-----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, Uo15L4+YEKTTGhh1AkfwA30dP2R2J4RKYrlDiovBvNzVZ1HBv7W3m1uHxiXeXiIH X5tsjCX1x3Ly20ijUne10A== 0001193125-11-025960.txt : 20110207 0001193125-11-025960.hdr.sgml : 20110207 20110207172928 ACCESSION NUMBER: 0001193125-11-025960 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110207 DATE AS OF CHANGE: 20110207 EFFECTIVENESS DATE: 20110207 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: 11579631 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 d13fhr.txt NATIONWIDE FUND ADVISORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended December 31, 2010 Check here if Amendment [ ]; Amendment Number: ______________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries.
Institutional Investment Manager Filing this Report: Name: Nationwide Fund Advisors Address: 1000 Continental Drive, Suite 400 King of Prussia, PA 19406
Form 13F File Number: 28-05161 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Joseph A. Finelli ------------------------- Title: Treasurer Phone: 610-230-2800 Signature, Place, and Date of Signing: /s/ Joseph A. Finelli King of Prussia, PA February 7, 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: 3,131 Form 13F Information Table Value Total: $17,028,347 (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 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 53 028-02924 Turner Investment Partners, Inc.
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ADR ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 4,545,451.50 4,545 202,470 SH Sole 11 202,470 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 10,747,006.84 10,747 187,426 SH Sole 41 187,426 ASML HOLDING NV EUR0.09(NY REG) ADR N07059186 4,041,074.34 4,041 105,401 SH Sole 50 105,401 AU OPTRONICS CORP ADS EACH REPR 10 ORD TWD10 ADR 002255107 777,040.24 777 74,572 SH Sole 29 74,572 BAIDU INC ADS EACH REPR 23, 38, 1 ORD CLS'A'SHS ADR 056752108 11,823,670.11 11,824 122,487 SH Sole 50 122,487 BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 8,513,724.58 8,514 419,602 SH Sole 41 419,602 BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 2,305,453.15 2,305 52,195 SH Sole 23, 41 52,195 CEMEX S.A.B. DE C.V. ADR EACH REP 10 CPO(SPON) ADR 151290889 1,347,949.89 1,348 125,859 SH Sole 43 125,859 COMPANIA DE MINAS BUENAVENTURA S.A ADR EACH REPR 1 ADR 204448104 7,932,646.08 7,933 162,023 SH Sole 52 162,023 COUNTRY STYLE COOKING RESTAURANT ADR EACH REP 4 ADR 22238M109 600,760.00 601 26,120 SH Sole 26, 47 26,120 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.25 ORD 11, 23, SHS ADR 22943F100 11,674,072.25 11,674 288,605 SH Sole 52 288,605 E-COMMERCE CHINA DANGDANG INC SPONS ADS EACH REP 5 ADR 26833A105 594,403.06 594 21,958 SH Sole 26, 47 21,958 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 906,486.00 906 158,200 SH Sole 37 158,200 EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 3,372,474.00 3,372 114,710 SH Sole 46 114,710 FOCUS MEDIA HLDG ADR EACH REPR 5 ORD SHS(SPONS) ADR 34415V109 3,941,829.78 3,942 179,746 SH Sole 11, 23 179,746 FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 3,619,030.56 3,619 64,718 SH Sole 41 64,718 GAFISA SA ADR EACH REPR 2 SHS ADR 362607301 332,954.95 333 22,915 SH Sole 26 22,915 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 1,112,945.94 1,113 28,377 SH Sole 41 28,377 GRUPO TELEVISA SA DE CV ADR-EACH REPR 2 ORD PTG ADR 40049J206 5,906,179.82 5,906 227,774 SH Sole 41 227,774 HISOFT TECHNOLOGY INTL LTD ADR EACH REPR 19 SHS ADR 43358R108 288,712.00 289 9,560 SH Sole 47 9,560 HOME INNS & HOTEL MANAGEMENT INC ADR EACH REPR ADR 43713W107 1,498,644.48 1,499 36,588 SH Sole 23 36,588 ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 3,635,952.00 3,636 71,800 SH Sole 46 71,800 ICON SPON ADR EACH 1 REP I SHR ADR 45103T107 834,390.00 834 38,100 SH Sole 11 38,100 INFOSYS TECHNOLOGIES ADR EACH REPR 1ORD INR5 ADR 456788108 8,486,800.08 8,487 111,551 SH Sole 41 111,551 ISOFTSTONE HLDGS LTD SPON ADS EACH REPR 10 SHS ADR 46489B108 155,226.31 155 8,543 SH Sole 40 8,543 ITAU UNIBANCO HLDG SA ADR EACH REPR 1 PREF SH ADR 465562106 3,285,744.49 3,286 136,849 SH Sole 38 136,849 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 3,877,789.02 3,878 73,318 SH Sole 29, 46 73,318 LONGTOP FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD ADR 54318P108 403,045.20 403 11,140 SH Sole 47 11,140 MOBILE TELESYSTEMS OJSC ADS EACH REP 5 COM ADR 607409109 5,524,393.35 5,524 264,705 SH Sole 52 264,705 NEW ORIENTAL EDUCATION & TECHNOLOGY SPONSORED ADR ADR 647581107 799,748.00 800 7,600 SH Sole 23 7,600 NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 512,026.80 512 49,615 SH Sole 23 49,615 NOVO-NORDISK AS ADR EACH REPR 1 CLS'B' ADR 670100205 4,345,764.85 4,346 38,605 SH Sole 11 38,605 PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 ADR 71654V408 4,836,330.40 4,836 127,810 SH Sole 11 127,810 PETROLEO BRASILEIRO SA 40, 41, PETROBRAS SPONS ADR-EACH ADR 71654V101 23,122,428.96 23,122 676,688 SH Sole 46, 52 676,688 RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 ADR 752344309 10,884,026.00 10,884 132,200 SH Sole 52 132,200 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 3,222,161.10 3,222 48,330 SH Sole 46 48,330 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 3,070,344.06 3,070 45,977 SH Sole 41 45,977 RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 184,560.00 185 6,000 SH Sole 28 6,000 SHIRE PLC ADR 82481R106 10,839,628.80 10,840 149,760 SH Sole 11, 50 149,760 SPREADTRUM COMMUNICATIONS INC ADR EACH REPR 3 ORD ADR 849415203 1,508,177.00 1,508 82,100 SH Sole 23 82,100 STATOIL ASA ADR EACH REP 1 ORD NOK2.50 LVL111(BNY) ADR 85771P102 3,182,803.00 3,183 133,900 SH Sole 37 133,900 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 8,017,574.40 8,018 639,360 SH Sole 37, 52 639,360 TELEFONICA SA ADR EACH REPR 3 ORD EUR1 ADR 879382208 3,358,053.60 3,358 49,080 SH Sole 11 49,080 TERNIUM SA ADR EACH REPR 10 ORD NPV ADR 880890108 5,852,580.00 5,853 138,000 SH Sole 52 138,000 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 18,289,914.76 18,290 350,852 SH Sole 34, 41 350,852 TOTAL S A SPONSORED ADR(CNV 1/2 SHS EUR10) ADR 89151E109 1,339,727.48 1,340 25,051 SH Sole 41 25,051 UNILEVER NV EUR0.16(NEW 34, 41, YORK SHARES) ADR 904784709 7,722,170.60 7,722 245,929 SH Sole 46 245,929 VALE SA ADR REPR 1 PREF 29, 40, SHS NPV SPON ADR 91912E204 23,574,742.88 23,575 780,104 SH Sole 46, 52 780,104 VANCEINFO TECHNOLOGIES INC ADR EACH REPR 1 ORD SHR ADR 921564100 2,738,262.12 2,738 79,278 SH Sole 23, 47 79,278 VIMPELCOM LTD SPON ADR EACH REPR 1 ORD ADR 92719A106 8,493,509.12 8,494 564,728 SH Sole 41, 52 564,728 VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 1,794,147.69 1,794 67,883 SH Sole 41 67,883 YOUKU COM INC SPONSORED ADR EACH REP 18 CL A ADR 98742U100 803,934.63 804 22,963 SH Sole 26 22,963 SUBTOTAL - ADR 260,578,466.27 7,809,125 COMMON STOCK 1-800-FLOWERS.COM INC COMMON COM STK USD0.01 STOCK 68243Q106 8,877.00 9 3,300 SH Sole 33 3,300 1ST UNITED BANCORP INC COMMON USD0.01 STOCK 33740N105 134,510.06 135 19,466 SH Sole 8, 28 19,466 21ST CENTURY HLDG CO COM COMMON STK USD0.01 STOCK 90136Q100 2,880.00 3 900 SH Sole 33 900 3 D SYSTEMS INC COM STK COMMON USD0.001 STOCK 88554D205 428,862.31 429 13,619 SH Sole 28 13,619 3M CO COM STK USD0.01 COMMON 11, 28, STOCK 88579Y101 69,260,582.80 69,261 802,556 SH Sole 31, 39 802,556 99 CENTS ONLY STORES COM COMMON STK NPV STOCK 65440K106 2,028,444.70 2,028 127,255 SH Sole 28 127,255 A H BELO CORP USD0.01 COMMON SER'A' STOCK 001282102 142,601.70 143 16,391 SH Sole 28, 33 16,391 A.D.A.M INC COM STK COMMON USD0.01 STOCK 00088U108 2,157.00 2 300 SH Sole 33 300 A123 SYSTEMS USD0.001 COMMON STOCK 03739T108 520,263.90 520 54,535 SH Sole 28 54,535 AAON INC COM STK USD0.004 COMMON STOCK 000360206 265,286.84 265 9,404 SH Sole 28 9,404 AAR CORP COM STK USD1 COMMON STOCK 000361105 885,742.68 886 32,244 SH Sole 28, 33 32,244 AARON'S INC CLASS'A'COM COMMON 28, 30, VTG USD0.5 STOCK 002535300 3,915,389.75 3,915 192,025 SH Sole 33 192,025 ABAXIS INC COM STK USD1 COMMON STOCK 002567105 1,138,252.05 1,138 42,393 SH Sole 11, 28 42,393 ABBOTT LABORATORIES COM 23, 28, STK NPV COMMON 31, 41, STOCK 002824100 56,764,917.84 56,765 1,184,824 SH Sole 53 1,184,824 ABERCROMBIE & FITCH CO COMMON 28, 43, CLASS'A'COM STK USD0.01 STOCK 002896207 4,824,322.56 4,824 83,712 SH Sole 51 83,712 ABINGTON BANCORP INC COM COMMON STK USD0.01 STOCK 00350L109 226,884.74 227 19,018 SH Sole 28, 33 19,018 ABIOMED INC COM STK COMMON USD0.01 STOCK 003654100 225,421.77 225 23,457 SH Sole 28 23,457 ABM INDUSTRIES INC COM COMMON 8, 28, STK USD0.01 STOCK 000957100 1,209,195.10 1,209 45,977 SH Sole 33 45,977 ABOVENET INC COM STK COMMON USD0.01 STOCK 00374N107 944,947.44 945 16,164 SH Sole 28 16,164 ABRAXAS PETROLEUM CORP COMMON COM STK USD0.01 STOCK 003830106 221,425.64 221 48,452 SH Sole 28 48,452 AC MOORE ARTS & CRAFT COMMON INC COM STK NPV STOCK 00086T103 5,317.20 5 2,110 SH Sole 33 2,110 ACACIA RESEARCH CORP COM COMMON STK USD0.001(ACACIA STOCK 003881307 1,746,825.54 1,747 67,341 SH Sole 28, 47 67,341 ACCELRYS INC COM COMMON STOCK 00430U103 353,455.50 353 42,585 SH Sole 28 42,585 ACCENTURE PLC COMMON CLS'A'USD0.0000225 STOCK G1151C101 3,048,469.32 3,048 62,868 SH Sole 23, 41 62,868 ACCO BRANDS CORP COM STK COMMON 8, 28, USD0.01 STOCK 00081T108 1,072,105.68 1,072 125,834 SH Sole 30 125,834 ACCRETIVE HEALTH INC COMMON USD0.01 STOCK 00438V103 142,496.25 142 8,769 SH Sole 28 8,769 ACCURAY INC COM STK COMMON USD0.001 STOCK 004397105 261,171.00 261 38,692 SH Sole 28 38,692 ACE LIMITED CHF32.51 COMMON 23, 28, STOCK H0023R105 20,052,156.75 20,052 322,123 SH Sole 37 322,123 ACETO CORP COM STK COMMON 8, 28, USD0.01 STOCK 004446100 2,814,309.00 2,814 312,701 SH Sole 33, 39 312,701 ACI WORLDWIDE INC COM COMMON STK USD0.005 STOCK 004498101 2,454,843.20 2,455 91,360 SH Sole 28 91,360 ACME PACKET INC COM STK COMMON USD0.001 STOCK 004764106 3,060,899.64 3,061 57,579 SH Sole 28, 47 57,579 ACME UNITED CORP COM STK COMMON USD2.50 STOCK 004816104 1,904.00 2 200 SH Sole 33 200 ACORDA THERAPEUTICS INC COMMON COM STK USD0.001 STOCK 00484M106 779,009.02 779 28,577 SH Sole 28 28,577 ACORN ENERGY INC COM STK COMMON USD0.01 STOCK 004848107 1,548.00 2 400 SH Sole 33 400 ACTIVISION BLIZZARD INC COMMON COM STK USD0.000001 STOCK 00507V109 456,423.60 456 36,690 SH Sole 40 36,690 ACTUANT CORP CLS'A' COM COMMON STK USD0.20 STOCK 00508X203 1,574,333.42 1,574 59,141 SH Sole 28, 47 59,141 ACTUATE CORP COM STK COMMON USD0.001 STOCK 00508B102 1,585,785.60 1,586 278,208 SH Sole 25, 28 278,208 ACUITY BRANDS INC COM COMMON 5, 8, STK USD0.01 STOCK 00508Y102 8,451,942.19 8,452 146,557 SH Sole 28 146,557 ACXIOM CORP COM STK COMMON 26, 28, USD0.10 STOCK 005125109 4,555,365.85 4,555 265,619 SH Sole 33 265,619 ADDUS HOMECARE CORP COMMON USD0.001 STOCK 006739106 229,040.00 229 56,000 SH Sole 30 56,000 ADMINISTAFF INC COM STK COMMON USD0.01 STOCK 007094105 475,685.50 476 16,235 SH Sole 28 16,235 ADOBE SYSTEMS INC COM COMMON 11, 28, STK USD0.0001 STOCK 00724F101 17,673,906.78 17,674 574,201 SH Sole 34 574,201 ADTRAN INC COM STK COMMON USD0.01 STOCK 00738A106 6,188,759.73 6,189 170,913 SH Sole 28 170,913 ADVANCE AMER CASH ADVANCE CTRS INC COM COMMON USD0.01 STOCK 00739W107 299,286.60 299 53,065 SH Sole 8, 28 53,065 ADVANCE AUTO PARTS INC COMMON COM STK USD0.0001 STOCK 00751Y106 11,047,645.35 11,048 167,009 SH Sole 28 167,009 ADVANCED ANALOGIC COM COMMON STK NPV STOCK 00752J108 155,303.29 155 38,729 SH Sole 28, 33 38,729 ADVANCED BATTERY TECHNOLOGIES INC COM COMMON STK USD0.001 STOCK 00752H102 189,085.05 189 49,113 SH Sole 28 49,113 ADVANCED ENERGY INDUSTRIES COM STK COMMON USD0.001 STOCK 007973100 373,422.28 373 27,377 SH Sole 28 27,377 ADVANCED MICRO DEVICES COMMON INC COM STK USD0.01 STOCK 007903107 1,971,797.18 1,972 241,051 SH Sole 28 241,051 ADVENT SOFTWARE INC COM COMMON USD0.01 STOCK 007974108 3,700,277.12 3,700 63,886 SH Sole 28, 39 63,886 ADVISORY BOARD INC COM COMMON STK USD0.01 STOCK 00762W107 2,767,684.04 2,768 58,108 SH Sole 26, 28 58,108 AECOM TECHNOLOGY CORP COMMON COM STK USD0.01 STOCK 00766T100 6,587,858.01 6,588 235,533 SH Sole 28 235,533 AEGERION PHARMACEUTICALS COMMON INC USD0.001 STOCK 00767E102 35,991.80 36 2,540 SH Sole 28 2,540 AEP INDUSTRIES INC COM COMMON STK USD0.01 STOCK 001031103 93,809.25 94 3,615 SH Sole 28 3,615 AEROFLEX HLDGS CORP COMMON USD0.01 STOCK 007767106 59,220.00 59 3,600 SH Sole 8 3,600 AEROPOSTALE INC COM STK COMMON 11, 28, USD0.01 STOCK 007865108 11,732,434.56 11,732 476,154 SH Sole 35 476,154 AEROVIRONMENT INC COM COMMON STK USD0.0001 STOCK 008073108 332,074.91 332 12,377 SH Sole 28 12,377 AES CORP COM STK USD0.01 COMMON STOCK 00130H105 3,401,642.58 3,402 279,281 SH Sole 28 279,281 AETNA INC NEW COM STK COMMON 11, 23, USD0.001 STOCK 00817Y108 24,098,903.19 24,099 789,869 SH Sole 28, 39 789,869 AFC ENTERPRISES INC COM COMMON STK USD0.001 STOCK 00104Q107 277,972.20 278 19,998 SH Sole 28 19,998 AFFILIATED MANAGERS GROUP INC COM STK COMMON USD0.01 STOCK 008252108 16,457,819.84 16,458 165,872 SH Sole 11, 28 165,872 AFFIRMATIVE INSURANCE HLDGS INC COM STK COMMON USD0.01 STOCK 008272106 5,073.00 5 1,900 SH Sole 33 1,900 AFFYMAX INC COM STK COMMON USD0.001 STOCK 00826A109 106,380.05 106 15,997 SH Sole 28 15,997 AFFYMETRIX INC COM STK COMMON USD0.01 STOCK 00826T108 271,423.83 271 53,961 SH Sole 28, 33 53,961 AFLAC INC COM STK USD0.10 23, 28, COMMON 34, 39, STOCK 001055102 31,279,769.73 31,280 554,311 SH Sole 41, 53 554,311 AGCO CORP COM STK USD0.01 COMMON 19, 23, STOCK 001084102 15,536,915.40 15,537 306,690 SH Sole 28, 43 306,690 AGILENT TECHNOLOGIES INC 23, 28, COM STK USD0.01 COMMON 38, 43, STOCK 00846U101 20,791,106.91 20,791 501,837 SH Sole 50 501,837 AGILYSYS INC COMMON STOCK 00847J105 78,628.58 79 13,966 SH Sole 28 13,966 AGL RESOURCES USD5 COMMON STOCK 001204106 7,890,907.65 7,891 220,109 SH Sole 23, 28 220,109 AGRIUM INC COM NPV COMMON STOCK 008916108 4,248,208.50 4,248 46,302 SH Sole 23, 43 46,302 AIR METHODS CORP COM STK COMMON USD0.06 STOCK 009128307 470,923.63 471 8,369 SH Sole 28 8,369 AIR PRODUCTS & CHEMICALS COMMON 28, 31, INC COM STK USD1 STOCK 009158106 24,867,730.90 24,868 273,422 SH Sole 51 273,422 AIR TRANSPORT SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 00922R105 349,733.00 350 44,270 SH Sole 28, 33 44,270 AIRCASTLE NPV COMMON 8, 28, STOCK G0129K104 628,619.75 629 60,155 SH Sole 33 60,155 AIRGAS INC COM STK COMMON USD0.01 STOCK 009363102 1,974,860.28 1,975 31,618 SH Sole 28 31,618 AIRTRAN HLDGS INC COM COMMON 8, 28, STK USD0.001 STOCK 00949P108 2,800,277.92 2,800 378,928 SH Sole 33 378,928 AK STEEL HOLDING CORP COMMON COM STK USD0.01 STOCK 001547108 5,649,598.03 5,650 345,119 SH Sole 28, 39 345,119 AKAMAI TECHNOLOGIES COM COMMON 23, 28, STK USD0.01 STOCK 00971T101 24,421,820.05 24,422 519,061 SH Sole 47 519,061 AKORN COM STK NPV COMMON STOCK 009728106 255,801.94 256 42,142 SH Sole 28 42,142 ALAMO GROUP INC COM STK COMMON USD0.10 STOCK 011311107 170,814.80 171 6,140 SH Sole 28, 33 6,140 ALASKA AIR GROUP INC COM 8, 23, STK USD1 COMMON 28, 33, STOCK 011659109 8,799,365.11 8,799 155,219 SH Sole 47 155,219 ALASKA COM SYSTEMS GROUP COMMON COM STK USD0.01 STOCK 01167P101 376,567.50 377 33,925 SH Sole 28 33,925 ALBANY INTERNATIONAL CORP CLASS'A'COM STK COMMON USD0.001 STOCK 012348108 541,506.02 542 22,858 SH Sole 28, 33 22,858 ALBANY MOLECULAR COMMON RESEARCH COM STK USD0.01 STOCK 012423109 109,157.26 109 19,423 SH Sole 28, 33 19,423 ALBEMARLE CORP COM STK COMMON USD0.01 STOCK 012653101 15,228,386.24 15,228 273,008 SH Sole 23, 28 273,008 ALBERTO-CULVER COMPANY COMMON (NEW) COM STK USD0.01 STOCK 013078100 6,316,838.64 6,317 170,541 SH Sole 28 170,541 ALCOA INC COM STK USD1 COMMON 19, 28, STOCK 013817101 10,198,414.35 10,198 662,665 SH Sole 41 662,665 ALERE INC COMMON STOCK 01449J105 1,380,918.00 1,381 37,730 SH Sole 25, 33 37,730 ALEXANDER & BALDWIN INC COMMON COM STK NPV STOCK 014482103 3,418,842.21 3,419 85,407 SH Sole 28, 33 85,407 ALEXION PHARMACEUTICAL COMMON 11, 23, INC COM NPV USD0.001 STOCK 015351109 16,119,182.70 16,119 200,114 SH Sole 47, 53 200,114 ALEXZA PHARMACEUTICALS COMMON COM STK USD0.0001 STOCK 015384100 44,701.25 45 35,761 SH Sole 28 35,761 ALIGN TECHNOLOGY INC COM COMMON STK USD0.0001 STOCK 016255101 855,793.38 856 43,797 SH Sole 28 43,797 ALKERMES INC COM STK COMMON 8, 25, USD0.01 STOCK 01642T108 2,847,953.04 2,848 231,918 SH Sole 28 231,918 ALLEGHANY CORP COM STK COMMON USD1 STOCK 017175100 92,523.74 93 302 SH Sole 33 302 ALLEGHENY ENERGY INC COM COMMON STK USD1.25 STOCK 017361106 3,283,865.52 3,284 135,473 SH Sole 28, 43 135,473 ALLEGHENY TECHNOLOGIES COMMON INC COM STK USD0.10 STOCK 01741R102 10,374,833.24 10,375 188,018 SH Sole 11, 28 188,018 ALLEGIANT TRAVEL COM STK COMMON USD0.001 STOCK 01748X102 557,938.44 558 11,331 SH Sole 28 11,331 ALLERGAN INC COM STK 11, 23, USD0.01 COMMON 28, 38, STOCK 018490102 48,924,559.53 48,925 712,459 SH Sole 47, 53 712,459 ALLETE COM NPV COMMON STOCK 018522300 866,555.82 867 23,257 SH Sole 28 23,257 ALLIANCE DATA SYSTEM COM COMMON 28, 30, STK USD0.01 STOCK 018581108 29,395,623.44 29,396 413,848 SH Sole 31, 39 413,848 ALLIANCE FINANCIAL CORP COMMON COM STK USD1 STOCK 019205103 207,266.45 207 6,407 SH Sole 8, 28 6,407 ALLIANCE HEALTHCARE SERVICES INC COM STK COMMON USD0.01 STOCK 018606202 89,366.48 89 21,077 SH Sole 28 21,077
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ALLIANCE ONE COMMON INTERNATIONAL INC COM STOCK 018772103 314,175.52 314 74,098 SH Sole 28, 33 74,098 ALLIANT ENERGY CORP COM COMMON STK USD5 STOCK 018802108 8,099,180.82 8,099 220,266 SH Sole 28 220,266 ALLIANT TECHSYSTEMS INC COMMON COM STK USD0.01 STOCK 018804104 7,344,008.10 7,344 98,670 SH Sole 28, 35 98,670 ALLIED DEFENSE GROUP INC COMMON CP COM USD0.10 STOCK 019118108 1,340.00 1 400 SH Sole 33 400 ALLIED HEALTHCARE INTL COMMON 8, 28, USD0.1 STOCK 01923A109 136,343.20 136 54,320 SH Sole 33 54,320 ALLIED NEVADA GOLD CORP COMMON COM STK USD0.001 STOCK 019344100 2,163,155.58 2,163 82,218 SH Sole 28, 47 82,218 ALLIED WORLD ASSURANCE COMMON CO HLDGS AG USD0.03 STOCK H01531104 1,182,856.00 1,183 19,900 SH Sole 30, 33 19,900 ALLIS-CHALMERS ENERGY COMMON INC COM STOCK USD0.15 STOCK 019645506 238,521.78 239 33,642 SH Sole 28, 33 33,642 ALLOS THERAPEUTICS COM COMMON STK USD0.001 STOCK 019777101 273,230.09 273 59,269 SH Sole 28 59,269 ALLSCRIPTS HEALTHCARE COMMON SOLUTIONS INC COM STK STOCK 01988P108 7,164,142.79 7,164 371,777 SH Sole 28 371,777 ALLSTATE CORP COM STK COMMON 23, 28, USD0.01 STOCK 020002101 18,833,556.32 18,834 590,764 SH Sole 34 590,764 ALMOST FAMILY INC COM COMMON STK USD0.10 STOCK 020409108 236,475.10 236 6,155 SH Sole 28 6,155 ALNYLAM PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 02043Q107 270,666.86 271 27,451 SH Sole 28 27,451 ALON USA ENERGY INC COM COMMON STK USD0.01 STOCK 020520102 24,518.00 25 4,100 SH Sole 33 4,100 ALPHA NATURAL RESOURCES COMMON 11, 43, COM STK USD0.01 STOCK 02076X102 4,275,636.75 4,276 71,225 SH Sole 51 71,225 ALPHATEC HOLDINGS INC COMMON COM STK USD0.0001 STOCK 02081G102 105,659.10 106 39,133 SH Sole 28, 33 39,133 ALTERA CORP COM STK COMMON 11, 23, USD0.001 STOCK 021441100 13,971,945.78 13,972 392,691 SH Sole 28 392,691 ALTERRA CAPITAL HLDGS COMMON 8, 28, LTD USD0.01 STOCK G0229R108 1,945,868.80 1,946 89,920 SH Sole 33 89,920 ALTRA HOLDINGS INC COM COMMON 8, 23, STK USD0.001 STOCK 02208R106 1,994,619.24 1,995 100,434 SH Sole 28 100,434 ALTRIA GROUP INC COM STK COMMON USD0.333 STOCK 02209S103 21,850,373.10 21,850 887,505 SH Sole 19, 28 887,505 AMAG PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 00163U106 297,238.20 297 16,422 SH Sole 28 16,422 AMAZON COM INC COM STK 11, 28, USD0.01 COMMON 38, 47, STOCK 023135106 80,465,040.00 80,465 447,028 SH Sole 50, 53 447,028 AMBASSADORS GROUP INC COMMON COM STK USD0.01 STOCK 023177108 170,752.00 171 14,848 SH Sole 28 14,848 AMCOL INTERNATIONAL CORP COMMON COM STK USD0.01 STOCK 02341W103 551,924.00 552 17,804 SH Sole 28 17,804 AMEDISYS INC COM STK COMMON USD0.001 STOCK 023436108 725,978.50 726 21,671 SH Sole 28 21,671 AMERCO COM USD0.25 COMMON STOCK 023586100 684,765.20 685 7,130 SH Sole 28, 33 7,130 AMEREN CORP COM STK COMMON USD0.01 STOCK 023608102 2,858,155.91 2,858 101,389 SH Sole 28 101,389 AMERICA SERVICE GROUP COMMON INC COM STK USD0.01 STOCK 02364L109 130,128.30 130 8,595 SH Sole 28 8,595 AMERICAN AXLE & MANUFACTURING HLDGS COM COMMON STK STOCK 024061103 1,317,031.18 1,317 102,413 SH Sole 28, 30 102,413 AMERICAN CAPITAL LTD COM COMMON 8, 28, STK USD0.01 STOCK 02503Y103 3,096,402.12 3,096 409,577 SH Sole 30, 33 409,577 AMERICAN DENTAL PARTNERS COMMON COM STK USD0.01 STOCK 025353103 187,721.45 188 13,895 SH Sole 28, 33 13,895 AMERICAN EAGLE OUTFITTER COMMON COM STK USD0.01 STOCK 02553E106 6,322,998.22 6,323 432,194 SH Sole 23, 28 432,194 AMERICAN ELECTRIC POWER 19, 23, CO INC COM STK USD6.50 COMMON 28, 34, STOCK 025537101 18,204,980.50 18,205 505,975 SH Sole 41 505,975 AMERICAN EQUITY INVT LIFE HLDG CO COM STK COMMON 8, 28, USD1 STOCK 025676206 2,388,905.05 2,389 190,351 SH Sole 30, 33 190,351 AMERICAN EXPRESS CO COM 11, 23, USD0.20 COMMON 28, 38, STOCK 025816109 30,943,560.28 30,944 720,959 SH Sole 51 720,959 AMERICAN FINANCIAL GROUP COMMON INC OHIO COM STK USD1 STOCK 025932104 5,279,544.16 5,280 163,504 SH Sole 28, 33 163,504 AMERICAN GREETINGS CORP COMMON COM STK CLASS'A'USD1 STOCK 026375105 2,422,398.24 2,422 109,314 SH Sole 28 109,314 AMERICAN INTERNATIONAL GROUP INC COM STK COMMON USD2.50 STOCK 026874784 3,405,053.90 3,405 59,095 SH Sole 28 59,095 AMERICAN MEDICAL SYSTEMS HLDGS INC COM STK COMMON USD0.01 STOCK 02744M108 1,566,530.46 1,567 83,061 SH Sole 11, 28 83,061 AMERICAN NATIONAL COMMON BANKSHARES COM STK USD1 STOCK 027745108 131,244.15 131 5,573 SH Sole 8, 28 5,573 AMERICAN NATIONAL INSURANCE CO COM STK COMMON USD1 STOCK 028591105 42,810.00 43 500 SH Sole 33 500 AMERICAN PACIFIC CORP COMMON COM STK USD0.10 STOCK 028740108 3,450.00 3 600 SH Sole 33 600 AMERICAN PUBLIC EDUCATION INC COM STK COMMON USD0.01 STOCK 02913V103 512,198.96 512 13,754 SH Sole 28 13,754 AMERICAN RAILCAR INDUSTRIES COM STK COMMON USD0.01 STOCK 02916P103 221,875.38 222 10,026 SH Sole 28, 33 10,026 AMERICAN REPROGRAPHICS COMMON CO COM USD0.001 STOCK 029263100 218,925.96 219 28,844 SH Sole 28, 33 28,844 AMERICAN SCIENCE & ENGINEERING INC COM STK COMMON USD0.66 STOCK 029429107 690,618.69 691 8,103 SH Sole 11, 28 8,103 AMERICAN SOFTWARE INC COMMON CLASS'A' COM STK USD0.10 STOCK 029683109 120,709.10 121 17,830 SH Sole 28 17,830 AMERICAN STATES WATER CO COMMON 8, 11, COM STK USD2.5 STOCK 029899101 995,321.25 995 28,875 SH Sole 28 28,875 AMERICAN SUPERCONDUCTOR COMMON CORP COM STK USD0.01 STOCK 030111108 1,042,705.89 1,043 36,471 SH Sole 28 36,471 AMERICAN TOWER CORP 11, 23, CLASS'A' COM USD0.01 COMMON 28, 38, STOCK 029912201 36,229,126.44 36,229 701,571 SH Sole 50 701,571 AMERICAN VANGUARD CORP COMMON COM STK USD0.10 STOCK 030371108 140,781.90 141 16,485 SH Sole 28, 33 16,485 AMERICAN WOODMARK CORP COMMON COM STK NPV STOCK 030506109 211,632.96 212 8,624 SH Sole 28, 33 8,624 AMERICA'S CAR MART INC COMMON COM STK USD0.01 STOCK 03062T105 196,248.76 196 7,247 SH Sole 28, 33 7,247 AMERIGON INC COM COMMON STOCK 03070L300 177,463.68 177 16,311 SH Sole 28 16,311 AMERIGROUP CORP COM STK COMMON 8, 28, USD0.01 STOCK 03073T102 2,795,244.48 2,795 63,644 SH Sole 47 63,644 AMERIPRISE FINANCIAL INC COMMON 19, 28, COM STK USD0.01 STOCK 03076C106 10,484,746.75 10,485 182,185 SH Sole 37, 51 182,185 AMERIS BANCORP COM STK COMMON USD1 STOCK 03076K108 211,474.56 211 20,064 SH Sole 28, 33 20,064 AMERISAFE INC COM STK COMMON 8, 28, USD0.01 STOCK 03071H100 4,112,482.50 4,112 234,999 SH Sole 33, 39 234,999 AMERISERV FINANCIAL INC COMMON COM STK USD2.50 STOCK 03074A102 2,844.00 3 1,800 SH Sole 33 1,800 AMERISOURCEBERGEN CORP COMMON 11, 28, COM STK NPV STOCK 03073E105 12,433,089.16 12,433 364,393 SH Sole 35, 51 364,393 AMERISTAR CASINOS INC COMMON COM STK USD0.01 STOCK 03070Q101 316,288.68 316 20,236 SH Sole 28 20,236 AMERON INTERNATIONAL CORP(DEL) COM STK COMMON USD2.50 STOCK 030710107 577,891.79 578 7,567 SH Sole 28, 33 7,567 AMES NATL CORP COM STK COMMON STOCK 031001100 139,771.50 140 6,450 SH Sole 28 6,450 AMETEK INC COM STK COMMON USD0.01 STOCK 031100100 19,105,349.63 19,105 486,761 SH Sole 11, 28 486,761 AMGEN INC COM STK 11, 23, USD0.0001 COMMON 28, 31, STOCK 031162100 38,543,039.10 38,543 702,059 SH Sole 37, 51 702,059 AMKOR TECHNOLOGY INC COM COMMON STK USD0.001 STOCK 031652100 714,184.38 714 96,642 SH Sole 8, 28 96,642 AMN HEALTHCARE SERVICES COMMON INC COM STK USD0.01 STOCK 001744101 198,555.32 199 32,338 SH Sole 28, 33 32,338 AMPCO-PITTSBURGH CORP COMMON COM STK USD1 STOCK 032037103 186,055.65 186 6,633 SH Sole 28 6,633 AMPHENOL CORP COMMON 11, 28, CLASS'A'COM STK USD0.001 STOCK 032095101 12,713,910.30 12,714 240,885 SH Sole 50 240,885 AMR CORP COM STK USD1 COMMON STOCK 001765106 341,053.99 341 43,781 SH Sole 43 43,781 AMREP CORP COM STK COMMON USD0.10 STOCK 032159105 2,165.40 2 180 SH Sole 33 180 AMSURG CORP COM STK NPV COMMON 11, 28, STOCK 03232P405 1,456,695.40 1,457 69,532 SH Sole 30, 33 69,532 AMTECH SYSTEMS INC COMMON USD0.01 STOCK 032332504 23,012.25 23 915 SH Sole 33 915 AMTRUST FINANCIAL COMMON SERVICE COM STK USD0.01 STOCK 032359309 549,185.00 549 31,382 SH Sole 8, 28 31,382 AMYRIS INC USD0.0001 COMMON STOCK 03236M101 52,479.56 52 1,967 SH Sole 28 1,967 ANADARKO PETROLEUM CORP COMMON 28, 31, COM STK USD0.10 STOCK 032511107 52,959,074.56 52,959 695,366 SH Sole 51, 53 695,366 ANADIGICS INC COM STK COMMON USD0.01 STOCK 032515108 352,466.73 352 50,861 SH Sole 28, 33 50,861 ANALOG DEVICES INC COM COMMON STK USD0.16 2/3 STOCK 032654105 9,459,728.07 9,460 251,121 SH Sole 11, 28 251,121 ANALOGIC CORP COM STK COMMON USD0.05 STOCK 032657207 498,961.78 499 10,078 SH Sole 28, 33 10,078 ANAREN INC COM STK COMMON USD0.01 STOCK 032744104 253,807.05 254 12,173 SH Sole 28, 33 12,173 ANCESTRY.COM INC USD0.01 COMMON STOCK 032803108 870,981.60 871 30,755 SH Sole 28, 47 30,755 ANDERSONS INC COM STK NPV COMMON 8, 28, STOCK 034164103 1,021,762.15 1,022 28,109 SH Sole 33 28,109 ANGIODYNAMICA INC COM COMMON STK USD0.01 STOCK 03475V101 323,031.29 323 21,017 SH Sole 28, 33 21,017 ANIKA THERAPEUTICS INC COMMON COM STK USD0.01 STOCK 035255108 7,293.00 7 1,100 SH Sole 33 1,100 ANIXTER INTERNATIONAL COMMON 8, 11, INC COM STK USD1 STOCK 035290105 7,777,025.19 7,777 130,203 SH Sole 28 130,203 ANNTAYLOR STORES CORP COMMON COM STK USD0.0068 STOCK 036115103 4,359,145.89 4,359 159,151 SH Sole 28 159,151 ANSYS INC COM STK USD0.01 COMMON STOCK 03662Q105 16,600,488.77 16,600 318,811 SH Sole 11, 28 318,811 ANTARES PHARMA COM COMMON USD0.01 STOCK 036642106 91,980.20 92 54,106 SH Sole 28 54,106 AOL INC USD0.01 COMMON 28, 33, STOCK 00184X105 6,623,507.05 6,624 279,355 SH Sole 51 279,355 AON CORP COM STK USD1 23, 28, COMMON 35, 43, STOCK 037389103 21,640,067.34 21,640 470,334 SH Sole 51 470,334 APAC CUSTOMER SERVICES COMMON INC COM STK USD0.01 STOCK 00185E106 152,053.50 152 25,050 SH Sole 28 25,050 APACHE CORP USD0.625 COMMON 28, 31, STOCK 037411105 72,825,803.23 72,826 610,801 SH Sole 37, 39 610,801 APCO OIL & GAS INTL INC COMMON COM STK USD0.01 STOCK G0471F109 403,362.50 403 7,015 SH Sole 28 7,015 APOGEE ENTERPRISES INC COMMON COM STK USD0.33 1/3 STOCK 037598109 326,418.51 326 24,233 SH Sole 28, 33 24,233 APOLLO GROUP INC COMMON 28, 37, CLASS'A'COM STK NPV STOCK 037604105 5,163,435.97 5,163 130,753 SH Sole 43 130,753 APOLLO INVESTMENT CORP COMMON COM STK USD0.001 STOCK 03761U106 5,861,343.60 5,861 529,480 SH Sole 28 529,480 APPLE INC COM STK NPV 11, 19, 23, 28, COMMON 38, 47, STOCK 037833100 279,200,194.56 279,200 865,576 SH Sole 50, 53 865,576 APPLIED ENERGETICS INC COMMON COM STOCK 03819M106 49,817.64 50 58,547 SH Sole 28 58,547 APPLIED INDUSTRIAL 8, 11, TECHNOLOGIES INC COM COMMON 28, 30, STK NPV STOCK 03820C105 2,753,427.04 2,753 84,773 SH Sole 33 84,773 APPLIED MATERIALS INC COMMON COM STK USD0.01 STOCK 038222105 16,723,771.20 16,724 1,190,304 SH Sole 23, 28 1,190,304 APPLIED MICROCIRCUITS COMMON CORP COM STK USD0.01 STOCK 03822W406 522,252.00 522 48,900 SH Sole 28 48,900 APPLIED SIGNAL COMMON TECHNOLOGIES COM STK NPV STOCK 038237103 377,687.52 378 9,968 SH Sole 28 9,968 APPROACH RESOURCES INC COMMON 28, 33, COM STK USD0.01 STOCK 03834A103 4,104,038.40 4,104 177,664 SH Sole 39 177,664 APTARGROUP INC COM STK COMMON USD0.01 STOCK 038336103 7,448,367.89 7,448 156,577 SH Sole 11, 28 156,577 AQUA AMERICA INC COM COMMON USD0.50 STOCK 03836W103 6,143,626.64 6,144 273,293 SH Sole 28 273,293 ARBINET CORP COM STK COMMON USD0.001 STOCK 03875P407 2,919.00 3 350 SH Sole 33 350 ARBITRON INC COM STK COMMON USD0.50 STOCK 03875Q108 838,537.92 839 20,196 SH Sole 28 20,196 ARCH CAPITAL GROUP COM COMMON 30, 33, STK USD0.01 STOCK G0450A105 2,993,700.00 2,994 34,000 SH Sole 35 34,000 ARCH CHEMICALS INC COM COMMON STK USD0.01 STOCK 03937R102 638,589.48 639 16,836 SH Sole 28 16,836 ARCH COAL INC COM STK COMMON USD0.01 STOCK 039380100 11,318,945.70 11,319 322,845 SH Sole 28 322,845 ARCHER DANIELS MIDLAND 19, 28, CO COM STK NPV COMMON 34, 37, STOCK 039483102 18,564,894.72 18,565 617,184 SH Sole 53 617,184 ARCHIPELAGO LEARNING INC COMMON USD0.01 STOCK 03956P102 852,047.55 852 86,855 SH Sole 5, 28 86,855 ARCTIC CAT INC COM STK COMMON USD0.01 STOCK 039670104 152,417.04 152 10,411 SH Sole 28, 33 10,411 ARDEA BIOSCIENCES INC COMMON COM STK USD0.001 STOCK 03969P107 269,282.00 269 10,357 SH Sole 28 10,357 ARDEN GROUP INC COMMON CLASS'A'COM STK USD0.25 STOCK 039762109 87,450.00 87 1,060 SH Sole 28 1,060 ARENA PHARMACEUTICALS COMMON INC COM STK USD0.0001 STOCK 040047102 157,376.56 157 91,498 SH Sole 28 91,498 ARES CAPITAL CORP COM COMMON STK USD0.001 STOCK 04010L103 151,616.00 152 9,200 SH Sole 19 9,200 ARGO GROUP INTL HLDGS COMMON 8, 28, COM STK USD0.01 STOCK G0464B107 1,037,140.30 1,037 27,694 SH Sole 33 27,694 ARIAD PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 04033A100 563,555.10 564 110,501 SH Sole 8, 28 110,501 ARIBA INC COM USD0.002 COMMON STOCK 04033V203 1,574,981.01 1,575 67,049 SH Sole 28 67,049 ARKANSAS BEST CORP COM COMMON STK USD0.01 STOCK 040790107 578,315.22 578 21,091 SH Sole 28, 33 21,091 ARLINGTON ASSET INVESTMENT CORP COMMON CLASS'A'COM STK STOCK 041356205 114,192.40 114 4,760 SH Sole 28 4,760 ARMSTRONG WORLD INDUSTRIES INC COM STK COMMON USD0.01 STOCK 04247X102 1,524,350.00 1,524 35,450 SH Sole 25, 33 35,450 ARQULE INC COM STK COMMON USD0.01 STOCK 04269E107 186,842.10 187 31,830 SH Sole 28 31,830 ARRAY BIOPHARMA INC COM COMMON STK USD0.001 STOCK 04269X105 123,259.76 123 41,224 SH Sole 28 41,224 ARRHYTHMIA RESEARCH TECHNOLOGY COM STK COMMON USD0.01 STOCK 042698308 1,080.00 1 200 SH Sole 33 200 ARRIS GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 04269Q100 1,395,824.10 1,396 124,405 SH Sole 33 124,405 ARROW ELECTRONICS INC COMMON 28, 33, COM STK USD1 STOCK 042735100 11,983,527.00 11,984 349,884 SH Sole 37 349,884 ARROW FINANCIAL CORP COM COMMON STK USD1 STOCK 042744102 205,802.31 206 7,481 SH Sole 28 7,481 ART TECHNOLOGY GROUP INC COMMON COM STK USD0.01 STOCK 04289L107 702,458.64 702 117,468 SH Sole 28 117,468 ARTESIAN RESOURCES CORP COMMON CLASS'A'COM STK USD1 STOCK 043113208 115,974.00 116 6,120 SH Sole 28 6,120 ARTHROCARE CORPORATION COMMON COM STK USD0.001 STOCK 043136100 625,734.76 626 20,146 SH Sole 28 20,146 ARTIO GLOBAL INVESTORS COMMON 8, 28, INC USD0.01 STOCK 04315B107 1,011,304.25 1,011 68,563 SH Sole 43 68,563 ARUBA NETWORKS INC COM COMMON 28, 47, STK USD0.0001 STOCK 043176106 2,929,589.28 2,930 140,306 SH Sole 53 140,306 ARVINMERITOR INC COM STK COMMON 23, 28, USD0.01 STOCK 043353101 5,184,070.20 5,184 252,635 SH Sole 30 252,635 ASBURY AUTOMOTIVE GROUP COMMON INC COM STK USD0.01 STOCK 043436104 1,605,505.44 1,606 86,878 SH Sole 25, 28 86,878 ASCENT MEDIA CORPORATION COMMON SER'A'USD0.01 STOCK 043632108 454,732.32 455 11,732 SH Sole 28, 33 11,732 ASCENT SOLAR TECHNOLOGIES INC COM COMMON STK USD0.0001 STOCK 043635101 9,408.00 9 2,800 SH Sole 33 2,800 ASHLAND INC COM STK USD1 COMMON 19, 28, STOCK 044209104 8,319,526.22 8,320 163,577 SH Sole 33 163,577 ASPEN INSURANCE HLDGS COMMON 8, 33, COM STK USD0.15144558 STOCK G05384105 3,960,721.80 3,961 138,390 SH Sole 39 138,390 ASPEN TECHNOLOGY INC COM COMMON STK USD0.10 STOCK 045327103 758,926.60 759 59,758 SH Sole 8, 28 59,758 ASSET ACCEPTANCE CAPITAL COMMON CORP COM STK USD0.01 STOCK 04543P100 13,046.00 13 2,200 SH Sole 33 2,200 ASSISTED LIVING CONCEPTS COMMON 26, 28, INC CLASS'A'COM STK STOCK 04544X300 3,462,298.02 3,462 106,434 SH Sole 33 106,434 ASSOCIATED BANC- CORP COMMON COM STK USD0.10 STOCK 045487105 5,286,940.95 5,287 348,973 SH Sole 28, 33 348,973 ASSURANT INC COM STK 19, 28, USD0.01 COMMON 31, 33, STOCK 04621X108 9,306,932.76 9,307 241,613 SH Sole 43 241,613 ASSURED GUARANTY LTD COM COMMON 8, 30, STK USD0.01 STOCK G0585R106 922,311.60 922 52,108 SH Sole 33 52,108 ASTA FUNDING INC COM STK COMMON USD0.01 STOCK 046220109 88,095.60 88 10,876 SH Sole 28, 33 10,876 ASTEC INDUSTRIES INC COM COMMON 11, 28, STK USD0.20 STOCK 046224101 578,712.96 579 17,856 SH Sole 33 17,856 ASTORIA FINANCIAL CORP COMMON COM STK USD0.01 STOCK 046265104 3,227,871.14 3,228 232,054 SH Sole 28, 33 232,054 ASTRONICS CORP COM STK COMMON USD0.01 STOCK 046433108 156,051.00 156 7,431 SH Sole 28 7,431 AT&T INC COM STK USD1 19, 23, COMMON 28, 37, STOCK 00206R102 92,054,532.44 92,055 3,133,238 SH Sole 41 3,133,238 ATHENAHEALTH INC ORD COMMON USD0.01 STOCK 04685W103 2,843,110.44 2,843 69,378 SH Sole 26, 28 69,378 ATHEROS COMMUNICATIONS COMMON INC COM STK USD0.0005 STOCK 04743P108 737,796.80 738 20,540 SH Sole 47 20,540 ATLANTIC COAST FEDERAL COMMON CORP COM STK USD0.01 STOCK 048425102 2,052.00 2 1,200 SH Sole 33 1,200 ATLANTIC TELE NETWORK COMMON INC COM STK USD0.01 STOCK 049079205 265,312.80 265 6,920 SH Sole 28 6,920 ATLAS AIR WORLDWIDE HOLDINGS INC COM STK COMMON 8, 28, USD0.01 STOCK 049164205 2,652,315.81 2,652 47,507 SH Sole 33, 47 47,507 ATMEL CORP COM STK COMMON 19, 23, USD0.001 STOCK 049513104 13,302,273.60 13,302 1,079,730 SH Sole 28, 30 1,079,730 ATMI INC COM STK USD0.01 COMMON STOCK 00207R101 474,352.66 474 23,789 SH Sole 28, 33 23,789 ATMOS ENERGY CORP COM COMMON STK NPV STOCK 049560105 5,730,535.20 5,731 183,671 SH Sole 19, 28 183,671 ATP OIL & GAS CORP COM COMMON STK USD0.001 STOCK 00208J108 606,590.64 607 36,236 SH Sole 28, 33 36,236
