 399 37,629 SH Sole 8, 28 37,629 INC COM STK STOCK USD0.00001 WABASH NATIONAL COMMON 929566107 1,036,951.93 1,037 128,177 SH Sole 28, 30, 33 128,177 CORP COM STK STOCK USD0.01 WABCO HOLDINGS COMMON 92927K102 522,153.00 522 12,450 SH Sole 47 12,450 INC COM STK STOCK USD0.01 WABTEC COMMON 929740108 13,545,836.55 13,546 283,445 SH Sole 5, 11, 25, 28, 39 283,445 CORPORATIONCOM STOCK USD0.01 WADDELL & REED COMMON 930059100 6,219,803.52 6,220 227,332 SH Sole 25, 28, 30, 47 227,332 FINL INC CL STOCK A WALGREEN CO COM COMMON 931422109 19,457,269.00 19,457 580,814 SH Sole 11, 23, 28 580,814 STK STOCK USD0.078125 WAL-MART STORES COMMON 931142103 65,316,771.36 65,317 1,220,418 SH Sole 19, 23, 28, 31, 34, 1,220,418 INC COM STK STOCK 39, 41, 47 USD0.10 WALT COMMON 254687106 43,253,281.61 43,253 1,306,351 SH Sole 19, 23, 28, 38, 39, 1,306,351 DISNEY(HLDG)CO STOCK 47 DISNEY COM STK USD0.01 WALTER ENERGY COMMON 93317Q105 3,241,601.33 3,242 39,877 SH Sole 11, 34 39,877 INC COM STK STOCK USD0.01 WARNACO GROUP COMMON 934390402 7,992,488.21 7,992 156,317 SH Sole 8, 25, 28 156,317 INC CLS'A'COM STOCK STK USD0.01 WARNER MUSIC COMMON 934550104 155,740.50 156 34,609 SH Sole 28 34,609 GROUP COM STK STOCK USD0.001
WARREN RESOURCES COMMON 93564A100 327,517.06 328 82,498 SH Sole 8, 28, 33 82,498 INC COM STK STOCK USD0.001 WASHINGTON COMMON 937303105 167,290.20 167 12,070 SH Sole 28, 33 12,070 BANKING CO COM STOCK STK NPV WASHINGTON COMMON 938824109 9,468,082.26 9,468 620,451 SH Sole 25, 28, 30, 33, 39 620,451 FEDERAL INC COM STOCK STK USD1 WASHINGTON POST COMMON 939640108 1,130,729.71 1,131 2,831 SH Sole 28, 33 2,831 CO COM STK STOCK CLASS'B'USD1 WASHINGTON TRUST COMMON 940610108 315,480.00 315 16,500 SH Sole 8, 28, 33 16,500 BANCORP INC COM STOCK STK USD0.0625 WASTE COMMON 941053100 8,462,214.54 8,462 213,369 SH Sole 23, 28, 47 213,369 CONNECTIONS INC STOCK COM STK USD0.01 WASTE MANAGEMENT COMMON 94106L109 9,362,521.88 9,363 261,962 SH Sole 23, 28 261,962 INC COM STK STOCK USD0.01 WATERS CORP COM COMMON 941848103 6,491,163.02 6,491 91,709 SH Sole 23, 28, 39 91,709 STK USD0.01 STOCK WATERSTONE COMMON 941888109 6,783.00 7 1,700 SH Sole 33 1,700 FINANCIAL STOCK INC WATSCO INC COMMON 942622200 1,138,767.36 1,139 20,452 SH Sole 28 20,452 CLASS'A'COM STK STOCK USD0.50 WATSON COMMON 942683103 5,901,948.83 5,902 139,493 SH Sole 11, 28, 43 139,493 PHARMACEUTICALS STOCK INC COM STK USD0.0033 WATTS WATER COMMON 942749102 819,821.85 820 24,077 SH Sole 28, 33 24,077 TECHNOLOGIES STOCK CLASS'A'COM STK USD0.10 WAUSAU PAPER COMMON 943315101 316,072.83 316 38,127 SH Sole 28, 33 38,127 CORP COM STK STOCK NPV WAVE SYSTEMS COMMON 943526301 136,337.60 136 60,865 SH Sole 28 60,865 CORP CLASS'A'COM STOCK STK USD0.01 WAYSIDE COMMON 946760105 2,020.00 2 200 SH Sole 33 200 TECHNOLOGY GROUP STOCK INC COM STK USD0.01 WCA WASTE CORP COMMON 92926K103 1,046.40 1 218 SH Sole 33 218 COM STK STOCK USD0.01 WD-40 CO COM STK COMMON 929236107 470,003.24 470 12,362 SH Sole 28 12,362 NPV STOCK WEATHERFORD COMMON H27013103 6,477,497.10 6,477 378,801 SH Sole 11, 37, 41 378,801
