0001193125-12-043367.txt : 20120207 0001193125-12-043367.hdr.sgml : 20120207 20120207140018 ACCESSION NUMBER: 0001193125-12-043367 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120207 DATE AS OF CHANGE: 20120207 EFFECTIVENESS DATE: 20120207 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: 12577011 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 d294221d13fhr.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, 2011 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/ Lee T. Cummings ------------------------- Title: Senior Vice President Phone: 610-230-2800 Signature, Place, and Date of Signing: /s/ Lee T. Cummings King of Prussia, PA February 6, 2012 -------------------- -------------------- ----------------- (Signature) (City, State) (Date)
Report Type (Check only one): Form 13 F Nationwide Summary Report Summary: Number of Other Included Managers: 26 Form 13F Information Table Entry Total: 3,182 Form 13F Information Table Value Total: $16,215,316 (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. 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 Capital Management, Inc. 39 028-11020 Aberdeen Asset Management, Inc. 41 028-11293 Invesco Advisers, Inc. 43 028-10477 Columbia Management Investment Advisers, LLC 45 028-04375 Federated Investment Management Company 46 028-01074 Templeton Investment Counsel LLC 47 028-00203 OppenheimerFunds, Inc. 48 028-05837 Logan Capital Management, Inc. 50 028-03676 Winslow Capital Management, Inc. 51 028-12592 BNY Mellon 53 028-02924 Turner Investment Partners, Inc. 54 028-02682 UBS Global Asset Management, Inc.
NWD 13F Reporting 12312011
Shares or Title of Value Principal SH/ Put/ Investment Other Name Of Issuer Class Cusip Market Value (x$1000) Amount PRN Call Discretion Managers Sole Shared -------------- -------- --------- -------------- -------- --------- --- ---- ---------- ------------ ---- --------- ADR ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 1,017,422.56 1,017 54,032 SH Sole 23 54,032 ARM HLDGS ADS EACH REP 3 ORD ADR 042068106 3,054,159.26 3,054 110,378 SH Sole 38 110,378 BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 4,304,986.50 4,305 100,725 SH Sole 23, 41 100,725 BAIDU INC ADS EACH REPR 23, 38, 50, 1 ORD CLS'A'SHS ADR 056752108 14,747,314.93 14,747 126,619 SH Sole 51 126,619 BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 16,637,749.56 16,638 997,467 SH Sole 41, 51 997,467 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 3,198,122.40 3,198 232,760 SH Sole 23 232,760 FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 13,020,085.25 13,020 186,775 SH Sole 41, 51 186,775 INFOSYS TECHNOLOGIES ADR EACH REPR 1ORD INR5 ADR 456788108 5,321,889.02 5,322 103,579 SH Sole 41 103,579 ITAU UNIBANCO HLDG SA ADR EACH REPR 1 PREF SH ADR 465562106 4,884,620.80 4,885 263,180 SH Sole 51 263,180 MOBILE TELESYSTEMS OJSC ADS EACH REP 5 COM ADR 607409109 2,644,161.60 2,644 180,120 SH Sole 51 180,120 NOVO-NORDISK AS ADR EACH REPR 1 CLS'B' ADR 670100205 3,910,771.80 3,911 33,930 SH Sole 11 33,930 RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 ADR 752344309 1,827,998.40 1,828 17,904 SH Sole 23 17,904 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 4,143,305.10 4,143 54,510 SH Sole 46 54,510 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 3,819,829.58 3,820 52,262 SH Sole 41 52,262 RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 908,236.00 908 32,600 SH Sole 28, 54 32,600 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 8,197,850.00 8,198 635,000 SH Sole 51 635,000 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 19,044,027.44 19,044 471,854 SH Sole 8, 34, 41 471,854 UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 16,525,096.00 16,525 480,800 SH Sole 11, 34, 41 480,800 WUXI PHARMATECH(CAYMAN)INC ADS EACH REPR 8 COM ADR 929352102 1,843,348.80 1,843 166,970 SH Sole 51 166,970 VALE SA ADR REPR 1 ORD SHS NPV SPON ADR 91912E105 2,214,927.00 2,215 103,260 SH Sole 51 103,260 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 8,018,344.00 8,018 389,240 SH Sole 29, 46, 51 389,240 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 8,806,180.40 8,806 389,654 SH Sole 41, 51 389,654 BANCOLOMBIA SA ADR EACH REP 4 PRF COP500(BNY) ADR 05968L102 1,310,915.60 1,311 22,010 SH Sole 51 22,010 CSR PLC ADR EACH REPR 4 SHS SPON ADR 12640Y205 9,088.56 9 795 SH Sole 33 795 CIA PARANAENSE DE ENERGIA COPEL ADR EACH REPR 1 ADR 20441B407 4,392,163.00 4,392 209,350 SH Sole 51 209,350 COMPANHIA DE BEBIDAS DAS AMERICAS ADR EACH REP 1 ADR 20441W203 103,939.20 104 2,880 SH Sole 51 2,880 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.25 ORD SHS ADR 22943F100 3,222,180.00 3,222 137,700 SH Sole 50 137,700 EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 1,958,333.00 1,958 77,650 SH Sole 51 77,650 ENERSIS S.A ADS EACH REPR 50 COM NPV (SPON) ADR 29274F104 1,939,828.90 1,940 110,030 SH Sole 51 110,030 ENSCO PLC ADR 29358Q109 16,209,452.40 16,209 345,470 SH Sole 38, 51 345,470 FOCUS MEDIA HLDG ADR EACH REPR 5 ORD SHS(SPONS) ADR 34415V109 5,053,893.43 5,054 259,307 SH Sole 23, 51 259,307 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 2,099,390.67 2,099 46,009 SH Sole 41 46,009 GRUPO TELEVISA SA DE CV ADR-EACH REPR 2 ORD PTG ADR 40049J206 6,562,232.82 6,562 311,597 SH Sole 41 311,597 ICON SPON ADR EACH 1 REP I SHR ADR 45103T107 1,385,910.00 1,386 81,000 SH Sole 11 81,000 BOBDI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 2,140,301.40 2,140 80,980 SH Sole 46 80,980 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 2,194,896.90 2,195 70,035 SH Sole 46 70,035 KT CORP ADR EACH REPR 1/2 ORD KRW5000 ADR 48268K101 2,827,993.52 2,828 180,818 SH Sole 8 180,818 PETROLEO BRASILEIRO SA PETROBRAS SPONS 29, 41, 46, ADR-EACH ADR 71654V101 14,095,597.32 14,096 600,068 SH Sole 51 600,068 SANOFI-AVENTIS ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105 933,158.52 933 25,538 SH Sole 41 25,538 SHIRE PLC ADR 82481R106 11,904,862.00 11,905 114,580 SH Sole 38, 50, 53 114,580 STATOIL ASA ADR EACH REP 1 ORD NOK2.50 LVL111(BNY) ADR 85771P102 4,704,557.00 4,705 183,700 SH Sole 37 183,700 TIM PARTICIPACOES SA ADR EACH REPR 5 COM ADR 88706P205 3,243,318.00 3,243 125,710 SH Sole 51 125,710 VIMPELCOM LTD SPON ADR EACH REPR 1 ORD ADR 92719A106 2,116,080.97 2,116 223,451 SH Sole 41 223,451 VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 1,868,704.04 1,869 66,668 SH Sole 41 66,668 ASML HOLDING NV EUR0.09(NY REG) ADR N07059186 8,695,997.52 8,696 208,088 SH Sole 11, 37, 53 208,088 Subtotal - ADR 247,063,221.17 8,667,053 COMMON STOCK AAON INC COM STK COMMON USD0.004 STOCK 000360206 1,035,482.64 1,035 50,536 SH Sole 11, 28 50,536 AAR CORP COM STK USD1 COMMON STOCK 000361105 697,347.09 697 36,377 SH Sole 28, 33 36,377 ABM INDUSTRIES INC COM COMMON STK USD0.01 STOCK 000957100 1,109,438.48 1,109 53,804 SH Sole 8, 28, 33 53,804 AEP INDUSTRIES INC COM COMMON STK USD0.01 STOCK 001031103 94,949.95 95 3,373 SH Sole 28 3,373 AFLAC INC COM STK COMMON 11, 28, 34, USD0.10 STOCK 001055102 26,394,223.80 26,394 610,130 SH Sole 39, 41 610,130 AGCO CORP COM STK COMMON USD0.01 STOCK 001084102 9,951,809.03 9,952 231,599 SH Sole 28, 38, 43 231,599 AGL RESOURCES USD5 COMMON STOCK 001204106 3,877,312.74 3,877 91,749 SH Sole 23, 28 91,749 AG MTG INVT TR INC COMMON USD0.01 STOCK 001228105 106,165.62 106 5,274 SH Sole 28 5,274 A H BELO CORP USD0.01 COMMON SER'A' STOCK 001282102 81,101.50 81 17,074 SH Sole 28, 33 17,074 AMN HEALTHCARE SERVICES INC COM STK COMMON USD0.01 STOCK 001744101 157,933.93 158 35,651 SH Sole 28, 33 35,651 AVI BIOPHARMA INC COM COMMON STK USD0.0001 STOCK 002346104 79,861.02 80 107,196 SH Sole 28 107,196 AVX CORP COM STK USD0.01 COMMON STOCK 002444107 118,668.00 119 9,300 SH Sole 33 9,300 AZZ INC COM STK USD1 COMMON STOCK 002474104 540,327.04 540 11,891 SH Sole 28, 33 11,891 AARON'S INC CLASS'A'COM COMMON VTG USD0.5 STOCK 002535300 4,542,029.88 4,542 170,241 SH Sole 28, 30, 33 170,241 ABAXIS INC COM STK USD1 COMMON STOCK 002567105 1,632,585.34 1,633 59,002 SH Sole 11, 28 59,002 ABBOTT LABS COM NPV COMMON 23, 28, 31, STOCK 002824100 59,317,870.45 59,318 1,054,915 SH Sole 41 1,054,915 ABERCROMBIE & FITCH CO CLASS'A'COM STK COMMON 11, 28, 43, USD0.01 STOCK 002896207 8,300,211.48 8,300 169,947 SH Sole 50 169,947 ABIOMED INC COM STK COMMON USD0.01 STOCK 003654100 480,774.10 481 26,030 SH Sole 28 26,030 ABRAXAS PETROLEUM COMMON CORP COM STK USD0.01 STOCK 003830106 1,057,630.20 1,058 320,494 SH Sole 11, 28 320,494 ACACIA RESEARCH CORP COM STK COMMON USD0.001(ACACIA STOCK 003881307 4,336,840.35 4,337 118,785 SH Sole 28, 47 118,785 ACCURAY INC COM STK COMMON USD0.001 STOCK 004397105 237,924.81 238 56,247 SH Sole 28 56,247 ACETO CORP COM STK COMMON USD0.01 STOCK 004446100 171,292.50 171 24,825 SH Sole 28, 33 24,825 ACI WORLDWIDE INC COM COMMON STK USD0.005 STOCK 004498101 2,503,708.80 2,504 87,420 SH Sole 28 87,420 ACME PACKET INC COM STK COMMON USD0.001 STOCK 004764106 6,515,828.00 6,516 210,800 SH Sole 5, 11, 38 210,800 ACME UNITED CORP COM COMMON STK USD2.50 STOCK 004816104 1,900.00 2 200 SH Sole 33 200 ACXIOM CORP COM STK COMMON USD0.10 STOCK 005125109 2,543,794.77 2,544 208,337 SH Sole 28, 33 208,337 ADDUS HOMECARE CORP COMMON USD0.001 STOCK 006739106 475,991.67 476 133,331 SH Sole 30 133,331 ADEPT TECHNOLOGY INC COMMON COM STK NPV STOCK 006854202 3,674.40 4 1,531 SH Sole 33 1,531 AEROFLEX HLDGS CORP COMMON USD0.01 STOCK 007767106 167,096.32 167 16,318 SH Sole 28 16,318 AEROPOSTALE INC COM COMMON STK USD0.01 STOCK 007865108 6,179,925.25 6,180 405,241 SH Sole 28, 35, 43 405,241 ADVANCED MICRO DEVICES COMMON INC COM STK USD0.01 STOCK 007903107 2,328,480.00 2,328 431,200 SH Sole 28, 43 431,200 ADVANCED ENERGY INDUSTRIES COM STK COMMON USD0.001 STOCK 007973100 1,772,660.38 1,773 165,206 SH Sole 28, 30, 33 165,206 ADVENT SOFTWARE INC COMMON COM USD0.01 STOCK 007974108 2,052,646.68 2,053 84,263 SH Sole 28 84,263 AEROVIRONMENT INC COM COMMON STK USD0.0001 STOCK 008073108 436,363.02 436 13,866 SH Sole 28 13,866 AFFILIATED MANAGERS GROUP INC COM STK COMMON 11, 23, 28, USD0.01 STOCK 008252108 20,664,655.55 20,665 215,369 SH Sole 38, 53 215,369 AFFIRMATIVE INSURANCE HLDGS INC COM STK COMMON USD0.01 STOCK 008272106 1,026.00 1 1,900 SH Sole 33 1,900 AGNICO EAGLE MINES COM COMMON NPV STOCK 008474108 1,380,160.00 1,380 38,000 SH Sole 11 38,000 AGRIUM INC COM NPV COMMON STOCK 008916108 461,179.92 461 6,872 SH Sole 43 6,872 AIR METHODS CORP COM COMMON STK USD0.06 STOCK 009128307 785,553.90 786 9,302 SH Sole 28 9,302 AIR PRODUCTS & CHEMICALS INC COM STK COMMON USD1 STOCK 009158106 34,534,237.01 34,534 405,379 SH Sole 28, 31, 51 405,379 AIRGAS INC COM STK COMMON 11, 23, 28, USD0.01 STOCK 009363102 17,508,190.72 17,508 224,234 SH Sole 38 224,234 AKORN COM STK NPV COMMON STOCK 009728106 512,454.08 512 46,084 SH Sole 28 46,084 ALAMO GROUP INC COM COMMON STK USD0.10 STOCK 011311107 182,720.05 183 6,785 SH Sole 28, 33 6,785 ALASKA AIR GROUP INC COMMON COM STK USD1 STOCK 011659109 9,305,077.71 9,305 123,919 SH Sole 8, 28, 33 123,919 ALBANY INTERNATIONAL CORP CLASS'A'COM STK COMMON USD0.001 STOCK 012348108 624,586.80 625 27,015 SH Sole 28, 33 27,015 ALBANY MOLECULAR RESEARCH COM STK COMMON USD0.01 STOCK 012423109 57,791.32 58 19,724 SH Sole 28, 33 19,724 ALBEMARLE CORP COM STK COMMON USD0.01 STOCK 012653101 9,503,646.51 9,504 184,501 SH Sole 23, 28 184,501 ALCOA INC COM STK USD1 COMMON STOCK 013817101 5,393,880.50 5,394 623,570 SH Sole 28, 41 623,570 ALEXANDER & BALDWIN COMMON INC COM STK NPV STOCK 014482103 3,350,913.80 3,351 82,090 SH Sole 28, 33 82,090 ALEXION PHARMACEUTICAL INC COMMON 11, 23, 38, COM NPV USD0.001 STOCK 015351109 28,695,023.50 28,695 401,329 SH Sole 53, 51 401,329 ALICO INC COM STK USD1 COMMON STOCK 016230104 55,127.02 55 2,846 SH Sole 28 2,846 ALIGN TECHNOLOGY INC COMMON COM STK USD0.0001 STOCK 016255101 1,195,811.18 1,196 50,403 SH Sole 28 50,403 ALIMERA SCIENCES INC COMMON USD0.01 STOCK 016259103 12,055.00 12 9,644 SH Sole 28 9,644 ALLEGHANY CORP COM STK COMMON USD1 STOCK 017175100 144,927.32 145 508 SH Sole 33 508 ALLERGAN INC COM STK COMMON 11, 23, 28, USD0.01 STOCK 018490102 34,029,432.56 34,029 387,844 SH Sole 38, 51, 53 387,844 ALLETE COM NPV COMMON STOCK 018522300 1,101,261.34 1,101 26,233 SH Sole 28 26,233 ALLIANCE DATA SYSTEM COMMON 23, 28, 30, COM STK USD0.01 STOCK 018581108 26,355,734.24 26,356 253,811 SH Sole 39 253,811 ALLIANCE HEALTHCARE SERVICES INC COM STK COMMON USD0.01 STOCK 018606202 23,637.60 24 18,760 SH Sole 28 18,760 ALLIANCE ONE COMMON INTERNATIONAL INC COM STOCK 018772103 233,438.56 233 85,823 SH Sole 28, 33 85,823 ALLIANT ENERGY CORP COMMON COM STK USD5 STOCK 018802108 12,703,547.67 12,704 287,997 SH Sole 28, 35 287,997 ALLIANT TECHSYSTEMS INC COMMON COM STK USD0.01 STOCK 018804104 7,263,378.36 7,263 127,071 SH Sole 28, 35 127,071 ALLIANCE FINANCIAL CORP COMMON COM STK USD1 STOCK 019205103 264,672.48 265 8,571 SH Sole 8, 28 8,571 ALLIED NEVADA GOLD COMMON CORP COM STK USD0.001 STOCK 019344100 1,263,069.64 1,263 41,713 SH Sole 47 41,713 ALLOS THERAPEUTICS COM COMMON STK USD0.001 STOCK 019777101 89,045.36 89 62,708 SH Sole 28 62,708 ALLSTATE CORP COM STK COMMON USD0.01 STOCK 020002101 17,688,988.68 17,689 645,348 SH Sole 23, 28, 41 645,348 ALMOST FAMILY INC COM COMMON STK USD0.10 STOCK 020409108 296,118.80 296 17,860 SH Sole 8, 28, 33 17,860 ALON USA ENERGY INC COMMON COM STK USD0.01 STOCK 020520102 124,352.67 124 14,277 SH Sole 28, 33 14,277 ALTERA CORP COM STK COMMON 11, 28, 34, USD0.001 STOCK 021441100 25,055,410.80 25,055 675,348 SH Sole 50, 53 675,348 AMAZON COM INC COM STK 11, 23, 28, USD0.01 COMMON 38, 50, 51, STOCK 023135106 67,767,438.30 67,767 391,493 SH Sole 53 391,493 AMBASSADORS GROUP INC COMMON COM STK USD0.01 STOCK 023177108 67,302.73 67 14,923 SH Sole 28 14,923 AMEDISYS INC COM STK COMMON USD0.001 STOCK 023436108 300,548.68 301 27,548 SH Sole 28, 33 27,548 AMERCO COM USD0.25 COMMON STOCK 023586100 1,672,616.40 1,673 18,921 SH Sole 8, 28, 33 18,921 AMEREN CORP COM STK COMMON USD0.01 STOCK 023608102 3,684,089.13 3,684 111,201 SH Sole 28, 43 111,201 AMERICAN ASSETS TRUST COMMON INC USD0.01 STOCK 024013104 2,133,060.51 2,133 104,001 SH Sole 28, 30 104,001 AMERICAN AXLE & MANUFACTURING HLDGS COMMON COM STK STOCK 024061103 1,919,668.78 1,920 194,102 SH Sole 28, 30 194,102 AMERICAN DENTAL PARTNERS COM STK COMMON USD0.01 STOCK 025353103 272,131.16 272 14,452 SH Sole 28, 33 14,452 AMERICAN ELECTRIC POWER CO INC COM STK COMMON USD6.50 STOCK 025537101 20,263,918.23 20,264 490,533 SH Sole 11, 28, 34 490,533 AMERICAN EQUITY INVT LIFE HLDG CO COM STK COMMON 8, 28, 30, USD1 STOCK 025676206 3,062,581.60 3,063 294,479 SH Sole 33 294,479 AMERICAN EXPRESS CO COMMON 11, 23, 28, COM USD0.20 STOCK 025816109 34,970,092.71 34,970 741,363 SH Sole 31, 51 741,363 AMERICAN FINANCIAL GROUP INC OHIO COM COMMON STK USD1 STOCK 025932104 6,188,186.83 6,188 167,747 SH Sole 28, 30, 33 167,747 AMERICAN GREETINGS CORP COM STK COMMON CLASS'A'USD1 STOCK 026375105 1,629,027.18 1,629 130,218 SH Sole 8, 28 130,218 AMERICAN INTERNATIONAL GROUP INC COM STK COMMON USD2.50 STOCK 026874784 4,144,100.00 4,144 178,625 SH Sole 28 178,625 AMERICAN NATIONAL INSURANCE CO COM STK COMMON USD1 STOCK 028591105 51,121.00 51 700 SH Sole 33 700 AMERICAN PACIFIC CORP COMMON COM STK USD0.10 STOCK 028740108 4,578.00 5 600 SH Sole 33 600 AMERICAN REPROGRAPHICS CO COM COMMON USD0.001 STOCK 029263100 142,693.92 143 31,088 SH Sole 28, 33 31,088 AMERICAN SCIENCE & ENGINEERING INC COM COMMON STK USD0.66 STOCK 029429107 671,428.38 671 9,858 SH Sole 11, 28 9,858 AMERICAN SOFTWARE INC CLASS'A' COM STK COMMON USD0.10 STOCK 029683109 176,299.20 176 18,656 SH Sole 28 18,656 AMERICAN STATES WATER COMMON CO COM STK USD2.5 STOCK 029899101 1,702,107.90 1,702 48,771 SH Sole 8, 11, 28 48,771 AMERICAN TOWER CORP COMMON 11, 23, 28, CLASS'A' COM USD0.01 STOCK 029912201 31,240,605.90 31,241 520,590 SH Sole 38, 50 520,590 AMERICAN SUPERCONDUCTOR CORP COMMON COM STK USD0.01 STOCK 030111108 135,548.46 136 36,734 SH Sole 28 36,734 AMERICAN VANGUARD COMMON CORP COM STK USD0.10 STOCK 030371108 302,377.78 302 22,667 SH Sole 28, 33 22,667 AMERICAN WOODMARK COMMON CORP COM STK NPV STOCK 030506109 122,762.42 123 8,987 SH Sole 28, 33 8,987 AMES NATL CORP COM STK COMMON STOCK 031001100 135,915.00 136 6,970 SH Sole 28 6,970 AMETEK INC COM STK COMMON USD0.01 STOCK 031100100 18,363,430.60 18,363 436,186 SH Sole 11, 28, 53 436,186 AMGEN INC COM STK COMMON 11, 28, 31, USD0.0001 STOCK 031162100 34,994,000.53 34,994 544,993 SH Sole 37 544,993 AMKOR TECHNOLOGY INC COMMON COM STK USD0.001 STOCK 031652100 1,547,725.88 1,548 354,983 SH Sole 8, 28 354,983 AMPCO-PITTSBURGH CORP COMMON COM STK USD1 STOCK 032037103 137,952.22 138 7,133 SH Sole 28, 33 7,133 AMPHENOL CORP CLASS'A'COM STK COMMON USD0.001 STOCK 032095101 4,525,927.68 4,526 99,712 SH Sole 28, 43 99,712 AMREP CORP COM STK COMMON USD0.10 STOCK 032159105 1,180.80 1 180 SH Sole 33 180 AMTECH SYSTEMS INC COMMON USD0.01 STOCK 032332504 76,173.01 76 8,951 SH Sole 28, 33 8,951 AMTRUST FINANCIAL SERVICE COM STK COMMON USD0.01 STOCK 032359309 2,122,347.50 2,122 89,362 SH Sole 8, 28, 30 89,362 ANACOR PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 032420101 57,381.00 57 9,255 SH Sole 28 9,255 ANADARKO PETROLEUM COMMON 11, 28, 31, CORP COM STK USD0.10 STOCK 032511107 50,766,472.36 50,766 665,092 SH Sole 51, 53 665,092 ANADIGICS INC COM STK COMMON USD0.01 STOCK 032515108 127,116.36 127 58,044 SH Sole 28, 33 58,044 ANALOG DEVICES INC COM COMMON STK USD0.16 2/3 STOCK 032654105 22,115,045.52 22,115 618,084 SH Sole 28, 51 618,084 ANALOGIC CORP COM STK COMMON USD0.05 STOCK 032657207 619,686.52 620 10,811 SH Sole 28, 33 10,811 ANAREN INC COM STK COMMON USD0.01 STOCK 032744104 227,477.94 227 13,687 SH Sole 28, 33 13,687 ANCESTRY.COM INC COMMON USD0.01 STOCK 032803108 597,350.32 597 26,017 SH Sole 28 26,017 ANDERSONS INC COM STK COMMON NPV STOCK 034164103 1,480,335.96 1,480 33,906 SH Sole 8, 28, 33 33,906 ANGIES LIST INC USD0.001 COMMON STOCK 034754101 2,059,785.70 2,060 127,937 SH Sole 28, 38 127,937 ANIKA THERAPEUTICS INC COMMON COM STK USD0.01 STOCK 035255108 11,760.00 12 1,200 SH Sole 33 1,200 ANIXTER INTERNATIONAL COMMON INC COM STK USD1 STOCK 035290105 6,526,643.76 6,527 109,434 SH Sole 8, 11, 28 109,434 ANN INC USD0.0068 COMMON STOCK 035623107 3,382,246.98 3,382 136,491 SH Sole 28 136,491 ANTARES PHARMA COM COMMON USD0.01 STOCK 036642106 157,819.20 158 71,736 SH Sole 28 71,736 AON CORP COM STK USD1 COMMON 23, 28, 35, STOCK 037389103 17,301,960.00 17,302 369,700 SH Sole 51 369,700 APACHE CORP USD0.625 COMMON 11, 23, 28, STOCK 037411105 44,199,869.70 44,200 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2,065.00 2 700 SH Sole 33 700 DOLE FOOD CO INC COMMON USD0.001 STOCK 256603101 291,418.50 291 33,690 SH Sole 28, 33 33,690 DOLLAR GENERAL CORP COMMON USD0.875 STOCK 256677105 4,111,655.02 4,112 99,943 SH Sole 23, 38 99,943 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON COM STK STOCK 256743105 1,669,799.16 1,670 23,766 SH Sole 28 23,766 DOLLAR TREE INC COM STK COMMON USD0.01 STOCK 256746108 13,826,262.71 13,826 166,361 SH Sole 11, 23, 28 166,361 DOMTAR CORPORATION COMMON 8, 28, 33, COM STK USD0.01 STOCK 257559203 7,565,255.48 7,565 94,613 SH Sole 43 94,613 DONALDSON CO INC COM COMMON STK USD5 STOCK 257651109 13,415,027.84 13,415 197,048 SH Sole 11, 28 197,048 DONEGAL GROUP COM STK COMMON USD1 CLS'A' STOCK 257701201 123,829.20 124 8,745 SH Sole 28, 33 8,745 DONNELLEY(R.R.)