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ATRION CORP COM STK COMMON USD0.1 STOCK 049904105 209,968.20 210 1,170 SH Sole 28 1,170 ATWOOD OCEANICS INC COM COMMON STK USD1 STOCK 050095108 5,901,320.92 5,901 157,916 SH Sole 23, 28 157,916 AUDIOVOX CORP COMMON CLASS'A'COM STK USD0.01 STOCK 050757103 139,132.86 139 16,122 SH Sole 28, 33 16,122 AUTHENTEC INC COM STK COMMON USS0 STOCK 052660107 3,750.00 4 1,500 SH Sole 33 1,500 AUTODESK INC COM STK NPV COMMON 28, 43, STOCK 052769106 11,954,384.40 11,954 312,942 SH Sole 50, 53 312,942 AUTOMATIC DATA PROCESSING INC COM STK COMMON USD0.10 STOCK 053015103 11,640,530.72 11,641 251,524 SH Sole 23, 28 251,524 AUTONATION INC COM STK COMMON USD0.01 STOCK 05329W102 1,050,224.40 1,050 37,242 SH Sole 28, 33 37,242 AUTOZONE INC COM STK COMMON USD0.01 STOCK 053332102 4,908,800.72 4,909 18,008 SH Sole 23, 28 18,008 AUXILIUM PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 05334D107 670,009.40 670 31,754 SH Sole 28 31,754 AVAGO TECHNOLOGIES LTD COMMON NPV STOCK Y0486S104 6,690,450.00 6,690 235,000 SH Sole 11 235,000 AVANIR PHARMACEUTICALS COMMON COM STK NPV CLASS 'A' STOCK 05348P401 280,826.40 281 68,830 SH Sole 28 68,830 AVATAR HLDGS INC COM STK COMMON USD1 STOCK 053494100 164,605.10 165 8,305 SH Sole 28, 33 8,305 AVEO PHARMACEUTICALS INC COMMON USD0.001 STOCK 053588109 68,099.96 68 4,658 SH Sole 28 4,658 AVERY DENNISON CORP COM COMMON STK USD1 STOCK 053611109 2,868,704.36 2,869 67,754 SH Sole 23, 28 67,754 AVI BIOPHARMA INC COM COMMON STK USD0.0001 STOCK 002346104 179,354.12 179 84,601 SH Sole 28 84,601 AVIAT NETWORKS INC INC COMMON COM STK USD0.01 STOCK 05366Y102 267,366.45 267 52,735 SH Sole 28, 33 52,735 AVID TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 05367P100 420,820.92 421 24,102 SH Sole 28, 33 24,102 AVIS BUDGET GROUP INC COMMON COM STK USD0.01 STOCK 053774105 1,244,613.28 1,245 79,988 SH Sole 28, 33 79,988 AVISTA CORP COM STK NPV COMMON STOCK 05379B107 2,118,659.08 2,119 94,079 SH Sole 28, 30 94,079 AVNET INC COM STK USD1 COMMON 28, 37, STOCK 053807103 14,685,930.72 14,686 444,624 SH Sole 43 444,624 AVON PRODUCTS INC COM COMMON 11, 28, STK USD0.25 STOCK 054303102 9,892,430.84 9,892 340,414 SH Sole 41 340,414 AVX CORP COM STK USD0.01 COMMON STOCK 002444107 143,499.00 143 9,300 SH Sole 33 9,300 AWARE INC MASSACHUSETTS COMMON COM STK USD0.01 STOCK 05453N100 3,640.00 4 1,300 SH Sole 33 1,300 AXCELIS TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 054540109 317,801.00 318 91,850 SH Sole 28, 33 91,850 AXIS CAPITAL HLDGS COM COMMON STK USD0.0125 STOCK G0692U109 1,847,245.92 1,847 51,484 SH Sole 33, 43 51,484 AXT INC USD0.001 COMMON STOCK 00246W103 279,510.12 280 26,773 SH Sole 28, 33 26,773 AZZ INC COM STK USD1 COMMON STOCK 002474104 372,573.12 373 9,312 SH Sole 28 9,312 B & G FOODS HLDGS COM COMMON 8, 28, CLASS 'A' USD0.01 STOCK 05508R106 712,683.11 713 51,907 SH Sole 33 51,907 BABCOCK & WILCOX CO COMMON USD0.01 STOCK 05615F102 1,375,641.63 1,376 53,757 SH Sole 43 53,757 BADGER METER INC COM STK COMMON USD1 STOCK 056525108 1,213,441.02 1,213 27,441 SH Sole 11, 28 27,441 BAKER HUGHES INC COM STK COMMON 23, 28, USD1 STOCK 057224107 16,514,469.22 16,514 288,866 SH Sole 37, 53 288,866 BAKER(MICHAEL)CORP COM COMMON STK USD1 STOCK 057149106 184,827.30 185 5,943 SH Sole 28 5,943 BALCHEM CORP COM STK COMMON USD0.0666 STOCK 057665200 1,007,673.24 1,008 29,804 SH Sole 11, 28 29,804 BALDOR ELECTRIC CO COM COMMON STK USD0.10 STOCK 057741100 8,216,066.24 8,216 130,331 SH Sole 28, 33 130,331 BALDWIN & LYONS INC COMMON CLASS'B'NPV STOCK 057755209 156,921.57 157 6,669 SH Sole 28 6,669 BALL CORP COM STK NPV COMMON STOCK 058498106 2,533,093.20 2,533 37,224 SH Sole 28 37,224 BALLANTYNE STRONG INC COMMON STOCK 058516105 92,921.43 93 11,959 SH Sole 28, 33 11,959 BALLY TECHNOLOGIES INC COMMON COM STK USD0.1 STOCK 05874B107 4,493,952.23 4,494 106,517 SH Sole 28 106,517 BALTIC TRADING LTD COMMON USD0.01 STOCK Y0553W103 130,075.40 130 12,740 SH Sole 28 12,740 BANCFIRST CORP COM STK COMMON USD1 STOCK 05945F103 211,428.27 211 5,133 SH Sole 28 5,133 BANCORP INC DEL NEW COM COMMON 28, 30, STK NPV STOCK 05969A105 1,443,723.03 1,444 141,959 SH Sole 33 141,959 BANCORPSOUTH INC COM COMMON USD2.50 STOCK 059692103 2,328,524.55 2,329 145,989 SH Sole 28 145,989 BANCTRUST FINL GR INC COMMON STOCK 05978R107 2,937.00 3 1,100 SH Sole 33 1,100 BANK MUTUAL CORP COM COMMON USD0.01 STOCK 063750103 177,075.10 177 37,045 SH Sole 28, 33 37,045 BANK OF AMERICA CORP COM 11, 19, STK USD0.01 23, 28, COMMON 34, 37, STOCK 060505104 99,648,239.22 99,648 7,469,883 SH Sole 41, 51 7,469,883 BANK OF HAWAII CORP COM COMMON STK USD2 STOCK 062540109 4,645,936.10 4,646 98,410 SH Sole 11, 28 98,410 BANK OF MARIN BANCORP COMMON COM STK NPV STOCK 063425102 146,090.00 146 4,174 SH Sole 28 4,174 BANK OF NEW YORK MELLON 11, 23, CORP COM STK USD0.01 28, 31, COMMON 34, 37, STOCK 064058100 43,754,635.80 43,755 1,448,829 SH Sole 41 1,448,829 BANK OF THE OZARKS COM COMMON 8, 28, STK USD0.01 STOCK 063904106 6,031,849.05 6,032 139,143 SH Sole 39 139,143 BANK RHODE ISLAND COM COMMON STK USD0.01 STOCK 059690107 92,913.46 93 3,194 SH Sole 28 3,194 BANKATLANTIC BANCORP INC COMMON NON-VTG CLASS'A'COM STOCK 065908600 10,220.05 10 8,887 SH Sole 33 8,887 BANKFINANCIAL CORP COM COMMON 8, 28, USD0.01 STOCK 06643P104 220,798.50 221 22,646 SH Sole 33 22,646 BANNER CORP COM STK COMMON USD0.01 STOCK 06652V109 6,264.00 6 2,700 SH Sole 33 2,700 BARD(C.R.) INC COM STK COMMON USD0.25 STOCK 067383109 7,119,149.52 7,119 77,576 SH Sole 23, 28 77,576 BARNES & NOBLE INC COM COMMON STK USD0.001 STOCK 067774109 1,610,991.65 1,611 113,851 SH Sole 28, 33 113,851 BARNES GROUP INC COM STK COMMON USD0.01 STOCK 067806109 783,930.42 784 37,926 SH Sole 28, 33 37,926 BARRETT BUSINESS COMMON SERVICES COM STK USD0.01 STOCK 068463108 108,056.95 108 6,949 SH Sole 28, 33 6,949 BARRICK GOLD CORP COM NPV COMMON STOCK 067901108 19,715,687.30 19,716 370,735 SH Sole 23, 47 370,735 BARRY(R.G.)CORP COM STK COMMON USD1 STOCK 068798107 84,834.48 85 7,629 SH Sole 28, 33 7,629 BASIC ENERGY SERVICES COMMON INC COM STK USD0.01 STOCK 06985P100 365,246.24 365 22,163 SH Sole 28, 33 22,163 BASSETT FURNITURE INDUSTRIES INC COM STK COMMON USD5 STOCK 070203104 5,880.00 6 1,400 SH Sole 33 1,400 BAXTER INTERNATIONAL INC 28, 31, COM STK USD1 COMMON 34, 39, STOCK 071813109 72,622,236.10 72,622 1,434,655 SH Sole 47, 51 1,434,655 BB&T CORP COM STK USD5 COMMON STOCK 054937107 11,739,010.80 11,739 446,520 SH Sole 28, 37 446,520 BE AEROSPACE INC COM STK 11, 23, USD0.01 COMMON 28, 39, STOCK 073302101 23,259,616.87 23,260 628,129 SH Sole 47 628,129 BEACON ROOFING SUPPLY INC COM STK USD0.01 COMMON 23, 28, CLS'A' STOCK 073685109 7,470,017.40 7,470 418,020 SH Sole 39 418,020 BEAZER HOMES USA INC COM COMMON STK USD0.01 STOCK 07556Q105 332,821.72 333 61,748 SH Sole 28, 33 61,748 BEBE STORES INC COM STK COMMON USD0.001 STOCK 075571109 161,915.32 162 27,167 SH Sole 28, 33 27,167 BECKMAN COULTER INC COM COMMON STK USD0.10 STOCK 075811109 25,703,758.87 25,704 341,669 SH Sole 23, 28 341,669 BECTON DICKINSON & CO COMMON COM STK USD1 STOCK 075887109 14,647,146.96 14,647 173,298 SH Sole 11, 28 173,298 BED BATH AND BEYOND COM COMMON 11, 28, STK USD0.01 STOCK 075896100 29,804,314.25 29,804 606,395 SH Sole 47 606,395 BEL FUSE INC CLASS'B'SHS COMMON USD0.1 STOCK 077347300 217,083.70 217 9,083 SH Sole 28, 33 9,083 BELDEN INC COM STK COMMON USD0.01 STOCK 077454106 1,368,746.68 1,369 37,174 SH Sole 8, 28 37,174 BELO CORP CLASS'A'COM COMMON STK USD1.67 STOCK 080555105 488,888.16 489 69,052 SH Sole 28 69,052 BEMIS CO INC COM STK COMMON 23, 28, USD0.10 STOCK 081437105 11,283,540.10 11,284 345,485 SH Sole 33, 35 345,485 BENCHMARK ELECTRONICS COMMON 8, 28, INC COM STK USD0.10 STOCK 08160H101 1,080,320.24 1,080 59,489 SH Sole 33 59,489 BENEFICIAL MUTUAL BANCORP IN COM STK COMMON USD0.01 STOCK 08173R104 286,171.47 286 32,409 SH Sole 28, 33 32,409 BENIHANA INC CLASS COMMON 'A'COM STK USD0.10 STOCK 082047200 5,691.00 6 700 SH Sole 33 700 BERKLEY(W.R.)CORP COM COMMON STK USD0.20 STOCK 084423102 6,511,593.74 6,512 237,823 SH Sole 28, 33 237,823 BERKSHIRE HATHAWAY INC COMMON CLASS'A'USD5 STOCK 084670108 7,106,550.00 7,107 59 SH Sole 23 59 BERKSHIRE HATHAWAY INC COMMON 11, 19, CLS'B'USD0.0033 STOCK 084670702 64,932,920.17 64,933 810,547 SH Sole 28 810,547 BERKSHIRE HILLS BANCORP COMMON 8, 28, INC COM STK USD0.01 STOCK 084680107 650,999.70 651 29,457 SH Sole 30, 33 29,457 BERRY PETROLEUM CORP COMMON 8, 28, CLASS'A'COM STK USD0.01 STOCK 085789105 8,954,130.00 8,954 204,900 SH Sole 33, 39 204,900 BEST BUY CO INC COM STK COMMON 11, 19, USD0.10 STOCK 086516101 9,914,576.31 9,915 289,139 SH Sole 23, 28 289,139 BGC PARTNERS INC COMMON CLASS'A'COM STK USD0.01 STOCK 05541T101 807,615.66 808 97,186 SH Sole 8, 28 97,186 BIG 5 SPORTING GOODS COMMON CORP COM STK USD0.01 STOCK 08915P101 258,139.35 258 16,905 SH Sole 28 16,905 BIG LOTS INC COM STK COMMON USD0.01 STOCK 089302103 980,781.54 981 32,199 SH Sole 28 32,199 BIGBAND NETWORKS INC COM COMMON STK USD0.001 STOCK 089750509 108,788.40 109 38,853 SH Sole 28 38,853 BIGLARI HLDGS INC? USD0.5 COMMON STOCK 08986R101 502,507.25 503 1,225 SH Sole 28, 33 1,225 BILL BARRETT CORP COM NPV COMMON STOCK 06846N104 5,245,226.64 5,245 127,528 SH Sole 28, 33 127,528 BIO RAD LABORATORIES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 090572207 4,015,567.95 4,016 38,667 SH Sole 28 38,667 BIOCRYST PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 09058V103 115,968.27 116 22,431 SH Sole 28 22,431 BIODEL INC COM STK COMMON USD0.01 STOCK 09064M105 8,745.57 9 4,779 SH Sole 28 4,779 BIOFUEL ENERGY CORP NPV COMMON STOCK 09064Y109 4,176.00 4 2,400 SH Sole 33 2,400 BIOGEN IDEC INC COM STK COMMON USD0.0005 STOCK 09062X103 12,935,286.00 12,935 192,920 SH Sole 28, 34 192,920 BIOMARIN PHARMACEUTICAL COMMON COM STK USD0.001 STOCK 09061G101 2,693,000.00 2,693 100,000 SH Sole 11 100,000 BIOMIMETIC THERAPEUTICS COMMON COM STK USD0.001 STOCK 09064X101 185,432.70 185 14,601 SH Sole 28 14,601 BIO-REFERENCE COMMON LABORATORIES INC USD0.01 STOCK 09057G602 2,069,327.46 2,069 93,297 SH Sole 25, 28 93,297 BIOSANTE PHARMACEUTICALS COMMON INC COM NEW STOCK 09065V203 98,503.32 99 60,063 SH Sole 28 60,063 BIOSCRIP INC COM STK COMMON USD0.0001 STOCK 09069N108 154,656.33 155 29,571 SH Sole 28 29,571 BIOSPECIFICS TECHNOLOGIES CORP COM COMMON STK USD0.001 STOCK 090931106 31,692.80 32 1,238 SH Sole 28 1,238 BIOTIME INC COM STK NPV COMMON STOCK 09066L105 158,603.20 159 19,040 SH Sole 28 19,040 BJS RESTAURANTS INC COM COMMON 26, 28, STOCK 09180C106 2,011,609.11 2,012 56,777 SH Sole 47 56,777 BJS WHOLESALE CLUB INC COMMON COM STK USD0.01 STOCK 05548J106 5,197,102.10 5,197 108,499 SH Sole 28 108,499 BLACK BOX CORP COM STK COMMON 8, 28, USD0.001 STOCK 091826107 780,235.33 780 20,377 SH Sole 33 20,377 BLACK HILLS CORP COM STK COMMON USD1 STOCK 092113109 3,222,420.00 3,222 107,414 SH Sole 28 107,414 BLACKBAUD INC COM STK COMMON USD0.001 STOCK 09227Q100 1,328,385.10 1,328 51,289 SH Sole 11, 28 51,289 BLACKBOARD INC COM STK COMMON USD0.01 STOCK 091935502 1,613,054.10 1,613 39,057 SH Sole 26, 28 39,057 BLACKROCK INC COMMON 11, 23, CLASS'A'COM STK NPV STOCK 09247X101 11,417,076.06 11,417 59,907 SH Sole 37 59,907 BLACKROCK KELSO CAPITAL COMMON CORP NPV STOCK 092533108 658,003.64 658 59,494 SH Sole 8, 28 59,494 BLOCK(H & R) INC COM STK COMMON NPV STOCK 093671105 4,148,431.65 4,148 348,315 SH Sole 28, 35 348,315 BLOUNT INTERNATIONAL INC COMMON NEW COM STK USD1 STOCK 095180105 569,660.96 570 36,146 SH Sole 28 36,146 BLUE COAT SYS INC COMMON STOCK 09534T508 927,732.33 928 31,059 SH Sole 28 31,059 BLUE NILE INC COM STK COMMON 5, 26, USD0.001 STOCK 09578R103 3,908,096.46 3,908 68,491 SH Sole 28 68,491 BLUEGREEN CORP COM STK COMMON USD0.01 STOCK 096231105 14,490.00 14 4,500 SH Sole 33 4,500 BLYTH INC COM STK USD0.02 COMMON STOCK 09643P207 153,125.68 153 4,441 SH Sole 28, 33 4,441 BMC SOFTWARE INC COM STK 11, 28, USD0.01 COMMON 34, 43, STOCK 055921100 11,943,437.54 11,943 253,361 SH Sole 51 253,361 BMP SUNSTONE CORP COMMON STOCK 05569C105 224,322.76 224 22,636 SH Sole 28 22,636 BOB EVANS FARMS INC COM COMMON STK USD0.01 STOCK 096761101 2,740,261.44 2,740 83,139 SH Sole 28, 33 83,139 BOEING CO COM STK USD5 COMMON 11, 28, STOCK 097023105 40,019,259.28 40,019 613,228 SH Sole 34 613,228 BOFI HLDG INC COM STK COMMON USD0.01 STOCK 05566U108 68,104.41 68 4,391 SH Sole 28, 33 4,391 BOISE INC COM STK COMMON 8, 28, USD0.0001 STOCK 09746Y105 712,772.19 713 89,883 SH Sole 33 89,883 BONTON STORES COM STK COMMON USD0.01 STOCK 09776J101 114,231.18 114 9,023 SH Sole 28 9,023 BOOKS-A-MILLION INC COM COMMON STK USD0.01 STOCK 098570104 8,700.00 9 1,500 SH Sole 33 1,500 BOOZ ALLEN HAMILTON HLDG COMMON CORP USD0.01 STOCK 099502106 749,842.56 750 38,592 SH Sole 23 38,592 BORDERS GROUP INC COM COMMON STK USD0.001 STOCK 099709107 734.56 1 816 SH Sole 33 816 BORG-WARNER INC COM STK 11, 23, USD0.01 COMMON 28, 39, STOCK 099724106 44,693,154.00 44,693 617,650 SH Sole 50, 53 617,650 BOSTON BEER CO INC COMMON CLASS'A'COM STK USD0.01 STOCK 100557107 1,171,128.44 1,171 12,316 SH Sole 11, 28 12,316 BOSTON PRIVATE FINANCIAL COMMON 8, 28, HLDGS INC COM STK USD1 STOCK 101119105 553,756.65 554 84,543 SH Sole 33 84,543 BOSTON SCIENTIFIC CORP COMMON 23, 28, COM STK USD0.01 STOCK 101137107 12,247,010.95 12,247 1,617,835 SH Sole 43 1,617,835 BOTTOMLINE TECHNOLOGIES COMMON COM STK USD0.001 STOCK 101388106 518,977.55 519 23,905 SH Sole 28 23,905 BOYD GAMING CORP COM STK COMMON USD0.01 STOCK 103304101 1,675,817.60 1,676 158,096 SH Sole 28, 33 158,096 BPZ RESOURCES INC COM COMMON STK NPV STOCK 055639108 347,070.64 347 72,914 SH Sole 28 72,914 BRADY CORP 'A'NON.V COMMON USD0.01 STOCK 104674106 1,175,460.06 1,175 36,046 SH Sole 28 36,046 BRAVO BRIO RESTAURANT COMMON GROUP INC NPV STOCK 10567B109 376,038.72 376 19,616 SH Sole 8, 28 19,616 BRIDGE BANCORP INC COMMON USD0.01 STOCK 108035106 124,778.30 125 5,062 SH Sole 28 5,062 BRIDGEPOINT EDUCATION COMMON INC USD0.01 STOCK 10807M105 274,968.00 275 14,472 SH Sole 28 14,472 BRIGGS & STRATTON CORP COMMON COM STK USD0.01 STOCK 109043109 771,099.78 771 39,162 SH Sole 28, 33 39,162 BRIGHAM EXPLORATIONS COM 8, 11, STK USD0.01 COMMON 23, 26, STOCK 109178103 8,209,482.24 8,209 301,376 SH Sole 28, 47 301,376 BRIGHTPOINT INC. COM STK COMMON STOCK 109473405 521,032.59 521 59,683 SH Sole 8, 28 59,683 BRINKER INTERNATIONAL COMMON COM STK USD0.10 STOCK 109641100 4,091,227.20 4,091 195,940 SH Sole 11, 28 195,940 BRINK'S COMPANY BRINKS COMMON GROUP COM USD1 STOCK 109696104 3,575,255.04 3,575 133,008 SH Sole 19, 28 133,008 BRISTOL-MYERS SQUIBB CO COMMON 23, 28, COM STK USD0.10 STOCK 110122108 46,040,961.36 46,041 1,738,707 SH Sole 41, 47 1,738,707 BRISTOW GROUP INC COM COMMON STK USD0.01 STOCK 110394103 1,423,056.90 1,423 30,054 SH Sole 28, 33 30,054 BROADCOM CORP CLASS'A'COM STK COMMON 23, 28, USD0.0001 STOCK 111320107 40,448,891.60 40,449 928,792 SH Sole 47, 53 928,792 BROADRIDGE FINANCIAL SOL COMMON COM STK NPV STOCK 11133T103 5,443,705.83 5,444 248,231 SH Sole 28 248,231 BROADSOFT INC USD0.01 COMMON STOCK 11133B409 514,160.28 514 21,531 SH Sole 28, 47 21,531 BROADWIND ENERGY INC COM COMMON STK USD0.001 STOCK 11161T108 168,449.82 168 72,922 SH Sole 28 72,922 BRONCO DRILLING CO INC COMMON COM STK USD0.01 STOCK 112211107 20,936.00 21 2,617 SH Sole 33 2,617 BROOKDALE SENIOR LIVING COMMON INC COM STK USD0.01 STOCK 112463104 64,230.00 64 3,000 SH Sole 33 3,000 BROOKFIELD HOMES CORP COMMON COM STK USD0.01 STOCK 112723101 62,980.00 63 6,700 SH Sole 8, 33 6,700 BROOKFIELD PROPERTIES COMMON CORP COM NPV STOCK 112900105 4,651,445.26 4,651 265,342 SH Sole 26 265,342 BROOKLINE BANCORP 8, 11, COMMON 25, 28, STOCK 11373M107 2,539,909.05 2,540 234,093 SH Sole 30 234,093 BROOKS AUTOMATION INC COMMON STOCK 114340102 445,028.62 445 49,066 SH Sole 28 49,066 BROWN & BROWN INC COM COMMON STK USD0.10 STOCK 115236101 5,564,158.74 5,564 232,421 SH Sole 28 232,421 BROWN SHOE CO INC COM COMMON 8, 28, STK USD0.01 STOCK 115736100 625,401.28 625 44,896 SH Sole 33 44,896 BROWN-FORMAN CORP COM COMMON STK CLASS'B'USD0.15 STOCK 115637209 6,467,489.14 6,467 92,897 SH Sole 28, 47 92,897 BRUKER CORP COM STK COMMON 23, 28, USD0.01 STOCK 116794108 2,154,829.40 2,155 129,809 SH Sole 47 129,809 BRUNSWICK CORP COM STK COMMON USD0.75 STOCK 117043109 1,205,000.74 1,205 64,301 SH Sole 28 64,301 BRUSH ENGINEERED MATERIALS INC COM STK COMMON USD1 STOCK 117421107 606,261.60 606 15,690 SH Sole 28, 33 15,690 BRYN MAWR BANK CORP COM COMMON STK USD1 STOCK 117665109 137,575.80 138 7,884 SH Sole 28 7,884
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- ---------- --- ---- ---------- -------- ---- ---------- ---- BSQUARE CORP NEW COMMON COM STK NPV STOCK 11776U300 6,300.00 6 720 SH Sole 33 720 BTU INTERNATIONAL COMMON COM STK USD0.01 STOCK 056032105 6,293.00 6 700 SH Sole 33 700 BUCKEYE TECHNOLOGIES INC COMMON 8, 28, COM STK USD0.01 STOCK 118255108 2,600,743.86 2,601 123,786 SH Sole 30, 33 123,786 BUCKLE COM STK COMMON USD0.05 STOCK 118440106 734,135.49 734 19,437 SH Sole 28 19,437 BUCYRUS INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 118759109 16,318,986.60 16,319 182,539 SH Sole 11, 28 182,539 BUFFALO WILD WINGS COMMON INC COM STK NPV STOCK 119848109 592,588.90 593 13,514 SH Sole 28 13,514 BUILD A BEAR WORKSHOP INC COM COMMON STK USD0.01 STOCK 120076104 127,290.04 127 16,661 SH Sole 28, 33 16,661 BUILDERS FIRSTSOURCE INC COMMON COM STK USD0.01 STOCK 12008R107 73,008.20 73 37,060 SH Sole 28 37,060 CA INC COM STK COMMON USD0.10 STOCK 12673P105 3,956,322.76 3,956 161,879 SH Sole 28 161,879 CABELAS INC COM STK COMMON 8, 28, USD0.01 STOCK 126804301 2,080,300.50 2,080 95,646 SH Sole 33 95,646 CABLEVISION SYSTEMS CORP NY GROUP COM COMMON STK USD0.01 STOCK 12686C109 3,427,924.32 3,428 101,298 SH Sole 28 101,298 CABOT CORP COM STK COMMON 19, 28, USD1 STOCK 127055101 5,238,206.85 5,238 139,129 SH Sole 33 139,129 CABOT MICROELECTRONICS CORP COM STK COMMON USD0.001 STOCK 12709P103 762,721.45 763 18,401 SH Sole 28, 33 18,401 CABOT OIL & GAS CO COMMON 28, 30, COM USD0.10 STOCK 127097103 4,412,250.20 4,412 116,572 SH Sole 37 116,572 CACHE INC COM STK COMMON USD0.01 STOCK 127150308 4,884.00 5 1,100 SH Sole 33 1,100 CACI INTL INC CLASS A COMMON COM STOCK 127190304 1,303,387.20 1,303 24,408 SH Sole 28, 33 24,408 CADENCE DESIGN SYSTEMS INC COM COMMON STK USD0.01 STOCK 127387108 5,890,073.84 5,890 713,084 SH Sole 23, 28 713,084 CADENCE FINANCIAL COMMON CORP COM STK USD1 STOCK 12738A101 2,460.00 2 1,000 SH Sole 33 1,000 CADENCE PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 12738T100 181,441.60 181 24,032 SH Sole 28 24,032 CADIZ INC NEW COMMON STOCK 127537207 125,867.92 126 10,118 SH Sole 28 10,118 CAI INTERNATIONAL INC COM STK COMMON USD0.0001 STOCK 12477X106 152,507.60 153 7,781 SH Sole 28, 33 7,781 CAL DIVE INTL INC DEL COMMON 8, 25, COM STK USD0.01 STOCK 12802T101 1,675,212.84 1,675 295,452 SH Sole 28, 33 295,452 CAL MAINE FOODS INC COMMON COM STK USD0.01 STOCK 128030202 333,326.90 333 10,555 SH Sole 28 10,555 CALAMOS ASSET MANAGEMENT INC COMMON COM STK USD0.01 STOCK 12811R104 204,848.00 205 14,632 SH Sole 28 14,632 CALAVO GROWERS INC COMMON COM STK USD0.001 STOCK 128246105 199,728.25 200 8,665 SH Sole 28 8,665 CALGON CARBON CORP COMMON COM STK USD0.01 STOCK 129603106 629,521.20 630 41,635 SH Sole 28 41,635 CALIFORNIA PIZZA KITCHEN INC COM COMMON STK USD0.01 STOCK 13054D109 255,087.36 255 14,762 SH Sole 28 14,762 CALIFORNIA WATER SERVICE GROUP COM COMMON STK NPV STOCK 130788102 670,114.60 670 17,980 SH Sole 8, 28 17,980 CALIPER LIFE SCIENCES COMMON INC COM STOCK 130872104 219,630.28 220 34,642 SH Sole 28 34,642 CALIX NETWORKS INC COMMON USD0.01 STOCK 13100M509 86,528.00 87 5,120 SH Sole 28 5,120 CALLAWAY GOLF CO COMMON COM STK USD0.01 STOCK 131193104 449,353.74 449 55,682 SH Sole 28, 33 55,682 CALLON PETROLEUM COMMON CO COM STK USD0.01 STOCK 13123X102 129,944.00 130 21,950 SH Sole 28 21,950 CAMAC ENERGY INC COMMON USD0.01 STOCK 131745101 73,645.92 74 37,008 SH Sole 28 37,008 CAMBREX CORP COM COMMON STK USD0.10 STOCK 132011107 148,813.28 149 28,784 SH Sole 28, 33 28,784 CAMDEN NATIONAL CORPORATION COM COMMON NPV STOCK 133034108 279,333.30 279 7,710 SH Sole 8, 28 7,710 CAMERON INTERNATIONAL CORP COM STK COMMON 11, 28, USD0.01 STOCK 13342B105 18,466,328.76 18,466 364,012 SH Sole 43, 51 364,012 CAMPBELL SOUP CO COMMON CAP STK USD0.0375 STOCK 134429109 3,223,966.00 3,224 92,776 SH Sole 23, 28 92,776 CANADIAN NATIONAL RAILWAY CO COM COMMON NPV STOCK 136375102 23,112,616.05 23,113 347,715 SH Sole 11, 39 347,715 CANADIAN NATURAL COMMON RESOURCES COM NPV STOCK 136385101 16,226,092.96 16,226 365,288 SH Sole 11, 37 365,288 CANTEL MEDICAL CORP COMMON 8, 28, CLASS'B'CNV USD0.10 STOCK 138098108 463,507.20 464 19,808 SH Sole 33 19,808 CAPE BANCORP INC COMMON USD0.01 STOCK 139209100 5,100.00 5 600 SH Sole 33 600 CAPELLA EDUCATION COMMON 5, 11, CO COM STK USD1 STOCK 139594105 5,619,884.64 5,620 84,408 SH Sole 28, 43 84,408 CAPITAL CITY BANK GROUP INC COM STK COMMON USD0.01 STOCK 139674105 147,193.20 147 11,682 SH Sole 28, 33 11,682 CAPITAL GOLD CORP COMMON COM STK NPV STOCK 14018Y205 245,205.48 245 48,364 SH Sole 28 48,364 CAPITAL ONE FINANCIAL CORP COMMON 11, 28, COM STK USD0.01 STOCK 14040H105 10,988,055.68 10,988 258,178 SH Sole 51 258,178 CAPITAL SENIOR LIVING CORP COM COMMON 26, 28, STK USD0.01 STOCK 140475104 626,141.80 626 93,454 SH Sole 33 93,454 CAPITAL SOUTHWEST COMMON 26, 28, CORP COM STK USD1 STOCK 140501107 461,806.20 462 4,449 SH Sole 33 4,449 CAPITALSOURCE INC COMMON COM STK USD0.01 STOCK 14055X102 7,482,548.00 7,483 1,053,880 SH Sole 33, 39 1,053,880 CAPITOL BANCORP COM COMMON STK NPV STOCK 14056D105 1,244.40 1 2,400 SH Sole 33 2,400 CAPSTONE TURBINE CORP COM STK COMMON USD0.001 STOCK 14067D102 175,748.98 176 183,110 SH Sole 28 183,110 CARBO CERAMICS COM COMMON STK USD0.01 STOCK 140781105 10,170,112.96 10,170 98,224 SH Sole 11, 28 98,224 CARDINAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 14149F109 277,003.34 277 23,818 SH Sole 28, 33 23,818 CARDINAL HEALTH INC COMMON COM STK NPV STOCK 14149Y108 8,463,100.41 8,463 220,911 SH Sole 28, 41 220,911 CARDIONET INC COMMON USD0.001 STOCK 14159L103 86,748.48 87 18,536 SH Sole 28 18,536 CARDTRONICS INC COM COMMON STK USD0.0001 STOCK 14161H108 972,809.70 973 54,961 SH Sole 28, 47 54,961 CAREER EDUCATION CORP COM STK COMMON 28, 30, USD0.01 STOCK 141665109 3,911,522.97 3,912 188,689 SH Sole 43 188,689 CAREFUSION CORP COMMON USD0.01 STOCK 14170T101 9,057,785.10 9,058 352,443 SH Sole 23, 28 352,443 CARLISLE COS INC COM COMMON STK USD1 STOCK 142339100 4,815,772.68 4,816 121,182 SH Sole 28 121,182 CARMAX INC COM STK COMMON USD0.50 STOCK 143130102 3,025,284.48 3,025 94,896 SH Sole 28 94,896 CARMIKE CINEMAS INC COMMON COM STK USD0.03 STOCK 143436400 66,824.32 67 8,656 SH Sole 28 8,656 CARNIVAL CORP COM STK USD0.01(PAIRED COMMON STOCK) STOCK 143658300 11,303,912.61 11,304 245,151 SH Sole 28, 51 245,151 CARPENTER TECHNOLOGY CORP COMMON COM STK USD5 STOCK 144285103 3,516,010.24 3,516 87,376 SH Sole 28 87,376 CARRIAGE SERVICES COMMON INC COM STK USD0.01 STOCK 143905107 7,614.50 8 1,570 SH Sole 33 1,570 CARRIZO OIL & GAS INC COMMON COM STK USD0.01 STOCK 144577103 805,341.50 805 23,350 SH Sole 28 23,350 CARTERS INC COM STK COMMON USD0.01 STOCK 146229109 1,486,359.68 1,486 50,368 SH Sole 8, 28 50,368 CASCADE CORP COM COMMON 8, 28, STK USD0.50 STOCK 147195101 1,037,370.48 1,037 21,941 SH Sole 30 21,941 CASCADE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 147272108 333.16 0 747 SH Sole 33 747 CASCADE MICROTECH COMMON INC COM STK USD0.01 STOCK 147322101 4,320.00 4 1,000 SH Sole 33 1,000 CASELLA WASTE SYSTEMS COM STK COMMON USD0.01 'A' STOCK 147448104 158,078.64 158 22,296 SH Sole 28, 33 22,296 CASEY'S GENERAL STORES INC COM STK COMMON NPV STOCK 147528103 1,165,539.18 1,166 27,418 SH Sole 28 27,418 CASH AMERICA INTERNATIONAL COM COMMON 8, 28, STK USD0.10 STOCK 14754D100 1,457,959.47 1,458 39,479 SH Sole 33 39,479 CASS INFORMATION SYSTEMS COM STK COMMON USD0.5 STOCK 14808P109 247,862.02 248 6,533 SH Sole 28 6,533 CASTLE(A.M.)& CO COM COMMON STK NPV STOCK 148411101 289,534.07 290 15,727 SH Sole 28, 33 15,727 CASUAL MALE RETAIL COMMON GRP INC COM NEW STOCK 148711302 171,270.42 171 36,133 SH Sole 28, 33 36,133 CATAHY GENERAL BANCORP COM STK COMMON 8, 28, USD0.01 STOCK 149150104 3,934,386.40 3,934 235,592 SH Sole 33 235,592 CATALYST HEALTH COMMON 11, 28, SOLUTIONS INC STOCK 14888B103 4,487,214.80 4,487 96,520 SH Sole 47 96,520 CATERPILLAR INC COM 11, 23, STK USD1 COMMON 28, 47, STOCK 149123101 65,799,147.12 65,799 702,532 SH Sole 51, 53 702,532 CATO CORP CLASS'A'COM STK COMMON USD0.03 1/3 STOCK 149205106 572,540.08 573 20,888 SH Sole 28 20,888 CAVCO INDUSTRIES INC COMMON COM STK USD0.01 STOCK 149568107 262,444.49 262 5,621 SH Sole 28, 33 5,621 CAVIUM NETWORKS COMMON 5, 23, COM STK USD0.001 STOCK 14965A101 7,087,494.96 7,087 188,097 SH Sole 28, 47 188,097 CB RICHARD ELLIS GROUP INC COM STK COMMON 23, 28, USD0.01 STOCK 12497T101 6,655,016.96 6,655 324,952 SH Sole 35 324,952 CBEYOND INC COM STK COMMON USD1 STOCK 149847105 309,832.56 310 20,277 SH Sole 28 20,277 CBIZ INC COM STK COMMON USD0.01 STOCK 124805102 178,688.64 179 28,636 SH Sole 28 28,636 CBS CORP CLASS'B' COM 23, 28, STK USD0.001 COMMON 34, 37, STOCK 124857202 17,327,232.30 17,327 909,566 SH Sole 40, 51 909,566 CCA INDUSTRIES COM COMMON STK USD0.01 STOCK 124867102 2,260.00 2 400 SH Sole 33 400 CDC CORP CLASS'A'COM COMMON STK USD0.00025 STOCK G2022L114 84,145.23 84 23,973 SH Sole 28 23,973 CDI CORP COM STK COMMON USD0.10 STOCK 125071100 218,023.52 218 11,728 SH Sole 28, 33 11,728 CEC ENTERTAINMENT COMMON COM STK USD0.10 STOCK 125137109 4,376,801.11 4,377 112,717 SH Sole 23, 28 112,717 CELADON GROUP COM COMMON STK USD0.33 STOCK 150838100 230,576.10 231 15,590 SH Sole 28, 33 15,590 CELANESE CORP COM COMMON STK USD0.0001 CLS'A' STOCK 150870103 2,231,825.70 2,232 54,210 SH Sole 51, 53 54,210 CELERA CORP USD0.01 COMMON 8, 28, STOCK 15100E106 471,643.20 472 74,864 SH Sole 33 74,864 CELGENE CORP COM COMMON 11, 28, STK USD0.01 STOCK 151020104 42,012,701.16 42,013 710,394 SH Sole 47, 50 710,394 CELLDEX THERAPEUTICS INC COMMON USD0.001 STOCK 15117B103 100,004.76 100 24,273 SH Sole 28 24,273 CENOVUS ENERGY INC COMMON NPV STOCK 15135U109 4,204,860.00 4,205 126,500 SH Sole 11 126,500 CENTENE CORP(DEL) COMMON COM STK USD0.001 STOCK 15135B101 926,557.10 927 36,565 SH Sole 28 36,565 CENTER BANCORP INC COMMON COM COM STK NPV STOCK 151408101 7,704.50 8 950 SH Sole 33 950 CENTER FINANCIAL COMMON CORP COMMON SHS STOCK 15146E102 222,935.38 223 29,411 SH Sole 28, 33 29,411 CENTERPOINT ENERGY COMMON 28, 35, INC COM STK NPV STOCK 15189T107 10,767,822.72 10,768 684,976 SH Sole 43 684,976 CENTERSTATE BANKS COMMON COM STK USD0.01 STOCK 15201P109 160,688.88 161 20,289 SH Sole 28, 33 20,289 CENTRAL EUROPEAN DISTRIBUTION CORP COMMON COM STK USD0.01 STOCK 153435102 66,410.00 66 2,900 SH Sole 33 2,900 CENTRAL GARDEN & PET CO COM STK N/V COMMON 8, 28, 'A' SHS STOCK 153527205 726,189.88 726 73,501 SH Sole 33 73,501 CENTRAL GARDEN & PET CO COM STK COMMON USD0.01 STOCK 153527106 20,664.00 21 2,100 SH Sole 33 2,100 CENTRAL PAC FINL COMMON CORP COM STOCK 154760102 4,896.00 5 3,200 SH Sole 33 3,200 CENTRAL VERMONT PUBLIC SERVICE COMMON CORP COM STK USD6 STOCK 155771108 328,490.22 328 15,027 SH Sole 8, 28 15,027 CENTURY ALUMINIUM COMMON 8, 28, COM STK USD0.01 STOCK 156431108 817,157.54 817 52,618 SH Sole 33 52,618 CENTURYLINK INC COMMON STOCK 156700106 7,019,409.78 7,019 152,034 SH Sole 28, 43 152,034 CENVEO INC COM COMMON USD0.01 STOCK 15670S105 225,652.38 226 42,257 SH Sole 28 42,257 CEPHALON INC COM COMMON 28, 35, STK USD0.01 STOCK 156708109 6,404,931.28 6,405 103,774 SH Sole 51 103,774 CEPHEID COM STK NPV COMMON STOCK 15670R107 1,577,803.50 1,578 69,354 SH Sole 28, 47 69,354 CERADYNE INC COM COMMON 8, 28, STK USD0.01 STOCK 156710105 842,418.54 842 26,718 SH Sole 33 26,718 CERAGON NETWORKS COMMON ILS0.01 STOCK M22013102 855,052.50 855 64,875 SH Sole 30 64,875 CERNER CORP COM STK COMMON 11, 28, USD0.01 STOCK 156782104 13,149,722.52 13,150 138,798 SH Sole 50 138,798 CERUS CORP COM STK COMMON USD0.001 STOCK 157085101 88,707.60 89 36,060 SH Sole 28 36,060 CEVA INC COM STK COMMON USD0.001 STOCK 157210105 342,657.50 343 16,715 SH Sole 28, 33 16,715 CF INDUSTRIES 23, 28, HOLDINGS INC COM COMMON 35, 37, STK USD0.01 STOCK 125269100 16,195,294.80 16,195 119,832 SH Sole 53 119,832 CH ENERGY GROUP INC COMMON COM STK USD0.10 STOCK 12541M102 585,555.53 586 11,977 SH Sole 28 11,977 CH ROBINSON WORLDWIDE INC COMMON 11, 23, COM STK USD0.10 STOCK 12541W209 21,783,292.74 21,783 271,646 SH Sole 28, 50 271,646 CHARLES RIVER LABORATORIES COM COMMON STK USD0.01 STOCK 159864107 4,076,189.22 4,076 114,693 SH Sole 28 114,693 CHARMING SHOPPES COMMON 28, 30, INC COM STK USD0.10 STOCK 161133103 778,309.10 778 219,242 SH Sole 33 219,242 CHART INDUSTRIES INC COMMON 11, 28, COM STK NPV STOCK 16115Q308 983,099.34 983 29,103 SH Sole 33 29,103 CHARTER COMMUNICATIONS COMMON INC USD0.001 STOCK 16117M305 43,534.92 44 1,118 SH Sole 48 1,118 CHASE CORP(MASS) COMMON COM STK USD0.10 STOCK 16150R104 8,150.00 8 500 SH Sole 33 500 CHECK POINT SOFTWARE TECHNOLOGIES ORD COMMON ILS1 STOCK M22465104 16,939,533.06 16,940 366,181 SH Sole 11, 43 366,181 CHECKPOINT SYSTEMS COMMON 8, 28, COM STK USD0.10 STOCK 162825103 809,115.15 809 39,373 SH Sole 33 39,373 CHEESECAKE FACTORY COMMON COM STK USD0.01 STOCK 163072101 5,785,572.66 5,786 188,701 SH Sole 28, 47 188,701 CHELSEA THERAPEUTICS INTL COMMON LTD USD0.0001 STOCK 163428105 226,560.00 227 30,208 SH Sole 28 30,208 CHEMED CORP CAP COMMON USD1 STOCK 16359R103 1,073,446.02 1,073 16,902 SH Sole 28 16,902 CHEMICAL FINANCIAL COMMON 8, 28, CORP COM STK USD1 STOCK 163731102 551,579.30 552 24,902 SH Sole 33 24,902 CHENIERE ENERGY INC COMMON COM NEW STOCK 16411R208 251,551.92 252 45,571 SH Sole 28 45,571 CHEROKEE INC COM COMMON STK USD0.02 STOCK 16444H102 121,982.85 122 6,485 SH Sole 28 6,485 CHESAPEAKE ENERGY CORP COM STK COMMON USD0.01 STOCK 165167107 7,148,335.81 7,148 275,891 SH Sole 28 275,891 CHESAPEAKE UTILITIES CORP COM STK COMMON USD0.4867 STOCK 165303108 448,831.20 449 10,810 SH Sole 8, 28 10,810 CHEVRON CORP COM 19, 23, STK USD0.75 COMMON 28, 37, STOCK 166764100 123,646,852.50 123,647 1,355,034 SH Sole 41, 47 1,355,034 CHICAGO BRIDGE & IRON CO N.V. EUR0.01 COMMON (REG) STOCK 167250109 4,755,727.90 4,756 144,551 SH Sole 11, 43 144,551 CHICOS FAS INC COM COMMON STK USD0.01 STOCK 168615102 4,245,483.24 4,245 352,908 SH Sole 28 352,908 CHILDRENS PLACE RETAIL STORE INC COMMON COM STK USD0.10 STOCK 168905107 973,936.80 974 19,620 SH Sole 28 19,620 CHINDEX INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 169467107 169,978.92 170 10,308 SH Sole 28 10,308 CHIPOTLE MEXICAN GRILL COM STK COMMON 23, 28, USD0.01 STOCK 169656105 16,935,604.42 16,936 79,637 SH Sole 47 79,637 CHIQUITA BRANDS INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 170032809 535,578.02 536 38,201 SH Sole 28, 33 38,201 CHRISTOPHER & BANKS CORP COM STK COMMON USD0.01 STOCK 171046105 182,562.75 183 29,685 SH Sole 28, 33 29,685 CHUBB CORP COM STK COMMON 23, 28, USD1 STOCK 171232101 23,614,577.28 23,615 395,952 SH Sole 31, 41 395,952 CHURCH & DWIGHT COMMON 11, 23, COM STK USD1 STOCK 171340102 17,796,599.94 17,797 257,847 SH Sole 28 257,847 CHURCHILL DOWNS INC COMMON COM STK NPV STOCK 171484108 433,392.40 433 9,986 SH Sole 28, 33 9,986 CIBER INC COM STK COMMON 8, 28, USD0.01 STOCK 17163B102 373,838.40 374 79,880 SH Sole 33 79,880 CIENA CORP COM STK COMMON USD0.01. STOCK 171779309 3,913,952.80 3,914 185,936 SH Sole 28 185,936 CIGNA CORP COM STK 19, 23, USD0.25 COMMON 28, 37, STOCK 125509109 13,767,149.76 13,767 375,536 SH Sole 43, 51 375,536 CIMAREX ENERGY CO COMMON 11, 23, COM STK USD0.01 STOCK 171798101 20,286,738.03 20,287 229,151 SH Sole 28, 53 229,151 CINCINNATI BELL NC COMMON USD0.01 STOCK 171871106 1,552,846.40 1,553 554,588 SH Sole 28 554,588 CINCINNATI FINANCIAL COMMON CORP COM STK USD2 STOCK 172062101 2,168,831.91 2,169 68,439 SH Sole 28 68,439 CINEMARK HOLDINGS INC COM STK COMMON USD0.001 STOCK 17243V102 879,240.00 879 51,000 SH Sole 28, 33 51,000 CINTAS CORP COM NPV COMMON STOCK 172908105 5,498,893.20 5,499 196,670 SH Sole 23, 28 196,670 CIRCOR INTERNATIONAL INC COMMON 8, 28, COM STK USD0.01 STOCK 17273K109 774,485.04 774 18,318 SH Sole 33 18,318 CIRRUS LOGIC INC COM COMMON STK NPV STOCK 172755100 795,420.48 795 49,776 SH Sole 28 49,776 CISCO SYSTEMS INC 11, 23, COM STK USD0.001 28, 31, COMMON 37, 39, STOCK 17275R102 127,103,451.37 127,103 6,282,919 SH Sole 41, 47 6,282,919 CIT GROUP INC USD0.01 COMMON STOCK 125581801 5,437,412.40 5,437 115,444 SH Sole 19, 43 115,444 CITI TRENDS INC COM COMMON STK USD1 STOCK 17306X102 978,587.55 979 39,861 SH Sole 26, 28 39,861 CITIGROUP INC COM 11, 19, STK USD0.01 28, 38, COMMON 41, 51, STOCK 172967101 75,066,287.23 75,066 15,870,251 SH Sole 53 15,870,251 CITIZENS AND NORTHERN CORP COMMON COM STK USD1 STOCK 172922106 232,737.32 233 15,662 SH Sole 8, 28 15,662 CITIZENS INC CLASS 'A' COMMON COM NPV STOCK 174740100 212,414.40 212 28,512 SH Sole 28, 33 28,512 CITIZENS REPUBLIC BANCORP INC COM COMMON STK NPV STOCK 174420109 615,490.17 615 1,000,797 SH Sole 8, 28 1,000,797
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CITRIX SYSTEMS INC COM 11, 23, STK USD0.001 COMMON 28, 38, STOCK 177376100 39,371,391.61 39,371 575,521 SH Sole 50 575,521 CITY HLDG CO COM STK COMMON USD2.50 STOCK 177835105 812,204.14 812 22,418 SH Sole 8, 28 22,418 CITY NATIONAL CORP COM COMMON STK USD1 STOCK 178566105 5,710,652.48 5,711 93,068 SH Sole 28, 33 93,068 CKX INC COM COMMON STOCK 12562M106 171,029.17 171 42,439 SH Sole 28 42,439 CLARCOR INC COM STK COMMON USD1 STOCK 179895107 2,673,462.37 2,673 62,333 SH Sole 11, 28 62,333 CLAYTON WILLIAMS ENERGY INC COM STK COMMON USD0.1 STOCK 969490101 374,842.08 375 4,464 SH Sole 8, 28 4,464 CLEAN ENERGY FUELS CORPORATION COM STK COMMON USD0.0001 STOCK 184499101 467,155.36 467 33,754 SH Sole 28 33,754 CLEAN HARBORS INC COM COMMON STK USD0.01 STOCK 184496107 8,390,343.20 8,390 99,790 SH Sole 28, 39 99,790 CLEAR CHANNEL OUTDOOR HLD INC COM COMMON STK USD0.01 STOCK 18451C109 16,637.40 17 1,185 SH Sole 33 1,185 CLEARWATER PAPER COMMON CORPORATION USD0.0001 STOCK 18538R103 660,852.00 661 8,440 SH Sole 28 8,440 CLECO CORP COM STK COMMON USD2 STOCK 12561W105 5,502,564.12 5,503 178,887 SH Sole 8, 28 178,887 CLIFFS NATURAL 11, 23, RESOURCES INC COM COMMON 28, 43, STK USD0.125 STOCK 18683K101 25,049,089.01 25,049 321,101 SH Sole 50, 53 321,101 CLINICAL DATA INC COM COMMON STK USD0.01 STOCK 18725U109 146,165.17 146 9,187 SH Sole 28 9,187 CLOROX CO COM STK USD1 COMMON STOCK 189054109 5,711,716.08 5,712 90,261 SH Sole 23, 28 90,261 CLOUD PEAK ENERGY INC COMMON USD0.01 STOCK 18911Q102 1,017,125.55 1,017 43,785 SH Sole 8, 28 43,785 CME GROUP INC COM STK COMMON 11, 28, USD0.01 CLASS'A' STOCK 12572Q105 30,339,416.25 30,339 94,295 SH Sole 47, 50 94,295 CMS ENERGY CORP COM 19, 25, STK USD0.01 COMMON 28, 30, STOCK 125896100 10,253,045.40 10,253 551,239 SH Sole 35 551,239 CNA SURETY COM STK COMMON USD0.01 STOCK 12612L108 399,813.12 400 16,884 SH Sole 28, 33 16,884 CNB FINANCIAL CORP(PA) COMMON COM STK USD1 STOCK 126128107 169,263.49 169 11,429 SH Sole 8, 28 11,429 CNO FINANCIAL GROUP COMMON 8, 28, INC COM STK USD0.01 STOCK 12621E103 1,477,992.54 1,478 217,993 SH Sole 33 217,993 COACH INC COM STK COMMON 11, 28, USD0.01 STOCK 189754104 41,199,921.21 41,200 744,891 SH Sole 47, 53 744,891 COBALT INTERNATIONAL COMMON ENERGY INC USD0.01 STOCK 19075F106 859,584.00 860 70,400 SH Sole 37 70,400 COBIZ FINANCIAL INC COM COMMON STK USD0.01 STOCK 190897108 175,067.52 175 28,794 SH Sole 28, 33 28,794 COBRA ELECTRONICS CORP COM STK USD0.33 COMMON 1/3 STOCK 191042100 2,560.00 3 800 SH Sole 33 800 COCA-COLA BOTTLING CO CONSOLIDATED COM COMMON STK USD1 STOCK 191098102 188,805.26 189 3,397 SH Sole 28 3,397 COCA-COLA CO COM STK 11, 23, USD0.25 COMMON 28, 41, STOCK 191216100 84,449,403.47 84,449 1,284,011 SH Sole 53 1,284,011 COCA-COLA ENTERPRISES COMMON INC USD1 STOCK 19122T109 6,972,582.07 6,973 278,569 SH Sole 28, 35 278,569 CODEXIS INC USD0.0001 COMMON STOCK 192005106 85,096.80 85 8,028 SH Sole 28, 33 8,028 COEUR D ALENE MINES COMMON 8, 28, CORP IDAHO COM NEW STOCK 192108504 2,702,658.32 2,703 98,926 SH Sole 33 98,926 COGENT COMMUNICATIONS GROUP INC NEW COM COMMON 26, 28, STK STOCK 19239V302 2,327,500.56 2,328 164,604 SH Sole 30 164,604 COGNEX CORP COM STK COMMON USD0.002 STOCK 192422103 1,544,667.68 1,545 52,504 SH Sole 28, 47 52,504 COGNIZANT TECHNOLOGY 11, 19, SOLUTIONS CORP COM 23, 28, STK COMMON 39, 47, STOCK 192446102 82,194,148.68 82,194 1,121,492 SH Sole 50, 53 1,121,492 COHEN & STEERS INC COM COMMON STK USD0.01 STOCK 19247A100 334,758.60 335 12,826 SH Sole 28 12,826 COHERENT INC COM STK COMMON USD0.01 STOCK 192479103 842,402.68 842 18,662 SH Sole 28 18,662 COHU INC COM STK USD1 COMMON STOCK 192576106 329,859.10 330 19,895 SH Sole 28, 33 19,895 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COMMON USD0.01 STOCK 218683100 2,016.00 2 350 SH Sole 33 350 CORELOGIC INC USD1 COMMON STOCK 21871D103 3,939,815.16 3,940 212,733 SH Sole 28, 33 212,733 CORE-MARK HLDG CO INC COMMON 8, 28, COM STK USD0.01 STOCK 218681104 1,154,148.11 1,154 32,429 SH Sole 30, 33 32,429 CORESITE REALTY CORP COMMON USD0.01 STOCK 21870Q105 1,169,957.36 1,170 85,774 SH Sole 26, 28 85,774 CORINTHIAN COLLEGES COMMON INC COM STK USD0.0001 STOCK 218868107 716,437.52 716 137,512 SH Sole 28, 43 137,512 CORN PRODUCTS INTERNATIONAL INC COMMON 25, 28, COM STK USD0.01 STOCK 219023108 9,026,074.00 9,026 196,219 SH Sole 33 196,219 CORNING INC COM STK 11, 28, USD0.50 COMMON 37, 47, STOCK 219350105 44,072,880.60 44,073 2,281,205 SH Sole 53 2,281,205 CORPORATE EXECUTIVE BOARD CO COM STK COMMON USD0.01 STOCK 21988R102 4,891,450.75 4,891 130,265 SH Sole 26, 28 130,265 CORRECTIONS CORPORATIONS OF COMMON AMERICA COM USD0.01 STOCK 22025Y407 5,490,019.50 5,490 219,075 SH Sole 28 219,075 CORVEL CORP COM STK COMMON USD0.0001 STOCK 221006109 257,463.75 257 5,325 SH Sole 28 5,325 COST PLUS INC COM STK COMMON USD0.01 STOCK 221485105 6,217.70 6 641 SH Sole 33 641 COSTAR GROUP INC COM COMMON 5, 26, STK USD0.01 STOCK 22160N109 6,058,765.60 6,059 105,260 SH Sole 28 105,260 COSTCO WHOLESALE CORP 11, 23, COM STK USD0.005 COMMON 28, 47, STOCK 22160K105 47,557,289.37 47,557 658,597 SH Sole 50 658,597 COTT CORPORATIONCOM COMMON NPV STOCK 22163N106 776,662.00 777 86,200 SH Sole 30 86,200 COURIER CORP COM STK COMMON USD1 STOCK 222660102 151,102.72 151 9,736 SH Sole 28, 33 9,736 COVANCE INC COM STK COMMON USD0.01 STOCK 222816100 6,624,641.19 6,625 128,859 SH Sole 28 128,859 COVANTA HOLDING CORP COMMON STOCK 22282E102 824,226.12 824 47,948 SH Sole 26 47,948 COVENANT TRANSPORTATION GROUP INC CLASS'A'COM COMMON STK STOCK 22284P105 1,944.00 2 200 SH Sole 33 200 COVENTRY HEALTHCARE COMMON INC COM STK USD0.01 STOCK 222862104 1,689,837.60 1,690 64,009 SH Sole 28, 33 64,009 COVIDIEN PLC SHS COMMON 11, 23, STOCK G2554F105 22,399,106.58 22,399 490,563 SH Sole 37 490,563 COWEN GROUP INC NEW COMMON 28, 30, USD0.01 'A' STOCK 223622101 559,279.22 559 120,017 SH Sole 33 120,017 CPI CORP COM STK USD0.40 COMMON STOCK 125902106 90,132.35 90 3,997 SH Sole 28 3,997 CPI INTERNATIONAL COMMON 8, 28, USD0.01 STOCK 12618M100 249,402.15 249 12,889 SH Sole 33 12,889 CRA INTERNATIONAL INC COMMON COM STOCK 12618T105 231,573.50 232 9,850 SH Sole 28, 33 9,850 CRACKER BARREL OLD COMMON COUNTRY STORE INC STOCK 22410J106 982,957.19 983 17,947 SH Sole 28 17,947 CRAFT BREWERS ALLIANCE INC COM STK COMMON USD0.005 STOCK 224122101 5,920.00 6 800 SH Sole 33 800 CRANE CO COM STK USD1 COMMON STOCK 224399105 3,768,213.57 3,768 91,751 SH Sole 28 91,751 CRAWFORD & CO COMMON CLASS'B'COM STK USD1 STOCK 224633107 27,835.80 28 8,187 SH Sole 28 8,187 CRAY INC COM STK COMMON USD0.01 STOCK 225223304 195,824.20 196 27,388 SH Sole 28 27,388 CREDICORP COM STK USD5 COMMON STOCK G2519Y108 7,681,586.00 7,682 64,600 SH Sole 52 64,600 CREDIT ACCEPTANCE 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STOCK 228903100 119,445.96 119 22,038 SH Sole 28 22,038 CSG SYSTEMS INTL INC COMMON 8, 28, COM STK USD0.01 STOCK 126349109 1,162,991.76 1,163 61,404 SH Sole 30 61,404 CSS INDUSTRIES INC COM COMMON STK USD0.10 STOCK 125906107 149,422.50 149 7,250 SH Sole 28, 33 7,250 CSX CORP COM STK USD1 COMMON STOCK 126408103 10,198,946.94 10,199 157,854 SH Sole 28 157,854 CTS CORP NPV COMMON STOCK 126501105 288,323.14 288 26,069 SH Sole 28 26,069 CUBIC CORP COM STK NPV COMMON STOCK 229669106 559,481.90 559 11,866 SH Sole 28 11,866 CUBIST PHARMACEUTI COMMON COM USD0.001 STOCK 229678107 925,229.00 925 43,235 SH Sole 28 43,235 CULLEN FROST BANKERS COMMON COM STK USD5 STOCK 229899109 8,113,313.28 8,113 132,744 SH Sole 28, 43 132,744 CULP INC COM STK USD0.05 COMMON STOCK 230215105 42,828.24 43 4,134 SH Sole 28 4,134 CUMMINS INC COM STK 11, 23, USD2.50 COMMON 28, 38, STOCK 231021106 40,072,572.63 40,073 364,263 SH Sole 51, 53 364,263 CUMULUS MEDIA INC CLASS'A'COM STK COMMON USD0.01 STOCK 231082108 50,668.36 51 11,756 SH Sole 28 11,756 CURIS INC COM STK COMMON USD0.01 STOCK 231269101 117,457.56 117 59,322 SH Sole 28 59,322 CURTISS-WRIGHT CORP COMMON 8, 25, COM STK USD1 STOCK 231561101 2,613,736.40 2,614 78,727 SH Sole 28 78,727 CUTERA INC COM STK COMMON 28, 30, USD0.001 STOCK 232109108 598,803.28 599 72,232 SH Sole 33 72,232 CVB FINANCIAL NPV COMMON STOCK 126600105 1,152,529.11 1,153 132,933 SH Sole 8, 28 132,933 CVR ENERGY INC COM STK COMMON 8, 28, USD0.01 STOCK 12662P108 1,386,571.56 1,387 91,342 SH Sole 33 91,342 CVS CAREMARK CORP COM 11, 19, STK USD0.01 23, 28, COMMON 34, 39, STOCK 126650100 66,765,075.84 66,765 1,920,192 SH Sole 41, 51 1,920,192 CYBER OPTICS COM STK COMMON NPV STOCK 232517102 3,416.00 3 400 SH Sole 33 400 CYBERONICS INC COM STK COMMON USD0.01 STOCK 23251P102 644,285.40 644 20,770 SH Sole 28 20,770 CYBEX INTERNATIONAL COMMON INC COM STK USD0.10 STOCK 23252E106 994.00 1 1,400 SH Sole 33 1,400