INTERNATIONAL STOCK LTD CHF0.01 WEB.COM GROUP COMMON 94733A104 751,404.50 751 136,619 SH Sole 30, 33 136,619 INC STOCK WEBMD HEALTH COMMON 94770V102 3,338,746.63 3,339 66,949 SH Sole 23, 47 66,949 CORP STOCK USD0.01 WEBSENSE INC COM COMMON 947684106 570,039.42 570 32,133 SH Sole 28 32,133 STK USD0.01 STOCK WEBSTER COMMON 947890109 3,174,391.44 3,174 180,774 SH Sole 28, 33 180,774 FINANCIAL CORP STOCK COM STK USD0.01 WEIS MARKETS INC COMMON 948849104 1,115,205.00 1,115 28,500 SH Sole 28, 30, 33 28,500 COM STK NPV STOCK WELLCARE HEALTH COMMON 94946T106 3,291,332.96 3,291 113,651 SH Sole 28 113,651 PLANS INC COM STOCK STK USD0.01 WELLPOINT INC COMMON 94973V107 20,654,512.32 20,655 364,663 SH Sole 11, 19, 28, 34, 41 364,663 COM STK STOCK USD0.01 WELLS FARGO & CO COMMON 949746101 103,777,727.55 103,778 4,129,635 SH Sole 11, 19, 28, 31, 37, 4,129,635 COM STK USD1 STOCK 39, 40, 41, 47, 51 2/3 WENDYS/ARBYS COMMON 950587105 6,206,987.88 6,207 1,370,196 SH Sole 28, 33, 39 1,370,196 GROUP INC STOCK CLASS'A'COM STK USD0.10 WERNER COMMON 950755108 2,743,324.14 2,743 133,886 SH Sole 28, 33, 43 133,886 ENTERPRISES INC STOCK COM STK USD0.01 WESBANCO INC COM COMMON 950810101 461,425.26 461 28,239 SH Sole 8, 28, 33 28,239 STK STOCK USD2.0833 WESCO COMMON 95082P105 82,509.00 83 2,100 SH Sole 33 2,100 INTERNATIONAL STOCK INC COM STK USD0.01 WEST COMMON 95123P106 161,853.30 162 25,691 SH Sole 8, 28, 33 25,691 BANCORPORATION STOCK COM STK NPV WEST COAST COMMON 952145100 162,324.60 162 71,195 SH Sole 28, 33 71,195 BANCORP ORE COM STOCK STK USD0.01 WEST MARINE INC COMMON 954235107 140,522.96 141 13,831 SH Sole 28, 33 13,831 COM STOCK USD0.001 WEST COMMON 955306105 1,028,202.08 1,028 29,968 SH Sole 11, 28 29,968 PHARMACEUTICAL STOCK SERVICES INC COM STK USD0.25 WESTAMERICA COMMON 957090103 4,565,989.55 4,566 83,795 SH Sole 11, 28 83,795 BANCORP COM STK STOCK
NPV WESTAR ENERGY COMMON 95709T100 11,250,061.69 11,250 464,303 SH Sole 8, 23, 25, 28 464,303 INC COM STOCK USD5 WESTERN ALLIANCE COMMON 957638109 376,593.60 377 56,208 SH Sole 28, 33 56,208 BANCORP COM STK STOCK NPV WESTERN DIGITAL COMMON 958102105 6,383,406.33 6,383 224,847 SH Sole 28, 35, 43 224,847 CORP COM STK STOCK USD0.01 WESTERN REFINING COMMON 959319104 242,863.52 243 46,348 SH Sole 28, 33 46,348 INC COM STK STOCK USD0.01 WESTERN UNION COMMON 959802109 9,127,332.48 9,127 516,544 SH Sole 28, 37, 41 516,544 COMPANY (THE) STOCK COM STK USD0.01 WESTFIELD COMMON 96008P104 2,914,961.40 2,915 373,713 SH Sole 11, 28, 33, 39 373,713 FINANCIAL INC STOCK COM STK USD0.01 WESTLAKE COMMON 960413102 582,198.36 582 19,452 SH Sole 28, 33 19,452 CHEMICAL CORP STOCK COM STK USD0.01 WESTWOOD COMMON 961765104 148,107.74 148 4,378 SH Sole 28 4,378 HOLDINGS GROUP STOCK INC COM STK USD0.01 WET SEAL INC COMMON 961840105 263,531.82 264 77,738 SH Sole 28 77,738 CLASS'A'USD0.10 STOCK WEYCO GROUP COM COMMON 962149100 139,047.02 139 5,741 SH Sole 28 5,741 STK USD1 STOCK WEYERHAEUSER CO COMMON 962166104 6,509,526.16 6,510 413,041 SH Sole 23, 28 413,041 COM STK STOCK USD1.25 WGL HLDGS INC COMMON 92924F106 5,840,334.64 5,840 154,588 SH Sole 8, 28 154,588 COM STK STOCK USD1 WHIRLPOOL CORP COMMON 963320106 6,922,970.56 6,923 85,511 SH Sole 11, 19, 23, 28, 51 85,511 COM STK STOCK USD1 WHITE MOUNTAINS COMMON G9618E107 683,855.82 684 2,217 SH Sole 33, 37 2,217 INSURANCE GROUP STOCK COM STK USD1 WHITING COMMON 966387102 10,305,051.45 10,305 107,895 SH Sole 11, 23, 33, 35 107,895 PETROLEUM CORP STOCK COM STK USD0.001 WHITNEY HLDGS COMMON 966612103 1,046,454.45 1,046 128,085 SH Sole 28, 30, 33 128,085 CORP COM STK STOCK NPV WHOLE FOODS COMMON 966837106 5,827,494.63 5,827 157,033 SH Sole 23, 28 157,033 MARKET INC COM STOCK STK NPV