& SONS COMMON CO COM STK USD1.25 STOCK 257867101 1,123,216.77 1,123 77,839 SH Sole 28, 33 77,839 DORMAN PRODUCTS INC COMMON STOCK 258278100 353,198.52 353 9,564 SH Sole 28, 33 9,564 DOUBLE EAGLE PETROLEUM CO COM STK COMMON USD0.10 STOCK 258570209 16,512.00 17 2,400 SH Sole 33 2,400 DOVER CORP COM STK COMMON USD1 STOCK 260003108 40,991,136.75 40,991 706,135 SH Sole 28, 31, 51 706,135 DOVER MOTORSPORTSCOM COMMON USD0.10 STOCK 260174107 1,040.00 1 1,000 SH Sole 33 1,000 DOW CHEMICAL CO COM COMMON STK USD2.50 STOCK 260543103 17,076,221.24 17,076 593,749 SH Sole 28, 51 593,749 DRESSER RAND GROUP COM COMMON STK USD0.01 STOCK 261608103 6,720,082.04 6,720 134,644 SH Sole 28 134,644 DRIL QUIP INC COM STK COMMON USD0.01 STOCK 262037104 11,754,135.60 11,754 178,580 SH Sole 5, 25, 28 178,580 DU PONT(E.I.)DE NEMOURS & CO COM STK COMMON USD0.30 STOCK 263534109 19,188,732.78 19,189 419,151 SH Sole 23, 28, 53 419,151 DUCOMMUN INC COM STK COMMON USD0.01 STOCK 264147109 389,423.25 389 30,543 SH Sole 8, 28, 33 30,543 DUNKIN BRANDS GROUP COMMON INC USD0.001 STOCK 265504100 44,964.00 45 1,800 SH Sole 8 1,800 DURECT CORP COM STK COMMON USD0.001 STOCK 266605104 75,792.58 76 64,231 SH Sole 28 64,231 DUSA PHARMACEUTICALS COMMON 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COM INC USD0.10 COMMON STOCK 278715206 640,325.40 640 28,974 SH Sole 8, 28 28,974 ECHOSTAR CORP COM STK COMMON USD0.001 STOCK 278768106 64,222.98 64 3,067 SH Sole 33 3,067 ECOLAB INC COM STK USD1 COMMON STOCK 278865100 18,970,813.98 18,971 328,158 SH Sole 11, 28, 50 328,158 EDGEWATER TECHNOLOGY COMMON INC COM STOCK 280358102 1,100.00 1 400 SH Sole 33 400 EDISON INTERNATIONAL COMMON COM STK NPV STOCK 281020107 5,521,145.40 5,521 133,361 SH Sole 28 133,361 8X8 INC COM STK USD0.001 COMMON STOCK 282914100 161,562.22 162 50,966 SH Sole 28 50,966 EL PASO ELECTRIC CO COM COMMON STK NPV STOCK 283677854 2,291,574.56 2,292 66,154 SH Sole 8, 28 66,154 ELECTRO RENT CORP COM COMMON STK NPV STOCK 285218103 314,359.50 314 18,330 SH Sole 28, 33 18,330 ELECTRO SCIENTIFIC INDUSTRIES INC COM STK COMMON NPV STOCK 285229100 1,585,400.72 1,585 109,489 SH Sole 28, 30, 33 109,489 ELECTRONIC ARTS COM STK COMMON USD0.01 STOCK 285512109 21,211,923.00 21,212 1,029,705 SH Sole 11, 28, 51 1,029,705 ELECTRONICS FOR IMAGING COMMON 8, 28, 30, INC COM STK USD0.01 STOCK 286082102 2,340,234.75 2,340 164,227 SH Sole 33 164,227 ELLIS PERRY INTERNATIONAL COM COMMON 8, 25, 28, STK USD0.01 STOCK 288853104 2,952,726.12 2,953 207,646 SH Sole 30, 33 207,646 EMCORE CORP COM STK COMMON NPV STOCK 290846104 77,156.88 77 89,478 SH Sole 28, 33 89,478 EMERITUS CORP COM STK COMMON USD0.0001 STOCK 291005106 439,501.00 440 25,100 SH Sole 28 25,100 EMERSON ELECTRIC CO COMMON 23, 28, 39, COM STK USD1 STOCK 291011104 27,763,912.80 27,764 595,920 SH Sole 41 595,920 EMERSON RADIO CORP COM COMMON STK USD0.01 STOCK 291087203 4,293.00 4 2,700 SH Sole 33 2,700 EMPIRE DISTRICT ELECTRIC COMMON CO COM STK USD1 STOCK 291641108 4,907,242.29 4,907 232,681 SH Sole 8, 23, 28 232,681 EMPLOYERS HOLDINGS INC COMMON COM STK USD0.01 STOCK 292218104 1,624,065.93 1,624 89,777 SH Sole 28, 30, 33 89,777 EMULEX CORP COM STK COMMON 23, 28, 30, USD0.10 STOCK 292475209 2,706,811.94 2,707 394,579 SH Sole 33 394,579 ENCORE CAPITAL GROUP COMMON INC STOCK 292554102 917,369.00 917 43,150 SH Sole 8, 28 43,150 ENCORE WIRE CORP COM COMMON STK USD0.01 STOCK 292562105 479,797.50 480 18,525 SH Sole 28, 33 18,525 ENERGY CONVERSION DEVICES INC COM STK COMMON USD0.01 STOCK 292659109 985.96 1 4,881 SH Sole 33 4,881 ENERGYSOLUTIONS INC. COMMON COM STOCK USD0.01 STOCK 292756202 928,600.62 929 300,518 SH Sole 8, 28, 33 300,518 ENERNOC INC COM STK NPV COMMON STOCK 292764107 207,780.05 208 19,115 SH Sole 28 19,115 ENGLOBAL CORP. COMMON STOCK 293306106 4,009.00 4 1,900 SH Sole 33 1,900 ENNIS INC COM STK USD2.50 COMMON STOCK 293389102 1,162,162.72 1,162 87,184 SH Sole 28, 30, 33 87,184 ENTERCOM COMMUNICATIONS COM COMMON STK USD0.01 STOCK 293639100 943,422.30 943 153,402 SH Sole 8, 28, 33 153,402 ENTERPRISE BANCORP INC COMMON COM STK USD0.01 STOCK 293668109 71,042.40 71 4,968 SH Sole 28 4,968 ENTERPRISE FINANCIAL SERVICES CORP COM STK COMMON USD0.01 STOCK 293712105 412,875.60 413 27,897 SH Sole 8, 28, 33 27,897 ENZON PHARMACEUTICALS COMMON INC COM STOCK 293904108 212,363.20 212 31,696 SH Sole 28, 33 31,696 ENZO BIOCHEM INC COM COMMON STK USD0.01 STOCK 294100102 72,524.48 73 32,377 SH Sole 28, 33 32,377 EPLUS INC COM STK USD0.01 COMMON STOCK 294268107 117,531.68 118 4,156 SH Sole 28, 33 4,156 EQUIFAX INC COM STK COMMON USD1.25 STOCK 294429105 1,927,818.62 1,928 49,763 SH Sole 28 49,763 ESCO TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 296315104 632,469.28 632 21,976 SH Sole 28, 33 21,976 ESSEX RENTAL CORP COM COMMON STK NPV STOCK 297187106 40,645.10 41 13,778 SH Sole 28 13,778 ESTERLINE TECHNOLOGIES COMMON 8, 25, 28, CORP COM STK USD0.20 STOCK 297425100 7,081,716.19 7,082 126,527 SH Sole 33 126,527 ETHAN ALLEN INTERIORS COMMON INC COM STK USD0.01 STOCK 297602104 529,610.27 530 22,337 SH Sole 28, 33 22,337 EURONET WORLDWIDE INC COMMON COM STK USD0.02 STOCK 298736109 814,154.88 814 44,056 SH Sole 28, 33 44,056 EXAR CORP COM STK NPV COMMON STOCK 300645108 227,045.00 227 34,930 SH Sole 28, 33 34,930 EXIDE TECHNOLOGIES COM COMMON STK USD0.01 STOCK 302051206 691,545.35 692 262,945 SH Sole 28, 30 262,945 EXLSERVICE HLDGS INC COMMON COM STK USD0.001 STOCK 302081104 296,849.90 297 13,270 SH Sole 28 13,270 EXPEDITORS INTERN OF WASHINGTON INC COM COMMON STK STOCK 302130109 3,548,569.60 3,549 86,635 SH Sole 28 86,635 EXPRESS SCRIPTS INC COM COMMON 11, 23, 28, STK USD0.01 STOCK 302182100 22,681,471.01 22,681 507,529 SH Sole 50, 53 507,529 EZCORP INC CLASS'A' COM COMMON STK NON VTG USD0.01 STOCK 302301106 1,019,965.23 1,020 38,679 SH Sole 28 38,679 FLIR SYSTEMS INC COM STK COMMON USD0.01 STOCK 302445101 1,601,396.39 1,601 63,877 SH Sole 28 63,877 FMC CORP COM STK USD0.10 COMMON STOCK 302491303 3,798,235.80 3,798 44,145 SH Sole 23, 28 44,145 FNB CORP PA COM STK COMMON 8, 28, 30, USD0.01 STOCK 302520101 3,628,202.76 3,628 320,796 SH Sole 33 320,796 FSI INTERNATIONAL COM COMMON STK NPV STOCK 302633102 117,182.22 117 32,017 SH Sole 28 32,017 FXCM INC USD0.01 A COMMON STOCK 302693106 138,498.75 138 14,205 SH Sole 28 14,205 FX ENERGY INC COM STK COMMON USD0.001 STOCK 302695101 206,164.80 206 42,951 SH Sole 28 42,951 FTI CONSULTING INC COM COMMON STK USD0.01 STOCK 302941109 4,660,600.56 4,661 109,868 SH Sole 28, 33 109,868 FACTSET RESEARCH SYSTEMS INC COM STK COMMON USD0.01 STOCK 303075105 10,569,346.16 10,569 121,097 SH Sole 5, 11, 28 121,097 FAIR ISAAC CORP COM STK COMMON USD0.01 STOCK 303250104 3,351,971.84 3,352 93,526 SH Sole 28, 33 93,526 FAIRCHILD SEMICONDUCTOR INTL COMMON INC STOCK 303726103 2,807,619.64 2,808 233,191 SH Sole 28, 33 233,191 FAIRPOINT COMMUNICATIONS INC COMMON USD0.01 STOCK 305560302 76,744.92 77 17,724 SH Sole 28 17,724 FALCONSTOR COMMON SOFTWARCOM USD0.001 STOCK 306137100 63,406.08 63 24,576 SH Sole 28 24,576 FAMILY DOLLAR STORES COMMON INC COM STK USD0.10 STOCK 307000109 10,013,235.60 10,013 173,660 SH Sole 11, 28, 53 173,660 FARMER BROS CO COM STK COMMON USD1 STOCK 307675108 141,149.00 141 18,475 SH Sole 8, 28, 33 18,475 FARO TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 311642102 2,319,228.00 2,319 50,418 SH Sole 5, 28, 33 50,418 FASTENAL COM STK COMMON USD0.01 STOCK 311900104 14,143,464.37 14,143 324,317 SH Sole 11, 23, 28 324,317 FEDERAL AGRICULTURAL MORTGAGE CORP COMMON CLASS'C'COM STK STOCK 313148306 171,586.44 172 9,522 SH Sole 28, 33 9,522 FEDERAL MOGUL CORP COMMON USD0.01 STOCK 313549404 1,305,375.00 1,305 88,500 SH Sole 25, 33 88,500 FEDERAL SIGNAL CORP COMMON COM STK USD1 STOCK 313855108 239,143.75 239 57,625 SH Sole 28, 33 57,625 FEDERATED INVESTORS INC COM STK COMMON CLASS'B'USD0.01 STOCK 314211103 564,489.00 564 37,260 SH Sole 28 37,260 FEMALE HEALTH CO COM COMMON STK USD0.01 STOCK 314462102 67,600.39 68 14,989 SH Sole 28 14,989 FERRO CORP COM STK USD1 COMMON STOCK 315405100 361,444.35 361 73,915 SH Sole 28, 33 73,915 F5 NETWORK INC COM STK COMMON 11, 23, 28, USD0.01 STOCK 315616102 24,949,979.32 24,950 235,111 SH Sole 38, 51, 53 235,111 FIDELITY SOUTHERN CORP COMMON STOCK 316394105 7,478.40 7 1,230 SH Sole 33 1,230 FIDUS INVESTMENT CORP COMMON USD0.001 STOCK 316500107 57,197.70 57 4,410 SH Sole 28 4,410 FIFTH THIRD BANCORP COM COMMON 11, 28, 34, STK NPV STOCK 316773100 19,894,041.84 19,894 1,563,997 SH Sole 37, 41, 43 1,563,997 FINANCIAL ENGINES INC COMMON USD0.0001 STOCK 317485100 702,702.77 703 31,469 SH Sole 28 31,469 FINANCIAL INSTITUTIONS COMMON 8, 28, 30, INC COM STK NPV STOCK 317585404 2,201,738.10 2,202 136,415 SH Sole 33 136,415 FINISH LINE INC CLASS'A'COM STK COMMON USD0.01 STOCK 317923100 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GALLAGHER(ARTHUR J.)& COMMON CO COM USD1 STOCK 363576109 9,116,546.56 9,117 272,624 SH Sole 25, 28 272,624 GANNETT CO INC COM STK COMMON USD1 STOCK 364730101 1,869,995.05 1,870 139,865 SH Sole 28, 33 139,865 GAP INC COM STK USD0.05 COMMON STOCK 364760108 2,644,580.75 2,645 142,565 SH Sole 28 142,565 GARDNER DENVER INC COM COMMON 5, 23, 28, STK USD0.01 STOCK 365558105 11,253,611.22 11,254 146,037 SH Sole 47 146,037 GARTNER INC COM STK COMMON USD0.0005 STOCK 366651107 12,091,962.90 12,092 347,770 SH Sole 8, 28, 38 347,770 GASTAR EXPL LTD COM COMMON NEW STOCK 367299203 151,587.42 152 47,669 SH Sole 28 47,669 GAYLORD ENTERTAINMENT CO COM STK COMMON USD0.01(NEW) STOCK 367905106 760,482.42 760 31,503 SH Sole 28, 33 31,503 GENCOR INDS INC COM STK COMMON USD0.10 STOCK 368678108 3,463.06 3 499 SH Sole 33 499 GENCORP INC COM STK COMMON USD0.10 STOCK 368682100 256,333.56 256 48,183 SH Sole 28 48,183 GENERAC HLDGS USD0.01 COMMON STOCK 368736104 573,802.13 574 20,471 SH Sole 28 20,471 GENERAL CABLE 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5,325,381.34 5,325 76,801 SH Sole 11, 28 76,801 LANDEC CORP COM STK COMMON USD0.001 STOCK 514766104 131,878.32 132 23,891 SH Sole 28, 33 23,891 LANDSTAR SYSTEMS INC COMMON COM STK USD0.01 STOCK 515098101 4,022,692.32 4,023 83,946 SH Sole 28 83,946 LANNETT CO INC COM STK COMMON USD0.001 STOCK 516012101 68,505.58 69 15,499 SH Sole 28, 33 15,499 LAREDO PETROLEUM COMMON HLDGS INC USD0.01 STOCK 516806106 840,710.00 841 37,700 SH Sole 11 37,700 LAS VEGAS SANDS CORP COMMON COM STK USD0.001 STOCK 517834107 17,839,689.54 17,840 417,498 SH Sole 11, 50, 53 417,498 LATTICE SEMICONDUCTOR COMMON CORP COM STK USD0.01 STOCK 518415104 611,000.28 611 102,862 SH Sole 28, 33 102,862 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK COMMON 11, 23 , 28, USD0.01 STOCK 518439104 16,887,648.96 16,888 150,353 SH Sole 50 150,353 LAWSON PRODUCTS INC COMMON COM STK USD1 STOCK 520776105 44,855.01 45 2,907 SH Sole 28 2,907 LAYNE CHRISTENSEN CO COMMON COM STK USD0.01 STOCK 521050104 509,821.40 510 21,067 SH Sole 11, 28, 33 21,067 LEAP WIRELESS INTERNATIONAL INC COM COMMON STK USD0.0001 STOCK 521863308 481,807.27 482 51,863 SH Sole 28, 33 51,863 LEAR CORP COM NEW WI COMMON STOCK 521865204 2,909,380.00 2,909 73,100 SH Sole 35 73,100 LEE ENTERPRISES INC COM COMMON STK USD2 STOCK 523768109 2,698.00 3 3,800 SH Sole 33 3,800 LEGGETT & PLATT INC COM COMMON STK USD0.01 STOCK 524660107 1,315,468.80 1,315 57,095 SH Sole 28 57,095 LEGG MASON INC COM STK COMMON USD0.10 STOCK 524901105 1,218,397.05 1,218 50,661 SH Sole 28 50,661 LENNAR CORP COM STK COMMON USD0.10 STOCK 526057104 2,508,754.80 2,509 127,672 SH Sole 28, 33, 43 127,672 LENNAR CORP CLASS'B'COM STK COMMON USD0.10 STOCK 526057302 12,464.00 12 800 SH Sole 33 800 LENNOX INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 526107107 3,114,855.00 3,115 92,292 SH Sole 28 92,292 LEUCADIA NATIONAL CORP COMMON COM STK USD1 STOCK 527288104 1,837,187.34 1,837 80,791 SH Sole 28 80,791 LEXICON PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 528872104 821,515.86 822 636,834 SH Sole 8, 28, 33 636,834 LEXMARK INTERNATIONAL INC CLASS'A'COM STK COMMON USD0.01 STOCK 529771107 976,490.96 976 29,528 SH Sole 28 29,528 LIBBEY INC COM STK COMMON USD0.01 STOCK 529898108 207,700.22 208 16,303 SH Sole 28 16,303 LIBERTY MEDIA CORP- COMMON LIBERTY CAPITAL STOCK 530322106 1,235,609.55 1,236 15,831 SH Sole 33, 43 15,831 LIBERTY GLOBAL INC COM COMMON STK USD0.01 SER'A' STOCK 530555101 4,863,901.35 4,864 118,545 SH Sole 34 118,545 LIFEWAY FOODS INC NPV COMMON STOCK 531914109 37,171.84 37 3,856 SH Sole 28 3,856 LILLY(ELI)& CO COM STK COMMON 11, 23, 28, NPV STOCK 532457108 23,912,501.88 23,913 575,373 SH Sole 51 575,373 LIMITED BRANDS INC COM COMMON STK USD0.50 STOCK 532716107 16,101,183.30 16,101 399,038 SH Sole 23, 28, 51 399,038 LIMONEIRA CO COM STK COMMON NPV STOCK 532746104 107,598.33 108 6,363 SH Sole 28 6,363 LIN TV CORP COM STK COMMON USD0.01 STOCK 532774106 391,427.28 391 92,536 SH Sole 8, 28 92,536 LINCARE HLDGS INC COM COMMON STK USD0.01 STOCK 532791100 4,074,289.41 4,074 158,471 SH Sole 28 158,471 LINCOLN EDUCATIONAL SERVICES CORP COM STK COMMON NPV STOCK 533535100 642,309.50 642 81,305 SH Sole 8, 28, 33 81,305 LINCOLN ELECTRIC HLDGS COMMON INC COM STK NPV STOCK 533900106 6,101,389.92 6,101 155,966 SH Sole 11, 28 155,966 LINCOLN NATIONAL CORP COMMON COM STK USD1.25 STOCK 534187109 4,451,937.90 4,452 229,245 SH Sole 28, 43 229,245 LINDSAY CORP COM STK COMMON USD1 STOCK 535555106 1,032,974.91 1,033 18,819 SH Sole 11, 28 18,819 LINEAR TECHNOLOGY CORP COMMON COM STK NPV STOCK 535678106 10,593,562.98 10,594 352,766 SH Sole 23, 28, 31 352,766 LIONS GATE ENTERTAINMENT CORP COMMON COM NPV STOCK 535919203 307,815.04 308 36,997 SH Sole 28 36,997 LIONBRIDGE TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 536252109 115,450.35 115 50,415 SH Sole 28 50,415 LITHIA MOTORS INC COMMON CLASS'A'COM STK NPV STOCK 536797103 1,788,322.88 1,788 81,808 SH Sole 28, 30, 33 81,808 LITTELFUSE INC COM STK COMMON USD0.01 STOCK 537008104 1,177,265.18 1,177 27,391 SH Sole 8, 28 27,391 LIVE NATION ENTERTAINMENT INC COMMON COM STK USD0.01 STOCK 538034109 1,063,355.91 1,063 127,961 SH Sole 28, 33 127,961 LIVEPERSON INC COM STK COMMON USD0.001 STOCK 538146101 542,649.45 543 43,239 SH Sole 28 43,239 LIZ CLAIBORNE INC COM COMMON STK USD1 STOCK 539320101 670,896.20 671 77,740 SH Sole 28 77,740 LO JACK COM STK USD0.01 COMMON STOCK 539451104 2,763.00 3 900 SH Sole 33 900 LOCKHEED MARTIN CORP COMMON COM STK USD1 STOCK 539830109 8,788,005.20 8,788 108,628 SH Sole 28 108,628 LOEWS CORP COM STK COMMON USD0.01 STOCK 540424108 4,703,463.90 4,703 124,926 SH Sole 28 124,926 LOOKSMART, LTD COMMON STOCK 543442503 1,677.00 2 1,300 SH Sole 33 1,300 LOOPNET INC COM STK COMMON USD0.001 STOCK 543524300 248,224.12 248 13,579 SH Sole 28 13,579 LORAL SPACE & COMMUNICATIONS INC COMMON COM STK USD0.01 STOCK 543881106 582,038.48 582 8,971 SH Sole 28 8,971 LORILLARD INC USD0.01 COMMON STOCK 544147101 17,439,492.00 17,439 152,978 SH Sole 11, 28, 43 152,978 LOUISIANA-PACIFIC CORP COMMON COM STK USD1 STOCK 546347105 3,773,790.24 3,774 467,632 SH Sole 28, 30, 33 467,632 LOWES COMPANIES INC COMMON 23, 28, 34, COM STK USD0.50 STOCK 548661107 35,376,166.80 35,376 1,393,860 SH Sole 37, 41 1,393,860 LUBYS INC USD0.32 COMMON STOCK 549282101 81,919.64 82 18,164 SH Sole 28, 33 18,164 LUCAS ENERGY INC COMMON USD0.001 STOCK 549333201 6,496.00 6 2,800 SH Sole 33 2,800 LUFKIN INDUSTRIES INC COMMON COM STK USD1 STOCK 549764108 2,754,998.30 2,755 40,930 SH Sole 11, 28 40,930 LULULEMON ATHLETICA COMMON INC COM STK USD0.01 STOCK 550021109 3,169,893.76 3,170 67,936 SH Sole 23, 38 67,936 LUMOS NETWORKS CORP COMMON USD0.01 STOCK 550283105 2,571,981.10 2,572 167,665 SH Sole 25, 28, 30 167,665 LYDALL INC COM STK COMMON USD0.10 STOCK 550819106 144,342.90 144 15,210 SH Sole 28, 33 15,210 MDC HLDGS INC COM STK COMMON USD0.01 STOCK 552676108 1,765,556.35 1,766 100,145 SH Sole 28, 33 100,145 MDU RESOURCES GROUP COMMON INC COM STK USD1 STOCK 552690109 7,250,153.70 7,250 337,845 SH Sole 28 337,845 MDC PARTNERS INC CLASS'A'SUB VTG SHS COMMON NPV STOCK 552697104 278,457.92 278 20,596 SH Sole 28 20,596 MEMC ELECTRONICS MATERIALS INC COM STK COMMON USD0.01 STOCK 552715104 1,652,818.18 1,653 419,497 SH Sole 28, 33 419,497 MFRI INC COM STK USD0.01 COMMON STOCK 552721102 4,858.00 5 700 SH Sole 33 700 MGIC INVESTMENT CORP COMMON COM STK USD1 STOCK 552848103 1,157,486.14 1,157 310,318 SH Sole 28, 30, 33 310,318 MSC INDUSTRIAL DIRECT CO CLASS'A'COM STK COMMON USD0.001 STOCK 553530106 9,121,480.20 9,121 127,484 SH Sole 11, 28 127,484 MTR GAMING GROUP INC COMMON COM STK USD0.00001 STOCK 553769100 4,039.20 4 2,160 SH Sole 33 2,160 MTS SYSTEMS CORP COM COMMON STK USD0.25 STOCK 553777103 1,946,505.25 1,947 47,767 SH Sole 25, 28 47,767 MVC CAPITAL INC COM COMMON USD0.01 STOCK 553829102 229,122.71 229 19,769 SH Sole 28 19,769 MAC GRAY CORP COM STK COMMON USD0.01 STOCK 554153106 310,330.16 310 22,504 SH Sole 8, 28, 33 22,504 MACATAWA BANK CORP COMMON COM STK NPV STOCK 554225102 4,765.20 5 2,090 SH Sole 33 2,090 MADDEN(STEVEN) COM STK COMMON USD0.0001 STOCK 556269108 3,834,123.00 3,834 111,134 SH Sole 28, 47 111,134 MAGELLAN HEALTH COMMON 8, 28, 33, SERVICES INC STOCK 559079207 3,849,953.28 3,850 77,824 SH Sole 47 77,824 MAGMA DESIGN AUTOMATION INC COM COMMON STK USD0.0001 STOCK 559181102 394,002.50 394 54,875 SH Sole 28 54,875 MAIDENFORM BRANDS INC COMMON COM STK USD0.01 STOCK 560305104 657,354.30 657 35,921 SH Sole 8, 28 35,921 MAKO SURGICAL CORP NPV COMMON STOCK 560879108 3,021,494.13 3,021 119,853 SH Sole 23, 25, 28 119,853 MANHATTAN ASSOCIATES COMMON INC COM STK USD0.01 STOCK 562750109 679,132.96 679 16,777 SH Sole 28 16,777 MANNATECH INC COM STK COMMON USD0.0001 STOCK 563771104 738.00 1 1,800 SH Sole 33 1,800 MANTECH INTERNATIONAL COMMON 8, 11, 28, CORP COM STK USD0.01 STOCK 564563104 3,419,405.44 3,419 109,456 SH Sole 33 109,456 MARATHON OIL CORP COM COMMON STK USD1 STOCK 565849106 8,433,067.51 8,433 288,113 SH Sole 28 288,113 MARCUS CORP COM STK COMMON USD1 STOCK 566330106 247,887.38 248 19,658 SH Sole 28, 33 19,658 MARINEMAX INC COM STK COMMON USD0.001 STOCK 567908108 145,663.32 146 22,341 SH Sole 28, 33 22,341 MARINE PRODUCTS CORP COMMON COM STK USD0.10 STOCK 568427108 42,512.16 43 8,571 SH Sole 28 8,571 MARLIN BUSINESS SERVICES CORP COM STK COMMON USD0.01 STOCK 571157106 109,385.10 109 8,613 SH Sole 28, 33 8,613 MARSH & MCLENNAN COS COMMON 11, 23, 28, INC COM USD1 STOCK 571748102 36,521,827.26 36,522 1,155,023 SH Sole 31, 34, 51 1,155,023 MARRIOTT INTERNATIONAL INC COM STK USD0.01 COMMON CL'A' STOCK 571903202 3,193,852.47 3,194 109,491 SH Sole 28 109,491 MARTEN TRANSPORT COM COMMON STK USD0.01 STOCK 573075108 269,328.29 269 14,971 SH Sole 28, 33 14,971 MARTHA STEWART LIVING CLASS'A'COM STK COMMON USD0.01 STOCK 573083102 103,703.60 104 23,569 SH Sole 28, 33 23,569 MARTIN MARIETTA MATERIALS INC COM STK COMMON USD0.01 STOCK 573284106 7,009,736.55 7,010 92,955 SH Sole 23, 28 92,955 MASCO CORP COM STK COMMON USD1 STOCK 574599106 1,535,236.16 1,535 146,492 SH Sole 28 146,492 MASIMO CORPORATION COMMON USD0.001 STOCK 574795100 5,551,294.82 5,551 297,099 SH Sole 5, 11, 28 297,099 MASTEC INC COM STK COMMON USD0.1 STOCK 576323109 1,728,888.21 1,729 99,533 SH Sole 8, 28 99,533 MATERION CORP COM STK COMMON USD1 STOCK 576690101 465,520.44 466 19,173 SH Sole 28, 33 19,173 