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- ----------- ---- --------- ---- CYMER INC COM STK COMMON USD0.001 STOCK 232572107 1,582,227.42 1,582 35,106 SH Sole 28, 30 35,106 CYNOSURE INC COM COMMON STK USD0.001 STOCK 232577205 112,785.75 113 11,025 SH Sole 28, 33 11,025 CYPRESS BIOSCIENCES COMMON INC COM STK USD0.02 STOCK 232674507 201,080.88 201 31,031 SH Sole 28 31,031 CYPRESS SEMICONDUCTOR CORP COM STK COMMON USD0.01 STOCK 232806109 2,404,623.60 2,405 129,420 SH Sole 47, 51 129,420 CYTEC INDUSTRIES INC COMMON 19, 28, COM STK USD0.01 STOCK 232820100 5,493,301.80 5,493 103,530 SH Sole 33 103,530 CYTOKINETICS INC COMMON COM STK USD0.001 STOCK 23282W100 78,573.55 79 37,595 SH Sole 28 37,595 CYTORI THERAPEUTICS COMMON INC COM STK STOCK 23283K105 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1,700 DELL INC COM STK COMMON USD0.01 STOCK 24702R101 11,546,930.60 11,547 852,172 SH Sole 28, 41 852,172 DELPHI FINANCIAL GROUP INC CLASS'A'COM STK COMMON USD0.01 STOCK 247131105 1,806,133.84 1,806 62,626 SH Sole 8, 28, 33 62,626 DELTA AIR LINES INC COMMON 37, 38, COM USD0.01 STOCK 247361702 4,678,128.00 4,678 371,280 SH Sole 43 371,280 DELTA APPAREL INC COMMON COM STK USD0.01 STOCK 247368103 2,133.00 2 158 SH Sole 33 158 DELTA PETROLEUM CORP COM STK COMMON USD0.01 STOCK 247907207 108,677.72 109 142,997 SH Sole 28 142,997 DELTEK INC COM STK COMMON USD0.01 STOCK 24784L105 112,174.26 112 15,451 SH Sole 28 15,451 DELTIC TIMBER CORP COMMON COM STK NPV STOCK 247850100 455,734.26 456 8,089 SH Sole 28 8,089 DELUXE CORP COM STK COMMON USD1 STOCK 248019101 5,244,186.20 5,244 227,810 SH Sole 8, 28, 30 227,810 DEMANDTEC INC NPV COMMON STOCK 24802R506 159,738.24 160 14,736 SH Sole 28 14,736 DENBURY RESOURCES INC COM STK COMMON USD0.001 STOCK 247916208 5,161,191.49 5,161 270,361 SH Sole 11, 28 270,361 DENNY'S CORP COM COMMON USD0.01 STOCK 24869P104 1,131,970.94 1,132 316,193 SH Sole 28, 30 316,193 DENTSPLY INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 249030107 2,507,633.79 2,508 73,387 SH Sole 23, 28 73,387 DEPOMED INC COM STK COMMON NPV STOCK 249908104 266,388.60 266 41,885 SH Sole 28 41,885 DESTINATION COMMON MATERNITY CORP STOCK 25065D100 155,778.51 156 4,107 SH Sole 28, 33 4,107 DEVON ENERGY CORP(NEW) COM STK COMMON 23, 28, USD0.10 STOCK 25179M103 51,066,515.46 51,067 650,446 SH Sole 31, 53 650,446 DEVRY INC COM STK COMMON 11, 28, USD0.01 STOCK 251893103 7,123,110.80 7,123 148,460 SH Sole 37, 43 148,460 DEX ONE CORP USD0.001 COMMON STOCK 25212W100 287,471.10 287 38,535 SH Sole 28, 48 38,535 DEXCOM INC COM STK COMMON USD0.001 STOCK 252131107 845,986.05 846 61,977 SH Sole 28, 47 61,977 DG FASTCHANNEL INC COMMON COM STK USD0.001 STOCK 23326R109 540,315.92 540 18,709 SH Sole 28 18,709 DHT HLDGS INC COM COMMON STK USD0.01 STOCK Y2065G105 395,873.10 396 85,134 SH Sole 8, 28, 33 85,134 DIAMOND FOODS INC COMMON COM STK NPV STOCK 252603105 1,972,712.10 1,973 37,095 SH Sole 28, 47 37,095 DIAMOND HILL INVES COMMON CLASS 'A' COM NPV STOCK 25264R207 135,709.84 136 1,876 SH Sole 28 1,876 DIAMOND OFFSHORE DRILLING INC COM COMMON STK USD0.01 STOCK 25271C102 1,952,938.35 1,953 29,205 SH Sole 28 29,205 DICE HLDGS INC COM COMMON STK NPV STOCK 253017107 980,750.75 981 68,345 SH Sole 28, 47 68,345 DICKS SPORTING GOODS INC COM STK COMMON USD0.01 STOCK 253393102 10,166,587.50 10,167 271,109 SH Sole 11, 28 271,109 DIEBOLD INC COM STK COMMON USD1.25 STOCK 253651103 5,382,348.80 5,382 167,936 SH Sole 23, 28 167,936 DIGI INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 253798102 350,493.60 350 31,576 SH Sole 8, 28, 33 31,576 DIGIMARC CORP (NEW) COMMON USD0.001 STOCK 25381B101 160,913.62 161 5,362 SH Sole 28 5,362 DIGIRAD CORP COM STK COMMON USD0.0001 STOCK 253827109 1,260.00 1 600 SH Sole 33 600 DIGITAL RIVER INC COMMON 25, 28, COM STK USD0.01 STOCK 25388B104 5,072,613.08 5,073 147,374 SH Sole 47 147,374 DIGITALGLOBE INC COMMON COM STK USD0.001 STOCK 25389M877 998,611.32 999 31,492 SH Sole 28, 47 31,492 DILLARDS INC COMMON CLASS'A'COM NPV STOCK 254067101 1,266,551.02 1,267 33,383 SH Sole 28, 33 33,383 DIME COMMUNITY BANCSHARES INC COMMON 8, 11, 28, COM STK USD0.01 STOCK 253922108 757,191.82 757 51,898 SH Sole 33 51,898 DINEEQUITY INC COMMON 28, 30, STOCK 254423106 1,269,461.04 1,269 25,708 SH Sole 33 25,708 DIODES INC COM STK COMMON USD0.66 2/3 STOCK 254543101 683,737.67 684 25,333 SH Sole 28 25,333 DIONEX CORP COM STK COMMON USD0.001 STOCK 254546104 2,198,290.28 2,198 18,628 SH Sole 11, 28 18,628 DIRECTV USD0.01 COMMON 19, 28, STOCK 25490A101 18,563,097.63 18,563 464,891 SH Sole 38, 41 464,891 DISCOVER FINANCIAL SERVICES COM STK COMMON USD0.01 STOCK 254709108 6,701,745.10 6,702 361,670 SH Sole 23, 28 361,670 DISCOVERY COMMUNICATIONS COMMON 11, 23, INC CLS 'A' USD0.01 STOCK 25470F104 11,339,939.70 11,340 271,941 SH Sole 28 271,941 DISCOVERY COMMUNICATIONS COMMON INC CLS 'C' USD0.01 STOCK 25470F302 1,237,186.80 1,237 33,720 SH Sole 23 33,720 DISH NETWORK CORP CLASS'A'COM STK COMMON USD0.01 STOCK 25470M109 5,383,478.14 5,383 273,829 SH Sole 34 273,829 DIXIE GROUP INC COM COMMON STK USD3 STOCK 255519100 2,513.00 3 700 SH Sole 33 700 DOLAN CO(THE) COMMON USD0.001 STOCK 25659P402 492,420.00 492 35,375 SH Sole 8, 28 35,375 DOLBY LABORATORIES INC COM STK COMMON USD0.001 CLASS 'A' STOCK 25659T107 11,294,978.00 11,295 169,340 SH Sole 11, 23 169,340 DOLE FOOD CO INC COMMON USD0.001 STOCK 256603101 623,472.99 623 46,149 SH Sole 8, 28 46,149 DOLLAR FINANCIAL CORP COM STK COMMON USD0.001 STOCK 256664103 1,013,129.81 1,013 35,387 SH Sole 8, 28 35,387 DOLLAR GENERAL COMMON CORP USD0.875 STOCK 256677105 3,548,519.00 3,549 115,700 SH Sole 50 115,700 DOLLAR THRIFTY AUTOMOTIVE GROUP COMMON INC COM STK STOCK 256743105 1,011,033.18 1,011 21,393 SH Sole 28 21,393 DOLLAR TREE INC COM COMMON 11, 23, STK USD0.01 STOCK 256746108 29,536,550.88 29,537 526,686 SH Sole 28 526,686 DOMINION RESOURCES INC(VIRGINIA) COM COMMON STK NPV STOCK 25746U109 14,296,077.12 14,296 334,646 SH Sole 28, 31 334,646 DOMINOS PIZZA INC COMMON COM STK USD0.01 STOCK 25754A201 1,962,807.00 1,963 123,060 SH Sole 8, 28, 30 123,060 DOMTAR CORPORATION COMMON COM STK USD0.01 STOCK 257559203 1,679,578.16 1,680 22,123 SH Sole 8, 33, 43 22,123 DONALDSON CO INC COMMON COM STK USD5 STOCK 257651109 11,889,294.84 11,889 204,003 SH Sole 11, 28 204,003 DONEGAL GROUP COM COMMON STK USD1 CLS'A' STOCK 257701201 166,766.16 167 11,517 SH Sole 28, 33 11,517 DONNELLEY(R.R.)& SONS CO COM STK COMMON USD1.25 STOCK 257867101 1,549,798.64 1,550 88,712 SH Sole 28, 33 88,712 DORAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 25811P886 8,418.00 8 6,100 SH Sole 33 6,100 DORMAN PRODUCTS COMMON INC STOCK 258278100 301,625.52 302 8,323 SH Sole 28 8,323 DOUBLE EAGLE PETE COMMON CO COM PAR $0.10 STOCK 258570209 3,928.00 4 800 SH Sole 33 800 DOUGLAS DYNAMICS COMMON INC USD0.01 STOCK 25960R105 1,362,166.80 1,362 89,912 SH Sole 25, 28 89,912 DOVER CORP COM STK COMMON 23, 28, USD1 STOCK 260003108 26,041,462.30 26,041 445,534 SH Sole 31, 51 445,534 DOVER MOTORSPORTSCOM COMMON USD0.10 STOCK 260174107 1,780.00 2 1,000 SH Sole 33 1,000 DOW CHEMICAL CO COMMON 28, 34, COM STK USD2.50 STOCK 260543103 26,131,711.92 26,132 765,428 SH Sole 51 765,428 DPL INC COM STK COMMON USD0.01 STOCK 233293109 7,657,235.01 7,657 297,831 SH Sole 25, 28 297,831 DR HORTON INC COM COMMON STK USD0.01 STOCK 23331A109 1,939,639.05 1,940 162,585 SH Sole 28, 43 162,585 DR PEPPER SNAPPLE COMMON GROUP INC USD0.01 STOCK 26138E109 5,107,482.24 5,107 145,264 SH Sole 28, 51 145,264 DREAMWORKS ANIMATION SKG INC COMMON CLASS 'A' COM STK STOCK 26153C103 5,045,676.58 5,046 171,214 SH Sole 28, 35 171,214 DRESS BARN INC COM COMMON 28, 30, STK USD0.05 STOCK 261570105 8,654,452.24 8,654 327,572 SH Sole 33, 39 327,572 DRESSER RAND GROUP COMMON COM STK USD0.01 STOCK 261608103 7,141,704.15 7,142 167,685 SH Sole 5, 25, 35 167,685 DREW INDUSTRIES COM COMMON 28, 33, STK USD0.01 STOCK 26168L205 5,738,572.16 5,739 252,578 SH Sole 39 252,578 DRIL QUIP INC COM STK COMMON 5, 23, 25, USD0.01 STOCK 262037104 13,837,735.12 13,838 178,046 SH Sole 28, 47 178,046 DRUGSTORE.COM INC COMMON USD0.0001 STOCK 262241102 156,346.45 156 70,745 SH Sole 28 70,745 DSP GROUP INC COM COMMON STK USD0.001 STOCK 23332B106 170,622.54 171 20,961 SH Sole 28, 33 20,961 DST SYSTEMS INC DELAWARE COM STK COMMON USD0.01 STOCK 233326107 3,140,423.50 3,140 70,810 SH Sole 28 70,810 DSW INC COM STK COMMON CLASS 'A' NPV STOCK 23334L102 415,593.90 416 10,629 SH Sole 28, 33 10,629 DTE ENERGY CO COM COMMON 19, 28, STK NPV STOCK 233331107 5,825,478.12 5,825 128,541 SH Sole 43 128,541 DTS INC COM COMMON STOCK 23335C101 4,187,496.60 4,187 85,372 SH Sole 5, 25, 28 85,372 DU PONT(E.I.)DE NEMOURS & CO COM COMMON 23, 28, STK USD0.30 STOCK 263534109 22,730,814.80 22,731 455,710 SH Sole 41, 53 455,710 DUCOMMUN INC COM COMMON STK USD0.01 STOCK 264147109 329,683.86 330 15,137 SH Sole 8, 28, 33 15,137 DUFF & PHELPS CORP COM STK USD0.01 CL COMMON 25, 28, 'A' STOCK 26433B107 2,302,148.70 2,302 136,545 SH Sole 30 136,545 DUKE ENERGY CORP COMMON COM STK NPV STOCK 26441C105 9,952,869.16 9,953 558,836 SH Sole 28 558,836 DUN & BRADSTREET CORP(DELAWARE) COMMON COM STK USD0.01 STOCK 26483E100 1,735,957.23 1,736 21,147 SH Sole 28 21,147 DURECT CORP COM STK COMMON USD0.001 STOCK 266605104 233,209.65 233 67,597 SH Sole 28 67,597 DXP ENTERPRISES INC COMMON COM STK USD0.01 STOCK 233377407 924,864.00 925 38,536 SH Sole 28, 30 38,536 DYAX CORP COM STK COMMON USD0.01 STOCK 26746E103 158,755.90 159 74,185 SH Sole 28 74,185 DYCOM INDUSTRIES COMMON COM STK USD0.333 STOCK 267475101 458,223.50 458 31,066 SH Sole 28, 33 31,066 DYNACQ HEALTHCARE INC COM STK COMMON USD0.001 STOCK 26779V105 624.64 1 256 SH Sole 33 256 DYNAMEX INC COM STK COMMON USD0.01 STOCK 26784F103 199,243.72 199 8,047 SH Sole 28 8,047 DYNAMIC MATERIALS CORP COM STK COMMON USD0.05 STOCK 267888105 3,228,187.10 3,228 143,030 SH Sole 28, 39 143,030 DYNAMICS RESEARCH CORP COM STK COMMON USD0.10 STOCK 268057106 14,740.00 15 1,100 SH Sole 33 1,100 DYNAVAX TECHNOLOGIES CORP COMMON COM STK USD0.001 STOCK 268158102 233,152.00 233 72,860 SH Sole 28 72,860 DYNAVOX INC USD0.01 COMMON A STOCK 26817F104 33,858.00 34 6,600 SH Sole 8 6,600 DYNEGY INC(NEW) COMMON USD0.01 STOCK 26817G300 1,591,780.70 1,592 283,235 SH Sole 28 283,235 E TRADE FINANCIAL COMMON CORP USD0.01 STOCK 269246401 1,396,096.00 1,396 87,256 SH Sole 28, 33 87,256 EAGLE BANCORP INC COMMON MD COM STOCK 268948106 183,838.20 184 12,740 SH Sole 28 12,740 EAGLE BULK SHIPPING COMMON INC COM STK USD0.01 STOCK Y2187A101 262,953.96 263 52,802 SH Sole 28, 33 52,802 EAGLE MATERIALS INC COMMON COM STK USD0.01 STOCK 26969P108 1,225,626.25 1,226 43,385 SH Sole 26 43,385 EARTHLINK INC COM COMMON STK USD0.01 STOCK 270321102 1,077,347.80 1,077 125,273 SH Sole 8, 28, 33 125,273 EAST WEST BANCORP COMMON 8, 19, 28, INC COM STK USD0.01 STOCK 27579R104 6,946,486.45 6,946 355,319 SH Sole 33, 47 355,319 EASTERN INSURANCE HOLDINGS I COM STK COMMON NPV STOCK 276534104 14,053.80 14 1,180 SH Sole 33 1,180 EASTMAN CHEMICAL COMMON CO COM STK USD0.01 STOCK 277432100 5,526,830.64 5,527 65,733 SH Sole 28, 43 65,733 EASTMAN KODAK CO COMMON COM STK USD2.50 STOCK 277461109 3,939,578.56 3,940 734,996 SH Sole 28 734,996 EATON CORP COM 23, 28, USD0.50 COMMON 38, 43, STOCK 278058102 19,637,414.03 19,637 193,453 SH Sole 51 193,453 EATON VANCE CORP COM NON VTG COMMON USD0.00390625 STOCK 278265103 7,107,465.99 7,107 235,113 SH Sole 28 235,113 EBAY INC COM STK COMMON 28, 41, USD0.001 STOCK 278642103 38,316,817.11 38,317 1,376,817 SH Sole 47, 51 1,376,817 EBIX. COM INC USD0.10 COMMON STOCK 278715206 477,684.27 478 20,181 SH Sole 28 20,181 ECHELON CORP COM COMMON STK USD0.01 STOCK 27874N105 255,758.81 256 25,099 SH Sole 28 25,099 ECHO GLOBAL LOGISTICS INC COMMON USD0.01 STOCK 27875T101 100,582.16 101 8,354 SH Sole 28 8,354 ECHOSTAR CORP COM COMMON STK USD0.001 STOCK 278768106 2,892,075.34 2,892 115,822 SH Sole 33, 35 115,822 ECOLAB INC COM STK COMMON 28, 47, USD1 STOCK 278865100 24,985,681.42 24,986 495,551 SH Sole 50 495,551 EDGEWATER TECHNOLOGY INC COMMON COM STOCK 280358102 940.00 1 400 SH Sole 33 400 EDISON INTERNATIONAL COM COMMON STK NPV STOCK 281020107 5,304,450.60 5,304 137,421 SH Sole 28 137,421 EDWARDS LIFESCIENCES CORP COMMON 11, 23, COM STK USD1 STOCK 28176E108 28,497,070.08 28,497 352,512 SH Sole 28, 50 352,512 EHEALTH INC COM NPV COMMON STOCK 28238P109 256,526.82 257 18,078 SH Sole 28 18,078 EL PASO CORP COM STK COMMON USD3 STOCK 28336L109 5,776,558.08 5,777 419,808 SH Sole 28, 43 419,808 EL PASO ELECTRIC CO COMMON COM STK NPV STOCK 283677854 1,392,137.04 1,392 50,568 SH Sole 8, 28 50,568 ELECTRO RENT CORP COMMON COM STK NPV STOCK 285218103 242,933.28 243 15,033 SH Sole 28, 33 15,033 ELECTRO SCIENTIFIC INDUSTRIES INC COM COMMON STK NPV STOCK 285229100 1,049,035.26 1,049 65,442 SH Sole 28, 30 65,442 ELECTRONIC ARTS COM COMMON STK USD0.01 STOCK 285512109 2,538,424.98 2,538 154,971 SH Sole 23, 28 154,971 ELECTRONICS FOR IMAGING INC COM COMMON STK USD0.01 STOCK 286082102 551,850.84 552 38,564 SH Sole 28, 33 38,564 ELIZABETH ARDEN INC COMMON 28, 33, COM STK USD0.01 STOCK 28660G106 1,052,178.27 1,052 45,727 SH Sole 47 45,727 ELLIS PERRY INTERNATIONAL COM COMMON STK USD0.01 STOCK 288853104 1,132,917.74 1,133 41,242 SH Sole 8, 28, 33 41,242 EMC CORP COM STK 11, 23, USD0.01 28, 34, COMMON 38, 39, STOCK 268648102 59,738,222.40 59,738 2,608,656 SH Sole 50 2,608,656 EMC INSURANCE GROUP INC COM STK COMMON USD1 STOCK 268664109 97,284.08 97 4,297 SH Sole 28, 33 4,297 EMCOR GROUP COM COMMON 8, 28, 30, STK USD0.01 STOCK 29084Q100 6,566,607.18 6,567 226,591 SH Sole 33, 35 226,591 EMERGENCY MEDICAL SERVICES L.P. COM COMMON STK USD0.01 STOCK 29100P102 538,847.40 539 8,340 SH Sole 47 8,340 EMERGENT BIOSOLUTIONS COM COMMON STK USD0.001 STOCK 29089Q105 494,020.68 494 21,058 SH Sole 8, 28 21,058 EMERITUS CORP COM COMMON STK USD0.0001 STOCK 291005106 323,579.07 324 16,417 SH Sole 28 16,417 EMERSON ELECTRIC CO 11, 23, COM STK USD1 28, 34, COMMON 38, 39, STOCK 291011104 83,573,392.80 83,573 1,461,840 SH Sole 41, 47 1,461,840 EMERSON RADIO CORP COMMON COM STK USD0.01 STOCK 291087203 5,346.00 5 2,700 SH Sole 33 2,700 EMPIRE DISTRICT ELECTRIC CO COM COMMON STK USD1 STOCK 291641108 668,819.40 669 30,127 SH Sole 28 30,127 EMPLOYERS HOLDINGS COMMON INC COM STK USD0.01 STOCK 292218104 1,227,795.20 1,228 70,240 SH Sole 28, 30 70,240 EMS TECHNOLOGIES COMMON INC COM STK USD0.10 STOCK 26873N108 265,447.60 265 13,420 SH Sole 28, 33 13,420 EMULEX CORP COM STK COMMON 23, 28, USD0.10 STOCK 292475209 2,582,130.32 2,582 221,452 SH Sole 33 221,452
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ENBRIDGE INC COM NPV COMMON STOCK 29250N105 2,952,032.40 2,952 52,341 SH Sole 43 52,341 ENCORE BANCSHARES INC COMMON COM STK USD0.01 STOCK 29255V201 9,234.00 9 900 SH Sole 33 900 ENCORE CAPITAL GROUP INC COMMON 8, 28, STOCK 292554102 478,778.65 479 20,417 SH Sole 33 20,417 ENCORE WIRE CORP COM STK COMMON USD0.01 STOCK 292562105 421,895.76 422 16,822 SH Sole 28, 33 16,822 ENDEAVOUR INTL CORP COM COMMON STK USD0.001 STOCK 29259G200 234,613.80 235 17,001 SH Sole 28 17,001 ENDO PHARMACEUTICAL HLDGS INC COM STK USD COMMON 19, 25, 0.01 STOCK 29264F205 10,753,280.88 10,753 301,128 SH Sole 28 301,128 ENDOLOGIX INC COMMON STOCK 29266S106 266,544.85 267 37,279 SH Sole 28 37,279 ENDURANCE SPECIALTY COMMON HLDGS LTD USD1 STOCK G30397106 59,891.00 60 1,300 SH Sole 33 1,300 ENDWAVE CORP COM STK COMMON USD0.001 STOCK 29264A206 1,800.00 2 800 SH Sole 33 800 ENER1 INC COM USD 0.01 COMMON STOCK 29267A203 177,489.49 177 46,831 SH Sole 28 46,831 ENERGEN CORP COM STK COMMON USD0.01 STOCK 29265N108 7,988,960.40 7,989 165,540 SH Sole 28, 30 165,540 ENERGIZER HLDGS INC COM COMMON 11, 28, STK USD0.01 STOCK 29266R108 16,417,371.60 16,417 225,204 SH Sole 51 225,204 ENERGY CONVERSION DEVICES INC COM STK COMMON USD0.01 STOCK 292659109 204,143.40 204 44,379 SH Sole 28, 33 44,379 ENERGY PARTNERS USD0.001 COMMON 8, 28, STOCK 29270U303 455,414.42 455 30,647 SH Sole 33 30,647 ENERGY RECOVERY INC COMMON USD0.001 STOCK 29270J100 115,835.34 116 31,649 SH Sole 28 31,649 ENERGY XXI(BERMUDA) COMMON USD0.005 STOCK G10082140 1,413,079.23 1,413 51,069 SH Sole 28 51,069 ENERGYSOLUTIONS INC. COM COMMON STOCK USD0.01 STOCK 292756202 379,489.67 379 68,131 SH Sole 28, 33 68,131 ENERNOC INC COM STK NPV COMMON STOCK 292764107 353,246.34 353 14,774 SH Sole 28 14,774 ENERSYS COM USD0.01 COMMON 8, 28, STOCK 29275Y102 2,618,743.60 2,619 81,530 SH Sole 30, 33 81,530 ENGLOBAL CORP. COMMON STOCK 293306106 5,580.00 6 1,500 SH Sole 33 1,500 ENNIS BUSINESS FORMS INC COMMON 28, 30, COM STK USD2.50 STOCK 293389102 942,090.30 942 55,093 SH Sole 33 55,093 ENPRO INDUSTRIES INC COM COMMON 8, 28, STK USD0.01 STOCK 29355X107 1,765,261.00 1,765 42,475 SH Sole 33 42,475 ENSIGN GROUP INC COM NPV COMMON 28, 30, STOCK 29358P101 959,832.78 960 38,594 SH Sole 33 38,594 ENSTAR GROUP LIMITED COM COMMON STK USD1 STOCK G3075P101 476,862.04 477 5,638 SH Sole 28, 33 5,638 ENTEGRIS INC COM STK COMMON USD0.01 STOCK 29362U104 975,178.62 975 130,546 SH Sole 8, 28 130,546 ENTERCOM COMMUNICATIONS COMMON COM STK USD0.01 STOCK 293639100 207,189.36 207 17,892 SH Sole 28 17,892 ENTERGY CORP COM STK 19, 28, USD0.01 COMMON 34, 37, STOCK 29364G103 17,935,997.58 17,936 253,226 SH Sole 51 253,226 ENTERPRISE FINANCIAL SERVICES CORP COM STK COMMON 8, 28, USD0.01 STOCK 293712105 190,372.00 190 18,200 SH Sole 33 18,200 ENTRAVISION COMMUNICATIONS CORP COMMON CLASS'A' COM STK STOCK 29382R107 101,116.65 101 39,345 SH Sole 28 39,345 ENTROPIC COMMUNICATIONS COMMON INC USD0.001 STOCK 29384R105 573,546.32 574 47,479 SH Sole 28 47,479 ENZO BIOCHEM INC COM STK COMMON USD0.01 STOCK 294100102 139,191.36 139 26,362 SH Sole 28, 33 26,362 ENZON PHARMACEUTICALS COMMON INC COM STOCK 293904108 455,377.06 455 37,418 SH Sole 28 37,418 EOG RESOURCES INC COM 11, 23, STK USD0.01 28, 31, COMMON 34, 39, STOCK 26875P101 67,924,668.57 67,925 743,077 SH Sole 47, 51 743,077 EPICOR SOFTWARE CORP COM COMMON STK USD0.001 STOCK 29426L108 373,487.90 373 36,979 SH Sole 28 36,979 EPIQ SYSTEMS INC COM STK COMMON 8, 28, USD0.01 STOCK 26882D109 512,183.92 512 37,304 SH Sole 33 37,304 EPLUS INC COM STK USD0.01 COMMON STOCK 294268107 10,874.40 11 460 SH Sole 33 460 EPOCH HLDGS COM STK COMMON USD0.01 STOCK 29428R103 161,962.37 162 10,429 SH Sole 28 10,429 EQT CORP COM STK NPV COMMON 23, 28, STOCK 26884L109 15,963,443.56 15,963 356,009 SH Sole 43 356,009 EQUIFAX INC COM STK COMMON USD1.25 STOCK 294429105 1,846,002.40 1,846 51,854 SH Sole 28 51,854 EQUINIX INC USD0.001 COMMON STOCK 29444U502 7,426,351.40 7,426 91,390 SH Sole 28 91,390 ERESEARCHTECHNOLOGY INC COMMON COM STK USD0.01 STOCK 29481V108 272,221.95 272 37,037 SH Sole 28 37,037 ESB FINANCIAL CORP COM COMMON STK USD0.01 STOCK 26884F102 122,660.72 123 7,553 SH Sole 28 7,553 ESCO TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 296315104 747,642.72 748 19,758 SH Sole 28 19,758 ESSA BANCORP INC COM STK COMMON 28, 30, USD0.01 STOCK 29667D104 711,447.52 711 53,816 SH Sole 33 53,816 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK COMMON 23, 28, USD0.01 STOCK 518439104 8,727,947.10 8,728 108,153 SH Sole 50 108,153 ESTERLINE TECHNOLOGIES COMMON 8, 25, CORP COM STK USD0.20 STOCK 297425100 3,291,702.69 3,292 47,991 SH Sole 28, 33 47,991 ETHAN ALLEN INTERIORS COMMON 28, 33, INC COM STK USD0.01 STOCK 297602104 4,588,052.88 4,588 229,288 SH Sole 39 229,288 EURAND N.V. COM STK COMMON USD0.01 STOCK N31010106 167,879.53 168 14,191 SH Sole 28 14,191 EURONET WORLDWIDE INC COMMON COM STK USD0.02 STOCK 298736109 688,199.84 688 39,461 SH Sole 28, 33 39,461 EVERCORE PARTNERS INC COMMON COM STK NPV STOCK 29977A105 395,556.00 396 11,634 SH Sole 28 11,634 EVEREST RE GROUP COM STK COMMON 28, 34, USD0.01 STOCK G3223R108 18,914,944.82 18,915 223,001 SH Sole 37, 43 223,001 EVERGREEN SOLAR INC COM COMMON STK USD0.01 STOCK 30033R108 85,429.32 85 146,534 SH Sole 28 146,534 EXACT SCIENCES CORP COM COMMON STK USD0.01 STOCK 30063P105 203,308.04 203 33,998 SH Sole 28 33,998 EXACTECH INC COM STK COMMON USD0.01 STOCK 30064E109 122,725.22 123 6,521 SH Sole 28 6,521 EXAMWORKS GROUP INC COMMON USD0.0001 STOCK 30066A105 97,389.60 97 5,270 SH Sole 28 5,270 EXAR CORP COM STK NPV COMMON STOCK 300645108 225,663.40 226 32,330 SH Sole 28, 33 32,330 EXCEL MARITIME CARRIERS COMMON 8, 28, COM STK USD0.01 STOCK V3267N107 857,893.77 858 152,379 SH Sole 33 152,379 EXCO RESOURCES INC COM COMMON STK USD0.001 STOCK 269279402 534,050.00 534 27,500 SH Sole 8 27,500 EXELIXIS INC COM STK COMMON USD0.001 STOCK 30161Q104 672,489.31 672 81,911 SH Sole 28 81,911 EXELON CORP COM STK NPV COMMON STOCK 30161N101 11,622,556.80 11,623 279,120 SH Sole 28 279,120 EXIDE TECHNOLOGIES COM COMMON STK USD0.01 STOCK 302051206 1,407,971.25 1,408 149,625 SH Sole 28, 30 149,625 EXLSERVICE HLDGS INC COM COMMON STK USD0.001 STOCK 302081104 248,781.36 249 11,582 SH Sole 28 11,582 EXPEDIA INC COM STK COMMON USD0.001 STOCK 30212P105 4,650,757.67 4,651 185,363 SH Sole 28, 35 185,363 EXPEDITORS INTERN OF COMMON WASHINGTON INC COM STK STOCK 302130109 8,273,647.20 8,274 151,532 SH Sole 23, 28 151,532 EXPONENT INC COM STK COMMON USD0.001 STOCK 30214U102 1,392,438.06 1,392 37,102 SH Sole 11, 28 37,102 EXPRESS INC USD0.01 COMMON 25, 28, STOCK 30219E103 2,202,608.00 2,203 117,160 SH Sole 30 117,160 EXPRESS SCRIPTS INC COM 11, 23, STK USD0.01 28, 38, COMMON 47, 50, STOCK 302182100 64,276,908.60 64,277 1,189,212 SH Sole 53 1,189,212 EXTERRAN HLDGS INC COM COMMON STOCK 30225X103 3,053,936.35 3,054 127,513 SH Sole 28, 33 127,513 EXTREME NETWORKS COM STK COMMON USD0.001 STOCK 30226D106 220,684.71 221 71,419 SH Sole 28, 33 71,419 EXXON MOBIL CORP COM STK 19, 23, NPV COMMON 28, 31, STOCK 30231G102 203,625,380.32 203,625 2,784,811 SH Sole 39, 51 2,784,811 EZCORP INC CLASS'A' COM COMMON STK NON VTG USD0.01 STOCK 302301106 926,706.54 927 34,158 SH Sole 28 34,158 F5 NETWORK INC COM STK 11, 23, USD0.01 COMMON 28, 38, STOCK 315616102 27,647,806.24 27,648 212,414 SH Sole 53 212,414 FABRINET USD0.01 COMMON STOCK G3323L100 129,107.50 129 6,005 SH Sole 28 6,005 FACTSET RESEARCH SYSTEMS COMMON 5, 11, INC COM STK USD0.01 STOCK 303075105 12,198,082.24 12,198 130,099 SH Sole 28 130,099 FAIR ISAAC CORP COM STK COMMON USD0.01 STOCK 303250104 2,582,455.11 2,582 110,503 SH Sole 28 110,503 FAIRCHILD SEMICONDUCTOR COMMON INTL INC STOCK 303726103 3,989,759.90 3,990 255,590 SH Sole 28, 33 255,590 FALCONSTOR SOFTWARCOM COMMON USD0.001 STOCK 306137100 75,978.00 76 22,680 SH Sole 28 22,680 FAMILY DOLLAR STORES INC COMMON COM STK USD0.10 STOCK 307000109 4,277,495.79 4,277 86,049 SH Sole 23, 28 86,049 FARMER BROS CO COM STK COMMON USD1 STOCK 307675108 128,622.80 129 7,226 SH Sole 28, 33 7,226 FARO TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 311642102 432,404.28 432 13,167 SH Sole 28, 33 13,167 FASTENAL COM STK USD0.01 COMMON 11, 23, STOCK 311900104 15,545,326.98 15,545 259,478 SH Sole 28 259,478 FBL FINANCIAL GROUP INC COMMON COM STK NPV STOCK 30239F106 350,433.41 350 12,223 SH Sole 28, 33 12,223 FBR CAPITAL MARKETS CORP COMMON COM STK USD0.001 STOCK 30247C301 151,398.06 151 39,633 SH Sole 28 39,633 FEDERAL AGRICULTURAL MORTGAGE CORP COMMON CLASS'C'COM STK STOCK 313148306 133,677.12 134 8,191 SH Sole 28, 33 8,191 FEDERAL MOGUL CORP COMMON USD0.01 STOCK 313549404 1,114,067.50 1,114 53,950 SH Sole 25, 33 53,950 FEDERAL SIGNAL CORP COM COMMON STK USD1 STOCK 313855108 349,558.16 350 50,956 SH Sole 28, 33 50,956 FEDERATED INVESTORS INC COMMON COM STK CLASS'B'USD0.01 STOCK 314211103 1,024,032.10 1,024 39,130 SH Sole 28 39,130 FEDEX CORP COM STK COMMON 19, 28, USD0.10 STOCK 31428X106 15,532,111.94 15,532 166,994 SH Sole 53 166,994 FEI CO COM STK NPV COMMON 8, 28, STOCK 30241L109 984,617.62 985 37,282 SH Sole 33 37,282 FEMALE HEALTH CO COM STK COMMON USD0.01 STOCK 314462102 79,182.04 79 13,916 SH Sole 28 13,916 FERRO CORP COM STK USD1 COMMON STOCK 315405100 977,454.24 977 66,766 SH Sole 28, 33 66,766 FIBERTOWER CORP COM STK COMMON USD0.001 STOCK 31567R209 174,662.52 175 39,162 SH Sole 28, 33 39,162 FIDELITY NATIONAL FINANCIAL INC CLASS 'A' COMMON 28, 33, COM STK STOCK 31620R105 9,301,798.08 9,302 679,956 SH Sole 37 679,956 FIDELITY NATIONAL INFO COMMON SERVICES INC COM STK STOCK 31620M106 6,704,359.86 6,704 244,774 SH Sole 28, 35 244,774 FIDELITY SOUTHERN CORP COMMON STOCK 316394105 8,501.64 9 1,218 SH Sole 33 1,218 FIFTH STREET FINANCE COMMON CORP USD0.01 STOCK 31678A103 471,080.56 471 38,804 SH Sole 28 38,804 FIFTH THIRD BANCORP COM COMMON 11, 19, STK NPV STOCK 316773100 10,968,661.12 10,969 747,184 SH Sole 28, 43 747,184 FINANCIAL ENGINES INC COMMON USD0.0001 STOCK 317485100 198,379.32 198 10,004 SH Sole 28 10,004 FINANCIAL INSTITUTIONS COMMON 8, 28, INC COM STK NPV STOCK 317585404 277,303.46 277 14,618 SH Sole 33 14,618 FINISAR CORP COM STK COMMON USD0.001 STOCK 31787A507 1,662,224.34 1,662 55,986 SH Sole 28 55,986 FINISH LINE INC COMMON 8, 28, CLASS'A'COM STK USD0.01 STOCK 317923100 1,317,527.55 1,318 76,645 SH Sole 33 76,645 FIRST ACCEP CORP COM COMMON STOCK 318457108 6,059.12 6 3,404 SH Sole 33 3,404 FIRST AMERICAN FINANCIAL COMMON CORP USD0.00001 STOCK 31847R102 4,328,177.76 4,328 289,704 SH Sole 28, 33 289,704 FIRST BANCORP INC MAINE COMMON COM STK USD0.01 STOCK 31866P102 125,356.81 125 7,939 SH Sole 8, 28 7,939 FIRST BANCORP NC COM STK COMMON 8, 28, USD0.01 STOCK 318910106 237,993.95 238 15,545 SH Sole 33 15,545 FIRST BANCORP PUERTO COMMON RICO COM STK USD1 STOCK 318672102 8,200.88 8 17,828 SH Sole 8, 33 17,828 FIRST BUSEY CORP COM STK COMMON 8, 28, NPV STOCK 319383105 290,986.40 291 61,912 SH Sole 33 61,912 FIRST CASH FINANCIAL SERVICES INC COM STK COMMON USD0.01 STOCK 31942D107 693,525.21 694 22,379 SH Sole 28 22,379 FIRST CITIZENS BANCSHARES INC NRTH COMMON CLASS'A'SHS STOCK 31946M103 740,319.80 740 3,916 SH Sole 30 3,916 FIRST COMMUNITY BANCSHARES INC COM STK COMMON 8, 28, USD1 STOCK 31983A103 401,392.98 401 26,867 SH Sole 33 26,867 FIRST COMM'WTH FINL CORP COMMON 8, 28, PA COM STK USD1 STOCK 319829107 1,570,195.32 1,570 221,779 SH Sole 33 221,779 FIRST DEFIANCE FINANCIAL COMMON CORP COM STK USD0.01 STOCK 32006W106 3,570.00 4 300 SH Sole 33 300 FIRST FINANCIAL BANCORP COMMON 8, 28, NPV STOCK 320209109 2,224,751.76 2,225 120,387 SH Sole 30, 33 120,387 FIRST FINANCIAL BANKSHARES INC COM STK COMMON USD10 STOCK 32020R109 953,125.14 953 18,623 SH Sole 11, 28 18,623 FIRST FINANCIAL CORPORATION IND COM STK COMMON 8, 28, NPV STOCK 320218100 434,962.92 435 12,378 SH Sole 33 12,378 FIRST FINANCIAL HLDGS COMMON INC COM STK USD0.01 STOCK 320239106 157,548.88 158 13,688 SH Sole 28, 33 13,688 FIRST FINANCIAL NORTHWEST INC COM STK COMMON USD0.01 STOCK 32022K102 10,426.00 10 2,600 SH Sole 33 2,600 FIRST HORIZON NATIONAL COMMON CORP COM STK USD0.625 STOCK 320517105 1,347,548.46 1,348 114,393 SH Sole 28, 33 114,393 FIRST INTERSTATE COMMON BANCSYSTEM INC NPV CLS A STOCK 32055Y201 176,113.44 176 11,556 SH Sole 8, 28 11,556 FIRST MARBLEHEAD CORP COMMON COM STK USD0.01 STOCK 320771108 121,925.79 122 56,187 SH Sole 28, 33 56,187 FIRST MERCHANTS CORP COM COMMON 8, 28, STK NPV STOCK 320817109 292,557.20 293 33,020 SH Sole 33 33,020 FIRST MERCURY FINL CORP COMMON COM STK USD0.01 STOCK 320841109 215,512.40 216 13,141 SH Sole 28, 33 13,141 FIRST MIDWEST BANCORP COMMON 28, 30, COM STK USD0.01 STOCK 320867104 1,138,521.60 1,139 98,830 SH Sole 33 98,830 FIRST NIAGARA FINANCIAL COMMON 8, 25, GROUP INC COM STOCK 33582V108 7,355,870.58 7,356 526,171 SH Sole 28, 33 526,171 FIRST OF LONG ISLAND COMMON 8, 28, CORP COM STK USD0.10 STOCK 320734106 1,044,113.56 1,044 36,116 SH Sole 30 36,116 FIRST PLACE FINANCIAL/OHIO COM STK COMMON USD0.01 STOCK 33610T109 957.87 1 367 SH Sole 33 367 FIRST REPUBLIC BANK SAN COMMON FRANCISCO USD0.01 STOCK 33616C100 427,336.00 427 14,675 SH Sole 30 14,675 FIRST SECURITY GROUP COMMON INC-TN COM USD STOCK 336312103 819.00 1 900 SH Sole 33 900 FIRST SOLAR INC COM STK COMMON USD0.001 STOCK 336433107 2,958,993.18 2,959 22,737 SH Sole 28 22,737 FIRST SOURCE CORP COM COMMON 8, 28, STK NPV STOCK 336901103 340,618.96 341 16,829 SH Sole 33 16,829 FIRST SOUTH BANCORP INC COMMON COM STK USD0.01 STOCK 33646W100 50,026.04 50 7,732 SH Sole 28, 33 7,732 FIRSTCITY FINANCIAL CORP COMMON COM STK USD0.01 STOCK 33761X107 8,050.00 8 1,000 SH Sole 33 1,000 FIRSTENERGY CORP COM STK COMMON USD0.10 STOCK 337932107 6,167,606.04 6,168 166,602 SH Sole 28, 41 166,602 FIRSTMERIT CORP COM STK COMMON NPV STOCK 337915102 6,135,612.44 6,136 310,036 SH Sole 8, 28 310,036 FISERV INC COM STK COMMON USD0.01 STOCK 337738108 3,674,112.96 3,674 62,741 SH Sole 28 62,741 FISHER COMMUNICATIONS COMMON INC COM STK USD1.25 STOCK 337756209 130,800.00 131 6,000 SH Sole 28, 33 6,000 FIVE STAR QUALITY CARE COMMON 8, 28, INC COM STK USD0.01 STOCK 33832D106 661,391.43 661 93,549 SH Sole 33 93,549 FLAGSTAR BANCORP USD0.01 COMMON STOCK 337930507 75,350.01 75 46,227 SH Sole 28 46,227 FLAGSTONE REINSURANCE COMMON HLDGS SA USD0.01 STOCK L3466T104 512,744.40 513 40,694 SH Sole 28, 33 40,694 FLEETCOR TECHNOLOGIES COMMON INC USD0.001 STOCK 339041105 154,600.00 155 5,000 SH Sole 8 5,000 FLEXTRONICS INTERNATIONAL ORD COMMON USD0.01 STOCK Y2573F102 2,818,150.00 2,818 359,000 SH Sole 37 359,000 FLIR SYSTEMS INC COM STK COMMON USD0.01 STOCK 302445101 1,980,041.00 1,980 66,556 SH Sole 28 66,556 FLOW INTERNATIONAL COM COMMON STK USD0.01 STOCK 343468104 157,894.45 158 38,605 SH Sole 28, 33 38,605 FLOWERS FOODS INC COM COMMON STK USD0.01 STOCK 343498101 4,228,556.67 4,229 157,137 SH Sole 11, 28 157,137 FLOWSERVE CORP COM STK COMMON USD1.25 STOCK 34354P105 6,804,243.06 6,804 57,073 SH Sole 11, 28 57,073 FLUOR CORP(NEW) COM STK COMMON 28, 31, USD0.01 STOCK 343412102 21,383,095.90 21,383 322,715 SH Sole 43, 50 322,715 FLUSHING FINANCIAL CORP COMMON 8, 28, COM STK USD0.01 STOCK 343873105 457,842.00 458 32,703 SH Sole 33 32,703 FMC CORP COM STK USD0.10 COMMON STOCK 302491303 2,438,802.03 2,439 30,527 SH Sole 28 30,527 FMC TECHNOLOGIES INC COM COMMON 23, 28, STK USD0.01 STOCK 30249U101 16,399,805.14 16,400 184,454 SH Sole 50 184,454 FNB CORP PA COM STK COMMON 8, 28, USD0.01 STOCK 302520101 1,366,354.80 1,366 139,140 SH Sole 33 139,140 FNB UNITED CORP COM STK COMMON USD2.50 STOCK 302519103 315.00 0 1,000 SH Sole 33 1,000 FOOT LOCKER INC COM STK COMMON USD0.01 STOCK 344849104 6,239,709.36 6,240 318,028 SH Sole 28, 33 318,028 FORCE PROTECTION INC COM COMMON STK USD0.001 STOCK 345203202 287,313.44 287 52,144 SH Sole 28 52,144 FORD MOTOR CO COM STK 23, 28, USD0.01 COMMON 34, 38, STOCK 345370860 42,398,510.96 42,399 2,525,224 SH Sole 43, 50 2,525,224 FOREST CITY ENTERPRISES COMMON INC CLASS'A'COM STK STOCK 345550107 7,329,997.65 7,330 439,185 SH Sole 26, 33 439,185 FOREST LABORATORIES INC COMMON 28, 35, COM STK USD0.10 STOCK 345838106 10,732,168.20 10,732 335,590 SH Sole 43 335,590 FOREST OIL CORP COM STK COMMON USD0.10 STOCK 346091705 8,554,337.24 8,554 225,292 SH Sole 28 225,292 FORESTAR GROUP INC USD1 COMMON STOCK 346233109 527,025.10 527 27,307 SH Sole 28 27,307 FORMFACTOR INC COM STK COMMON USD0.001 STOCK 346375108 338,780.88 339 38,151 SH Sole 28, 33 38,151 FORRESTER RESEARCH INC COMMON 11, 25, COM STK USD0.01 STOCK 346563109 2,925,717.45 2,926 82,905 SH Sole 26, 28 82,905
7 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- FORTINET INC USD0.001 COMMON STOCK 34959E109 1,673,918.40 1,674 51,744 SH Sole 28, 47 51,744 FORTUNE BRANDS INC COM COMMON STK USD3.125 STOCK 349631101 3,874,737.75 3,875 64,311 SH Sole 28 64,311 FORWARD AIR CORPORATION COMMON COM STK USD0.01 STOCK 349853101 617,406.90 617 21,755 SH Sole 28 21,755 FOSSIL INC COM STK COMMON USD0.01 STOCK 349882100 10,602,376.88 10,602 150,431 SH Sole 23, 28 150,431 FOSTER WHEELER AG CHF3 COMMON STOCK H27178104 6,169,103.72 6,169 178,711 SH Sole 35, 43 178,711 FOSTER(L.B.)& CO COMMON CLASS'A'USD0.01 STOCK 350060109 316,466.20 316 7,730 SH Sole 28 7,730 FPIC INSURANCE GROUP INC COMMON COM STK USD0.10 STOCK 302563101 278,715.36 279 7,541 SH Sole 28, 33 7,541 FRANKLIN COVEY CO COM COMMON STK USD0.05 STOCK 353469109 42,975.77 43 5,003 SH Sole 28, 33 5,003 FRANKLIN ELECTRIC CO INC COMMON COM STK USD0.10 STOCK 353514102 690,090.52 690 17,731 SH Sole 28, 33 17,731 FRANKLIN RESOURCES INC 23, 28, COM STK USD0.10 COMMON 34, 50, STOCK 354613101 18,613,773.75 18,614 167,375 SH Sole 51 167,375 FRED'S INC CLASS'A'COM COMMON STK NPV STOCK 356108100 459,377.60 459 33,385 SH Sole 28, 33 33,385 FREEPORT-MCMORAN 11, 23, COPPER & GOLD INC COM 28, 34, STK USD0.10 COMMON 43, 47, STOCK 35671D857 62,684,458.11 62,684 521,979 SH Sole 51 521,979 FREIGHTCAR AMERICA INC COMMON 28, 33, COM STK USD0.01 STOCK 357023100 5,151,262.12 5,151 177,998 SH Sole 39 177,998 FREQUENCY ELECTRONICS COMMON INC COM STK USD1 STOCK 358010106 6,039.00 6 900 SH Sole 33 900 FRESH DEL MONTE PRODUCE COMMON NV COM STK USD0.01 STOCK G36738105 781,458.95 781 31,321 SH Sole 28, 33 31,321 FRESH MARKET INC (THE) COMMON 8, 11, USD0.01 STOCK 35804H106 1,697,357.60 1,697 41,198 SH Sole 28, 47 41,198 FRIEDMAN INDUSTRIES INC COMMON COM STK USD1 STOCK 358435105 5,250.00 5 600 SH Sole 33 600 FRONTIER COMMUNICATIONS COMMON CORP CLASS'B'COM STK STOCK 35906A108 4,085,568.62 4,086 419,894 SH Sole 28 419,894 FRONTIER OIL CORP COM COMMON STK NPV STOCK 35914P105 3,828,493.76 3,828 212,576 SH Sole 28, 33 212,576 FRONTLINE LTD COM STK COMMON USD2.50 STOCK G3682E127 1,322,360.51 1,322 52,123 SH Sole 37 52,123 FROZEN FOOD EXPRESS INDUSTRIES INC COM STK COMMON USD1.50 STOCK 359360104 3,552.00 4 800 SH Sole 33 800 FSI INTERNATIONAL COM COMMON STK NPV STOCK 302633102 126,425.26 126 28,603 SH Sole 28 28,603 FTI CONSULTING INC COM COMMON STK USD0.01 STOCK 302941109 3,440,422.08 3,440 92,286 SH Sole 28 92,286 FUEL SYSTEMS SOLUTIONS COMMON INC COM STK USD0.001 STOCK 35952W103 338,281.32 338 11,514 SH Sole 28 11,514 FUELCELL ENERGY INC COM COMMON STK USD0.0001 STOCK 35952H106 174,800.01 175 75,671 SH Sole 28 75,671 FUEL-TECH INC COM STK COMMON USD0.01 STOCK 359523107 132,900.77 133 13,687 SH Sole 28 13,687 FULLER(H.B.)CO COM STK COMMON USD1 STOCK 359694106 1,058,955.12 1,059 51,606 SH Sole 8, 28 51,606 FULTON FINANCIAL CORP COMMON COM STK USD2.50 STOCK 360271100 4,184,918.54 4,185 404,731 SH Sole 28, 33 404,731 FURIEX PHARMACEUTICALS COMMON INC USD0.001(WI) STOCK 36106P101 104,748.05 105 7,249 SH Sole 28 7,249 FURMANITE CORP COM STK COMMON NPV STOCK 361086101 196,050.52 196 28,372 SH Sole 28, 33 28,372 FURNITURE BRANDS INTL COMMON INC COM STK USD1 STOCK 360921100 224,849.30 225 43,745 SH Sole 28, 33 43,745 FX ENERGY INC COM STK COMMON USD0.001 STOCK 302695101 216,000.30 216 35,122 SH Sole 28 35,122 G & K SERVICES INC COMMON CLASS'A'COM STK USD0.50 STOCK 361268105 468,750.15 469 15,165 SH Sole 28, 33 15,165 GAIAM INC CLASS'A'COM COMMON STK USD0.0001 STOCK 36268Q103 100,184.70 100 13,011 SH Sole 28 13,011 GAIN CAPITAL HLDGS INC COMMON USD0.00001 STOCK 36268W100 514,629.60 515 55,938 SH Sole 30 55,938 GALLAGHER(ARTHUR J.)& CO COMMON COM USD1 STOCK 363576109 7,838,077.80 7,838 269,535 SH Sole 25, 28 269,535 GAMCO INVESTORS INC COM COMMON STK USD0.01 STOCK 361438104 252,436.58 252 5,258 SH Sole 28 5,258 GAMESTOP CORPORATION NEW COMMON 28, 33, CLASS 'A' COM USD0.001 STOCK 36467W109 4,076,072.00 4,076 178,150 SH Sole 35 178,150 GANNETT CO INC COM STK COMMON USD1 STOCK 364730101 1,520,106.24 1,520 100,736 SH Sole 28 100,736 GAP INC COM STK USD0.05 COMMON STOCK 364760108 4,103,405.46 4,103 185,339 SH Sole 28 185,339 GARDNER DENVER INC COM COMMON 5, 28, STK USD0.01 STOCK 365558105 11,611,860.96 11,612 168,728 SH Sole 47 168,728 GARMIN LTD SHS COMMON STOCK H2906T109 2,011,251.00 2,011 64,900 SH Sole 35 64,900 GARTNER INC COM STK COMMON USD0.0005 STOCK 366651107 4,955,199.60 4,955 149,253 SH Sole 8, 28 149,253 GASTAR EXPL LTD COM NEW COMMON STOCK 367299203 179,912.00 180 41,840 SH Sole 28 41,840 GATX CORP COM STK COMMON USD0.625 STOCK 361448103 3,337,629.12 3,338 94,604 SH Sole 28, 33 94,604 GAYLORD ENTERTAINMENT CO COMMON 26, 28, COM STK USD0.01(NEW) STOCK 367905106 1,466,531.70 1,467 40,805 SH Sole 33 40,805 GENCO SHIPPING & TRADING COMMON LIMITED COM STK USD0.01 STOCK Y2685T107 343,137.60 343 23,829 SH Sole 28, 33 23,829 GENCOR INDS INC COM STK COMMON USD0.10 STOCK 368678108 3,592.80 4 499 SH Sole 33 499 GENCORP INC COM STK COMMON USD0.10 STOCK 368682100 228,632.91 229 44,223 SH Sole 28 44,223 GENERAC HLDGS USD0.01 COMMON STOCK 368736104 239,235.15 239 14,795 SH Sole 28 14,795 GENERAL CABLE CORP COM COMMON 5, 30, STK USD0.01 STOCK 369300108 5,186,302.00 5,186 147,800 SH Sole 33 147,800 GENERAL COMMUNICATIONS COMMON CLASS'A'COM NPV STOCK 369385109 468,040.20 468 36,970 SH Sole 28, 33 36,970 GENERAL DYNAMICS CORP COMMON 19, 28, COM STK USD1 STOCK 369550108 14,181,710.80 14,182 199,855 SH Sole 37 199,855 GENERAL ELECTRIC CO. COM 19, 23, STK USD0.06 28, 34, COMMON 37, 41, STOCK 369604103 119,544,427.66 119,544 6,536,054 SH Sole 51 6,536,054 GENERAL MARITIME COMMON CORP(NEW) USD0.01 STOCK Y2693R101 210,109.25 210 64,649 SH Sole 28, 33 64,649 GENERAL MILLS INC COM 23, 28, STK USD0.1 COMMON 31, 34, STOCK 370334104 52,850,509.38 52,851 1,484,982 SH Sole 47 1,484,982 GENERAL MOLY INC COM STK COMMON USD0.10 STOCK 370373102 313,755.12 314 48,419 SH Sole 28 48,419 GENERAL MOTORS CO USD0.01 11, 19, 23, 34, COMMON 41, 51, STOCK 37045V100 11,267,585.96 11,268 305,686 SH Sole 53 305,686 GENESCO INC COM STK USD1 COMMON 8, 28, STOCK 371532102 929,527.06 930 24,794 SH Sole 33 24,794 GENESEE & WYOMING INC COMMON CLASS'A'COM STK USD0.01 STOCK 371559105 2,060,072.70 2,060 38,906 SH Sole 25, 28 38,906 GENMARK DIAGNOSTICS INC COMMON USD0.0001 STOCK 372309104 48,262.00 48 11,800 SH Sole 8 11,800 GENOMIC HEALTH INC COM COMMON STK USD0.0001 STOCK 37244C101 228,231.30 228 10,670 SH Sole 28 10,670 GENON ENERGY INC USD0.001 COMMON STOCK 37244E107 57,353.84 57 15,054 SH Sole 33 15,054 GENOPTIX INC COM STK COMMON USD0.001 STOCK 37243V100 264,016.62 264 13,881 SH Sole 28 13,881 GEN-PROBE INC COM GEN COMMON 23, 26, PROBE INC COM STOCK 36866T103 7,189,186.80 7,189 123,208 SH Sole 28 123,208 GENTEX CORP COM STK COMMON USD0.06 STOCK 371901109 13,363,809.96 13,364 452,091 SH Sole 11, 28 452,091 GENTIVA HEALTH SERVICES COMMON 8, 28, INC COM STK USD0.01 STOCK 37247A102 1,018,248.00 1,018 38,280 SH Sole 33 38,280 GENUINE PARTS CO COM STK COMMON USD1 STOCK 372460105 5,147,502.42 5,148 100,263 SH Sole 23, 28 100,263 GENWORTH FINANCIAL INC COMMON COM STK USD0.001 STOCK 37247D106 4,205,838.06 4,206 320,079 SH Sole 28, 51 320,079 GENZYME CORP COM STK COMMON USD0.01 STOCK 372917104 7,780,308.80 7,780 109,274 SH Sole 28 109,274 GEO GROUP INC COM USD0.01 COMMON 28, 30, STOCK 36159R103 1,611,506.34 1,612 65,349 SH Sole 33 65,349 GEOEYE INC COM STK COMMON USD0.01 STOCK 37250W108 707,955.39 708 16,701 SH Sole 28 16,701 GEOKINETICS INC COM STK COMMON USD0.01 STOCK 372910307 10,284.03 10 1,107 SH Sole 33 1,107 GEOMET INC COM STK NPV COMMON STOCK 37250U201 4,025.00 4 3,500 SH Sole 33 3,500 GEORESOURCES INC COM STK COMMON USD0.01 STOCK 372476101 235,359.37 235 10,597 SH Sole 28, 33 10,597 GEORGIA GULF CORP COM COMMON STK USD0.01 STOCK 373200302 617,283.36 617 25,656 SH Sole 28 25,656 GERBER SCIENTIFIC INC COMMON COM STK USD1 STOCK 373730100 180,962.78 181 22,994 SH Sole 28, 33 22,994 GERMAN AMERICAN BANCORP COMMON 8, 28, INC COM STK NPV STOCK 373865104 209,894.17 210 11,398 SH Sole 33 11,398 GERON CORP COM STK COMMON USD0.001 STOCK 374163103 467,993.57 468 90,521 SH Sole 28 90,521 GETTY REALTY CORP COM COMMON STK USD0.10 STOCK 374297109 735,455.36 735 23,512 SH Sole 8, 28 23,512 GFI GROUP INC COMMON STOCK 361652209 297,838.45 298 63,505 SH Sole 8, 28 63,505 GIBRALTAR INDS INC COM COMMON 25, 28, USD0.01 STOCK 374689107 7,568,124.70 7,568 557,710 SH Sole 33, 39 557,710 G-III APPAREL GROUP COM COMMON 25, 28, STK USD0.01 STOCK 36237H101 2,310,233.75 2,310 65,725 SH Sole 33, 47 65,725 GILEAD SCIENCES INC COM COMMON 23, 28, STK USD0.001 STOCK 375558103 37,491,077.28 37,491 1,034,522 SH Sole 37, 39 1,034,522 GLACIER BANCORP COM STK COMMON USD0.01 STOCK 37637Q105 803,700.90 804 53,190 SH Sole 28 53,190 GLADSTONE CAP CORP COM COMMON USD0.001 STOCK 376535100 263,543.04 264 22,877 SH Sole 8, 28 22,877 GLADSTONE COMMERICAL COMMON CORP COM STK US0.001 STOCK 376536108 154,744.94 155 8,218 SH Sole 28 8,218 GLADSTONE INVESTMENT COMMON CORP COM STK USD1 STOCK 376546107 133,744.95 134 17,483 SH Sole 28 17,483 GLATFELTER(P.H.)CO COM COMMON STK USD0.01 STOCK 377316104 465,671.04 466 37,952 SH Sole 28, 33 37,952 GLEACHER & CO INC USD0.01 COMMON STOCK 377341102 148,824.15 149 62,795 SH Sole 28 62,795 GLOBAL CASH ACCESS HOLD COMMON INC USD0.001 STOCK 378967103 152,424.58 152 47,782 SH Sole 8, 28 47,782 GLOBAL CROSSING LT COM COMMON USD0.01 STOCK G3921A175 297,521.76 298 23,028 SH Sole 28 23,028 GLOBAL GEOPHYSICAL COMMON SERVICES COM STK USD0.01 STOCK 37946S107 3,114.00 3 300 SH Sole 8 300 GLOBAL INDEMNITY PLC COMMON USD0.0001 STOCK G39319101 254,357.10 254 12,438 SH Sole 28, 33 12,438 GLOBAL INDUSTRIES COM COMMON 8, 28, STK USD0.01 STOCK 379336100 759,056.76 759 109,532 SH Sole 33 109,532 GLOBAL PAYMENTS INC COM COMMON STK USD0.001 STOCK 37940X102 7,315,782.36 7,316 158,316 SH Sole 28 158,316 GLOBAL SOURCES COM STK COMMON USD0.01 STOCK G39300101 140,515.20 141 14,760 SH Sole 28 14,760 GLOBALSTAR INC COM STK COMMON USD0.0001 STOCK 378973408 81,336.30 81 56,094 SH Sole 28 56,094 GLOBE SPECIALTY METALS COMMON INC USD0.0001 STOCK 37954N206 1,525,231.23 1,525 89,247 SH Sole 28, 47 89,247 GLOBECOMM SYSTEMS INC COMMON COM STK USD0.001 STOCK 37956X103 196,160.00 196 19,616 SH Sole 28, 33 19,616 GMX RESOURCES INC COM NPV COMMON STOCK 38011M108 132,855.36 133 24,068 SH Sole 28 24,068 GOLAR LNG COM STK USD1.00 COMMON STOCK G9456A100 409,442.78 409 27,278 SH Sole 28 27,278 GOLDEN STAR RESOURCES COMMON COM NPV STOCK 38119T104 875,202.84 875 190,676 SH Sole 28 190,676 GOLDMAN SACHS GROUP INC 11, 19, COM STK USD0.01 23, 28, COMMON 40, 41, STOCK 38141G104 64,699,391.84 64,699 384,749 SH Sole 50, 51 384,749 GOLFSMITH INTL HLDGS INC COMMON COM STK USD0.001 STOCK 38168Y103 1,694.00 2 700 SH Sole 33 700 GOLUB CAPITAL BDC INC COMMON USD0.001 STOCK 38173M102 97,686.72 98 5,706 SH Sole 28 5,706 GOODRICH CORP COM STK 23, 28, USD5 COMMON 43, 47, STOCK 382388106 39,333,647.26 39,334 446,618 SH Sole 50 446,618 GOODRICH PETROLEUM CORPORATION COM STK COMMON USD0.20 STOCK 382410405 321,982.92 322 18,253 SH Sole 28 18,253 GOODYEAR TIRE & RUBR CO COMMON COM STOCK 382550101 1,220,846.25 1,221 103,025 SH Sole 28 103,025 GOOGLE INC COM STK 23, 28, USD0.001 CLS'A' 34, 38, COMMON 40, 47, STOCK 38259P508 150,607,627.17 150,608 253,561 SH Sole 50, 53 253,561 GORDMANS STORES INC COMMON USD0.001 STOCK 38269P100 800,759.28 801 47,778 SH Sole 30 47,778 GORMAN-RUPP CO COM STK COMMON NPV STOCK 383082104 298,184.32 298 9,226 SH Sole 28 9,226 GP STRATEGIES CORP COM COMMON 8, 28, STK USD0.01 STOCK 36225V104 226,529.28 227 22,122 SH Sole 33 22,122 GRACE(W.R.)& CO COM STK COMMON USD0.01 STOCK 38388F108 1,860,449.67 1,860 52,959 SH Sole 28 52,959 GRACO INC COM STK USD1 COMMON 5, 11, STOCK 384109104 9,333,909.45 9,334 236,601 SH Sole 28, 47 236,601 GRAFTECH INTL LTD COM COMMON 5, 8, USD0.01 STOCK 384313102 4,284,467.84 4,284 215,951 SH Sole 28 215,951 GRAHAM CORP COM STK COMMON USD0.10 STOCK 384556106 149,780.00 150 7,489 SH Sole 28 7,489 GRAHAM PACKAGING CO INC COMMON USD0.01 STOCK 384701108 175,322.80 175 13,445 SH Sole 28 13,445 GRAINGER(W.W.) INC COM COMMON 11, 23, STK USD0.50 STOCK 384802104 16,727,054.54 16,727 121,114 SH Sole 28, 53 121,114 GRAND CANYON EDUCATION COMMON INC USD0.01 STOCK 38526M106 726,886.95 727 37,105 SH Sole 28, 30 37,105 GRANITE CONSTRUCTION COM COMMON STK USD0.01 STOCK 387328107 2,571,507.64 2,572 93,748 SH Sole 28 93,748 GRAPHIC PACKAGING HLDG COMMON CO USD0.01 STOCK 388689101 397,137.88 397 102,092 SH Sole 28, 33 102,092 GRAY TELEVISION INC. COMMON STOCK 389375106 85,212.16 85 45,568 SH Sole 28, 33 45,568 GREAT LAKES DREDGE & DOCK CORP NEW COM STK COMMON USD0.01 STOCK 390607109 361,763.82 362 49,086 SH Sole 28, 33 49,086 GREAT PLAINS ENERGY INC COMMON 23, 28, COM STK NPV STOCK 391164100 6,440,912.03 6,441 332,177 SH Sole 30 332,177 GREAT SOUTHERN BANCORPORATION INC COM COMMON STK USD0.01 STOCK 390905107 207,238.15 207 8,785 SH Sole 28, 33 8,785 GREAT WOLF RESORTS INC COMMON COM STK USD0.01 STOCK 391523107 4,454.00 4 1,700 SH Sole 33 1,700 GREATBATCH INC COM STK COMMON 8, 28, USD0.001 STOCK 39153L106 1,009,880.55 1,010 41,817 SH Sole 33 41,817 GREEN BANKSHARES INC COM COMMON STK USD2 STOCK 394361208 35,136.00 35 10,980 SH Sole 28, 33 10,980 GREEN MOUNTAIN COFFEE ROASTERS INC COM STK COMMON USD0.10 STOCK 393122106 10,778,868.64 10,779 328,024 SH Sole 28, 50 328,024 GREEN PLAINS RENEWABLE ENERGY INC COM STK COMMON USD0.001 STOCK 393222104 172,075.32 172 15,282 SH Sole 28, 33 15,282 GREENBRIER COMPANIES INC COMMON COM STK USD0.001 STOCK 393657101 348,853.80 349 16,620 SH Sole 28, 33 16,620 GREENHILL & CO INC COM COMMON 5, 11, STK USD0.01 STOCK 395259104 10,879,857.68 10,880 133,201 SH Sole 26, 28 133,201 GREENLIGHT CAPITAL RE LTD CLS'A'COM STK COMMON USD0.10 STOCK G4095J109 1,199,881.55 1,200 44,755 SH Sole 26, 28 44,755 GREIF INC COM STK COMMON CLASS'A' NPV STOCK 397624107 3,828,081.70 3,828 61,843 SH Sole 28 61,843 GRIFFON CORP COM STK COMMON USD0.25 STOCK 398433102 462,283.64 462 36,286 SH Sole 28, 33 36,286 GROUP 1 AUTOMOTIVE INC COMMON COM STK NPV STOCK 398905109 872,449.92 872 20,892 SH Sole 28, 33 20,892 GSI COMMERCE COMMON 11, 26, STOCK 36238G102 4,608,749.60 4,609 198,653 SH Sole 28 198,653 GSI TECHNOLOGY INC COM COMMON STK USD0.001 STOCK 36241U106 139,376.70 139 17,207 SH Sole 28, 33 17,207 GT SOLAR INTERNATIONAL COMMON INC COM STK NPV STOCK 3623E0209 649,717.92 650 71,241 SH Sole 11, 28 71,241 GTSI CORP COM STK COMMON USD0.005 STOCK 36238K103 4,700.00 5 1,000 SH Sole 33 1,000 GUARANTY BANCROP COMMON STOCK 40075T102 7,332.00 7 5,200 SH Sole 33 5,200 GUESS INC COM STK USD0.01 COMMON 28, 51, STOCK 401617105 9,216,563.72 9,217 194,771 SH Sole 53 194,771 GULF ISLAND FABRICATION COMMON 8, 28, INC COM STK NPV STOCK 402307102 393,702.78 394 13,971 SH Sole 33 13,971 GULFMARK OFFSHORE INC COMMON 8, 28, USD0.01 CLASS A STOCK 402629208 1,020,345.60 1,020 33,564 SH Sole 33 33,564 GULFPORT ENERGY CORP COM COMMON 8, 11, STK USD0.01 STOCK 402635304 1,784,847.65 1,785 82,441 SH Sole 28 82,441 H&E EQUIPMENT SERVICES COMMON 28, 30, LLC USD0.01 STOCK 404030108 1,154,512.45 1,155 99,785 SH Sole 33 99,785 HACKETT GROUP INC COM COMMON STOCK 404609109 14,040.00 14 4,000 SH Sole 33 4,000 HAEMONETICS CORP COM STK COMMON 11, 25, USD0.01 STOCK 405024100 3,387,332.52 3,387 53,614 SH Sole 28 53,614 HAIN CELESTIAL GROUP INC COMMON COM STK USD0.01 STOCK 405217100 907,754.76 908 33,546 SH Sole 28, 33 33,546 HALLIBURTON CO COM STK 11, 23, USD2.50 28, 38, COMMON 41, 47, STOCK 406216101 56,527,256.82 56,527 1,384,454 SH Sole 50 1,384,454 HALLMARK FINANCIAL SERVICES INC COM STK COMMON 8, 28, USD0.18 STOCK 40624Q203 152,088.30 152 16,713 SH Sole 33 16,713 HALOZYME THERAPEUTICS COMMON INC COM STK USD0.001 STOCK 40637H109 478,962.00 479 60,475 SH Sole 8, 28 60,475 HAMPTON ROADS BANKSHARES COMMON INC COM STK USD0.625 STOCK 409321106 749.84 1 1,442 SH Sole 33 1,442 HANCOCK HOLDING CO COM COMMON STK USD3.33 STOCK 410120109 758,065.56 758 21,746 SH Sole 28 21,746 HANESBRANDS INC COM STK COMMON USD0 STOCK 410345102 4,834,001.00 4,834 190,315 SH Sole 28 190,315 HANGER ORTHOPEDIC USD0.01 COMMON 28, 33, STOCK 41043F208 1,177,083.31 1,177 55,549 SH Sole 47 55,549 HANMI FINANCIAL CORP COMMON USD0.001 STOCK 410495105 97,421.10 97 84,714 SH Sole 28, 33 84,714 HANOVER INSURANCE GROUP 11, 28, INC COM STK USD0.01 COMMON 30, 33, STOCK 410867105 10,784,237.44 10,784 230,827 SH Sole 39 230,827 HANSEN MEDICAL INC COM COMMON STK USD0.0001 STOCK 411307101 31,787.28 32 21,624 SH Sole 28 21,624