WILEY(JOHN)& COMMON 968223206 3,676,664.52 3,677 89,982 SH Sole 28 89,982 SONS INC STOCK CLASS'A'COM STK USD1 WILLBROS GROUP COMMON 969203108 341,078.15 341 37,195 SH Sole 28, 33 37,195 INC(DELAWARE) STOCK USD0.05 WILLIAMS COMMON 969457100 5,642,686.14 5,643 295,274 SH Sole 28, 39 295,274 COMPANIES INC STOCK COM STK USD1 WILLIAMS-SONOMA COMMON 969904101 15,250,045.80 15,250 481,074 SH Sole 11, 23, 28 481,074 INC COM STK STOCK USD0.01 WILLIS GROUP COMMON G96666105 2,476,571.92 2,477 80,356 SH Sole 35 80,356 HLDGS PLC ORD STOCK SHS USD0.000115 WILMINGTON TRUST COMMON 971807102 1,602,507.94 1,603 178,453 SH Sole 28, 33 178,453 CORP COM STK STOCK NPV WILSHIRE STATE COMMON 97186T108 114,378.06 114 17,489 SH Sole 28, 33 17,489 BAN COM NPV STOCK WINDSTREAM CORP COMMON 97381W104 8,998,602.81 8,999 732,189 SH Sole 23, 28, 35, 39, 43 732,189 COM STK STOCK USD0.0001 WINN-DIXIE COMMON 974280307 327,894.44 328 45,988 SH Sole 28, 33 45,988 STORES INC COM STOCK USD1 WINNEBAGO COMMON 974637100 228,395.98 228 21,919 SH Sole 28 21,919 INDUSTRIES INC STOCK COM STK USD0.50 WINTRUST COMMON 97650W108 6,754,600.51 6,755 208,411 SH Sole 28, 33, 39 208,411 FINANCIAL CORP STOCK COM STK NPV WISCONSIN ENERGY COMMON 976657106 6,416,435.80 6,416 111,011 SH Sole 23, 28, 43 111,011 CORP COM STK STOCK USD0.01 WMS INDUSTRIES COMMON 929297109 15,264,242.64 15,264 400,952 SH Sole 11, 28, 39 400,952 COM STK STOCK USD0.50 WOLVERINE WORLD COMMON 978097103 1,074,298.32 1,074 37,032 SH Sole 28 37,032 WIDE INC COM STK STOCK USD1 WOODWARD COMMON 980745103 6,851,448.28 6,851 211,334 SH Sole 23, 25, 28 211,334 GOVERNOR CO COM STOCK STK USD0.00875 WORLD ACCEPTANCE COMMON 981419104 1,119,411.84 1,119 25,349 SH Sole 8, 28 25,349 CORP COM STK STOCK NPV WORLD FUEL COMMON 981475106 1,543,511.43 1,544 59,343 SH Sole 8, 28 59,343 SERVICES CORP STOCK COM STK USD0.01 WORLD WRESTLING COMMON 98156Q108 253,050.72 253 18,192 SH Sole 28 18,192
ENTERTAINMENT, STOCK INC. WORTHINGTON COMMON 981811102 2,783,631.15 2,784 185,205 SH Sole 8, 28, 33 185,205 INDUSTRIES INC STOCK COM STK NPV WRIGHT EXPRESS COMMON 98233Q105 1,027,698.09 1,028 28,779 SH Sole 28 28,779 CORP COM STK STOCK USD0.01 WRIGHT MEDICAL COMMON 98235T107 707,271.62 707 49,082 SH Sole 11, 28 49,082 GROUP INC COM STOCK STK USD0.01 WSFS FINANCIAL COMMON 929328102 341,603.57 342 9,107 SH Sole 8, 28 9,107 CORP COM STK STOCK USD0.01 WYNDHAM COMMON 98310W108 2,341,872.44 2,342 85,252 SH Sole 19, 28, 33 85,252 WORLDWIDE STOCK USD0.01 WYNN RESORTS COM COMMON 983134107 3,239,818.26 3,240 37,338 SH Sole 23, 28 37,338 STK USD0.01 STOCK XCEL ENERGY INC COMMON 98389B100 8,684,842.15 8,685 378,095 SH Sole 23, 28 378,095 COM STK STOCK USD2.5 XENOPORT INC COM COMMON 98411C100 165,279.06 165 23,246 SH Sole 8, 28 23,246 STK USD1 STOCK XERIUM COMMON 98416J118 77,419.32 77 5,874 SH Sole 28 5,874 TECHNOLOGIES INC STOCK USD0.01 XEROX CORP COM COMMON 984121103 6,078,544.65 6,079 587,299 SH Sole 28 587,299 STK USD1 STOCK XILINX INC COM COMMON 983919101 2,924,651.88 2,925 109,908 SH Sole 28 109,908 STK USD0.01 STOCK XL GROUP PLC ORD COMMON G98290102 10,398,532.80 10,399 480,080 SH Sole 28, 43 480,080 USD0.01 STOCK X-RITE INC COM COMMON 983857103 105,722.05 106 27,895 SH Sole 28, 33 27,895 STK USD0.10 STOCK XYRATEX LTD