MATRIX SERVICE CO COM COMMON STK USD0.01 STOCK 576853105 239,124.64 239 25,331 SH Sole 28, 33 25,331 MATTEL INC COM STK USD1 COMMON STOCK 577081102 14,170,258.56 14,170 510,456 SH Sole 28, 31 510,456 MATTHEWS INTL CORP COMMON CLASS'A'COM STK USD1 STOCK 577128101 2,730,418.39 2,730 86,873 SH Sole 11, 28 86,873 MATTSON TECHNOLOGY COMMON INC COM STK NPV STOCK 577223100 3,864.00 4 2,800 SH Sole 33 2,800 MAXWELL TECHNOLOGIES COMMON INC COM STK USD0.10 STOCK 577767106 372,561.84 373 22,941 SH Sole 28 22,941 MAXYGEN INC COM STK COMMON USD0.0001 STOCK 577776107 147,663.64 148 26,228 SH Sole 28, 33 26,228 MAXIMUS INC COM STK NPV COMMON STOCK 577933104 1,178,888.50 1,179 28,510 SH Sole 28 28,510 MBT FINL CORP COM NPV COMMON STOCK 578877102 2,332.00 2 2,200 SH Sole 33 2,200 MCCLATCHY CO CLASS'A'COM STK COMMON USD0.01 STOCK 579489105 129,996.88 130 54,392 SH Sole 28, 33 54,392 MCCORMICK & CO INC COM COMMON NON.VTG NPV STOCK 579780206 9,009,953.16 9,010 178,698 SH Sole 11, 28 178,698 MCCORMICK & SCHMICKS SEAFOOD RESTAU COM COMMON STK STOCK 579793100 109,940.46 110 12,579 SH Sole 28, 33 12,579 MCDERMOTT INTERNATIONAL INC COM COMMON STK USD1 STOCK 580037109 1,005,340.95 1,005 87,345 SH Sole 43 87,345 MCDONALD'S CORP COM COMMON 11, 23, 28, USD0.01 STOCK 580135101 66,876,165.46 66,876 666,562 SH Sole 31 666,562 MCGRATH RENTCORP COM COMMON STK NPV STOCK 580589109 2,230,954.44 2,231 76,956 SH Sole 28, 30, 33 76,956 MCGRAW-HILL COS INC COMMON (THE) COM STK USD1 STOCK 580645109 5,400,672.15 5,401 120,095 SH Sole 28 120,095 MCMORAN EXPLORATION COMMON COM STK USD0.01 STOCK 582411104 1,174,519.65 1,175 80,723 SH Sole 28 80,723 MEAD JOHNSON NUTRITION COMMON 11, 23, 28, USD0.01 STOCK 582839106 20,497,072.98 20,497 298,226 SH Sole 53 298,226 MEADWESTVACO COMMON CORPORATION COM NPV STOCK 583334107 2,118,183.80 2,118 70,724 SH Sole 28, 33 70,724 MEASUREMENT SPECIALITIES INC COM COMMON STK NPV STOCK 583421102 365,632.92 366 13,077 SH Sole 28, 33 13,077 MEDALLION FINANCIAL COMMON CORP COM STK USD0.01 STOCK 583928106 161,630.14 162 14,203 SH Sole 28, 33 14,203 MEDASSETS USD0.01 COMMON STOCK 584045108 1,822,832.75 1,823 197,063 SH Sole 8, 28 197,063 MEDIA GENERAL INC COMMON CLASS'A'COM USD5 STOCK 584404107 16,280.00 16 4,000 SH Sole 33 4,000 MEDICINES CO COM STK COMMON USD0.001 STOCK 584688105 2,284,872.56 2,285 122,579 SH Sole 28, 30 122,579 MEDICIS PHARMACEUTICAL COMMON CORP CLASS'A'COM STK STOCK 584690309 6,951,078.75 6,951 209,055 SH Sole 11, 28, 33 209,055 MEDTOX SCIENTIFIC INC COMMON COM STK USD0.15 STOCK 584977201 95,722.65 96 6,813 SH Sole 28, 33 6,813 MEDTRONIC INC COM STK COMMON 11, 23, 28, USD0.10 STOCK 585055106 55,905,129.00 55,905 1,461,572 SH Sole 31, 37, 51 1,461,572 MENS WEARHOUSE INC COMMON COM STK USD0.01 STOCK 587118100 1,475,108.74 1,475 45,514 SH Sole 28, 33 45,514 MENTOR GRAPHICS CORP COMMON COM STK NPV STOCK 587200106 3,359,964.60 3,360 247,785 SH Sole 28, 33 247,785 MERCANTILE BANK CORP COMMON COM STK NPV STOCK 587376104 6,958.00 7 710 SH Sole 33 710 MERCER INTERNATIONAL COMMON INC COM STK USD1 STOCK 588056101 48,800.00 49 8,000 SH Sole 33 8,000 MERCHANTS BANCSHARES COMMON INC COM STK USD0.01 STOCK 588448100 226,854.80 227 7,769 SH Sole 8, 28 7,769 MERCURY COMPUTER SYSTEMS COM STK COMMON USD0.01 STOCK 589378108 540,544.17 541 40,673 SH Sole 8, 28, 33 40,673 MERCURY GENERAL CORP COMMON COM STK NPV STOCK 589400100 2,914,981.14 2,915 63,897 SH Sole 28, 33 63,897 MEREDITH CORP COM STK COMMON USD1 STOCK 589433101 3,265,424.45 3,265 100,013 SH Sole 28, 33 100,013 MERGE HEALTHCARE INC COMMON STOCK 589499102 221,814.75 222 45,735 SH Sole 28 45,735 MERIDIAN BIOSCIENCE INC COMMON COM STK NPV STOCK 589584101 1,703,889.60 1,704 90,440 SH Sole 11, 28 90,440 MERIT MEDICAL SYSTEMS COMMON INC COM STK NPV STOCK 589889104 465,864.84 466 34,818 SH Sole 28, 33 34,818 MET PRO CORP COM STK COMMON USD0.10 STOCK 590876306 121,389.12 121 13,428 SH Sole 28, 33 13,428 METABOLIX INC COM STK COMMON USD0.01 STOCK 591018809 127,231.65 127 27,963 SH Sole 28 27,963 METALICO INC COM COMMON USD0.001 STOCK 591176102 116,281.76 116 35,344 SH Sole 28, 33 35,344 METHODE ELECTRONICS COMMON INC COM CLASS'A'USD0.5 STOCK 591520200 265,238.55 265 31,995 SH Sole 28, 33 31,995 METROPCS COMMUNICATIONS INC COMMON COM STK USD0.0001 STOCK 591708102 1,057,970.48 1,058 121,886 SH Sole 28 121,886 METROPOLITAN HEALTH NETWORKS INC COM STK COMMON USD0.001 STOCK 592142103 1,021,432.86 1,021 136,738 SH Sole 28, 30, 33 136,738 METTLER TOLEDO COM STK COMMON USD0.01 STOCK 592688105 9,559,052.65 9,559 64,715 SH Sole 23, 28 64,715 MICREL INC COM STK NPV COMMON STOCK 594793101 419,231.37 419 41,467 SH Sole 28 41,467 MICROS SYSTEMS INC COM COMMON USD0.025 STOCK 594901100 15,417,467.62 15,417 330,989 SH Sole 5, 11, 28 330,989 MICROSOFT CORP COM STK 11, 23, 28, USD0.00000625 COMMON 31, 34, 37, STOCK 594918104 124,707,193.16 124,707 4,803,821 SH Sole 41 4,803,821 MICROVISION INC WASHINGTON COM STK COMMON USD0.01 STOCK 594960106 39,483.53 39 109,646 SH Sole 28 109,646 MICROSTRATEGY INC. COMMON STOCK 594972408 710,687.52 711 6,561 SH Sole 28 6,561 MICROCHIP TECHNOLOGY COMMON 11, 28, 38, COM STK USD0.001 STOCK 595017104 10,735,886.70 10,736 293,090 SH Sole 43 293,090
1 of 23 MICRON TECHNOLOGY INC COM STK COMMON USD0.10 STOCK 595112103 4,744,660.22 4,745 754,318 SH Sole 28, 35 754,318 MICROSEMI COM STK USD0.20 COMMON STOCK 595137100 1,199,300.00 1,199 71,600 SH Sole 28, 33 71,600 MIDDLEBY CORP COM STK USD0.01 COMMON STOCK 596278101 1,447,557.72 1,448 15,393 SH Sole 28 15,393 MIDDLESEX WATER CO COM STK NPV COMMON STOCK 596680108 240,004.92 240 12,862 SH Sole 28 12,862 MIDSOUTH BANCORP INC COM STK COMMON USD0.10 STOCK 598039105 83,433.13 83 6,413 SH Sole 28 6,413 MIDWAY GOLD CORP COM NPV COMMON STOCK 598153104 148,155.76 148 70,216 SH Sole 28 70,216 MILLER ENERGY RES INC COM COMMON STOCK 600527105 72,718.56 73 26,064 SH Sole 28 26,064 MILLER(HERMAN) INC COM STK COMMON USD0.20 STOCK 600544100 5,481,384.30 5,481 297,094 SH Sole 11, 28 297,094 MILLER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 600551204 168,326.73 168 10,701 SH Sole 28, 33 10,701 MINDSPEED TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 602682205 633,707.12 634 138,364 SH Sole 8, 28 138,364 MINE SAFETY APPLIANCES CO COM STK COMMON NPV STOCK 602720104 2,564,845.92 2,565 77,441 SH Sole 28 77,441 MINERALS TECHNOLOGIES INC COM COMMON 23, 28, 30, STK USD0.10 STOCK 603158106 5,930,618.83 5,931 104,911 SH Sole 33 104,911 MIPS TECHNOLOGIES INC CLASS A COM COMMON STK USD0.001 STOCK 604567107 192,912.84 193 43,254 SH Sole 28 43,254 MISONIX INC COM STK USD0.01 COMMON STOCK 604871103 1,224.00 1 600 SH Sole 33 600 MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104 244,062.00 244 11,175 SH Sole 28, 33 11,175 MODINE MANUFACTURING CO COM STK COMMON USD0.625 STOCK 607828100 396,780.78 397 41,943 SH Sole 28, 33 41,943 MOHAWK INDUSTRIES COM STK COMMON USD0.01 STOCK 608190104 6,361,336.80 6,361 106,288 SH Sole 28, 33 106,288 MOLEX INC COM STK USD0.05 COMMON STOCK 608554101 2,900,755.64 2,901 121,574 SH Sole 23, 28 121,574 MOLEX INC CLASS'A'N.VTG COM STK COMMON USD0.05 STOCK 608554200 1,724,618.20 1,725 87,190 SH Sole 23 87,190 MONARCH CASINO & RESORT COM STK COMMON USD0.01 STOCK 609027107 89,936.94 90 8,826 SH Sole 28, 33 8,826 MONOLITHIC POWER SYSTEM INC COM COMMON STK USD0.001 STOCK 609839105 407,206.47 407 27,021 SH Sole 28, 33 27,021 MONRO MUFFLER BRAKE INC COM STK COMMON USD0.01 STOCK 610236101 1,710,328.68 1,710 44,092 SH Sole 25, 28 44,092 MONSTER WORLDWIDE INC COM STK COMMON USD0.001 STOCK 611742107 1,828,864.18 1,829 230,626 SH Sole 28 230,626 MOODYS CORP COM STK USD1 COMMON STOCK 615369105 6,830,068.24 6,830 202,793 SH Sole 11, 28, 51 202,793 MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202 1,875,854.93 1,876 42,701 SH Sole 8, 28, 33 42,701 MORGAN STANLEY COM STK USD0.01 COMMON 11, 28, 34, STOCK 617446448 18,386,656.85 18,387 1,215,245 SH Sole 41 1,215,245 MOSYS INC COM STK USD0.01 COMMON STOCK 619718109 110,581.80 111 26,329 SH Sole 28, 33 26,329 MOTORCAR PARTS OF AMERICA INC COMMON COM STK USD0.01 STOCK 620071100 87,157.50 87 11,621 SH Sole 28, 33 11,621 MOTOROLA SOLUTIONS INC USD0.01 WI COMMON STOCK 620076307 5,428,150.56 5,428 117,264 SH Sole 28 117,264 MOTOROLA MOBILITY HLDGS INC COMMON USD0.01 STOCK 620097105 4,181,708.80 4,182 107,776 SH Sole 28 107,776 MOTRICITY INC USD0.001 COMMON STOCK 620107102 29,141.10 29 32,379 SH Sole 28 32,379 MOVADO GROUP INC COM STK USD0.01 COMMON STOCK 624580106 306,636.92 307 16,876 SH Sole 28, 33 16,876 MUELLER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 624756102 3,682,557.00 3,683 95,850 SH Sole 25, 28, 33 95,850 MUELLER WATER PRODUCTS INC COM COMMON STK USD0.01 SER'A' STOCK 624758108 337,905.84 338 138,486 SH Sole 28, 33 138,486 MULTI-COLOR CORP NPV COMMON STOCK 625383104 257,660.22 258 10,014 SH Sole 28, 33 10,014 MULTIMEDIA GAMES HLDG CO INC COMMON COM STK USD0.01 STOCK 625453105 1,886,083.48 1,886 237,542 SH Sole 25, 28, 33 237,542 MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 12,533,640.66 12,534 224,859 SH Sole 23, 28, 41 224,859 MYERS INDUSTRIES INC COM STK NPV COMMON STOCK 628464109 353,861.84 354 28,676 SH Sole 28, 33 28,676 MYLAN INC COM STK USD0.50 COMMON 28, 34, 35, STOCK 628530107 18,353,300.18 18,353 855,233 SH Sole 43, 51 855,233 NBT BANCORP INC COM STK NPV COMMON STOCK 628778102 988,901.18 989 44,686 SH Sole 8, 28 44,686 NCI BUILDING SYSTEMS INC COM STK COMMON USD0.01 STOCK 628852204 1,236,201.62 1,236 113,726 SH Sole 28, 30 113,726 NL INDUSTRIES INC COM STK USD0.125 COMMON STOCK 629156407 96,211.46 96 7,418 SH Sole 28, 33 7,418 NN INC COM STK USD0.01 COMMON STOCK 629337106 82,050.00 82 13,675 SH Sole 28 13,675 NRG ENERGY INC COM STK USD0.01 COMMON STOCK 629377508 1,700,960.64 1,701 93,872 SH Sole 28 93,872 NVE CORP COM STK USD0.001 COMMON STOCK 629445206 217,122.30 217 3,910 SH Sole 28 3,910 NYSE EURONEXT INC COM STK USD0.01 COMMON STOCK 629491101 5,919,453.90 5,919 226,799 SH Sole 28, 37 226,799 NABI BIOPHARMACEUTICALS COM STK COMMON USD0.10 STOCK 629519109 63,857.96 64 33,967 SH Sole 28 33,967 NACCO INDUSTRIES INC CLASS'A'COM COMMON STK USD1 STOCK 629579103 1,338,032.34 1,338 14,997 SH Sole 28, 30, 33 14,997 NANOMETRICS COM STK NPV COMMON STOCK 630077105 358,305.84 358 19,452 SH Sole 28, 33 19,452 NAPCO SECURITY TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 630402105 458,904.51 459 184,299 SH Sole 25, 33 184,299 NASDAQ OMX GROUP INC COM STK COMMON 28, 33, 37, USD0.01 STOCK 631103108 6,775,887.54 6,776 276,454 SH Sole 51 276,454 NASH FINCH CO COM STK USD1.66 2/3 COMMON STOCK 631158102 326,296.32 326 11,144 SH Sole 28, 33 11,144 NATHANS FAMOUS INC COM STK COMMON USD0.01 STOCK 632347100 3,951.76 4 188 SH Sole 33 188 NATIONAL BANKSHARES INC COM STK COMMON USD2.50 STOCK 634865109 160,847.12 161 5,761 SH Sole 28 5,761 NATIONAL BEVERAGE CORP COM STK COMMON USD0.01 STOCK 635017106 149,370.65 149 9,295 SH Sole 28 9,295 NATIONAL CINEMEDIA INC COM STK COMMON USD0.01 STOCK 635309107 3,937,781.20 3,938 317,563 SH Sole 28, 38, 43 317,563 NATIONAL HEALTH CARE CORP COM COMMON STK USD0.01 STOCK 635906100 365,409.90 365 8,721 SH Sole 28, 33 8,721 NATIONAL FUEL GAS CO COM STK USD1 COMMON STOCK 636180101 8,239,623.84 8,240 148,248 SH Sole 28 148,248 NATIONAL INSTRUMENTS CORP COM COMMON STK USD0.01 STOCK 636518102 10,896,664.50 10,897 419,910 SH Sole 11, 28 419,910 NATIONAL OILWELL VARCO INC COM COMMON 11, 23, 28, STK USD0.01 STOCK 637071101 33,607,185.04 33,607 494,296 SH Sole 51 494,296 NATIONAL PENN BANCSHARES COM COMMON STK NPV STOCK 637138108 1,370,065.20 1,370 162,330 SH Sole 8, 28, 33 162,330 NATIONAL PRESTO INDUSTRIES INC COMMON COM STK USD1 STOCK 637215104 369,532.80 370 3,948 SH Sole 28 3,948 NATIONAL RESEARCH CORP COM STK COMMON USD0.001 STOCK 637372103 58,215.00 58 1,500 SH Sole 28 1,500 NATIONAL TECHNICAL SYSTEMS INC COMMON COM STK NPV STOCK 638104109 2,500.00 3 400 SH Sole 33 400 NATIONAL WESTERN LIFE INSURANCE COMMON CO COM STK STOCK 638522102 244,951.84 245 1,799 SH Sole 28 1,799 NAVIGATORS GROUP INC COM STK COMMON USD0.10 STOCK 638904102 504,454.40 504 10,580 SH Sole 28, 33 10,580 NATURE'S SUNSHINE PRODUCTS INC COMMON COM STK NPV STOCK 639027101 142,209.76 142 9,163 SH Sole 28 9,163 NATUS MEDICAL INC COM STK USD0.001 COMMON STOCK 639050103 262,861.25 263 27,875 SH Sole 28, 33 27,875 NEENAH PAPER INC COM STK USD0.01 COMMON STOCK 640079109 289,490.40 289 12,970 SH Sole 28, 33 12,970 NEKTAR THERAPEUTICS COM STK COMMON USD0.0001 STOCK 640268108 524,872.55 525 93,811 SH Sole 28 93,811 NEOGEN CORP USD0.16 COMMON STOCK 640491106 583,906.48 584 19,057 SH Sole 28 19,057 NEOPROBE CORP COM USD0.001 COMMON STOCK 640518106 203,429.90 203 77,645 SH Sole 28 77,645 NEOSTEM INC USD0.001 COMMON STOCK 640650305 19,768.44 20 38,991 SH Sole 28 38,991 NETWORK EQUIPMENT TECHNOLOGIES COMMON COM STK USD0.01 STOCK 641208103 754.00 1 650 SH Sole 33 650 NEW FRONTIER MEDIA INC COM STK COMMON USD0.0001 STOCK 644398109 1,976.00 2 1,900 SH Sole 33 1,900 NEW JERSEY RESOURCES CORP COM COMMON STK USD2.50 STOCK 646025106 4,302,736.80 4,303 87,454 SH Sole 8, 11, 28 87,454 NEW MOUNTAIN FINANCE CORP COMMON USD0.01 STOCK 647551100 929,876.22 930 69,342 SH Sole 28, 30 69,342 NEW YORK & CO INC COM STK USD0.01 COMMON STOCK 649295102 69,657.42 70 26,187 SH Sole 28, 33 26,187 NEW YORK COMMUNITY BANCORP INC COMMON COM STK USD0.01 STOCK 649445103 9,682,085.59 9,682 782,707 SH Sole 28 782,707 NEW YORK TIMES CO COM COMMON CLASS'A'STK USD0.10 STOCK 650111107 2,547,769.35 2,548 329,595 SH Sole 28, 33 329,595 NEWELL RUBBERMAID INC COM STK COMMON USD1 STOCK 651229106 17,037,894.70 17,038 1,054,978 SH Sole 28, 30, 51 1,054,978 NEWFIELD EXPLORATION CO COM STK COMMON USD0.01 STOCK 651290108 13,234,061.61 13,234 350,757 SH Sole 11, 28, 43 350,757 NEWMARKET CORP COM NPV COMMON STOCK 651587107 5,756,878.49 5,757 29,059 SH Sole 11, 28 29,059 NEWMONT MINING CORP COM STK COMMON USD1.60 STOCK 651639106 18,569,674.43 18,570 309,443 SH Sole 11, 23, 28 309,443 NEWPARK RESOURCES INC COM STK COMMON USD0.01 STOCK 651718504 988,655.50 989 104,069 SH Sole 8, 28, 33 104,069 NEWPORT CORP COM NPV COMMON STOCK 651824104 428,238.65 428 31,465 SH Sole 28, 33 31,465 NIKE INC CLASS'B'COM STK NPV COMMON STOCK 654106103 25,331,914.57 25,332 262,861 SH Sole 28, 31 262,861 NOBLE ENERGY INC COM STK USD3.33 COMMON 1/3 STOCK 655044105 12,451,456.85 12,451 131,915 SH Sole 11, 23, 28 131,915 NORDSON CORP COM STK NPV COMMON STOCK 655663102 5,167,719.38 5,168 125,491 SH Sole 11, 28 125,491 NORDSTROM INC COM STK NPV COMMON 11, 28, 51, STOCK 655664100 18,106,917.21 18,107 364,251 SH Sole 53 364,251 NORFOLK SOUTHERN CORP COM STK COMMON USD1 STOCK 655844108 10,025,827.44 10,026 137,604 SH Sole 28 137,604 NORTHEAST COMMUNITY BANCORP COMMON INC COM STK USD0.01 STOCK 664112109 1,680.00 2 300 SH Sole 33 300 NORTHEAST UTILITIES COM STK USD5 COMMON STOCK 664397106 5,279,457.69 5,279 146,367 SH Sole 23, 28 146,367 NORTHERN OIL & GAS INC(NEV) COM COMMON STK USD0.001 STOCK 665531109 5,983,585.52 5,984 249,524 SH Sole 11, 28 249,524 NORTHERN TRUST CORP COM STK COMMON USD1.666 STOCK 665859104 21,801,260.64 21,801 549,704 SH Sole 23, 28 549,704 NORTHROP GRUMMAN CORP COM STK COMMON USD1 STOCK 666807102 6,934,382.96 6,934 118,577 SH Sole 28, 35 118,577 NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103 1,108,204.96 1,108 89,084 SH Sole 28, 33 89,084 NORTHWEST NATURAL GAS CO COM COMMON STK USD3.167 STOCK 667655104 2,236,845.17 2,237 46,669 SH Sole 11, 28 46,669 NORTHWEST PIPE CO COM STK USD0.01 COMMON STOCK 667746101 199,727.82 200 8,737 SH Sole 28, 33 8,737 NORTHWESTERN CORPORATION COM COMMON STK USD0.01 STOCK 668074305 2,209,424.07 2,209 61,733 SH Sole 8, 28 61,733 NOVAVAX INC COM STK USD0.01 COMMON STOCK 670002104 98,858.34 99 78,459 SH Sole 28 78,459 NOVELLUS SYSTEMS INC COM STK NPV COMMON STOCK 670008101 1,113,797.75 1,114 26,975 SH Sole 28 26,975 NUCOR CORP COM STK USD0.40 COMMON STOCK 670346105 6,927,599.04 6,928 175,072 SH Sole 28, 43 175,072 NUVASIVE INC COM STK USD0.001 COMMON STOCK 670704105 1,774,195.39 1,774 140,921 SH Sole 5, 28, 33 140,921 OCHARLEYS INC COM STK NPV COMMON STOCK 670823103 97,573.77 98 17,773 SH Sole 28, 33 17,773 OGE ENERGY CORP COM STK USD0.01 COMMON STOCK 670837103 13,313,579.86 13,314 234,766 SH Sole 28, 35 234,766 OM GROUP INC COM STK USD0.01 COMMON STOCK 670872100 639,906.20 640 28,580 SH Sole 28, 33 28,580 OSI SYSTEMS INC COM STK NPV COMMON STOCK 671044105 3,204,163.08 3,204 65,686 SH Sole 28, 33, 47 65,686 OYO GEOSPACE CORP COM STK USD0.01 COMMON STOCK 671074102 275,913.44 276 3,568 SH Sole 28 3,568 OASIS PETROLEUM INC USD0.01 COMMON STOCK 674215108 3,944,516.73 3,945 135,597 SH Sole 11, 28 135,597 OCCIDENTAL PETROLEUM CORP COM 11, 23, 28, USD0.20 COMMON 31, 34, 37, STOCK 674599105 119,716,742.00 119,717 1,277,660 SH Sole 38, 50, 51 1,277,660 OCEAN POWER TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 674870308 2,430.00 2 900 SH Sole 33 900 OCEANEERING INTERNATIONAL INC COMMON COM STK USD0.25 STOCK 675232102 12,264,583.10 12,265 265,870 SH Sole 11, 23, 28 265,870 OCEANFIRST FINANCIAL CORP COM STK COMMON USD0.01 STOCK 675234108 344,250.73 344 26,339 SH Sole 8, 28, 33 26,339 OCWEN FINANCIAL CORP COM STK COMMON USD0.01 STOCK 675746309 3,784,261.12 3,784 261,344 SH Sole 8, 28, 33 261,344 ODYSSEY MARINE EXPLORATION COM COMMON STK USD0.0001 STOCK 676118102 163,230.02 163 59,573 SH Sole 28 59,573 OFFICE DEPOT INC COM STK USD0.01 COMMON STOCK 676220106 1,598,613.15 1,599 743,541 SH Sole 28, 33 743,541 OIL DRI CORP OF AMERICA COM STK COMMON USD0.10 STOCK 677864100 81,729.12 82 4,038 SH Sole 28 4,038 OIL STATES INTERNATIONAL INC COM COMMON 11, 23, 28, STK USD0.01 STOCK 678026105 19,084,863.00 19,085 249,900 SH Sole 38 249,900 OLD DOMINION FREIGHT LINE INC COM COMMON STK USD0.10 STOCK 679580100 1,579,859.40 1,580 38,980 SH Sole 28 38,980 OLD NATIONAL BANCORP(INDIANA) COMMON COM STK USD1 STOCK 680033107 955,171.85 955 81,989 SH Sole 28, 33 81,989 OLD REPUBLIC INTERNATIONAL CORP COMMON USD1 STOCK 680223104 4,372,455.06 4,372 471,678 SH Sole 28, 33 471,678 OLD SECOND BANCORP INC COM STK COMMON NPV STOCK 680277100 1,995.00 2 1,500 SH Sole 33 1,500 OLIN CORP COM STK USD1 COMMON STOCK 680665205 5,832,120.00 5,832 296,800 SH Sole 8, 23, 28 296,800 OMNICARE INC COM STK USD1 COMMON STOCK 681904108 23,759,579.35 23,760 689,683 SH Sole 28, 33, 51 689,683 OMNICOM GROUP INC COM STK USD0.15 COMMON STOCK 681919106 26,254,053.60 26,254 588,920 SH Sole 23, 28, 51 588,920 OMEGA FLEX INC COM STK USD0.01 COMMON STOCK 682095104 33,318.54 33 2,358 SH Sole 28 2,358 OMNIVISION TECHNOLOGIES INC COM COMMON STK USD0.001 STOCK 682128103 583,303.63 583 47,675 SH Sole 28 47,675 OMNOVA SOLUTIONS INC COM STK COMMON USD0.1 STOCK 682129101 171,362.92 171 37,172 SH Sole 28 37,172 ON ASSIGNMENT COM STK USD0.01 COMMON STOCK 682159108 413,660.00 414 37,000 SH Sole 28, 33 37,000 ONCOTHYREON INC COM NPV COMMON STOCK 682324108 258,993.44 259 34,168 SH Sole 28 34,168 ONEOK INC COM USD0.01 COMMON STOCK 682680103 5,252,200.34 5,252 60,586 SH Sole 23, 28 60,586 ONYX PHARMACEUTICALS COM STK COMMON USD0.001 STOCK 683399109 2,287,553.55 2,288 52,049 SH Sole 28 52,049 OPEN TEXT CORP COM STK NPV COMMON STOCK 683715106 1,462,604.00 1,463 28,600 SH Sole 23 28,600 OPENWAVE SYSTEMS INC-ORD SHS COMMON STOCK 683718308 110,092.82 110 69,679 SH Sole 28 69,679 OPNET TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 683757108 1,500,206.37 1,500 40,911 SH Sole 28, 47 40,911 OPPENHEIMER HOLDINGS INC COMMON CLS'A'NON-VTG NPV STOCK 683797104 141,921.50 142 8,815 SH Sole 28, 33 8,815 OPTICAL CABLE CORP. COMMON STOCK 683827208 957.00 1 300 SH Sole 33 300 ORBITAL SCIENCES COM STK USD0.01 COMMON STOCK 685564106 697,396.41 697 47,997 SH Sole 28 47,997 OREXIGEN THERAPEUT COM STK COMMON USD0.001 STOCK 686164104 43,249.43 43 26,863 SH Sole 28 26,863 ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108 7,938.45 8 2,691 SH Sole 33 2,691 ORMAT TECHNOLOGIES COM STK COMMON USD0.001 STOCK 686688102 266,609.61 267 14,787 SH Sole 28 14,787 ORRSTOWN FINANCIAL SERVICES INC COMMON COM STK NPV STOCK 687380105 137,230.50 137 16,634 SH Sole 8, 28 16,634 OSHKOSH CORPORATION COMMON STOCK 688239201 5,533,571.60 5,534 258,820 SH Sole 23, 28, 35 258,820 OTTER TAIL CORP COM STK USD5 COMMON STOCK 689648103 653,795.82 654 29,691 SH Sole 28 29,691 OUTDOOR CHANNEL HLDGS INC COM COMMON USD0.02 STOCK 690027206 103,783.52 104 13,912 SH Sole 28, 33 13,912 OVERSEAS SHIPHOLDING GROUP INC COMMON COM STK USD1 STOCK 690368105 268,615.68 269 24,576 SH Sole 28, 33 24,576 OVERSTOCK.COM INC COM STK COMMON USD0.0001 STOCK 690370101 76,369.44 76 9,741 SH Sole 28 9,741 OWENS & MINOR INC COM STK USD2 COMMON STOCK 690732102 4,764,206.44 4,764 171,436 SH Sole 11, 28 171,436 OWENS CORNING INC COM STK USD0.01 COMMON STOCK 690742101 1,763,436.72 1,763 61,401 SH Sole 33, 51 61,401 OWENS-ILLINOIS INC COM STK USD0.01 COMMON STOCK 690768403 1,307,839.92 1,308 67,484 SH Sole 28 67,484 OXFORD INDUSTRIES INC COM STK COMMON USD1 STOCK 691497309 1,513,505.28 1,514 33,544 SH Sole 8, 28 33,544 PAM TRANSPORTATION SERVICES INC. COMMON COM STK USD0.01 STOCK 693149106 10,184.00 10 1,072 SH Sole 33 1,072 PDF SOLUTIONS INC COM STK COMMON USD0.00015 STOCK 693282105 137,113.84 137 19,672 SH Sole 28, 33 19,672 PHH CORP COM STK NPV COMMON STOCK 693320202 1,856,022.00 1,856 173,460 SH Sole 8, 28, 33 173,460 PICO HOLDING INC COM STK USD0.001 COMMON STOCK 693366205 967,362.90 967 47,005 SH Sole 28, 33, 43 47,005 PLX TECHNOLOGY COM STK USD0.001 COMMON STOCK 693417107 112,788.13 113 39,299 SH Sole 28, 33 39,299 PNC FINANCIAL SERVICES GROUP COM COMMON 11, 23, 28, STK USD5 STOCK 693475105 42,137,450.55 42,137 730,665 SH Sole 31, 41, 51 730,665 PPG INDUSTRIES INC COM STK USD1.666 COMMON STOCK 693506107 17,693,534.76 17,694 211,924 SH Sole 28, 31, 43 211,924 PHILLIPS VAN HEUSEN CORP COM STK COMMON 11, 28, 30, USD1 STOCK 693656100 27,281,392.25 27,281 387,025 SH Sole 33, 51 387,025 PACCAR INC COM STK USD1 COMMON STOCK 693718108 9,125,218.98 9,125 243,534 SH Sole 28, 37 243,534 PACIFIC MERCANTILE BANCORP COM COMMON STK NPV STOCK 694552100 3,260.00 3 1,000 SH Sole 33 1,000 PACIFIC SUNWEAR OF CALIFORNIA INC COMMON COM STK USD0.01 STOCK 694873100 80,275.95 80 46,945 SH Sole 28, 33 46,945 PACIRA PHARMACEUTICALS INC COMMON USD0.001 STOCK 695127100 50,913.90 51 5,886 SH Sole 28 5,886 PACKAGING CORP OF AMERICA COM COMMON STK USD0.01 STOCK 695156109 4,415,763.24 4,416 174,951 SH Sole 28 174,951 PACWEST BANCORP COM STK NPV COMMON STOCK 695263103 1,014,886.20 1,015 53,556 SH Sole 8, 28, 33 53,556 PALL CORP COM STK USD0.10 COMMON STOCK 696429307 7,331,144.85 7,331 128,279 SH Sole 11, 23, 28 128,279 PALOMAR MEDICAL TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 697529303 789,746.70 790 84,919 SH Sole 28, 30, 33 84,919 PANDORA MEDIA INC USD0.0001 COMMON STOCK 698354107 108,108.00 108 10,800 SH Sole 8 10,800 PANHANDLE OIL & GAS INC COMMON CLASS'A'COM STK USD0.01666 STOCK 698477106 188,395.02 188 5,742 SH Sole 28 5,742 PANTRY INC COM STK USD0.01 COMMON STOCK 698657103 1,036,602.00 1,037 86,600 SH Sole 8, 28, 33 86,600 PAPA JOHNS INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 698813102 630,348.72 630 16,729 SH Sole 8, 28 16,729 PAR TECHNOLOGY CORP COM STK COMMON USD0.02 STOCK 698884103 5,083.00 5 1,300 SH Sole 33 1,300 PARAMETRIC TECHNOLOGY CORP NEW COMMON COM STK USD0.01 STOCK 699173209 5,605,728.70 5,606 306,995 SH Sole 28 306,995 PAREXEL INTERNATIONAL CORP COM COMMON STK USD0.01 STOCK 699462107 1,013,563.80 1,014 48,870 SH Sole 28, 33 48,870 PARK ELECTROCHEMICAL CORP COM COMMON STK USD0.10 STOCK 700416209 462,441.00 462 18,050 SH Sole 28, 33 18,050 PARK NATIONAL CORP COM STK NPV COMMON STOCK 700658107 1,032,892.56 1,033 15,876 SH Sole 8, 28, 33 15,876 PARK OHIO HOLDINGS COM USD1 COMMON STOCK 700666100 121,419.04 121 6,806 SH Sole 28 6,806 PARKER DRILLING CO COM STK COMMON USD0.1666 STOCK 701081101 783,967.80 784 109,340 SH Sole 28, 33 109,340 PARKER-HANNIFIN CORP COM STK COMMON USD0.50 STOCK 701094104 20,619,601.25 20,620 270,421 SH Sole 28, 31, 43 270,421 PARLUX FRAGRANCES COM STK COMMON USD0.01 STOCK 701645103 5,610.00 6 1,100 SH Sole 33 1,100 PATTERSON COS INC COM STK USD0.01 COMMON STOCK 703395103 4,542,301.44 4,542 153,872 SH Sole 23, 28 153,872 PATTERSON UTI ENERGY INC COM STK COMMON USD0.01 STOCK 703481101 7,185,966.84 7,186 359,658 SH Sole 28, 33, 35 359,658 PAYCHEX INC COM STK USD0.01 COMMON STOCK 704326107 20,770,269.43 20,770 689,813 SH Sole 28, 37, 51 689,813 PEABODY ENERGY CORP COM STK COMMON USD0.01 STOCK 704549104 7,434,684.95 7,435 224,545 SH Sole 23, 28, 50 224,545 PEETS COFFEE & TEA INC COM STK COMMON USD0.001 STOCK 705560100 2,367,110.20 2,367 37,765 SH Sole 28, 47 37,765 PEGASYSTEMS INC COM STK USD0.01 COMMON STOCK 705573103 401,427.60 401 13,654 SH Sole 28 13,654 PENFORD CORP COM STK USD1 COMMON STOCK 707051108 7,126.00 7 1,400 SH Sole 33 1,400 PENN NATIONAL GAMING INC COM STK COMMON USD0.01 STOCK 707569109 2,694,861.09 2,695 70,787 SH Sole 33, 43 70,787 PENN VIRGINIA CORP COM STK USD6.25 COMMON STOCK 707882106 224,592.24 225 42,456 SH Sole 28, 33 42,456 PENN WEST PETROLEUM LTD NPV COMMON STOCK 707887105 1,956,240.00 1,956 98,800 SH Sole 23 98,800 PENNANTPARK INVESTMENT CORP COMMON COM STK USD0.001 STOCK 708062104 379,696.79 380 37,631 SH Sole 28 37,631 PENNEY(J.C.)CO INC COM STK USD0.50 COMMON STOCK 708160106 2,061,512.35 2,062 58,649 SH Sole 28 58,649 PENNICHUCK CORP COM STK USD1 COMMON STOCK 708254206 110,390.07 110 3,829 SH Sole 28, 33 3,829 PENNS WOODS BANCORP INC COM COMMON STOCK 708430103 125,298.18 125 3,231 SH Sole 28 3,231 PENSON WORLDWIDE COM STK USD0.01 COMMON STOCK 709600100 2,900.00 3 2,500 SH Sole 33 2,500 PENTAIR INC COM STK USD0.16666 COMMON STOCK 709631105 8,108,478.59 8,108 243,571 SH Sole 28, 37 243,571 PEOPLES BANCORP INC COM STK NPV COMMON STOCK 709789101 320,369.92 320 21,632 SH Sole 8, 28, 33 21,632 PEOPLES UNITED FINANCIAL INC COM COMMON STOCK 712704105 5,357,383.45 5,357 416,917 SH Sole 23, 28, 33 416,917 PEP BOYS MANNY MOE & JACK COM COMMON STK USD1 STOCK 713278109 1,814,164.00 1,814 164,924 SH Sole 28, 30, 33 164,924 PEPCO HLDGS INC COM STK USD0.01 COMMON STOCK 713291102 4,157,805.40 4,158 204,818 SH Sole 28, 43 204,818 PEPSICO INC CAP STK USD0.0166 11, 23, 28, COMMON 31, 34, 39, STOCK 713448108 131,917,401.75 131,917 1,988,205 SH Sole 41, 51 1,988,205 PEREGRINE PHARMACEUTICALS COM COMMON STK USD0.001 STOCK 713661304 67,253.85 67 65,295 SH Sole 28 65,295 PERICOM SEMICONDUCTOR CORP COM COMMON STK NPV STOCK 713831105 220,400.82 220 28,962 SH Sole 28, 30, 33 28,962 PERKINELMER INC COM STK USD1 COMMON STOCK 714046109 1,014,320.00 1,014 50,716 SH Sole 28, 33 50,716 PERRIGO CO COM STK NPV COMMON 11, 23, 28, STOCK 714290103 20,203,761.20 20,204 207,644 SH Sole 50, 51 207,644 PERVASIVE SOFTWARE INC COM STK COMMON USD0.01 STOCK 715710109 2,910.00 3 500 SH Sole 33 500 PETMED EXPRESS INC COM STK COMMON USD0.001 STOCK 716382106 174,051.84 174 16,768 SH Sole 28 16,768 PETROLEUM DEVELOPMENT COM STK COMMON USD0.01 STOCK 716578109 758,867.54 759 21,614 SH Sole 28, 33 21,614 PETROQUEST ENERGY INC COM STK COMMON USD0.001 STOCK 716748108 362,029.80 362 54,853 SH Sole 28, 33 54,853 PETSMART INC COM STK USD0.0001 COMMON STOCK 716768106 12,736,332.80 12,736 248,320 SH Sole 23, 28 248,320 PHARMACYCLICS INC COM STK COMMON USD0.0001 STOCK 716933106 558,936.30 559 37,715 SH Sole 28 37,715 PFIZER INC COM STK USD0.05 11, 23, 28, COMMON 31, 34, 41, STOCK 717081103 157,690,636.72 157,691 7,286,998 SH Sole 51 7,286,998 PHILIP MORRIS INTERNATIONAL INC COMMON 11, 23, 28, NPV STOCK 718172109 119,278,691.28 119,279 1,519,861 SH Sole 39, 51 1,519,861 PHOTOMEDEX INC COM STK USD0.01 COMMON STOCK 719358301 2,580.00 3 200 SH Sole 33 200 PHOTRONICS INC COM STK USD0.01 COMMON STOCK 719405102 456,577.60 457 75,095 SH Sole 8, 28, 33 75,095 PHYSICIANS FORMULA HLDGS INC COM COMMON STK USD0.01 STOCK 719427106 4,160.00 4 1,300 SH Sole 33 1,300 PIEDMONT NATURAL GAS CO INC NPV COMMON STOCK 720186105 2,256,339.96 2,256 66,402 SH Sole 11, 28 66,402 PIER 1 IMPORTS INC COM STK USD1 COMMON STOCK 720279108 1,965,968.76 1,966 141,132 SH Sole 28, 30 141,132 PIKE ELECTRIC CORPORATION COM STK COMMON USD0.001 STOCK 721283109 122,941.81 123 17,099 SH Sole 28, 33 17,099 PINNACLE AIRLINES CORP COM STK COMMON USD0.01 STOCK 723443107 1,847.46 2 2,253 SH Sole 33 2,253 PINNACLE ENTERTAINMENT INC COM COMMON STK USD0.10 STOCK 723456109 1,556,847.28 1,557 153,233 SH Sole 28, 30 153,233 PINNACLE WEST CAPITAL CORP COM COMMON STK USD2.50 STOCK 723484101 3,721,760.46 3,722 77,247 SH Sole 28, 43 77,247 PIONEER DRILLING CO COM STK COMMON USD0.10 STOCK 723655106 1,213,368.64 1,213 125,348 SH Sole 28, 30, 33 125,348 PIONEER NATURAL RESOURCES CO COMMON 28, 38, 43, COM STK USD0.01 STOCK 723787107 21,680,825.04 21,681 242,298 SH Sole 51 242,298 PIPER JAFFRAY COMPANIES COM STK COMMON USD0.01 STOCK 724078100 276,942.00 277 13,710 SH Sole 28, 33 13,710 PITNEY BOWES INC COM STK USD1 COMMON STOCK 724479100 2,691,729.90 2,692 145,185 SH Sole 28, 51 145,185 PLAINS EXPLORATION & PRODUCTION COMMON CO COM STK USD0.01 STOCK 726505100 9,321,702.48 9,322 253,859 SH Sole 28, 33 253,859 PLANAR SYSTEMS INC COM STK NPV COMMON STOCK 726900103 3,686.00 4 1,900 SH Sole 33 1,900 PLANTRONICS INC COM STK USD0.01 COMMON STOCK 727493108 4,648,596.48 4,649 130,432 SH Sole 8, 28 130,432 PLEXUS CORP COM STK USD0.01 COMMON STOCK 729132100 819,045.32 819 29,914 SH Sole 28, 33 29,914 POLARIS INDUSTRIES INC COM STK COMMON USD0.01 STOCK 731068102 7,721,601.30 7,722 137,935 SH Sole 11, 28 137,935 POPULAR INC COM STK USD6 COMMON STOCK 733174106 1,074,237.87 1,074 772,833 SH Sole 30, 33 772,833 PORTLAND GENERAL ELECTRIC CO COMMON COM NPV STOCK 736508847 4,441,404.51 4,441 175,619 SH Sole 8, 23, 28 175,619 POWELL INDUSTRIES INC COM STK COMMON USD0.01 STOCK 739128106 241,544.16 242 7,722 SH Sole 28, 33 7,722 POWER INTEGRATIONS INC COM STK COMMON USD0.001 STOCK 739276103 785,858.84 786 23,699 SH Sole 28 23,699 POWERWAVE TECHNOLOGIES INC COMMON USD0.0001 STOCK 739363307 57,000.32 57 27,404 SH Sole 28 27,404 PRECISION CASTPARTS CORP COM NPV 11, 23, 28, COMMON 38, 50, 51, STOCK 740189105 47,154,493.71 47,154 286,149 SH Sole 53 286,149 PREFERRED BK LOS ANGELES COMMON CALIFORNIA USD0.01 STOCK 740367404 1,080.00 1 144 SH Sole 33 144 PREFORMED LINE PRODUCTS CO COM COMMON NPV STOCK 740444104 118,305.78 118 1,983 SH Sole 28 1,983 PREMIERE GLOBAL SERVICES INC COM COMMON STK USD0.01 STOCK 740585104 1,643,883.01 1,644 194,083 SH Sole 8, 28, 33 194,083 PRESIDENTIAL LIFE CORP COM STK COMMON USD0.01 STOCK 740884101 197,981.82 198 19,818 SH Sole 28, 33 19,818 PRESSTEK INC COM STK USD0.01 COMMON STOCK 741113104 1,080.00 1 2,000 SH Sole 33 2,000 PRICELINE.COM INC COM STK USD0.008 COMMON 23, 28, 38, STOCK 741503403 39,827,845.05 39,828 85,155 SH Sole 50, 51 85,155 PRICESMART INC COM STK USD0.0001 COMMON STOCK 741511109 1,016,501.13 1,017 14,607 SH Sole 28 14,607 PRIMUS TELECOMMUNICATIONS GRP COMMON COM STOCK 741929301 2,569.98 3 203 SH Sole 33 203 PROCTER & GAMBLE CO COM STK NPV 11, 23, 28, COMMON 31, 39, 41, STOCK 742718109 156,721,536.16 156,722 2,349,296 SH Sole 51 2,349,296 PRIVATEBANCORP INC COM STK NPV COMMON 28, 30, 33, STOCK 742962103 3,148,525.98 3,149 286,751 SH Sole 47 286,751 PROGENICS PHARMACEUTICALS INC COMMON COM STK USD0.0013 STOCK 743187106 205,967.72 206 24,118 SH Sole 28 24,118 PROGRESS ENERGY INC COM STK NPV COMMON STOCK 743263105 6,766,263.66 6,766 120,783 SH Sole 28 120,783 PROGRESS SOFTWARE CORP COM STK COMMON USD0.01 STOCK 743312100 2,245,935.15 2,246 116,069 SH Sole 25, 28 116,069 PROGRESSIVE CORP(OHIO) COM STK COMMON USD1 STOCK 743315103 12,787,224.69 12,787 655,419 SH Sole 11, 28 655,419 PROSPERITY BANCSHARES INC COM COMMON STK USD1 STOCK 743606105 5,039,997.45 5,040 124,907 SH Sole 28, 33 124,907 PROTECTIVE LIFE CORP COM STK COMMON USD0.50 STOCK 743674103 3,648,516.00 3,649 161,725 SH Sole 28, 33 161,725 PROVIDENCE SERVICE CORP COM STK COMMON USD0.001 STOCK 743815102 1,466,994.88 1,467 106,613 SH Sole 28, 30 106,613 PROVIDENT FINANCIAL HOLDINGS COM COMMON STK USD0.01 STOCK 743868101 11,208.00 11 1,200 SH Sole 33 1,200 PROVIDENT NEW YORK BANCORP CPM COMMON STK USD0.01 STOCK 744028101 217,187.76 217 32,709 SH Sole 28, 33 32,709 PRUDENTIAL FINANCIAL INC COM STK COMMON 23, 28, 31, USD0.01 STOCK 744320102 38,982,784.68 38,983 777,789 SH Sole 34, 51 777,789 PUBLIC SERVICE ENTERPRISE GROUP COMMON INC COM STK NPV STOCK 744573106 6,837,427.32 6,837 207,132 SH Sole 28 207,132 PULTE GROUP INC COM STK USD0.01 COMMON STOCK 745867101 874,944.60 875 138,660 SH Sole 28, 33 138,660 QLOGIC CORP COM STK USD0.001 COMMON STOCK 747277101 4,040,970.00 4,041 269,398 SH Sole 23, 28 269,398 QUAD / GRAPHICS INC USD0.025 A COMMON STOCK 747301109 297,870.48 298 20,772 SH Sole 28 20,772 QUAKER CHEMICAL CORP COM STK COMMON USD1 STOCK 747316107 415,150.75 415 10,675 SH Sole 28, 33 10,675 QUALCOMM INC COM STK USD0.0001 11, 23, 28, COMMON 38, 39, 50, STOCK 747525103 132,901,308.00 132,901 2,429,640 SH Sole 51, 53 2,429,640 QUALITY SYSTEMS INC COM STK COMMON USD0.001 STOCK 747582104 3,404,374.65 3,404 92,035 SH Sole 11, 28 92,035 QUANEX BUILDING PRODUCTS CORP COMMON COM STK USD0.01 WI STOCK 747619104 468,443.76 468 31,188 SH Sole 28 31,188 QUANTUM-DLT & STORAGE SYSTEMS COMMON GROUP COM STK STOCK 747906204 444,758.40 445 185,316 SH Sole 28 185,316 QUESTAR CORP COM STK NPV COMMON STOCK 748356102 6,970,244.34 6,970 350,969 SH Sole 28, 43 350,969 RCM TECHNOLOGIES INC COM STK COMMON USD0.05 STOCK 749360400 2,072.00 2 400 SH Sole 33 400 RF INDUSTRIES COM STK USD0.01 COMMON STOCK 749552105 1,661.25 2 443 SH Sole 33 443 RLI CORP COM STK USD1 COMMON STOCK 749607107 2,962,779.04 2,963 40,664 SH Sole 11, 28, 33 40,664 RPC INC COM STK USD0.10 COMMON STOCK 749660106 260,610.00 261 14,280 SH Sole 8 14,280 RPM INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 749685103 7,103,419.75 7,103 289,345 SH Sole 28, 30 289,345 RF MICRO DEVICES INC COM STK NPV COMMON STOCK 749941100 5,231,152.80 5,231 968,732 SH Sole 28, 30 968,732 RACKSPACE HOSTING INC COM STK COMMON USD0.001 STOCK 750086100 12,596,940.84 12,597 292,884 SH Sole 11, 23, 28 292,884 RADIAN GROUP INC COM STK USD0.001 COMMON STOCK 750236101 279,498.96 279 119,444 SH Sole 28, 33 119,444 RADIOSHACK CORP COM STK USD1 COMMON STOCK 750438103 1,743,003.26 1,743 179,506 SH Sole 28, 33 179,506 RADISYS CORP COM STK NPV COMMON STOCK 750459109 195,720.80 196 38,680 SH Sole 8, 28, 33 38,680 RADNET INC COM STK USD0.0001 COMMON STOCK 750491102 50,542.77 51 23,729 SH Sole 28 23,729 RAILAMERICA INC COM STK USD0.01 COMMON STOCK 750753402 348,604.68 349 23,412 SH Sole 28, 33 23,412 RAMBUS INC COM STK USD0.001 COMMON STOCK 750917106 609,420.90 609 80,718 SH Sole 28 80,718 RALCORP HOLDINGS INC COM STK COMMON 23, 28, 33, USD0.01 STOCK 751028101 20,624,823.00 20,625 241,226 SH Sole 43 241,226 RALPH LAUREN CORP USD0.01 A COMMON STOCK 751212101 11,247,306.40 11,247 81,455 SH Sole 28, 50, 53 81,455 RAVEN INDUSTRIES INC COM STK USD1 COMMON STOCK 754212108 2,215,215.30 2,215 35,787 SH Sole 11, 28 35,787 RAYMOND JAMES FINANCIAL INC COM COMMON STK USD0.01 STOCK 754730109 5,655,184.56 5,655 182,661 SH Sole 28 182,661 RAYTHEON CO COM STK USD0.01 COMMON STOCK 755111507 8,492,770.34 8,493 175,543 SH Sole 23, 28 175,543 RED HAT USD0.0001 COMMON 11, 23, 28, STOCK 756577102 8,597,527.67 8,598 208,223 SH Sole 38 208,223 RED LION HOTELS CORP COM STK COMMON USD0.01 STOCK 756764106 92,626.38 93 13,366 SH Sole 28, 33 13,366 REGAL BELOIT CORP COM STK USD0.01 COMMON STOCK 758750103 4,547,033.70 4,547 89,210 SH Sole 8, 28, 33 89,210 REGAL ENTERTAINMENT GROUP COMMON CLASS'A'COM STK USD0.001 STOCK 758766109 1,270,093.62 1,270 106,373 SH Sole 43 106,373 REGIS CORP COM STK USD0.05 COMMON STOCK 758932107 2,596,992.90 2,597 156,918 SH Sole 28, 33 156,918 REINSURANCE GROUP OF AMERICA COMMON 11, 28, 30, USD0.01 STOCK 759351604 15,277,273.00 15,277 292,388 SH Sole 33, 37 292,388 RELIANCE STEEL & ALUMINIUM COM COMMON STK NPV STOCK 759509102 6,686,938.53 6,687 137,337 SH Sole 28, 33 137,337 REPLIGEN CORP COM STK USD0.01 COMMON STOCK 759916109 3,293.03 3 949 SH Sole 33 949 RENTECH INC COM STK USD0.01 COMMON STOCK 760112102 220,647.23 221 168,433 SH Sole 28 168,433 RENTRAK CORP COM STK USD0.001 COMMON STOCK 760174102 112,497.84 112 7,878 SH Sole 28 7,878 REPUBLIC AIRWAYS HLDGS INC COM COMMON STK USD0.001 STOCK 760276105 615,506.64 616 179,448 SH Sole 8, 28, 33 179,448 REPUBLIC BANCORP INC CLASS'A' COM COMMON STK NPV STOCK 760281204 436,405.30 436 19,057 SH Sole 8, 28, 33 19,057 REPUBLIC FIRST BANCORP INC COM COMMON STK USD0.01 STOCK 760416107 2,567.27 3 1,723 SH Sole 33 1,723 REPUBLIC SERVICES INC COM STK COMMON USD0.01 STOCK 760759100 24,954,128.80 24,954 905,776 SH Sole 23, 28, 35 905,776 RESMED INC COM STK USD0.004 COMMON STOCK 761152107 6,685,864.20 6,686 263,223 SH Sole 28 263,223 RESOURCE AMERICA INC CLASS'A'COM COMMON STK USD0.01 STOCK 761195205 7,882.56 8 1,656 SH Sole 33 1,656 RESPONSYS INC USD0.0001 COMMON STOCK 761248103 68,933.06 69 7,754 SH Sole 28 7,754 REVETT MINERALS INC COM NPV COMMON STOCK 761505205 229,514.72 230 48,626 SH Sole 8, 28 48,626 REVLON INC CLASS'A'COM STK USD0.01 COMMON STOCK 761525609 316,671.52 317 21,296 SH Sole 8, 28 21,296 REX ENERGY CORPORATION COM STK COMMON NPV STOCK 761565100 1,216,962.00 1,217 82,450 SH Sole 28, 30, 33 82,450 REX AMERICAN RESOURCES CORP COMMON STOCK 761624105 112,230.36 112 5,076 SH Sole 28 5,076 REYNOLDS AMERICAN INC COM STK COMMON USD0.0001 STOCK 761713106 5,732,983.62 5,733 138,411 SH Sole 28 138,411 RICHARDSON ELECTRONICS LTD COM COMMON STK USD0.05 STOCK 763165107 175,120.21 175 14,249 SH Sole 28, 33 14,249 RICKS CABARET INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 765641303 13,536.00 14 1,600 SH Sole 33 1,600 RIGEL PHARMACEUTIC COM USD0.001 COMMON STOCK 766559603 447,378.78 447 56,702 SH Sole 28, 33 56,702 RIGNET INC USD0.001 COMMON STOCK 766582100 78,678.00 79 4,700 SH Sole 28 4,700 RIMAGE CORPN COM STK USD0.01 COMMON STOCK 766721104 164,981.25 165 14,665 SH Sole 8, 28, 33 14,665 RITCHIE BROS AUCTIONEERS COM NPV COMMON STOCK 767744105 611,616.00 612 27,700 SH Sole 11 27,700 RITE AID CORP COM STK USD1 COMMON STOCK 767754104 610,309.98 610 484,373 SH Sole 28 484,373 RIVERBED TECHNOLOGY COM STK COMMON USD0.0001 STOCK 768573107 17,837,158.00 17,837 759,028 SH Sole 28, 51 759,028 RIVERVIEW BANCORP INC COM STK COMMON USD0.01 STOCK 769397100 1,587.90 2 670 SH Sole 33 670 ROBBINS & MYERS INC COM NPV COMMON 11, 28, 38, STOCK 770196103 9,725,633.10 9,726 200,322 SH Sole 47 200,322 ROBERT HALF INTERNATIONAL INC COMMON COM STK USD1 STOCK 770323103 1,672,366.52 1,672 58,762 SH Sole 28 58,762 ROCHESTER MEDICAL CORP COM STK COMMON NPV STOCK 771497104 8,638.18 9 1,042 SH Sole 33 1,042 ROCK-TENN CO CLASS'A'COM STK COMMON 8, 23, 28, USD0.01 STOCK 772739207 11,077,649.90 11,078 191,987 SH Sole 30, 43 191,987 ROCKWELL AUTOMATION INC COM STK COMMON 11, 23, 28, USD1 STOCK 773903109 13,448,867.74 13,449 183,302 SH Sole 43 183,302 ROCKVILLE FINANCIAL INC COM STK COMMON USD1 STOCK 774188106 263,164.72 263 25,402 SH Sole 28, 33 25,402 ROCKWELL COLLINS INC COM STK COMMON USD0.01 STOCK 774341101 3,951,313.94 3,951 71,362 SH Sole 11, 28 71,362 ROCKWELL MEDICAL T NPV COMMON STOCK 774374102 110,838.42 111 13,086 SH Sole 28 13,086 ROCKWOOD HLDGS INC COM STK COMMON USD0.01 STOCK 774415103 1,959,563.01 1,960 49,773 SH Sole 8, 23 49,773 ROCKY BRANDS INC COM STK NPV COMMON STOCK 774515100 7,134.82 7 791 SH Sole 33 791 ROFIN-SINAR TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 775043102 545,658.00 546 23,880 SH Sole 28, 33 23,880 ROGERS CORP CAP STK USD1 COMMON STOCK 775133101 501,848.90 502 13,615 SH Sole 28, 33 13,615 ROLLINS INC COM STK USD1 COMMON STOCK 775711104 5,062,249.28 5,062 227,824 SH Sole 11, 28 227,824 ROPER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 776696106 8,432,384.03 8,432 97,069 SH Sole 11, 28 97,069 ROSETTA RESOURCES INC COM STK COMMON USD0.01 STOCK 777779307 1,893,555.00 1,894 43,530 SH Sole 28 43,530 ROSETTA STONE INC USD0.00005 COMMON STOCK 777780107 74,682.44 75 9,788 SH Sole 28, 33 9,788 ROSS STORES INC COM STK USD0.01 COMMON 11, 28, 35, STOCK 778296103 28,348,603.08 28,349 596,436 SH Sole 38, 51 596,436 ROVI CORP COM COMMON STOCK 779376102 4,838,573.00 4,839 196,850 SH Sole 28 196,850 ROWAN COS INC COM STK USD0.125 COMMON STOCK 779382100 1,755,257.76 1,755 57,872 SH Sole 28, 33 57,872 RUBY TUESDAY INC COM USD0.01 COMMON STOCK 781182100 405,561.30 406 58,777 SH Sole 28, 33 58,777 RUDDICK CORP COM STK USD1 COMMON 11, 28, 30, STOCK 781258108 8,826,735.84 8,827 207,006 SH Sole 33 207,006 RUDOPLH TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 781270103 274,512.70 275 29,645 SH Sole 28, 33 29,645 RUE21 INC NPV COMMON STOCK 781295100 265,464.00 265 12,290 SH Sole 28 12,290 RUSH ENTERPRISES INC.