8 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HANSEN NATURAL CORP COM COMMON STK USD0.005 STOCK 411310105 7,506,101.00 7,506 143,575 SH Sole 23, 28 143,575 HARDINGE INC COM STK COMMON USD0.01 STOCK 412324303 8,766.00 9 900 SH Sole 33 900 HARLEY DAVIDSON COM STK COMMON USD0.01 STOCK 412822108 4,836,152.97 4,836 139,491 SH Sole 11, 28 139,491 HARLEYSVILLE GROUP INC COMMON 11, 28, COM STK USD1 STOCK 412824104 1,149,557.86 1,150 31,289 SH Sole 33 31,289 HARMAN INTERNATIONAL COMMON INDUSTRIES INC COM STK STOCK 413086109 1,368,257.60 1,368 29,552 SH Sole 28 29,552 HARMONIC INC COM STK COMMON USD0.001 STOCK 413160102 2,588,577.07 2,589 302,051 SH Sole 25, 28 302,051 HARRIS & HARRIS COM STK COMMON USD0.01 STOCK 413833104 116,105.04 116 26,508 SH Sole 28, 33 26,508 HARRIS CORP COM STK USD1 COMMON STOCK 413875105 2,442,847.80 2,443 53,926 SH Sole 28 53,926 HARSCO CORP COM STK COMMON 23, 25, USD1.25 STOCK 415864107 13,156,027.68 13,156 464,549 SH Sole 28, 39 464,549 HARTE-HANKS INC COM STK COMMON USD1 STOCK 416196103 1,360,528.57 1,361 106,541 SH Sole 28, 33 106,541 HARTFORD FINANCIAL COMMON 19, 28, SERVICES GRP INC COM STK STOCK 416515104 8,992,957.65 8,993 339,485 SH Sole 34 339,485 HARVARD BIOSCIENCE INC COMMON COM STK USD0.001 STOCK 416906105 8,180.00 8 2,000 SH Sole 33 2,000 HARVEST NATURAL RESOURCES COM STK COMMON USD0.01 STOCK 41754V103 359,051.51 359 29,503 SH Sole 28, 33 29,503 HASBRO INC COM STK COMMON 11, 28, USD0.50 STOCK 418056107 10,236,361.52 10,236 216,964 SH Sole 43 216,964 HAVERTY FURNITURE COS COMMON 28, 30, INC COM STK USD1 STOCK 419596101 386,557.38 387 29,781 SH Sole 33 29,781 HAWAIIAN ELECTRIC COMMON INDUSTRIES COM STK NPV STOCK 419870100 4,263,917.84 4,264 187,096 SH Sole 28 187,096 HAWAIIAN HLDGS INC COM COMMON 8, 28, STOCK 419879101 980,619.36 981 125,079 SH Sole 30, 33 125,079 HAWKINS INC COM STK COMMON USD0.10 STOCK 420261109 545,720.40 546 12,291 SH Sole 11, 28 12,291 HAYNES INTERNATIONAL INC COMMON 25, 28, COM STK USD0.001 STOCK 420877201 1,798,982.81 1,799 43,007 SH Sole 33 43,007 HCC INSURANCE HLDG COM 23, 28, STK USD1 COMMON 30, 33, STOCK 404132102 21,459,328.34 21,459 741,511 SH Sole 35 741,511 HEADWATERS INC COM STK COMMON USD0.001 STOCK 42210P102 241,320.20 241 52,690 SH Sole 28, 33 52,690 HEALTH MANAGEMENT ASSOCIATES INC COMMON 28, 30, CLASS'A'COM STK STOCK 421933102 6,245,399.16 6,245 654,654 SH Sole 47 654,654 HEALTH NET INC COM STK COMMON USD0.001 STOCK 42222G108 5,217,056.59 5,217 191,171 SH Sole 28, 33 191,171 HEALTHCARE SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 421906108 1,187,042.93 1,187 72,959 SH Sole 11, 28 72,959 HEALTHSOUTH CORP COM STK COMMON USD0.01(REV SPLIT) STOCK 421924309 1,446,344.98 1,446 69,838 SH Sole 28 69,838 HEALTHSPRING USD0.01 COMMON 8, 28, STOCK 42224N101 1,715,350.21 1,715 64,657 SH Sole 33 64,657 HEALTHWAYS INC COM STK COMMON 5, 28, USD0.001 STOCK 422245100 1,433,435.04 1,433 128,444 SH Sole 33 128,444 HEARTLAND EXPRESS INC COMMON COM STK USD0.01 STOCK 422347104 736,711.74 737 45,987 SH Sole 8, 28 45,987 HEARTLAND FINANCIAL USA COMMON 8, 28, INC COM STK USD1 STOCK 42234Q102 254,322.36 254 14,566 SH Sole 33 14,566 HEARTLAND PAYMENT SYSTEMS INC COM STK COMMON USD0.001 STOCK 42235N108 440,395.20 440 28,560 SH Sole 28 28,560 HEARTWARE INTERNATIONAL COMMON INC USD0.001 STOCK 422368100 1,129,477.86 1,129 12,898 SH Sole 28, 47 12,898 HECKMANN CORP COM STK COMMON USD0.001 STOCK 422680108 339,228.23 339 67,441 SH Sole 28 67,441 HECLA MINING CO COM STK COMMON USD0.25 STOCK 422704106 2,190,565.44 2,191 194,544 SH Sole 8, 28 194,544 HEELYS INC COM COMMON STOCK 42279M107 6,688.00 7 2,200 SH Sole 33 2,200 HEICO CORP COM STK COMMON USD0.01 STOCK 422806109 3,791,069.73 3,791 74,291 SH Sole 11, 28 74,291 HEIDRICK & STRUGGLES COM COMMON STK USD0.01 STOCK 422819102 409,609.05 410 14,297 SH Sole 28, 33 14,297 HEINZ(H.J.)CO COM STK COMMON USD0.25 STOCK 423074103 13,469,095.58 13,469 272,323 SH Sole 23, 28 272,323 HELEN OF TROY COM STK COMMON 8, 28, USD0.10 STOCK G4388N106 1,698,005.30 1,698 57,095 SH Sole 33 57,095 HELIX ENERGY SOLUTIONS COMMON 28, 30, GROUP INC COM STK NPV STOCK 42330P107 5,025,170.90 5,025 413,935 SH Sole 33, 43 413,935 HELMERICH & PAYNE INC COMMON COM STK USD0.10 STOCK 423452101 2,162,111.04 2,162 44,598 SH Sole 28 44,598 HENRY JACK & ASSOCIATES COMMON INC COM STK USD0.01 STOCK 426281101 6,967,578.75 6,968 239,025 SH Sole 11, 28 239,025 HENRY SCHEIN INC COM STK COMMON NPV STOCK 806407102 11,255,365.38 11,255 183,342 SH Sole 28 183,342 HERBALIFE LTD COMMON STOCK G4412G101 1,640,880.00 1,641 24,000 SH Sole 23 24,000 HERCULES OFFSHORE INC COMMON COM STK NPV STOCK 427093109 334,671.96 335 96,726 SH Sole 28, 33 96,726 HERCULES TECHNOLOGY GROWTH CAP INC COM STK COMMON USD1 STOCK 427096508 1,219,568.84 1,220 117,719 SH Sole 28, 30 117,719 HERITAGE COMMERCE CORP COMMON COM STOCK 426927109 3,592.00 4 800 SH Sole 33 800 HERITAGE FINANCIAL CORP COMMON COM STK NPV STOCK 42722X106 106,488.00 106 7,650 SH Sole 28 7,650 HERLEY INDUSTRIES INC COMMON COM STK USD0.10 STOCK 427398102 184,509.96 185 10,653 SH Sole 28 10,653 HERSHEY CO COM STK USD1 COMMON STOCK 427866108 3,792,085.90 3,792 80,426 SH Sole 23, 28 80,426 HERTZ GLOBAL HOLDINGS COMMON INC COM STK USD0.01 STOCK 42805T105 1,915,578.00 1,916 132,200 SH Sole 35 132,200 HESS CORP COM STK USD1 COMMON 28, 39, STOCK 42809H107 28,558,910.96 28,559 373,124 SH Sole 51 373,124 HEWLETT-PACKARD CO COM COMMON 11, 23, STK USD0.01 STOCK 428236103 51,646,638.10 51,647 1,226,761 SH Sole 28, 41 1,226,761 HEXCEL CORP COM STK COMMON USD0.01 STOCK 428291108 2,547,198.63 2,547 140,807 SH Sole 25, 28 140,807 HFF INC COM STK USD0.01 COMMON CLASS 'A' STOCK 40418F108 140,504.70 141 14,545 SH Sole 28 14,545 HHGREGG INC COM STK COMMON USD0.0001 STOCK 42833L108 205,917.55 206 9,829 SH Sole 28 9,829 HIBBETT SPORTS INC COM COMMON STK USD0.01 STOCK 428567101 1,288,068.30 1,288 34,907 SH Sole 11, 28 34,907 HIGHER ONE HLDG INC COMMON USD0.001 STOCK 42983D104 143,289.09 143 7,083 SH Sole 28 7,083 HILL INTERNATIONAL INC COMMON USD0.0001 STOCK 431466101 135,520.62 136 20,946 SH Sole 28, 33 20,946 HILLENBRAND INC NPV COMMON STOCK 431571108 241,396.00 241 11,600 SH Sole 11 11,600 HILL-ROM HOLDINGS INC COMMON COM STK NPV STOCK 431475102 8,846,163.41 8,846 224,693 SH Sole 28, 39 224,693 HILLTOP HOLDING INC COM COMMON STK USD0.01 STOCK 432748101 347,755.52 348 35,056 SH Sole 28, 33 35,056 HI-TECH PHARMACAL COM COMMON STK USD0.01 STOCK 42840B101 205,887.40 206 8,252 SH Sole 28, 33 8,252 HITTITE MICROWAVE CORP COMMON COM STK USD0.01 STOCK 43365Y104 1,246,314.72 1,246 20,418 SH Sole 28 20,418 HKN INC COM STK USD0.01 COMMON STOCK 40420K103 3,500.00 4 1,000 SH Sole 33 1,000 HMS HOLDING CORP COM STK 5, 11, USD0.01 COMMON 26, 28, STOCK 40425J101 9,798,599.91 9,799 151,283 SH Sole 47 151,283 HNI CORP COM COMMON STOCK 404251100 3,779,380.80 3,779 121,134 SH Sole 28 121,134 HOKU CORP COMMON STOCK 434711107 8,537.76 9 3,234 SH Sole 33 3,234 HOLLYWOOD MEDIA CO COM COMMON STK USD0.01 STOCK 436233100 4,264.00 4 2,600 SH Sole 33 2,600 HOLOGIC INC COM STK COMMON USD0.01 STOCK 436440101 9,718,516.26 9,719 516,393 SH Sole 28 516,393 HOME BANCORP INC USD0.01 COMMON STOCK 43689E107 106,607.48 107 7,714 SH Sole 28, 33 7,714 HOME BANCSHARES INC COM COMMON STK USD0.01 STOCK 436893200 362,635.83 363 16,461 SH Sole 28 16,461 HOME DEPOT INC COM STK COMMON 23, 28, USD0.05 STOCK 437076102 30,389,341.86 30,389 866,781 SH Sole 41, 51 866,781 HOME FEDERAL BANCORP INC COMMON MD COM STK USD0.01 STOCK 43710G105 179,485.56 179 14,628 SH Sole 28, 33 14,628 HONEYWELL INTERNATIONAL 23, 28, INC COM STK USD1 COMMON 34, 37, STOCK 438516106 32,683,246.44 32,683 614,809 SH Sole 41, 51 614,809 HOOKER FURNITURE CORP COMMON 8, 28, COM STK NPV STOCK 439038100 147,559.59 148 10,443 SH Sole 33 10,443 HOPFED BANCORP INC COMMON USD0.01 STOCK 439734104 2,747.88 3 306 SH Sole 33 306 HORACE MANN EDUCATORS COMMON 8, 28, CORP COM STK USD0.001 STOCK 440327104 1,190,387.44 1,190 65,986 SH Sole 30, 33 65,986 HORIZON LINES INC COM COMMON 8, 28, STK USD0.01 CLS'A' STOCK 44044K101 315,186.25 315 72,125 SH Sole 33 72,125 HORIZON TECHNOLOGY COMMON FINANCE CORP USD0.001 STOCK 44045A102 680,595.00 681 47,100 SH Sole 30 47,100 HORMEL FOODS CORP COM COMMON STK USD0.0586 STOCK 440452100 1,490,743.32 1,491 29,082 SH Sole 28 29,082 HORNBECK OFFSHORE SERVICES INC COM STK COMMON USD0.01 STOCK 440543106 404,403.84 404 19,368 SH Sole 28, 33 19,368 HORSEHEAD HOLDING CORPORATION COM STK COMMON 28, 30, USD0.01 STOCK 440694305 1,163,767.84 1,164 89,246 SH Sole 33 89,246 HOSPIRA INC COM STK 11, 28, USD0.01 COMMON 35, 43, STOCK 441060100 14,485,136.07 14,485 260,103 SH Sole 53 260,103 HOT TOPIC INC COM STK NPV COMMON STOCK 441339108 238,303.89 238 38,007 SH Sole 28, 33 38,007 HOUSTON AMER ENERG COM COMMON USD0.001 STOCK 44183U100 253,458.99 253 14,011 SH Sole 28 14,011 HOUSTON WIRE & CABLE CO COMMON COM STK NPV STOCK 44244K109 190,592.64 191 14,181 SH Sole 28 14,181 HOVNANIAN K ENTERPRISES COMMON INC CLASS'A'COM STK STOCK 442487203 162,520.24 163 39,736 SH Sole 28 39,736 HQ SUSTAINABLE MARITIME COMMON INDUSTRIES COM STK STOCK 40426A208 6,201.00 6 1,300 SH Sole 33 1,300 HSN INC USD0.01 COMMON STOCK 404303109 894,228.40 894 29,185 SH Sole 28 29,185 HUB GROUP INC COMMON CLASS'A'COM SHS USD0.01 STOCK 443320106 978,086.76 978 27,834 SH Sole 28 27,834 HUBBELL INC COMMON 23, 28, CLASS'B'USD0.01 STOCK 443510201 15,470,306.53 15,470 257,281 SH Sole 51 257,281 HUDSON CITY BANCORP INC COMMON COM STK USD0.01 STOCK 443683107 10,517,035.62 10,517 825,513 SH Sole 23, 28 825,513 HUDSON HIGHLAND GROUP COMMON INC COM STK USD0.001 STOCK 443792106 165,496.21 165 28,387 SH Sole 28, 33 28,387 HUDSON VALLEY HOLD COM COMMON USD0.20 STOCK 444172100 318,537.40 319 12,865 SH Sole 8, 28 12,865 HUGHES COMMUNICATIONS COMMON INC COM STK USD0.001 STOCK 444398101 296,627.40 297 7,335 SH Sole 28 7,335 HUMAN GENOME SCIENCES COMMON COM STK USD0.01 STOCK 444903108 267,305.21 267 11,189 SH Sole 23 11,189 HUMANA INC COM STK COMMON USD0.166 STOCK 444859102 4,039,866.74 4,040 73,801 SH Sole 19, 28 73,801 HUNT(J.B.)TRANSPORT SERVICES INC COM STK COMMON 5, 11, USD0.01 STOCK 445658107 15,716,665.58 15,717 385,118 SH Sole 28, 43 385,118 HUNTINGTON BANCSHARES COMMON 28, 33, INC COM STK NPV STOCK 446150104 3,402,992.67 3,403 495,341 SH Sole 43 495,341 HUNTSMAN CORP COM USD0.01 COMMON STOCK 447011107 2,156,755.65 2,157 138,165 SH Sole 33, 43 138,165 HURCO COMPANIES INC COM COMMON NPV STOCK 447324104 18,920.00 19 800 SH Sole 33 800 HURON CONSULTING GROUP COMMON INC COM STK USD0.01 STOCK 447462102 440,551.20 441 16,656 SH Sole 28 16,656 HUTCHINSON TECHNOLOGY COMMON INC COM STK USD0.01 STOCK 448407106 77,446.25 77 20,875 SH Sole 28, 33 20,875 HYATT HOTELS CORPS COMMON 'A'USD0.01 STOCK 448579102 3,889,600.00 3,890 85,000 SH Sole 11 85,000 HYPERCOM CORP COM STK COMMON USD0.001 STOCK 44913M105 289,953.54 290 34,642 SH Sole 28 34,642 I D SYSTEMS INC COM COMMON STOCK 449489103 2,412.99 2 729 SH Sole 33 729 IAC/INTERACTIVE CORP COM COMMON STK USD0.01 STOCK 44919P508 203,770.00 204 7,100 SH Sole 33 7,100 IBERIABANK CORP COM STK COMMON 8, 28, USD1 STOCK 450828108 1,518,458.40 1,518 25,680 SH Sole 33 25,680 ICF INTERNATIONAL INC COMMON COM STK USD0.001 STOCK 44925C103 3,496,068.16 3,496 135,928 SH Sole 11, 28 135,928 ICO GLOBAL COMMUNICATIONS(HLDGS)LTD COMMON CLASS'A'COM STOCK 44930K108 106,528.50 107 71,019 SH Sole 28 71,019 ICONIX BRAND GROUP INC 8, 25, COM USD COMMON 28, 30, STOCK 451055107 3,402,595.79 3,403 176,209 SH Sole 33 176,209 ICU MEDICAL INC COM STK COMMON USD0.10 STOCK 44930G107 315,907.50 316 8,655 SH Sole 28 8,655 IDACORP INC COM STK NPV COMMON 8, 23, STOCK 451107106 8,044,925.04 8,045 217,548 SH Sole 28 217,548 IDENIX PHARMACEUTICALS COMMON INC COM USD0.001 STOCK 45166R204 138,141.36 138 27,409 SH Sole 28 27,409 IDENTIVE GROUP INC COMMON USD0.01 STOCK 45170X106 1,764.00 2 700 SH Sole 33 700 IDEX CORP COM STK USD0.01 COMMON STOCK 45167R104 6,365,058.72 6,365 162,706 SH Sole 28 162,706 IDEXX LABORATORIES INC COMMON COM STK USD0.10 STOCK 45168D104 8,207,000.08 8,207 118,564 SH Sole 11, 28 118,564 IDT CORP CLASS'B'USD0.01 COMMON STOCK 448947507 328,833.00 329 12,820 SH Sole 28, 33 12,820 IESI-BFC LTD NPV COMMON STOCK 44951D108 660,960.00 661 27,200 SH Sole 47 27,200 IGATE CORP COM STK COMMON USD0.01 STOCK 45169U105 938,905.56 939 47,636 SH Sole 28, 47 47,636 IHS INC COM STK USD0.01 COMMON CLASS 'A' STOCK 451734107 1,968,751.10 1,969 24,490 SH Sole 25 24,490 II-VI INC COM NPV COMMON STOCK 902104108 865,448.48 865 18,668 SH Sole 28 18,668 IKANOS COMUNICATIONS COM COMMON STK USD0.001 STOCK 45173E105 5,628.00 6 4,200 SH Sole 33 4,200 ILLINOIS TOOL WORKS INC 23, 28, COM STK NPV COMMON 31, 34, STOCK 452308109 39,286,059.60 39,286 735,694 SH Sole 50 735,694 ILLUMINA INC COM STK COMMON USD0.01 STOCK 452327109 7,478,047.08 7,478 118,062 SH Sole 11, 23 118,062 IMATION CORP COM STK COMMON 8, 28, USD0.01 STOCK 45245A107 383,593.86 384 37,206 SH Sole 33 37,206 IMAX CORP COM STK NPV COMMON STOCK 45245E109 3,320,839.50 3,321 118,390 SH Sole 23, 47 118,390 IMMERSION CORP COM STK COMMON USD0.001 STOCK 452521107 145,237.95 145 21,645 SH Sole 28 21,645 IMMUCOR INC COM STK COMMON USD0.10 STOCK 452526106 4,147,583.31 4,148 209,157 SH Sole 11, 28 209,157 IMMUNOGEN INC COM STK COMMON USD0.01 STOCK 45253H101 470,435.78 470 50,803 SH Sole 28 50,803 IMMUNOMEDICS INC COM STK COMMON USD0.01 STOCK 452907108 180,883.08 181 50,526 SH Sole 28 50,526 IMPAX LABORATORIES INC COMMON COM STK USD0.01 STOCK 45256B101 933,968.73 934 46,443 SH Sole 28 46,443 IMPERIAL SUGAR CO(NEW) COMMON COM STK NPV STOCK 453096208 148,767.99 149 11,127 SH Sole 28, 33 11,127 INCYTE CORP COM STK COMMON USD0.001 STOCK 45337C102 1,227,443.76 1,227 74,121 SH Sole 8, 28 74,121 INDEPENDENCE HLDGS COM COMMON STK USD1 STOCK 453440307 15,276.00 15 1,900 SH Sole 33 1,900 INDEPENDENT BANK CORP COMMON MICHIGAN COM STK USD1 STOCK 453838609 22.10 0 17 SH Sole 33 17 INDEPENDENT BANK CORP(MASS) COM STK COMMON 8, 28, USD0.01 STOCK 453836108 765,515.00 766 28,300 SH Sole 33 28,300 INFINERA CORP COM STK COMMON USD0.001 STOCK 45667G103 681,242.84 681 65,948 SH Sole 28 65,948 INFINITY PHARMACEUTICALS COMMON INC COM STK NPV STOCK 45665G303 71,575.10 72 12,070 SH Sole 28 12,070 INFINITY PROPERTY & COMMON CASUALTY CORP COM NPV STOCK 45665Q103 1,566,877.20 1,567 25,354 SH Sole 28, 30 25,354 INFORMATICA CORP COM STK COMMON 11, 28, USD0.001 STOCK 45666Q102 17,535,123.62 17,535 398,254 SH Sole 47 398,254 INFORMATION SERVICES GROUP INC COM STK COMMON USD0.0001 STOCK 45675Y104 208,623.80 209 99,820 SH Sole 26 99,820 INFOSPACE INC COM STK COMMON USD0.0001 STOCK 45678T300 259,790.00 260 31,300 SH Sole 28, 33 31,300 INGERSOLL-RAND PLC USD1 COMMON 11, 28, STOCK G47791101 13,482,432.08 13,482 286,312 SH Sole 41, 43 286,312 INGLES MARKET INC COMMON CLASS'A'COM STK USD0.05 STOCK 457030104 247,257.60 247 12,878 SH Sole 28, 33 12,878 INGRAM MICRO INC COMMON CLASS'A'COM STK USD0.01 STOCK 457153104 6,125,331.94 6,125 320,866 SH Sole 28, 33 320,866 INHIBITEX INC COM STK COMMON USD0.001 STOCK 45719T103 97,515.60 98 37,506 SH Sole 28 37,506 INNERWORKINGS INC COM COMMON STK USD0.0001 STOCK 45773Y105 125,314.60 125 19,132 SH Sole 28 19,132 INNOPHOS HOLDINGS INC COM COMMON 8, 28, STOCK 45774N108 1,762,977.04 1,763 48,863 SH Sole 30 48,863 INNOSPEC INC COM STK COMMON USD0.01 STOCK 45768S105 46,920.00 47 2,300 SH Sole 33 2,300 INNOVATIVE SOLUTIONS & COMMON SUPPORT COM STK USD0.001 STOCK 45769N105 376,329.24 376 66,372 SH Sole 30, 33 66,372 INOVIO PHARMACEUTICALS COMMON INC COM NPV STOCK 45773H102 72,770.85 73 63,279 SH Sole 28 63,279 INPHI CORP USD0.001 COMMON STOCK 45772F107 287,487.90 287 14,310 SH Sole 8, 47 14,310 INSIGHT ENTERPRISE INC COMMON 8, 28, COM STK USD0.01 STOCK 45765U103 596,740.20 597 45,345 SH Sole 33 45,345 INSITUFORM TECHNOLOGIES COMMON CLASS'A'COM STK USD0.01 STOCK 457667103 853,409.92 853 32,192 SH Sole 28, 33 32,192 INSPIRE PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 457733103 382,334.40 382 45,516 SH Sole 28 45,516 INSTEEL INDUSTRIES INC COMMON COM NPV STOCK 45774W108 182,116.69 182 14,581 SH Sole 28, 33 14,581 INSULET CORPORATION COM COMMON STK USD0.001 STOCK 45784P101 494,155.50 494 31,881 SH Sole 28 31,881 INTEGRA LIFESCIENCES HLDGS CORP COM STK COMMON USD0.01 STOCK 457985208 734,143.30 734 15,521 SH Sole 28 15,521 INTEGRAL SYSTEMS INC COM COMMON STK USD0.01 STOCK 45810H107 147,540.08 148 14,888 SH Sole 28, 33 14,888
9 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- INTEGRAMED AMERICA INC COMMON COM STK USD0.01 STOCK 45810N302 8,640.00 9 1,000 SH Sole 33 1,000 INTEGRATED DEVICE TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 458118106 2,899,058.04 2,899 435,294 SH Sole 28, 33 435,294 INTEGRATED ELECTRICAL COMMON SERVICES COM STK USD0.01 STOCK 45811E301 4,188.00 4 1,200 SH Sole 33 1,200 INTEGRATED SILICON SOLUTIONS INC COM STK COMMON USD0.0001 STOCK 45812P107 178,771.89 179 22,263 SH Sole 28, 33 22,263 INTEGRYS ENERGY GROUP COMMON INC COM STK USD1 STOCK 45822P105 1,590,885.45 1,591 32,795 SH Sole 28 32,795 INTEL CORP COM STK 11, 19, USD0.001 COMMON 23, 28, STOCK 458140100 59,579,335.92 59,579 2,833,064 SH Sole 41, 53 2,833,064 INTER PARFUMS INC COM COMMON STK USD0.001 STOCK 458334109 223,485.60 223 11,856 SH Sole 28, 33 11,856 INTERACTIVE BROKERS COMMON GROUP INC COM STK USD1 STOCK 45841N107 26,248.86 26 1,473 SH Sole 33 1,473 INTERACTIVE INTELLIGENCE COMMON INC COM STK USD0.01 STOCK 45839M103 259,768.80 260 9,930 SH Sole 28 9,930 INTERCONTINENTAL 11, 28, EXCHANGE INC COM STK COMMON 39, 47, USD0.01 STOCK 45865V100 37,409,048.90 37,409 313,966 SH Sole 50, 53 313,966 INTERDIGITAL INC COM STK COMMON USD0.01 STOCK 45867G101 1,351,509.48 1,352 32,457 SH Sole 28 32,457 INTERFACE INC COM COMMON STK'A'USD0.10 STOCK 458665106 593,322.80 593 37,912 SH Sole 28 37,912 INTERLINE BRANDS INC COM COMMON 8, 28, STK USD0.01 STOCK 458743101 933,957.09 934 41,017 SH Sole 33 41,017 INTERMEC INC COM STK COMMON USD0.01 STOCK 458786100 465,014.46 465 36,731 SH Sole 28 36,731 INTERMUNE INC COM STK COMMON USD0.001 STOCK 45884X103 1,240,330.00 1,240 34,075 SH Sole 28 34,075 INTERNAP NETWORK SERVICES COM STK COMMON USD0.001 STOCK 45885A300 252,441.60 252 41,520 SH Sole 28, 33 41,520 INTERNATIONAL BANCSHARES COMMON CORP COM STK USD1 STOCK 459044103 2,884,179.79 2,884 143,993 SH Sole 28 143,993 INTERNATIONAL BUS MACH 19, 23, CORP COM STK USD0.20 COMMON 28, 47, STOCK 459200101 98,654,566.92 98,655 672,217 SH Sole 53 672,217 INTERNATIONAL COAL GROUP COMMON COM STK USD0.01 STOCK 45928H106 807,498.72 807 104,328 SH Sole 28, 33 104,328 INTERNATIONAL FLAVORS & COMMON FRAGRANCES COM STK STOCK 459506101 3,786,679.62 3,787 68,118 SH Sole 23, 28 68,118 INTERNATIONAL GAME TECHNOLOGY COM STK COMMON USD0.000625 STOCK 459902102 2,457,636.32 2,458 138,928 SH Sole 23, 28 138,928 INTERNATIONAL PAPER CO COMMON 11, 28, COM STK USD1 STOCK 460146103 12,326,917.20 12,327 452,530 SH Sole 41, 51 452,530 INTERNATIONAL RECTIFIER COMMON CORP COM STK USD1 STOCK 460254105 4,214,257.98 4,214 141,942 SH Sole 28, 33 141,942 INTERNATIONAL SHIPHOLDING CORP COM COMMON STK USD1 STOCK 460321201 125,425.20 125 4,938 SH Sole 28, 33 4,938 INTERNATIONAL SPEEDWAY COMMON 23, 28, CORP CLASS'A'COM STK STOCK 460335201 5,816,256.33 5,816 222,249 SH Sole 33 222,249 INTERNET CAPITAL GROUP COMMON COM USD0.001 STOCK 46059C205 447,688.26 448 31,483 SH Sole 28, 33 31,483 INTERPUBLIC GROUP COMPANIES INC COM STK COMMON USD0.10 STOCK 460690100 2,185,819.02 2,186 205,821 SH Sole 28 205,821 INTERSECTIONS INC COM COMMON USD0.01 STOCK 460981301 16,736.00 17 1,600 SH Sole 33 1,600 INTERSIL CORP CLASS'A' COMMON COM STK USD0.01 STOCK 46069S109 3,875,266.41 3,875 253,783 SH Sole 28, 33 253,783 INTERVAL LEISURE GROUP COMMON INC USD0.01 STOCK 46113M108 485,442.78 485 30,077 SH Sole 28 30,077 INTEVAC INC COM STK NPV COMMON STOCK 461148108 264,634.89 265 18,889 SH Sole 28, 33 18,889 INTL.ASSETS HOLDING CORP COMMON COM USD0.01 STOCK 459028106 249,735.20 250 10,582 SH Sole 28, 33 10,582 INTRALINKS HLDGS INC COMMON 8, 28, USD0.001 STOCK 46118H104 1,016,720.11 1,017 54,341 SH Sole 47 54,341 INTREPID POTASH INC COMMON 11, 26, USD0.001 STOCK 46121Y102 5,208,928.23 5,209 139,687 SH Sole 28 139,687 INTUIT INC COM STK 11, 23, USD0.01 COMMON 28, 47, STOCK 461202103 31,792,140.30 31,792 644,871 SH Sole 50 644,871 INTUITIVE SURGICAL INC COMMON 11, 23, COM STK USD0.001 STOCK 46120E602 8,664,008.50 8,664 33,614 SH Sole 28, 53 33,614 INVACARE CORP COM STK NPV COMMON STOCK 461203101 735,843.68 736 24,398 SH Sole 28, 33 24,398 INVESCO LTD COM STK 11, 28, USD0.20 COMMON 34, 43, STOCK G491BT108 18,446,946.36 18,447 766,706 SH Sole 53 766,706 INVESTMENT TECHNOLOGY COMMON GROUP COM STK USD0.01 STOCK 46145F105 1,031,670.14 1,032 63,022 SH Sole 28, 30 63,022 INVESTORS BANCORP INC COMMON COM STK USD0.01 STOCK 46146P102 1,596,100.48 1,596 121,654 SH Sole 25, 28 121,654 ION GEOPHYSICAL CORPORATION COM STK COMMON USD0.01 STOCK 462044108 1,324,669.28 1,325 156,211 SH Sole 8, 28 156,211 IPASS INC COM STK COMMON USD0.001 STOCK 46261V108 4,250.00 4 3,400 SH Sole 33 3,400 IPC THE HOSPITALIST CO COMMON INC USD0.001 STOCK 44984A105 1,154,930.06 1,155 29,606 SH Sole 28, 47 29,606 IPG PHOTONICS CORP COM COMMON STK USD0.001 STOCK 44980X109 606,439.98 606 19,179 SH Sole 28 19,179 IRIDIUM COMMUNICATIONS COMMON INC STOCK 46269C102 212,792.25 213 25,793 SH Sole 28 25,793 IRIS INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 46270W105 764,058.24 764 74,688 SH Sole 25, 28 74,688 IROBOT CORP COM STK COMMON USD0.01 STOCK 462726100 954,371.92 954 38,359 SH Sole 26, 28 38,359 IRON MOUNTAIN INC PA COM COMMON STK USD0.01 STOCK 462846106 2,102,565.69 2,103 84,069 SH Sole 28 84,069 IRONWOOD PHARMACEUTICALS COMMON INC USD0.001 A STOCK 46333X108 158,624.10 159 15,326 SH Sole 28 15,326 ISIS PHARMACEUTICAL COM COMMON STK USD0.001 STOCK 464330109 714,836.32 715 70,636 SH Sole 28 70,636 ISLE OF CAPRI CASINOS COMMON 8, 28, INC COM STK USD0.01 STOCK 464592104 571,573.94 572 55,927 SH Sole 33 55,927 ISTA PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 45031X204 540,702.00 541 105,400 SH Sole 30 105,400 ITERIS INC NEW COM STK COMMON USD0.1 STOCK 46564T107 3,077.00 3 1,700 SH Sole 33 1,700 ITRON INC COM STK NPV COMMON STOCK 465741106 4,452,025.05 4,452 80,289 SH Sole 28 80,289 ITT CORP COM STK USD1 COMMON 23, 28, STOCK 450911102 10,580,049.63 10,580 203,033 SH Sole 35 203,033 ITT EDUCATIONAL SERVICES COMMON 19, 28, INC COM STK USD0.01 STOCK 45068B109 3,847,831.35 3,848 60,415 SH Sole 43 60,415 IXIA INC COM STK NPV COMMON STOCK 45071R109 1,019,653.48 1,020 60,766 SH Sole 28, 47 60,766 IXYS CORP COM STK USD0.01 COMMON 8, 28, STOCK 46600W106 317,772.14 318 27,347 SH Sole 33 27,347 J & J SNACK FOODS CORP COMMON COM STK NPV STOCK 466032109 767,932.56 768 15,919 SH Sole 11, 28 15,919 J CREW GROUP COM STK COMMON USD0.01 STOCK 46612H402 5,480,505.60 5,481 127,040 SH Sole 28 127,040 J.ALEXANDER CORP COM STK COMMON USD0.05 STOCK 466096104 2,625.00 3 500 SH Sole 33 500 J2 GLOBAL COMMUNICATIONS COMMON INC COM STK USD0.01 STOCK 46626E205 981,086.55 981 33,889 SH Sole 28 33,889 JABIL CIRCUIT INC COM COMMON STK USD0.001 STOCK 466313103 2,691,517.57 2,692 133,973 SH Sole 23, 28 133,973 JACK IN THE BOX INC COM COMMON STK USD0.01 STOCK 466367109 876,134.32 876 41,464 SH Sole 28 41,464 JACKSON HEWITT TAX SERVICE INC COM STK COMMON USD0.01 STOCK 468202106 1,635.00 2 750 SH Sole 33 750 JACOBS ENGINEERING GROUP COMMON INC COM STK USD1 STOCK 469814107 3,848,924.10 3,849 83,946 SH Sole 28, 43 83,946 JAGUAR MINING INC COM NPV COMMON STOCK 47009M103 448,277.36 448 62,872 SH Sole 28 62,872 JAKKS PACIFIC INC COM COMMON 8, 28, STK USD0.001 STOCK 47012E106 835,168.36 835 45,838 SH Sole 33 45,838 JAMBA INC COM STK COMMON USD0.001 STOCK 47023A101 105,253.09 105 46,367 SH Sole 28 46,367 JAMES RIVER COAL TERMINAL CO COM STK COMMON USD0.01 STOCK 470355207 1,328,051.90 1,328 52,430 SH Sole 28, 30 52,430 JANUS CAPITAL GROUP INC COMMON COM STK USD0.01 STOCK 47102X105 1,007,548.51 1,008 77,683 SH Sole 28 77,683 JARDEN CORP COM STK NPV COMMON STOCK 471109108 307,835.64 308 9,972 SH Sole 8, 33 9,972 JAZZ PHARMACEUTICALS COMMON INCORPORATION COM STK STOCK 472147107 223,210.56 223 11,342 SH Sole 28 11,342 JDA SOFTWARE GROUP INC COMMON 8, 28, COM STK USD0.01 STOCK 46612K108 2,051,028.00 2,051 73,251 SH Sole 33 73,251 JDS UNIPHASE CORP COM COMMON STK USD0.008 STOCK 46612J507 2,116,498.16 2,116 146,167 SH Sole 28, 53 146,167 JEFFERIES GROUP INC COM COMMON STK USD0.0001 STOCK 472319102 6,546,399.64 6,546 245,828 SH Sole 28 245,828 JETBLUE AIRWAYS CORP COM COMMON 8, 28, STK USD0.01 STOCK 477143101 4,173,825.01 4,174 631,441 SH Sole 33 631,441 JMP GROUP INC COM STK COMMON USD0.001 STOCK 46629U107 95,344.48 95 12,496 SH Sole 28, 33 12,496 JO-ANN STORES INC COM COMMON 8, 11, STK NPV STOCK 47758P307 5,272,200.78 5,272 87,549 SH Sole 28 87,549 JOE'S JEANS INC COMMON STOCK 47777N101 51,871.56 52 33,251 SH Sole 28 33,251 JOHN BEAN TECHNOLOGIES COMMON CORP USD0.01 STOCK 477839104 427,500.81 428 21,237 SH Sole 28 21,237 JOHNSON & JOHNSON COM 19, 23, STK USD1 COMMON 28, 31, STOCK 478160104 121,680,226.40 121,680 1,967,344 SH Sole 39 1,967,344 JOHNSON CONTROLS INC COM COMMON 28, 34, STK USD0.01388 STOCK 478366107 18,172,427.60 18,172 475,718 SH Sole 51 475,718 JONES LANG LASALLE INC 11, 23, COM STK USD0.01 COMMON 28, 39, STOCK 48020Q107 20,142,898.00 20,143 240,025 SH Sole 47 240,025 JOS A BANK CLOTHIERS COM COMMON STK USD0.01 STOCK 480838101 1,886,451.84 1,886 46,787 SH Sole 25, 28 46,787 JOURNAL COMMUNICATIONS COMMON 8, 28, INC COM STK USD0.01 STOCK 481130102 353,298.00 353 69,960 SH Sole 33 69,960 JOY GLOBAL INC COM STK COMMON 23, 28, USD1 STOCK 481165108 45,754,639.25 45,755 527,431 SH Sole 35, 47 527,431 JPMORGAN CHASE & CO COM 11, 19, STK USD1 23, 28, 31, 34, 37, 39, COMMON 41, 47, STOCK 46625H100 198,268,237.86 198,268 4,673,933 SH Sole 50, 51 4,673,933 JUNIPER NETWORKS COM STK 11, 28, USD0.00001 COMMON 38, 47, STOCK 48203R104 58,871,856.68 58,872 1,594,579 SH Sole 50, 53 1,594,579 K12 INC USD0.0001 COMMON STOCK 48273U102 539,065.94 539 18,809 SH Sole 28 18,809 KADANT INC COM STK COMMON USD0.01 STOCK 48282T104 238,057.00 238 10,100 SH Sole 28, 33 10,100 KAISER ALUMINUM CORP COM COMMON STK USD0.01 STOCK 483007704 590,711.37 591 11,793 SH Sole 28, 33 11,793 KAMAN CORP USD0.10 NON-CUM PTG CLASS'A'STK COMMON USD1 STOCK 483548103 564,859.17 565 19,431 SH Sole 28 19,431 KANSAS CITY LIFE COMMON INSURANCE CO USD2.50 STOCK 484836101 107,149.32 107 3,244 SH Sole 28 3,244 KANSAS CITY SOUTHERN COM 23, 28, STK USD0.01 COMMON 33, 39, STOCK 485170302 19,207,318.78 19,207 401,323 SH Sole 43 401,323 KAPSTONE PAPER & PACKAGING CORP COM STK COMMON NPV STOCK 48562P103 450,095.40 450 29,418 SH Sole 28, 33 29,418 KAYDON CORP COM STK COMMON 23, 25, USD0.10 STOCK 486587108 5,566,709.04 5,567 136,707 SH Sole 28, 33 136,707 KAYNE ANDERSON ENERGY DEVELOPMENT COM STK COMMON USD0.001 STOCK 48660Q102 139,523.47 140 7,747 SH Sole 28 7,747 KB HOME COM STK USD1 COMMON 25, 28, STOCK 48666K109 3,439,073.15 3,439 254,935 SH Sole 43 254,935 KBR INC COM STK USD0.001 COMMON STOCK 48242W106 10,434,360.09 10,434 342,447 SH Sole 28, 43 342,447 KBW INC COM STK USD0.01 COMMON STOCK 482423100 740,298.80 740 26,515 SH Sole 28 26,515 KEARNY FINANCIAL CORP COMMON COM STK USD0.1 STOCK 487169104 101,677.80 102 11,823 SH Sole 28 11,823 KELLOGG CO COM STK COMMON 23, 28, USD0.25 STOCK 487836108 28,423,057.36 28,423 556,442 SH Sole 39 556,442 KELLY SERVICES INC COMMON CLASS'A'NON V.USD1 STOCK 488152208 442,852.80 443 23,556 SH Sole 28, 33 23,556 KENDLE INTERNATIONAL INC COMMON COM STK NPV STOCK 48880L107 147,853.53 148 13,577 SH Sole 28, 33 13,577 KENEXA CORP COM STK COMMON USD0.01 STOCK 488879107 395,967.88 396 18,172 SH Sole 28, 33 18,172 KENNAMETAL INC CAP STK COMMON 25, 28, USD1.25 STOCK 489170100 12,755,326.62 12,755 323,247 SH Sole 39 323,247 KENNETH COLE PRODUCTIONS COMMON 28, 30, INC CLASS'A'COM STK STOCK 193294105 531,999.06 532 42,594 SH Sole 33 42,594 KENSEY NASH CORP COM STK COMMON USD0.001 STOCK 490057106 138,036.80 138 4,960 SH Sole 28 4,960 KERYX BIOPHARMACEUTICALS COMMON COM STK USD0.001 STOCK 492515101 175,510.18 176 38,321 SH Sole 28 38,321 KEY ENERGY SERVICES INC COMMON COM STK USD0.10 STOCK 492914106 1,252,011.86 1,252 96,457 SH Sole 28, 33 96,457 KEY TECHNOLOGY INC COM COMMON STK NPV STOCK 493143101 5,103.00 5 300 SH Sole 33 300 KEY TRONIC CORP COM NPV COMMON STOCK 493144109 5,220.00 5 1,000 SH Sole 33 1,000 KEYCORP COM STK USD1 COMMON STOCK 493267108 4,299,701.70 4,300 485,842 SH Sole 28, 43 485,842 KEYNOTE SYSTEMS INC COM COMMON STK USD0.001 STOCK 493308100 162,223.52 162 11,096 SH Sole 28, 33 11,096 KFORCE INC COM STK COMMON USD0.01 STOCK 493732101 376,379.16 376 23,262 SH Sole 28 23,262 KID BRANDS INC COMMON STOCK 49375T100 95,965.20 96 11,224 SH Sole 28, 33 11,224 KIMBALL INTERNATIONAL COMMON INC COM STK USD0.05 STOCK 494274103 192,530.70 193 27,903 SH Sole 28, 33 27,903 KIMBERLY-CLARK CORP COM COMMON 23, 28, STK USD1.25 STOCK 494368103 33,941,996.80 33,942 538,420 SH Sole 31 538,420 KINDRED HEALTHCARE INC COMMON COM STK USD0.25 STOCK 494580103 1,951,298.14 1,951 106,222 SH Sole 28, 33 106,222 KINETIC CONCEPTS INC COM COMMON STK USD0.001 STOCK 49460W208 5,339,490.60 5,339 127,495 SH Sole 19, 28 127,495 KING PHARMACEUTICALS INC COMMON COM STK NPV STOCK 495582108 1,634,520.80 1,635 116,336 SH Sole 28, 33 116,336 KIRBY CORP COM STK COMMON USD0.10 STOCK 497266106 4,684,937.75 4,685 106,355 SH Sole 28 106,355 KIRKLAND'S INC COM STK COMMON NPV STOCK 497498105 177,465.47 177 12,649 SH Sole 28 12,649 KIT DIGITAL INC USD0.0001 COMMON STOCK 482470200 333,984.88 334 20,822 SH Sole 28 20,822 KLA TENCOR CORP COM STK COMMON 28, 31, USD0.001 STOCK 482480100 18,596,350.08 18,596 481,272 SH Sole 41 481,272 KMG CHEMICALS INC COM COMMON STK USD0.01 STOCK 482564101 51,217.87 51 3,091 SH Sole 28 3,091 KNIGHT CAPITAL GROUP INC COMMON 8, 28, CLASS'A' COM STK USD0.01 STOCK 499005106 1,339,339.96 1,339 97,124 SH Sole 33 97,124 KNIGHT TRANSPORTATION COMMON INC COM STK USD0.01 STOCK 499064103 1,013,441.00 1,013 53,339 SH Sole 28, 43 53,339 KNOLL INC COM STK USD1 COMMON STOCK 498904200 793,871.96 794 47,452 SH Sole 8, 28 47,452 KNOLOGY INC COM STK COMMON USD0.01 STOCK 499183804 363,835.14 364 23,278 SH Sole 28 23,278 KNOT(THE) COM STK USD0.01 COMMON STOCK 499184109 242,672.56 243 24,562 SH Sole 28, 33 24,562 KODIAK OIL & GAS CORP COMMON COM NPV STOCK 50015Q100 859,326.60 859 130,201 SH Sole 28 130,201 KOHLS CORP COM STK 23, 28, USD0.01 COMMON 34, 37, STOCK 500255104 22,728,139.72 22,728 418,258 SH Sole 38, 50 418,258 KOPIN CORP USD0.01 COMMON STOCK 500600101 224,515.20 225 53,970 SH Sole 28, 33 53,970 KOPPERS INC COM STK COMMON 8, 28, USD0.01 STOCK 50060P106 1,348,691.32 1,349 37,694 SH Sole 30 37,694 KORN-FERRY INTERNATIONAL COMMON COM STK NPV STOCK 500643200 2,929,053.84 2,929 126,744 SH Sole 28, 33 126,744 KRAFT FOODS INC COM STK 23, 28, NPV CLS'A' COMMON 37, 39, STOCK 50075N104 59,257,863.55 59,258 1,880,605 SH Sole 41 1,880,605 KRATON PERFORMANCE COMMON POLYMERS INC USD0.01 STOCK 50077C106 654,716.30 655 21,154 SH Sole 8, 28 21,154 KRATOS DEFENSE&SECURITY SOLUTIONS COM STK COMMON USD0.001 STOCK 50077B207 201,751.23 202 15,319 SH Sole 28, 33 15,319 KRISPY KREME DOUGHNUTS COMMON INC COM STK NPV STOCK 501014104 312,306.14 312 44,743 SH Sole 28 44,743 KROGER CO COM STK USD1 COMMON STOCK 501044101 6,015,667.32 6,016 269,037 SH Sole 28 269,037 KRONOS WORLDWIDE INC COM COMMON STK USD0.01 STOCK 50105F105 38,241.00 38 900 SH Sole 33 900 K-SWISS INC CLASS'A'COM COMMON 28, 30, STK USD0.01 STOCK 482686102 832,746.60 833 66,780 SH Sole 33 66,780 KULICKE & SOFFA COMMON INDUSTRIES INC COM NPV STOCK 501242101 378,496.80 378 52,569 SH Sole 28 52,569 KV PHARMACEUTICAL CO COMMON CLASS'A'COM USD0.01 STOCK 482740206 9,435.00 9 3,700 SH Sole 33 3,700 KVH INDUSTRIES COM STK COMMON USD0.01 STOCK 482738101 147,618.35 148 12,353 SH Sole 28 12,353 L&L ENERGY INC COM STK COMMON USD0.001 STOCK 50162D100 158,187.60 158 14,647 SH Sole 28 14,647 L-1 IDENTITY SOLUTIONS COMMON INC COM STK USD0.001 STOCK 50212A106 784,202.04 784 65,844 SH Sole 28, 33 65,844 L3 COMMUNICATIONS HLDGS COMMON INC COM STK USD0.01 STOCK 502424104 3,492,849.99 3,493 49,551 SH Sole 19, 28 49,551 LABARGE INC COM STK COMMON USD0.01 STOCK 502470107 164,075.24 164 10,444 SH Sole 28, 33 10,444 LABORATORY CORP OF AMERICA HOLDINGS COM COMMON STK USD0.1 STOCK 50540R409 7,387,653.84 7,388 84,027 SH Sole 11, 28 84,027 LABRANCHE & CO INC COM COMMON STK USD0.01 STOCK 505447102 236,606.40 237 65,724 SH Sole 8, 28 65,724 LACLEDE GROUP INC COM COMMON STK USD1 STOCK 505597104 603,531.18 604 16,517 SH Sole 28 16,517 LACROSSE FOOTWEAR COM COMMON STK USD0.01 STOCK 505688101 2,164.80 2 132 SH Sole 33 132 LADENBURG THALMANN FINL COMMON SERVS INC COM STK STOCK 50575Q102 84,039.93 84 71,829 SH Sole 28 71,829 LADISH CO INC COM STK COMMON USD0.01 STOCK 505754200 603,055.66 603 12,406 SH Sole 28, 33 12,406 LAKELAND BANCORP INC COM COMMON 8, 28, STK NPV STOCK 511637100 362,810.81 363 33,073 SH Sole 33 33,073 LAKELAND FINANCIAL CORP COMMON 8, 28, COM STK USD0.01 STOCK 511656100 871,190.16 871 40,596 SH Sole 30 40,596 LAKELAND INDUSTRIES COM COMMON STK USD0.01 STOCK 511795106 1,750.00 2 200 SH Sole 33 200