COMMON G98268108 337,936.48 338 22,772 SH Sole 28 22,772 USD0.01 STOCK YADKIN VALLEY COMMON 984314104 5,240.00 5 2,000 SH Sole 33 2,000 BANK & TRUST CO STOCK COM STK USD1 YAHOO INC COM COMMON 984332106 41,525,808.48 41,526 2,930,544 SH Sole 11, 28, 39, 41 2,930,544 STK STOCK USD0.001 YORK WATER CO COMMON 987184108 242,774.35 243 15,145 SH Sole 8, 28 15,145 COM NPV STOCK YOUNG COMMON 987520103 142,248.92 142 4,972 SH Sole 28, 33 4,972 INNOVATIONS INC STOCK COM STK USD0.01 YUM BRANDS INC COMMON 988498101 13,454,632.66 13,455 292,111 SH Sole 28, 39, 50 292,111 COM STK NPV STOCK ZALE CORP COM COMMON 988858106 6,930.00 7 3,300 SH Sole 33 3,300 STK STOCK USD0.01
ZALICUS INC COM COMMON 98887C105 67,051.40 67 51,578 SH Sole 28 51,578 STK STOCK USD0.001 ZEBRA COMMON 989207105 4,233,930.40 4,234 125,860 SH Sole 11, 28 125,860 TECHNOLOGIES STOCK CLASS'A'COM STK USD0.01 ZEP INC COM STK COMMON 98944B108 287,289.12 287 16,473 SH Sole 28 16,473 USD0.01 STOCK ZIMMER HOLDINGS COMMON 98956P102 14,827,234.53 14,827 283,341 SH Sole 11, 23, 28, 51 283,341 INC COM STK STOCK USD0.01 ZIONS BANCORP COMMON 989701107 1,743,168.24 1,743 81,609 SH Sole 28, 33 81,609 COM STK STOCK NPV ZIOPHARM COMMON 98973P101 141,922.50 142 37,846 SH Sole 28 37,846 ONCOLOGY INC COM STOCK STK NPV ZIPREALTY INC COMMON 98974V107 5,491.00 5 1,900 SH Sole 33 1,900 COM STK STOCK USD0.001 ZIX COMMON 98974P100 128,066.96 128 45,094 SH Sole 28 45,094 CORPORATION STOCK ZOLL MEDICAL COMMON 989922109 514,577.42 515 15,946 SH Sole 28 15,946 CORP COM STK STOCK USD0.01 ZOLTEK COS INC COMMON 98975W104 215,541.00 216 22,175 SH Sole 28, 33 22,175 COM STK STOCK USD0.01 ZORAN CORP COM COMMON 98975F101 335,128.60 335 43,865 SH Sole 28, 33 43,865 STK STOCK USD0.001 ZUMIEZ INC COM COMMON 989817101 4,418,144.52 4,418 208,797 SH Sole 5, 28, 39, 47 208,797 STK NPV STOCK ZYGO CORP COM COMMON 989855101 154,379.40 154 15,753 SH Sole 28, 33 15,753 STK STOCK USD0.10 ZYMOGENETICS INC COMMON 98985T109 383,223.75 383 39,305 SH Sole 28 39,305 COM NPV STOCK SUBTOTAL - COMMON 1,855,462,616.95 445,708,038 STOCK CONVERTIBLE BOND E TRADE CONVERTIBLE 269246AZA 84,375.00 84 60,000 PRN Sole 48 60,000 FINANCIAL 0% CNV BOND NTS 31/AUG/2019 USD HORIZON LINES CONVERTIBLE 44044KABA 227,500.00 228 250,000 PRN Sole 48 250,000 INC 4.25% CNV BOND NTS 15/AUG/2012 SUBTOTAL - 311,875.00 310,000 CONVERTIBLE BOND REIT ACADIA REALTY REIT 004239109 2,784,469.00 2,784 146,551 SH Sole 26, 28 146,551 TRUST SHS BEN
INT USD0.001 AGREE REALTY REIT 008492100 176,245.00 176 6,980 SH Sole 28 6,980 CORP USD0.0001 ALEXANDER'S INC REIT 014752109 477,143.58 477 1,511 SH Sole 28 1,511 COM STK USD1 ALEXANDRIA REAL REIT 015271109 7,398,370.00 7,398 105,691 SH Sole 28 105,691 ESTATE EQUITIES INC COM STK AMB PROPERTIES REIT 00163T109 15,311,306.80 15,311 578,440 SH Sole 26, 28 578,440 CORP COM STK USD0.01 AMERICAN CAMPUS REIT 024835100 2,151,012.16 2,151 70,664 SH Sole 8, 26, 28 70,664 COMMUNITIES INC COM STK USD0.01 AMERICAN CAPITAL REIT 02503X105 879,068.45 879 33,085 SH Sole 8, 28 33,085 AGENCY CORP USD0.01 ANNALY CAPITAL REIT 035710409 5,728,923.20 5,729 325,507 SH Sole 23, 35 325,507 MANAGEMENT INC CLASS'A'COM STK ANWORTH MORTGAGE REIT 037347101 1,223,686.25 1,224 171,625 SH Sole 8, 28 171,625 ASSET CORP COM STK USD0.01 APARTMENT REIT 03748R101 3,004,317.60 3,004 140,520 SH Sole 26, 28, 30 