- CL. A COMMON STOCK 781846209 587,308.08 587 28,074 SH Sole 28, 33 28,074 RUTH'S HOSPITALITY GROUP INC COM COMMON STK USD0.01 STOCK 783332109 143,518.69 144 28,877 SH Sole 28 28,877 RYDER SYSTEM INC COM STK USD0.50 COMMON STOCK 783549108 1,281,630.52 1,282 24,118 SH Sole 28, 33 24,118 RYLAND GROUP INC COM STK USD1 COMMON STOCK 783764103 2,215,682.64 2,216 140,589 SH Sole 25, 28, 33 140,589 S & T BANCORP INC COM STK USD2.50 COMMON STOCK 783859101 681,122.00 681 34,840 SH Sole 8, 28, 33 34,840 SEI INVESTMENT CO COM STK USD0.01 COMMON STOCK 784117103 4,552,032.75 4,552 262,365 SH Sole 28 262,365 SJW CORP COM STK USD1.042 COMMON STOCK 784305104 291,197.52 291 12,318 SH Sole 28, 33 12,318 SPX CORP COM STK USD10 COMMON STOCK 784635104 7,293,272.70 7,293 121,010 SH Sole 28, 53 121,010 STEC INC COM STK USD0.001 COMMON STOCK 784774101 259,727.24 260 30,236 SH Sole 28 30,236 SABA SOFTWARE INC COM STK COMMON USD0.001 STOCK 784932600 183,071.67 183 23,203 SH Sole 28 23,203 SY BANCORP INC COM STK NPV COMMON STOCK 785060104 341,598.67 342 16,639 SH Sole 8, 28 16,639 SAFEGUARD SCIENTIFICS INC COM STK COMMON USD0.10 STOCK 786449207 321,168.60 321 20,340 SH Sole 28, 33 20,340 SAFEWAY INC COM STK USD0.01 COMMON STOCK 786514208 2,938,551.60 2,939 139,665 SH Sole 28 139,665 SAGA COMMUNICATIONS CLASS'A'COM COMMON STK USD0.01 STOCK 786598300 124,363.26 124 3,327 SH Sole 28, 33 3,327 SAGENT PHARMACEUTICALS INC COMMON USD0.01 STOCK 786692103 114,093.00 114 5,433 SH Sole 28 5,433 ST.JUDE MEDICAL INC COM STK USD0.10 COMMON STOCK 790849103 12,020,675.10 12,021 350,457 SH Sole 28, 39 350,457 SALEM COMMUNICATIONS CORP COMMON CLASS'A'COM STK USD0.01 STOCK 794093104 5,397.00 5 2,100 SH Sole 33 2,100 SALIX PHARMACEUTICALS LTD COM COMMON NPV STOCK 795435106 5,406,284.40 5,406 112,984 SH Sole 11, 28 112,984 SANDERSON FARM INC COM STK USD1 COMMON STOCK 800013104 1,341,579.06 1,342 26,762 SH Sole 28, 30, 33 26,762 SANDY SPRING BANCORP INC COM COMMON USD1 STOCK 800363103 371,849.40 372 21,188 SH Sole 28, 33 21,188 SANFILIPPO(JOHN B)& SON INC COM COMMON STK USD0.01 STOCK 800422107 2,262.00 2 300 SH Sole 33 300 SANGAMO BIOSCIENCES INC COM STK COMMON USD0.01 STOCK 800677106 121,378.76 121 42,739 SH Sole 28 42,739 SANMINA-SCI CORP COM STK USD0.01 COMMON STOCK 800907206 632,437.61 632 67,931 SH Sole 28, 33 67,931 SANTARUS INC COM STK USD0.0001 COMMON STOCK 802817304 144,915.11 145 43,781 SH Sole 28 43,781 SAPIENT CORP COM STK USD0.01 COMMON STOCK 803062108 3,221,391.60 3,221 255,666 SH Sole 5, 28 255,666 SARA LEE CORP COM STK USD0.01 COMMON STOCK 803111103 6,693,896.00 6,694 353,800 SH Sole 28, 43 353,800 SATCON TECHNOLOGY CORP USD0.01 COMMON STOCK 803893106 41,402.70 41 68,993 SH Sole 28 68,993 SAUER-DANFOSS INC COM STK USD0.01 COMMON STOCK 804137107 344,501.94 345 9,514 SH Sole 28 9,514 SCANSOURCE INC COM STK NPV COMMON STOCK 806037107 820,224.00 820 22,784 SH Sole 28, 33 22,784 SCHAWK INC CLASS'A'COM STK COMMON USD0.008 STOCK 806373106 135,271.07 135 12,067 SH Sole 28, 33 12,067 HENRY SCHEIN INC COM STK NPV COMMON STOCK 806407102 10,417,944.42 10,418 161,694 SH Sole 28 161,694 SCHIFF NUTRITION INTERNATIONAL COMMON INC CLASS'A'COM STK STOCK 806693107 109,140.00 109 10,200 SH Sole 28 10,200 SCHLUMBERGER COM STK USD0.01 11, 23, 28, COMMON 38, 39, 50, STOCK 806857108 116,435,009.79 116,435 1,704,509 SH Sole 51, 53 1,704,509 SCHNITZER STEEL COM STK COMMON CLASS'A'USD1 STOCK 806882106 82,403.72 82 1,949 SH Sole 33 1,949 SCHOLASTIC CORP COM STK USD0.01 COMMON STOCK 807066105 2,016,951.03 2,017 67,299 SH Sole 28, 33 67,299 SCHOOL SPECIALTY INC COM STK COMMON USD0.001 STOCK 807863105 41,812.50 42 16,725 SH Sole 28, 33 16,725 SCHULMAN(A.) INC COM STK USD1 COMMON STOCK 808194104 601,215.48 601 28,386 SH Sole 28, 33 28,386 SCHWAB(CHARLES)CORP COM STK COMMON 11, 23, 28, USD0.01 STOCK 808513105 24,807,784.28 24,808 2,203,178 SH Sole 39 2,203,178 SCHWEITZER-MAUDUIT INTL INC COM COMMON STK USD0.10 STOCK 808541106 1,052,128.26 1,052 15,831 SH Sole 8, 28 15,831 SCOTTS MIRACLE-GRO CO COMMON CLASS'A'COM STK NPV STOCK 810186106 3,616,560.71 3,617 77,459 SH Sole 28 77,459 SCRIPPS(EW)CO NEW CLASS'A'COM STK COMMON USD0.01 STOCK 811054402 253,428.39 253 31,639 SH Sole 28, 33 31,639 SCRIPPS NETWORKS INTERACTIVE INC COMMON 'A' USD0.01 STOCK 811065101 8,784,248.76 8,784 207,078 SH Sole 11, 28 207,078 SEABOARD CORP ORD COMMON STOCK 811543107 523,252.00 523 257 SH Sole 28 257 SEABRIGHT HLDGS INC COMMON STOCK 811656107 144,546.75 145 18,895 SH Sole 28, 33 18,895 SEACHANGE INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 811699107 176,720.14 177 25,138 SH Sole 28, 33 25,138 SEACOAST BANKING COM USD0.10 COMMON STOCK 811707306 101,966.16 102 67,083 SH Sole 28, 33 67,083 SEACOR HLDGS INC COM STK USD0.01 COMMON STOCK 811904101 115,648.00 116 1,300 SH Sole 33 1,300 SEALY CORP COM STK USD0.01 COMMON STOCK 812139301 68,120.60 68 39,605 SH Sole 28 39,605 SEARS HLDGS CORP COM STK USD0.01 COMMON STOCK 812350106 503,109.18 503 15,831 SH Sole 28 15,831 SEATTLE GENETICS INC COM STK COMMON USD0.01 STOCK 812578102 1,324,780.76 1,325 79,257 SH Sole 28 79,257 SELECTIVE INSURANCE GROUP COM COMMON USD2 STOCK 816300107 1,273,297.68 1,273 71,816 SH Sole 8, 28, 33 71,816 SEMTECH CORP COM STK USD0.01 COMMON STOCK 816850101 5,549,454.16 5,549 223,588 SH Sole 8, 28, 47 223,588 SEMPRA ENERGY CORP COM STK NPV COMMON 11, 28, 35, STOCK 816851109 13,556,895.00 13,557 246,489 SH Sole 43 246,489 SENECA FOODS CLASS'A'COM STK COMMON USD0.25 STOCK 817070501 226,493.04 226 8,772 SH Sole 28, 33 8,772 SEQUENOM INC COM STK USD0.001 COMMON STOCK 817337405 362,100.95 362 81,371 SH Sole 28 81,371 SERVICE CORPORATION COMMON INTERNATIONAL COM STK USD1 STOCK 817565104 6,087,476.10 6,087 571,594 SH Sole 25, 28, 33 571,594 SHAW GROUP INC COM STK NPV COMMON STOCK 820280105 3,136,782.10 3,137 116,609 SH Sole 28 116,609 SHERWIN-WILLIAMS CO COM STK USD1 COMMON STOCK 824348106 3,154,712.53 3,155 35,339 SH Sole 28 35,339 SHILOH INDUSTRIES INC COM STK COMMON USD0.01 STOCK 824543102 49,735.30 50 5,935 SH Sole 28, 33 5,935 SHOE CARNIVAL INC COM STK USD0.10 COMMON STOCK 824889109 230,451.90 230 8,967 SH Sole 28, 33 8,967 SHORETEL INC USD0.001 COMMON STOCK 825211105 247,212.24 247 38,748 SH Sole 28 38,748 SHUFFLE MASTER INC COM STK USD0.01 COMMON STOCK 825549108 2,109,600.00 2,110 180,000 SH Sole 25, 28 180,000 SIFCO INDUSTRIES INC COM STK USD1 COMMON STOCK 826546103 3,988.00 4 200 SH Sole 33 200 SIGMA ALDRICH CORP COM STK USD1 COMMON STOCK 826552101 8,470,887.66 8,471 135,621 SH Sole 11, 28 135,621 SIGMA DESIGNS INC COM STK NPV COMMON STOCK 826565103 334,692.00 335 55,782 SH Sole 8, 28, 33 55,782 SIGA TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 826917106 73,185.84 73 29,042 SH Sole 28 29,042 SILICON LABORATORIES COM STK COMMON USD0.0001 STOCK 826919102 3,252,331.68 3,252 74,904 SH Sole 28 74,904 SILGAN HLDGS INC COM STK USD0.01 COMMON STOCK 827048109 5,683,982.64 5,684 147,101 SH Sole 11, 25, 28 147,101 SIMMONS FIRST NATIONAL CORP COMMON CLASS'A'COM STK USD5 STOCK 828730200 440,342.05 440 16,195 SH Sole 28, 33 16,195 SIMPSON MFG CO INC COM STK USD0.01 COMMON STOCK 829073105 3,079,654.38 3,080 91,493 SH Sole 25, 28, 33 91,493 SINCLAIR BROADCAST GROUP INC COMMON CLASS'A'COM STK STOCK 829226109 469,957.07 470 41,479 SH Sole 28 41,479 SKECHERS USA INC CLASS'A'COM STK COMMON USD0.001 STOCK 830566105 405,644.28 406 33,469 SH Sole 28, 33 33,469 SKYLINE CORP COM STK USD0.027 COMMON STOCK 830830105 28,870.95 29 6,637 SH Sole 28, 33 6,637 SKYWEST INC COM STK NPV COMMON STOCK 830879102 1,403,293.99 1,403 111,461 SH Sole 28, 30, 33 111,461 SMITH & WESSON HLDGS CORP COM COMMON STK USD0.001 STOCK 831756101 224,474.60 224 51,485 SH Sole 28, 33 51,485 SMITH(A.O.)CORP COM STK USD1 COMMON STOCK 831865209 3,373,008.76 3,373 84,073 SH Sole 28, 43 84,073 SMITH MICRO SOFTWARE COM STK COMMON USD0.001 STOCK 832154108 105,973.66 106 93,782 SH Sole 28, 30, 33 93,782 SMITHFIELD FOODS INC COM STK COMMON USD0.5 STOCK 832248108 7,723,103.80 7,723 318,085 SH Sole 28, 33 318,085 SMUCKER(J.M.)CO COM STK NPV COMMON STOCK 832696405 7,334,925.61 7,335 93,833 SH Sole 11, 23, 28 93,833 SNAP-ON INC COM STK USD1 COMMON STOCK 833034101 3,271,013.78 3,271 64,619 SH Sole 23, 28 64,619 SNYDER'S-LANCE INC USD0.833 COMMON STOCK 833551104 875,902.50 876 38,929 SH Sole 28, 33 38,929 SOLUTIA INC COM STK USD0.01 COMMON STOCK 834376501 565,056.00 565 32,700 SH Sole 8 32,700 SOMERSET HILLS BANCORP COM STK COMMON USD0.01 STOCK 834728107 3,166.80 3 420 SH Sole 33 420 SONIC CORP COM STK USD0.01 COMMON STOCK 835451105 341,621.53 342 50,761 SH Sole 28 50,761 SONOCO PRODUCTS CO COM STK NPV COMMON STOCK 835495102 5,897,269.12 5,897 178,922 SH Sole 28 178,922 SOTHEBYS INC CLASS'A'LIM.V COM COMMON STK USD0.10 BR STOCK 835898107 5,033,405.25 5,033 176,425 SH Sole 28 176,425 SONUS NETWORKS INC COM STK COMMON USD0.001 STOCK 835916107 441,873.60 442 184,114 SH Sole 28, 33 184,114 SOUNDBITE COMMUNICATIONS INC COMMON COM STK NPV STOCK 836091108 3,150.00 3 1,400 SH Sole 33 1,400 SOUTH JERSEY INDUSTRIES INC COM COMMON STK USD1.25 STOCK 838518108 3,052,855.78 3,053 53,738 SH Sole 8, 11, 28 53,738 SOUTHERN CO COM STK USD5 COMMON STOCK 842587107 16,333,750.53 16,334 352,857 SH Sole 28 352,857 SOUTHERN COMMUNITY FINANCIAL COMMON CORP COM STK NPV STOCK 842632101 1,638.00 2 1,400 SH Sole 33 1,400 SOUTHERN UNION CO COM STK USD1 COMMON STOCK 844030106 9,400,004.75 9,400 223,225 SH Sole 28 223,225 SOUTHWEST AIRLINES CO COM STK COMMON USD1 STOCK 844741108 9,175,720.80 9,176 1,071,930 SH Sole 23, 28 1,071,930 SOUTHWEST BANCORP INC OKLAHOMA COMMON COM STK USD1 STOCK 844767103 477,354.28 477 80,093 SH Sole 8, 28, 33 80,093 SOUTHWEST GAS CORP COM STK USD1 COMMON STOCK 844895102 5,437,827.71 5,438 127,979 SH Sole 8, 28, 30 127,979 SOUTHWESTERN ENERGY CO COM STK COMMON 23, 28, 37, USD0.10 STOCK 845467109 20,857,554.62 20,858 653,023 SH Sole 51 653,023 SPARTAN MOTORS COM STK USD0.01 COMMON STOCK 846819100 151,144.63 151 31,423 SH Sole 28, 33 31,423 SPARTAN STORES INC COM STK USD0.01 COMMON 8, 28, 30, STOCK 846822104 3,555,903.50 3,556 192,211 SH Sole 33 192,211 SPARTECH CORP COM STK USD0.75 COMMON STOCK 847220209 134,875.95 135 28,515 SH Sole 28, 33 28,515 SPARTON CORP COM STK USD1.25 COMMON STOCK 847235108 9,161.10 9 1,053 SH Sole 33 1,053 SPECTRA ENERGY CORP COM USD0.001 COMMON STOCK 847560109 8,187,495.00 8,187 266,260 SH Sole 28 266,260 SPEEDWAY MOTOR SPORTS INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 847788106 3,103,834.44 3,104 202,468 SH Sole 33 202,468 SPIRIT AIRLINES INC USD0.0001 COMMON STOCK 848577102 440,778.00 441 28,255 SH Sole 8, 28 28,255 SPRINT NEXTEL CORP FON COM STK COMMON USD2 STOCK 852061100 8,784,460.62 8,784 3,754,043 SH Sole 28, 34 3,754,043 STAAR SURGICAL CO COM STK USD0.01 COMMON STOCK 852312305 306,370.94 306 29,206 SH Sole 28 29,206 STAMPS.COM, INC COMMON STOCK 852857200 888,158.70 888 33,990 SH Sole 28, 30 33,990 STANCORP FINANCIAL GROUP COM STK COMMON NPV STOCK 852891100 5,490,523.50 5,491 149,402 SH Sole 28, 33, 37 149,402 STANDARD MICROSYSTEMS CORP COM COMMON STK USD0.10 STOCK 853626109 534,675.96 535 20,748 SH Sole 28, 33 20,748 STANDARD MOTOR PRODUCTS INC COM COMMON STK USD2 STOCK 853666105 376,077.85 376 18,757 SH Sole 28, 33 18,757 STANDARD PARKING CORP COM STK COMMON USD0.001 STOCK 853790103 231,219.93 231 12,939 SH Sole 28 12,939 STANDARD REGISTER CO COM STK COMMON USD1 STOCK 853887107 8,213.25 8 3,525 SH Sole 33 3,525 STANDEX INTERNATIONAL CORP COM COMMON STK USD1.5 STOCK 854231107 611,950.53 612 17,909 SH Sole 8, 28, 33 17,909 STANLEY FURNITURE INC COM STK COMMON USD0.02 STOCK 854305208 4,560.00 5 1,520 SH Sole 33 1,520 STANLEY BLACK & DECKER INC COMMON USD2.50 STOCK 854502101 7,855,660.80 7,856 116,208 SH Sole 23, 28, 51 116,208 STAPLES INC COM STK USD0.0006 COMMON 23, 28, 39, STOCK 855030102 24,732,742.35 24,733 1,780,615 SH Sole 41, 51 1,780,615 STARBUCKS CORP COM STK NPV COMMON 11, 23, 28, STOCK 855244109 36,713,495.46 36,713 797,946 SH Sole 38, 50, 53 797,946 STATE AUTO FINANCIAL CORP COM STK COMMON NPV STOCK 855707105 205,942.86 206 15,154 SH Sole 28, 33 15,154 STATE BANCORP INC NY COM STK USD5 COMMON STOCK 855716106 272,596.80 273 22,344 SH Sole 8, 28, 33 22,344 STATE BANK FINANCIAL CORP USD0.01 COMMON STOCK 856190103 1,406,045.94 1,406 93,054 SH Sole 28, 30 93,054 STATE STREET CORP COM STK USD1 COMMON 11, 23, 28, STOCK 857477103 29,525,623.84 29,526 732,464 SH Sole 39, 41 732,464 STEEL DYNAMICS INC COM STK USD0.01 COMMON STOCK 858119100 5,559,438.65 5,559 422,771 SH Sole 28, 33 422,771 STEELCASE INC COM STK NPV COMMON STOCK 858155203 599,045.46 599 80,301 SH Sole 28, 33 80,301 STEIN MART COM STK USD0.01 COMMON STOCK 858375108 198,749.85 199 29,185 SH Sole 28, 33 29,185 STEINWAY MUSICAL INSTRUMENTS COMMON COM STK USD0.001 STOCK 858495104 180,763.76 181 7,219 SH Sole 28, 33 7,219 STEPAN CO COM STK USD1 COMMON STOCK 858586100 533,144.16 533 6,651 SH Sole 28 6,651 STERICYCLE INC COM STK USD0.01 COMMON STOCK 858912108 12,214,271.68 12,214 156,754 SH Sole 11, 23, 28 156,754 STERIS CORP COM STK NPV COMMON STOCK 859152100 4,545,730.98 4,546 152,439 SH Sole 28 152,439 STERLING BANCORP COM STK USD1 COMMON STOCK 859158107 237,695.04 238 27,511 SH Sole 28, 33 27,511 STERLING CONSTRUCTION CO INC COM COMMON STK USD0.01 STOCK 859241101 166,558.05 167 15,465 SH Sole 28, 33 15,465 STERLING FINANCIAL CORP(WASH) COMMON USD1 STOCK 859319303 678,855.00 679 40,650 SH Sole 8, 28 40,650 STEWART ENTERPRISES INC COMMON CLASS'A'COM STK NPV STOCK 860370105 737,533.44 738 128,044 SH Sole 8, 28, 33 128,044 STEWART INFORMATION SERVICES COMMON CORP COM STK USD1 STOCK 860372101 197,967.00 198 17,140 SH Sole 28, 33 17,140 STIFEL FINANCIAL CORP COM STK COMMON USD0.15 STOCK 860630102 1,415,135.70 1,415 44,154 SH Sole 28 44,154 STONE ENERGY CORP COM STK USD0.01 COMMON STOCK 861642106 1,396,821.00 1,397 52,950 SH Sole 8, 28, 33 52,950 STRATASYS INC COM STK USD0.01 COMMON STOCK 862685104 3,040,178.93 3,040 99,973 SH Sole 5, 28 99,973 STRAYER EDUCATION INC COM STK COMMON USD0.01 STOCK 863236105 3,331,284.44 3,331 34,276 SH Sole 11, 28 34,276 STRYKER CORP COM STK USD0.10 COMMON STOCK 863667101 6,620,228.67 6,620 133,177 SH Sole 28 133,177 STURM RUGER & CO INC COM STK USD1 COMMON STOCK 864159108 518,663.46 519 15,501 SH Sole 28 15,501 SUCCESSFACTORS USD0.001 COMMON STOCK 864596101 5,821,338.96 5,821 146,008 SH Sole 28, 38 146,008 SUFFOLK BANCORP COM STK USD2.5 COMMON STOCK 864739107 134,400.24 134 12,456 SH Sole 8, 28 12,456 SUCAMPO PHARMACEUTICALS INC COMMON CLS'A' COM STK USD0.01 STOCK 864909106 47,449.73 47 10,711 SH Sole 28 10,711 SUMMER INFANT INC COM STK USD0.01 COMMON STOCK 865646103 75,757.44 76 10,761 SH Sole 28 10,761 SUN HYDRAULICS INC COM STK COMMON USD0.001 STOCK 866942105 386,220.12 386 16,484 SH Sole 28 16,484 SUNESIS PHARMACEUTICALS INC COMMON USD0.0001 STOCK 867328601 28,289.43 28 24,179 SH Sole 28 24,179 SUNPOWER CORP COM USD0.001 COMMON STOCK 867652406 6,803.16 7 1,092 SH Sole 33 1,092 SUNTRUST BANKS INC COM STK USD1 COMMON 23, 28, 34, STOCK 867914103 12,004,458.60 12,004 678,218 SH Sole 43, 51 678,218 SUPERIOR ENERGY SERVICES INC COM COMMON STK USD0.001 STOCK 868157108 5,400,187.20 5,400 189,880 SH Sole 28, 47 189,880 SUPERIOR INDUSTRIES INTERNATIONAL COMMON COM STK USD0.50 STOCK 868168105 936,279.78 936 56,607 SH Sole 8, 28, 33 56,607 SUPERIOR UNIFORM GROUP INC COM COMMON STK USD0.001 STOCK 868358102 3,729.00 4 300 SH Sole 33 300 SUPERMEDIA INC USD0.01 COMMON STOCK 868447103 1,718.64 2 651 SH Sole 48 651 SUPERTEX INC COM STK NPV COMMON STOCK 868532102 1,218,439.68 1,218 64,536 SH Sole 25, 28, 33 64,536 SUPERVALU INC COM STK USD1 COMMON STOCK 868536103 851,455.08 851 104,859 SH Sole 28, 33 104,859 SUREWEST COMMUNICATIONS COM COMMON STK USD0.001 STOCK 868733106 158,543.37 159 13,179 SH Sole 28, 33 13,179 SURMODICS INC COM STK USD0.05 COMMON STOCK 868873100 206,779.30 207 14,105 SH Sole 28, 33 14,105 SUSQUEHANNA BANCHARE COM STK COMMON USD2 STOCK 869099101 1,665,633.94 1,666 198,763 SH Sole 8, 28, 33 198,763 SUSSER HLDGS LLC/FINANCE CORP COMMON COM STK NPV STOCK 869233106 210,569.58 211 9,309 SH Sole 28, 33 9,309 SWIFT ENERGY CO COM STK USD0.01 COMMON STOCK 870738101 2,527,953.48 2,528 85,059 SH Sole 28, 30, 33 85,059 SWISHER HYGIENE INC NPV COMMON STOCK 870808102 260,087.08 260 69,542 SH Sole 28 69,542 SYCAMORE NETWORK USD0.001 COMMON STOCK 871206405 365,983.40 366 20,446 SH Sole 28, 33 20,446 SYKES ENTERPRISES INC COM STK COMMON USD0.01 STOCK 871237103 1,371,079.98 1,371 87,553 SH Sole 28, 30, 33 87,553 SYMANTEC CORP COM STK USD0.01 COMMON STOCK 871503108 8,951,330.50 8,951 571,970 SH Sole 11, 28, 35 571,970 SYMMETRICOM INC USD0.0001 COMMON STOCK 871543104 314,323.24 314 58,316 SH Sole 8, 28, 33 58,316 SYMMETRY MEDICAL INC COM STK COMMON USD0.0001 STOCK 871546206 267,361.38 267 33,462 SH Sole 28, 33 33,462 SYNALLOY CORP COM STK USD1 COMMON STOCK 871565107 4,108.00 4 400 SH Sole 33 400 SYNOPSYS INC COM STK USD0.01 COMMON STOCK 871607107 6,975,412.80 6,975 256,449 SH Sole 28 256,449 SYNTHESIS ENERGY SYSTEMS INC COMMON USD0.01 STOCK 871628103 804.45 1 519 SH Sole 33 519 SYNTROLEUM CORP COM STK NPV COMMON STOCK 871630109 71,815.68 72 74,808 SH Sole 28 74,808 SYPRIS SOLUTIONS INC COM STK COMMON USD0.01 STOCK 871655106 35.73 0 9 SH Sole 33 