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- LAKES ENTERTAINMENT, INC. COMMON STOCK 51206P109 209,691.60 210 73,576 SH Sole 26, 33 73,576 LAM RESEARCH CORP COM COMMON STK USD0.001 STOCK 512807108 14,428,704.12 14,429 278,654 SH Sole 28, 53 278,654 LAMAR ADVERTISING CO COMMON CLASS'A'COM STK USD0.001 STOCK 512815101 4,537,377.60 4,537 113,890 SH Sole 28 113,890 LANCASTER COLONY CORP COMMON COM STK NPV STOCK 513847103 3,272,640.80 3,273 57,214 SH Sole 11, 28 57,214 LANDAUER INC COM STK COMMON 11, 25, USD0.10 STOCK 51476K103 1,539,249.99 1,539 25,667 SH Sole 28 25,667 LANDEC CORP COM STK COMMON USD0.001 STOCK 514766104 135,423.08 135 22,646 SH Sole 28, 33 22,646 LANDSTAR SYSTEMS INC COM COMMON STK USD0.01 STOCK 515098101 4,327,235.18 4,327 105,697 SH Sole 28, 43 105,697 LANNETT CO INC COM STK COMMON USD0.001 STOCK 516012101 6,149.00 6 1,100 SH Sole 33 1,100 LAS VEGAS SANDS CORP COM COMMON STK USD0.001 STOCK 517834107 5,499,525.75 5,500 119,685 SH Sole 23, 53 119,685 LATTICE SEMICONDUCTOR COMMON CORP COM STK USD0.01 STOCK 518415104 564,755.64 565 93,194 SH Sole 28, 33 93,194 LAWSON SOFTWARE INC COM COMMON STK USD0.01 STOCK 52078P102 974,728.00 975 105,376 SH Sole 28, 33 105,376 LAYNE CHRISTENSEN CO COM COMMON 11, 28, STK USD0.01 STOCK 521050104 880,153.82 880 25,571 SH Sole 33 25,571 LA-Z-BOY INC COM STK USD1 COMMON 8, 28, STOCK 505336107 377,784.66 378 41,883 SH Sole 33 41,883 LCA VISION INC COM STK COMMON 26, 28, USD0.001 STOCK 501803308 246,307.00 246 42,836 SH Sole 33 42,836 LEAP WIRELESS INTERNATIONAL INC COM COMMON STK USD0.0001 STOCK 521863308 64,978.00 65 5,300 SH Sole 33 5,300 LEAPFROG ENTERPRISES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 52186N106 146,947.35 147 26,477 SH Sole 28 26,477 LEAR CORP COM NEW WI COMMON STOCK 521865204 1,850,812.50 1,851 18,750 SH Sole 11 18,750 LEE ENTERPRISES INC COM COMMON STK USD2 STOCK 523768109 100,050.66 100 40,671 SH Sole 28, 33 40,671 LEGACY BANCORP INC COM COMMON STK USD0.01 STOCK 52463G105 9,198.00 9 700 SH Sole 33 700 LEGG CORP COM STK COMMON USD0.001 STOCK 523234102 1,393.80 1 1,010 SH Sole 33 1,010 LEGG MASON INC COM STK COMMON USD0.10 STOCK 524901105 2,337,166.26 2,337 64,438 SH Sole 28 64,438 LEGGETT & PLATT INC COM COMMON STK USD0.01 STOCK 524660107 1,397,532.28 1,398 61,403 SH Sole 28 61,403 LENDER PROCESSING COMMON 11, 28, SERVICES INC USD0.01 STOCK 52602E102 13,127,278.32 13,127 444,691 SH Sole 35 444,691 LENNAR CORP CLASS'B'COM COMMON STK USD0.10 STOCK 526057302 9,342.00 9 600 SH Sole 33 600 LENNAR CORP COM STK COMMON 28, 33, USD0.10 STOCK 526057104 1,785,975.00 1,786 95,252 SH Sole 43 95,252 LENNOX INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 526107107 4,216,187.24 4,216 89,156 SH Sole 28 89,156 LEUCADIA NATIONAL CORP COMMON COM STK USD1 STOCK 527288104 2,423,953.42 2,424 83,069 SH Sole 28 83,069 LEXICON PHARMACEUTICALS COMMON 8, 28, INC COM STK USD0.001 STOCK 528872104 380,782.08 381 264,432 SH Sole 33 264,432 LEXMARK INTERNATIONAL INC CLASS'A'COM STK COMMON USD0.01 STOCK 529771107 1,162,639.80 1,163 33,390 SH Sole 28 33,390 LHC GROUP INC COM STK COMMON USD0.01 STOCK 50187A107 5,638,320.00 5,638 187,944 SH Sole 28, 39 187,944 LIBBEY INC COM STK COMMON USD0.01 STOCK 529898108 217,925.89 218 14,087 SH Sole 28 14,087 LIBERTY MEDIA CORP (NEW) COMMON SER'A' USD0.01 STOCK 53071M708 1,131,888.48 1,132 17,026 SH Sole 33, 43 17,026 LIBERTY MEDIA HOLDING COMMON COM STK NPV CAP'A' WI STOCK 53071M302 437,920.00 438 7,000 SH Sole 33 7,000 LIFE PARTNERS HLDGS INC COMMON COM STK USD0.01 STOCK 53215T106 110,934.87 111 5,799 SH Sole 28 5,799 LIFE TECHNOLOGIES CORP COMMON COM STOCK 53217V109 8,586,571.50 8,587 154,713 SH Sole 28, 43 154,713 LIFE TIME FITNESS INC COMMON COM STK USD0.02 STOCK 53217R207 4,681,795.82 4,682 114,218 SH Sole 28 114,218 LIFEPOINT HOSPITALS INC COMMON 23, 28, COM STK USD0.01 STOCK 53219L109 9,933,966.00 9,934 270,312 SH Sole 33 270,312 LIFETIME BRANDS INC COM COMMON STK USD0.01 STOCK 53222Q103 114,987.60 115 8,190 SH Sole 28, 33 8,190 LIGAND PHARMACEUTICAL COMMON INC USD0.001 B STOCK 53220K504 131,980.32 132 14,796 SH Sole 28 14,796 LILLY(ELI)& CO COM STK COMMON NPV STOCK 532457108 18,421,964.64 18,422 525,741 SH Sole 23, 28 525,741 LIMELIGHT NETWORKS INC COMMON COM STK USD0.001 STOCK 53261M104 204,982.61 205 35,281 SH Sole 28 35,281 LIMITED BRANDS INC COM COMMON 11, 23, STK USD0.50 STOCK 532716107 6,252,633.10 6,253 203,470 SH Sole 28 203,470 LIMONEIRA CO COM STK NPV COMMON STOCK 532746104 191,687.30 192 6,679 SH Sole 28 6,679 LIN TV CORP COM STK COMMON USD0.01 STOCK 532774106 125,890.90 126 23,753 SH Sole 28 23,753 LINCARE HLDGS INC COM COMMON STK USD0.01 STOCK 532791100 5,204,107.78 5,204 193,966 SH Sole 28 193,966 LINCOLN EDUCATIONAL SERVICES CORP COM STK COMMON NPV STOCK 533535100 485,168.31 485 31,281 SH Sole 28, 30 31,281 LINCOLN ELECTRIC HLDGS COMMON INC COM STK NPV STOCK 533900106 5,611,522.98 5,612 85,974 SH Sole 11, 28 85,974 LINCOLN NATIONAL CORP COMMON 19, 28, COM STK USD1.25 STOCK 534187109 6,267,595.32 6,268 225,372 SH Sole 43 225,372 LINDSAY CORP COM STK USD1 COMMON 11, 28, STOCK 535555106 1,360,590.42 1,361 22,894 SH Sole 47 22,894 LINEAR TECHNOLOGY CORP COMMON 23, 28, COM STK NPV STOCK 535678106 14,437,554.69 14,438 417,391 SH Sole 31, 53 417,391 LIONBRIDGE TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 536252109 169,024.14 169 45,806 SH Sole 28 45,806 LIONS GATE ENTERTAINMENT COMMON CORP COM NPV STOCK 535919203 338,272.62 338 51,962 SH Sole 28 51,962 LIQUIDITY SERVICES INC COMMON COM STK USD0.001 STOCK 53635B107 156,938.50 157 11,170 SH Sole 28 11,170 LITHIA MOTORS INC COMMON 28, 30, CLASS'A'COM STK NPV STOCK 536797103 818,259.69 818 57,261 SH Sole 33 57,261 LITTELFUSE INC COM STK COMMON USD0.01 STOCK 537008104 4,429,475.44 4,429 94,124 SH Sole 28, 39 94,124 LIVE NATION ENTERTAINMENT INC COM COMMON STK USD0.01 STOCK 538034109 1,251,415.02 1,251 109,581 SH Sole 28, 33 109,581 LIVEPERSON INC COM STK COMMON USD0.001 STOCK 538146101 379,668.70 380 33,599 SH Sole 28 33,599 LIZ CLAIBORNE INC COM COMMON STK USD1 STOCK 539320101 509,405.36 509 71,146 SH Sole 28 71,146 LKQ CORP COM STK USD0.01 COMMON STOCK 501889208 11,107,103.68 11,107 488,869 SH Sole 5, 28 488,869 LMI AEROSPACE COM STK COMMON 8, 28, USD0.02 STOCK 502079106 194,662.26 195 12,174 SH Sole 33 12,174 LO JACK COM STK USD0.01 COMMON STOCK 539451104 5,814.00 6 900 SH Sole 33 900 LOCAL.COM CORP COM STK COMMON USD0.00001 STOCK 53954R105 46,663.10 47 7,190 SH Sole 28 7,190 LOCKHEED MARTIN CORP COM COMMON STK USD1 STOCK 539830109 10,778,583.98 10,779 154,178 SH Sole 28, 37 154,178 LODGENET INTERATIVE CORP COMMON STOCK 540211109 415,981.50 416 97,878 SH Sole 8, 28 97,878 LOEWS CORP COM STK COMMON USD0.01 STOCK 540424108 5,192,422.77 5,192 133,447 SH Sole 28 133,447 LOGMEIN INC NPV COMMON STOCK 54142L109 1,279,519.38 1,280 28,857 SH Sole 28, 47 28,857 LOOKSMART, LTD COMMON STOCK 543442503 2,743.00 3 1,300 SH Sole 33 1,300 LOOPNET INC COM STK COMMON USD0.001 STOCK 543524300 162,383.76 162 14,616 SH Sole 28 14,616 LORAL SPACE & COMMUNICATIONS INC COM COMMON STK USD0.01 STOCK 543881106 615,978.00 616 8,052 SH Sole 28 8,052 LORILLARD INC USD0.01 COMMON STOCK 544147101 12,097,531.38 12,098 147,423 SH Sole 28, 43 147,423 LOUISIANA BANCORP INC COMMON COM NPV STOCK 54619P104 8,760.00 9 600 SH Sole 33 600 LOUISIANA-PACIFIC CORP COMMON 28, 30, COM STK USD1 STOCK 546347105 5,723,602.72 5,724 605,032 SH Sole 33, 43 605,032 LOWES COMPANIES INC COM 11, 23, STK USD0.50 COMMON 28, 37, STOCK 548661107 39,125,978.76 39,126 1,560,047 SH Sole 41, 51 1,560,047 LSB INDUSTRIES INC COM COMMON STK USD0.10 STOCK 502160104 837,988.92 838 34,542 SH Sole 11, 28 34,542 LSI CORPORATION COM STK COMMON USD0.01 STOCK 502161102 6,396,523.33 6,397 1,067,867 SH Sole 28, 43 1,067,867 LSI INDUSTRIES COM STK COMMON USD0.01 STOCK 50216C108 140,842.08 141 16,648 SH Sole 28, 33 16,648 LTX CREDENCE CORP COM COMMON STK USD0.05 STOCK 502403207 275,050.60 275 37,169 SH Sole 28 37,169 LUBRIZOL CORP COM STK NPV COMMON 28, 35, STOCK 549271104 17,710,229.76 17,710 165,702 SH Sole 43 165,702 LUBYS INC USD0.32 COMMON STOCK 549282101 18,157.92 18 2,896 SH Sole 33 2,896 LUFKIN INDUSTRIES INC COMMON 8, 11, COM STK USD1 STOCK 549764108 2,142,223.04 2,142 34,336 SH Sole 28 34,336 LULULEMON ATHLETICA INC COMMON COM STK USD0.01 STOCK 550021109 3,355,522.06 3,356 49,043 SH Sole 23, 47 49,043 LUMBER LIQUIDATORS HLDGS COMMON INC USD0.001 STOCK 55003T107 414,801.32 415 16,652 SH Sole 28 16,652 LUMINEX CORP(DEL) COM COMMON STK USD0.001 STOCK 55027E102 512,808.84 513 28,053 SH Sole 28 28,053 LYDALL INC COM STK COMMON USD0.10 STOCK 550819106 118,512.10 119 14,722 SH Sole 28, 33 14,722 LYONDELLBASELL COMMON INDUSTRIES NV USD0.01 A STOCK N53745100 6,020,103.20 6,020 175,003 SH Sole 34, 38 175,003 M & F WORLDWIDE CORP COM COMMON STK USD0.01 STOCK 552541104 206,098.20 206 8,922 SH Sole 28, 33 8,922 M & T BANK CORP COM STK COMMON USD5 STOCK 55261F104 5,099,911.30 5,100 58,586 SH Sole 23, 28 58,586 M/I HOMES,INC. COM COMMON 28, 30, USD0.01 STOCK 55305B101 822,122.52 822 53,454 SH Sole 33 53,454 MAC GRAY CORP COM STK COMMON 8, 28, USD0.01 STOCK 554153106 232,607.05 233 15,559 SH Sole 33 15,559 MACATAWA BANK CORP COM COMMON STK NPV STOCK 554225102 4,305.40 4 1,045 SH Sole 33 1,045 MACY'S INC COM STK 11, 19, USD0.01 COMMON 28, 38, STOCK 55616P104 15,808,679.70 15,809 624,849 SH Sole 41, 43 624,849 MADDEN(STEVEN) COM STK COMMON 28, 30, USD0.0001 STOCK 556269108 2,235,816.52 2,236 53,591 SH Sole 47 53,591 MADISON SQUARE GARDEN COMMON INC CLASS A USD0.01 STOCK 55826P100 2,578.00 3 100 SH Sole 33 100 MAGELLAN HEALTH SERVICES COMMON 8, 28, INC STOCK 559079207 2,404,944.48 2,405 50,866 SH Sole 47 50,866 MAGMA DESIGN AUTOMATION COMMON INC COM STK USD0.0001 STOCK 559181102 246,897.81 247 49,281 SH Sole 28 49,281 MAGNUM HUNTER RESOURCES COMMON CORP COM STK USD0.01 STOCK 55973B102 287,481.60 287 39,928 SH Sole 28 39,928 MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112 301,941.90 302 38,415 SH Sole 28, 33 38,415 MAIDENFORM BRANDS INC COMMON COM STK USD0.01 STOCK 560305104 874,688.46 875 36,798 SH Sole 8, 28 36,798 MAIN STREET CAPITAL CORPORATION COM STK COMMON USD0.01 STOCK 56035L104 211,131.33 211 11,607 SH Sole 28 11,607 MAINSOURCE FINANCIAL COMMON 8, 28, GROUP COM STK USD1 STOCK 56062Y102 370,585.59 371 35,599 SH Sole 33 35,599 MAKEMYTRIP LTD USD0.0005 COMMON STOCK V5633W109 111,012.21 111 4,107 SH Sole 26 4,107 MAKO SURGICAL CORP NPV COMMON STOCK 560879108 1,372,219.98 1,372 90,159 SH Sole 25, 28 90,159 MANHATTAN ASSOCIATES INC COMMON COM STK USD0.01 STOCK 562750109 518,202.72 518 16,968 SH Sole 28 16,968 MANITOWOC CO INC COM STK COMMON USD0.01 STOCK 563571108 1,112,986.56 1,113 84,896 SH Sole 43 84,896 MANNATECH INC COM COMMON USD0.0001 STOCK 563771104 3,240.00 3 1,800 SH Sole 33 1,800 MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 416,758.42 417 51,707 SH Sole 28 51,707 MANPOWER INC COM STK COMMON 11, 28, USD0.01 STOCK 56418H100 15,282,122.76 15,282 243,501 SH Sole 53 243,501 MANTECH INTERNATIONAL COMMON 8, 11, CORP COM STK USD0.01 STOCK 564563104 3,088,466.91 3,088 74,727 SH Sole 28 74,727 MAP PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 56509R108 197,883.54 198 11,821 SH Sole 28 11,821 MARATHON OIL CORP COM COMMON STK USD1 STOCK 565849106 11,344,325.65 11,344 306,355 SH Sole 19, 28 306,355 MARCHEX INC COM STK COMMON USD0.01 STOCK 56624R108 101,028.60 101 10,590 SH Sole 28, 33 10,590 MARCUS CORP COM STK USD1 COMMON STOCK 566330106 257,305.30 257 19,390 SH Sole 28, 33 19,390 MARINEMAX INC COM COMMON STOCK 567908108 184,896.25 185 19,775 SH Sole 28, 33 19,775 MARKEL CORP COM STK NPV COMMON STOCK 570535104 4,415,424.01 4,415 11,677 SH Sole 11 11,677 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 429,768.12 430 20,652 SH Sole 28 20,652 MARLIN BUSINESS SERVICES COMMON 8, 28, CORP COM STK USD0.01 STOCK 571157106 141,743.25 142 11,205 SH Sole 33 11,205 MARRIOTT INTERNATIONAL INC COM STK USD0.01 COMMON CL'A' STOCK 571903202 9,189,478.80 9,189 221,220 SH Sole 28, 38 221,220 MARSH & MCLENNAN COS INC 23, 28, COM USD1 COMMON 31, 34, STOCK 571748102 35,861,960.02 35,862 1,311,703 SH Sole 51 1,311,703 MARSHALL & ILSLEY CORP COMMON NEW COM STK USD1 STOCK 571837103 1,533,209.04 1,533 221,562 SH Sole 28 221,562 MARTEK BIOSCIENCES CORP COMMON 8, 28, COM STK USD0.10 STOCK 572901106 1,726,007.20 1,726 55,144 SH Sole 33 55,144 MARTEN TRANSPORT COM STK COMMON 8, 28, USD0.01 STOCK 573075108 419,219.04 419 19,608 SH Sole 33 19,608 MARTHA STEWART LIVING COMMON CLASS'A'COM STK USD0.01 STOCK 573083102 90,371.32 90 20,446 SH Sole 28 20,446 MARTIN MARIETTA MATERIALS INC COM STK COMMON USD0.01 STOCK 573284106 8,344,491.60 8,344 90,465 SH Sole 28 90,465 MARVELL TECHNOLOGY GROUP COMMON LTD ORD STOCK G5876H105 21,553,245.00 21,553 1,161,900 SH Sole 11, 39 1,161,900 MASCO CORP COM STK USD1 COMMON STOCK 574599106 4,236,858.90 4,237 334,665 SH Sole 11, 28 334,665 MASIMO CORPORATION COMMON USD0.001 STOCK 574795100 7,022,817.81 7,023 241,583 SH Sole 5, 28 241,583 MASSEY ENERGY COM COM COMMON STK USD0.625 STOCK 576206106 2,307,647.45 2,308 43,013 SH Sole 28 43,013 MASTEC INC COM STK USD0.1 COMMON STOCK 576323109 1,255,338.19 1,255 86,041 SH Sole 8, 28 86,041 MASTERCARD INC COM STK COMMON 11, 23, STOCK 57636Q104 17,528,763.65 17,529 78,215 SH Sole 28 78,215 MATRIX SERVICE CO COM COMMON STK USD0.01 STOCK 576853105 252,467.04 252 20,728 SH Sole 28, 33 20,728 MATRIXX INITATIVES INC COMMON STOCK 57685L105 8,460.00 8 1,000 SH Sole 33 1,000 MATTEL INC COM STK USD1 COMMON 23, 28, STOCK 577081102 5,455,955.64 5,456 214,548 SH Sole 51 214,548 MATTHEWS INTL CORP COMMON CLASS'A'COM STK USD1 STOCK 577128101 3,165,025.38 3,165 90,481 SH Sole 11, 28 90,481 MATTSON TECHNOLOGY INC COMMON COM STK NPV STOCK 577223100 128,325.00 128 42,775 SH Sole 28, 33 42,775 MAXIMUS INC COM STK NPV COMMON STOCK 577933104 850,441.44 850 12,968 SH Sole 28 12,968 MAXWELL TECHNOLOGIES INC COMMON COM STK USD0.10 STOCK 577767106 376,704.38 377 19,942 SH Sole 28 19,942 MAXYGEN INC COM STK COMMON USD0.0001 STOCK 577776107 107,815.62 108 27,434 SH Sole 28, 33 27,434 MB FINANCIAL INC COM STK COMMON USD0.01 STOCK 55264U108 722,209.36 722 41,698 SH Sole 28, 33 41,698 MBIA INC COM STK USD1 COMMON STOCK 55262C100 179,850.00 180 15,000 SH Sole 33 15,000 MBT FINL CORP COM NPV COMMON STOCK 578877102 3,916.00 4 2,200 SH Sole 33 2,200 MCAFEE INC COM STK COMMON USD0.01 STOCK 579064106 3,012,650.74 3,013 65,054 SH Sole 28 65,054 MCCLATCHY CO CLASS'A'COM COMMON 28, 30, STK USD0.01 STOCK 579489105 726,866.82 727 155,646 SH Sole 33 155,646 MCCORMICK & CO INC COM COMMON NON.VTG NPV STOCK 579780206 7,263,519.12 7,264 156,104 SH Sole 11, 28 156,104 MCCORMICK & SCHMICKS COMMON SEAFOOD RESTAU COM STK STOCK 579793100 126,650.97 127 13,933 SH Sole 28, 33 13,933 MCDERMOTT INTERNATIONAL COMMON 11, 23, INC COM STK USD1 STOCK 580037109 6,603,523.85 6,604 319,165 SH Sole 43 319,165 MCDONALD'S CORP COM STK 11, 23, USD0.01 COMMON 28, 31, STOCK 580135101 83,668,169.72 83,668 1,089,997 SH Sole 47 1,089,997 MCG CAPITAL CORP COM STK COMMON 8, 28, USD0.01 STOCK 58047P107 785,024.13 785 112,629 SH Sole 33 112,629 MCGRATH RENTCORP COM STK COMMON NPV STOCK 580589109 508,300.92 508 19,386 SH Sole 28, 33 19,386 MCGRAW-HILL COS INC COMMON 11, 23, (THE) COM STK USD1 STOCK 580645109 23,228,596.93 23,229 637,973 SH Sole 28, 47 637,973 MCKESSON CORP COM STK COMMON USD0.01 STOCK 58155Q103 9,549,017.64 9,549 135,678 SH Sole 28, 51 135,678 MCMORAN EXPLORATION COM COMMON STK USD0.01 STOCK 582411104 1,210,169.70 1,210 70,605 SH Sole 28 70,605 MDC HLDGS INC COM STK COMMON USD0.01 STOCK 552676108 2,167,560.57 2,168 75,341 SH Sole 28, 33 75,341 MDU RESOURCES GROUP INC COMMON COM STK USD1 STOCK 552690109 7,582,196.20 7,582 374,060 SH Sole 28 374,060 MEAD JOHNSON NUTRITION COMMON 11, 23, USD0.01 STOCK 582839106 24,071,203.50 24,071 386,686 SH Sole 28, 53 386,686 MEADOWBROOK INSURANCE GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 58319P108 680,261.75 680 66,367 SH Sole 33 66,367 MEADWESTVACO CORPORATION COMMON 23, 28, COM NPV STOCK 583334107 4,778,725.68 4,779 182,673 SH Sole 33 182,673 MEASUREMENT SPECIALITIES COMMON INC COM STK NPV STOCK 583421102 348,531.25 349 11,875 SH Sole 28, 33 11,875 MEDALLION FINANCIAL CORP COMMON COM STK USD0.01 STOCK 583928106 129,904.40 130 15,842 SH Sole 28, 33 15,842 MEDASSETS USD0.01 COMMON STOCK 584045108 1,298,640.99 1,299 64,321 SH Sole 26, 28 64,321 MEDCATH CORP COM STK COMMON USD0.01 STOCK 58404W109 258,130.80 258 18,504 SH Sole 28, 33 18,504
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- MEDCO HEALTH SOLUTIONS COMMON 11, 23, INC COM STK USD0.01 STOCK 58405U102 39,871,942.66 39,872 650,758 SH Sole 28, 47 650,758 MEDIA GENERAL INC COMMON CLASS'A'COM USD5 STOCK 584404107 112,964.32 113 19,544 SH Sole 28, 33 19,544 MEDIACOM COMMUNICATIONS COMMON CORP CLASS'A' COM STK STOCK 58446K105 269,865.54 270 31,899 SH Sole 28, 33 31,899 MEDICAL ACTION INDUSTRIES INC COM STK COMMON USD0.001 STOCK 58449L100 108,340.22 108 11,309 SH Sole 28, 33 11,309 MEDICINES CO COM STK COMMON USD0.001 STOCK 584688105 549,487.44 549 38,888 SH Sole 28 38,888 MEDICINOVA INC COM STK COMMON USD0.1 (POST SPLIT) STOCK 58468P206 2,741.70 3 570 SH Sole 33 570 MEDICIS PHARMACEUTICAL COMMON CORP CLASS'A'COM STK STOCK 584690309 4,454,051.82 4,454 166,258 SH Sole 28, 33 166,258 MEDIDATA SOLUITION INC COMMON USD0.01 STOCK 58471A105 338,642.28 339 14,181 SH Sole 28 14,181 MEDIFAST INC COM STK COMMON USD0.001 STOCK 58470H101 286,402.96 286 9,917 SH Sole 28 9,917 MEDIVATION INC COM STK COMMON USD0.01 STOCK 58501N101 388,867.78 389 25,634 SH Sole 28 25,634 MEDNAX INC COM STK COMMON USD0.01 STOCK 58502B106 6,376,265.82 6,376 94,758 SH Sole 28 94,758 MEDQUIST INC COM STK NPV COMMON STOCK 584949101 80,202.80 80 9,272 SH Sole 28 9,272 MEDTOX SCIENTIFIC INC COMMON COM STK USD0.15 STOCK 584977201 7,860.00 8 600 SH Sole 33 600 MEDTRONIC INC COM STK COMMON 23, 28, USD0.10 STOCK 585055106 46,744,749.54 46,745 1,260,306 SH Sole 31, 37 1,260,306 MELA SCIENCES INC COMMON STOCK 55277R100 64,812.45 65 19,347 SH Sole 28 19,347 MELLANOX TECHNOLOGIES COMMON LTD ILS0.0175 STOCK M51363113 1,864,874.20 1,865 71,260 SH Sole 23 71,260 MEMC ELECTRONICS MATERIALS INC COM STK COMMON USD0.01 STOCK 552715104 1,084,169.10 1,084 96,285 SH Sole 28 96,285 MENS WEARHOUSE INC COM COMMON STK USD0.01 STOCK 587118100 1,051,707.96 1,052 42,102 SH Sole 28, 33 42,102 MENTOR GRAPHICS CORP COM COMMON STK NPV STOCK 587200106 3,594,180.00 3,594 299,515 SH Sole 28, 33 299,515 MERCADOLIBRE INC COM STK COMMON USD0.001 STOCK 58733R102 2,803,898.85 2,804 42,069 SH Sole 23, 26 42,069 MERCANTILE BANK CORP COM COMMON STK NPV STOCK 587376104 4,866.00 5 600 SH Sole 33 600 MERCER INSURANCE GROUP COMMON INC COM STK NPV STOCK 587902107 13,995.00 14 500 SH Sole 33 500 MERCER INTERNATIONAL INC COMMON COM STK USD1 STOCK 588056101 34,875.00 35 4,500 SH Sole 33 4,500 MERCHANTS BANCSHARES INC COMMON COM STK USD0.01 STOCK 588448100 200,774.60 201 7,285 SH Sole 8, 28 7,285 MERCK & CO INC(NEW) COM 19, 23, STK USD0.50 28, 31, COMMON 34, 41, STOCK 58933Y105 95,706,706.76 95,707 2,655,569 SH Sole 51 2,655,569 MERCURY COMPUTER SYSTEMS COMMON 8, 28, COM STK USD0.01 STOCK 589378108 505,008.88 505 27,476 SH Sole 33 27,476 MERCURY GENERAL CORP COM COMMON STK NPV STOCK 589400100 3,147,557.82 3,148 73,182 SH Sole 28, 33 73,182 MEREDITH CORP COM STK COMMON USD1 STOCK 589433101 531,600.30 532 15,342 SH Sole 28 15,342 MERGE HEALTHCARE INC COMMON STOCK 589499102 149,666.25 150 40,125 SH Sole 28 40,125 MERIDIAN BIOSCIENCE INC COMMON COM STK NPV STOCK 589584101 1,251,080.04 1,251 54,019 SH Sole 11, 28 54,019 MERIDIAN INTERSTATE COMMON BANCORP INC COM STK NPV STOCK 58964Q104 94,037.04 94 7,976 SH Sole 28, 33 7,976 MERIT MEDICAL SYSTEMS COMMON INC COM STK NPV STOCK 589889104 332,651.62 333 21,014 SH Sole 28 21,014 MERITAGE HOMES COMMON CORPORATION STOCK 59001A102 595,781.40 596 26,837 SH Sole 28, 33 26,837 MET PRO CORP COM STK COMMON USD0.10 STOCK 590876306 150,801.89 151 12,769 SH Sole 28, 33 12,769 METABOLIX INC COM STK COMMON USD0.01 STOCK 591018809 247,975.92 248 20,376 SH Sole 28 20,376 METALICO INC COM COMMON 8, 28, STOCK 591176102 314,062.56 314 53,412 SH Sole 33 53,412 METALS USA HLDGS CORP COMMON 0.01 STOCK 59132A104 133,350.00 133 8,750 SH Sole 28 8,750 METHANEX CORP COM NPV COMMON STOCK 59151K108 3,989,939.20 3,990 131,248 SH Sole 25, 37 131,248 METHODE ELECTRONICS INC COMMON COM CLASS'A'USD0.5 STOCK 591520200 386,013.14 386 29,762 SH Sole 28, 33 29,762 METLIFE INC COM STK 11, 28, USD0.01 COMMON 39, 41, STOCK 59156R108 47,094,223.44 47,094 1,059,726 SH Sole 51 1,059,726 METRO BANCORP INC COMMON 28, 30, STOCK 59161R101 914,039.19 914 83,019 SH Sole 33 83,019 METROPCS COMMUNICATIONS COMMON INC COM STK USD0.0001 STOCK 591708102 1,419,523.59 1,420 112,393 SH Sole 28, 33 112,393 METROPOLITAN HEALTH COMMON NETWORKS COM STOCK 592142103 137,358.63 137 30,729 SH Sole 28 30,729 METTLER TOLEDO COM STK COMMON USD0.01 STOCK 592688105 21,880,540.63 21,881 144,703 SH Sole 28, 47 144,703 MF GLOBAL HLDGS LTD COMMON USD0.01 STOCK 55277J108 753,001.92 753 90,072 SH Sole 28, 33 90,072 MFRI INC COM STK USD0.01 COMMON STOCK 552721102 7,203.00 7 700 SH Sole 33 700 MGE ENERGY INC COM STK COMMON USD1 STOCK 55277P104 947,561.60 948 22,160 SH Sole 8, 28 22,160 MGIC INVESTMENT CORP COM COMMON 8, 28, STK USD1 STOCK 552848103 2,939,886.33 2,940 288,507 SH Sole 33, 35 288,507 MGP INGREDIENTS INC COMMON 8, 28, STOCK 55302G103 146,103.36 146 13,234 SH Sole 33 13,234 MICREL INC COM STK NPV COMMON STOCK 594793101 491,944.29 492 37,871 SH Sole 28 37,871 MICROCHIP TECHNOLOGY COM COMMON 11, 28, STK USD0.001 STOCK 595017104 9,935,336.62 9,935 290,422 SH Sole 43 290,422 MICROMET INC COM STK COMMON USD0.00004 STOCK 59509C105 548,717.12 549 67,576 SH Sole 28 67,576 MICRON TECHNOLOGY INC COMMON COM STK USD0.10 STOCK 595112103 5,053,273.68 5,053 630,084 SH Sole 28, 35 630,084 MICROS SYSTEMS INC COM COMMON 5, 11, USD0.025 STOCK 594901100 16,682,238.72 16,682 380,352 SH Sole 28 380,352 MICROSEMI COM STK USD0.20 COMMON STOCK 595137100 1,419,113.00 1,419 61,970 SH Sole 28 61,970 MICROSOFT CORP COM STK 23, 28, USD0.00000625 31, 34, COMMON 37, 41, STOCK 594918104 119,181,070.96 119,181 4,268,663 SH Sole 51 4,268,663 MICROSTRATEGY INC. COMMON STOCK 594972408 539,743.05 540 6,315 SH Sole 28 6,315 MICROVISION INC WASHINGTON COM STK COMMON USD0.01 STOCK 594960106 124,424.70 124 66,895 SH Sole 28 66,895 MIDAS GROUP INC COM STK COMMON USD0.001 STOCK 595626102 90,418.39 90 11,149 SH Sole 28 11,149 MIDDLEBY CORP COM STK COMMON USD0.01 STOCK 596278101 1,911,268.80 1,911 22,640 SH Sole 28, 47 22,640 MIDDLESEX WATER CO COM COMMON STK NPV STOCK 596680108 228,714.40 229 12,464 SH Sole 28 12,464 MIDSOUTH BANCORP INC COM COMMON STK USD0.10 STOCK 598039105 94,709.76 95 6,166 SH Sole 28 6,166 MIDWESTONE FINANCIAL COMMON GROUP INC COM STK USD1 STOCK 598511103 94,890.80 95 6,280 SH Sole 8, 28 6,280 MILLER INDUSTRIES INC COMMON COM STK USD0.01 STOCK 600551204 127,301.58 127 8,946 SH Sole 28, 33 8,946 MILLER PETROLEUM INC COMMON USD0.0001 STOCK 600577100 70,226.00 70 13,505 SH Sole 28 13,505 MILLER(HERMAN) INC COM COMMON STK USD0.20 STOCK 600544100 8,593,549.80 8,594 339,666 SH Sole 11, 28 339,666 MINDSPEED TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 602682205 145,088.50 145 23,785 SH Sole 28 23,785 MINE SAFETY APPLIANCES COMMON CO COM STK NPV STOCK 602720104 2,530,557.70 2,531 81,290 SH Sole 28 81,290 MINERALS TECHNOLOGIES COMMON 8, 23, INC COM STK USD0.10 STOCK 603158106 5,550,169.32 5,550 84,852 SH Sole 28, 33 84,852 MIPS TECHNOLOGIES INC COMMON CLASS A COM STK USD0.001 STOCK 604567107 549,898.68 550 36,273 SH Sole 28 36,273 MISONIX INC COM STK COMMON USD0.01 STOCK 604871103 1,374.00 1 600 SH Sole 33 600 MISTRAS GROUP INC NPV COMMON STOCK 60649T107 153,469.80 153 11,385 SH Sole 28 11,385 MITCHAM INDUSTRIES INC COMMON COM STK USD0.01 STOCK 606501104 11,550.00 12 1,000 SH Sole 33 1,000 MKS INSTRUMENTS INC COM COMMON 8, 28, STK NPV STOCK 55306N104 1,169,054.64 1,169 47,736 SH Sole 33 47,736 MOBILE MINI COM STK COMMON 5, 28, USD0.01 STOCK 60740F105 1,109,314.91 1,109 56,339 SH Sole 33 56,339 MODINE MANUFACTURING CO COMMON COM STK USD0.625 STOCK 607828100 599,726.00 600 38,692 SH Sole 28, 33 38,692 MODUSLINK GLOBAL COMMON SOLUTIONS INC USD0.01 STOCK 60786L107 255,531.30 256 38,139 SH Sole 28, 33 38,139 MOHAWK INDUSTRIES COM COMMON 28, 33, STK USD0.01 STOCK 608190104 7,810,857.12 7,811 137,612 SH Sole 43 137,612 MOLEX INC COM STK USD0.05 COMMON STOCK 608554101 5,808,231.68 5,808 255,644 SH Sole 23, 28 255,644 MOLINA HEALTHCARE INC COMMON COM STK USD0.001 STOCK 60855R100 387,588.45 388 13,917 SH Sole 28, 33 13,917 MOLSON COORS BREWING CO COMMON CLASS 'B' COM STOCK STOCK 60871R209 9,179,449.86 9,179 182,894 SH Sole 28, 37 182,894 MOLYCORP INC DELAWARE COMMON USD0.001 STOCK 608753109 2,577,285.10 2,577 51,649 SH Sole 26, 28 51,649 MOMENTA PHARMACEUTICALS COMMON INC COM STK USD0.0001 STOCK 60877T100 486,539.97 487 32,501 SH Sole 28 32,501 MONARCH CASINO & RESORT COMMON COM STK USD0.01 STOCK 609027107 114,250.00 114 9,140 SH Sole 28, 33 9,140 MONEYGRAM INTERNATIONAL COMMON INC COM USD0.01 STOCK 60935Y109 174,068.72 174 64,232 SH Sole 28 64,232 MONOLITHIC POWER SYSTEM COMMON INC COM STK USD0.001 STOCK 609839105 398,924.96 399 24,148 SH Sole 28 24,148 MONOTYPE IMAGING COMMON HOLDINGS IN USD0.01 STOCK 61022P100 195,504.30 196 17,613 SH Sole 28 17,613 MONRO MUFFLER BRAKE INC COMMON 25, 28, COM STK USD0.01 STOCK 610236101 6,303,681.60 6,304 182,240 SH Sole 39, 47 182,240 MONSANTO CO COM STK COMMON 28, 37, USD0.01 STOCK 61166W101 32,116,644.84 32,117 461,181 SH Sole 39 461,181 MONSTER WORLDWIDE INC COMMON COM STK USD0.001 STOCK 611742107 1,302,485.60 1,302 55,120 SH Sole 28 55,120 MONTPELIER RE HOLDINGS COMMON COM STK USD0.0016 STOCK G62185106 1,058,016.40 1,058 53,060 SH Sole 28, 33 53,060 MOODYS CORP COM STK USD1 COMMON STOCK 615369105 7,873,940.28 7,874 296,682 SH Sole 11, 28 296,682 MOOG INC COMMON 8, 28, CLASS'A'(LIM.V)USD1 STOCK 615394202 1,469,734.40 1,470 36,928 SH Sole 33 36,928 MORGAN STANLEY COM STK COMMON 23, 28, USD0.01 STOCK 617446448 23,206,347.81 23,206 852,861 SH Sole 41, 51 852,861 MORGANS HOTEL GROUP COM COMMON STK NPV STOCK 61748W108 161,690.89 162 17,827 SH Sole 28 17,827 MORNINGSTAR INC COM STK COMMON NPV STOCK 617700109 980,759.16 981 18,477 SH Sole 26 18,477 MOSYS INC COM STK USD0.01 COMMON STOCK 619718109 148,890.23 149 26,167 SH Sole 28, 33 26,167 MOTORCAR PARTS OF COMMON AMERICA COM STK USD0.01 STOCK 620071100 19,560.00 20 1,500 SH Sole 33 1,500 MOTOROLA INC USD0.01 COMMON STOCK 620076109 9,516,588.66 9,517 1,049,238 SH Sole 28, 51 1,049,238 MOVADO GROUP INC COM STK COMMON USD0.01 STOCK 624580106 222,215.52 222 13,768 SH Sole 28, 33 13,768 MOVE INC COM USD0.001 COMMON STOCK 62458M108 306,942.81 307 119,433 SH Sole 28 119,433 MSC INDUSTRIAL DIRECT CO COMMON CLASS'A'COM STK USD0.001 STOCK 553530106 7,959,975.12 7,960 123,048 SH Sole 11, 28 123,048 MSCI INC COM STK USD0.01 COMMON 11, 26, CLS'A' STOCK 55354G100 19,184,916.96 19,185 492,426 SH Sole 28, 47 492,426 MTR GAMING GROUP INC COM COMMON STK USD0.00001 STOCK 553769100 4,363.20 4 2,160 SH Sole 33 2,160 MTS SYSTEMS CORP COM STK COMMON USD0.25 STOCK 553777103 957,440.14 957 25,559 SH Sole 25, 28 25,559 MUELLER INDUSTRIES INC COMMON 25, 28, COM STK USD0.01 STOCK 624756102 2,711,058.90 2,711 82,907 SH Sole 33 82,907 MUELLER WATER PRODUCTS INC COM STK USD0.01 COMMON SER'A' STOCK 624758108 522,075.66 522 125,198 SH Sole 28, 33 125,198 MULTI FINELINE ELECTRONIX INC COM STK COMMON 28, 30, NPV STOCK 62541B101 1,099,679.37 1,100 41,513 SH Sole 33 41,513 MULTI-COLOR CORP NPV COMMON STOCK 625383104 178,662.26 179 9,181 SH Sole 28, 33 9,181 MULTIMEDIA GAMES INC COM COMMON 25, 28, STK USD0.01 STOCK 625453105 1,141,824.24 1,142 204,628 SH Sole 33 204,628 MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 9,158,691.15 9,159 122,853 SH Sole 23, 28 122,853 MVC CAPITAL INC COM COMMON USD0.01 STOCK 553829102 262,960.60 263 18,011 SH Sole 28 18,011 MWI VETERINARY SUPPLY COMMON INC COM STK USD0.01 STOCK 55402X105 1,755,127.95 1,755 27,793 SH Sole 11, 28 27,793 MYERS INDUSTRIES INC COM COMMON 8, 28, STK NPV STOCK 628464109 359,250.16 359 36,884 SH Sole 33 36,884 MYLAN INC COM STK USD0.50 COMMON STOCK 628530107 8,030,541.02 8,031 380,054 SH Sole 28, 43 380,054 MYR GROUP INC USD0.01 COMMON STOCK 55405W104 338,289.00 338 16,109 SH Sole 28, 33 16,109 NABI BIOPHARMACEUTICALS COMMON COM STK USD0.10 STOCK 629519109 201,868.35 202 34,865 SH Sole 28 34,865 NABORS INDUSTRIES COM COMMON STK USD0.001 STOCK G6359F103 5,607,221.52 5,607 239,012 SH Sole 28, 43 239,012 NACCO INDUSTRIES INC COMMON 28, 30, CLASS'A'COM STK USD1 STOCK 629579103 1,155,440.94 1,155 10,662 SH Sole 33 10,662 NALCO HLDG CO COM STK COMMON USD0.01 STOCK 62985Q101 5,808,289.00 5,808 181,850 SH Sole 11, 25 181,850 NANOMETRICS COM STK NPV COMMON STOCK 630077105 193,938.28 194 15,116 SH Sole 28, 33 15,116 NANOSPHERE INC COM STK COMMON USD0.01 STOCK 63009F105 27,638.04 28 6,339 SH Sole 28 6,339 NAPCO SECURITY TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 630402105 329,628.50 330 184,150 SH Sole 25, 33 184,150 NARA BANCORP INC COM STK COMMON USD0.01 STOCK 63080P105 321,212.20 321 32,710 SH Sole 28, 33 32,710 NASDAQ OMX GROUP INC COM COMMON STK USD0.01 STOCK 631103108 1,414,467.47 1,414 59,657 SH Sole 28 59,657 NASH FINCH CO COM STK COMMON 8, 28, USD1.66 2/3 STOCK 631158102 761,226.57 761 17,907 SH Sole 33 17,907 NATHANS FAMOUS INC COM COMMON STK USD0.01 STOCK 632347100 3,167.80 3 188 SH Sole 33 188 NATIONAL BANKSHARES INC COMMON COM STK USD2.50 STOCK 634865109 167,463.82 167 5,318 SH Sole 28 5,318 NATIONAL BEVERAGE CORP COMMON COM STK USD0.01 STOCK 635017106 114,896.16 115 8,744 SH Sole 28 8,744 NATIONAL CINEMEDIA INC COMMON COM STK USD0.01 STOCK 635309107 3,148,189.11 3,148 158,121 SH Sole 28, 43 158,121 NATIONAL FINANCIAL COMMON 8, 28, PARTNERS COM STK USD0.10 STOCK 63607P208 1,239,540.20 1,240 92,503 SH Sole 33 92,503 NATIONAL FUEL GAS CO COM COMMON STK USD1 STOCK 636180101 10,716,402.20 10,716 163,310 SH Sole 28 163,310 NATIONAL HEALTH CARE COMMON CORP COM STK USD0.01 STOCK 635906100 319,679.43 320 6,909 SH Sole 28 6,909 NATIONAL INSTRUMENTS COMMON CORP COM STK USD0.01 STOCK 636518102 16,990,206.68 16,990 451,387 SH Sole 11, 28 451,387 NATIONAL INTERSTATE CORP COMMON COM STK USD0.01 STOCK 63654U100 107,492.20 107 5,023 SH Sole 28 5,023 NATIONAL OILWELL VARCO COMMON 11, 23, INC COM STK USD0.01 STOCK 637071101 19,896,383.25 19,896 295,857 SH Sole 28, 53 295,857 NATIONAL PENN BANCSHARES COMMON 8, 28, COM STK NPV STOCK 637138108 1,047,417.14 1,047 130,438 SH Sole 33 130,438 NATIONAL PRESTO INDUSTRIES INC COM STK COMMON USD1 STOCK 637215104 461,535.50 462 3,550 SH Sole 28 3,550 NATIONAL SEMICONDUCTOR COMMON CORP COM STK USD0.50 STOCK 637640103 1,385,095.36 1,385 100,661 SH Sole 28 100,661 NATIONAL TECHNICAL COMMON SYSTEMS INC COM STK NPV STOCK 638104109 3,224.00 3 400 SH Sole 33 400 NATIONAL WESTERN LIFE COMMON INSURANCE CO COM STK STOCK 638522102 292,927.04 293 1,757 SH Sole 28 1,757 NATURAL GAS SERVICES COMMON 11, 28, GROUP COM STK USD0.01 STOCK 63886Q109 1,309,006.93 1,309 69,223 SH Sole 33 69,223 NATUS MEDICAL INC COM COMMON STK USD0.001 STOCK 639050103 303,508.72 304 21,404 SH Sole 28 21,404 NAUTILUS INC COM STK NPV COMMON STOCK 63910B102 4,984.00 5 2,800 SH Sole 33 2,800 NAVIGANT CONSULTING INC COMMON COM STK USD0.001 STOCK 63935N107 1,267,658.80 1,268 137,789 SH Sole 28 137,789 NAVIGATORS GROUP INC COM COMMON 8, 28, STK USD0.10 STOCK 638904102 614,370.70 614 12,202 SH Sole 33 12,202 NAVISTAR INTERNATIONAL COMMON CORP COM STK USD0.10 STOCK 63934E108 1,333,783.12 1,334 23,032 SH Sole 43 23,032 NBT BANCORP INC COM STK COMMON NPV STOCK 628778102 841,410.15 841 34,841 SH Sole 8, 28 34,841 NCI BUILDING SYSTEMS INC COMMON COM STK USD0.01 STOCK 628852204 691,833.48 692 49,452 SH Sole 28, 30 49,452 NCI INC COM STK NPV COMMON STOCK 62886K104 411,773.89 412 17,911 SH Sole 11, 28 17,911 NCR CORP COM STK USD0.01 COMMON STOCK 62886E108 4,865,158.32 4,865 316,536 SH Sole 28 316,536 NEENAH PAPER INC COM STK COMMON USD0.01 STOCK 640079109 227,363.04 227 11,553 SH Sole 28, 33 11,553 NEKTAR THERAPEUTICS COM COMMON STK USD0.0001 STOCK 640268108 1,225,029.05 1,225 95,333 SH Sole 28, 47 95,333 NELNET INC COM STK COMMON 8, 28, USD0.01 STOCK 64031N108 1,054,394.52 1,054 44,508 SH Sole 33 44,508 NEOGEN CORP COM STK COMMON USD0.16 STOCK 640491106 937,248.29 937 22,843 SH Sole 28, 47 22,843 NETAPP INC COM STK NPV 11, 23, COMMON 28, 38, STOCK 64110D104 34,140,052.80 34,140 621,180 SH Sole 50, 53 621,180 NETFLIX COM INC COM STK COMMON 11, 23, USD0.001 STOCK 64110L106 22,179,665.20 22,180 126,236 SH Sole 28, 50 126,236 NETGEAR INC COM STK COMMON USD0.001 STOCK 64111Q104 1,500,982.88 1,501 44,566 SH Sole 28, 30 44,566 NETLOGIC MICROSYSTEMS COMMON 28, 47, INC COM STK USD0.01 STOCK 64118B100 4,328,140.95 4,328 137,795 SH Sole 53 137,795 NETSCOUT SYSTEMS INC COM COMMON STK USD0.001 STOCK 64115T104 634,845.90 635 27,590 SH Sole 8, 28 27,590
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- NETSPEND HLDGS INC COMMON 8, 28, USD0.001 STOCK 64118V106 682,934.22 683 53,271 SH Sole 47 53,271 NETSUITE INC USD0.01 COMMON STOCK 64118Q107 1,013,850.00 1,014 40,554 SH Sole 26, 28 40,554 NETWORK ENGINES INC COM COMMON STK USD0.01 STOCK 64121A107 25,175.76 25 16,563 SH Sole 28 16,563 NETWORK EQUIPMENT TECHNOLOGIES COM STK COMMON USD0.01 STOCK 641208103 112,522.89 113 24,303 SH Sole 28, 33 24,303 NEURALSTEM INC COM STK COMMON NPV STOCK 64127R302 74,227.56 74 35,013 SH Sole 28 35,013 NEUROCRINE BIOSCIENCES COMMON INC COM STK NPV STOCK 64125C109 280,624.84 281 36,731 SH Sole 28 36,731 NEUROGESX COM STK USD1 COMMON STOCK 641252101 57,081.00 57 8,975 SH Sole 28 8,975 NEUSTAR INC USD0.001 COMMON CLS'A' STOCK 64126X201 5,583,635.15 5,584 214,343 SH Sole 25, 28 214,343 NEUTRAL TANDEM INC COM COMMON STK USD0.001 STOCK 64128B108 357,130.08 357 24,732 SH Sole 28 24,732 NEW FRONTIER MEDIA INC COMMON COM STK USD0.0001 STOCK 644398109 3,249.00 3 1,900 SH Sole 33 1,900 NEW JERSEY RESOURCES COMMON 8, 11, CORP COM STK USD2.50 STOCK 646025106 2,565,476.10 2,565 59,510 SH Sole 28 59,510 NEW YORK & CO INC COM COMMON STK USD0.01 STOCK 649295102 50,454.30 50 11,415 SH Sole 28, 33 11,415 NEW YORK COMMUNITY BANCORP INC COM STK COMMON USD0.01 STOCK 649445103 16,315,315.90 16,315 865,534 SH Sole 28 865,534 NEW YORK TIMES CO COM COMMON CLASS'A'STK USD0.10 STOCK 650111107 2,301,588.80 2,302 234,856 SH Sole 28 234,856 NEWALLIANCE BANCSHARES COMMON INC COM STK USD0.01 STOCK 650203102 4,385,934.28 4,386 292,786 SH Sole 28, 33 292,786 NEWBRIDGE BANCORP COM COMMON STK USD5 STOCK 65080T102 9,087.00 9 1,950 SH Sole 33 1,950 NEWELL RUBBERMAID INC COMMON 28, 30, COM STK USD1 STOCK 651229106 6,924,816.54 6,925 380,903 SH Sole 34, 51 380,903 NEWFIELD EXPLORATION CO 11, 28, COM STK USD0.01 COMMON 34, 38, STOCK 651290108 29,986,871.39 29,987 415,849 SH Sole 43 415,849 NEWMARKET CORP COM NPV COMMON STOCK 651587107 3,350,852.57 3,351 27,161 SH Sole 28 27,161 NEWMONT MINING CORP COM COMMON STK USD1.60 STOCK 651639106 17,611,120.98 17,611 286,686 SH Sole 23, 28 286,686 NEWPARK RESOURCES INC COMMON 8, 28, COM STK USD0.01 STOCK 651718504 523,815.60 524 85,035 SH Sole 33 85,035 NEWPORT CORP COM NPV COMMON STOCK 651824104 487,020.06 487 28,038 SH Sole 28 28,038 NEWS CORP CLASS'A'NON COMMON VTG COM STKUSD0.01 STOCK 65248E104 15,863,848.00 15,864 1,089,550 SH Sole 28, 51 1,089,550 NEWS CORP CLASS'B'VTG COMMON COM STK USD0.01 STOCK 65248E203 2,606,051.04 2,606 158,712 SH Sole 41 158,712 NEWSTAR FINANCIAL INC COMMON 28, 30, COM STK USD0.01 STOCK 65251F105 1,165,902.71 1,166 110,303 SH Sole 33 110,303 NEXTERA ENERGY INC COMMON 28, 34, USD0.01 STOCK 65339F101 11,794,243.44 11,794 226,856 SH Sole 51 226,856 NGP CAPITAL RESOURCES COMMON COM STK USD0.001 STOCK 62912R107 156,372.40 156 16,997 SH Sole 28 16,997 NIC INC COM NPV COMMON STOCK 62914B100 410,907.78 411 42,318 SH Sole 28 42,318 NICOR INC COM STK USD2.5 COMMON STOCK 654086107 2,555,354.88 2,555 51,189 SH Sole 28 51,189 NII HOLDINGS INC COM STK COMMON 11, 23, USD0.001 STOCK 62913F201 30,706,518.92 30,707 687,562 SH Sole 47 687,562 NIKE INC CLASS'B'COM STK COMMON 28, 47, NPV STOCK 654106103 43,707,705.60 43,708 511,680 SH Sole 50, 53 511,680 NISOURCE INC COM STK NPV COMMON 19, 28, STOCK 65473P105 5,752,524.74 5,753 326,477 SH Sole 35 326,477 NL INDUSTRIES INC COM COMMON STK USD0.125 STOCK 629156407 10,044.00 10 900 SH Sole 33 900 NN INC COM STK USD0.01 COMMON STOCK 629337106 13,596.00 14 1,100 SH Sole 33 1,100 NOBLE CORPORATION CHF0.01 COMMON 35, 37, STOCK H5833N103 5,729,137.82 5,729 160,166 SH Sole 41, 43 160,166 NOBLE ENERGY INC COM STK COMMON 11, 23, USD3.33 1/3 STOCK 655044105 11,885,840.32 11,886 138,079 SH Sole 28 138,079 NORANDA ALUMINIUM HLDG COMMON CORP USD0.01 STOCK 65542W107 155,884.20 156 10,677 SH Sole 28 10,677 NORDIC AMERICAN TANKER COMMON SHIPPING USD0.01 STOCK G65773106 910,387.76 910 34,988 SH Sole 28 34,988 NORDSON CORP COM STK NPV COMMON 5, 11, STOCK 655663102 11,144,308.96 11,144 121,292 SH Sole 28 121,292 NORDSTROM INC COM STK NPV COMMON 11, 28, STOCK 655664100 14,570,413.52 14,570 343,804 SH Sole 43 343,804 NORFOLK SOUTHERN CORP COMMON COM STK USD1 STOCK 655844108 9,761,725.44 9,762 155,392 SH Sole 19, 28 155,392 NORTHEAST COMMUNITY BANCORP INC COM STK COMMON USD0.01 STOCK 664112109 1,665.00 2 300 SH Sole 33 300 NORTHEAST UTILITIES COM COMMON STK USD5 STOCK 664397106 5,209,255.76 5,209 163,402 SH Sole 23, 28 163,402 NORTHERN OIL & GAS INC(NEV) COM STK COMMON USD0.001 STOCK 665531109 1,359,466.02 1,359 49,962 SH Sole 11, 28 49,962 NORTHERN TRUST CORP COM COMMON STK USD1.666 STOCK 665859104 22,604,177.04 22,604 407,944 SH Sole 23, 28 407,944 NORTHFIELD BANCORP INC COMMON COM STK USD0.001 STOCK 66611L105 183,989.16 184 13,813 SH Sole 28 13,813 NORTHROP GRUMMAN CORP COMMON 19, 23, COM STK USD1 STOCK 666807102 10,467,800.20 10,468 161,590 SH Sole 28 161,590 NORTHWEST BANCSHARES INC COMMON USD0.01 STOCK 667340103 1,026,212.88 1,026 87,263 SH Sole 28, 33 87,263 NORTHWEST NATURAL GAS CO COMMON COM STK USD3.167 STOCK 667655104 1,079,358.69 1,079 23,227 SH Sole 11, 28 23,227 NORTHWEST PIPE CO COM COMMON STK USD0.01 STOCK 667746101 179,311.86 179 7,462 SH Sole 28, 33 7,462 NORTHWESTERN CORPORATION COMMON COM STK USD0.01 STOCK 668074305 766,214.91 766 26,577 SH Sole 28 26,577 NOVAMED INC USD0.01 COMMON STOCK 66986W207 8,451.49 8 733 SH Sole 33 733 NOVATEL WIRELESS INC COMMON STOCK 66987M604 255,978.20 256 26,804 SH Sole 28, 33 26,804 NOVAVAX INC COM STK COMMON USD0.01 STOCK 670002104 168,175.44 168 69,208 SH Sole 28 69,208 NOVELL INC COM STK COMMON USD0.10 STOCK 670006105 884,134.24 884 149,347 SH Sole 28 149,347 NOVELLUS SYSTEMS INC COM COMMON STK NPV STOCK 670008101 1,237,888.32 1,238 38,301 SH Sole 28 38,301 NPS PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 62936P103 399,447.70 399 50,563 SH Sole 28 50,563 NRG ENERGY INC COM STK COMMON USD0.01 STOCK 629377508 3,085,854.50 3,086 157,925 SH Sole 28, 35 157,925 NSTAR COM COM STK USD1 COMMON STOCK 67019E107 8,683,756.75 8,684 205,825 SH Sole 28 205,825 NTELOS HOLDINGS CORP COM COMMON 25, 28, STK USD0.01 STOCK 67020Q107 2,929,432.80 2,929 153,776 SH Sole 30 153,776 NU HORIZONS ELECTRONICS COMMON CORP COM STK USD0.0066 STOCK 669908105 10,510.76 11 1,508 SH Sole 33 1,508 NU SKIN ENTERPRISES INC COMMON CLASS'A'COM STK USD0.001 STOCK 67018T105 1,533,576.80 1,534 50,680 SH Sole 28, 47 50,680 NUCOR CORP COM STK COMMON USD0.40 STOCK 670346105 5,833,931.88 5,834 133,134 SH Sole 28 133,134 NUTRACEUTICAL INTERNATIONAL CORP COM COMMON 8, 28, STK USD0.01 STOCK 67060Y101 199,326.93 199 14,047 SH Sole 33 14,047 NUTRISYSTEM INC COM STK COMMON USD0.001 STOCK 67069D108 3,382,549.32 3,383 160,844 SH Sole 28, 39 160,844 NUVASIVE INC COM STK COMMON USD0.001 STOCK 670704105 3,831,673.95 3,832 149,383 SH Sole 5, 28 149,383 NV ENERGY INC COM STK COMMON 11, 23, USD0.01 STOCK 67073Y106 14,037,003.75 14,037 999,075 SH Sole 28, 37 999,075 NVE CORP COM STK USD0.001 COMMON STOCK 629445206 204,486.88 204 3,536 SH Sole 28 3,536 NVIDIA CORP COM STK COMMON USD0.001 STOCK 67066G104 3,775,849.00 3,776 245,185 SH Sole 28 245,185 NVR INC COM STK USD0.01 COMMON 11, 28, STOCK 62944T105 9,874,675.80 9,875 14,290 SH Sole 51 14,290 NXP SEMICONDUCTORS NV COMMON EUR0.20 STOCK N6596X109 730,561.65 731 34,905 SH Sole 43 34,905 NXSTAGE MEDICAL INC COM COMMON 11, 28, STK NPV STOCK 67072V103 5,499,325.92 5,499 221,034 SH Sole 47 221,034 NYSE EURONEXT INC COM COMMON STK USD0.01 STOCK 629491101 3,297,140.44 3,297 109,978 SH Sole 28 109,978 OASIS PETROLEUM INC COMMON USD0.01 STOCK 674215108 1,560,349.20 1,560 57,535 SH Sole 28, 47 57,535 OBAGI MEDICAL PRODUCTS COMMON INC COM STK NPV STOCK 67423R108 156,594.90 157 13,558 SH Sole 28 13,558 OCCAM NETWORKS USD0.001 COMMON STOCK 67457P309 97,303.41 97 11,223 SH Sole 28, 33 11,223 OCCIDENTAL PETROLEUM 23, 28, CORP COM USD0.20 31, 34, 38, 40, COMMON 47, 50, STOCK 674599105 138,878,698.50 138,879 1,415,685 SH Sole 51 1,415,685 OCEAN POWER TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 674870308 5,130.00 5 900 SH Sole 33 900 OCEANEERING INTERNATIONAL INC COM COMMON 11, 28, STK USD0.25 STOCK 675232102 9,549,148.33 9,549 129,691 SH Sole 43 129,691 OCEANFIRST FINANCIAL COMMON 8, 28, CORP COM STK USD0.01 STOCK 675234108 254,143.89 254 19,747 SH Sole 33 19,747 OCHARLEYS INC COM STK NPV COMMON STOCK 670823103 123,573.60 124 17,163 SH Sole 28, 33 17,163 OCLARO INC COM NEW COMMON STOCK 67555N206 814,287.45 814 61,923 SH Sole 28, 47 61,923 OCWEN FINANCIAL CORP COM COMMON 8, 28, STK USD0.01 STOCK 675746309 3,736,531.80 3,737 391,670 SH Sole 39 391,670 OFFICE DEPOT INC COM STK COMMON USD0.01 STOCK 676220106 3,056,270.40 3,056 565,976 SH Sole 28, 33 565,976 OFFICEMAX INC COM STK COMMON 23, 28, USD2.50 STOCK 67622P101 2,205,260.70 2,205 124,591 SH Sole 30 124,591 OGE ENERGY CORP COM STK COMMON USD0.01 STOCK 670837103 12,427,137.36 12,427 272,884 SH Sole 28, 35 272,884 OIL DRI CORP OF AMERICA COMMON COM STK USD0.10 STOCK 677864100 99,563.17 100 4,633 SH Sole 28 4,633 OIL STATES INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 678026105 3,685,175.00 3,685 57,500 SH Sole 11 57,500 OLD DOMINION FREIGHT COMMON LINE INC COM STK USD0.10 STOCK 679580100 1,329,760.32 1,330 41,568 SH Sole 28, 43 41,568 OLD NATIONAL BANCORP(INDIANA) COM COMMON STK USD1 STOCK 680033107 810,624.53 811 68,177 SH Sole 28, 33 68,177 OLD REPUBLIC COMMON 8, 28, INTERNATIONAL CORP USD1 STOCK 680223104 7,175,581.65 7,176 526,455 SH Sole 33 526,455 OLD SECOND BANCORP INC COMMON COM STK NPV STOCK 680277100 2,415.00 2 1,500 SH Sole 33 1,500 OLIN CORP COM STK USD1 COMMON STOCK 680665205 4,532,601.24 4,533 220,887 SH Sole 8, 28 220,887 OLYMPIC STEEL INC COM COMMON STK NPV STOCK 68162K106 228,092.04 228 7,953 SH Sole 28, 33 7,953 OM GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 670872100 2,074,071.58 2,074 53,858 SH Sole 30, 33 53,858 OMEGA PROTEIN CORP COM COMMON STK USD0.01 STOCK 68210P107 21,060.00 21 2,600 SH Sole 33 2,600 OMEROS CORP NPV COMMON STOCK 682143102 125,313.92 125 15,208 SH Sole 28 15,208 OMNIAMERICAN BANCORP INC COMMON USD0.01 STOCK 68216R107 130,161.30 130 9,606 SH Sole 28 9,606 OMNICARE INC COM STK USD1 COMMON STOCK 681904108 5,983,788.25 5,984 235,675 SH Sole 28, 33 235,675 OMNICELL INC COM STK NPV COMMON 5, 28, STOCK 68213N109 826,207.65 826 57,177 SH Sole 33 57,177 OMNICOM GROUP INC COM COMMON 23, 28, STK USD0.15 STOCK 681919106 11,074,531.60 11,075 241,802 SH Sole 51 241,802 OMNIVISION TECHNOLOGIES COMMON 28, 33, INC COM STK USD0.001 STOCK 682128103 2,298,268.98 2,298 77,618 SH Sole 47 77,618 OMNOVA SOLUTIONS INC COM COMMON STK USD0.1 STOCK 682129101 976,665.36 977 116,826 SH Sole 28, 30 116,826 ON ASSIGNMENT COM STK COMMON USD0.01 STOCK 682159108 269,561.25 270 33,075 SH Sole 28, 33 33,075 ONEBEACON INSURANCE GROUP LTD CLASS'A'COM COMMON STK STOCK G67742109 27,288.00 27 1,800 SH Sole 33 1,800 ONEOK INC COM STK NPV COMMON STOCK 682680103 2,490,880.35 2,491 44,905 SH Sole 28 44,905 ONLINE RES CORP COM COMMON STOCK 68273G101 104,248.35 104 22,419 SH Sole 28, 33 22,419 ONYX PHARMACEUTICALS COM COMMON STK USD0.001 STOCK 683399109 1,704,205.14 1,704 46,222 SH Sole 28 46,222 OPENTABLE INC NPV COMMON STOCK 68372A104 1,993,667.76 1,994 28,287 SH Sole 26, 28 28,287 OPENWAVE SYSTEMS INC-ORD COMMON SHS STOCK 683718308 141,162.32 141 66,586 SH Sole 28 66,586 OPKO HEALTH INC COM STK COMMON USD0.01 STOCK 68375N103 249,288.42 249 67,926 SH Sole 28 67,926 OPLINK COMMUNICATIONS COMMON 8, 28, INC COM NEW STOCK 68375Q403 1,296,298.48 1,296 70,184 SH Sole 30, 33 70,184 OPNET TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 683757108 276,239.63 276 10,319 SH Sole 28 10,319 OPNEXT INC COM STK COMMON USD0.01 STOCK 68375V105 13,076.80 13 7,430 SH Sole 33 7,430 OPPENHEIMER HOLDINGS INC COMMON CLS'A'NON-VTG NPV STOCK 683797104 261,261.28 261 9,968 SH Sole 8, 28 9,968 OPTICAL CABLE CORP. COMMON STOCK 683827208 936.00 1 300 SH Sole 33 300 OPTIMER PHARMACEUTICALS COMMON INC NPV STOCK 68401H104 290,746.17 291 25,707 SH Sole 28 25,707 OPTIONSXPRESS HLDGS INC COMMON COM STK USD0.0001 STOCK 684010101 486,475.15 486 31,045 SH Sole 28 31,045 ORACLE CORP COM STK 11, 19, USD0.01 23, 28, 34, 38, 39, 47, COMMON 50, 51, STOCK 68389X105 167,809,910.70 167,810 5,361,339 SH Sole 53 5,361,339 ORASURE TECHNOLOGIES INC COMMON COM STK NPV STOCK 68554V108 201,618.00 202 35,064 SH Sole 28 35,064 ORBCOMM INC COM STK NPV COMMON STOCK 68555P100 8,806.00 9 3,400 SH Sole 33 3,400 ORBITAL SCIENCES COM STK COMMON USD0.01 STOCK 685564106 740,478.51 740 43,227 SH Sole 28 43,227 ORBITZ WORLDWIDE INC COM COMMON STK USD0.01 STOCK 68557K109 84,269.25 84 15,075 SH Sole 28 15,075 O REILLY AUTOMOTIVE INC 5, 11, USD0.01 COMMON 23, 28, STOCK 686091109 36,889,793.52 36,890 610,556 SH Sole 47, 50 610,556 OREXIGEN THERAPEUT COM COMMON STK USD0.001 STOCK 686164104 192,643.36 193 23,842 SH Sole 28 23,842 ORIENT EXPRESS HOTELS LTD CLS'A'COM STK COMMON USD0.01 STOCK G67743107 1,005,438.99 1,005 77,401 SH Sole 28, 33 77,401 ORIENTAL FINANCIAL GROUP COMMON INC COM STK USD1 STOCK 68618W100 427,545.19 428 34,231 SH Sole 28, 33 34,231 ORION ENERGY SYSTEMS INC COMMON NPV STOCK 686275108 8,961.03 9 2,691 SH Sole 33 2,691 ORION MARINE GROUP COM COMMON STK USD0.01 '144A' STOCK 68628V308 688,054.00 688 59,315 SH Sole 28, 30 59,315 ORITANI FINANCIAL COMMON CORP(NEW) USD0.01 STOCK 68633D103 1,329,031.44 1,329 108,581 SH Sole 28, 30 108,581 ORRSTOWN FINANCIAL COMMON SERVICES INC COM STK NPV STOCK 687380105 264,479.09 264 9,649 SH Sole 8, 28 9,649 ORTHOFIX INTL N.V. COM COMMON STK USD0.10 STOCK N6748L102 382,800.00 383 13,200 SH Sole 28 13,200 ORTHOVITA COM STK USD0.01 COMMON STOCK 68750U102 102,210.51 102 50,851 SH Sole 28 50,851 OSHKOSH CORPORATION COMMON STOCK 688239201 11,426,851.92 11,427 324,258 SH Sole 28, 35 324,258 OSI SYSTEMS INC COM STK COMMON NPV STOCK 671044105 496,204.92 496 13,647 SH Sole 28, 33 13,647 OSIRIS THERAPEUTICS INC COMMON NEW COM STOCK 68827R108 101,075.25 101 12,975 SH Sole 28 12,975 OTTER TAIL CORP COM STK COMMON USD5 STOCK 689648103 613,381.02 613 27,213 SH Sole 28 27,213 OUTDOOR CHANNEL HLDGS COMMON INC COM USD0.02 STOCK 690027206 15,774.00 16 2,200 SH Sole 33 2,200 OVERSEAS SHIPHOLDING COMMON GROUP INC COM STK USD1 STOCK 690368105 2,661,423.38 2,661 75,139 SH Sole 28, 33 75,139 OVERSTOCK.COM INC COM COMMON STK USD0.0001 STOCK 690370101 183,719.04 184 11,148 SH Sole 28 11,148 OWENS & MINOR INC COM COMMON STK USD2 STOCK 690732102 5,080,971.78 5,081 172,646 SH Sole 8, 28 172,646 OWENS CORNING INC COM COMMON STK USD0.01 STOCK 690742101 5,524,764.00 5,525 177,360 SH Sole 11, 33 177,360 OWENS-ILLINOIS INC COM COMMON STK USD0.01 STOCK 690768403 4,094,673.90 4,095 133,377 SH Sole 28, 37 133,377 OXFORD INDUSTRIES INC COMMON COM STK USD1 STOCK 691497309 849,688.58 850 33,178 SH Sole 8, 28 33,178 OYO GEOSPACE CORP COM COMMON STK USD0.01 STOCK 671074102 306,745.45 307 3,095 SH Sole 28 3,095 P.F. CHANG'S CHINA BISTRO INC COM STK COMMON 26, 28, USD0.001 STOCK 69333Y108 6,308,958.94 6,309 130,189 SH Sole 39 130,189 PACCAR INC COM STK USD1 COMMON 28, 39, STOCK 693718108 18,604,367.10 18,604 324,005 SH Sole 51 324,005 PACER INTL INC COM COMMON STOCK 69373H106 341,459.64 341 49,921 SH Sole 8, 28 49,921 PACIFIC BIOSCIENCES OF COMMON 8, 28, CALIFORNIA USD0.0001 STOCK 69404D108 722,425.37 722 45,407 SH Sole 47 45,407 PACIFIC CONTINETAL CORP COMMON COM STK USD1 STOCK 69412V108 163,827.10 164 16,285 SH Sole 28, 33 16,285 PACIFIC MERCANTILE COMMON BANCORP COM STK NPV STOCK 694552100 3,710.00 4 1,000 SH Sole 33 1,000 PACIFIC SUNWEAR OF CALIFORNIA INC COM STK COMMON USD0.01 STOCK 694873100 295,005.18 295 54,429 SH Sole 28, 33 54,429 PACKAGING CORP OF COMMON AMERICA COM STK USD0.01 STOCK 695156109 6,229,403.84 6,229 241,076 SH Sole 28, 35 241,076 PACWEST BANCORP COM STK COMMON 8, 28, NPV STOCK 695263103 2,980,243.72 2,980 139,394 SH Sole 30, 33 139,394 PAETEC HOLDING CORP COM COMMON STK USD1 STOCK 695459107 355,988.16 356 95,184 SH Sole 28 95,184 PAIN THERAPEUTICS COM COMMON STK NPV STOCK 69562K100 193,576.50 194 28,678 SH Sole 28 28,678 PALL CORP COM STK USD0.10 COMMON STOCK 696429307 6,967,279.08 6,967 140,526 SH Sole 11, 28 140,526 PALM HARBOR HOMES INC COMMON COM STK USD0.01 STOCK 696639103 90.00 0 1,200 SH Sole 33 1,200 PALOMAR MEDICAL TECHNOLOGIES INC COM COMMON 28, 30, STK USD0.01 STOCK 697529303 704,489.17 704 49,577 SH Sole 33 49,577 PAM TRANSPORTATION SERVICES INC. COM STK COMMON USD0.01 STOCK 693149106 12,027.84 12 1,072 SH Sole 33 1,072