140,520 INVESTMENT & MANAGEMENT COM STK USD0.01 APOLLO REIT 03762U105 162,033.81 162 10,083 SH Sole 28 10,083 COMMERCIAL REAL ESTATE USD0.01 ASHFORD REIT 044103109 445,115.20 445 49,184 SH Sole 8, 28 49,184 HOSPITALITY TRUST INC COM STK USD0.01 ASSOCIATED REIT 045604105 370,637.76 371 26,512 SH Sole 8, 28 26,512 ESTATES REALTY CORP COM NPV AVALONBAY REIT 053484101 19,004,743.73 19,005 182,861 SH Sole 23, 26, 28, 43 182,861 COMMUNITIES INC COM STK USD0.01 BIOMED REALTY REIT 09063H107 3,078,279.68 3,078 171,779 SH Sole 8, 26, 28 171,779 TRUST INC COM STK USD0.01 BOSTON REIT 101121101 20,914,072.56 20,914 251,613 SH Sole 23, 26, 28, 43 251,613 PROPERTIES INC COM STK USD0.01 BRE PROPERTIES REIT 05564E106 5,157,537.00 5,158 124,278 SH Sole 26, 28 124,278 INC CLASS'A'COM STK USD0.01
CAMDEN PROPERTY REIT 133131102 13,463,691.93 13,464 280,669 SH Sole 26, 28 280,669 TRUST SHS BEN INT COM STK USD0.01 CAPLEASE INC COM REIT 140288101 354,506.62 355 63,418 SH Sole 8, 28 63,418 STK USD0.01 CAPSTEAD REIT 14067E506 554,109.12 554 50,976 SH Sole 28 50,976 MTGE.CORP COM STK USD0.01 CBL & ASSOCIATES REIT 124830100 1,973,065.62 1,973 151,077 SH Sole 8, 28 151,077 PROPERTIES INC COM STK USD0.01 CEDAR SHOPPING REIT 150602209 253,219.84 253 41,648 SH Sole 28 41,648 CENTERS INC COM STK USD0.06 CHATHAM LODGING REIT 16208T102 136,802.11 137 7,351 SH Sole 28 7,351 TRUST USD0.01 CHIMERA REIT 16934Q109 770,206.55 770 194,989 SH Sole 30 194,989 INVESTMENT CORPORATION COM STK USD0.01 COGDELL SPENCER REIT 19238U107 212,276.16 212 33,588 SH Sole 28 33,588 INC COM STK USD0.01 COLONIAL REIT 195872106 1,098,442.93 1,098 67,847 SH Sole 8, 28 67,847 PROPERTIES TRUST COM STK USD0.01 COMMONWEALTH REIT 203233101 436,070.40 436 17,034 SH Sole 26 17,034 REIT SHS OF BNF INT USD0.01 CORPORATE OFFICE REIT 22002T108 4,289,530.70 4,290 114,970 SH Sole 28 114,970 PROPERTIES TRUST COM STK USD0.01 COUSINS REIT 222795106 4,907,500.50 4,908 687,325 SH Sole 26, 28 687,325 PROPERTIES INC COM STK USD1 CREXUS REIT 226553105 752,837.40 753 62,580 SH Sole 26, 28 62,580 INVESTMENT CORP USD0.01 DCT INDUSTRIAL REIT 233153105 2,973,751.75 2,974 620,825 SH Sole 8, 26, 28, 30 620,825 TRUST INC COM STK USD0.01 DEVELOPERS REIT 251591103 163,812.00 164 14,600 SH Sole 8 14,600 DIVERSIFIED REALTY CORP COM NPV DIAMONDROCK REIT 252784301 1,331,598.84 1,332 140,316 SH Sole 8, 28 140,316 HOSPIT COM USD0.01 DIGITAL REALTY REIT 253868103 5,125,789.20 5,126 83,076 SH Sole 23, 26, 34 83,076 TRUST INC COM STK USD0.01
DOUGLAS EMMETT REIT 25960P109 623,706.20 624 35,620 SH Sole 26 35,620 INC COM STK USD0.01 DUKE REALTY CORP REIT 264411505 7,085,940.56 7,086 611,384 SH Sole 19, 26, 28 611,384 COM STK USD0.01 DUPONT FABROS REIT 26613Q106 2,265,436.55 2,265 90,077 SH Sole 23, 28 90,077 TECHNOLOGY COM STK USD1 DYNEX CAPITAL REIT 26817Q506 158,207.28 158 14,676 SH Sole 28 14,676 INC COM STK USD0.01 EASTGROUP REIT 277276101 937,453.02 937 25,079 SH Sole 8, 28 25,079 PROPERTIES INC COM STK USD0.0001 EDUCATION REALTY REIT 28140H104 408,837.00 409 57,180 SH Sole 8, 28 57,180 TRUST INC COM STK USD0.01 ENTERTAINMENT REIT 29380T105 2,650,042.96 2,650 61,372 SH Sole 8, 28, 30 61,372 PROPERTY TRUST SHS OF BENEFICIAL INT EQUITY LIFESTYLE REIT 29472R108 6,626,729.28 6,627 121,636 SH Sole 8, 26, 28 121,636 PROPERTIES INC COM STK USD0.01 EQUITY ONE INC REIT 294752100 1,905,920.80 