9 SYSCO CORP COM STK USD1 COMMON STOCK 871829107 26,883,438.05 26,883 916,585 SH Sole 23, 28, 31 916,585 SYSTEMAX INC COM STK USD0.01 COMMON STOCK 871851101 174,832.14 175 10,654 SH Sole 28, 33 10,654 TCF FINANCIAL COM STK USD0.01 COMMON STOCK 872275102 3,721,526.16 3,722 360,613 SH Sole 28, 43 360,613 TECO ENERGY INC COM STK USD1 COMMON STOCK 872375100 1,685,315.28 1,685 88,052 SH Sole 28 88,052 TESSCO TECHOLOGIES INC COM STK COMMON USD0.01 STOCK 872386107 13,129.00 13 950 SH Sole 33 950 TGC INDUSTRIES INC COM STK USD0.01 COMMON STOCK 872417308 13,494.60 13 1,890 SH Sole 33 1,890 THL CREDIT INC USD0.001 COMMON STOCK 872438106 92,295.39 92 7,559 SH Sole 28 7,559 THQ INC COM STK USD0.01 COMMON STOCK 872443403 48,437.08 48 63,733 SH Sole 28, 33 63,733 TJX COS INC COM STK USD1 COMMON 28, 35, 38, STOCK 872540109 36,310,795.10 36,311 562,522 SH Sole 39 562,522 TRC COS INC COM STK USD0.10 COMMON STOCK 872625108 86,634.15 87 14,415 SH Sole 28 14,415 TNS INC COM STK USD0.001 COMMON STOCK 872960109 370,170.80 370 20,890 SH Sole 28 20,890 TAKE TWO INTERACTIVE SOFTWARE COMMON INC COM STK USD0.01 STOCK 874054109 2,814,036.90 2,814 207,678 SH Sole 8, 28, 33 207,678 TAL INTERNATIONAL GROUP COM STK COMMON USD0.001 STOCK 874083108 2,022,468.71 2,022 70,249 SH Sole 28, 33, 47 70,249 TALBOTS INC COM STK USD0.01 COMMON STOCK 874161102 152,870.20 153 57,470 SH Sole 28 57,470 TANDY BRANDS ACCESSORIES COM COMMON STK USD1 STOCK 875378101 490.00 0 500 SH Sole 33 500 TAYLOR CAPITAL GROUP INC COM STK COMMON USD0.01 STOCK 876851106 110,914.92 111 11,411 SH Sole 28, 33 11,411 TEAM INC COM STK USD0.30 COMMON STOCK 878155100 1,043,719.25 1,044 35,083 SH Sole 8, 28 35,083 TECH DATA CORP COM STK USD0.0015 COMMON STOCK 878237106 3,827,446.83 3,827 77,463 SH Sole 28, 33 77,463 TECHNE CORP COM STK USD0.01 COMMON STOCK 878377100 4,520,040.68 4,520 66,218 SH Sole 28 66,218 TECUMSEH PRODUCTS CO COMMON CLASS'A'COM USD1 STOCK 878895200 74,828.70 75 15,921 SH Sole 28, 33 15,921 TEJON RANCH CO COM STK USD0.50 COMMON STOCK 879080109 285,779.52 286 11,674 SH Sole 28 11,674 TEKELEC INC COM STK NPV COMMON STOCK 879101103 729,839.82 730 66,774 SH Sole 8, 28, 33 66,774 TELEDYNE TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 879360105 1,671,224.65 1,671 30,469 SH Sole 28, 33 30,469 TELEFLEX INC COM STK USD1 COMMON 25, 28, 33, STOCK 879369106 8,728,860.51 8,729 142,419 SH Sole 43 142,419 TELEPHONE & DATA SYSTEMS INC COM COMMON STK USD0.01 STOCK 879433100 4,329,196.35 4,329 167,215 SH Sole 28, 33 167,215 TELEPHONE & DATA SYSTEMS INC COM COMMON STK USD0.01 (SPEC STOCK 879433860 50,001.00 50 2,100 SH Sole 33 2,100 TELENAV INC USD0.001 COMMON STOCK 879455103 104,466.56 104 13,376 SH Sole 28 13,376 TELLABS INC COM STK USD0.01 COMMON STOCK 879664100 2,728,700.84 2,729 675,421 SH Sole 28, 33 675,421 TEMPLE-INLAND INC COM STK USD1 COMMON STOCK 879868107 6,294,435.00 6,294 198,500 SH Sole 28, 33 198,500 TELETECH HLDGS COM STK USD0.01 COMMON STOCK 879939106 451,170.00 451 27,850 SH Sole 8, 28 27,850 TENNANT CO COM STK USD0.375 COMMON STOCK 880345103 611,386.23 611 15,729 SH Sole 28 15,729 TENNECO INC COM STK USD0.01 COMMON STOCK 880349105 1,479,232.16 1,479 49,672 SH Sole 28 49,672 TERADYNE INC COM STK USD0.125 COMMON 23, 25, 28, STOCK 880770102 8,871,821.52 8,872 650,904 SH Sole 35 650,904 TEREX CORP COM STK USD0.01 COMMON STOCK 880779103 3,671,004.75 3,671 271,725 SH Sole 28, 33, 43 271,725 TESORO CORP COM STK USD0.1666 COMMON STOCK 881609101 1,887,744.96 1,888 80,811 SH Sole 28, 33 80,811 TEXAS INDUSTRIES INC COM STK USD1 COMMON STOCK 882491103 617,939.28 618 20,076 SH Sole 28, 33 20,076 TEXAS INSTRUMENTS INC COM STK COMMON 11, 23, 28, USD1 STOCK 882508104 44,449,834.71 44,450 1,526,961 SH Sole 34, 51 1,526,961 TEXAS ROADHOUSE COM STK CL'A' COMMON USD0.001 STOCK 882681109 770,821.70 771 51,733 SH Sole 28 51,733 TEXTRON INC COM STK USD0.125 COMMON STOCK 883203101 3,998,776.83 3,999 216,267 SH Sole 23, 28, 41 216,267 THERAGENICS CORP COM STK USD0.01 COMMON STOCK 883375107 5,040.00 5 3,000 SH Sole 33 3,000 THERMO FISHER SCIENTIFIC INC COM COMMON 23, 28, 34, STK USD1 STOCK 883556102 14,273,298.12 14,273 317,396 SH Sole 51 317,396 THOMAS & BETTS CORP COM STK COMMON 23, 28, 33, USD0.10 STOCK 884315102 12,142,930.80 12,143 222,398 SH Sole 51 222,398 THOMPSON CREEK METALS CO INC COMMON COM STOCK 884768102 873,988.08 874 125,573 SH Sole 28 125,573 THOR INDUSTRIES COM STK USD0.10 COMMON STOCK 885160101 2,154,187.62 2,154 78,534 SH Sole 28 78,534 THORATEC CORP COM STK NPV COMMON STOCK 885175307 3,599,477.80 3,599 107,255 SH Sole 28 107,255 TIDEWATER INC COM STK USD0.10 COMMON 28, 30, 33, STOCK 886423102 12,341,071.80 12,341 250,326 SH Sole 39 250,326 TIFFANY & CO COM STK USD0.01 COMMON STOCK 886547108 4,176,632.84 4,177 63,034 SH Sole 23, 28 63,034 TIME WARNER INC USD0.01 COMMON 11, 28, 41, STOCK 887317303 27,393,397.20 27,393 757,980 SH Sole 51 757,980 TIMKEN CO COM STK NPV COMMON STOCK 887389104 5,825,313.06 5,825 150,486 SH Sole 28, 33 150,486 TITANIUM METALS CORP COM STK COMMON USD0.01 STOCK 888339207 507,807.02 508 33,899 SH Sole 28 33,899 TIVO INC COM STK USD0.001 COMMON STOCK 888706108 878,566.65 879 97,945 SH Sole 28 97,945 TOLL BROS INC COM STK USD0.01 COMMON 23, 28, 33, STOCK 889478103 8,041,743.14 8,042 393,817 SH Sole 51 393,817 TOMPKINS FINANCIAL CORP COM STK COMMON USD0.10 STOCK 890110109 470,630.71 471 12,221 SH Sole 8, 28, 33 12,221 TOOTSIE ROLL INDUSTRIES INC COM COMMON STK USD0.694 STOCK 890516107 1,524,466.35 1,524 64,405 SH Sole 28, 33 64,405 TORCHMARK CORP COM STK USD1 COMMON STOCK 891027104 3,577,418.72 3,577 82,448 SH Sole 23, 28 82,448 TORO CO COM STK USD1 COMMON STOCK 891092108 661,861.26 662 10,911 SH Sole 11 10,911 TOWER BANCORP INC COM NPV COMMON STOCK 891709107 283,288.04 283 9,926 SH Sole 8, 28, 33 9,926 TOWER GROUP INC COM STK USD0.01 COMMON STOCK 891777104 725,656.09 726 35,977 SH Sole 8, 28, 33 35,977 TOWER INTL INC USD0.01 COMMON STOCK 891826109 57,426.78 57 5,347 SH Sole 28 5,347 TOWERS WATSON & CO CLASS A COMMON USD0.01 STOCK 891894107 9,715,072.51 9,715 162,107 SH Sole 28, 35 162,107 TOTAL SYSTEM SERVICES INC USD0.1 COMMON STOCK 891906109 1,292,387.88 1,292 66,073 SH Sole 28 66,073 TOWERSTREAM CORP COM STK COMMON USD0.001 STOCK 892000100 72,090.90 72 34,329 SH Sole 28 34,329 TRACTOR SUPPLY CO COM STK COMMON 11, 23, 28, USD0.008 STOCK 892356106 17,824,062.75 17,824 254,085 SH Sole 47 254,085 TRANSATLANTIC HLDGS INC COM STK COMMON 23, 28, 30, USD1 STOCK 893521104 10,463,445.59 10,463 191,183 SH Sole 33, 43 191,183 TRANSDIGM GROUP INC USD0.01 COMMON STOCK 893641100 14,168,581.44 14,169 148,083 SH Sole 23, 38, 47 148,083 TRANSCEND SERVICES INC COM STK COMMON USD0.01 STOCK 893929208 170,808.54 171 7,198 SH Sole 28 7,198 TREDEGAR CORP COM NPV COMMON STOCK 894650100 436,200.82 436 19,631 SH Sole 28 19,631 TREE COM INC USD0.01 COMMON STOCK 894675107 6,708.00 7 1,200 SH Sole 33 1,200 TRIANGLE CAPITAL CORPORATION COMMON COM STK USD0.001 STOCK 895848109 348,366.40 348 18,220 SH Sole 28 18,220 TRICO BANCSHARES COM STK NPV COMMON STOCK 896095106 179,584.38 180 12,629 SH Sole 8, 28, 33 12,629 TRIMAS CORP USD0.01 COMMON STOCK 896215209 376,770.50 377 20,990 SH Sole 28 20,990 TRIMBLE NAVIGATION COM STK NPV COMMON 11, 23, 28, STOCK 896239100 20,693,554.00 20,694 476,810 SH Sole 38 476,810 TRINITY INDUSTRIES INC COM STK COMMON USD1 STOCK 896522109 4,677,726.78 4,678 155,613 SH Sole 28, 33 155,613 TRIPLE-S MANAGEMENT CORPORATION COMMON 8, 28, 30, COM STK USD1 'B' STOCK 896749108 3,812,148.34 3,812 190,417 SH Sole 33 190,417 TRIUMPH GROUP INC COM STK USD0.001 COMMON 8, 28, 33, STOCK 896818101 14,794,805.55 14,795 253,119 SH Sole 38 253,119 TRIPADVISOR INC USD0.001 COMMON STOCK 896945201 1,001,026.08 1,001 39,708 SH Sole 28 39,708 TRUSTCO BANK CORP NY COM STK COMMON USD1 STOCK 898349105 584,017.83 584 104,103 SH Sole 8, 28 104,103 TRUSTMARK CORP COM STK NPV COMMON STOCK 898402102 4,555,200.86 4,555 187,534 SH Sole 8, 28, 33 187,534 TUESDAY MORNING CORP COM STK COMMON NPV STOCK 899035505 121,750.50 122 35,290 SH Sole 28 35,290 TUPPERWARE BRANDS CORP COM STK COMMON USD0.01 STOCK 899896104 5,745,544.38 5,746 102,654 SH Sole 28 102,654 TUTOR PERINI CORP COM STK USD1 COMMON STOCK 901109108 1,246,389.36 1,246 101,004 SH Sole 28, 30, 33 101,004 TWIN DISC INC COM STK NPV COMMON STOCK 901476101 252,605.60 253 6,955 SH Sole 28 6,955 II-VI INC NPV COMMON STOCK 902104108 780,722.28 781 42,523 SH Sole 28 42,523 TYLER TECHNOLOGIES INC COM COMMON STK.USD0.01 STOCK 902252105 734,503.34 735 24,394 SH Sole 28 24,394 TYSON FOODS INC(DEL) CLASS'A'COM COMMON STK USD0.10 STOCK 902494103 12,773,538.72 12,774 618,873 SH Sole 11, 28, 37 618,873 UGI CORP COM NPV COMMON STOCK 902681105 9,076,279.80 9,076 308,717 SH Sole 28, 37 308,717 UIL HOLDINGS CORP COM STK NPV COMMON STOCK 902748102 4,236,017.31 4,236 119,763 SH Sole 8, 28, 30 119,763 UMB FINANCIAL CORP COM STK COMMON USD12.50 STOCK 902788108 1,044,192.00 1,044 28,032 SH Sole 28, 33 28,032 USA TRUCK INC COM STK USD0.01 COMMON STOCK 902925106 9,662.50 10 1,250 SH Sole 33 1,250 US BANCORP DELAWARE COM STK 11, 23, 28, USD0.01 COMMON 31, 34, 41, STOCK 902973304 57,337,966.15 57,338 2,119,703 SH Sole 51 2,119,703 URS CORP COM STK USD0.01 COMMON STOCK 903236107 7,864,772.80 7,865 223,940 SH Sole 28, 33, 35 223,940 USG CORP COM STK USD0.10 COMMON STOCK 903293405 599,714.32 600 59,027 SH Sole 28, 33 59,027 ULTRALIFE CORP COM STK USD0.10 COMMON STOCK 903899102 7,035.00 7 1,750 SH Sole 33 1,750 ULTRA PETROLEUM CORP COM NPV COMMON STOCK 903914109 8,915,489.22 8,915 300,894 SH Sole 23 300,894 ULTRA TECH INC COMMON STOCK 904034105 529,458.93 529 21,549 SH Sole 28, 33 21,549 UMPQUA HOLDINGS CORP COM STK COMMON USD0.01 STOCK 904214103 1,296,663.06 1,297 104,654 SH Sole 28, 33 104,654 UNDER ARMOUR INC COM STK COMMON 5, 28, 38, USD0.000333 CLASS 'A' STOCK 904311107 23,202,312.63 23,202 323,197 SH Sole 47, 51 323,197 UNIFI INC USD0.1 COMMON STOCK 904677200 99,871.60 100 13,141 SH Sole 28, 33 13,141 UNIFIRST CORP COM STK USD0.10 COMMON STOCK 904708104 762,188.42 762 13,433 SH Sole 28, 33 13,433 UNION PACIFIC CORP COM STK USD2.50 COMMON 11, 23, 28, STOCK 907818108 51,379,099.02 51,379 484,983 SH Sole 38, 50, 53 484,983 UNISOURCE ENERGY CORP COM STK COMMON NPV STOCK 909205106 5,075,909.28 5,076 137,484 SH Sole 8, 28, 30 137,484 UNISYS CORP COM STK USD0.01 COMMON STOCK 909214306 1,262,937.96 1,263 64,076 SH Sole 8, 28, 30 64,076 UNIT CORP COM STK USD0.20 COMMON STOCK 909218109 3,665,228.80 3,665 78,992 SH Sole 28, 33 78,992 UNITED COMMUNITY FINANCIAL CORP COMMON NPV STOCK 909839102 969.01 1 763 SH Sole 33 763 UNITED BANKSHARES INC COM STK COMMON USD2.50 STOCK 909907107 977,604.87 978 34,581 SH Sole 8, 28, 33 34,581 UNITED CONTINENTAL HLDGS INC COMMON USD0.01 STOCK 910047109 1,291,443.93 1,291 68,439 SH Sole 43 68,439 UNITED FIRE & CASUALTY CO COM STK COMMON USD3.33 1/3 STOCK 910331107 400,835.34 401 19,863 SH Sole 28, 33 19,863 UNITED NATURAL FOODS INC COM STK COMMON USD0.01 STOCK 911163103 1,601,520.28 1,602 40,028 SH Sole 28, 33 40,028 UNITED ONLINE INC COM STK USD0.001 COMMON STOCK 911268100 1,075,128.96 1,075 197,634 SH Sole 8, 28, 33 197,634 UNITED PARCEL SERVICE INC COMMON 11, 23, 28, CLASS'B'COM STK USD0.01 STOCK 911312106 38,536,511.13 38,537 526,527 SH Sole 37 526,527 UNITED RENTALS INC COM STK USD0.01 COMMON STOCK 911363109 6,503,836.80 6,504 220,096 SH Sole 23, 28 220,096 UNITED SECURITY BANK COM STK NPV COMMON STOCK 911460103 565.02 1 258 SH Sole 33 258 UNITED STATES CELLULAR CORP COM COMMON STK USD1 STOCK 911684108 78,883.04 79 1,808 SH Sole 33 1,808 U.S.ENERGY CORP COM STK USD0.01 COMMON STOCK 911805109 57,551.07 58 19,777 SH Sole 28 19,777 UNITED STATES LIME & MINERALS INC COMMON COM STK USD0.10 STOCK 911922102 127,974.19 128 2,129 SH Sole 28 2,129 U.S.GOLD CORP COM STK USD0.10 COMMON STOCK 912023207 291,285.12 291 86,692 SH Sole 28 86,692 UNITED STATES STEEL CORP COM STK COMMON USD1 STOCK 912909108 1,557,541.44 1,558 58,864 SH Sole 28 58,864 UNITED STATIONERS INC COM STK COMMON 8, 11, 28, USD0.10 STOCK 913004107 2,895,821.28 2,896 88,938 SH Sole 33 88,938 UNITED TECHNOLOGIES CORP COM STK 11, 23, 28, USD1 COMMON 31, 39, 50, STOCK 913017109 75,205,955.50 75,206 1,028,950 SH Sole 51 1,028,950 UNITIL CORP COM STK NPV COMMON STOCK 913259107 253,632.06 254 8,937 SH Sole 28 8,937 UNIVERSAL CORP COM STK NPV COMMON STOCK 913456109 2,905,085.64 2,905 63,209 SH Sole 28, 33 63,209 UNIVERSAL ELECTRONICS INC COM STK COMMON USD0.01 STOCK 913483103 214,788.84 215 12,732 SH Sole 28, 33 12,732 UNIVERSAL FOREST PRODUCTS COM COMMON STK USD0.01 STOCK 913543104 560,321.37 560 18,151 SH Sole 28, 33 18,151 UNIVERSAL STAINLESS & ALLOY COMMON PRODCTS COM STK STOCK 913837100 253,935.92 254 6,797 SH Sole 28, 33 6,797 UNIVERSAL HEALTH SERVICES INC COMMON CLASS'B'COM USD0.01 STOCK 913903100 13,156,053.00 13,156 338,550 SH Sole 28, 37 338,550 UNIVERSAL TECHNICAL INSTITUTE COMMON COM STK USD0.0001 STOCK 913915104 224,122.86 224 17,537 SH Sole 28 17,537 UNIVEST CORP OF PA COM STK USD5 COMMON STOCK 915271100 225,148.56 225 15,379 SH Sole 28, 33 15,379 URANIUM ENERGY CORP COM STK COMMON USD0.001 STOCK 916896103 189,181.44 189 61,824 SH Sole 28 61,824 URANIUM RESOURCES INC COM STK COMMON USD0.001 STOCK 916901507 59,156.66 59 81,483 SH Sole 28 81,483 URBAN OUTFITTERS INC COM STK COMMON USD0.0001 STOCK 917047102 11,621,280.32 11,621 421,672 SH Sole 23, 28, 39 421,672 UROPLASTY INC COM STK USD0.01 COMMON STOCK 917277204 70,732.75 71 16,643 SH Sole 28 16,643 VCA ANTECH INC COM STK USD0.01 COMMON STOCK 918194101 3,064,805.00 3,065 155,180 SH Sole 28 155,180 VF CORP COM STK NPV COMMON 11, 23, 28, STOCK 918204108 11,982,903.39 11,983 94,361 SH Sole 35 94,361 VSE CORP COM STK USD0.05 COMMON STOCK 918284100 374,931.76 375 15,442 SH Sole 8, 28 15,442 VALASSIS COMMUNICATIONS INC COM COMMON STK USD0.01 STOCK 918866104 3,809,732.22 3,810 198,114 SH Sole 28, 43 198,114 VALENCE TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 918914102 57,395.66 57 58,567 SH Sole 28 58,567 VALLEY NATIONAL BANCORP COM STK COMMON NPV STOCK 919794107 3,973,305.85 3,973 321,205 SH Sole 28 321,205 VALMONT INDUSTRIES INC COM STK COMMON USD1 STOCK 920253101 4,623,571.54 4,624 50,926 SH Sole 11, 28 50,926 VALSPAR CORP COM STK USD0.50 COMMON STOCK 920355104 6,747,616.53 6,748 173,149 SH Sole 28, 33 173,149 VALUE LINE INC COM STK USD0.10 COMMON STOCK 920437100 8,018.40 8 780 SH Sole 28 780 VANDA PHARMACEUTICALS INC COM COMMON STK USD0.001 STOCK 921659108 109,004.00 109 22,900 SH Sole 28 22,900 VANGUARD HEALTH SYSTEMS INC COMMON USD0.01 STOCK 922036207 372,662.08 373 36,464 SH Sole 8, 28 36,464 VEECO FEI INCCOM USD0.01 COMMON STOCK 922417100 1,406,766.40 1,407 67,633 SH Sole 8, 25, 28 67,633 VICAL INC COM STK USD0.01 COMMON STOCK 925602104 260,018.01 260 58,961 SH Sole 28 58,961 VICON INDUSTRIES INC COM STK COMMON USD0.01 STOCK 925811101 1,209.46 1 371 SH Sole 33 371 VICOR CORP COM STK USD0.01 COMMON STOCK 925815102 128,028.64 128 16,084 SH Sole 28 16,084 VILLAGE SUPER MARKET INC COMMON CLASS'A'COM STK NPV STOCK 927107409 146,915.80 147 5,164 SH Sole 28 5,164 VIRCO MANUFACTURING CORP COM COMMON STK USD0.01 STOCK 927651109 2,415.00 2 1,500 SH Sole 33 1,500 VISTA GOLD CORP COM NPV (NEW) COMMON STOCK 927926303 178,624.88 179 58,184 SH Sole 28 58,184 VIROPHARMA INC COM STK USD0.002 COMMON STOCK 928241108 1,825,160.04 1,825 66,636 SH Sole 28, 33 66,636 VISHAY INTL USD0.10 COMMON STOCK 928298108 2,620,045.60 2,620 291,440 SH Sole 28, 33 291,440 VIVUS INC COM STK NPV COMMON STOCK 928551100 711,906.00 712 73,016 SH Sole 28 73,016 VMWARE INC CLS'A'COM STK USD0.01 COMMON STOCK 928563402 12,610,772.10 12,611 151,590 SH Sole 51, 53 151,590 VOLCANO CORPORATION COM STK COMMON 5, 11, 28, USD0.001 STOCK 928645100 7,699,371.81 7,699 323,639 SH Sole 47 323,639 VOLTERRA SEMICONDUCTOR CORP COMMON COM STK USD0.001 STOCK 928708106 1,833,138.19 1,833 71,579 SH Sole 28, 47 71,579 VULCAN MATERIALS CO COM STK USD1 COMMON STOCK 929160109 2,086,258.30 2,086 53,018 SH Sole 28 53,018 WD-40 CO COM STK NPV COMMON STOCK 929236107 531,068.22 531 13,142 SH Sole 28 13,142 WMS INDUSTRIES COM STK USD0.50 COMMON STOCK 929297109 2,046,972.60 2,047 99,755 SH Sole 28 99,755 WSFS FINANCIAL CORP COM STK COMMON USD0.01 STOCK 929328102 308,896.40 309 8,590 SH Sole 8, 28 8,590 WABASH NATIONAL CORP COM STK COMMON USD0.01 STOCK 929566107 441,407.68 441 56,302 SH Sole 28 56,302 WABTEC CORPORATIONCOM USD0.01 COMMON 5, 11, 25, STOCK 929740108 19,366,217.10 19,366 276,858 SH Sole 28, 38, 47 276,858 WADDELL & REED FINL INC CL A COMMON STOCK 930059100 5,504,067.39 5,504 222,207 SH Sole 25, 28, 30 222,207 WAL-MART STORES INC COM STK COMMON 11, 23, 28, USD0.10 STOCK 931142103 52,166,177.28 52,166 872,928 SH Sole 41 872,928 WALGREEN CO COM STK USD0.078125 COMMON STOCK 931422109 12,036,121.14 12,036 364,069 SH Sole 28 364,069 WARNACO GROUP INC CLS'A'COM STK COMMON 5, 8, 25, USD0.01 STOCK 934390402 9,617,988.24 9,618 192,206 SH Sole 28 192,206 WASHINGTON BANKING CO COM STK COMMON NPV STOCK 937303105 166,620.90 167 13,990 SH Sole 28, 33 13,990 WASHINGTON FEDERAL INC COM STK COMMON USD1 STOCK 938824109 3,681,664.36 3,682 263,164 SH Sole 28, 30, 33 263,164 WASHINGTON POST CO COM STK COMMON CLASS'B'USD1 STOCK 939640108 1,055,068.00 1,055 2,800 SH Sole 28, 33 2,800 WASHINGTON TRUST BANCORP INC COMMON COM STK USD0.0625 STOCK 940610108 504,925.32 505 21,162 SH Sole 8, 28, 33 21,162 WASTE CONNECTIONS INC COM STK COMMON USD0.01 STOCK 941053100 9,003,607.76 9,004 271,684 SH Sole 5, 28 271,684 WATERS CORP COM STK USD0.01 COMMON STOCK 941848103 9,834,654.55 9,835 132,811 SH Sole 11, 28 132,811 WATERSTONE FINANCIAL INC COMMON STOCK 941888109 3,264.00 3 1,700 SH Sole 33 1,700 WATSCO INC CLASS'A'COM STK COMMON USD0.50 STOCK 942622200 5,063,173.92 5,063 77,112 SH Sole 11, 28 77,112 WATSON PHARMACEUTICALS INC COM COMMON 11, 23, 28, STK USD0.0033 STOCK 942683103 23,253,829.20 23,254 385,380 SH Sole 43, 51, 53 385,380 WATTS WATER TECHNOLOGIES COMMON CLASS'A'COM STK USD0.10 STOCK 942749102 971,119.27 971 28,387 SH Sole 28, 33 28,387 WAUSAU PAPER CORP COM STK NPV COMMON STOCK 943315101 350,190.96 350 42,396 SH Sole 28, 33 42,396 WAVE SYSTEMS CORP CLASS'A'COM COMMON STK USD0.01 STOCK 943526301 147,154.21 147 67,813 SH Sole 28 67,813 WAYSIDE TECHNOLOGY GROUP INC COMMON COM STK USD0.01 STOCK 946760105 2,430.00 2 200 SH Sole 33 200 WEBSENSE INC COM STK USD0.01 COMMON STOCK 947684106 614,606.22 615 32,814 SH Sole 28 32,814 WEBSTER FINANCIAL CORP COM STK COMMON USD0.01 STOCK 947890109 4,096,126.71 4,096 200,889 SH Sole 28, 33 200,889 WEIGHT WATCHERS INTERNATIONAL COMMON INC COM STK NPV STOCK 948626106 3,542,644.00 3,543 64,400 SH Sole 38 64,400 WEIS MARKETS INC COM STK NPV COMMON STOCK 948849104 1,777,330.00 1,777 44,500 SH Sole 28, 30, 33 44,500 WELLS FARGO & CO COM STK USD1 2/3 11, 23, 28, COMMON 31, 37, 39, STOCK 949746101 144,978,057.12 144,978 5,260,452 SH Sole 41, 51, 53 5,260,452 WERNER ENTERPRISES INC COM STK COMMON USD0.01 STOCK 950755108 4,143,537.10 4,144 171,931 SH Sole 28, 33, 43 171,931 WESBANCO INC COM STK USD2.0833 COMMON STOCK 950810101 689,938.92 690 35,436 SH Sole 8, 28, 33 35,436 WESCO AIRCRAFT HLDGS INC USD0.001 COMMON STOCK 950814103 4,692,609.74 4,693 335,426 SH Sole 8, 28, 38 335,426 WEST COAST BANCORP ORE COM STK COMMON USD0.01 STOCK 952145209 454,022.40 454 29,104 SH Sole 8, 28, 33 29,104 WEST MARINE