13 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- PANERA BREAD CO CLASS'A'COM STK COMMON USD0.0001 STOCK 69840W108 7,486,200.07 7,486 73,967 SH Sole 28, 47 73,967 PANHANDLE OIL & GAS INC CLASS'A'COM STK COMMON USD0.01666 STOCK 698477106 152,866.50 153 5,575 SH Sole 28 5,575 PANTRY INC COM COMMON 8, 28, STK USD0.01 STOCK 698657103 490,184.52 490 24,682 SH Sole 33 24,682 PAPA JOHNS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 698813102 437,576.90 438 15,797 SH Sole 28 15,797 PAR PHARMACEUTICAL COMMON 8, 28, USD0.01 STOCK 69888P106 1,512,441.74 1,512 39,274 SH Sole 33 39,274 PAR TECHNOLOGY CORP COM STK COMMON USD0.02 STOCK 698884103 7,423.00 7 1,300 SH Sole 33 1,300 PARAMETRIC TECHNOLOGY CORP NEW COM COMMON STK USD0.01 STOCK 699173209 7,207,639.89 7,208 319,913 SH Sole 28 319,913 PAREXEL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 699462107 918,940.55 919 43,285 SH Sole 28 43,285 PARK ELECTROCHEMICAL CORP COM STK COMMON USD0.10 STOCK 700416209 477,630.00 478 15,921 SH Sole 28, 33 15,921 PARK NATIONAL CORP COM STK COMMON NPV STOCK 700658107 850,239.00 850 11,700 SH Sole 8, 28 11,700 PARK OHIO HOLDINGS COM COMMON USD1 STOCK 700666100 127,070.07 127 6,077 SH Sole 28 6,077 PARKER DRILLING CO COM STK COMMON USD0.1666 STOCK 701081101 413,287.95 413 90,435 SH Sole 28, 33 90,435 PARKER-HANNIFIN 28, 31, CORP COM STK COMMON 43, 47, USD0.50 STOCK 701094104 54,336,292.30 54,336 629,621 SH Sole 53 629,621 PARLUX FRAGRANCES COMMON COM STK USD0.01 STOCK 701645103 3,234.00 3 1,100 SH Sole 33 1,100 PARTNERRE COM COMMON 35, 37, STK USD1 STOCK G6852T105 6,053,167.25 6,053 75,335 SH Sole 43 75,335 PATRIOT COAL CORPORATION COMMON COM STK USD0.01 STOCK 70336T104 4,239,066.39 4,239 218,847 SH Sole 28, 33 218,847 PATRIOT TRANSPORTATION HLDG INC COM COMMON STK USD0.10 STOCK 70337B102 109,785.76 110 1,181 SH Sole 28 1,181 PATTERSON COS INC COM STK COMMON USD0.01 STOCK 703395103 5,495,175.15 5,495 179,405 SH Sole 23, 28 179,405 PATTERSON UTI ENERGY INC COM COMMON 19, 28, STK USD0.01 STOCK 703481101 6,844,861.85 6,845 317,627 SH Sole 33 317,627 PAYCHEX INC COM COMMON STK USD0.01 STOCK 704326107 6,930,980.21 6,931 224,231 SH Sole 28, 37 224,231 PC CONNECTION COMMON COM STK USD0.01 STOCK 69318J100 16,834.00 17 1,900 SH Sole 33 1,900 PC MALL INC COM COMMON STK USD0.001 STOCK 69323K100 9,841.00 10 1,300 SH Sole 33 1,300 PC-TEL INC COM COMMON STK USD0.001 STOCK 69325Q105 100,986.00 101 16,831 SH Sole 28, 33 16,831 PDF SOLUTIONS INC COM STK COMMON USD0.00015 STOCK 693282105 93,845.40 94 19,470 SH Sole 28, 33 19,470 PDI INC COM STK COMMON USD0.01 STOCK 69329V100 14,756.00 15 1,400 SH Sole 33 1,400 PDL BIOPHARMA INC COM STK COMMON USD0.01 STOCK 69329Y104 631,024.24 631 101,288 SH Sole 28 101,288 PEABODY ENERGY CORP COM STK COMMON 11, 28, USD0.01 STOCK 704549104 13,443,861.48 13,444 210,126 SH Sole 50, 51 210,126 PEAPACK GLADSTONE FINANCIAL CORP COMMON COM STK NPV STOCK 704699107 93,607.65 94 7,173 SH Sole 28 7,173 PEETS COFFEE & TEA INC COM STK COMMON USD0.001 STOCK 705560100 366,936.34 367 8,791 SH Sole 28 8,791 PEGASYSTEMS INC COMMON COM STK USD0.01 STOCK 705573103 442,820.07 443 12,089 SH Sole 28 12,089 PENFORD CORP COMMON COM STK USD1 STOCK 707051108 8,554.00 9 1,400 SH Sole 33 1,400 PENN NATIONAL GAMING INC COM COMMON 33, 39, STK USD0.01 STOCK 707569109 6,095,326.35 6,095 173,409 SH Sole 43 173,409 PENN VIRGINIA CORP COM STK COMMON 28, 30, USD6.25 STOCK 707882106 916,050.84 916 54,462 SH Sole 33 54,462 PENNANTPARK INVESTMENT CORP COM STK COMMON USD0.001 STOCK 708062104 334,445.76 334 27,324 SH Sole 28 27,324 PENNEY(J.C.)CO INC COMMON 11, 28, COM STK USD0.50 STOCK 708160106 6,214,182.30 6,214 192,330 SH Sole 41 192,330 PENNICHUCK CORP COMMON COM STK USD1 STOCK 708254206 2,517.12 3 92 SH Sole 33 92 PENNS WOODS BANCOR COM COMMON USD8.33 STOCK 708430103 135,359.80 135 3,401 SH Sole 28 3,401 PENSKE AUTOMOTIVE GROUP INC COM COMMON STK USD0.0001 STOCK 70959W103 707,025.54 707 40,587 SH Sole 28, 33 40,587 PENSON WORLDWIDE COMMON 8, 28, COM STK USD0.01 STOCK 709600100 146,758.68 147 30,012 SH Sole 33 30,012 PENTAIR INC COM COMMON STK USD0.16666 STOCK 709631105 10,365,152.49 10,365 283,899 SH Sole 28, 37 283,899 PEOPLES BANCORP COMMON 8, 28, INC COM STK NPV STOCK 709789101 246,957.00 247 15,780 SH Sole 33 15,780 PEOPLES UNITED FINANCIAL INC COMMON COM STOCK 712704105 6,653,965.44 6,654 474,944 SH Sole 23, 28 474,944 PEP BOYS MANNY MOE & JACK COM COMMON STK USD1 STOCK 713278109 556,888.38 557 41,466 SH Sole 28, 33 41,466 PEPCO HLDGS INC COMMON COM STK USD0.01 STOCK 713291102 3,350,937.25 3,351 183,613 SH Sole 28, 43 183,613 PEPSICO INC CAP 19, 23, STK USD0.0166 28, 31, 34, 39, 41, 47, COMMON 50, 51, STOCK 713448108 137,783,452.54 137,783 2,109,038 SH Sole 53 2,109,038 PERCEPTRON INC COMMON COM STK USD0.01 STOCK 71361F100 3,451.00 3 700 SH Sole 33 700 PEREGRINE PHARMACEUTICALS COM STK COMMON USD0.001 STOCK 713661304 101,814.10 102 44,267 SH Sole 28 44,267 PERFICIENT INC COMMON COM STOCK 71375U101 213,362.50 213 17,069 SH Sole 28, 33 17,069 PERFORMANCE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 71376K102 1,905.70 2 1,121 SH Sole 33 1,121 PERICOM SEMICONDUCTOR CORP COM STK COMMON 28, 30, NPV STOCK 713831105 1,008,556.92 1,009 91,854 SH Sole 33 91,854 PERKINELMER INC COMMON COM STK USD1 STOCK 714046109 4,643,804.46 4,644 179,853 SH Sole 5, 28 179,853 PERRIGO CO COM COMMON 11, 23, STK NPV STOCK 714290103 15,759,417.18 15,759 248,846 SH Sole 28 248,846 PERVASIVE SOFTWARE INC COMMON COM STK USD0.01 STOCK 715710109 2,580.00 3 500 SH Sole 33 500 PETMED EXPRESS INC COM STK COMMON USD0.001 STOCK 716382106 509,508.48 510 28,608 SH Sole 11, 28 28,608 PETROHAWK ENERGY CORP COMMON COM USD0.001 STOCK 716495106 1,000,100.00 1,000 54,800 SH Sole 35 54,800 PETROLEUM DEVELOPMENT COMMON COM STK USD0.01 STOCK 716578109 804,058.29 804 19,049 SH Sole 28, 33 19,049 PETROQUEST ENERGY INC COM COMMON 8, 28, STK USD0.001 STOCK 716748108 791,365.35 791 105,095 SH Sole 30 105,095 PETSMART INC COM COMMON STK USD0.0001 STOCK 716768106 13,605,498.50 13,605 341,675 SH Sole 23, 28 341,675 PFIZER INC COM 11, 19, STK USD0.05 23, 28, COMMON 31, 37, STOCK 717081103 114,026,153.09 114,026 6,512,059 SH Sole 41, 51 6,512,059 PG&E CORP COM COMMON 23, 28, STK NPV STOCK 69331C108 28,159,628.64 28,160 588,621 SH Sole 34, 35 588,621 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON COM STK USD0.10 STOCK 717124101 6,409,626.66 6,410 236,169 SH Sole 28 236,169 PHARMACYCLICS INC COM STK COMMON USD0.0001 STOCK 716933106 194,450.56 194 31,982 SH Sole 28 31,982 PHARMASSET INC COMMON COM STK NPV STOCK 71715N106 1,037,542.41 1,038 23,901 SH Sole 8, 28 23,901 PHARMERICA CORPORATION COMMON 8, 28, COM STK USD0.01 STOCK 71714F104 650,989.75 651 56,855 SH Sole 33 56,855 PHH CORP COM STK COMMON 8, 28, NPV STOCK 693320202 2,407,970.40 2,408 104,016 SH Sole 33 104,016 PHI INC NON-VTG COMMON USD0.10 STOCK 69336T205 224,346.72 224 11,908 SH Sole 28, 33 11,908 PHILIP MORRIS INTERNATIONAL COMMON 28, 39, INC NPV STOCK 718172109 66,560,842.77 66,561 1,137,209 SH Sole 51 1,137,209 PHILLIPS VAN 11, 23, HEUSEN CORP COMMON 28, 30, COM STK USD1 STOCK 718592108 18,999,783.36 19,000 301,536 SH Sole 39 301,536 PHOENIX COMPANIES INC COMMON COM STK USD0.01 STOCK 71902E109 253,240.54 253 99,701 SH Sole 28, 33 99,701 PHOTOMEDEX INC COMMON COM STK USD0.01 STOCK 719358301 1,160.00 1 200 SH Sole 33 200 PHOTRONICS INC COMMON 8, 28, COM STK USD0.01 STOCK 719405102 345,061.26 345 58,386 SH Sole 33 58,386 PHYSICIANS FORMULA HLDGS INC COM STK COMMON USD0.01 STOCK 719427106 4,888.00 5 1,300 SH Sole 33 1,300 PICO HOLDING INC 11, 26, COM STK COMMON 28, 33, USD0.001 STOCK 693366205 2,377,590.60 2,378 74,767 SH Sole 43 74,767 PIEDMONT NATURAL GAS CO COMMON INC NPV STOCK 720186105 1,425,233.04 1,425 50,974 SH Sole 28 50,974 PIER 1 IMPORTS INC COMMON COM STK USD1 STOCK 720279108 1,134,325.50 1,134 108,031 SH Sole 28, 30 108,031 PIKE ELECTRIC CORPORATION COM STK COMMON USD0.001 STOCK 721283109 133,264.56 133 15,532 SH Sole 28, 33 15,532 PILGRIMS PRIDE CORP NEW COMMON USD0.01 STOCK 72147K108 261,543.01 262 36,889 SH Sole 28 36,889 PINNACLE AIRLINES CORP COM STK COMMON 8, 28, USD0.01 STOCK 723443107 171,825.00 172 21,750 SH Sole 33 21,750 PINNACLE ENTERTAINMENT INC COM STK COMMON USD0.10 STOCK 723456109 621,212.18 621 44,309 SH Sole 28 44,309 PINNACLE FINANCIAL PARTNERS COM COMMON STK USD1 STOCK 72346Q104 393,195.32 393 28,954 SH Sole 28, 33 28,954 PINNACLE WEST CAPITAL CORP COMMON COM STK USD2.50 STOCK 723484101 3,007,860.70 3,008 72,566 SH Sole 28, 43 72,566 PIONEER DRILLING CO COM STK COMMON 28, 30, USD0.10 STOCK 723655106 1,199,587.22 1,200 136,162 SH Sole 33 136,162 PIONEER NATURAL RESOURCES CO COMMON 23, 28, COM STK USD0.01 STOCK 723787107 7,135,301.70 7,135 82,185 SH Sole 43 82,185 PIPER JAFFRAY COMPANIES COM COMMON STK USD0.01 STOCK 724078100 436,364.64 436 12,464 SH Sole 28, 33 12,464 PITNEY BOWES INC COMMON 23, 28, COM STK USD1 STOCK 724479100 5,805,352.02 5,805 240,089 SH Sole 51 240,089 PLAINS EXPLORATION & PRODUCTION CO COMMON COM STK USD0.01 STOCK 726505100 8,947,004.64 8,947 278,376 SH Sole 28 278,376 PLANAR SYSTEMS COMMON INC COM STK NPV STOCK 726900103 3,876.00 4 1,900 SH Sole 33 1,900 PLANTRONICS INC COMMON COM STK USD0.01 STOCK 727493108 5,068,024.08 5,068 136,164 SH Sole 8, 28 136,164 PLATINUM UNDERWRITERS COMMON 8, 28, HLDGS LTD SHS STOCK G7127P100 2,074,331.19 2,074 46,127 SH Sole 33 46,127 PLAYBOY ENTERPRISES INC CLASS'B'NON VTG COMMON USD0.01 STOCK 728117300 101,048.76 101 19,358 SH Sole 28 19,358 PLEXUS CORP COM COMMON STK USD0.01 STOCK 729132100 932,779.12 933 30,148 SH Sole 28 30,148 PLX TECHNOLOGY COM STK COMMON USD0.001 STOCK 693417107 111,234.93 111 30,813 SH Sole 28, 33 30,813 PMC SIERRA INC COM STK COMMON USD0.001 STOCK 69344F106 225,058.00 225 26,200 SH Sole 8 26,200 PMFG INC USD0.01 COMMON STOCK 69345P103 188,026.00 188 11,465 SH Sole 28 11,465 PMI GROUP INC COMMON 8, 28, COM STK USD0.01 STOCK 69344M101 551,350.80 551 167,076 SH Sole 33 167,076 PNC FINANCIAL 19, 23, SERVICES GROUP 28, 31, COM STK USD5 COMMON 34, 41, STOCK 693475105 41,055,402.96 41,055 676,143 SH Sole 51 676,143 PNM RESOURCES INC COM STK COMMON USD5 STOCK 69349H107 3,105,960.06 3,106 238,553 SH Sole 28 238,553 POLARIS INDUSTRIES INC COMMON COM STK USD0.01 STOCK 731068102 7,442,483.84 7,442 95,392 SH Sole 11, 28 95,392 POLO RALPH LAUREN CORP CLASS'A'COM STK COMMON 28, 34, USD0.01 STOCK 731572103 23,576,489.68 23,576 212,554 SH Sole 47 212,554 POLYCOM INC COM COMMON STK USD0.0005 STOCK 73172K104 6,614,360.28 6,614 169,686 SH Sole 28 169,686 POLYONE CORP COMMON 8, 28, COM STK USD0.01 STOCK 73179P106 1,632,792.72 1,633 130,728 SH Sole 30 130,728 POLYPORE INTERNATIONAL INC COM STK COMMON 11, 28, USD0.01 STOCK 73179V103 4,099,678.15 4,100 100,655 SH Sole 47 100,655 POOL CORP COM COMMON STK USD0.001 STOCK 73278L105 839,930.56 840 37,264 SH Sole 28 37,264 POPULAR INC COM COMMON STK USD6 STOCK 733174106 633,338.00 633 201,700 SH Sole 30, 33 201,700 PORTER BANCORP COMMON INC COM STK NPV STOCK 736233107 6,814.91 7 661 SH Sole 8 661 PORTFOLIO RECOVERY ASSOCIATES INC COMMON 5, 28, COM STK USD0.01 STOCK 73640Q105 5,627,065.60 5,627 74,828 SH Sole 33 74,828 PORTLAND GENERAL ELECTRIC CO COMMON 8, 23, COM NPV STOCK 736508847 3,495,587.90 3,496 161,087 SH Sole 28 161,087 POTASH CORP OF SASKATCHEWAN COMMON INC COM NPV STOCK 73755L107 5,838,639.30 5,839 37,710 SH Sole 11 37,710 POWELL INDUSTRIES INC COMMON COM STK USD0.01 STOCK 739128106 227,792.64 228 6,928 SH Sole 28, 33 6,928 POWER INTEGRATIONS INC COM STK COMMON USD0.001 STOCK 739276103 733,719.06 734 18,279 SH Sole 28 18,279 POWER-ONE INC COMMON USD0.001 STOCK 73930R102 535,367.40 535 52,487 SH Sole 28 52,487 POWERSECURE INTL INC COM COMMON STK USD0.01 STOCK 73936N105 115,719.72 116 14,874 SH Sole 28, 33 14,874 POWERWAVE TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 739363109 808,578.52 809 318,338 SH Sole 28, 30 318,338 POZEN INC COM COMMON STK USD0.001 STOCK 73941U102 132,906.90 133 19,986 SH Sole 28 19,986 PPG INDUSTRIES INC COM STK COMMON 23, 28, USD1.666 STOCK 693506107 9,740,686.48 9,741 115,864 SH Sole 43 115,864 PPL CORP COM STK COMMON USD0.01 STOCK 69351T106 6,933,293.36 6,933 263,423 SH Sole 28, 37 263,423 PRAXAIR INC COM COMMON 11, 28, STK USD0.01 STOCK 74005P104 59,790,665.19 59,791 626,277 SH Sole 39, 47 626,277 PRE PAID LEGAL SERVICES COM COMMON STK USD0.01 STOCK 740065107 339,629.25 340 5,637 SH Sole 28 5,637 PRECISION CASTPARTS CORP COMMON 11, 28, COM NPV STOCK 740189105 27,058,943.75 27,059 194,375 SH Sole 38, 53 194,375 PREFERRED BK LOS ANGELES CALIFORNIA COM COMMON STK STOCK 740367107 1,267.20 1 720 SH Sole 33 720 PREMIERE GLOBAL SERVICES INC COMMON COM STK USD0.01 STOCK 740585104 875,472.80 875 128,746 SH Sole 8, 28 128,746 PRESIDENTIAL LIFE CORP COM STK COMMON USD0.01 STOCK 740884101 176,426.31 176 17,767 SH Sole 28, 33 17,767 PRESSTEK INC COM COMMON STK USD0.01 STOCK 741113104 57,149.46 57 25,743 SH Sole 28, 33 25,743 PRESTIGE BRANDS HLDGS INC COM COMMON 8, 28, STK USD0.01 STOCK 74112D101 779,092.20 779 65,196 SH Sole 33 65,196 PRICE T ROWE GROUP INC COM COMMON STK USD0.20 STOCK 74144T108 6,979,355.60 6,979 108,140 SH Sole 28 108,140 PRICELINE.COM INC 11, 19, COM STK 23, 28, USD0.008 COMMON 38, 50, STOCK 741503403 38,666,850.80 38,667 96,776 SH Sole 53 96,776 PRICESMART INC COM STK COMMON USD0.0001 STOCK 741511109 464,232.21 464 12,207 SH Sole 28 12,207 PRIDE INTERNATIONAL INC NEW COM COMMON NPV STOCK 74153Q102 11,522,280.00 11,522 349,160 SH Sole 28 349,160 PRIMEDIA INC COM COMMON STK USD0.01 STOCK 74157K846 95,760.00 96 22,800 SH Sole 8 22,800 PRIMERICA INC COMMON USD0.01 STOCK 74164M108 427,600.25 428 17,633 SH Sole 28 17,633 PRIMORIS SERVICES CORP COM STK COMMON NPV STOCK 74164F103 160,167.06 160 16,789 SH Sole 28 16,789 PRINCIPAL FINANCIAL GROUP COM STK COMMON 28, 37, USD0.01 STOCK 74251V102 6,888,133.12 6,888 211,552 SH Sole 40 211,552 PRIVATEBANCORP COMMON INC COM STK NPV STOCK 742962103 640,125.70 640 44,515 SH Sole 28, 33 44,515 PROASSURANCE CORP COM STK COMMON 8, 28, USD0.01 STOCK 74267C106 1,659,591.60 1,660 27,386 SH Sole 33 27,386 PROCTER & 11, 19, GAMBLE CO COM 23, 28, STK NPV COMMON 31, 34, STOCK 742718109 137,823,551.18 137,824 2,142,446 SH Sole 39, 41 2,142,446 PROGENICS PHARMACEUTICALS INC COM STK COMMON USD0.0013 STOCK 743187106 123,346.86 123 22,591 SH Sole 28 22,591 PROGRESS ENERGY COMMON INC COM STK NPV STOCK 743263105 5,961,673.24 5,962 137,113 SH Sole 28, 37 137,113 PROGRESS SOFTWARE CORP COMMON COM STK USD0.01 STOCK 743312100 1,270,531.04 1,271 30,022 SH Sole 28 30,022 PROGRESSIVE CORP(OHIO) COM COMMON STK USD1 STOCK 743315103 11,742,871.95 11,743 590,985 SH Sole 11, 28 590,985 PROS HOLDINGS INC COM STK COMMON USD0.001 STOCK 74346Y103 173,970.86 174 15,274 SH Sole 28 15,274 PROSPECT CAPITAL CORP COM STK COMMON USD0.001 STOCK 74348T102 1,319,317.20 1,319 122,159 SH Sole 8, 28 122,159 PROSPERITY BANCSHARES INC COMMON COM STK USD1 STOCK 743606105 4,983,689.28 4,984 126,876 SH Sole 28, 33 126,876 PROTECTIVE LIFE CORP COM STK COMMON USD0.50 STOCK 743674103 4,667,994.00 4,668 175,225 SH Sole 28, 33 175,225 PROVIDENCE SERVICE CORP COM STK COMMON USD0.001 STOCK 743815102 921,759.13 922 57,359 SH Sole 28, 30 57,359 PROVIDENT FINANCIAL HOLDINGS COM COMMON STK USD0.01 STOCK 743868101 8,688.00 9 1,200 SH Sole 33 1,200 PROVIDENT FINANCIAL SERVICES INC COMMON 8, 28, COM STK USD0.01 STOCK 74386T105 1,485,720.61 1,486 98,197 SH Sole 30, 33 98,197 PROVIDENT NEW YORK BANCORP COMMON 28, 30, CPM STK USD0.01 STOCK 744028101 930,746.23 931 88,727 SH Sole 33 88,727 PRUDENTIAL 23, 28, FINANCIAL INC COMMON 31, 34, COM STK USD0.01 STOCK 744320102 39,583,632.33 39,584 674,223 SH Sole 51 674,223 PSS WORLD MEDICAL INC COMMON COM STK USD0.01 STOCK 69366A100 1,197,189.80 1,197 52,973 SH Sole 11, 28 52,973 PUBLIC SERVICE ENTERPRISE GROUP INC COM COMMON STK NPV STOCK 744573106 6,788,190.38 6,788 213,398 SH Sole 28 213,398 PULSE ELECTRONICS CORP COM STK COMMON USD0.125 STOCK 74586W106 170,357.04 170 32,022 SH Sole 28 32,022 PULTE GROUP INC COMMON COM STK USD0.01 STOCK 745867101 1,077,134.72 1,077 143,236 SH Sole 28, 33 143,236 PURE BIOSCIENCE COMMON COM STK NPV STOCK 746218106 62,273.22 62 28,051 SH Sole 28 28,051 QEP RESOURCES COMMON 28, 43, INC USD0.01 STOCK 74733V100 5,038,811.32 5,039 138,772 SH Sole 51 138,772 QLIK TECHNOLOGIES COMMON INC USD0.0001 STOCK 74733T105 3,610,664.14 3,611 139,894 SH Sole 11, 28 139,894 QLOGIC CORP COM COMMON STK USD0.001 STOCK 747277101 1,654,378.04 1,654 97,202 SH Sole 23, 28 97,202 QUAKER CHEMICAL CORP COM STK COMMON USD1 STOCK 747316107 390,864.60 391 9,380 SH Sole 28, 33 9,380 QUALCOMM INC 23, 28, COM STK 38, 39, USD0.0001 COMMON 47, 50, STOCK 747525103 144,981,845.82 144,982 2,929,518 SH Sole 51, 53 2,929,518 QUALITY DISTRIBUTION INC FLA COM STK COMMON NPV STOCK 74756M102 132,714.00 133 14,600 SH Sole 8 14,600 QUALITY SYSTEMS INC COM STK COMMON USD0.001 STOCK 747582104 4,676,683.24 4,677 66,982 SH Sole 11, 28 66,982
14 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- QUANEX BUILDING PRODUCTS CORP COM COMMON STK USD0.01 WI STOCK 747619104 670,855.08 671 35,364 SH Sole 8, 28 35,364 QUANTA SERVICES INC COMMON COM STK USD0.00001 STOCK 74762E102 1,804,811.76 1,805 90,603 SH Sole 28 90,603 QUANTUM-DLT & STORAGE SYSTEMS COMMON GROUP COM STK STOCK 747906204 1,447,987.68 1,448 389,244 SH Sole 28, 30 389,244 QUEST DIAGNOSTICS INC COMMON 28, 31, COM STK USD0.01 STOCK 74834L100 33,577,111.68 33,577 622,144 SH Sole 35, 39 622,144 QUEST SOFWARE INC COMMON 8, 23, COM STK NPV STOCK 74834T103 5,067,792.86 5,068 182,689 SH Sole 28 182,689 QUESTAR CORP COM COMMON STK NPV STOCK 748356102 6,451,432.19 6,451 370,559 SH Sole 28, 43 370,559 QUESTCOR PHARMACEUTICAL COMMON INC COM STK NPV STOCK 74835Y101 1,386,564.36 1,387 94,132 SH Sole 28, 30 94,132 QUICKSILVER RESOURCES INC COM COMMON STK USD0.01 STOCK 74837R104 3,442,084.80 3,442 233,520 SH Sole 28 233,520 QUIDEL CORP VTG COM COMMON STK USD0.001 STOCK 74838J101 233,670.95 234 16,171 SH Sole 28 16,171 QUIKSILVER INC COM COMMON STK USD0.01 STOCK 74838C106 513,753.24 514 101,332 SH Sole 28, 33 101,332 QUINSTREET INC COMMON USD0.001 STOCK 74874Q100 148,973.55 149 7,755 SH Sole 28 7,755 QWEST COMMUNICATIONS INTL INC COM STK COMMON 19, 23, USD0.01 STOCK 749121109 12,136,017.06 12,136 1,594,746 SH Sole 28, 43 1,594,746 RACKSPACE HOSTING COMMON INC COM STK USD0.001 STOCK 750086100 11,079,689.04 11,080 352,744 SH Sole 11, 28 352,744 RADIAN GROUP INC COM COMMON 8, 28, STK USD0.001 STOCK 750236101 1,257,790.20 1,258 155,860 SH Sole 33 155,860 RADIANT SYSTEMS INC COMMON COM STK USD0.001 STOCK 75025N102 1,349,527.63 1,350 68,959 SH Sole 28, 47 68,959 RADIO ONE INC COM STK COMMON USD0.001 CLASS'D' STOCK 75040P405 1,008.00 1 900 SH Sole 33 900 RADIOSHACK CORP COM COMMON STK USD1 STOCK 750438103 2,960,822.19 2,961 160,131 SH Sole 28, 35 160,131 RADISYS CORP COM STK COMMON 8, 28, NPV STOCK 750459109 205,269.60 205 23,064 SH Sole 33 23,064 RAILAMERICA INC COM COMMON STK USD0.01 STOCK 750753402 922,376.70 922 71,226 SH Sole 28, 30 71,226 RALCORP HOLDINGS INC COMMON 28, 33, COM STK USD0.01 STOCK 751028101 10,826,960.43 10,827 166,543 SH Sole 35 166,543 RAM ENERGY RESOURCES INC COM COMMON STK USD0.0001 STOCK 75130P109 80,971.04 81 44,006 SH Sole 28 44,006 RANGE RESOURCES CORP COM STK COMMON 11, 28, USD0.01 STOCK 75281A109 8,821,432.62 8,821 196,119 SH Sole 34 196,119 RAVEN INDUSTRIES INC COMMON COM STK USD1 STOCK 754212108 1,084,041.39 1,084 22,731 SH Sole 11, 28 22,731 RAYMOND JAMES FINANCIAL INC COM COMMON STK USD0.01 STOCK 754730109 6,494,318.10 6,494 198,603 SH Sole 28 198,603 RAYTHEON CO COM STK COMMON USD0.01 STOCK 755111507 18,005,036.28 18,005 388,542 SH Sole 28, 31 388,542 RBC BEARINGS INC COMMON USD0.01 STOCK 75524B104 635,167.24 635 16,253 SH Sole 28 16,253 RC2 CORP COM STK COMMON 8, 28, USD0.01 STOCK 749388104 526,572.76 527 24,188 SH Sole 33 24,188 RCM TECHNOLOGIES INC COMMON COM STK USD0.05 STOCK 749360400 1,856.00 2 400 SH Sole 33 400 REALD INC USD0.0001 COMMON 5, 8, STOCK 75604L105 2,142,936.00 2,143 82,675 SH Sole 11, 28 82,675 REALNETWORKS INC COMMON COM STK USD0.001 STOCK 75605L104 312,009.60 312 74,288 SH Sole 28, 33 74,288 REALPAGE INC USD0.001 COMMON STOCK 75606N109 903,186.93 903 29,201 SH Sole 28, 47 29,201 RED HAT USD0.0001 COMMON 11, 23, STOCK 756577102 6,415,148.85 6,415 140,529 SH Sole 28 140,529 RED LION HOTELS CORP COMMON COM STK USD0.01 STOCK 756764106 7,980.00 8 1,000 SH Sole 33 1,000 RED ROBIN GOURMET BURGERS INC COM COMMON STK USD0.001 STOCK 75689M101 261,740.77 262 12,191 SH Sole 28, 33 12,191 REGAL BELOIT CORP COMMON 8, 28, COM STK USD0.01 STOCK 758750103 5,747,969.24 5,748 86,099 SH Sole 33 86,099 REGAL ENTERTAINMENT GROUP CLASS'A'COM COMMON STK USD0.001 STOCK 758766109 1,615,294.86 1,615 137,589 SH Sole 43 137,589 REGIONS FINANCIAL CORP (NEW) COM STK COMMON USD0.01 STOCK 7591EP100 3,708,523.00 3,709 529,789 SH Sole 28 529,789 REGIS CORP COM STK COMMON USD0.05 STOCK 758932107 2,670,193.00 2,670 160,855 SH Sole 28, 33 160,855 REHABCARE GROUP INC COMMON COM STOCK 759148109 559,059.30 559 23,589 SH Sole 8, 28 23,589 REINSURANCE GROUP 19, 28, OF AMERICA USD0.01 COMMON 30, 33, STOCK 759351604 15,960,678.44 15,961 297,164 SH Sole 37 297,164 RELIANCE STEEL & ALUMINIUM COM STK COMMON NPV STOCK 759509102 7,606,797.10 7,607 148,861 SH Sole 28, 33 148,861 RENAISSANCE LEARNING INC COM COMMON STK USD0.01 STOCK 75968L105 119,548.48 120 10,097 SH Sole 28 10,097 RENAISSANCERE HLDGS COMMON COM STK USD1 STOCK G7496G103 76,428.00 76 1,200 SH Sole 33 1,200 RENASANT CORPORATION COM COMMON 8, 28, STK STOCK 75970E107 568,446.56 568 33,616 SH Sole 33 33,616 RENT-A-CENTER INC COMMON 8, 28, COM STK USD0.01 STOCK 76009N100 6,727,152.00 6,727 208,400 SH Sole 33 208,400 RENTECH INC COM STK COMMON USD0.01 STOCK 760112102 197,710.76 198 162,058 SH Sole 28 162,058 RENTRAK CORP COM COMMON STK USD0.001 STOCK 760174102 221,736.32 222 7,352 SH Sole 28 7,352 REPUBLIC AIRWAYS HLDGS INC COM STK COMMON USD0.001 STOCK 760276105 794,937.36 795 108,598 SH Sole 8, 28 108,598 REPUBLIC BANCORP INC COMMON 8, 28, CLASS'A' COM STK NPV STOCK 760281204 291,555.00 292 12,276 SH Sole 33 12,276 REPUBLIC FIRST BANCORP INC COM COMMON STK USD0.01 STOCK 760416107 1,944.00 2 800 SH Sole 33 800 REPUBLIC SERVICES INC COMMON 23, 28, COM STK USD0.01 STOCK 760759100 24,264,176.28 24,264 812,598 SH Sole 35 812,598 RESEARCH IN MOTION COMMON COM NPV STOCK 760975102 3,536,629.20 3,537 60,840 SH Sole 11 60,840 RESMED INC COM STK COMMON USD0.004 STOCK 761152107 13,731,746.32 13,732 396,413 SH Sole 11, 28 396,413 RESOLUTE ENERGY COMMON CORP USD0.0001 STOCK 76116A108 760,966.56 761 51,556 SH Sole 11, 28 51,556 RESOURCE AMERICA INC CLASS'A'COM STK COMMON USD0.01 STOCK 761195205 8,603.60 9 1,256 SH Sole 33 1,256 RESOURCES CONNECTION INC COM COMMON STK USD0.01 STOCK 76122Q105 652,285.92 652 35,088 SH Sole 28 35,088 RETAIL OPPORTUNITY INVESTMENTS CORP COMMON COM STK STOCK 76131N101 2,353,694.37 2,354 237,507 SH Sole 26, 28 237,507 RETAIL VENTURES INC COMMON COM STK NPV STOCK 76128Y102 287,776.50 288 17,655 SH Sole 28 17,655 REVLON INC CLASS'A'COM STK COMMON USD0.01 STOCK 761525609 81,504.72 82 8,283 SH Sole 28 8,283 REX AMERICAN COMMON RESOURCES CORP STOCK 761624105 91,345.92 91 5,947 SH Sole 28 5,947 REX ENERGY CORPORATION COM COMMON 28, 30, STK NPV STOCK 761565100 917,921.55 918 67,247 SH Sole 33 67,247 REYNOLDS AMERICAN INC COM STK COMMON USD0.0001 STOCK 761713106 4,652,786.32 4,653 142,636 SH Sole 28 142,636 RF MICRO DEVICES INC COMMON 8, 23, COM STK NPV STOCK 749941100 5,855,495.10 5,855 796,666 SH Sole 28 796,666 RICHARDSON ELECTRONICS COM COMMON STK USD0.05 STOCK 763165107 147,820.05 148 12,645 SH Sole 28, 33 12,645 RICKS CABARET INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 765641303 7,830.00 8 1,000 SH Sole 33 1,000 RIGEL PHARMACEUTIC COMMON COM USD0.001 STOCK 766559603 298,805.46 299 39,682 SH Sole 28 39,682 RIGHTNOW TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 76657R106 389,537.19 390 16,457 SH Sole 28 16,457 RIMAGE CORPN COM COMMON STK USD0.01 STOCK 766721104 114,419.34 114 7,674 SH Sole 28, 33 7,674 RITCHIE BROS AUCTIONEERS COM COMMON NPV STOCK 767744105 1,656,718.75 1,657 71,875 SH Sole 11, 43 71,875 RITE AID CORP COM STK COMMON USD1 STOCK 767754104 371,652.33 372 420,802 SH Sole 28 420,802 RIVERBED TECHNOLOGY COMMON 5, 28, COM STK USD0.0001 STOCK 768573107 16,506,617.46 16,507 469,338 SH Sole 47 469,338 RIVERVIEW BANCORP COMMON INC COM STK USD0.01 STOCK 769397100 1,596.19 2 589 SH Sole 33 589 RLI CORP COM STK USD1 COMMON STOCK 749607107 1,255,476.74 1,255 23,882 SH Sole 11, 28 23,882 ROADRUNNER TRANSPORTATION COMMON SYSTEMS USD0.01 STOCK 76973Q105 119,858.94 120 8,289 SH Sole 28 8,289 ROBBINS & MYERS INC COMMON 11, 28, COM NPV STOCK 770196103 1,020,266.70 1,020 28,515 SH Sole 33 28,515 ROBERT HALF INTERNATIONAL INC COMMON COM STK USD1 STOCK 770323103 1,899,036.00 1,899 62,060 SH Sole 28 62,060 ROCHESTER MEDICAL COMMON CORP COM STK NPV STOCK 771497104 99,546.72 100 9,116 SH Sole 28, 33 9,116 ROCK-TENN CO CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 772739207 7,022,185.95 7,022 130,161 SH Sole 47 130,161 ROCKVILLE FINANCIAL COMMON INC COM STK USD1 STOCK 774186100 81,947.32 82 6,706 SH Sole 28 6,706 ROCKWELL AUTOMATION INC COMMON 23, 28, COM STK USD1 STOCK 773903109 10,703,578.02 10,704 149,262 SH Sole 43 149,262 ROCKWELL COLLINS INC COMMON 11, 23, COM STK USD0.01 STOCK 774341101 10,413,741.96 10,414 178,746 SH Sole 28 178,746 ROCKWOOD HLDGS INC COMMON 8, 26, COM STK USD0.01 STOCK 774415103 3,501,005.28 3,501 89,494 SH Sole 28, 47 89,494 ROCKY BRANDS INC COMMON COM STK NPV STOCK 774515100 7,028.00 7 700 SH Sole 33 700 ROFIN-SINAR TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 775043102 743,814.72 744 20,988 SH Sole 28 20,988 ROGERS CORP CAP STK COMMON USD1 STOCK 775133101 471,813.75 472 12,335 SH Sole 28, 33 12,335 ROLLINS INC COM STK COMMON USD1 STOCK 775711104 4,228,781.13 4,229 214,116 SH Sole 11, 28 214,116 ROMA FINANCIAL CORPORATION COM COMMON STK USD0.1 STOCK 77581P109 71,518.20 72 6,747 SH Sole 28 6,747 ROME BANCORP INC COMMON COM STK USD0.01 STOCK 77587P103 8,414.00 8 700 SH Sole 33 700 ROPER INDUSTRIES INC COMMON COM STK USD0.01 STOCK 776696106 9,321,479.23 9,321 121,961 SH Sole 11, 28 121,961 ROSETTA RESOURCES COMMON INC COM STK USD0.01 STOCK 777779307 2,193,132.24 2,193 58,266 SH Sole 28, 30 58,266 ROSETTA STONE INC COMMON USD0.00005 STOCK 777780107 1,836,336.36 1,836 86,538 SH Sole 5, 28 86,538 ROSS STORES INC COM COMMON 11, 28, STK USD0.01 STOCK 778296103 12,252,094.25 12,252 193,709 SH Sole 35 193,709 ROVI CORP COM COMMON 11, 23, STOCK 779376102 28,851,206.67 28,851 465,267 SH Sole 28, 40 465,267 ROWAN COS INC COM COMMON 19, 28, STK USD0.125 STOCK 779382100 2,153,632.81 2,154 61,691 SH Sole 33 61,691 ROYAL CARIBBEAN CRUISES COM STK COMMON 11, 23, USD0.01 STOCK V7780T103 13,687,199.00 13,687 291,217 SH Sole 43, 53 291,217 ROYAL GOLD INC COM COMMON STK USD0.01 STOCK 780287108 202,131.00 202 3,700 SH Sole 8 3,700 RPC INC COM STK COMMON USD0.10 STOCK 749660106 735,590.46 736 40,596 SH Sole 8, 28 40,596 RPM INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 749685103 6,315,627.50 6,316 285,775 SH Sole 28, 30 285,775 RSC HOLDINGS INC COM COMMON STK NPV STOCK 74972L102 365,785.70 366 37,555 SH Sole 28 37,555 RTI BIOLOGICS INC COM COMMON USD0.001 STOCK 74975N105 130,357.41 130 48,823 SH Sole 28, 33 48,823 RTI INTERNATIONAL METALS INC COM STK COMMON 25, 28, USD0.01 STOCK 74973W107 1,405,981.76 1,406 52,112 SH Sole 33 52,112 RUBICON TECHNOLOGY COMMON INC COM STK USD0.001 STOCK 78112T107 259,220.76 259 12,297 SH Sole 28 12,297 RUBY TUESDAY INC COMMON 8, 28, COM USD0.01 STOCK 781182100 1,123,956.66 1,124 86,061 SH Sole 33 86,061 RUDDICK CORP COM STK COMMON 11, 28, USD1 STOCK 781258108 5,669,933.88 5,670 153,907 SH Sole 30, 33 153,907 RUDOPLH TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 781270103 222,605.04 223 27,048 SH Sole 28, 33 27,048 RUE21 INC NPV COMMON STOCK 781295100 326,601.33 327 11,143 SH Sole 28 11,143 RURAL/METRO CORP COMMON COM STK USD0.01 STOCK 781748108 214,515.54 215 14,713 SH Sole 28 14,713 RUSH ENTERPRISES INC.- COMMON CL. A STOCK 781846209 573,689.48 574 28,067 SH Sole 8, 28 28,067 RUTH'S HOSPITALITY GROUP INC COM STK COMMON USD0.01 STOCK 783332109 151,067.64 151 32,628 SH Sole 8, 28 32,628 RYDER SYSTEM INC COM COMMON STK USD0.50 STOCK 783549108 1,328,633.60 1,329 25,240 SH Sole 28, 33 25,240 RYLAND GROUP INC COMMON 25, 28, COM STK USD1 STOCK 783764103 3,467,188.79 3,467 203,593 SH Sole 33 203,593 S & T BANCORP INC COM COMMON 8, 28, STK USD2.50 STOCK 783859101 571,481.82 571 25,298 SH Sole 33 25,298 S1 CORP. COM STK NPV COMMON 25, 28, STOCK 78463B101 1,449,358.80 1,449 210,052 SH Sole 33 210,052 SABA SOFTWARE INC COMMON COM STK USD0.001 STOCK 784932600 138,422.16 138 22,618 SH Sole 28 22,618 SAFEGUARD SCIENTIFICS INC COM COMMON STK USD0.10 STOCK 786449207 297,226.16 297 17,402 SH Sole 28, 33 17,402 SAFETY INSURANCE GROUP INC COM STK COMMON 11, 28, USD0.01 STOCK 78648T100 1,092,349.91 1,092 22,963 SH Sole 33 22,963 SAFEWAY INC COM STK COMMON USD0.01 STOCK 786514208 3,537,114.75 3,537 157,275 SH Sole 28 157,275 SAGA COMMUNICATIONS CLASS'A'COM STK COMMON USD0.01 STOCK 786598300 10,528.00 11 400 SH Sole 33 400 SAIA INC COM STK COMMON USD0.001 STOCK 78709Y105 242,794.65 243 14,635 SH Sole 28, 33 14,635 SAIC INC COM STK COMMON USD0.0001 STOCK 78390X101 5,075,691.66 5,076 320,031 SH Sole 28, 35 320,031 SAKS INC COM STK COMMON 8, 28, USD0.10 STOCK 79377W108 4,718,047.30 4,718 440,939 SH Sole 33 440,939 SALEM COMMUNICATIONS CORP CLASS'A'COM COMMON STK USD0.01 STOCK 794093104 6,657.00 7 2,100 SH Sole 33 2,100 SALESFORCE.COM INC 11, 23, COM STK USD0.001 COMMON 28, 38, STOCK 79466L302 30,904,896.00 30,905 234,128 SH Sole 50, 53 234,128 SALIX PHARMACEUTICALS COMMON 11, 23, LTD COM NPV STOCK 795435106 11,436,215.76 11,436 243,531 SH Sole 28, 47 243,531 SALLY BEAUTY HOLDINGS INC COM COMMON STK USD0.01 STOCK 79546E104 1,404,266.38 1,404 96,646 SH Sole 11, 28 96,646 SANDERS MORRIS HARRIS GROUP COM COMMON 8, 28, STK USD0.001 STOCK 80000Q104 192,813.75 193 26,595 SH Sole 33 26,595 SANDERSON FARM INC COMMON COM STK USD1 STOCK 800013104 1,186,010.10 1,186 30,294 SH Sole 28, 30 30,294 SANDISK CORP COM STK COMMON 11, 28, USD0.001 STOCK 80004C101 12,813,720.84 12,814 256,994 SH Sole 35, 53 256,994 SANDY SPRING BANCORP INC COM COMMON USD1 STOCK 800363103 348,972.05 349 18,935 SH Sole 28, 33 18,935 SANFILIPPO(JOHN B)& SON INC COM STK COMMON USD0.01 STOCK 800422107 91,819.64 92 7,381 SH Sole 28, 33 7,381 SANGAMO BIOSCIENCES COMMON INC COM STK USD0.01 STOCK 800677106 232,247.28 232 34,977 SH Sole 28 34,977 SANMINA-SCI CORP COM COMMON STK USD0.01 STOCK 800907206 693,621.60 694 60,420 SH Sole 28, 33 60,420 SANTARUS INC COM STK COMMON USD0.0001 STOCK 802817304 133,118.43 133 40,709 SH Sole 28 40,709 SAPIENT CORP COM STK COMMON 11, 28, USD0.01 STOCK 803062108 3,846,747.30 3,847 317,913 SH Sole 47 317,913 SARA LEE CORP COM COMMON STK USD0.01 STOCK 803111103 4,722,166.84 4,722 269,684 SH Sole 28 269,684 SATCON TECHNOLOGY COMMON CORP USD0.01 STOCK 803893106 383,094.00 383 85,132 SH Sole 28 85,132 SAUER-DANFOSS INC COMMON COM STK USD0.01 STOCK 804137107 251,538.00 252 8,904 SH Sole 28 8,904 SAVIENT PHARMACEUTICALS COMMON INC STOCK 80517Q100 565,210.18 565 50,737 SH Sole 28 50,737 SAVVIS INC COMMON STOCK 805423308 721,067.60 721 28,255 SH Sole 28 28,255 SBA COMMUNICATIONS COMMON 11, 23, COM STK USD0.01 STOCK 78388J106 20,131,180.56 20,131 491,724 SH Sole 47 491,724 SCANA CORP(NEW) COM COMMON STK NPV STOCK 80589M102 1,942,994.20 1,943 47,857 SH Sole 28 47,857 SCANSOURCE INC COM COMMON STK NPV STOCK 806037107 678,640.60 679 21,274 SH Sole 28, 33 21,274 SCBT FINANCIAL CORP COMMON 8, 28, COM STK USD2.50 STOCK 78401V102 372,465.75 372 11,373 SH Sole 33 11,373 SCHAWK INC CLASS'A'COM STK COMMON USD0.008 STOCK 806373106 224,774.76 225 10,922 SH Sole 28, 33 10,922 SCHIFF NUTRITION INTERNATIONAL INC COMMON CLASS'A'COM STK STOCK 806693107 60,073.28 60 6,616 SH Sole 28, 33 6,616 SCHLUMBERGER COM 11, 23, STK USD0.01 28, 34, 39, 47, COMMON 50, 51, STOCK 806857108 128,420,411.50 128,420 1,537,969 SH Sole 53 1,537,969 SCHNITZER STEEL COM COMMON STK CLASS'A'USD1 STOCK 806882106 958,007.70 958 14,430 SH Sole 33, 47 14,430 SCHOLASTIC CORP COM COMMON 8, 28, STK USD0.01 STOCK 807066105 2,414,895.00 2,415 81,750 SH Sole 33 81,750 SCHOOL SPECIALTY INC COMMON COM STK USD0.001 STOCK 807863105 220,275.09 220 15,813 SH Sole 28, 33 15,813 SCHULMAN(A.) INC COM COMMON 8, 28, STK USD1 STOCK 808194104 1,323,774.48 1,324 57,832 SH Sole 30, 33 57,832 SCHWAB(CHARLES)CORP COMMON 11, 23, COM STK USD0.01 STOCK 808513105 32,358,004.25 32,358 1,891,175 SH Sole 28, 39 1,891,175 SCHWEITZER-MAUDUIT INTL INC COM STK COMMON USD0.10 STOCK 808541106 937,885.52 938 14,906 SH Sole 8, 28 14,906 SCICLONE PHARMACEUTICALS COMMON COM STK NPV STOCK 80862K104 116,885.34 117 27,963 SH Sole 28 27,963 SCIENTIFIC GAMES COMMON CLASS'A'COM USD0.01 STOCK 80874P109 1,737,392.52 1,737 174,437 SH Sole 28 174,437 SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 80,662.00 81 6,200 SH Sole 8 6,200 SCORPIO TANKERS INC COMMON USD0.01 STOCK Y7542C106 599,694.87 600 59,317 SH Sole 28, 30 59,317 SCOTTS MIRACLE-GRO CO CLASS'A'COM STK COMMON NPV STOCK 810186106 4,635,757.93 4,636 91,309 SH Sole 28 91,309 SCRIPPS NETWORKS INTERACTIVE INC 'A' COMMON 11, 23, USD0.01 STOCK 811065101 17,268,509.25 17,269 333,691 SH Sole 28, 50 333,691 SCRIPPS(EW)CO NEW CLASS'A'COM STK COMMON USD0.01 STOCK 811054402 293,913.55 294 28,957 SH Sole 28, 33 28,957 SEABOARD CORP ORD COMMON STOCK 811543107 471,867.00 472 237 SH Sole 28 237