1,906 112,910 SH Sole 26, 28 112,910 COM STK USD0.01 EQUITY REIT 29476L107 33,464,971.73 33,465 703,489 SH Sole 19, 26, 28, 43 703,489 RESIDENTIAL PROPERTIES TRUST SHS OF ESSEX PROPERTY REIT 297178105 6,780,026.88 6,780 61,952 SH Sole 28, 30 61,952 TRUST INC COM STK USD0.0001 EXCEL TRUST INC REIT 30068C109 137,663.05 138 12,215 SH Sole 28 12,215 USD0.001 EXTRA SPACE REIT 30225T102 1,181,554.52 1,182 73,663 SH Sole 8, 28 73,663 STORAGE INC COM STK USD0.01 FEDERAL REALTY REIT 313747206 14,305,607.10 14,306 175,185 SH Sole 26, 28 175,185 INVESTMENT TRUST SHS BNF INT NPV FELCOR LODGINGS REIT 31430F101 450,846.00 451 98,010 SH Sole 8, 28 98,010 TRUST INC COM STK USD0.01 FIRST INDUSTRIAL REIT 32054K103 732,011.67 732 144,381 SH Sole 8, 28 144,381 REALTY TRUST COM STK USD0.01 FIRST POTOMAC REIT 33610F109 427,365.00 427 28,491 SH Sole 28 28,491 REALTY TRUST SBI USD0.001 FRANKLIN STREET REIT 35471R106 645,181.74 645 51,947 SH Sole 28 51,947
PROPERTIES CORP/MA COM STK GETTY REALTY REIT 374297109 421,552.96 422 15,712 SH Sole 28 15,712 CORP COM STK USD0.10 GLADSTONE REIT 376536108 141,020.88 141 8,218 SH Sole 28 8,218 COMMERICAL CORP COM STK US0.001 GLIMCHER REALTY REIT 379302102 823,226.70 823 133,858 SH Sole 8, 28, 30 133,858 TRUST SHS OF BENEFICIAL INTEREST GOVERNMENT REIT 38376A103 4,137,325.20 4,137 154,956 SH Sole 23, 28, 30 154,956 PROPERTIES INCOME USD0.01 HATTERAS REIT 41902R103 812,761.56 813 28,548 SH Sole 28 28,548 FINANCIAL CORP USD0.001 HCP INC COM STK REIT 40414L109 14,170,651.04 14,171 393,848 SH Sole 23, 26, 28 393,848 USD1 HEALTH CARE REIT REIT 42217K106 5,994,096.12 5,994 126,618 SH Sole 28, 35 126,618 INC COM STK USD1 HEALTHCARE REIT 421946104 8,804,978.38 8,805 376,442 SH Sole 26, 28, 39 376,442 REALTY TRUST INC COM STK USD0.01 HERSHA REIT 427825104 668,484.18 668 129,051 SH Sole 8, 28 129,051 HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST HIGHWOODS REIT 431284108 6,161,020.15 6,161 189,745 SH Sole 28 189,745 PROPERTIES INC COM STK USD0.01 HOME PROPERTIES REIT 437306103 1,578,218.60 1,578 29,834 SH Sole 8, 28 29,834 INC COM STK USD0.01 HOSPITALITY REIT 44106M102 5,504,099.37 5,504 246,489 SH Sole 19, 28 246,489 PROPERTIES TRUST COM STK USD0.01 HOST HOTELS & REIT 44107P104 23,137,287.92 23,137 1,597,879 SH Sole 23, 26, 28 1,597,879 RESORTS INC USD0.01 HUDSON PACIFIC REIT 444097109 1,560,372.03 1,560 95,319 SH Sole 26, 28, 30 95,319 PROPERTIES INC USD0.01 INLAND REAL REIT 457461200 581,882.82 582 70,022 SH Sole 8, 28 70,022 ESTATE CORP COM STK USD0.01 INVESCO MORTGAGE REIT 46131B100 590,659.44 591 27,447 SH Sole 8, 28 27,447 CAPITAL INC
USD0.01 INVESTORS REAL REIT 461730103 489,442.28 489 58,406 SH Sole 28 58,406 EST SBI NPV ISTAR FINANCIAL REIT 45031U101 218,156.58 218 71,293 SH Sole 28 71,293 INC NEW CLASS'A'SHS BEN INT KENNEDY-WILSON REIT 489398107 171,603.40 172 16,189 SH Sole 28 16,189 HLDGS INC USD0.0001 KILROY REALTY REIT 49427F108 2,408,482.64 2,408 72,676 SH Sole 26, 28 72,676 CORP COM STK USD0.01 KIMCO REALTY REIT 49446R109 2,714,181.75 2,714 172,329 SH Sole 28 172,329 CORP COM STK USD0.01 KITE REALTY REIT 49803T102 432,220.68 432 97,347 SH Sole 26, 28 97,347 GROUP TRUST COM STK USD0.01 LASALLE HOTEL REIT 517942108 2,263,684.20 2,264 96,780 SH Sole 8, 28, 30, 47 96,780 PROPERTIES COM STK USD0.01 LEXINGTON REALTY REIT 529043101 1,400,359.96 1,400 