INC COM USD0.001 COMMON STOCK 954235107 168,204.69 168 14,463 SH Sole 28, 33 14,463 WEST PHARMACEUTICAL SERVICES INC COMMON COM STK USD0.25 STOCK 955306105 2,483,106.45 2,483 65,431 SH Sole 11, 28, 33 65,431 WESTAMERICA BANCORP COM STK NPV COMMON STOCK 957090103 5,309,353.80 5,309 120,942 SH Sole 11, 23, 28 120,942 WESTELL TECHNOLOGIES COMMON CLASS'A'COM STK NPV STOCK 957541105 95,835.18 96 43,169 SH Sole 28 43,169 WESTERN ALLIANCE BANCORP COM COMMON STK NPV STOCK 957638109 1,902,361.65 1,902 305,355 SH Sole 28, 30, 33 305,355 WESTERN DIGITAL CORP COM STK COMMON 23, 28, 35, USD0.01 STOCK 958102105 8,582,094.55 8,582 277,289 SH Sole 43 277,289 WESTERN REFINING INC COM STK COMMON USD0.01 STOCK 959319104 892,038.09 892 67,121 SH Sole 8, 28, 33 67,121 WESTERN UNION COMPANY (THE) COM COMMON 28, 35, 37, STK USD0.01 STOCK 959802109 17,885,176.98 17,885 979,473 SH Sole 53 979,473 WESTLAKE CHEMICAL CORP COM STK COMMON USD0.01 STOCK 960413102 201,200.00 201 5,000 SH Sole 33 5,000 WESTMORELAND COAL CO COM STK COMMON USD2.50 STOCK 960878106 186,736.50 187 14,646 SH Sole 8, 28 14,646 WESTPORT INNOVATIONS INC COM NPV COMMON STOCK 960908309 2,090,796.00 2,091 62,900 SH Sole 38 62,900 WESTWOOD HOLDINGS GROUP INC COM COMMON STK USD0.01 STOCK 961765104 187,282.20 187 5,124 SH Sole 28 5,124 WET SEAL INC CLASS'A'USD0.10 COMMON STOCK 961840105 926,436.58 926 284,183 SH Sole 28, 30, 33 284,183 WEYCO GROUP COM STK USD1 COMMON STOCK 962149100 143,298.35 143 5,837 SH Sole 28 5,837 WHIRLPOOL CORP COM STK USD1 COMMON STOCK 963320106 7,384,121.55 7,384 155,619 SH Sole 23, 28 155,619 WHITING PETROLEUM CORP COM STK COMMON USD0.001 STOCK 966387102 7,744,516.99 7,745 165,871 SH Sole 35, 37, 43 165,871 WHOLE FOODS MARKET INC COM STK COMMON 11, 23, 28, NPV STOCK 966837106 23,705,140.62 23,705 340,689 SH Sole 51, 53 340,689 WILEY(JOHN)& SONS INC CLASS'A'COM COMMON STK USD1 STOCK 968223206 3,774,843.60 3,775 85,019 SH Sole 28 85,019 WILLBROS GROUP INC(DELAWARE) COMMON USD0.05 STOCK 969203108 133,628.37 134 36,411 SH Sole 28, 33 36,411 WILLIAMS COMPANIES INC COM STK COMMON USD1 STOCK 969457100 7,968,188.28 7,968 241,314 SH Sole 28 241,314 CLAYTON WILLIAMS ENERGY INC COM COMMON STK USD0.1 STOCK 969490101 367,942.12 368 4,849 SH Sole 28 4,849 WILLIAMS-SONOMA INC COM STK COMMON USD0.01 STOCK 969904101 11,058,509.00 11,059 287,234 SH Sole 28, 38 287,234 WINMARK CORP COM COMMON STOCK 974250102 106,306.61 106 1,853 SH Sole 28 1,853 WINN-DIXIE STORES INC COM USD1 COMMON STOCK 974280307 525,495.74 525 56,023 SH Sole 28, 33 56,023 WINNEBAGO INDUSTRIES INC COM STK COMMON USD0.50 STOCK 974637100 176,507.46 177 23,917 SH Sole 28 23,917 WISCONSIN ENERGY CORP COM STK COMMON USD0.01 STOCK 976657106 7,137,643.36 7,138 204,166 SH Sole 23, 28, 43 204,166 WOLVERINE WORLD WIDE INC COM COMMON STK USD1 STOCK 978097103 1,453,149.72 1,453 40,773 SH Sole 28 40,773 WOODWARD INC COM STK USD0.00875 COMMON STOCK 980745103 9,475,908.95 9,476 231,515 SH Sole 25, 28 231,515 WORLD ACCEPTANCE CORP COM STK COMMON NPV STOCK 981419104 2,573,014.50 2,573 35,007 SH Sole 8, 28 35,007 WORLD FUEL SERVICES CORP COM STK COMMON USD0.01 STOCK 981475106 7,998,785.24 7,999 190,538 SH Sole 8, 28 190,538 WORTHINGTON INDUSTRIES INC COM COMMON STK NPV STOCK 981811102 3,156,016.50 3,156 192,675 SH Sole 8, 28, 33 192,675 WYNN RESORTS COM STK USD0.01 COMMON STOCK 983134107 5,509,031.40 5,509 49,860 SH Sole 11, 28 49,860 XO GROUP INC COMMON STOCK 983772104 240,717.42 241 28,863 SH Sole 28, 33 28,863 X-RITE INC COM STK USD0.10 COMMON STOCK 983857103 110,190.72 110 23,748 SH Sole 28, 33 23,748 XILINX INC COM STK USD0.01 COMMON STOCK 983919101 4,531,745.12 4,532 141,352 SH Sole 23, 28 141,352 XEROX CORP COM STK USD1 COMMON STOCK 984121103 4,516,376.64 4,516 567,384 SH Sole 28 567,384 YADKIN VALLEY BANK & TRUST CO COMMON COM STK USD1 STOCK 984314104 3,400.00 3 2,000 SH Sole 33 2,000 YAHOO INC COM STK USD0.001 COMMON STOCK 984332106 22,101,100.18 22,101 1,370,186 SH Sole 28, 39, 41 1,370,186 YORK WATER CO COM COMMON STOCK 987184108 332,690.40 333 18,860 SH Sole 8, 28 18,860 YOUNG INNOVATIONS INC COM STK COMMON USD0.01 STOCK 987520103 157,157.52 157 5,304 SH Sole 28, 33 5,304 YUM BRANDS INC COM STK NPV COMMON STOCK 988498101 21,053,941.86 21,054 356,786 SH Sole 11, 28, 50 356,786 ZALE CORP COM STK USD0.01 COMMON STOCK 988858106 113,336.07 113 29,747 SH Sole 28, 33 29,747 ZEBRA TECHNOLOGIES CLASS'A'COM COMMON STK USD0.01 STOCK 989207105 4,245,225.44 4,245 118,648 SH Sole 11, 28 118,648 ZION OIL & GAS INC COM STK USD0.01 COMMON STOCK 989696109 53,707.42 54 24,302 SH Sole 28 24,302 ZIONS BANCORP COM STK NPV COMMON STOCK 989701107 3,091,604.56 3,092 189,902 SH Sole 11, 28, 33 189,902 ZUMIEZ INC COM STK NPV COMMON STOCK 989817101 1,975,179.52 1,975 71,152 SH Sole 5, 28 71,152 ZYGO CORP COM STK USD0.10 COMMON STOCK 989855101 263,302.70 263 14,918 SH Sole 28, 33 14,918 ZOLL MEDICAL CORP COM STK USD0.01 COMMON STOCK 989922109 5,834,041.20 5,834 92,340 SH Sole 5, 28, 47 92,340 DUN & BRADSTREET CORP(DELAWARE) COMMON COM STK USD0.01 STOCK 26483E100 1,495,253.06 1,495 19,982 SH Sole 28 19,982 AEGERION PHARMACEUTICALS INC COMMON USD0.001 STOCK 00767E102 124,830.18 125 7,457 SH Sole 28 7,457 SUN HEALTHCARE GROUP INC USD0.01 COMMON STOCK 86677E100 85,938.12 86 22,149 SH Sole 28, 33 22,149 UNIVERSAL AMERICAN CORP COM STK COMMON NPV STOCK 91338E101 428,428.68 428 33,708 SH Sole 28, 33 33,708 VITAMIN SHOPPE INC(DEL) USD0.01 COMMON STOCK 92849E101 6,970,625.20 6,971 174,790 SH Sole 28, 38, 47 174,790 COVANTA HOLDING CORP COMMON STOCK 22282E102 246,420.00 246 18,000 SH Sole 33 18,000 LENDER PROCESSING SERVICES INC COMMON USD0.01 STOCK 52602E102 2,276,233.08 2,276 151,044 SH Sole 28 151,044 LUMINEX CORP(DEL) COM STK USD0.001 COMMON STOCK 55027E102 659,127.81 659 31,047 SH Sole 28 31,047 QUANTA SERVICES INC COM STK COMMON USD0.00001 STOCK 74762E102 2,644,078.08 2,644 122,752 SH Sole 23, 28 122,752 VERISIGN COM STK USD0.001 COMMON STOCK 92343E102 7,375,036.96 7,375 206,468 SH Sole 28, 50 206,468 CNO FINANCIAL GROUP INC COM STK COMMON USD0.01 STOCK 12621E103 3,281,458.71 3,281 520,041 SH Sole 8, 28, 33 520,041 DYAX CORP COM STK USD0.01 COMMON STOCK 26746E103 109,503.12 110 80,517 SH Sole 28 80,517 EXPRESS INC USD0.01 COMMON 25, 28, 30, STOCK 30219E103 11,222,072.48 11,222 562,792 SH Sole 51 562,792 UNILIFE CORP USD0.01 COMMON STOCK 90478E103 165,325.68 165 52,989 SH Sole 28 52,989 AMERISOURCEBERGEN CORP COM STK COMMON NPV STOCK 03073E105 11,811,915.90 11,812 317,610 SH Sole 28, 35, 38 317,610 NEWS CORP CLASS'A'NON VTG COM COMMON STKUSD0.01 STOCK 65248E104 19,725,438.24 19,725 1,105,686 SH Sole 28, 51 1,105,686 SALLY BEAUTY HOLDINGS INC COM COMMON STK USD0.01 STOCK 79546E104 4,381,094.20 4,381 207,340 SH Sole 11, 47 207,340 AMERICAN EAGLE OUTFITTER COM STK COMMON USD0.01 STOCK 02553E106 5,301,425.25 5,301 346,725 SH Sole 28 346,725 IKANOS COMUNICATIONS COM STK COMMON USD0.001 STOCK 45173E105 3,402.00 3 4,200 SH Sole 33 4,200 CYBEX INTERNATIONAL INC COM STK COMMON USD0.10 STOCK 23252E106 560.00 1 1,400 SH Sole 33 1,400 ARQULE INC COM STK USD0.01 COMMON STOCK 04269E107 247,235.04 247 43,836 SH Sole 28 43,836 JAKKS PACIFIC INC COM STK USD0.001 COMMON STOCK 47012E106 1,094,202.28 1,094 77,548 SH Sole 8, 28, 33 77,548 TARGET CORP COM STK USD0.0833 COMMON 11, 23, 28, STOCK 87612E106 42,429,726.04 42,430 828,382 SH Sole 37, 41, 51 828,382 AMERESCO INC USD0.0001 COMMON STOCK 02361E108 198,775.36 199 14,488 SH Sole 28 14,488 GENON ENERGY INC USD0.001 COMMON STOCK 37244E107 134,553.33 135 51,553 SH Sole 33 51,553 HOME BANCORP INC USD0.01 COMMON STOCK 43689E107 15,207.01 15 983 SH Sole 33 983 NSTAR COM COM STK USD1 COMMON STOCK 67019E107 8,704,693.44 8,705 185,364 SH Sole 28 185,364 RENASANT CORPORATION COM STK COMMON STOCK 75970E107 658,140.00 658 43,876 SH Sole 8, 28, 33 43,876 EDWARDS LIFESCIENCES CORP COM COMMON 11, 23, 28, STK USD1 STOCK 28176E108 15,329,739.60 15,330 216,828 SH Sole 50 216,828 ARGAN INC COM STK USD0.15 COMMON STOCK 04010E109 99,108.36 99 6,516 SH Sole 28, 33 6,516 NCR CORP COM STK USD0.01 COMMON STOCK 62886E108 4,636,551.56 4,637 281,686 SH Sole 28 281,686 NAVISTAR INTERNATIONAL CORP COM COMMON STK USD0.10 STOCK 63934E108 2,231,169.88 2,231 58,901 SH Sole 43 58,901 USEC INC COM STK USD0.10 COMMON STOCK 90333E108 114,289.56 114 100,254 SH Sole 28, 33 100,254 COMPLETE PRODUCTION SERVICES INC COMMON COM STK USD0.01 STOCK 20453E109 3,075,807.56 3,076 91,651 SH Sole 8, 28 91,651 DR PEPPER SNAPPLE GROUP INC COMMON 23, 28, 35, USD0.01 STOCK 26138E109 17,171,747.04 17,172 434,948 SH Sole 51 434,948 EXACTECH INC COM STK USD0.01 COMMON STOCK 30064E109 116,591.13 117 7,079 SH Sole 28, 33 7,079 FORTINET INC USD0.001 COMMON STOCK 34959E109 5,939,669.97 5,940 272,337 SH Sole 23, 38, 47 272,337 IMAX CORP COM STK NPV COMMON STOCK 45245E109 468,569.79 469 25,563 SH Sole 23 25,563 INCONTACT INC COM STK NPV COMMON STOCK 45336E109 110,714.56 111 24,992 SH Sole 28 24,992 PHOENIX COMPANIES INC COM STK COMMON USD0.01 STOCK 71902E109 191,898.00 192 114,225 SH Sole 28, 33 114,225 TRAVELERS COS INC/THE 11, 23, 28, COMMON 31, 34, 41, STOCK 89417E109 48,436,443.66 48,436 818,598 SH Sole 51 818,598 NEWS CORP CLASS'B'VTG COM STK COMMON USD0.01 STOCK 65248E203 5,645,726.28 5,646 310,546 SH Sole 11, 41 310,546 INTEGRATED ELECTRICAL SERVICES COMMON COM STK USD0.01 STOCK 45811E301 2,304.00 2 1,200 SH Sole 33 1,200 OCZ TECHNOLOGY GROUP INC COM COMMON STOCK 67086E303 279,087.42 279 42,222 SH Sole 28 42,222 ACCO BRANDS CORP COM STK USD0.01 COMMON STOCK 00081T108 1,422,101.20 1,422 147,368 SH Sole 28, 30 147,368 AFC ENTERPRISES INC USD0.01 COMMON STOCK 00104Q107 298,733.40 299 20,322 SH Sole 28 20,322 AES CORP COM STK USD0.01 COMMON STOCK 00130H105 3,116,714.24 3,117 263,236 SH Sole 28 263,236 AMAG PHARMACEUTICALS INC COM COMMON STK USD0.01 STOCK 00163U106 336,616.91 337 17,801 SH Sole 28, 33 17,801 AMC NETWORKS INC USD0.01 COMMON STOCK 00164V103 5,181,755.88 5,182 137,886 SH Sole 11, 28 137,886 AOL INC USD0.01 COMMON STOCK 00184X105 2,751,627.70 2,752 182,227 SH Sole 28, 33 182,227 AT&T INC COM STK USD1 COMMON 11, 23, 28, STOCK 00206R102 102,446,043.84 102,446 3,387,766 SH Sole 34, 37, 41 3,387,766 ATMI INC COM STK USD0.01 COMMON STOCK 00207R101 581,951.62 582 29,054 SH Sole 28, 33 29,054 ATP OIL & GAS CORP COM STK USD0.001 COMMON STOCK 00208J108 269,434.88 269 36,608 SH Sole 28 36,608 AXT INC USD0.001 COMMON STOCK 00246W103 121,447.08 121 29,124 SH Sole 28, 33 29,124 ABOVENET INC COM STK USD0.01 COMMON STOCK 00374N107 1,239,935.73 1,240 19,073 SH Sole 28 19,073 ACCELRYS INC COM COMMON STOCK 00430U103 330,435.84 330 49,172 SH Sole 28, 33 49,172 ACCRETIVE HEALTH INC USD0.01 COMMON STOCK 00438V103 755,145.78 755 32,861 SH Sole 28 32,861 ACCURIDE CORP USD0.01 COMMON STOCK 00439T206 930,484.32 930 130,686 SH Sole 28, 30 130,686 ACHILLION PHARMACEUTICALS INC COMMON NPV STOCK 00448Q201 485,995.98 486 63,779 SH Sole 8, 28 63,779 ACORDA THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 00484M106 772,773.60 773 32,415 SH Sole 28 32,415 ACTIVE POWER INC COM STK NPV COMMON STOCK 00504W100 43,558.02 44 65,997 SH Sole 28 65,997 ACTIVE NETWORK INC USD0.001 COMMON STOCK 00506D100 136,680.00 137 10,050 SH Sole 28 10,050 ACTIVISION BLIZZARD INC COM STK COMMON USD0.000001 STOCK 00507V109 5,716,664.80 5,717 464,015 SH Sole 11, 35 464,015 ACTUATE CORP COM STK USD0.001 COMMON STOCK 00508B102 3,159,254.92 3,159 539,122 SH Sole 25, 28, 30 539,122 ACTUANT CORP CLS'A' COM STK COMMON USD0.20 STOCK 00508X203 1,607,904.16 1,608 70,864 SH Sole 8, 28, 33 70,864 ACUITY BRANDS INC COM STK USD0.01 COMMON STOCK 00508Y102 9,613,034.00 9,613 181,378 SH Sole 5, 28 181,378 ACURA PHARMACEUTICALS INC COM COMMON STK USD0.01 STOCK 00509L703 33,779.71 34 9,679 SH Sole 28 9,679 ADOBE SYSTEMS INC COM STK COMMON USD0.0001 STOCK 00724F101 12,095,291.23 12,095 427,849 SH Sole 28, 34 427,849 ADTRAN INC COM STK USD0.01 COMMON STOCK 00738A106 5,039,162.96 5,039 167,081 SH Sole 28 167,081 ADVANCE AMER CASH ADVANCE CTRS COMMON INC COM USD0.01 STOCK 00739W107 586,896.25 587 65,575 SH Sole 8, 28, 33 65,575 ADVANCE AUTO PARTS INC COM STK COMMON USD0.0001 STOCK 00751Y106 9,026,693.94 9,027 129,638 SH Sole 28 129,638 ADVANCED ANALOGIC COM STK NPV COMMON STOCK 00752J108 236,835.50 237 40,975 SH Sole 28, 33 40,975 ADVISORY BOARD CO COM STK USD0.01 COMMON STOCK 00762W107 2,915,636.69 2,916 39,289 SH Sole 28, 47 39,289 AECOM TECHNOLOGY CORP COM STK COMMON USD0.01 STOCK 00766T100 4,248,095.83 4,248 206,519 SH Sole 28, 33 206,519 AEGION CORP USD0.01 COMMON STOCK 00770F104 534,936.48 535 34,872 SH Sole 28, 33 34,872 AETNA INC NEW COM STK USD0.001 COMMON 11, 23, 28, STOCK 00817Y108 26,279,855.67 26,280 622,893 SH Sole 39 622,893 AFFYMAX INC COM STK USD0.001 COMMON STOCK 00826A109 192,205.58 192 29,078 SH Sole 28 29,078 AFFYMETRIX INC COM STK USD0.01 COMMON STOCK 00826T108 281,175.23 281 68,747 SH Sole 28, 33 68,747 AGILENT TECHNOLOGIES INC COM STK COMMON 23, 28, 37, USD0.01 STOCK 00846U101 20,582,292.92 20,582 589,244 SH Sole 43, 51 589,244 AGILYSYS INC COMMON STOCK 00847J105 146,757.00 147 18,460 SH Sole 28, 33 18,460 AIR TRANSPORT SERVICES GROUP INC COMMON COM STK USD0.01 STOCK 00922R105 223,964.00 224 47,450 SH Sole 28, 33 47,450 AKAMAI TECHNOLOGIES COM STK COMMON USD0.01 STOCK 00971T101 2,380,198.08 2,380 73,736 SH Sole 28 73,736 ALASKA COM SYSTEMS GROUP COM COMMON STK USD0.01 STOCK 01167P101 112,995.40 113 37,540 SH Sole 28 37,540 ALERE INC COMMON STOCK 01449J105 3,858,015.74 3,858 167,086 SH Sole 25, 33, 38 167,086 ALLEGHENY TECHNOLOGIES INC COM COMMON STK USD0.10 STOCK 01741R102 4,210,702.00 4,211 88,090 SH Sole 28, 43, 53 88,090 ALLEGIANT TRAVEL COM STK USD0.001 COMMON STOCK 01748X102 648,187.68 648 12,152 SH Sole 28 12,152 ALLSCRIPTS HEALTHCARE SOLUTIONS COMMON INC COM STK STOCK 01988P108 6,425,319.24 6,425 339,246 SH Sole 28 339,246 ALNYLAM PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 02043Q107 246,863.50 247 30,290 SH Sole 28 30,290 ALPHA NATURAL RESOURCES COM STK COMMON USD0.01 STOCK 02076X102 2,418,339.96 2,418 118,372 SH Sole 28, 43 118,372 ALPHATEC HLDGS INC USD0.0001 COMMON STOCK 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CASINOS INC COM STK COMMON USD0.01 STOCK 03070Q101 457,026.57 457 26,433 SH Sole 28 26,433 AMERISAFE INC COM STK USD0.01 COMMON STOCK 03071H100 1,567,794.00 1,568 67,432 SH Sole 8, 28, 33 67,432 AMERIGROUP CORP COM STK USD0.01 COMMON STOCK 03073T102 6,422,350.48 6,422 108,706 SH Sole 8, 28 108,706 AMERISERV FINANCIAL INC COM STK COMMON USD2.50 STOCK 03074A102 3,510.00 4 1,800 SH Sole 33 1,800 AMERIPRISE FINANCIAL INC COM STK COMMON 28, 34, 37, USD0.01 STOCK 03076C106 15,176,040.08 15,176 305,722 SH Sole 51 305,722 AMERIS BANCORP COM STK USD1 COMMON STOCK 03076K108 222,171.36 222 21,612 SH Sole 28, 33 21,612 AMICUS THERAPEUTICS COM STK NPV COMMON STOCK 03152W109 44,971.12 45 13,073 SH Sole 28 13,073 AMPIO PHARMACEUTICALS INC USD0.01 COMMON STOCK 03209T109 73,512.32 74 17,216 SH Sole 28 17,216 AMSURG CORP COM STK NPV COMMON STOCK 03232P405 1,408,269.24 1,408 54,081 SH Sole 11, 28, 33 54,081 AMYRIS INC USD0.0001 COMMON STOCK 03236M101 167,306.92 167 14,498 SH Sole 28 14,498 ANGIODYNAMICA INC COM STK COMMON USD0.01 STOCK 03475V101 352,818.63 353 23,823 SH Sole 28, 33 23,823 ANSYS INC COM STK USD0.01 COMMON STOCK 03662Q105 13,799,210.24 13,799 240,908 SH Sole 11, 28 240,908 ANTHERA PHARMACEUTICALS INC COMMON USD0.001 STOCK 03674U102 105,884.30 106 17,245 SH Sole 28 17,245 A123 SYSTEMS USD0.001 COMMON STOCK 03739T108 116,952.01 117 72,641 SH Sole 28 72,641 APOLLO INVESTMENT CORP COM STK COMMON USD0.001 STOCK 03761U106 3,310,720.28 3,311 514,087 SH Sole 28 514,087 APOLLO RESIDENTIAL MORTGAGE INC COMMON USD0.01 STOCK 03763V102 126,780.08 127 8,308 SH Sole 28 8,308 APPLIED INDUSTRIAL TECHNOLOGIES COMMON 8, 11, 28, INC COM STK NPV STOCK 03820C105 4,792,967.60 4,793 136,280 SH Sole 30, 33 136,280 APPLIED MICROCIRCUITS CORP COM COMMON STK USD0.01 STOCK 03822W406 353,196.48 353 52,559 SH Sole 28, 33 52,559 APPROACH RESOURCES INC COM STK COMMON USD0.01 STOCK 03834A103 3,722,041.37 3,722 126,557 SH Sole 28, 33, 38 126,557 AQUA AMERICA INC COM USD0.50 COMMON STOCK 03836W103 5,467,870.80 5,468 247,976 SH Sole 28 247,976 ARBITRON INC COM STK USD0.50 COMMON STOCK 03875Q108 767,205.36 767 22,296 SH Sole 28 22,296 ARCHIPELAGO LEARNING INC USD0.01 COMMON STOCK 03956P102 103,836.46 104 10,738 SH Sole 28, 33 10,738 ARDEA BIOSCIENCES INC COM STK COMMON USD0.001 STOCK 03969P107 231,843.52 232 13,792 SH Sole 28 13,792 ARIAD PHARMACEUTICALS INC COM COMMON STK USD0.001 STOCK 04033A100 1,738,287.25 1,738 141,901 SH Sole 28, 47 141,901 ARIBA INC COM USD0.002 COMMON STOCK 04033V203 4,059,834.48 4,060 144,581 SH Sole 11, 47 144,581 ARMSTRONG WORLD INDUSTRIES INC COMMON COM STK USD0.01 STOCK 04247X102 1,983,538.18 1,984 45,214 SH Sole 25, 33 45,214 ARRIS GROUP INC COM STK USD0.01 COMMON STOCK 04269Q100 2,153,699.36 2,154 199,048 SH Sole 8, 28, 33 199,048 ARRAY BIOPHARMA INC COM STK COMMON USD0.001 STOCK 04269X105 100,366.56 100 46,466 SH Sole 28 46,466 ARTIO GLOBAL INVESTORS INC USD0.01 COMMON STOCK 04315B107 280,736.64 281 57,528 SH Sole 8, 28 57,528 ASCENA RETAIL GROUP INC USD0.05 COMMON STOCK 04351G101 5,996,158.60 5,996 201,755 SH Sole 28, 30, 33 201,755 ASSET ACCEPTANCE CAPITAL CORP COMMON COM STK USD0.01 STOCK 04543P100 8,602.00 9 2,200 SH Sole 33 2,200 ASSISTED LIVING CONCEPTS INC COMMON 8, 26, 28, CLASS'A'COM STK STOCK 04544X300 3,430,179.52 3,430 230,368 SH Sole 33 230,368 ASSURANT INC COM STK USD0.01 COMMON STOCK 04621X108 4,093,599.88 4,094 99,698 SH Sole 28, 33, 43 99,698 ASTEX PHARMACEUTICALS INC COMMON USD0.001 STOCK 04624B103 107,741.34 108 57,006 SH Sole 28, 33 57,006 ATHENAHEALTH INC ORD USD0.01 COMMON STOCK 04685W103 6,187,253.44 6,187 125,962 SH Sole 28, 38, 47 125,962 ATLANTIC POWER CORP NPV COMMON STOCK 04878Q863 1,335,062.30 1,335 93,361 SH Sole 28 93,361 ATRICURE INC COM STK USD0.001 COMMON STOCK 04963C209 127,272.60 127 11,466 SH Sole 28 11,466 AURICO GOLD INC NPV COMMON STOCK 05155C105 472,686.12 473 59,012 SH Sole 47 59,012 AUTONATION INC COM STK USD0.01 COMMON STOCK 05329W102 687,957.33 688 18,659 SH Sole 28 18,659 AUXILIUM PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 05334D107 783,707.39 784 39,323 SH Sole 28 39,323 AVANIR PHARMACEUTICALS COM STK COMMON NPV CLASS 'A' STOCK 05348P401 209,130.75 209 102,015 SH Sole 28 102,015 AVIAT NETWORKS INC INC COM STK COMMON USD0.01 STOCK 05366Y102 104,622.93 105 57,171 SH Sole 28, 33 57,171 AVID TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 05367P100 248,077.99 248 29,083 SH Sole 28, 33 29,083 AVISTA CORP COM STK NPV COMMON STOCK 05379B107 3,987,439.00 3,987 154,852 SH Sole 28, 30 154,852 AWARE INC MASSACHUSETTS COM STK COMMON USD0.01 STOCK 05453N100 3,926.00 4 1,300 SH Sole 33 1,300 B & G FOODS HLDGS COM CLASS 'A' COMMON USD0.01 STOCK 05508R106 1,508,202.13 1,508 62,659 SH Sole 8, 28, 33 62,659 BGC PARTNERS INC CLASS'A'COM STK COMMON USD0.01 STOCK 05541T101 943,509.60 944 158,840 SH Sole 8, 28 158,840 BOFI HLDG INC COM STK USD0.01 COMMON STOCK 05566U108 976,056.25 976 60,065 SH Sole 28, 30, 33 60,065 BACTERIN INTERNATIONAL HLDGS INC COMMON USD0.000001 STOCK 05644R101 55,449.68 55 19,388 SH Sole 28 19,388 BALLY TECHNOLOGIES INC COM STK COMMON USD0.1 STOCK 05874B107 3,645,256.20 3,645 92,145 SH Sole 23, 28 92,145 BANCFIRST CORP COM STK USD1 COMMON