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SEABRIGHT HLDGS INC COMMON STOCK 811656107 181,689.32 182 19,706 SH Sole 28, 33 19,706 SEACHANGE INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 811699107 209,594.70 210 24,514 SH Sole 28, 33 24,514 SEACOAST BANKING COM COMMON USD0.10 STOCK 811707306 11,972.00 12 8,200 SH Sole 33 8,200 SEACOR HLDGS INC COM STK COMMON USD0.01 STOCK 811904101 131,417.00 131 1,300 SH Sole 33 1,300 SEACUBE CONTAINER COMMON LEASING LTD USD0.01 STOCK G79978105 49,491.20 49 3,520 SH Sole 28 3,520 SEAHAWK DRILLING INC COMMON USD0.01 STOCK 81201R107 84,335.85 84 9,423 SH Sole 28, 33 9,423 SEALED AIR CORP COM STK COMMON USD0.1 STOCK 81211K100 1,709,323.80 1,709 67,164 SH Sole 28 67,164 SEALY CORP COM STK COMMON USD0.01 STOCK 812139301 109,067.84 109 37,352 SH Sole 28 37,352 SEARS HLDGS CORP COM STK COMMON USD0.01 STOCK 812350106 1,378,313.75 1,378 18,689 SH Sole 28 18,689 SEATTLE GENETICS INC COM COMMON STK USD0.01 STOCK 812578102 943,165.60 943 63,088 SH Sole 28 63,088 SEI INVESTMENT CO COM COMMON STK USD0.01 STOCK 784117103 10,583,219.40 10,583 444,860 SH Sole 11, 28 444,860 SELECT COMFORT CORP COM COMMON STK USD0.01 STOCK 81616X103 369,856.30 370 40,510 SH Sole 28 40,510 SELECT MEDICAL HLDGS COMMON 8, 23, CORP NPV STOCK 81619Q105 1,226,179.40 1,226 167,740 SH Sole 28 167,740 SELECTIVE INSURANCE COMMON 8, 28, GROUP COM USD2 STOCK 816300107 1,011,463.20 1,011 55,728 SH Sole 33 55,728 SEMPRA ENERGY CORP COM COMMON 28, 35, STK NPV STOCK 816851109 13,981,459.20 13,981 266,415 SH Sole 41, 43 266,415 SEMTECH CORP COM STK COMMON 5, 8, USD0.01 STOCK 816850101 6,393,671.84 6,394 282,406 SH Sole 28 282,406 SENECA FOODS CLASS'A'COM COMMON STK USD0.25 STOCK 817070501 202,296.04 202 7,498 SH Sole 28, 33 7,498 SENOMYX INC COM STK COMMON USD0.001 STOCK 81724Q107 214,705.69 215 30,113 SH Sole 28 30,113 SENSATA TECHNOLOGIES COMMON HLDGS BV EUR0.01 STOCK N7902X106 6,557,958.00 6,558 217,800 SH Sole 11 217,800 SENSIENT TECHNOLOGIES COMMON 11, 28, CORP COM STK USD0.10 STOCK 81725T100 5,245,962.25 5,246 142,825 SH Sole 33 142,825 SEQUENOM INC COM STK COMMON USD0.001 STOCK 817337405 535,038.26 535 66,713 SH Sole 28 66,713 SERVICE CORPORATION INTERNATIONAL COM STK COMMON 25, 28, USD1 STOCK 817565104 5,383,314.75 5,383 652,523 SH Sole 33 652,523 SFN GROUP INC USD0.01 COMMON STOCK 784153108 382,894.56 383 39,231 SH Sole 28 39,231 SHAW GROUP INC COM STK COMMON NPV STOCK 820280105 5,778,742.83 5,779 168,821 SH Sole 28 168,821 SHENANDOAH TELECOMUNICATIONS COM COMMON STK USD10 STOCK 82312B106 2,812,272.04 2,812 150,148 SH Sole 28, 39 150,148 SHERWIN-WILLIAMS CO COM COMMON STK USD1 STOCK 824348106 3,165,247.50 3,165 37,794 SH Sole 28 37,794 SHILOH INDUSTRIES INC COMMON COM STK USD0.01 STOCK 824543102 18,845.15 19 1,577 SH Sole 33 1,577 SHIP FINANCE INTERNATIONAL COM STK COMMON USD1 STOCK G81075106 716,185.60 716 33,280 SH Sole 28 33,280 SHOE CARNIVAL INC COM COMMON STK USD0.10 STOCK 824889109 210,681.00 211 7,803 SH Sole 28, 33 7,803 SHORETEL INC USD0.001 COMMON STOCK 825211105 269,663.68 270 34,528 SH Sole 28 34,528 SHUFFLE MASTER INC COM COMMON STK USD0.01 STOCK 825549108 1,770,399.00 1,770 154,620 SH Sole 25, 28 154,620 SHUTTERFLY INC COM STK COMMON USD0.0001 STOCK 82568P304 703,717.67 704 20,089 SH Sole 28 20,089 SI FINANCIAL GROUP INC COMMON COM STK USD0.01 STOCK 78425W102 9,713.00 10 1,100 SH Sole 33 1,100 SIERRA BANCORP COM STK COMMON 8, 28, NPV STOCK 82620P102 313,004.83 313 29,171 SH Sole 33 29,171 SIFCO INDUSTRIES INC COM COMMON STK USD1 STOCK 826546103 3,262.00 3 200 SH Sole 33 200 SIGA TECHNOLOGIES INC COMMON COM STK USD0.0001 STOCK 826917106 351,442.00 351 25,103 SH Sole 28 25,103 SIGMA ALDRICH CORP COM COMMON 11, 23, STK USD1 STOCK 826552101 7,187,082.24 7,187 107,979 SH Sole 28 107,979 SIGMA DESIGNS INC COM COMMON 8, 28, STK NPV STOCK 826565103 568,131.98 568 40,094 SH Sole 33 40,094 SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 2,515,500.00 2,516 50,310 SH Sole 28, 47 50,310 SILGAN HLDGS INC COM STK COMMON 8, 11, USD0.01 STOCK 827048109 8,115,118.96 8,115 226,616 SH Sole 28, 39 226,616 SILICON GRAPHICS INTERNATIONAL CORP COM COMMON STK STOCK 82706L108 238,175.28 238 26,376 SH Sole 28, 33 26,376 SILICON IMAGE INC COM COMMON STK USD0.001 STOCK 82705T102 457,956.45 458 62,307 SH Sole 28, 33 62,307 SILICON LABORATORIES COM COMMON 28, 39, STK USD0.0001 STOCK 826919102 6,804,471.18 6,804 147,859 SH Sole 47 147,859 SILVER STANDARD COMMON RESOURCES INC COM NPV STOCK 82823L106 511,346.40 511 18,120 SH Sole 47 18,120 SIMMONS FIRST NATIONAL CORP CLASS'A'COM STK COMMON 8, 25, USD5 STOCK 828730200 1,163,883.00 1,164 40,838 SH Sole 28, 33 40,838 SIMPSON MFG CO INC COM COMMON 25, 28, STK USD0.01 STOCK 829073105 2,437,068.04 2,437 78,844 SH Sole 33 78,844 SINA CORP COM STK COMMON USD0.133 STOCK G81477104 955,221.60 955 13,880 SH Sole 47 13,880 SINCLAIR BROADCAST GROUP COMMON INC CLASS'A'COM STK STOCK 829226109 427,568.60 428 52,270 SH Sole 8, 28 52,270 SIRONA DENTAL SYSTEMS COMMON 11, 28, INC COM STK USD0.01 STOCK 82966C103 2,120,543.90 2,121 50,755 SH Sole 47 50,755 SJW CORP COM STK USD1.042 COMMON STOCK 784305104 277,908.53 278 10,499 SH Sole 28, 33 10,499 SKECHERS USA INC COMMON CLASS'A'COM STK USD0.001 STOCK 830566105 563,660.00 564 28,183 SH Sole 28, 33 28,183 SKILLED HEALTHCARE GROUP COMMON 8, 28, CLASS'A'COM STK USD0.001 STOCK 83066R107 275,488.44 275 30,678 SH Sole 33 30,678 SKYLINE CORP COM STK COMMON USD0.027 STOCK 830830105 170,745.76 171 6,547 SH Sole 28, 33 6,547 SKYWEST INC COM STK NPV COMMON 28, 30, STOCK 830879102 1,559,969.40 1,560 99,870 SH Sole 33 99,870 SKYWORKS SOLUTIONS INCCOM 8, 23, COMMON 28, 35, STOCK 83088M102 17,910,212.25 17,910 625,575 SH Sole 47 625,575 SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 7,916,818.62 7,917 628,818 SH Sole 28, 34 628,818 SM ENERGY CO COMMON STOCK 78454L100 8,609,967.65 8,610 146,105 SH Sole 28, 30 146,105 SMART BALANCE INC COM COMMON STK USD0.01 STOCK 83169Y108 235,759.84 236 54,448 SH Sole 28, 33 54,448 SMART MODULAR TECHNOLOGIES WWH INC COMMON 28, 30, COM STK STOCK G82245104 872,012.16 872 151,391 SH Sole 33 151,391 SMITH & WESSON HLDG CORP COMMON COM STOCK 831756101 173,532.26 174 46,399 SH Sole 28 46,399 SMITH MICRO SOFTWARE COM COMMON 8, 28, STK USD0.001 STOCK 832154108 1,463,552.42 1,464 92,983 SH Sole 30, 33 92,983 SMITH(A.O.)CORP COM STK COMMON 8, 28, USD1 STOCK 831865209 3,542,906.08 3,543 93,039 SH Sole 43 93,039 SMITHFIELD FOODS INC COM COMMON 28, 33, STK USD0.5 STOCK 832248108 10,108,452.44 10,108 489,988 SH Sole 39 489,988 SMUCKER(J.M.)CO COM STK COMMON NPV STOCK 832696405 9,067,578.00 9,068 138,120 SH Sole 11, 28 138,120 SMURFIT-STONE CONTAINER COMMON CORP(NEW) USD0.001 STOCK 83272A104 403,276.80 403 15,753 SH Sole 43 15,753 SNAP-ON INC COM STK USD1 COMMON STOCK 833034101 1,382,362.56 1,382 24,432 SH Sole 28 24,432 SNYDERS-LANCE INC COM COMMON STOCK 833551104 456,939.36 457 19,494 SH Sole 28 19,494 SOHU.COM COM STK USD0.001 COMMON STOCK 83408W103 520,618.00 521 8,200 SH Sole 26 8,200 SOLAR CAPITAL LTD USD0.01 COMMON STOCK 83413U100 103,704.30 104 4,185 SH Sole 28 4,185 SOLARWINDS INC USD0.001 COMMON STOCK 83416B109 515,033.75 515 26,755 SH Sole 28 26,755 SOLERA HOLDINGS INC COM COMMON 11, 26, STK USD0.01 STOCK 83421A104 37,801,901.44 37,802 736,592 SH Sole 28, 39 736,592 SOLTA MEDICAL INC COM COMMON STK USD0.001 STOCK 83438K103 464,039.20 464 152,144 SH Sole 28, 30 152,144 SOLUTIA INC COM STK COMMON 8, 28, USD0.01 STOCK 834376501 3,720,449.84 3,720 161,198 SH Sole 47 161,198 SOMAXON PHARMACEUTICALS COMMON INC COM STK USD0.0001 STOCK 834453102 91,302.75 91 28,985 SH Sole 28 28,985 SOMERSET HILLS BANCORP COMMON COM STK USD0.01 STOCK 834728107 3,788.40 4 420 SH Sole 33 420 SONIC AUTOMOTIVE INC COM COMMON 8, 28, STK USD0.01 CLASS'A' STOCK 83545G102 897,062.96 897 67,754 SH Sole 33 67,754 SONIC CORP COM STK COMMON USD0.01 STOCK 835451105 484,221.76 484 47,848 SH Sole 28 47,848 SONIC SOLUTIONS COM STK COMMON NPV STOCK 835460106 485,625.00 486 32,375 SH Sole 28 32,375 SONOCO PRODUCTS CO COM COMMON STK NPV STOCK 835495102 6,884,370.22 6,884 204,466 SH Sole 28 204,466 SONOSITE COM STK USD0.01 COMMON STOCK 83568G104 1,940,050.40 1,940 61,394 SH Sole 25, 28 61,394 SONUS NETWORKS INC COM COMMON STK USD0.001 STOCK 835916107 407,295.15 407 152,545 SH Sole 28 152,545 SOTHEBYS INC CLASS'A'LIM.V COM STK COMMON USD0.10 STOCK 835898107 8,925,075.00 8,925 198,335 SH Sole 28, 47 198,335 SOUNDBITE COMMUNICATIONS COMMON INC COM STK NPV STOCK 836091108 3,920.00 4 1,400 SH Sole 33 1,400 SOURCEFIRE INC COM STK COMMON USD0.001 STOCK 83616T108 1,036,499.89 1,036 39,973 SH Sole 11, 28 39,973 SOUTH JERSEY INDUSTRIES COMMON 8, 11, INC COM STK USD1.25 STOCK 838518108 2,101,390.88 2,101 39,784 SH Sole 28 39,784 SOUTHERN CMNTY FINL CORP COMMON COM STOCK 842632101 1,540.00 2 1,400 SH Sole 33 1,400 SOUTHERN CO COM STK USD5 COMMON STOCK 842587107 13,526,844.44 13,527 353,828 SH Sole 28 353,828 SOUTHERN UNION CO COM COMMON STK USD1 STOCK 844030106 5,954,725.44 5,955 247,392 SH Sole 28 247,392 SOUTHSIDE BANCSHARES INC COMMON 8, 28, COM STK USD1.25 STOCK 84470P109 404,544.00 405 19,200 SH Sole 33 19,200 SOUTHWEST AIRLINES CO COMMON COM STK USD1 STOCK 844741108 5,675,271.36 5,675 437,232 SH Sole 23, 28 437,232 SOUTHWEST BANCORP INC COMMON 8, 28, OKLAHOMA COM STK USD1 STOCK 844767103 438,873.20 439 35,393 SH Sole 33 35,393 SOUTHWEST GAS CORP COM COMMON 8, 23, STK USD1 STOCK 844895102 3,717,127.89 3,717 101,367 SH Sole 28, 30 101,367 SOUTHWESTERN ENERGY CO 11, 23, COM STK USD0.10 COMMON 28, 37, STOCK 845467109 19,109,998.79 19,110 510,553 SH Sole 43 510,553 SPANSION INC USD0.001 A COMMON STOCK 84649R200 211,905.90 212 10,237 SH Sole 28 10,237 SPARTAN MOTORS COM STK COMMON USD0.01 STOCK 846819100 175,373.73 175 28,797 SH Sole 28, 33 28,797 SPARTAN STORES INC COM COMMON 8, 28, STK USD0.01 STOCK 846822104 1,551,636.90 1,552 91,542 SH Sole 30, 33 91,542 SPARTECH CORP COM STK COMMON 8, 28, USD0.75 STOCK 847220209 409,593.60 410 43,760 SH Sole 33 43,760 SPARTON CORP COM STK COMMON USD1.25 STOCK 847235108 6,592.00 7 800 SH Sole 33 800 SPECTRA ENERGY CORP COM COMMON USD0.001 STOCK 847560109 6,831,316.38 6,831 273,362 SH Sole 28 273,362 SPECTRANETICS CORP COM COMMON STK USD0.001 STOCK 84760C107 134,061.96 134 25,981 SH Sole 28 25,981 SPECTRUM BRANDS HLDGS COMMON INC USD0.01 STOCK 84763R101 821,516.52 822 26,356 SH Sole 8, 28 26,356 SPECTRUM CONTROL INC COM COMMON 8, 28, STK NPV STOCK 847615101 256,463.91 256 17,109 SH Sole 33 17,109 SPECTRUM PHARMACEUTICALS COMMON INC STOCK 84763A108 261,430.98 261 38,054 SH Sole 28 38,054 SPEEDWAY MOTOR SPORTS COMMON 23, 28, INC COM STK USD0.01 STOCK 847788106 3,133,231.08 3,133 204,519 SH Sole 33 204,519 SPRINT NEXTEL CORP FON COMMON 28, 34, COM STK NPV STOCK 852061100 14,189,492.70 14,189 3,354,490 SH Sole 37, 43 3,354,490 SPX CORP COM STK USD10 COMMON STOCK 784635104 7,131,198.99 7,131 99,751 SH Sole 28 99,751 SRA INTERNATIONAL INC COMMON 8, 28, CLASS'A'COM STK USD0.004 STOCK 78464R105 2,642,610.35 2,643 129,223 SH Sole 33 129,223 SRS LABORATORIES INC COM COMMON STK USD0.01 STOCK 78464M106 83,906.44 84 9,524 SH Sole 28 9,524 SS&C TECHNOLOGIES HLDGS COMMON INC USD0.01 STOCK 78467J100 521,528.28 522 25,428 SH Sole 28, 47 25,428 ST.JUDE MEDICAL INC COM COMMON STK USD0.10 STOCK 790849103 23,745,060.00 23,745 555,440 SH Sole 28, 39 555,440 STAAR SURGICAL CO COM COMMON STK USD0.01 STOCK 852312305 165,255.10 165 27,091 SH Sole 28 27,091 STAGE STORES INC COM STK COMMON 25, 28, USD0.01 STOCK 85254C305 3,011,264.40 3,011 173,660 SH Sole 30, 33 173,660 STAMPS.COM, INC COMMON 28, 30, STOCK 852857200 643,035.75 643 48,531 SH Sole 33 48,531 STANCORP FINANCIAL GROUP COMMON 28, 33, COM STK NPV STOCK 852891100 5,433,908.06 5,434 120,379 SH Sole 37 120,379 STANDARD MICROSYSTEMS COMMON CORP COM STK USD0.10 STOCK 853626109 509,858.55 510 17,685 SH Sole 28, 33 17,685 STANDARD MOTOR PRODUCTS COMMON INC COM STK USD2 STOCK 853666105 231,584.80 232 16,904 SH Sole 28, 33 16,904 STANDARD PACIFIC CORP COMMON COM STK USD0.01 STOCK 85375C101 523,075.20 523 113,712 SH Sole 8, 28 113,712 STANDARD PARKING CORP COMMON COM STK USD0.001 STOCK 853790103 228,909.02 229 12,118 SH Sole 28 12,118 STANDEX INTERNATIONAL COMMON 8, 28, CORP COM STK USD1.5 STOCK 854231107 417,274.41 417 13,951 SH Sole 33 13,951 STANLEY BLACK & DECKER COMMON 23, 28, INC USD2.50 STOCK 854502101 6,985,842.03 6,986 104,469 SH Sole 43 104,469 STANLEY FURNITURE INC COMMON COM STK USD0.02 STOCK 854305208 4,727.20 5 1,520 SH Sole 33 1,520 STAPLES INC COM STK COMMON 23, 28, USD0.0006 STOCK 855030102 34,558,825.95 34,559 1,517,735 SH Sole 39, 51 1,517,735 STAR SCIENTIFIC COM STK COMMON USD0.01 STOCK 85517P101 142,584.00 143 73,120 SH Sole 28 73,120 STARBUCKS CORP COM STK COMMON 11, 28, NPV STOCK 855244109 19,690,324.29 19,690 612,833 SH Sole 53 612,833 STARTEK INC COM STK COMMON USD0.01 STOCK 85569C107 7,605.00 8 1,500 SH Sole 33 1,500 STARWOOD HTLS WRLD 23, 26, PAIRED CERT COMMON 28, 39, CLASS'B'USD0.01 STOCK 85590A401 29,395,639.20 29,396 483,640 SH Sole 53 483,640 STATE AUTO FINANCIAL COMMON CORP COM STK NPV STOCK 855707105 245,952.98 246 14,119 SH Sole 28, 33 14,119 STATE BANCORP INC NY COM COMMON 8, 28, STK USD5 STOCK 855716106 181,975.25 182 19,673 SH Sole 33 19,673 STATE STREET CORP COM 11, 23, STK USD1 28, 34, COMMON 39, 41, STOCK 857477103 42,878,865.40 42,879 925,310 SH Sole 51 925,310 STEC INC COM STK USD0.001 COMMON STOCK 784774101 533,524.20 534 30,228 SH Sole 28 30,228 STEEL DYNAMICS INC COM COMMON 28, 33, STK USD0.01 STOCK 858119100 8,746,485.00 8,746 477,950 SH Sole 43 477,950 STEELCASE INC COM STK NPV COMMON STOCK 858155203 671,353.55 671 63,515 SH Sole 28, 33 63,515 STEIN MART COM STK COMMON USD0.01 STOCK 858375108 223,424.50 223 24,154 SH Sole 28, 33 24,154 STEINER LEISURE COM STK COMMON USD0.01 STOCK P8744Y102 525,935.40 526 11,262 SH Sole 28 11,262 STEINWAY MUSICAL INSTRUMENTS COM STK COMMON USD0.001 STOCK 858495104 117,770.05 118 5,933 SH Sole 28, 33 5,933 STELLARONE CORP COM STK COMMON 8, 28, USD5 STOCK 85856G100 411,729.18 412 28,317 SH Sole 33 28,317 STEMCELLS INC COM STK COMMON USD0.01 STOCK 85857R105 103,400.28 103 95,741 SH Sole 28 95,741 STEPAN CO COM STK USD1 COMMON STOCK 858586100 443,510.05 444 5,815 SH Sole 28 5,815 STEREOTAXIS INC COM STK COMMON USD0.001 STOCK 85916J102 90,135.22 90 23,534 SH Sole 28 23,534 STERICYCLE INC COM STK COMMON 11, 23, USD0.01 STOCK 858912108 17,825,624.04 17,826 220,287 SH Sole 28 220,287 STERIS CORP COM STK NPV COMMON STOCK 859152100 6,013,748.86 6,014 164,941 SH Sole 8, 28 164,941 STERLING BANCORP COM STK COMMON USD1 STOCK 859158107 210,279.48 210 20,084 SH Sole 28 20,084 STERLING BANCSHARES INC COMMON 8, 28, COM STK USD1 STOCK 858907108 673,891.92 674 95,996 SH Sole 33 95,996 STERLING CONSTRUCTION CO COMMON INC COM STOCK 859241101 168,307.28 168 12,907 SH Sole 28, 33 12,907 STEWART ENTERPRISES INC COMMON 8, 28, CLASS'A'COM STK NPV STOCK 860370105 659,995.26 660 98,654 SH Sole 33 98,654 STEWART INFORMATION SERVICES CORP COM STK COMMON USD1 STOCK 860372101 177,135.39 177 15,363 SH Sole 28, 33 15,363 STIFEL FINANCIAL CORP COMMON COM STK USD0.15 STOCK 860630102 2,144,598.72 2,145 34,568 SH Sole 28, 47 34,568 STILLWATER MINING CO COM COMMON STK USD0.01 STOCK 86074Q102 1,049,843.55 1,050 49,173 SH Sole 8, 28 49,173 STONE ENERGY CORP COM COMMON 8, 28, STK USD0.01 STOCK 861642106 1,000,397.49 1,000 44,881 SH Sole 33 44,881 STONERIDGE INC COM STK COMMON 28, 30, NPV STOCK 86183P102 899,493.14 899 56,966 SH Sole 33 56,966 STR HLDGS INC USD0.01 COMMON STOCK 78478V100 422,520.00 423 21,126 SH Sole 28 21,126 STRATASYS INC COM STK COMMON USD0.01 STOCK 862685104 3,427,297.92 3,427 105,003 SH Sole 5, 28 105,003 STRAYER EDUCATION INC COMMON 5, 11, COM STK USD0.01 STOCK 863236105 8,285,030.16 8,285 54,428 SH Sole 28 54,428 STRYKER CORP COM STK COMMON USD0.10 STOCK 863667101 24,216,444.60 24,216 450,958 SH Sole 28, 47 450,958 STUDENT LOAN CORPORATION COMMON COM STK USD0.01 STOCK 863902102 132,906.68 133 4,097 SH Sole 28, 33 4,097 STURM RUGER & CO INC COM COMMON STK USD1 STOCK 864159108 220,711.15 221 14,435 SH Sole 28 14,435 SUCCESSFACTORS COM STK COMMON 26, 28, USD0.001 STOCK 864596101 3,879,307.84 3,879 133,954 SH Sole 47, 53 133,954 SUFFOLK BANCORP COM STK COMMON USD2.5 STOCK 864739107 234,361.28 234 9,496 SH Sole 8, 28 9,496 SUN BANCORP INC NEW COMMON JERSEY COM STK USD1 STOCK 86663B102 1,688.96 2 364 SH Sole 33 364 SUN HEALTHCARE GROUP INC COMMON 28, 33, USD0.01 STOCK 86677E100 2,129,036.38 2,129 168,170 SH Sole 39 168,170
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- ------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SUN HYDRAULICS INC COM COMMON STK USD0.001 STOCK 866942105 356,189.40 356 9,423 SH Sole 28 9,423 SUNLINK HEALTH SYSTEMS COMMON INC COM STK NPV STOCK 86737U102 1,106.00 1 700 SH Sole 33 700 SUNOCO INC COM STK USD1 COMMON STOCK 86764P109 2,106,802.15 2,107 52,265 SH Sole 28, 33 52,265 SUNPOWER CORP CLS'A'COM COMMON STK USD0.001 STOCK 867652109 16,679.00 17 1,300 SH Sole 33 1,300 SUNRISE SENIOR LIVING REAL ESTATE COM STK COMMON USD0.01 STOCK 86768K106 233,881.30 234 42,914 SH Sole 28 42,914 SUNTRUST BANKS INC COM 11, 23, STK USD1 COMMON 28, 34, STOCK 867914103 21,208,718.96 21,209 718,696 SH Sole 43, 51 718,696 SUPER MICRO COMPUTER INC COMMON COM STK USD0.001 STOCK 86800U104 210,974.28 211 18,282 SH Sole 28 18,282 SUPERGEN INC COM STK COMMON USD0.001 STOCK 868059106 116,252.02 116 44,371 SH Sole 28 44,371 SUPERIOR BANCORP COM STK COMMON USD0.001 STOCK 86806M205 802.20 1 1,400 SH Sole 33 1,400 SUPERIOR ENERGY SERVICES COMMON INC COM STK USD0.001 STOCK 868157108 6,460,833.52 6,461 184,648 SH Sole 28, 47 184,648 SUPERIOR INDUSTRIES INTERNATIONAL COM STK COMMON 8, 28, USD0.50 STOCK 868168105 644,812.14 645 30,387 SH Sole 33 30,387 SUPERIOR UNIFORM GROUP COMMON INC COM STK USD0.001 STOCK 868358102 3,300.00 3 300 SH Sole 33 300 SUPERMEDIA INC USD0.01 COMMON STOCK 868447103 94,102.84 94 10,804 SH Sole 28, 48 10,804 SUPERTEX INC COM STK NPV COMMON STOCK 868532102 1,217,632.26 1,218 50,357 SH Sole 25, 28 50,357 SUPERVALU INC COM STK COMMON USD1 STOCK 868536103 868,529.70 869 90,190 SH Sole 28 90,190 SUPPORT.COM INC COMMON STOCK 86858W101 257,800.32 258 39,784 SH Sole 28, 33 39,784 SUREWEST COMMUNICATIONS COMMON COM STK USD0.001 STOCK 868733106 14,980.00 15 1,400 SH Sole 33 1,400 SURMODICS INC COM STK COMMON USD0.05 STOCK 868873100 157,194.41 157 13,243 SH Sole 28 13,243 SUSQUEHANNA BANCHARE COM COMMON 8, 28, STK USD2 STOCK 869099101 1,341,125.28 1,341 138,546 SH Sole 33 138,546 SUSSER HLDGS LLC/ COMMON FINANCE CORP COM STK NPV STOCK 869233106 66,244.55 66 4,783 SH Sole 28, 33 4,783 SVB FINANCIAL GROUP COM COMMON 8, 28, STK USD0.001 STOCK 78486Q101 7,131,882.85 7,132 134,437 SH Sole 30 134,437 SWIFT ENERGY CO COM STK COMMON 8, 28, USD0.01 STOCK 870738101 2,369,866.95 2,370 60,533 SH Sole 30, 33 60,533 SWS GROUP INC COM STK COMMON USD0.10 STOCK 78503N107 122,134.25 122 24,185 SH Sole 28, 33 24,185 SXC HEALTH SOLUTIONS COMMON CORP COM NPV STOCK 78505P100 5,409,489.18 5,409 126,213 SH Sole 23, 47 126,213 SY BANCORP INC COM STK COMMON NPV STOCK 785060104 306,506.75 307 12,485 SH Sole 8, 28 12,485 SYCAMORE NETWORK USD0.001 COMMON STOCK 871206405 352,665.52 353 17,128 SH Sole 28, 33 17,128 SYKES ENTERPRISES INC COMMON COM STK USD0.01 STOCK 871237103 628,505.72 629 31,022 SH Sole 28 31,022 SYMANTEC CORP COM STK COMMON 23, 28, USD0.01 STOCK 871503108 8,422,429.68 8,422 503,132 SH Sole 35 503,132 SYMETRA FINANCIAL CORP COMMON USD0.01 STOCK 87151Q106 2,006,419.80 2,006 146,454 SH Sole 23 146,454 SYMMETRICON INC COM STK COMMON 8, 28, USD1 STOCK 871543104 392,509.49 393 55,361 SH Sole 33 55,361 SYMMETRY MEDICAL INC COM COMMON 23, 28, STK USD0.0001 STOCK 871546206 741,119.25 741 80,121 SH Sole 33 80,121 SYNALLOY CORP COM STK COMMON USD1 STOCK 871565107 4,848.00 5 400 SH Sole 33 400 SYNAPTICS INC COM STK COMMON USD0.001 STOCK 87157D109 749,483.80 749 25,510 SH Sole 28 25,510 SYNCHRONOSS TECHNOLOGIES COMMON 5, 28, INC COM STK USD0.0001 STOCK 87157B103 2,868,493.74 2,868 107,394 SH Sole 47 107,394 SYNERON MEDICAL LTD COMMON ILS0.01 STOCK M87245102 561,122.54 561 55,066 SH Sole 28, 30 55,066 SYNIVERSE HLDGS INC COM COMMON STK USD0.001 STOCK 87163F106 6,037,098.20 6,037 195,692 SH Sole 8, 28 195,692 SYNNEX CORP COM STK COMMON 8, 28, USD0.001 STOCK 87162W100 953,596.80 954 30,564 SH Sole 33 30,564 SYNOPSYS INC COM STK COMMON USD0.01 STOCK 871607107 7,943,562.90 7,944 295,190 SH Sole 28 295,190 SYNOVIS LIFE COMMON TECHNOLOGIES INC. COM STOCK 87162G105 137,176.65 137 8,515 SH Sole 28 8,515 SYNOVUS FINANCIAL CORP COMMON COM STK USD1 STOCK 87161C105 4,160,985.84 4,161 1,576,131 SH Sole 28, 33 1,576,131 SYNTA PHARMACEUTICALS COMMON CORP COM STK USD0.0001 STOCK 87162T206 57,136.32 57 9,336 SH Sole 28 9,336 SYNTEL INC COM STK NPV COMMON STOCK 87162H103 904,999.23 905 18,937 SH Sole 28, 47 18,937 SYNTROLEUM CORP COM STK COMMON NPV STOCK 871630109 100,991.50 101 54,590 SH Sole 28 54,590 SYNUTRA INTERNATIONAL COMMON INC COM STK NPV STOCK 87164C102 194,957.75 195 14,495 SH Sole 28 14,495 SYSCO CORP COM STK USD1 COMMON 23, 28, STOCK 871829107 23,257,781.40 23,258 791,081 SH Sole 31 791,081 SYSTEMAX INC COM STK COMMON USD0.01 STOCK 871851101 133,527.00 134 9,470 SH Sole 28, 33 9,470 T-3 ENERGY SERVICES INC COMMON COM STK USD0.01 STOCK 87306E107 566,900.39 567 14,233 SH Sole 8, 28 14,233 TAKE TWO INTERACTIVE SOFTWARE INC COM STK COMMON USD0.01 STOCK 874054109 1,797,688.80 1,798 146,870 SH Sole 8, 28 146,870 TAL INTERNATIONAL GROUP COMMON 28, 33, COM STK USD0.001 STOCK 874083108 1,238,226.57 1,238 40,111 SH Sole 47 40,111 TALBOTS INC COM STK COMMON USD0.01 STOCK 874161102 3,234,839.52 3,235 379,676 SH Sole 28, 39 379,676 TALEO CORP. 'A'USD0.00001 COMMON STOCK 87424N104 825,711.95 826 29,863 SH Sole 28 29,863 TALISMAN ENERGY INC COM COMMON NPV STOCK 87425E103 1,936,743.20 1,937 87,280 SH Sole 11 87,280 TANDY BRANDS ACCESSORIES COMMON COM STK USD1 STOCK 875378101 1,420.00 1 500 SH Sole 33 500 TANDY LEATHER FACTORY COMMON INC COM STK USD STOCK 87538X105 932.00 1 200 SH Sole 33 200 TARGA RESOURCES CORP COMMON USD0.001 STOCK 87612G101 85,792.00 86 3,200 SH Sole 8 3,200 TARGACEPT INC COM STK COMMON USD0.001 STOCK 87611R306 473,820.00 474 17,880 SH Sole 28 17,880 TARGET CORP COM STK 11, 23, USD0.0833 28, 37, COMMON 41, 47, STOCK 87612E106 36,427,595.82 36,428 605,814 SH Sole 53 605,814 TASER INTERNATIONAL INC COMMON COM STK NPV STOCK 87651B104 219,626.30 220 46,729 SH Sole 28 46,729 TASTY BAKING CO COM STK COMMON USD0.50 STOCK 876553306 4,396.00 4 700 SH Sole 33 700 TAYLOR CAPITAL GROUP INC COMMON COM STK USD0.01 STOCK 876851106 116,574.75 117 8,865 SH Sole 28, 33 8,865 TCF FINANCIAL COM STK COMMON USD0.01 STOCK 872275102 4,489,681.12 4,490 303,152 SH Sole 28, 43 303,152 TD AMERITRADE HOLDING COMMON 35, 37, CORP COM STK USD0.01 STOCK 87236Y108 13,253,880.60 13,254 697,940 SH Sole 50, 51 697,940 TEAM HEALTH HLDGS INC COMMON USD0.01 STOCK 87817A107 180,776.82 181 11,633 SH Sole 28 11,633 TEAM INC COM STK USD0.30 COMMON STOCK 878155100 509,821.40 510 21,067 SH Sole 8, 28 21,067 TECH DATA CORP COM STK COMMON USD0.0015 STOCK 878237106 4,236,704.90 4,237 96,245 SH Sole 28, 33 96,245 TECHNE CORP COM STK COMMON USD0.01 STOCK 878377100 7,405,868.58 7,406 112,774 SH Sole 26, 28 112,774 TECHNOLOGY RESEARCH CORP COMMON COM STK USD0.51 STOCK 878727304 2,274.00 2 600 SH Sole 33 600 TECHTARGET COM STK COMMON USD0.001 STOCK 87874R100 15,733.12 16 1,984 SH Sole 33 1,984 TECK RESOURCES LTD COMMON CLASS'B'SUB-VTG COM NPV STOCK 878742204 4,251,739.95 4,252 68,765 SH Sole 11 68,765 TECO ENERGY INC COM STK COMMON USD1 STOCK 872375100 1,621,900.40 1,622 91,118 SH Sole 28 91,118 TECUMSEH PRODUCTS CO COMMON CLASS'A'COM USD1 STOCK 878895200 183,248.10 183 14,042 SH Sole 28, 33 14,042 TEEKAY CORP COM STK NPV COMMON STOCK Y8564W103 64,175.20 64 1,940 SH Sole 33 1,940 TEEKAY TANKERS LTD COMMON USD0.01 STOCK Y8565N102 277,403.20 277 22,480 SH Sole 28 22,480 TEJON RANCH CO COM STK COMMON USD0.50 STOCK 879080109 278,392.75 278 10,105 SH Sole 28 10,105 TEKELEC INC COM STK NPV COMMON STOCK 879101103 721,162.41 721 60,551 SH Sole 8, 28 60,551 TELECOMMUNICATIONS SYSTEMS INC COM STK COMMON USD0.01 STOCK 87929J103 843,336.62 843 180,586 SH Sole 28, 30 180,586 TELEDYNE TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 879360105 1,183,276.67 1,183 26,911 SH Sole 28 26,911 TELEFLEX INC COM STK USD1 COMMON 25, 28, STOCK 879369106 8,491,917.53 8,492 157,813 SH Sole 33, 39 157,813 TELEPHONE & DATA SYSTEMS COMMON INC COM STK USD0.01 STOCK 879433100 6,742,268.85 6,742 184,467 SH Sole 28, 33 184,467 TELEPHONE & DATA SYSTEMS INC COM STK USD0.01 COMMON (SPEC STOCK 879433860 56,736.00 57 1,800 SH Sole 33 1,800 TELETECH HLDGS COM STK COMMON USD0.01 STOCK 879939106 526,856.92 527 25,588 SH Sole 8, 28 25,588 TELLABS INC COM STK COMMON 28, 33, USD0.01 STOCK 879664100 7,311,301.14 7,311 1,078,363 SH Sole 39 1,078,363 TELULAR CORP COM STK COMMON USD0.01 STOCK 87970T208 4,662.00 5 700 SH Sole 33 700 TEMPLE-INLAND INC COM COMMON STK USD1 STOCK 879868107 4,599,097.20 4,599 216,530 SH Sole 28, 33 216,530 TENET HEALTHCARE CORP COMMON COM STK USD0.05 STOCK 88033G100 1,379,805.81 1,380 206,249 SH Sole 28 206,249 TENGION INC USD0.001 COMMON STOCK 88034G109 30,734.00 31 12,100 SH Sole 8 12,100 TENNANT CO COM STK COMMON USD0.375 STOCK 880345103 585,637.27 586 15,247 SH Sole 8, 28 15,247 TENNECO INC COM STK COMMON USD0.01 STOCK 880349105 2,775,130.68 2,775 67,423 SH Sole 28, 47 67,423 TERADATA CORP DEL COM COMMON STOCK 88076W103 4,047,509.76 4,048 98,336 SH Sole 28, 51 98,336 TERADYNE INC COM STK COMMON 23, 28, USD0.125 STOCK 880770102 8,189,700.48 8,190 583,312 SH Sole 39 583,312 TEREX CORP COM STK 11, 28, USD0.01 COMMON 37, 39, STOCK 880779103 16,982,294.40 16,982 547,110 SH Sole 43 547,110 TERREMARK WORLDWIDE INC COMMON STOCK 881448203 570,499.30 570 44,054 SH Sole 28 44,054 TERRITORIAL BANCORP INC COMMON USD0.01 STOCK 88145X108 186,696.07 187 9,377 SH Sole 28 9,377 TESCO CORP COM NPV COMMON STOCK 88157K101 364,223.68 364 22,936 SH Sole 28 22,936 TESORO CORP COM STK COMMON USD0.1666 STOCK 881609101 1,231,130.16 1,231 66,404 SH Sole 28, 33 66,404 TESSCO TECHOLOGIES INC COMMON COM STK USD0.01 STOCK 872386107 9,570.00 10 600 SH Sole 33 600 TESSERA TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 88164L100 2,026,924.35 2,027 91,509 SH Sole 26, 28 91,509 TETRA TECH INC COM STK COMMON USD0.01 STOCK 88162G103 1,149,627.50 1,150 45,875 SH Sole 28 45,875 TETRA TECHNOLOGIES COM COMMON 8, 28, STK USD0.01 STOCK 88162F105 5,375,590.64 5,376 452,872 SH Sole 33, 39 452,872 TEXAS CAPITAL BANCSHARES COMMON 25, 28, INC COM STK USD0.01 STOCK 88224Q107 2,416,825.02 2,417 113,626 SH Sole 33 113,626 TEXAS INDUSTRIES INC COM COMMON 26, 28, STK USD1 STOCK 882491103 1,889,065.92 1,889 41,264 SH Sole 33 41,264 TEXAS INSTRUMENTS INC 11, 23, COM STK USD1 COMMON 28, 34, STOCK 882508104 37,319,652.50 37,320 1,148,297 SH Sole 50 1,148,297 TEXAS ROADHOUSE COM STK COMMON CL'A' USD0.001 STOCK 882681109 737,915.09 738 42,977 SH Sole 28 42,977 TEXTAINER GROUP HLDGS COMMON LTD USD0.01 STOCK G8766E109 203,190.68 203 7,132 SH Sole 28 7,132 TEXTRON INC COM STK COMMON 11, 23, USD0.125 STOCK 883203101 7,789,710.96 7,790 329,514 SH Sole 28, 41 329,514 TGC INDUSTRIES INC COM COMMON STK USD0.01 STOCK 872417308 7,182.00 7 1,890 SH Sole 33 1,890 THE JONES GROUP INC COMMON STOCK 48020T101 1,069,509.42 1,070 68,823 SH Sole 28, 33 68,823 THE MOSAIC COMPANY COMMON STOCK 61945A107 916,320.00 916 12,000 SH Sole 37 12,000 THERAGENICS CORP COM STK COMMON USD0.01 STOCK 883375107 4,530.00 5 3,000 SH Sole 33 3,000 THERAVANCE INC COM STK COMMON USD1 STOCK 88338T104 1,160,139.32 1,160 46,276 SH Sole 28 46,276 THERMO FISHER SCIENTIFIC COMMON 23, 28, INC COM STK USD1 STOCK 883556102 38,314,600.64 38,315 692,099 SH Sole 47, 51 692,099 THESTREET.COM COM STK COMMON USD0.01 STOCK 88368Q103 10,413.00 10 3,900 SH Sole 33 3,900 THL CREDIT INC USD0.001 COMMON STOCK 872438106 90,393.48 90 6,948 SH Sole 28 6,948 THOMAS & BETTS CORP COM COMMON 23, 28, STK USD0.10 STOCK 884315102 13,295,396.10 13,295 275,267 SH Sole 33, 51 275,267 THOMPSON CREEK METALS CO COMMON INC COM STOCK 884768102 1,796,149.12 1,796 122,021 SH Sole 28 122,021 THOR INDUSTRIES COM STK COMMON USD0.10 STOCK 885160101 2,862,488.40 2,862 84,290 SH Sole 28 84,290 THORATEC CORP COM STK NPV COMMON STOCK 885175307 3,290,415.84 3,290 116,187 SH Sole 28 116,187 THQ INC COM STK USD0.01 COMMON 25, 28, STOCK 872443403 924,307.56 924 152,526 SH Sole 33 152,526 TIBCO SOFTWARE INC COM COMMON 8, 28, STK USD0.001 STOCK 88632Q103 9,973,338.84 9,973 506,004 SH Sole 47 506,004 TICC CAPITAL CORP COM COMMON STOCK 87244T109 320,606.00 321 28,600 SH Sole 8, 28 28,600 TIDEWATER INC COM STK COMMON 28, 30, USD0.10 STOCK 886423102 24,861,104.56 24,861 461,759 SH Sole 33, 39 461,759 TIER TECHNOLOGIES INC COMMON COM STK CL'B'NPV STOCK 88650Q100 71,754.21 72 11,979 SH Sole 28 11,979 TIFFANY & CO COM STK COMMON USD0.01 STOCK 886547108 3,318,181.49 3,318 53,287 SH Sole 28 53,287 TIMBERLAND CO COMMON CLASS'A'COM STK USD0.01 STOCK 887100105 2,635,507.02 2,636 107,178 SH Sole 28, 33 107,178 TIME WARNER CABLE INC COMMON USD0.01 STOCK 88732J207 13,185,266.58 13,185 199,686 SH Sole 28, 41 199,686 TIME WARNER INC USD0.01 COMMON 28, 41, STOCK 887317303 19,758,878.34 19,759 614,202 SH Sole 51 614,202 TIMKEN CO COM STK NPV COMMON 23, 28, STOCK 887389104 10,227,059.37 10,227 214,269 SH Sole 33 214,269 TITAN INTL INC USD1 COMMON STOCK 88830M102 587,333.32 587 30,058 SH Sole 28, 33 30,058 TITAN MACHINERY INC COM COMMON 28, 33, STK USD0.00001 STOCK 88830R101 659,654.70 660 34,179 SH Sole 47 34,179 TITANIUM METALS CORP COM COMMON STK USD0.01 STOCK 888339207 660,021.24 660 38,418 SH Sole 28 38,418 TIVO INC COM STK USD0.001 COMMON STOCK 888706108 747,055.95 747 86,565 SH Sole 28 86,565 TJX COS INC COM STK USD1 28, 35, COMMON 39, 40, STOCK 872540109 39,766,071.26 39,766 895,834 SH Sole 47 895,834 TNS INC COM STK USD0.001 COMMON STOCK 872960109 409,240.00 409 19,675 SH Sole 28 19,675 TOLL BROS INC COM STK COMMON 23, 28, USD0.01 STOCK 889478103 8,836,539.00 8,837 465,081 SH Sole 33, 51 465,081 TOLLGRADE COMMUNICATIONS COMMON INC COM STK USD0.20 STOCK 889542106 11,136.00 11 1,200 SH Sole 33 1,200 TOMOTHERAPY COM STK COMMON USD0.01 STOCK 890088107 157,738.95 158 43,695 SH Sole 28, 33 43,695 TOMPKINS FINANCIAL CORP COMMON COM STK USD0.10 STOCK 890110109 341,749.32 342 8,727 SH Sole 8, 28 8,727 TOOTSIE ROLL INDUSTRIES COMMON INC COM STK USD0.694 STOCK 890516107 1,918,277.52 1,918 66,216 SH Sole 28 66,216 TORCHMARK CORP COM STK COMMON USD1 STOCK 891027104 3,310,432.36 3,310 55,414 SH Sole 28, 41 55,414 TORO CO COM STK USD1 COMMON STOCK 891092108 234,910.04 235 3,811 SH Sole 11 3,811 TOTAL SYSTEM SERVICES COMMON INC USD0.1 STOCK 891906109 1,064,572.84 1,065 69,218 SH Sole 28 69,218 TOWER BANCORP INC COM NPV COMMON STOCK 891709107 151,150.32 151 6,858 SH Sole 28, 33 6,858 TOWER GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 891777104 805,309.56 805 31,482 SH Sole 33 31,482 TOWER INTL INC USD0.01 COMMON STOCK 891826109 35,344.62 35 1,998 SH Sole 28 1,998 TOWERS WATSON & CO CLASS COMMON A USD0.01 STOCK 891894107 7,023,102.24 7,023 134,904 SH Sole 28, 35 134,904 TOWNEBANK (VA) COM STK COMMON NPV STOCK 89214P109 300,781.81 301 18,929 SH Sole 28, 33 18,929 TPC GROUP INC COM NPV COMMON STOCK 89236Y104 182,950.88 183 6,034 SH Sole 28 6,034 TRACTOR SUPPLY CO COM COMMON 11, 28, STK USD0.008 STOCK 892356106 12,247,895.14 12,248 252,586 SH Sole 39, 47 252,586 TRADESTATION GROUP INC COMMON COM STK USD0.01 STOCK 89267P105 858,593.25 859 127,199 SH Sole 28, 30 127,199 TRANS WORLD ENTERTAINMENT CORP COM COMMON STK USD0.01 STOCK 89336Q100 3,655.00 4 2,150 SH Sole 33 2,150 TRANSATLANTIC HLDGS INC COMMON 23, 28, COM STK USD1 STOCK 893521104 15,256,032.90 15,256 295,545 SH Sole 33, 43 295,545 TRANSATLANTIC PETROLEUM COMMON LTD NPV STOCK G89982105 372,167.46 372 111,762 SH Sole 28 111,762 TRANSCEND SERVICES INC COMMON COM STK USD0.01 STOCK 893929208 136,032.96 136 6,944 SH Sole 28 6,944 TRANSCEPT PHARMACEUTICALS INC COM COMMON STK USD0.001 STOCK 89354M106 19,240.00 19 2,600 SH Sole 8 2,600 TRANSDIGM GROUP INC COMMON USD0.01 STOCK 893641100 4,817,757.04 4,818 66,904 SH Sole 23, 47 66,904 TRAVELERS COS INC/ THE 23, 28, COMMON 31, 34, STOCK 89417E109 44,360,535.96 44,361 796,276 SH Sole 41 796,276 TRAVELZOO INC COM STK COMMON USD0.01 STOCK 89421Q106 159,603.84 160 3,872 SH Sole 28 3,872 TREDEGAR CORP COM NPV COMMON STOCK 894650100 352,735.38 353 18,201 SH Sole 28 18,201 TREE COM INC USD0.01 COMMON STOCK 894675107 11,328.00 11 1,200 SH Sole 33 1,200 TREEHOUSE FOODS INC COM 8, 28, STK USD0.01 COMMON 33, 39, STOCK 89469A104 3,827,202.99 3,827 74,911 SH Sole 47 74,911
17 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- -------- --------- -------------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TREX COMPANY COM COMMON STK USD0.01 STOCK 89531P105 316,942.88 317 13,228 SH Sole 8, 28 13,228 TRIANGLE CAPITAL CORPORATION COM COMMON STK USD0.001 STOCK 895848109 200,165.00 200 10,535 SH Sole 28 10,535 TRICO BANCSHARES COMMON COM STK NPV STOCK 896095106 178,909.70 179 11,078 SH Sole 8, 28 11,078 TRIDENT MICROSYSTEMS INC COMMON COM STK USD0.001 STOCK 895919108 99,304.42 99 55,789 SH Sole 28 55,789 TRIMAS CORP USD0.01 COMMON STOCK 896215209 320,587.74 321 15,669 SH Sole 8, 28 15,669 TRIMBLE NAVIGATION COMMON 11, 23, COM STK NPV STOCK 896239100 19,459,845.57 19,460 487,349 SH Sole 28 487,349 TRINITY INDUSTRIES COMMON INC COM STK USD1 STOCK 896522109 4,291,421.31 4,291 161,271 SH Sole 28, 33 161,271 TRIPLE-S MANAGEMENT CORPORATION COM COMMON 8, 28, STK USD1 'B' STOCK 896749108 1,601,517.96 1,602 83,937 SH Sole 30, 33 83,937 TRIQUINT SEMI CONDUCTOR INC COMMON COM STK USD0.001 STOCK 89674K103 1,457,661.17 1,458 124,693 SH Sole 28, 33 124,693 TRIUMPH GROUP INC COMMON 8, 28, COM STK USD0.001 STOCK 896818101 2,585,826.61 2,586 28,921 SH Sole 33 28,921 TRUE RELIGION APPAREL INC COM COMMON STK USD0.00001 STOCK 89784N104 426,056.40 426 19,140 SH Sole 28 19,140 TRUEBLUE INC COM COMMON STK NPV STOCK 89785X101 1,337,934.29 1,338 74,371 SH Sole 28, 47 74,371 TRUSTCO BANK CORP COMMON NY COM STK USD1 STOCK 898349105 465,444.76 465 73,414 SH Sole 8, 28 73,414 TRUSTMARK CORP COMMON 8, 28, COM STK NPV STOCK 898402102 5,092,746.48 5,093 205,022 SH Sole 30, 33 205,022 TRW AUTOMOTIVE HLDGS CORP COM COMMON STK USD0.01 STOCK 87264S106 720,567.10 721 13,673 SH Sole 33, 43 13,673 TTM TECHNOLOGIES INC COM STK COMMON 8, 28, USD0.001 STOCK 87305R109 2,308,828.41 2,309 154,851 SH Sole 30 154,851 TUESDAY MORNING COMMON CORP COM STK NPV STOCK 899035505 124,153.92 124 23,514 SH Sole 28 23,514 TUPPERWARE BRANDS CORP COM STK COMMON USD0.01 STOCK 899896104 7,770,257.67 7,770 163,001 SH Sole 25, 28 163,001 TUTOR PERINI CORP COMMON 28, 30, COM STK USD1 STOCK 901109108 1,235,142.90 1,235 57,690 SH Sole 33 57,690 TW TELECOM INC CLS'A'COM STK COMMON USD0.01 STOCK 87311L104 5,125,997.25 5,126 300,645 SH Sole 28 300,645 TWIN DISC INC COM COMMON STK NPV STOCK 901476101 220,725.12 221 7,392 SH Sole 28, 33 7,392 TYCO INTERNATIONAL COMMON 23, 28, LTD. USD0.80 STOCK H89128104 15,998,906.56 15,999 386,074 SH Sole 41 386,074 TYLER TECHNOLOGIES COMMON INC COM STK.USD0.01 STOCK 902252105 448,935.00 449 21,625 SH Sole 28 21,625 TYSON FOODS INC(DEL) CLASS'A'COM STK COMMON USD0.10 STOCK 902494103 2,363,582.76 2,364 137,258 SH Sole 19, 28 137,258 U.S.ENERGY CORP COM COMMON STK USD0.01 STOCK 911805109 125,327.04 125 20,613 SH Sole 28 20,613 U.S.GOLD CORP COM COMMON STK USD0.10 STOCK 912023207 582,500.67 583 72,181 SH Sole 28, 33 72,181 UBS AG CHF0.10 COMMON STOCK H89231338 3,703,279.50 3,703 224,850 SH Sole 37, 46 224,850 UGI CORP COM NPV COMMON STOCK 902681105 6,931,652.10 6,932 219,495 SH Sole 28 219,495 UIL HOLDINGS CORP COMMON 8, 28, COM STK NPV STOCK 902748102 2,251,793.60 2,252 75,160 SH Sole 30 75,160 ULTA SALON COM STK COMMON USD0 STOCK 90384S303 1,703,740.00 1,704 50,110 SH Sole 28, 47 50,110 ULTIMATE SOFTWARE COMMON INC COM STK USD0.01 STOCK 90385D107 1,398,939.21 1,399 28,767 SH Sole 28, 47 28,767 ULTRA CLEAN HLDGS INC COM STK COMMON USD0.001 STOCK 90385V107 152,153.33 152 16,343 SH Sole 28 16,343 ULTRA PETROLEUM COMMON CORP COM NPV STOCK 903914109 663,047.60 663 13,880 SH Sole 43 13,880 ULTRA TECH INC COMMON STOCK 904034105 388,733.52 389 19,554 SH Sole 28, 33 19,554 ULTRALIFE CORP COM COMMON STK USD0.10 STOCK 903899102 11,567.50 12 1,750 SH Sole 33 1,750 ULTRAPETROL (BAHAMAS) LTD COMMON USD0.01 STOCK P94398107 116,845.96 117 18,172 SH Sole 28 18,172 UMB FINANCIAL CORP COMMON COM STK USD12.50 STOCK 902788108 2,235,975.86 2,236 53,983 SH Sole 25, 28 53,983 UMPQUA HOLDINGS CORP COM STK COMMON USD0.01 STOCK 904214103 1,132,118.82 1,132 92,949 SH Sole 28, 33 92,949 UNDER ARMOUR INC COM STK USD0.000333 COMMON 5, 28, CLASS 'A' STOCK 904311107 10,229,195.52 10,229 186,528 SH Sole 47 186,528 UNIFI INC USD0.1 COMMON STOCK 904677200 214,503.10 215 12,670 SH Sole 28, 33 12,670 UNIFIRST CORP COM COMMON STK USD0.10 STOCK 904708104 605,825.25 606 11,005 SH Sole 28, 33 11,005 UNILIFE CORP USD0.01 COMMON STOCK 90478E103 196,078.80 196 36,996 SH Sole 28 36,996 UNION DRILLING INC COMMON COM STK USD0.01 STOCK 90653P105 52,772.72 53 7,249 SH Sole 28, 33 7,249 UNION FIRST MARKET BANKSHARES CORP COMMON USD2 STOCK 90662P104 237,278.12 237 16,054 SH Sole 28, 33 16,054 UNION PACIFIC CORP 23, 28, COM STK USD2.50 38, 47, COMMON 50, 51, STOCK 907818108 60,079,168.78 60,079 648,383 SH Sole 53 648,383 UNISOURCE ENERGY COMMON 8, 28, CORP COM STK NPV STOCK 909205106 3,394,263.04 3,394 94,706 SH Sole 30 94,706 UNISYS CORP COM STK COMMON USD0.01 STOCK 909214306 961,709.94 962 37,146 SH Sole 8, 28 37,146 UNIT CORP COM STK COMMON USD0.20 STOCK 909218109 3,806,247.20 3,806 81,890 SH Sole 28, 33 81,890 UNITED BANKSHARES COMMON 8, 28, INC COM STK USD2.50 STOCK 909907107 927,421.20 927 31,761 SH Sole 33 31,761 UNITED COMMUNITY BANKS(GEORGIA) COMMON 8, 28, COM STK USD1 STOCK 90984P105 473,044.65 473 242,587 SH Sole 33 242,587 UNITED COMMUNITY FINANCIAL CORP COMMON NPV STOCK 909839102 984.27 1 763 SH Sole 33 763 UNITED CONTINENTAL COMMON 8, 23, HLDGS INC USD0.01 STOCK 910047109 2,888,103.54 2,888 121,247 SH Sole 43 121,247 UNITED FINL BANCORP COMMON 28, 30, INC MD COM STOCK 91030T109 870,924.45 871 57,035 SH Sole 33 57,035 UNITED FIRE & CASUALTY CO COM COMMON STK USD3.33 1/3 STOCK 910331107 432,025.92 432 19,356 SH Sole 28, 33 19,356 UNITED NATURAL FOODS INC COM STK COMMON USD0.01 STOCK 911163103 1,263,185.84 1,263 34,438 SH Sole 28 34,438 UNITED ONLINE INC COMMON COM STK USD0.001 STOCK 911268100 445,816.80 446 67,548 SH Sole 28, 33 67,548 UNITED PARCEL SERVICE INC CLASS'B'COM STK COMMON 23, 28, USD0.01 STOCK 911312106 57,408,602.60 57,409 790,970 SH Sole 37, 47 790,970 UNITED RENTALS INC COMMON COM STK USD0.01 STOCK 911363109 4,176,945.50 4,177 183,602 SH Sole 8, 28 183,602 UNITED SECURITY COMMON BANK COM STK NPV STOCK 911460103 940.00 1 250 SH Sole 33 250 UNITED STATES CELLULAR CORP COMMON COM STK USD1 STOCK 911684108 59,928.00 60 1,200 SH Sole 33 1,200 UNITED STATES LIME & MINERALS INC COM COMMON STK USD0.10 STOCK 911922102 86,535.02 87 2,054 SH Sole 28 2,054 UNITED STATES STEEL COMMON 28, 43, CORP COM STK USD1 STOCK 912909108 5,118,701.98 5,119 87,619 SH Sole 51 87,619 UNITED STATIONERS COMMON 8, 11, INC COM STK USD0.10 STOCK 913004107 1,711,575.63 1,712 26,823 SH Sole 28, 33 26,823 UNITED 11, 28, TECHNOLOGIES 31, 39, CORP COM STK USD1 COMMON 47, 50, STOCK 913017109 107,032,828.80 107,033 1,359,665 SH Sole 51 1,359,665 UNITED THERAPEUTICS 8, 28, CORP COM STK COMMON 39, 47, USD0.01 STOCK 91307C102 9,812,565.86 9,813 155,213 SH Sole 53 155,213 UNITED WESTERN BANCORP INC COM COMMON STK USD0.0001 STOCK 913201109 136.93 0 472 SH Sole 33 472 UNITEDHEALTH GROUP 11, 19, INC COM STK USD0.01 23, 28, 31, 37, COMMON 38, 41, STOCK 91324P102 52,679,326.27 52,679 1,458,857 SH Sole 51 1,458,857 UNITIL CORP COM STK COMMON NPV STOCK 913259107 243,613.62 244 10,713 SH Sole 28, 33 10,713 UNITRIN COM STK COMMON USD0.10 STOCK 913275103 2,483,717.94 2,484 101,211 SH Sole 28, 33 101,211 UNIVERSAL AMERICAN COMMON CORP COM STK NPV STOCK 913377107 625,954.05 626 30,609 SH Sole 28, 33 30,609 UNIVERSAL CORP COM COMMON STK NPV STOCK 913456109 2,735,609.80 2,736 67,214 SH Sole 28, 33 67,214 UNIVERSAL DISPLAY CORP COM STK COMMON USD0.01 STOCK 91347P105 693,180.40 693 22,616 SH Sole 28 22,616 UNIVERSAL ELECTRONICS INC COMMON COM STK USD0.01 STOCK 913483103 302,197.24 302 10,652 SH Sole 28 10,652 UNIVERSAL FOREST PRODUCTS COM STK COMMON 28, 30, USD0.01 STOCK 913543104 1,316,414.90 1,316 33,841 SH Sole 33 33,841 UNIVERSAL HEALTH SERVICES INC COMMON 28, 43, CLASS'B'COM USD0.01 STOCK 913903100 12,024,300.60 12,024 276,930 SH Sole 51, 53 276,930 UNIVERSAL STAINLESS & ALLOY COMMON PRODCTS COM STK STOCK 913837100 195,625.12 196 6,254 SH Sole 28, 33 6,254 UNIVERSAL TECHNICAL INSTITUTE COM STK COMMON USD0.0001 STOCK 913915104 346,859.04 347 15,752 SH Sole 28 15,752 UNIVEST CORP OF PA COMMON 28, 33, COM STK USD5 STOCK 915271100 3,916,431.00 3,916 204,300 SH Sole 39 204,300 UNUM GROUP COM COMMON 19, 23, STOCK 91529Y106 9,198,998.20 9,199 379,810 SH Sole 28, 37 379,810 UQM TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 903213106 67,309.97 67 29,393 SH Sole 28 29,393 URANIUM ENERGY CORP COM STK COMMON USD0.001 STOCK 916896103 273,781.12 274 45,328 SH Sole 28 45,328 URBAN OUTFITTERS INC COM STK COMMON 11, 28, USD0.0001 STOCK 917047102 13,881,101.92 13,881 387,632 SH Sole 39 387,632 URS CORP COM STK COMMON USD0.01 STOCK 903236107 6,873,098.19 6,873 165,179 SH Sole 28, 33 165,179 US AIRWAYS GROUP COMMON 8, 28, INC STOCK 90341W108 2,339,146.81 2,339 233,681 SH Sole 43 233,681 US AUTO PARTS NETWORK COM STK COMMON USD0.01 STOCK 90343C100 90,619.20 91 10,788 SH Sole 28 10,788 US BANCORP 19, 23, DELAWARE COM STK 28, 31, USD0.01 