195,581 SH Sole 8, 26, 28 195,581 TRUST COM STK USD0.0001 LIBERTY PROPERTY REIT 531172104 8,735,113.20 8,735 273,828 SH Sole 26, 28 273,828 TRUST COM STK USD0.001 LTC PROPERTIES REIT 502175102 1,174,864.24 1,175 46,037 SH Sole 8, 26, 28 46,037 INC COM STK USD0.01 MACERICH CO COM REIT 554382101 13,208,413.50 13,208 307,530 SH Sole 26, 28 307,530 STK USD0.01 MACK CALI REALTY REIT 554489104 10,572,100.97 10,572 323,207 SH Sole 26, 28 323,207 CORP COM STK USD0.01 MEDICAL REIT 58463J304 835,079.70 835 82,355 SH Sole 28 82,355 PROPERTIES TRUST INC COM STK USD0.001 MFA FINANCIAL REIT 55272X102 2,613,603.09 2,614 342,543 SH Sole 8, 28, 30 342,543 INC COM STK USD0.01 MID-AMERICA REIT 59522J103 1,708,419.92 1,708 29,314 SH Sole 8, 28 29,314 APARTMENT COMMUNITIES COM STK USD0.01 MISSION WEST REIT 605203108 120,785.70 121 17,815 SH Sole 28 17,815 PROPERTIES COM STK USD0.001 MONMOUTH REAL REIT 609720107 181,947.94 182 23,267 SH Sole 28 23,267 ESTA COM CL'A' USD0.01 MPG OFFICE TRUST REIT 553274101 194,002.50 194 77,601 SH Sole 8, 28 77,601
INC NATIONAL HEALTH REIT 63633D104 1,378,945.82 1,379 31,297 SH Sole 28, 30 31,297 INVESTORS COM STK USD0.01 NATIONAL RETAIL REIT 637417106 2,512,155.06 2,512 100,046 SH Sole 8, 28, 30 100,046 PROPERTIES INC COM NATIONWIDE REIT 638620104 10,957,337.85 10,957 283,355 SH Sole 26, 28 283,355 HEALTH PROPERTIES INC COM STK USD0.10 NEWCASTLE REIT 65105M108 148,049.80 148 47,758 SH Sole 28 47,758 INVESTMENT CORP COM STK USD0.01 NORTHSTAR REALTY REIT 66704R100 219,167.74 219 58,601 SH Sole 28 58,601 FINANCE CORP COM STK USD0.01 OMEGA HEALTHCARE REIT 681936100 6,079,572.25 6,080 270,805 SH Sole 8, 28 270,805 INVESTORS COM STK USD0.10 ONE LIBERTY REIT 682406103 479,320.57 479 30,127 SH Sole 28, 30 30,127 PROPERTIES COM STK USD1 PARKWAY REIT 70159Q104 654,026.80 654 44,191 SH Sole 8, 26, 28 44,191 PROPERTIES INC COM STK USD0.001 PENNSYLVANIA REIT 709102107 1,069,629.68 1,070 90,188 SH Sole 8, 28 90,188 REAL ESTAT INVES TRUST SHS BNF INT PENNYMAC REIT 70931T103 229,224.57 229 12,813 SH Sole 28 12,813 MORTGAGE INVESTMENT TRUST USD0.01 PIEDMONT OFFICE REIT 720190206 3,489,500.12 3,490 184,532 SH Sole 23 184,532 REALTY TRUST INC CLS A USD0.01 PLUM CREEK REIT 729251108 9,986,440.60 9,986 282,902 SH Sole 26, 28 282,902 TIMBER CO INC COM STK NPV POST PROPERTIES REIT 737464107 3,146,919.04 3,147 112,712 SH Sole 26, 28 112,712 COM USD0.01 POTLATCH CORP REIT 737630103 3,629,534.00 3,630 106,751 SH Sole 28 106,751 COM STK USD1 PROLOGIS SBI REIT 743410102 3,875,667.12 3,876 329,004 SH Sole 28, 43 329,004 USD0.01 PS BUSINESS REIT 69360J107 3,503,040.68 3,503 61,924 SH Sole 8, 26, 28, 30 61,924 PARKS INC CALIF COM SER'A'USD0.01 PUBLIC STORAGE REIT 74460D109 19,495,044.88 19,495 200,897 SH Sole 26, 28 200,897
COM STK USD0.10 RAIT FINANCIAL REIT 749227104 110,847.00 111 67,180 SH Sole 28 67,180 TRUST COM STK USD0.01 RAMCO-GERSHENSON REIT 751452202 310,697.10 311 29,010 SH Sole 28 29,010 PROPERTIES TRUST SBI USD0.01 RAYONIER INC COM REIT 754907103 22,091,893.60 22,092 440,780 SH Sole 26, 28, 35, 39, 43 440,780 STK NPV REALTY INCOME REIT 756109104 7,186,170.36 7,186 213,113 SH Sole 28 213,113 CORP COM STK USD1 REDWOOD TRUST REIT 758075402 1,199,760.66 1,200 82,971 SH Sole 8, 28 82,971 INC COM STK USD0.01 REGENCY CENTERS REIT 758849103 19,529,124.48 19,529 494,784 SH Sole 26, 28 494,784 CORP COM STK USD0.01 RESOURCE CAPITAL REIT 76120W302 332,409.80 332 52,348 SH Sole 8, 28 52,348 CORP USD0.001 SAUL CENTERS INC REIT 804395101 366,517.15 367 8,737 SH Sole 8, 28 8,737 COM STK USD0.01 SENIOR HOUSING REIT 81721M109 12,803,928.00 12,804 544,848 SH Sole 8, 26, 28 544,848 PROPERTIES TRUST SHS OF BENEFICIAL SIMON PROPERTY REIT 828806109 45,462,910.06 45,463 490,219 SH Sole 26, 28 490,219 GROUP INC COM STK USD0.0001 SL GREEN REALTY REIT 78440X101 9,784,168.35 9,784 154,495 SH Sole 19, 28 154,495 CORP COM STK USD0.01 SOVRAN SELF REIT 84610H108 2,189,407.20 2,189 57,768 SH Sole 26, 28 57,768 STORAGE INC COM STK USD0.01 STARWOOD REIT 85571B105 2,724,435.31 2,724 137,113 SH Sole 26, 28 137,113 PROPERTY TRUST INC USD0.01 STRATEGIC HOTELS REIT 86272T106 765,099.52 765 180,448 SH Sole 8, 28 180,448 & RESORTS INC COM STK USD0.01 SUN COMMUNITIES REIT 866674104 709,354.20 709 23,106 SH Sole 8, 28 23,106 INC COM STK USD0.01 SUNSTONE HOTEL REIT 867892101 891,499.37 891 98,291 SH Sole 8, 28 98,291 INVESTORS INC COM STK USD0.01 TANGER FACTORY REIT 875465106 1,695,107.26 1,695 35,959 SH Sole 28, 30 35,959 OUTLET CENTERS COM STK USD0.01 TAUBMAN CENTRES REIT 876664103 1,732,295.52 1,732 38,832 SH Sole 26, 30 38,832
INC COM STK USD0.01 TERRENO REALTY REIT 88146M101 137,779.64 138 7,562 SH Sole 28 7,562 CORP USD0.01 THOMAS REIT 884453101 113,515.29 114 31,797 SH Sole 28, 33 31,797 PROPERTIES GROUP INC COM STK USD0.01 TWO HARBORS REIT 90187B101 182,961.68 183 20,284 SH Sole 28 20,284 INVESTMENT CORP USD0.0001 UDR INC COM STK REIT 902653104 7,347,584.64 7,348 347,897 SH Sole 28 347,897 USD0.01 UMH PROPERTIES REIT 903002103 105,144.60 105 9,790 SH Sole 28 9,790 INC COM STK USD0.10 UNIVERSAL HLTH REIT 91359E105 300,399.30 300 8,730 SH Sole 28 8,730 RLT SHS BEN INT USD0.01 URSTADT BIDDLE REIT 917286205 281,469.44 281 15,568 SH Sole 28 15,568 PROPERTIES CLASS 'A'COM NPV U-STORE-IT TRUST REIT 91274F104 552,060.25 552 66,115 SH Sole 28 66,115 COM USD0.01 VENTAS INC COM REIT 92276F100 7,418,653.92 7,419 143,856 SH Sole 26, 28, 43 143,856 STK USD0.25 VORNADO REALTY REIT 929042109 24,345,943.44 24,346 284,648 SH Sole 26, 28 284,648 TRUST USD0.04 WALTER REIT 93317W102 340,722.69 341 19,481 SH Sole 28 19,481 INVESTMENT MANAGEMENT CORP USD0.01 WASHINGTON REAL REIT 939653101 1,413,761.88 1,414 44,556 SH Sole 28 44,556 ESTATE INVEST TRUST SHS BNF INT WEINGARTEN REIT 948741103 5,094,206.30 5,094 233,465 SH Sole 28 233,465 REALTY INVESTORS SHS OF BEN INT USD0.03 WINTHROP REALTY REIT 976391300 1,348,920.96 1,349 109,136 SH Sole 26, 28, 30 109,136 TRUST SHS BNF INT USD1 SUBTOTAL - REIT 582,104,099.94 20,177,314 ETF ISHARES TRUST ETF 464287473 4,165,861.04 4,166 103,192 SH Sole 23 103,192 RUSSELL MIDCAP VALUE IDX FD SPDR S&P 500 ETF ETF 78462F103 73,493.28 73 644 SH Sole 23 644 TRUST SUBTOTAL - ETF 4,239,354.32 103,836 LIMITED
PARTNERSHIP ALLIANCEBERNSTEIN LIMITED 01881G106 24,165.15 24 915 SH Sole 23 915 HOLDING LP UNITS PARTNERSHIP LIMITED BROOKFIELD LIMITED G16252101 725,579.40 726 37,401 SH Sole 26 37,401 INFRASTRUCTURE PARTNERSHIP PARTN LP PARTNERSHIP UTS WILLIAMS LIMITED 96950F104 573,332.80 573 13,522 SH Sole 23 13,522 PARTNERS L.P. PARTNERSHIP COM NPV SUBTOTAL - 1,323,077.35 51,838 LIMITED PARTNERSHIP GRAND TOTALS 13,684,931,820.04 473,826,755.85
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