COMMON 34, 41, STOCK 902973304 79,497,662.01 79,498 2,947,633 SH Sole 47 2,947,633 US ECOLOGY INC COM COMMON STK USD0.01 STOCK 91732J102 244,658.26 245 14,077 SH Sole 28 14,077 US HOME SYSTEMS INC COMMON COM STK NPV STOCK 90335C100 3,423.00 3 700 SH Sole 33 700 US PHYSICAL THERAPY COMMON COM STK USD0.01 STOCK 90337L108 157,172.60 157 7,930 SH Sole 28 7,930 USA MOBILITY INC COMMON COM STK USD1 STOCK 90341G103 506,373.92 506 28,496 SH Sole 8, 28 28,496 USA TRUCK INC COM COMMON STK USD0.01 STOCK 902925106 100,137.87 100 7,569 SH Sole 28, 33 7,569 USANA INC COM STK COMMON NPV STOCK 90328M107 205,127.45 205 4,721 SH Sole 28 4,721 USEC INC COM STK COMMON 8, 28, USD0.10 STOCK 90333E108 852,678.82 853 141,641 SH Sole 33 141,641 USG CORP COM STK COMMON USD0.10 STOCK 903293405 8,415.00 8 500 SH Sole 33 500 UTI WORLDWIDE INC COMMON ORD NPV STOCK G87210103 2,389,240.00 2,389 112,700 SH Sole 39 112,700 UTSTARCOM INC COM COMMON STK USD0.00125 STOCK 918076100 206,854.90 207 100,415 SH Sole 28, 33 100,415 VAALCO ENERGY COM COMMON 8, 28, STK USD0.10 STOCK 91851C201 392,332.20 392 54,795 SH Sole 33 54,795 VAIL RESORTS INC COMMON 26, 28, COM STK USD0.01 STOCK 91879Q109 3,350,699.48 3,351 64,387 SH Sole 33 64,387 VALASSIS COMMUNICATIONS COMMON INC COM STK USD0.01 STOCK 918866104 1,632,801.55 1,633 50,473 SH Sole 28, 47 50,473 VALEANT PHARMACEUTICALS COMMON INTERNATIONAL INC STOCK 91911K102 2,820,513.00 2,821 99,700 SH Sole 23, 35 99,700 VALERO ENERGY COMMON 19, 23, CORP(NEW) USD0.01 STOCK 91913Y100 7,011,648.64 7,012 303,272 SH Sole 28 303,272 VALIDUS HOLDING LTD COMMON COM STK USD0.175 STOCK G9319H102 1,037,740.22 1,038 33,902 SH Sole 25, 33 33,902 VALLEY NATIONAL BANCORP COM STK COMMON NPV STOCK 919794107 4,582,921.20 4,583 320,484 SH Sole 28 320,484 VALMONT INDUSTRIES COMMON INC COM STK USD1 STOCK 920253101 4,215,739.76 4,216 47,512 SH Sole 11, 28 47,512 VALSPAR CORP COM COMMON 28, 33, STK USD0.50 STOCK 920355104 12,623,610.72 12,624 366,114 SH Sole 39 366,114 VALUECLICK INC COM COMMON STK USD0.001 STOCK 92046N102 3,625,633.34 3,626 226,178 SH Sole 8, 28 226,178 VALUEVISION MEDIA COMMON INC. CLASS A STOCK 92047K107 21,385.00 21 3,500 SH Sole 33 3,500 VANDA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 921659108 200,353.34 200 21,179 SH Sole 28 21,179 VANTAGE DRILLING COMMON COMPANY USD0.001 STOCK G93205113 238,715.82 239 117,594 SH Sole 28 117,594 VARIAN MEDICAL SYSTEMS INC COM COMMON 23, 28, STK USD1 STOCK 92220P105 12,229,929.12 12,230 176,529 SH Sole 50, 53 176,529 VARIAN SEMICONDUCT EQUIP ASSOC INC COMMON COM STK USD1 STOCK 922207105 6,246,081.50 6,246 168,950 SH Sole 11, 25 168,950 VASCO DATA SECURITY INTERNATIONAL COMMON COM STK USD0.001 STOCK 92230Y104 168,632.46 169 20,742 SH Sole 28 20,742 VASCULAR SOLUTIONS COMMON INC COM STK USD0.01 STOCK 92231M109 148,175.96 148 12,643 SH Sole 28 12,643 VCA ANTECH INC COM COMMON STK USD0.01 STOCK 918194101 5,196,022.29 5,196 223,101 SH Sole 28, 39 223,101 VCG HOLDING CORP COMMON COM STK USD0.0001 STOCK 91821K101 2,398.00 2 1,100 SH Sole 33 1,100 VECTOR GROUP COM COMMON STK USD0.1 STOCK 92240M108 581,380.44 581 33,567 SH Sole 28 33,567 VECTREN CORP COM COMMON NPV STOCK 92240G101 5,763,798.00 5,764 227,100 SH Sole 25, 28 227,100 VEECO FEI INCCOM COMMON 8, 23, USD0.01 STOCK 922417100 3,322,956.00 3,323 77,350 SH Sole 28 77,350 VENOCO INC COM STK COMMON NPV STOCK 92275P307 276,713.10 277 14,998 SH Sole 28 14,998 VERA BRADLEY INC COMMON NPV STOCK 92335C106 837,078.00 837 25,366 SH Sole 28, 47 25,366 VERIFONE SYSTEMS COMMON INC STOCK 92342Y109 8,035,287.04 8,035 208,384 SH Sole 11, 28 208,384 VERISIGN COM STK COMMON USD0.001 STOCK 92343E102 6,093,837.09 6,094 186,527 SH Sole 23, 28 186,527 VERISK ANALYTICS COMMON INC NPV STOCK 92345Y106 5,623,200.00 5,623 165,000 SH Sole 11 165,000 VERIZON COMMUNICATIONS COMMON 19, 23, INC COM STK USD0.10 STOCK 92343V104 51,961,612.34 51,962 1,452,253 SH Sole 28, 41 1,452,253 VERTEX PHARMACEUTICAL COMMON COM STK USD0.01 STOCK 92532F100 14,142,837.05 14,143 403,735 SH Sole 28 403,735 VF CORP COM STK NPV COMMON 11, 28, STOCK 918204108 10,685,802.92 10,686 123,994 SH Sole 35, 43 123,994 VIACOM INC NEW CLASS'B' NON-VTG COMMON 28, 41, COM USD0.001 STOCK 92553P201 18,157,303.22 18,157 458,402 SH Sole 51 458,402 VIAD CORP COM STOCK COMMON USD1.5 STOCK 92552R406 453,798.99 454 17,817 SH Sole 28, 33 17,817 VIASAT INC COM STK COMMON USD0.01 STOCK 92552V100 1,090,487.55 1,090 24,555 SH Sole 28 24,555 VIASYSTEMS GROUP, COMMON INC. STOCK 92553H803 2,376.52 2 118 SH Sole 33 118 VICAL INC COM STK COMMON USD0.01 STOCK 925602104 119,590.06 120 59,203 SH Sole 28 59,203 VICON INDUSTRIES INC COMMON COM STK USD0.01 STOCK 925811101 1,680.63 2 371 SH Sole 33 371 VICOR CORP COM STK COMMON USD0.01 STOCK 925815102 245,672.00 246 14,980 SH Sole 28 14,980 VIEWPOINT FINL GP COMMON INC MD USD0.01 STOCK 92672A101 1,203,356.91 1,203 102,939 SH Sole 25, 28 102,939 VILLAGE SUPER MARKET INC CLASS'A'COM STK COMMON NPV STOCK 927107409 171,468.00 171 5,196 SH Sole 28 5,196 VIRCO MANUFACTURING CORP COM STK COMMON USD0.01 STOCK 927651109 3,900.00 4 1,500 SH Sole 33 1,500 VIRGINIA COMM COMMON BANCORP INC COM STOCK 92778Q109 115,065.42 115 18,619 SH Sole 28, 33 18,619 VIRNETX HLDGS CORP COMMON COM STK USD0.01 STOCK 92823T108 396,049.50 396 26,670 SH Sole 28 26,670 VIROPHARMA INC COM COMMON 28, 30, STK USD0.002 STOCK 928241108 3,771,430.00 3,771 217,750 SH Sole 33, 39 217,750 VIRTUS INVESTMENT PARTNERS INC COMMON USD0.01 STOCK 92828Q109 182,296.66 182 4,018 SH Sole 28 4,018 VIRTUSA CORP COM COMMON STK USD0.01 STOCK 92827P102 198,250.48 198 12,118 SH Sole 28, 33 12,118 VISA INC USD0.0001 'A' 11, 28, COMMON 39, 47, STOCK 92826C839 55,427,276.34 55,427 787,543 SH Sole 50 787,543 VISHAY INTL USD0.10 COMMON STOCK 928298108 4,959,124.20 4,959 337,815 SH Sole 28, 33 337,815 VISHAY PRECISION COMMON GROUP INC USD0.10 STOCK 92835K103 9,815.64 10 521 SH Sole 33 521 VISTAPRINT NV COMMON EUR0.01 STOCK N93540107 312,938.00 313 6,803 SH Sole 26 6,803 VITACOST.COM INC COMMON NPV STOCK 92847A200 66,422.10 66 11,653 SH Sole 28 11,653 VITAL IMAGES INC COMMON 28, 30, COM STK USD0.01 STOCK 92846N104 769,039.80 769 55,010 SH Sole 33 55,010 VITAMIN SHOPPE COMMON INC(DEL) USD0.01 STOCK 92849E101 934,283.72 934 27,773 SH Sole 28, 47 27,773 VIVUS INC COM STK COMMON NPV STOCK 928551100 568,487.27 568 60,671 SH Sole 28 60,671 VMWARE INC CLS'A'COM STK COMMON 23, 38, USD0.01 STOCK 928563402 25,232,658.00 25,233 283,800 SH Sole 47, 50 283,800 VOCUS INC COM STK COMMON USD0.01 STOCK 92858J108 352,388.40 352 12,740 SH Sole 28 12,740 VOLCANO CORPORATION COM COMMON 5, 11, STK USD0.001 STOCK 928645100 10,289,588.70 10,290 376,770 SH Sole 28, 47 376,770 VOLCOM INC COM STK COMMON USD0.001 STOCK 92864N101 278,653.29 279 14,767 SH Sole 28 14,767 VOLT INFORMATION SCIENCES INC COM COMMON STK USD0.10 STOCK 928703107 117,129.65 117 13,541 SH Sole 28, 33 13,541 VOLTERRA SEMICONDUCTOR CORP COM STK COMMON USD0.001 STOCK 928708106 427,973.64 428 18,479 SH Sole 28 18,479 VONAGE HOLDINGS CORP NEW COM STK COMMON USD0.001 STOCK 92886T201 177,334.08 177 79,167 SH Sole 28 79,167 VSE CORP COM STK COMMON USD0.05 STOCK 918284100 108,899.96 109 3,298 SH Sole 28 3,298 VULCAN MATERIALS COMMON 23, 28, CO COM STK USD1 STOCK 929160109 4,512,521.00 4,513 101,725 SH Sole 37 101,725 W & T OFFSHORE INC COMMON COM STK USD0.00001 STOCK 92922P106 1,103,097.23 1,103 61,729 SH Sole 8, 28 61,729 WABASH NATIONAL CORP COM STK COMMON USD0.01 STOCK 929566107 591,658.65 592 49,929 SH Sole 28 49,929
18 of 20
NWD 13F REPORTING SHARES OR 12/31/2010 TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED - ----------------- ----------- --------- ----------------- -------- ----------- --- ---- ---------- -------- ---- --------- WABCO HOLDINGS INC COM STK COMMON USD0.01 STOCK 92927K102 3,360,776.94 3,361 55,158 SH Sole 23, 47 55,158 WABTEC 5, 11, CORPORATIONCOM COMMON 25, 28, USD0.01 STOCK 929740108 16,226,387.55 16,226 306,795 SH Sole 39 306,795 WADDELL & REED COMMON 25, 28, FINL INC CL A STOCK 930059100 8,214,876.78 8,215 232,782 SH Sole 30, 47 232,782 WALGREEN CO COM COMMON STK USD0.078125 STOCK 931422109 16,228,437.36 16,228 416,541 SH Sole 28, 51 416,541 WALKER & DUNLOP COMMON INC USD0.01 STOCK 93148P102 675,253.07 675 66,923 SH Sole 30 66,923 WAL-MART STORES 19, 23, INC COM STK COMMON 28, 31, USD0.10 STOCK 931142103 69,366,761.41 69,367 1,286,237 SH Sole 41 1,286,237 WALT DISNEY(HLDG)CO 19, 23, DISNEY COM STK COMMON 28, 38, USD0.01 STOCK 254687106 60,135,056.74 60,135 1,603,174 SH Sole 47 1,603,174 WALTER ENERGY INC COMMON 11, 23, COM STK USD0.01 STOCK 93317Q105 9,993,380.64 9,993 78,171 SH Sole 50 78,171 WARNACO GROUP INC CLS'A'COM STK COMMON 8, 25, USD0.01 STOCK 934390402 8,582,108.80 8,582 155,840 SH Sole 28 155,840 WARNER MUSIC GROUP COM STK COMMON USD0.001 STOCK 934550104 194,848.67 195 34,609 SH Sole 28 34,609 WARREN RESOURCES INC COM STK COMMON 8, 28, USD0.001 STOCK 93564A100 371,986.96 372 82,298 SH Sole 33 82,298 WASHINGTON BANKING CO COM COMMON STK NPV STOCK 937303105 165,479.70 165 12,070 SH Sole 28, 33 12,070 WASHINGTON 25, 28, FEDERAL INC COM COMMON 30, 33, STK USD1 STOCK 938824109 10,417,390.20 10,417 615,685 SH Sole 39 615,685 WASHINGTON POST CO COM STK COMMON CLASS'B'USD1 STOCK 939640108 1,157,203.50 1,157 2,633 SH Sole 28, 33 2,633 WASHINGTON TRUST BANCORP INC COM COMMON 8, 28, STK USD0.0625 STOCK 940610108 361,020.00 361 16,500 SH Sole 33 16,500 WASTE CONNECTIONS INC COM STK COMMON USD0.01 STOCK 941053100 6,298,258.34 6,298 228,778 SH Sole 28 228,778 WASTE MANAGEMENT INC COM STK COMMON USD0.01 STOCK 94106L109 13,501,535.91 13,502 366,193 SH Sole 23, 28 366,193 WATERS CORP COM COMMON 23, 28, STK USD0.01 STOCK 941848103 7,418,818.28 7,419 95,468 SH Sole 53 95,468 WATERSTONE COMMON FINANCIAL INC STOCK 941888109 5,525.00 6 1,700 SH Sole 33 1,700 WATSCO INC CLASS'A'COM STK COMMON USD0.50 STOCK 942622200 4,794,080.00 4,794 76,000 SH Sole 28 76,000 WATSON PHARMACEUTICALS INC COM STK COMMON 11, 28, USD0.0033 STOCK 942683103 9,490,325.95 9,490 183,743 SH Sole 43, 53 183,743 WATTS WATER TECHNOLOGIES CLASS'A'COM STK COMMON USD0.10 STOCK 942749102 880,977.43 881 24,077 SH Sole 28, 33 24,077 WAUSAU PAPER CORP COMMON COM STK NPV STOCK 943315101 328,273.47 328 38,127 SH Sole 28, 33 38,127 WAVE SYSTEMS CORP CLASS'A'COM STK COMMON USD0.01 STOCK 943526301 239,808.10 240 60,865 SH Sole 28 60,865 WAYSIDE TECHNOLOGY GROUP INC COM STK COMMON USD0.01 STOCK 946760105 2,252.00 2 200 SH Sole 33 200 WCA WASTE CORP COMMON COM STK USD0.01 STOCK 92926K103 1,055.12 1 218 SH Sole 33 218 WD-40 CO COM STK COMMON NPV STOCK 929236107 497,941.36 498 12,362 SH Sole 28 12,362 WEATHERFORD INTERNATIONAL COMMON 11, 34, LTD CHF0.01 STOCK H27013103 9,840,776.40 9,841 431,613 SH Sole 37, 41 431,613 WEB.COM GROUP INC COMMON STOCK 94733A104 1,154,430.55 1,154 136,619 SH Sole 30, 33 136,619 WEBMD HEALTH CORP COMMON USD0.01 STOCK 94770V102 2,677,637.46 2,678 52,441 SH Sole 23, 47 52,441 WEBSENSE INC COM COMMON STK USD0.01 STOCK 947684106 663,754.50 664 32,778 SH Sole 28 32,778 WEBSTER FINANCIAL CORP COM STK COMMON USD0.01 STOCK 947890109 3,882,968.50 3,883 197,105 SH Sole 28, 33 197,105 WEIS MARKETS INC COMMON 28, 30, COM STK NPV STOCK 948849104 1,105,042.00 1,105 27,400 SH Sole 33 27,400 WELLCARE HEALTH PLANS INC COM COMMON STK USD0.01 STOCK 94946T106 3,510,687.62 3,511 116,171 SH Sole 28 116,171 WELLPOINT INC COM 11, 19, STK USD0.01 COMMON 28, 34, STOCK 94973V107 21,701,926.78 21,702 381,673 SH Sole 41 381,673 WELLS FARGO & CO 11, 19, COM STK USD1 2/3 23, 28, 31, 37, COMMON 39, 41, STOCK 949746101 149,288,374.92 149,288 4,817,308 SH Sole 47, 51 4,817,308 WENDYS/ARBYS GROUP INC CLASS'A'COM STK COMMON USD0.10 STOCK 950587105 3,015,363.12 3,015 652,676 SH Sole 28, 33 652,676 WERNER ENTERPRISES INC COMMON 28, 33, COM STK USD0.01 STOCK 950755108 3,102,234.20 3,102 137,267 SH Sole 43 137,267 WESBANCO INC COM COMMON 8, 28, STK USD2.0833 STOCK 950810101 535,411.44 535 28,239 SH Sole 33 28,239 WESCO INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 95082P105 902,352.00 902 17,090 SH Sole 33, 47 17,090 WEST BANCORPORATION COMMON 8, 28, COM STK NPV STOCK 95123P106 199,353.89 199 25,591 SH Sole 33 25,591 WEST COAST BANCORP ORE COM COMMON STK USD0.01 STOCK 952145100 200,769.90 201 71,195 SH Sole 28, 33 71,195 WEST MARINE INC COMMON COM USD0.001 STOCK 954235107 146,331.98 146 13,831 SH Sole 28, 33 13,831 WEST PHARMACEUTICAL SERVICES INC COM COMMON STK USD0.25 STOCK 955306105 1,269,536.80 1,270 30,814 SH Sole 11, 28 30,814 WESTAMERICA BANCORP COM STK COMMON NPV STOCK 957090103 4,722,604.86 4,723 85,138 SH Sole 11, 28 85,138 WESTAR ENERGY INC COMMON 8, 23, COM USD5 STOCK 95709T100 18,449,828.00 18,450 733,300 SH Sole 25, 28 733,300 WESTERN ALLIANCE BANCORP COM STK COMMON NPV STOCK 957638109 413,690.88 414 56,208 SH Sole 28, 33 56,208 WESTERN DIGITAL CORP COM STK COMMON 28, 35, USD0.01 STOCK 958102105 8,503,204.80 8,503 250,832 SH Sole 43, 51 250,832 WESTERN REFINING INC COM STK COMMON USD0.01 STOCK 959319104 490,361.84 490 46,348 SH Sole 28, 33 46,348 WESTERN UNION COMPANY (THE) COMMON 28, 37, COM STK USD0.01 STOCK 959802109 10,002,879.06 10,003 538,658 SH Sole 41 538,658 WESTFIELD FINANCIAL INC COMMON 11, 28, COM STK USD0.01 STOCK 96008P104 3,369,802.75 3,370 364,303 SH Sole 33, 39 364,303 WESTLAKE CHEMICAL CORP COM STK COMMON USD0.01 STOCK 960413102 833,493.78 833 19,174 SH Sole 28, 33 19,174 WESTWOOD HOLDINGS GROUP INC COM COMMON STK USD0.01 STOCK 961765104 174,944.88 175 4,378 SH Sole 28 4,378 WET SEAL INC COMMON CLASS'A'USD0.10 STOCK 961840105 287,630.60 288 77,738 SH Sole 28 77,738 WEYCO GROUP COM COMMON STK USD1 STOCK 962149100 140,597.09 141 5,741 SH Sole 28 5,741 WEYERHAEUSER CO COMMON COM STK USD1.25 STOCK 962166104 10,560,327.66 10,560 557,862 SH Sole 23, 28 557,862 WGL HLDGS INC COM COMMON STK USD1 STOCK 92924F106 5,628,373.73 5,628 157,349 SH Sole 8, 28 157,349 WHIRLPOOL CORP 11, 19, COM STK USD1 COMMON 23, 28, STOCK 963320106 12,439,397.88 12,439 140,036 SH Sole 51 140,036 WHITE MOUNTAINS INSURANCE GROUP COMMON COM STK USD1 STOCK G9618E107 978,945.20 979 2,917 SH Sole 33, 37 2,917 WHITING PETROLEUM CORP COM STK COMMON 11, 23, USD0.001 STOCK 966387102 13,399,856.17 13,400 114,343 SH Sole 35, 43 114,343 WHITNEY HLDGS COMMON CORP COM STK NPV STOCK 966612103 1,127,910.65 1,128 79,711 SH Sole 28, 33 79,711 WHOLE FOODS MARKET INC COM COMMON 11, 23, STK NPV STOCK 966837106 12,887,296.60 12,887 254,740 SH Sole 28, 53 254,740 WILEY(JOHN)& SONS INC CLASS'A'COM COMMON STK USD1 STOCK 968223206 5,240,827.80 5,241 115,845 SH Sole 28, 35 115,845 WILLBROS GROUP INC(DELAWARE) COMMON USD0.05 STOCK 969203108 365,254.90 365 37,195 SH Sole 28, 33 37,195 WILLIAMS COMPANIES INC COMMON COM STK USD1 STOCK 969457100 6,096,520.56 6,097 246,623 SH Sole 28 246,623 WILLIAMS-SONOMA INC COM STK COMMON 11, 23, USD0.01 STOCK 969904101 17,637,855.24 17,638 494,196 SH Sole 28 494,196 WILLIS GROUP HLDGS PLC ORD COMMON SHS USD0.000115 STOCK G96666105 2,903,933.28 2,904 83,856 SH Sole 35 83,856 WILMINGTON TRUST COMMON CORP COM STK NPV STOCK 971807102 4,340.00 4 1,000 SH Sole 33 1,000 WILSHIRE STATE COMMON BAN COM NPV STOCK 97186T108 133,266.18 133 17,489 SH Sole 28, 33 17,489 WINDSTREAM CORP COMMON 23, 28, COM STK USD0.0001 STOCK 97381W104 9,033,315.16 9,033 648,014 SH Sole 35, 43 648,014 WINN-DIXIE STORES COMMON INC COM USD1 STOCK 974280307 329,733.96 330 45,988 SH Sole 28, 33 45,988 WINNEBAGO INDUSTRIES INC COMMON COM STK USD0.50 STOCK 974637100 352,959.20 353 23,221 SH Sole 28 23,221 WINTRUST FINANCIAL CORP COMMON 28, 33, COM STK NPV STOCK 97650W108 7,391,552.49 7,392 223,783 SH Sole 39 223,783 WISCONSIN ENERGY CORP COM STK COMMON 23, 28, USD0.01 STOCK 976657106 8,229,393.18 8,229 139,813 SH Sole 43 139,813 WMS INDUSTRIES COMMON 11, 28, COM STK USD0.50 STOCK 929297109 16,180,674.12 16,181 357,663 SH Sole 39 357,663 WOLVERINE WORLD WIDE INC COM STK COMMON USD1 STOCK 978097103 1,122,239.76 1,122 35,202 SH Sole 28 35,202 WOODWARD GOVERNOR CO COM STK COMMON USD0.00875 STOCK 980745103 7,670,766.12 7,671 204,227 SH Sole 25, 28 204,227 WORLD ACCEPTANCE COMMON CORP COM STK NPV STOCK 981419104 1,322,587.20 1,323 25,049 SH Sole 8, 28 25,049 WORLD FUEL SERVICES CORP COMMON COM STK USD0.01 STOCK 981475106 2,268,172.16 2,268 62,726 SH Sole 8, 28 62,726 WORLD WRESTLING ENTERTAINMENT, COMMON INC. STOCK 98156Q108 259,054.08 259 18,192 SH Sole 28 18,192 WORTHINGTON INDUSTRIES INC COMMON 8, 28, COM STK NPV STOCK 981811102 3,300,389.60 3,300 179,369 SH Sole 33 179,369 WRIGHT EXPRESS CORP COM STK COMMON USD0.01 STOCK 98233Q105 1,317,026.00 1,317 28,631 SH Sole 28 28,631 WRIGHT MEDICAL GROUP INC COM COMMON STK USD0.01 STOCK 98235T107 521,528.46 522 33,582 SH Sole 11, 28 33,582 WSFS FINANCIAL CORP COM STK COMMON USD0.01 STOCK 929328102 422,548.08 423 8,907 SH Sole 8, 28 8,907 WYNDHAM WORLDWIDE COMMON USD0.01 STOCK 98310W108 2,335,831.40 2,336 77,965 SH Sole 19, 28 77,965 WYNN RESORTS COM COMMON STK USD0.01 STOCK 983134107 3,316,234.24 3,316 31,936 SH Sole 28 31,936 XCEL ENERGY INC COMMON COM STK USD2.5 STOCK 98389B100 11,485,005.30 11,485 487,686 SH Sole 23, 28 487,686 XENOPORT INC COM COMMON STK USD1 STOCK 98411C100 220,216.44 220 25,847 SH Sole 8, 28 25,847 XERIUM TECHNOLOGIES INC COMMON USD0.01 STOCK 98416J118 93,690.30 94 5,874 SH Sole 28 5,874 XEROX CORP COM COMMON STK USD1 STOCK 984121103 6,742,667.52 6,743 585,301 SH Sole 28 585,301 XILINX INC COM COMMON STK USD0.01 STOCK 983919101 3,164,500.08 3,165 109,196 SH Sole 28 109,196 XL GROUP PLC ORD COMMON USD0.01 STOCK G98290102 9,997,749.44 9,998 458,192 SH Sole 28, 43 458,192 X-RITE INC COM COMMON STK USD0.10 STOCK 983857103 127,480.15 127 27,895 SH Sole 28, 33 27,895 XYRATEX LTD COMMON USD0.01 STOCK G98268108 371,411.32 371 22,772 SH Sole 28 22,772 YADKIN VALLEY BANK & TRUST CO COMMON COM STK USD1 STOCK 984314104 3,620.00 4 2,000 SH Sole 33 2,000 YAHOO INC COM STK COMMON 11, 28, USD0.001 STOCK 984332106 35,501,058.80 35,501 2,134,760 SH Sole 39, 41 2,134,760 YORK WATER CO COM COMMON STOCK 987184108 261,857.05 262 15,145 SH Sole 8, 28 15,145 YOUNG INNOVATIONS INC COM STK COMMON USD0.01 STOCK 987520103 159,153.72 159 4,972 SH Sole 28, 33 4,972 YUM BRANDS INC COMMON COM STK NPV STOCK 988498101 13,650,565.95 13,651 278,299 SH Sole 28, 50 278,299 ZALE CORP COM STK COMMON USD0.01 STOCK 988858106 14,058.00 14 3,300 SH Sole 33 3,300 ZALICUS INC COM COMMON STK USD0.001 STOCK 98887C105 81,493.24 81 51,578 SH Sole 28 51,578 ZEBRA TECHNOLOGIES CLASS'A'COM STK COMMON USD0.01 STOCK 989207105 4,781,953.26 4,782 125,874 SH Sole 11, 28 125,874 ZEP INC COM STK COMMON USD0.01 STOCK 98944B108 327,483.24 327 16,473 SH Sole 28 16,473 ZIMMER HOLDINGS INC COM STK COMMON 11, 23, USD0.01 STOCK 98956P102 21,019,209.20 21,019 391,565 SH Sole 28, 51 391,565 ZIONS BANCORP COM COMMON STK NPV STOCK 989701107 2,000,986.09 2,001 82,583 SH Sole 28, 33 82,583 ZIOPHARM ONCOLOGY COMMON INC COM STK NPV STOCK 98973P101 176,362.36 176 37,846 SH Sole 28 37,846 ZIPREALTY INC COM COMMON STK USD0.001 STOCK 98974V107 4,940.00 5 1,900 SH Sole 33 1,900 ZIX CORPORATION COMMON STOCK 98974P100 192,551.38 193 45,094 SH Sole 28 45,094 ZOLL MEDICAL CORP COMMON COM STK USD0.01 STOCK 989922109 2,689,718.58 2,690 72,246 SH Sole 5, 28 72,246 ZOLTEK COS INC COMMON COM STK USD0.01 STOCK 98975W104 266,215.95 266 23,049 SH Sole 28, 33 23,049 ZORAN CORP COM COMMON STK USD0.001 STOCK 98975F101 386,012.00 386 43,865 SH Sole 28, 33 43,865 ZUMIEZ INC COM COMMON 5, 28, STK NPV STOCK 989817101 3,334,163.95 3,334 124,085 SH Sole 47 124,085 ZYGO CORP COM STK COMMON USD0.10 STOCK 989855101 192,659.19 193 15,753 SH Sole 28, 33 15,753 SUBTOTAL--COMMON STOCK 16,140,264,396.57 475,150,374 CONVERTIBLE BONDS E TRADE FINANCIAL 0% CNV NTS CONVERTIBLE 31/AUG/2019 USD BONDS 269246AZ7 92,850.00 93 60,000 PRN Sole 48 60,000 HORIZON LINES INC 4.25% CNV NTS CONVERTIBLE 15/AUG/2012 BONDS 44044KAB7 230,312.50 230 250,000 PRN Sole 48 250,000 SUBTOTAL-- CONVERTIBLE BONDS 323,162.50 310,000 REIT ACADIA REALTY TRUST SHS BEN INT USD0.001 REIT 004239109 2,687,828.16 2,688 147,359 SH Sole 26, 28 147,359 AGREE REALTY CORP USD0.0001 REIT 008492100 182,806.20 183 6,980 SH Sole 28 6,980 ALEXANDER'S INC COM STK USD1 REIT 014752109 633,674.36 634 1,537 SH Sole 28 1,537 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK REIT 015271109 8,055,523.08 8,056 109,958 SH Sole 28 109,958 AMB PROPERTIES CORP COM STK USD0.01 REIT 00163T109 19,508,943.30 19,509 615,230 SH Sole 26, 28 615,230 AMERICAN CAMPUS COMMUNITIES INC 8, 26, COM STK USD0.01 REIT 024835100 2,634,936.64 2,635 82,964 SH Sole 28 82,964 AMERICAN CAPITAL AGENCY CORP USD0.01 REIT 02503X105 1,802,457.84 1,802 62,716 SH Sole 8, 28 62,716 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK REIT 035710409 6,963,120.64 6,963 388,567 SH Sole 23, 35 388,567 ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 REIT 037347101 1,201,375.00 1,201 171,625 SH Sole 8, 28 171,625 APARTMENT INVESTMENT & MANAGEMENT COM 26, 28, STK USD0.01 REIT 03748R101 1,866,423.20 1,866 72,230 SH Sole 30 72,230 APOLLO COMMERCIAL REAL ESTATE USD0.01 REIT 03762U105 212,991.45 213 13,027 SH Sole 28 13,027 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 REIT 044103109 936,860.60 937 97,084 SH Sole 8, 28 97,084 ASSOCIATED ESTATES REALTY CORP COM NPV REIT 045604105 499,723.07 500 32,683 SH Sole 8, 28 32,683 AVALONBAY COMMUNITIES INC 23, 26, COM STK USD0.01 REIT 053484101 18,728,770.20 18,729 166,404 SH Sole 28, 43 166,404 BIOMED REALTY TRUST INC COM 8, 26, STK USD0.01 REIT 09063H107 3,414,908.25 3,415 183,105 SH Sole 28 183,105 BOSTON PROPERTIES INC COM STK 26, 28, USD0.01 REIT 101121101 20,599,252.80 20,599 239,248 SH Sole 43 239,248 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 REIT 05564E106 5,544,640.50 5,545 127,463 SH Sole 26, 28 127,463 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 REIT 133131102 15,504,675.40 15,505 287,230 SH Sole 26, 28 287,230 CAMPUS CREST COMMUNITIES INC USD0.01 REIT 13466Y105 832,115.04 832 59,352 SH Sole 28, 30 59,352 CAPLEASE INC COM STK USD0.01 REIT 140288101 390,044.76 390 67,018 SH Sole 8, 28 67,018 CAPSTEAD MTGE.CORP COM STK USD0.01 REIT 14067E506 1,852,731.81 1,853 147,159 SH Sole 23, 28 147,159 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 REIT 124830100 2,369,097.50 2,369 135,377 SH Sole 8, 28 135,377 CEDAR SHOPPING CENTERS INC COM STK USD0.06 REIT 150602209 261,965.92 262 41,648 SH Sole 28 41,648 CHATHAM LODGING TRUST USD0.01 REIT 16208T102 126,804.75 127 7,351 SH Sole 28 7,351 CHESAPEAKE LODGING TRUST SBI USD0.01 REIT 165240102 212,233.23 212 11,283 SH Sole 28 11,283 CHIMERA INVESTMENT CORPORATION COM STK USD0.01 REIT 16934Q109 643,991.79 644 156,689 SH Sole 30 156,689 COGDELL SPENCER INC COM STK USD0.01 REIT 19238U107 194,810.40 195 33,588 SH Sole 28 33,588 COLONIAL PROPERTIES TRUST COM STK USD0.01 REIT 195872106 1,314,978.60 1,315 72,852 SH Sole 8, 28 72,852 COMMONWEALTH REIT SHS OF BNF INT USD0.01 REIT 203233101 434,537.34 435 17,034 SH Sole 26 17,034 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 REIT 22002T108 4,645,239.45 4,645 132,911 SH Sole 28 132,911 COUSINS PROPERTIES INC COM STK USD1 REIT 222795106 5,831,194.56 5,831 699,184 SH Sole 26, 28 699,184 CREXUS INVESTMENT CORP USD0.01 REIT 226553105 819,798.00 820 62,580 SH Sole 26, 28 62,580 CYPRESS SHARPRIDGE INVESTMENTS INC COM STK USD0.01 REIT 23281A307 450,791.38 451 34,918 SH Sole 28 34,918 DCT INDUSTRIAL TRUST INC COM 8, 26, STK USD0.01 REIT 233153105 2,819,679.03 2,820 531,013 SH Sole 28 531,013 DEVELOPERS DIVERSIFIED REALTY CORP COM NPV REIT 251591103 201,487.00 201 14,300 SH Sole 8 14,300
NWD 13F REPORTING 12/31/2010 NAME OF ISSUER NONE - ----------------- ---- WABCO HOLDINGS INC COM STK USD0.01 WABTEC CORPORATIONCOM USD0.01 WADDELL & REED FINL INC CL A WALGREEN CO COM STK USD0.078125 WALKER & DUNLOP INC USD0.01 WAL-MART STORES INC COM STK USD0.10 WALT DISNEY(HLDG)CO DISNEY COM STK USD0.01 WALTER ENERGY INC COM STK USD0.01 WARNACO GROUP INC CLS'A'COM STK USD0.01 WARNER MUSIC GROUP COM STK USD0.001 WARREN RESOURCES INC COM STK USD0.001 WASHINGTON BANKING CO COM STK NPV WASHINGTON FEDERAL INC COM STK USD1 WASHINGTON POST CO COM STK CLASS'B'USD1 WASHINGTON TRUST BANCORP INC COM STK USD0.0625 WASTE CONNECTIONS INC COM STK USD0.01 WASTE MANAGEMENT INC COM STK USD0.01 WATERS CORP COM STK USD0.01 WATERSTONE FINANCIAL INC WATSCO INC CLASS'A'COM STK USD0.50 WATSON PHARMACEUTICALS INC COM STK USD0.0033 WATTS WATER TECHNOLOGIES CLASS'A'COM STK USD0.10 WAUSAU PAPER CORP COM STK NPV WAVE SYSTEMS CORP CLASS'A'COM STK USD0.01 WAYSIDE TECHNOLOGY GROUP INC COM STK USD0.01 WCA WASTE CORP COM STK USD0.01 WD-40 CO COM STK NPV WEATHERFORD INTERNATIONAL LTD CHF0.01 WEB.COM GROUP INC WEBMD HEALTH CORP USD0.01 WEBSENSE INC COM STK USD0.01 WEBSTER FINANCIAL CORP COM STK USD0.01 WEIS MARKETS INC COM STK NPV WELLCARE HEALTH PLANS INC COM STK USD0.01 WELLPOINT INC COM STK USD0.01 WELLS FARGO & CO COM STK USD1 2/3 WENDYS/ARBYS GROUP INC CLASS'A'COM STK USD0.10 WERNER ENTERPRISES INC COM STK USD0.01 WESBANCO INC COM STK USD2.0833 WESCO INTERNATIONAL INC COM STK USD0.01 WEST BANCORPORATION COM STK NPV WEST COAST BANCORP ORE COM STK USD0.01 WEST MARINE INC COM USD0.001 WEST PHARMACEUTICAL SERVICES INC COM STK USD0.25 WESTAMERICA BANCORP COM STK NPV WESTAR ENERGY INC COM USD5 WESTERN ALLIANCE BANCORP COM STK NPV WESTERN DIGITAL CORP COM STK USD0.01 WESTERN REFINING INC COM STK USD0.01 WESTERN UNION COMPANY (THE) COM STK USD0.01 WESTFIELD FINANCIAL INC COM STK USD0.01 WESTLAKE CHEMICAL CORP COM STK USD0.01 WESTWOOD HOLDINGS GROUP INC COM STK USD0.01 WET SEAL INC CLASS'A'USD0.10 WEYCO GROUP COM STK USD1 WEYERHAEUSER CO COM STK USD1.25 WGL HLDGS INC COM STK USD1 WHIRLPOOL CORP COM STK USD1 WHITE MOUNTAINS INSURANCE GROUP COM STK USD1 WHITING PETROLEUM CORP COM STK USD0.001 WHITNEY HLDGS CORP COM STK NPV WHOLE FOODS MARKET INC COM STK NPV WILEY(JOHN)& SONS INC CLASS'A'COM STK USD1 WILLBROS GROUP INC(DELAWARE) USD0.05 WILLIAMS COMPANIES INC COM STK USD1 WILLIAMS-SONOMA INC COM STK USD0.01 WILLIS GROUP HLDGS PLC ORD SHS USD0.000115 WILMINGTON TRUST CORP COM STK NPV WILSHIRE STATE BAN COM NPV WINDSTREAM CORP COM STK USD0.0001 WINN-DIXIE STORES INC COM USD1 WINNEBAGO INDUSTRIES INC COM STK USD0.50 WINTRUST FINANCIAL CORP COM STK NPV WISCONSIN ENERGY CORP COM STK USD0.01 WMS INDUSTRIES COM STK USD0.50 WOLVERINE WORLD WIDE INC COM STK USD1 WOODWARD GOVERNOR CO COM STK USD0.00875 WORLD ACCEPTANCE CORP COM STK NPV WORLD FUEL SERVICES CORP COM STK USD0.01 WORLD WRESTLING ENTERTAINMENT, INC. WORTHINGTON INDUSTRIES INC COM STK NPV WRIGHT EXPRESS CORP COM STK USD0.01 WRIGHT MEDICAL GROUP INC COM STK USD0.01 WSFS FINANCIAL CORP COM STK USD0.01 WYNDHAM WORLDWIDE USD0.01 WYNN RESORTS COM STK USD0.01 XCEL ENERGY INC COM STK USD2.5 XENOPORT INC COM STK USD1 XERIUM TECHNOLOGIES INC USD0.01 XEROX CORP COM STK USD1 XILINX INC COM STK USD0.01 XL GROUP PLC ORD USD0.01 X-RITE INC COM STK USD0.10 XYRATEX LTD USD0.01 YADKIN VALLEY BANK & TRUST CO COM STK USD1 YAHOO INC COM STK USD0.001 YORK WATER CO COM YOUNG INNOVATIONS INC COM STK USD0.01 YUM BRANDS INC COM STK NPV ZALE CORP COM STK USD0.01 ZALICUS INC COM STK USD0.001 ZEBRA TECHNOLOGIES CLASS'A'COM STK USD0.01 ZEP INC COM STK USD0.01 ZIMMER HOLDINGS INC COM STK USD0.01 ZIONS BANCORP COM STK NPV ZIOPHARM ONCOLOGY INC COM STK NPV ZIPREALTY INC COM STK USD0.001 ZIX CORPORATION ZOLL MEDICAL CORP COM STK USD0.01 ZOLTEK COS INC COM STK USD0.01 ZORAN CORP COM STK USD0.001 ZUMIEZ INC COM STK NPV ZYGO CORP COM STK USD0.10 SUBTOTAL--COMMON STOCK CONVERTIBLE BONDS E TRADE FINANCIAL 0% CNV NTS 31/AUG/2019 USD HORIZON LINES INC 4.25% CNV NTS 15/AUG/2012 SUBTOTAL-- CONVERTIBLE BONDS REIT ACADIA REALTY TRUST SHS BEN INT USD0.001 AGREE REALTY CORP USD0.0001 ALEXANDER'S INC COM STK USD1 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK AMB PROPERTIES CORP COM STK USD0.01 AMERICAN CAMPUS COMMUNITIES INC COM STK USD0.01 AMERICAN CAPITAL AGENCY CORP USD0.01 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01 APOLLO COMMERCIAL REAL ESTATE USD0.01 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 ASSOCIATED ESTATES REALTY CORP COM NPV AVALONBAY COMMUNITIES INC COM STK USD0.01 BIOMED REALTY TRUST INC COM STK USD0.01 BOSTON PROPERTIES INC COM STK USD0.01 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 CAMPUS CREST COMMUNITIES INC USD0.01 CAPLEASE INC COM STK USD0.01 CAPSTEAD MTGE.CORP COM STK USD0.01 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 CEDAR SHOPPING CENTERS INC COM STK USD0.06 CHATHAM LODGING TRUST USD0.01 CHESAPEAKE LODGING TRUST SBI USD0.01 CHIMERA INVESTMENT CORPORATION COM STK USD0.01 COGDELL SPENCER INC COM STK USD0.01 COLONIAL PROPERTIES TRUST COM STK USD0.01 COMMONWEALTH REIT SHS OF BNF INT USD0.01 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 COUSINS PROPERTIES INC COM STK USD1 CREXUS INVESTMENT CORP USD0.01 CYPRESS SHARPRIDGE INVESTMENTS INC COM STK USD0.01 DCT INDUSTRIAL TRUST INC COM STK USD0.01 DEVELOPERS DIVERSIFIED REALTY CORP COM NPV
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NWD 13F REPORTING SHARES OR 12/31/2010 TITLE MARKET VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER OF CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------- ----------- --------- ----------------- -------- ----------- --- ---- ---------- -------- ---- --------- ---- DIAMONDROCK HOSPIT COM USD0.01 REIT 252784301 1,677,792.00 1,678 139,816 SH Sole 8, 28 139,816 DIGITAL REALTY TRUST INC COM STK USD0.01 REIT 253868103 3,357,624.84 3,358 65,146 SH Sole 26 65,146 DOUGLAS EMMETT INC COM STK USD0.01 REIT 25960P109 1,250,146.00 1,250 75,310 SH Sole 26 75,310 DUKE REALTY CORP 19, 26, COM STK USD0.01 REIT 264411505 7,461,558.86 7,462 598,841 SH Sole 28 598,841 DUPONT FABROS TECHNOLOGY COM STK USD1 REIT 26613Q106 641,247.96 641 30,148 SH Sole 28 30,148 DYNEX CAPITAL INC COM STK USD0.01 REIT 26817Q506 160,261.92 160 14,676 SH Sole 28 14,676 EASTGROUP PROPERTIES INC COM STK USD0.0001 REIT 277276101 1,063,120.72 1,063 25,121 SH Sole 8, 28 25,121 EDUCATION REALTY TRUST INC COM STK USD0.01 REIT 28140H104 443,511.60 444 57,080 SH Sole 8, 28 57,080 ENTERTAINMENT PROPERTY TRUST SHS OF 8, 28, BENEFICIAL INT REIT 29380T105 2,690,455.00 2,690 58,172 SH Sole 30 58,172 EQUITY LIFESTYLE PROPERTIES INC 8, 26, COM STK USD0.01 REIT 29472R108 6,729,050.16 6,729 120,312 SH Sole 28 120,312 EQUITY ONE INC COM STK USD0.01 REIT 294752100 2,287,789.38 2,288 125,841 SH Sole 26, 28 125,841 EQUITY RESIDENTIAL PROPERTIES TRUST 19, 26, SHS OF REIT 29476L107 36,189,045.35 36,189 696,613 SH Sole 28, 43 696,613 ESSEX PROPERTY TRUST INC COM STK USD0.0001 REIT 297178105 7,422,815.14 7,423 64,987 SH Sole 28, 30 64,987 EXCEL TRUST INC USD0.001 REIT 30068C109 164,898.80 165 13,628 SH Sole 28 13,628 EXTRA SPACE STORAGE INC COM STK USD0.01 REIT 30225T102 1,281,736.20 1,282 73,663 SH Sole 8, 28 73,663 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV REIT 313747206 13,749,111.97 13,749 176,429 SH Sole 26, 28 176,429 FELCOR LODGINGS TRUST INC COM STK USD0.01 REIT 31430F101 688,582.40 689 97,810 SH Sole 8, 28 97,810 FIRST INDUSTRIAL REALTY TRUST COM STK USD0.01 REIT 32054K103 1,247,257.56 1,247 142,381 SH Sole 8, 28 142,381 FIRST POTOMAC REALTY TRUST SBI USD0.001 REIT 33610F109 626,460.90 626 37,245 SH Sole 28 37,245 FRANKLIN STREET PROPERTIES CORP/MA COM STK REIT 35471R106 740,244.75 740 51,947 SH Sole 28 51,947 GENERAL GROWTH PROPERTIES INC USD0.01 REIT 370023103 7,386,436.80 7,386 477,160 SH Sole 26 477,160 GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST REIT 379302102 538,708.80 539 64,132 SH Sole 28 64,132 GOVERNMENT PROPERTIES 23, 28, INCOME USD0.01 REIT 38376A103 4,309,198.29 4,309 160,851 SH Sole 30 160,851 HATTERAS FINANCIAL CORP USD0.001 REIT 41902R103 991,584.66 992 32,758 SH Sole 28 32,758 HCP INC COM STK USD1 REIT 40414L109 18,318,219.27 18,318 497,913 SH Sole 26, 28 497,913 HEALTH CARE REIT INC COM STK USD1 REIT 42217K106 5,943,185.28 5,943 124,752 SH Sole 28, 35 124,752 HEALTHCARE REALTY TRUST INC COM 26, 28, STK USD0.01 REIT 421946104 7,799,726.61 7,800 368,433 SH Sole 39 368,433 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST REIT 427825104 941,958.60 942 142,721 SH Sole 8, 28 142,721 HIGHWOODS PROPERTIES INC COM STK USD0.01 REIT 431284108 6,043,378.25 6,043 189,745 SH Sole 28 189,745 HOME PROPERTIES INC COM STK USD0.01 REIT 437306103 1,641,338.71 1,641 29,579 SH Sole 8, 28 29,579 HOSPITALITY PROPERTIES TRUST COM STK USD0.01 REIT 44106M102 5,812,669.44 5,813 252,286 SH Sole 19, 28 252,286 HOST HOTELS & RESORTS INC 23, 26, USD0.01 REIT 44107P104 28,801,954.63 28,802 1,611,749 SH Sole 28 1,611,749 HUDSON PACIFIC PROPERTIES INC USD0.01 REIT 444097109 1,319,418.45 1,319 87,669 SH Sole 26, 28 87,669 INLAND REAL ESTATE CORP COM STK USD0.01 REIT 457461200 615,313.60 615 69,922 SH Sole 8, 28 69,922 INVESCO MORTGAGE CAPITAL INC USD0.01 REIT 46131B100 797,837.04 798 36,531 SH Sole 8, 28 36,531 INVESTORS REAL EST SBI NPV REIT 461730103 523,901.82 524 58,406 SH Sole 28 58,406 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT REIT 45031U101 557,511.26 558 71,293 SH Sole 28 71,293 KENNEDY-WILSON HLDGS INC USD0.0001 REIT 489398107 161,728.11 162 16,189 SH Sole 28 16,189 KILROY REALTY CORP COM STK USD0.01 REIT 49427F108 1,459,565.87 1,460 40,021 SH Sole 28 40,021 KIMCO REALTY CORP COM STK USD0.01 REIT 49446R109 3,087,762.48 3,088 171,162 SH Sole 28 171,162 KITE REALTY GROUP TRUST COM STK USD0.01 REIT 49803T102 526,647.27 527 97,347 SH Sole 26, 28 97,347 LASALLE HOTEL PROPERTIES COM 8, 28, STK USD0.01 REIT 517942108 2,224,939.20 2,225 84,278 SH Sole 30 84,278 LEXINGTON REALTY TRUST COM STK 8, 26, USD0.0001 REIT 529043101 1,802,113.95 1,802 226,681 SH Sole 28 226,681 LIBERTY PROPERTY TRUST COM STK USD0.001 REIT 531172104 8,942,707.20 8,943 280,160 SH Sole 26, 28 280,160 LTC PROPERTIES INC COM STK 8, 26, USD0.01 REIT 502175102 1,289,910.96 1,290 45,937 SH Sole 28 45,937 MACERICH CO COM STK USD0.01 REIT 554382101 14,786,356.02 14,786 312,146 SH Sole 26, 28 312,146 MACK CALI REALTY CORP COM STK USD0.01 REIT 554489104 10,819,182.54 10,819 327,259 SH Sole 26, 28 327,259 MEDICAL PROPERTIES TRUST INC COM STK USD0.001 REIT 58463J304 891,904.65 892 82,355 SH Sole 28 82,355 MFA FINANCIAL INC 8, 28, COM STK USD0.01 REIT 55272X102 2,739,662.88 2,740 335,743 SH Sole 30 335,743 MID-AMERICA APARTMENT COMMUNITIES COM STK USD0.01 REIT 59522J103 1,848,447.86 1,848 29,114 SH Sole 8, 28 29,114 MISSION WEST PROPERTIES COM STK USD0.001 REIT 605203108 119,182.35 119 17,815 SH Sole 28 17,815 MONMOUTH REAL ESTA COM CL'A' USD0.01 REIT 609720107 197,769.50 198 23,267 SH Sole 28 23,267 MPG OFFICE TRUST INC REIT 553274101 213,127.75 213 77,501 SH Sole 8, 28 77,501 NATIONAL HEALTH INVESTORS COM STK USD0.01 REIT 63633D104 955,864.64 956 21,232 SH Sole 23, 28 21,232 NATIONAL RETAIL PROPERTIES INC COM REIT 637417106 2,342,229.00 2,342 88,386 SH Sole 8, 28 88,386 NATIONWIDE HEALTH PROPERTIES INC COM STK USD0.10 REIT 638620104 10,702,668.58 10,703 294,191 SH Sole 26, 28 294,191 NEWCASTLE INVESTMENT CORP COM STK USD0.01 REIT 65105M108 319,978.60 320 47,758 SH Sole 28 47,758 NORTHSTAR REALTY FINANCE CORP COM STK USD0.01 REIT 66704R100 278,354.75 278 58,601 SH Sole 28 58,601 OMEGA HEALTHCARE INVESTORS COM STK USD0.10 REIT 681936100 6,369,212.52 6,369 283,833 SH Sole 8, 28 283,833 ONE LIBERTY PROPERTIES COM STK USD1 REIT 682406103 556,210.20 556 33,306 SH Sole 28, 30 33,306 PARKWAY PROPERTIES INC 8, 26, COM STK USD0.001 REIT 70159Q104 911,162.64 911 52,007 SH Sole 28 52,007 PEBBLEBROOK HOTEL 8, 28, TRUST USD0.01 REIT 70509V100 1,104,127.84 1,104 54,337 SH Sole 43 54,337 PENNSYLVANIA REAL ESTAT INVES TRUST SHS BNF INT REIT 709102107 1,297,354.64 1,297 89,288 SH Sole 8, 28 89,288 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 REIT 70931T103 232,555.95 233 12,813 SH Sole 28 12,813 PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 REIT 720190206 4,151,740.16 4,152 206,144 SH Sole 23 206,144 PLUM CREEK TIMBER CO INC COM STK NPV REIT 729251108 3,962,247.45 3,962 105,801 SH Sole 26, 28 105,801 POST PROPERTIES COM USD0.01 REIT 737464107 3,011,484.30 3,011 82,961 SH Sole 26, 28 82,961 POTLATCH CORP COM STK USD1 REIT 737630103 3,549,024.15 3,549 109,033 SH Sole 28 109,033 PROLOGIS SBI USD0.01 REIT 743410102 5,198,428.88 5,198 360,002 SH Sole 28, 43 360,002 PS BUSINESS PARKS INC CALIF COM 8, 26, SER'A'USD0.01 REIT 69360J107 3,683,816.36 3,684 66,113 SH Sole 28, 30 66,113 PUBLIC STORAGE COM STK USD0.10 REIT 74460D109 19,599,110.74 19,599 193,247 SH Sole 26, 28 193,247 RAIT FINANCIAL TRUST COM STK USD0.01 REIT 749227104 163,430.94 163 74,626 SH Sole 28 74,626 RAMCO- GERSHENSON PROPERTIES TRUST SBI USD0.01 REIT 751452202 361,174.50 361 29,010 SH Sole 28 29,010 RAYONIER INC COM 26, 28, STK NPV REIT 754907103 13,601,629.60 13,602 258,980 SH Sole 35, 43 258,980 REALTY INCOME CORP COM STK USD1 REIT 756109104 7,957,314.00 7,957 232,670 SH Sole 28 232,670 REDWOOD TRUST INC COM STK USD0.01 REIT 758075402 888,439.51 888 59,507 SH Sole 28 59,507 REGENCY CENTERS CORP COM STK USD0.01 REIT 758849103 20,919,148.80 20,919 495,245 SH Sole 26, 28 495,245 RESOURCE CAPITAL CORP USD0.001 REIT 76120W302 400,246.92 400 54,234 SH Sole 8, 28 54,234 SABRA HEALTH CARE 28, 33, REIT INC USD0.01 REIT 78573L106 4,056,206.40 4,056 220,446 SH Sole 39 220,446 SAUL CENTERS INC COM STK USD0.01 REIT 804395101 427,996.65 428 9,039 SH Sole 8, 28 9,039 SENIOR HOUSING PROPERTIES TRUST 8, 26, SHS OF BENEFICIAL REIT 81721M109 11,946,022.84 11,946 544,486 SH Sole 28 544,486 SIMON PROPERTY GROUP INC COM STK USD0.0001 REIT 828806109 48,481,278.02 48,481 487,298 SH Sole 26, 28 487,298 SL GREEN REALTY CORP COM STK USD0.01 REIT 78440X101 10,679,811.96 10,680 158,196 SH Sole 19, 28 158,196 SOVRAN SELF STORAGE INC COM STK USD0.01 REIT 84610H108 2,065,077.81 2,065 56,101 SH Sole 26, 28 56,101 STARWOOD PROPERTY TRUST INC USD0.01 REIT 85571B105 3,724,803.84 3,725 173,408 SH Sole 26, 28 173,408 STRATEGIC HOTELS & RESORTS INC COM STK USD0.01 REIT 86272T106 556,232.92 556 105,148 SH Sole 28 105,148 SUN COMMUNITIES INC COM STK USD0.01 REIT 866674104 773,058.48 773 23,208 SH Sole 8, 28 23,208 SUNSTONE HOTEL INVESTORS INC COM STK USD0.01 REIT 867892101 1,154,883.67 1,155 111,799 SH Sole 8, 28 111,799 TANGER FACTORY OUTLET CENTERS COM STK USD0.01 REIT 875465106 1,521,981.08 1,522 29,732 SH Sole 28 29,732 TAUBMAN CENTRES INC COM STK USD0.01 REIT 876664103 1,945,095.36 1,945 38,532 SH Sole 26, 30 38,532 TERRENO REALTY CORP USD0.01 REIT 88146M101 155,919.28 156 8,696 SH Sole 28 8,696 THOMAS PROPERTIES GROUP INC COM STK USD0.01 REIT 884453101 134,183.34 134 31,797 SH Sole 28, 33 31,797 TWO HARBORS INVESTMENT CORP USD0.0001 REIT 90187B101 198,580.36 199 20,284 SH Sole 28 20,284 UDR INC COM STK USD0.01 REIT 902653104 8,511,935.04 8,512 361,902 SH Sole 28 361,902 UMH PROPERTIES INC COM STK USD0.10 REIT 903002103 99,858.00 100 9,790 SH Sole 28 9,790 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 REIT 91359E105 318,906.90 319 8,730 SH Sole 28 8,730 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV REIT 917286205 302,797.60 303 15,568 SH Sole 28 15,568 U-STORE-IT TRUST COM USD0.01 REIT 91274F104 682,795.91 683 71,647 SH Sole 28 71,647 VENTAS INC COM 26, 28, STK USD0.25 REIT 92276F100 6,949,244.16 6,949 132,417 SH Sole 43 132,417 VORNADO REALTY TRUST USD0.04 REIT 929042109 22,131,698.03 22,132 265,591 SH Sole 26, 28 265,591 WALTER INVESTMENT MANAGEMENT CORP USD0.01 REIT 93317W102 349,489.14 349 19,481 SH Sole 28 19,481 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT REIT 939653101 1,401,336.81 1,401 45,219 SH Sole 28 45,219 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 REIT 948741103 5,685,031.44 5,685 239,269 SH Sole 28 239,269 WINTHROP REALTY TRUST SHS BNF 26, 28, INT USD1 REIT 976391300 1,513,555.81 1,514 118,339 SH Sole 30 118,339 SUBTOTAL--REIT 615,991,209.38 20,807,156 ETF ISHARES TRUST RUSSELL MIDCAP VALUE IDX FD ETF 464287473 8,287,871.34 8,288 184,134 SH Sole 23 184,134 SUBTOTAL--ETF 8,287,871.34 184,134 LIMITED PARTNERSHIP BROOKFIELD INFRASTRUCTURE PARTN LP LIMITED PARTNERSHIP UTS PARTNERSHIP G16252101 1,278,955.90 1,279 60,758 SH Sole 26 60,758 SPECTRA ENERGY PARTNERS LP COM LIMITED STK NPV PARTNERSHIP 84756N109 1,623,381.30 1,623 49,418 SH Sole 23 49,418 SUBTOTAL-- LIMITED PARTNERSHIP 2,902,337.20 110,176 GRAND TOTALS 17,028,347,443.26 504,370,965
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