STOCK 05945F103 417,857.74 418 11,131 SH Sole 8, 28 11,131 BANCORP INC DEL NEW COM STK NPV COMMON STOCK 05969A105 1,461,501.12 1,462 202,144 SH Sole 28, 30, 33 202,144 BANCTRUST FINL GR INC COMMON STOCK 05978R107 1,364.00 1 1,100 SH Sole 33 1,100 BANKFINANCIAL CORP COM USD0.01 COMMON STOCK 06643P104 164,534.64 165 29,807 SH Sole 8, 28, 33 29,807 BANKRATE INC DEL USD0.01 COMMON STOCK 06647F102 1,422,332.50 1,422 66,155 SH Sole 28, 47 66,155 BANKUNITED INC USD0.01 COMMON STOCK 06652K103 1,146,778.50 1,147 52,150 SH Sole 25 52,150 BANNER CORP USD0.01 COMMON STOCK 06652V208 472,585.40 473 27,556 SH Sole 8, 28, 33 27,556 BILL BARRETT CORP COM NPV COMMON STOCK 06846N104 4,258,477.44 4,258 124,992 SH Sole 28, 33 124,992 BASIC ENERGY SERVICES INC COM STK COMMON USD0.01 STOCK 06985P100 480,601.20 481 24,396 SH Sole 28, 33 24,396 BEAZER HOMES USA INC COM STK COMMON USD0.01 STOCK 07556Q105 181,322.72 181 73,114 SH Sole 28, 33 73,114 BENCHMARK ELECTRONICS INC COM COMMON STK USD0.10 STOCK 08160H101 742,062.30 742 55,090 SH Sole 28, 33 55,090 BENEFICIAL MUTUAL BANCORP IN COM COMMON STK USD0.01 STOCK 08173R104 282,292.12 282 33,767 SH Sole 28, 33 33,767 BG MEDICINE INC USD0.001 COMMON STOCK 08861T107 30,179.68 30 6,394 SH Sole 28 6,394 BIG 5 SPORTING GOODS CORP COM STK COMMON USD0.01 STOCK 08915P101 189,214.56 189 18,124 SH Sole 28 18,124 BIGLARI HLDGS INC USD0.5 COMMON STOCK 08986R101 414,638.24 415 1,126 SH Sole 28, 33 1,126 BIO-REFERENCE LABORATORIES INC COMMON USD0.01 STOCK 09057G602 2,163,389.36 2,163 132,968 SH Sole 25, 28 132,968 BIOCRYST PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 09058V103 60,384.09 60 24,447 SH Sole 28 24,447 BIOMARIN PHARMACEUTICAL COM STK COMMON USD0.001 STOCK 09061G101 3,927,983.76 3,928 114,252 SH Sole 38, 53 114,252 BIOGEN IDEC INC COM STK USD0.0005 COMMON 11, 28, 50, STOCK 09062X103 29,475,681.95 29,476 267,839 SH Sole 51 267,839 BIOMIMETIC THERAPEUTICS COM STK COMMON USD0.001 STOCK 09064X101 45,591.45 46 15,997 SH Sole 28 15,997 BIOFUEL ENERGY CORP NPV COMMON STOCK 09064Y109 5,747.36 6 8,452 SH Sole 33 8,452 BIOSANTE PHARMACEUTICALS INC COMMON COM NEW STOCK 09065V203 46,792.71 47 93,194 SH Sole 28 93,194 BIOTIME INC COM STK NPV COMMON STOCK 09066L105 117,245.80 117 20,180 SH Sole 28 20,180 BIOSCRIP INC COM STK USD0.0001 COMMON STOCK 09069N108 220,038.00 220 40,300 SH Sole 28, 33 40,300 BJS RESTAURANTS INC COM COMMON STOCK 09180C106 3,455,514.04 3,456 76,247 SH Sole 28, 47 76,247 BLACK DIAMOND INC USD1 COMMON STOCK 09202G101 79,152.12 79 10,596 SH Sole 28 10,596 BLACKBAUD INC COM STK USD0.001 COMMON STOCK 09227Q100 1,713,909.80 1,714 61,874 SH Sole 11, 28 61,874 BLACKROCK INC CLASS'A'COM STK COMMON 11, 23, 28, NPV STOCK 09247X101 21,026,794.56 21,027 117,969 SH Sole 37 117,969 BLUE COAT SYS INC COMMON STOCK 09534T508 909,888.40 910 35,752 SH Sole 28 35,752 BLUE NILE INC COM STK USD0.001 COMMON STOCK 09578R103 400,296.96 400 9,792 SH Sole 28 9,792 BLYTH INC COM STK USD0.02 COMMON STOCK 09643P207 813,944.00 814 14,330 SH Sole 8, 28, 33 14,330 BODY CENTRAL CORP USD0.001 COMMON STOCK 09689U102 240,264.96 240 9,626 SH Sole 28 9,626 BOINGO WIRELESS INC USD0.0001 COMMON STOCK 09739C102 133,936.40 134 15,574 SH Sole 8, 28 15,574 BOISE INC COM STK USD0.0001 COMMON STOCK 09746Y105 623,526.88 624 87,574 SH Sole 28, 33 87,574 BONTON STORES COM STK USD0.01 COMMON STOCK 09776J101 33,534.87 34 9,951 SH Sole 28 9,951 BRAVO BRIO RESTAURANT GROUP INC COMMON NPV STOCK 10567B109 271,107.20 271 15,808 SH Sole 28 15,808 BRIDGEPOINT EDUCATION INC USD0.01 COMMON STOCK 10807M105 337,456.00 337 14,672 SH Sole 28 14,672 BROADSOFT INC USD0.01 COMMON STOCK 11133B409 6,835,649.20 6,836 226,346 SH Sole 28, 38, 47 226,346 BROADRIDGE FINANCIAL SOL COM STK COMMON NPV STOCK 11133T103 5,008,693.25 5,009 222,115 SH Sole 28 222,115 BROADWIND ENERGY INC COM STK COMMON USD0.001 STOCK 11161T108 75,686.72 76 111,304 SH Sole 28 111,304 BROOKLINE BANCORP COMMON 8, 11, 25, STOCK 11373M107 4,286,937.64 4,287 507,931 SH Sole 28, 30, 33 507,931 BUILDERS FIRSTSOURCE INC COM STK COMMON USD0.01 STOCK 12008R107 77,562.84 78 38,021 SH Sole 28, 33 38,021 C&J ENERGY SERVICES INC USD0.01 COMMON STOCK 12467B304 1,332,989.84 1,333 63,688 SH Sole 8, 28, 43 63,688 CAI INTL INC COM STK USD0.0001 COMMON STOCK 12477X106 171,080.36 171 11,066 SH Sole 28, 33 11,066 CBOE HLDGS INC USD0.01 COMMON STOCK 12503M108 1,449,453.00 1,449 56,050 SH Sole 25 56,050 CBRE GROUP INC USD0.01 COMMON STOCK 12504L109 6,776,278.84 6,776 445,222 SH Sole 23, 28, 38 445,222 CH ENERGY GROUP INC COM STK COMMON USD0.10 STOCK 12541M102 745,395.84 745 12,768 SH Sole 28 12,768 CH ROBINSON WORLDWIDE INC COM COMMON STK USD0.10 STOCK 12541W209 9,159,811.26 9,160 131,267 SH Sole 28, 50 131,267 CIFC CORP USD0.001 COMMON STOCK 12547R105 51,742.80 52 9,582 SH Sole 28 9,582 CLECO CORP COM STK USD2 COMMON STOCK 12561W105 7,177,316.10 7,177 188,381 SH Sole 8, 28 188,381 CME GROUP INC COM STK USD0.01 COMMON CLASS'A' STOCK 12572Q105 10,205,630.61 10,206 41,883 SH Sole 28, 50 41,883 CRA INTERNATIONAL INC COM COMMON STOCK 12618T105 205,760.64 206 10,371 SH Sole 28, 33 10,371 CVR ENERGY INC COM STK USD0.01 COMMON STOCK 12662P108 2,523,586.55 2,524 134,735 SH Sole 8, 28, 33 134,735 CA INC COM STK USD0.10 COMMON STOCK 12673P105 3,070,537.22 3,071 151,894 SH Sole 28 151,894 CABLEVISION SYSTEMS CORP NY COMMON GROUP COM STK USD0.01 STOCK 12686C109 1,290,621.42 1,291 90,761 SH Sole 28 90,761 CABOT MICROELECTRONICS CORP COM COMMON STK USD0.001 STOCK 12709P103 955,253.25 955 20,217 SH Sole 28, 33 20,217 CADENCE PHARMACEUTICALS INC COM COMMON STK USD0.0001 STOCK 12738T100 161,464.15 161 40,877 SH Sole 28 40,877 CAL DIVE INTL INC DEL COM STK COMMON 8, 25, 28, USD0.01 STOCK 12802T101 734,035.50 734 326,238 SH Sole 33 326,238 CALAMOS ASSET MANAGEMENT INC COMMON COM STK USD0.01 STOCK 12811R104 205,751.97 206 16,447 SH Sole 28, 33 16,447 CALIX NETWORKS INC USD0.01 COMMON STOCK 13100M509 200,304.73 200 30,959 SH Sole 28 30,959 CALLIDUS SOFTWARE INC COM COMMON USD0.001 STOCK 13123E500 158,021.88 158 24,614 SH Sole 28 24,614 CALLON PETROLEUM CO COM STK COMMON USD0.01 STOCK 13123X102 159,616.52 160 32,116 SH Sole 28 32,116 CAMBIUM LEARNING GROUP INC COM COMMON USD0.001 STOCK 13201A107 41,410.24 41 13,712 SH Sole 28 13,712 CAMERON INTERNATIONAL CORP COM COMMON 11, 28, 38, STK USD0.01 STOCK 13342B105 22,740,094.29 22,740 462,291 SH Sole 51 462,291 CAPITAL ONE FINANCIAL CORP COM COMMON STK USD0.01 STOCK 14040H105 11,156,482.61 11,156 263,809 SH Sole 28, 51 263,809 CAPITALSOURCE INC COM STK USD0.01 COMMON STOCK 14055X102 121,249.90 121 18,097 SH Sole 33 18,097 CAPITOL FEDERAL FINANCIAL INC COMMON USD0.01 STOCK 14057J101 4,591,535.20 4,592 397,880 SH Sole 23, 30, 33 397,880 CAPSTONE TURBINE CORP COM STK COMMON USD0.001 STOCK 14067D102 234,546.20 235 202,195 SH Sole 28 202,195 CARDINAL FINANCIAL CORP USD1 COMMON STOCK 14149F109 294,179.34 294 27,391 SH Sole 28, 33 27,391 CARDINAL HEALTH INC COM STK NPV COMMON STOCK 14149Y108 7,436,015.88 7,436 183,108 SH Sole 28, 41 183,108 CARDIONET INC USD0.001 COMMON STOCK 14159L103 49,672.83 50 20,959 SH Sole 28 20,959 CARDTRONICS INC COM STK USD0.0001 COMMON STOCK 14161H108 3,646,172.64 3,646 134,744 SH Sole 28, 47 134,744 CAREFUSION CORP USD0.01 COMMON STOCK 14170T101 12,569,412.24 12,569 494,664 SH Sole 23, 28 494,664 CARROLS RESTAURANT GROUP INC COMMON COM STK USD0.01 STOCK 14574X104 118,453.66 118 10,238 SH Sole 28 10,238 CASH AMERICA INTERNATIONAL COM COMMON STK USD0.10 STOCK 14754D100 2,775,837.27 2,776 59,529 SH Sole 8, 28, 33 59,529 CASS INFORMATION SYSTEMS COM STK COMMON USD0.5 STOCK 14808P109 276,709.56 277 7,604 SH Sole 28 7,604 CATALYST HEALTH SOLUTIONS INC COMMON 11, 23, 28, STOCK 14888B103 14,117,636.00 14,118 271,493 SH Sole 38, 47 271,493 CAVIUM INC USD0.001 COMMON STOCK 14964U108 5,527,616.47 5,528 194,429 SH Sole 11, 28, 47 194,429 CELLDEX THERAPEUTICS INC USD0.001 COMMON STOCK 15117B103 93,561.00 94 35,985 SH Sole 28 35,985 CENTENE CORP(DEL) COM STK USD0.001 COMMON STOCK 15135B101 1,646,627.28 1,647 41,592 SH Sole 28, 33 41,592 CENTERPOINT ENERGY INC COM STK COMMON NPV STOCK 15189T107 7,869,052.10 7,869 391,690 SH Sole 28, 35, 43 391,690 CENTERSTATE BANKS INC COM STK COMMON USD0.01 STOCK 15201P109 167,889.82 168 25,361 SH Sole 28, 33 25,361 CEPHEID COM STK NPV COMMON 11, 23, 28, STOCK 15670R107 5,421,708.42 5,422 157,562 SH Sole 47 157,562 CENVEO INC COM USD0.01 COMMON STOCK 15670S105 1,055,727.20 1,056 310,508 SH Sole 8, 28 310,508 CHART INDUSTRIES INC COM STK NPV COMMON 11, 23, 28, STOCK 16115Q308 9,889,997.77 9,890 182,911 SH Sole 33, 38, 47 182,911 CHARTER FINANCIAL CORP WEST PT GA COMMON COM STK USD0.01 STOCK 16122M100 52,883.86 53 5,711 SH Sole 28 5,711 CHASE CORP(MASS) COM STK USD0.10 COMMON STOCK 16150R104 83,441.70 83 6,003 SH Sole 28, 33 6,003 CHEMED CORP CAP USD1 COMMON STOCK 16359R103 836,464.14 836 16,334 SH Sole 28 16,334 CHENIERE ENERGY IN COM STK COMMON USD0.003 STOCK 16411R208 591,128.56 591 68,024 SH Sole 28 68,024 CHEROKEE INC COM STK USD0.02 COMMON STOCK 16444H102 81,141.51 81 6,953 SH Sole 28 6,953 CIBER INC COM STK USD0.01 COMMON 8, 28, 30, STOCK 17163B102 1,349,826.56 1,350 349,696 SH Sole 33 349,696 CINEMARK HOLDINGS INC COM STK COMMON USD0.001 STOCK 17243V102 1,512,278.61 1,512 81,789 SH Sole 28, 33 81,789 CIRCOR INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 17273K109 549,388.29 549 15,559 SH Sole 28, 33 15,559 CISCO SYSTEMS INC COM STK USD0.001 11, 23, 28, 31, 34, 37, COMMON 39, 41, 51, STOCK 17275R102 102,763,917.60 102,764 5,683,845 SH Sole 53 5,683,845 CITI TRENDS INC COM STK USD1 COMMON STOCK 17306X102 110,355.82 110 12,569 SH Sole 28, 33 12,569 CLEAR CHANNEL OUTDOOR HLD INC COMMON COM STK USD0.01 STOCK 18451C109 22,401.75 22 1,785 SH Sole 33 1,785 CLEARWATER PAPER CORPORATION COMMON USD0.0001 STOCK 18538R103 673,278.27 673 18,907 SH Sole 28 18,907 CLIFFS NATURAL RESOURCES INC COM COMMON 23, 28, 50, STK USD0.125 STOCK 18683K101 21,171,566.00 21,172 339,560 SH Sole 51 339,560 CLIFTON SAVINGS BANCORP INC COM COMMON STK USD0.01 STOCK 18712Q103 67,957.44 68 7,323 SH Sole 28 7,323 CLOUD PEAK ENERGY INC USD0.01 COMMON STOCK 18911Q102 1,703,753.52 1,704 88,186 SH Sole 8, 28, 33 88,186 COBALT INTERNATIONAL ENERGY INC COMMON USD0.01 STOCK 19075F106 3,232,816.00 3,233 208,300 SH Sole 37 208,300 COCA-COLA ENTERPRISES INC USD1 COMMON STOCK 19122T109 12,113,171.26 12,113 469,867 SH Sole 28, 51 469,867 COGENT COMMUNICATIONS GROUP INC COMMON NEW COM STK STOCK 19239V302 2,405,794.71 2,406 142,439 SH Sole 28, 30 142,439 COHEN & STEERS INC COM STK USD0.01 COMMON STOCK 19247A100 1,416,851.40 1,417 49,026 SH Sole 28, 47 49,026 COINSTAR INC COM STK USD0.001 COMMON STOCK 19259P300 1,175,868.96 1,176 25,764 SH Sole 28 25,764 COLLECTIVE BRANDS INC COM STK COMMON USD0.01 STOCK 19421W100 2,366,638.41 2,367 164,693 SH Sole 28, 33 164,693 COMCAST CORP COM CLS 'A' USD 0.01 COMMON 11, 28, 37, STOCK 20030N101 60,268,970.62 60,269 2,541,922 SH Sole 39, 41, 53 2,541,922 COMCAST CORP(NEW) CLASS'A'COM COMMON USD1 SPECIAL STOCK 20030N200 3,772,474.32 3,772 160,122 SH Sole 11 160,122 COMPASS MINERALS INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 20451N101 5,756,341.95 5,756 83,607 SH Sole 11, 28 83,607 COMPLETE GENOMICS INC USD0.001 COMMON STOCK 20454K104 26,873.96 27 9,172 SH Sole 28 9,172 COMPUCREDIT GOLDINGS CORP COM COMMON STK NPV STOCK 20478T107 9,756.90 10 2,637 SH Sole 33 2,637 COMPX INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 20563P101 11,828.19 12 803 SH Sole 28 803 COMSCORE INC COM NPV COMMON STOCK 20564W105 555,270.40 555 26,192 SH Sole 28 26,192 CONCHO RESOURCES INC COM STK COMMON 11, 23, 38, USD0.001 STOCK 20605P101 21,939,000.00 21,939 234,016 SH Sole 50, 53 234,016 CONOCOPHILLIPS COM STK USD1.25 COMMON STOCK 20825C104 39,606,666.75 39,607 543,525 SH Sole 28 543,525 CONSOL ENERGY INC COM STK USD0.01 COMMON STOCK 20854P109 6,832,035.30 6,832 186,159 SH Sole 28, 37 186,159 CONSTELLATION BRANDS INC COMMON CLASS'A'COM STK USD0.01 STOCK 21036P108 1,642,913.61 1,643 79,483 SH Sole 28, 33 79,483 CONTANGO OIL & GAS COM STK COMMON USD0.04 STOCK 21075N204 605,362.90 605 10,405 SH Sole 28, 33 10,405 CONVIO INC USD0.001 COMMON STOCK 21257W105 108,974.18 109 9,853 SH Sole 28 9,853 CORESITE REALTY CORP USD0.01 COMMON STOCK 21870Q105 1,452,793.32 1,453 81,526 SH Sole 8, 26, 28 81,526 CORELOGIC INC USD1 COMMON STOCK 21871D103 2,539,852.83 2,540 196,431 SH Sole 28, 33 196,431 CORNERSTONE THERAPEUTICS INC COMMON COM STK USD0.001 STOCK 21924P103 37,083.20 37 6,622 SH Sole 28 6,622 CORNERSTONE ONDEMAND INC COMMON USD0.0001 STOCK 21925Y103 1,023,209.28 1,023 56,097 SH Sole 28, 47 56,097 CORPORATE EXECUTIVE BOARD CO COMMON COM STK USD0.01 STOCK 21988R102 3,351,695.10 3,352 87,971 SH Sole 28 87,971 CORRECTIONS CORPORATIONS OF COMMON AMERICA COM USD0.01 STOCK 22025Y407 3,627,672.93 3,628 178,089 SH Sole 28 178,089 COSTCO WHOLESALE CORP COM STK COMMON 23, 28, 38, USD0.005 STOCK 22160K105 26,814,875.60 26,815 321,830 SH Sole 50, 53 321,830 COSTAR GROUP INC COM STK USD0.01 COMMON STOCK 22160N109 2,640,639.56 2,641 39,572 SH Sole 5, 28 39,572 COVENANT TRANSPORTATION GROUP COMMON INC CLASS'A'COM STK STOCK 22284P105 20,261.34 20 6,822 SH Sole 28, 33 6,822 CRACKER BARREL OLD COUNTRY COMMON STORE INC STOCK 22410J106 2,997,781.88 2,998 59,468 SH Sole 8, 28 59,468 CRIMSON EXPLORATION INC COM STK COMMON USD0.001 STOCK 22662K207 64,232.74 64 22,459 SH Sole 28, 33 22,459 CROSSTEX ENERGY INC COM STK COMMON USD0.01 STOCK 22765Y104 479,473.12 479 37,933 SH Sole 28, 33 37,933 CYBERONICS INC COM STK USD0.01 COMMON STOCK 23251P102 4,196,746.00 4,197 125,276 SH Sole 5, 28 125,276 CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105 91,867.60 92 41,758 SH Sole 28 41,758 DFC GLOBAL CORP USD0.001 COMMON STOCK 23324T107 2,306,225.88 2,306 127,698 SH Sole 8, 28, 47 127,698 DR HORTON INC COM STK USD0.01 COMMON STOCK 23331A109 2,108,707.25 2,109 167,225 SH Sole 28, 33, 43 167,225 DSP GROUP INC COM STK USD0.001 COMMON STOCK 23332B106 222,961.95 223 42,795 SH Sole 8, 28, 33 42,795 DSW INC COM STK CLASS 'A' NPV COMMON STOCK 23334L102 4,667,824.43 4,668 105,583 SH Sole 11, 23, 47 105,583 DTS INC COM COMMON STOCK 23335C101 1,548,839.16 1,549 56,859 SH Sole 25, 28 56,859 DAVITA INC COM STK USD0.001 COMMON STOCK 23918K108 5,565,894.39 5,566 73,419 SH Sole 11, 28 73,419 DELCATH SYSTEMS INC COM STK COMMON USD0.01 STOCK 24661P104 120,185.25 120 39,405 SH Sole 28 39,405 DELL INC COM STK USD0.01 COMMON STOCK 24702R101 12,097,210.51 12,097 826,877 SH Sole 28, 41, 51 826,877 DELTEK INC COM STK USD0.01 COMMON STOCK 24784L105 178,782.92 179 18,206 SH Sole 28 18,206 DEMAND MEDIA INC USD0.0001 COMMON STOCK 24802N109 45,273.20 45 6,808 SH Sole 28 6,808 DEMANDTEC INC NPV COMMON STOCK 24802R506 349,439.61 349 26,533 SH Sole 28 26,533 DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 1,225,560.72 1,226 325,947 SH Sole 28, 30 325,947 DESTINATION MATERNITY CORP COMMON STOCK 25065D100 147,069.12 147 8,796 SH Sole 28 8,796 DEVON ENERGY CORP(NEW) COM STK COMMON 23, 28, 31, USD0.10 STOCK 25179M103 50,618,660.00 50,619 816,430 SH Sole 34 816,430 DEX ONE CORP USD0.001 COMMON STOCK 25212W100 1,381.12 1 832 SH Sole 48 832 DIAL GLOBAL INC COM COMMON STOCK 25247X107 11,885.94 12 3,726 SH Sole 28 3,726 DIALOGIC INC COM COMMON STOCK 25250T100 15,848.40 16 13,207 SH Sole 28 13,207 DIAMOND HILL INVES CLASS 'A' COM COMMON NPV STOCK 25264R207 154,692.18 155 2,091 SH Sole 28 2,091 DIAMOND OFFSHORE DRILLING INC COMMON COM STK USD0.01 STOCK 25271C102 1,568,002.50 1,568 28,375 SH Sole 28 28,375 DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101 121,719.55 122 5,095 SH Sole 28 5,095 DIGITAL RIVER INC COM STK USD0.01 COMMON STOCK 25388B104 461,144.04 461 30,702 SH Sole 28 30,702 DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877 495,420.05 495 28,955 SH Sole 28 28,955 DIGITAL GENERATION INC COMMON STOCK 25400B108 273,373.28 273 22,934 SH Sole 28, 33 22,934 DISCOVERY COMMUNICATIONS INC CLS COMMON 'A' USD0.01 STOCK 25470F104 7,095,143.63 7,095 173,179 SH Sole 11, 28 173,179 DISH NETWORK CORP CLASS'A'COM COMMON STK USD0.01 STOCK 25470M109 4,956,573.76 4,957 174,037 SH Sole 35, 43 174,037 DIRECTV USD0.01 COMMON 23, 28, 38, STOCK 25490A101 31,645,649.76 31,646 740,076 SH Sole 51 740,076 DOLAN CO(THE) USD0.001 COMMON STOCK 25659P402 388,290.48 388 45,574 SH Sole 8, 28, 33 45,574 DOMINION RESOURCES INC(VIRGINIA) COMMON COM STK NPV STOCK 25746U109 12,850,031.04 12,850 242,088 SH Sole 11, 28 242,088 DOMINOS PIZZA INC COM STK USD0.01 COMMON 23, 28, 30, STOCK 25754A201 4,742,882.90 4,743 139,702 SH Sole 47 139,702 DORAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 25811P886 105,773.75 106 110,642 SH Sole 28, 33 110,642 DOT HILL SYSTEMS CORP COM STK COMMON USD0.01 STOCK 25848T109 62,666.94 63 47,118 SH Sole 28 47,118 DOUGLAS DYNAMICS INC USD0.01 COMMON 11, 25, 28, STOCK 25960R105 2,133,715.90 2,134 145,945 SH Sole 33 145,945 DREAMWORKS ANIMATION SKG INC COMMON CLASS 'A' COM STK STOCK 26153C103 2,146,397.31 2,146 129,340 SH Sole 28, 33 129,340 DREW INDUSTRIES INC COM STK COMMON USD0.01 STOCK 26168L205 413,036.14 413 16,838 SH Sole 28, 33 16,838 DUFF & PHELPS CORP COM STK USD0.01 COMMON CL 'A' STOCK 26433B107 363,819.50 364 25,091 SH Sole 28 25,091 DUKE ENERGY CORP COM STK NPV COMMON STOCK 26441C105 12,003,464.00 12,003 545,612 SH Sole 28 545,612 DYNACQ HEALTHCARE INC COM STK COMMON USD0.001 STOCK 26779V105 279.04 0 256 SH Sole 33 256 DYNAVOX INC USD0.01 A COMMON STOCK 26817F104 113,436.96 113 31,164 SH Sole 8, 28 31,164 DYNEGY INC(NEW) USD0.01 COMMON STOCK 26817G300 294,381.75 294 106,275 SH Sole 28, 33 106,275 EOG RESOURCES INC COM STK USD0.01 COMMON 11, 23, 28, STOCK 26875P101 73,793,348.45 73,793 749,095 SH Sole 31, 39, 51 749,095 EPIQ SYSTEMS INC COM STK USD0.01 COMMON STOCK 26882D109 551,934.36 552 45,918 SH Sole 8, 28, 33 45,918 ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102 144,921.00 145 10,300 SH Sole 28 10,300 EQT CORP COM STK NPV COMMON 23, 28, 51, STOCK 26884L109 12,759,056.88 12,759 232,872 SH Sole 53 232,872 EAGLE MATERIALS INC COM STK COMMON USD0.01 STOCK 26969P108 938,848.08 939 36,588 SH Sole 28 36,588 EAST WEST BANCORP INC USD0.001 COMMON 8, 23, 28, STOCK 27579R104 8,132,951.25 8,133 411,795 SH Sole 33, 35 411,795 ECHELON CORP COM STK USD0.01 COMMON STOCK 27874N105 140,070.94 140 28,762 SH Sole 28 28,762 ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101 148,838.40 149 9,216 SH Sole 28 9,216 EDELMAN FINANCIAL GROUP INC COMMON STOCK 27943Q105 216,015.03 216 32,879 SH Sole 8, 28, 33 32,879 EDUCATION MANAGEMENT CORP COMMON USD0.01 STOCK 28140M103 1,483.47 1 53 SH Sole 33 53 EHEALTH INC COM NPV COMMON STOCK 28238P109 244,990.20 245 16,666 SH Sole 28 16,666 EINSTEIN NOAH RESTAURANT GROUP COMMON INC COM STK NPV STOCK 28257U104 78,514.66 79 4,963 SH Sole 28 4,963 EL PASO CORP COM STK USD3 COMMON STOCK 28336L109 10,594,707.79 10,595 398,747 SH Sole 28, 43 398,747 ELIZABETH ARDEN INC COM STK COMMON USD0.01 STOCK 28660G106 4,117,922.00 4,118 111,175 SH Sole 28, 33, 47 111,175 ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100 41,600.95 42 7,363 SH Sole 28 7,363 EMAGIN CORP COM STK USD0.001 COMMON STOCK 29076N206 54,782.20 55 14,806 SH Sole 28 14,806 EMCOR GROUP COM STK USD0.01 COMMON 8, 28, 30, STOCK 29084Q100 7,476,182.98 7,476 278,858 SH Sole 33, 35 278,858 EMERGENT BIOSOLUTIONS COM STK COMMON USD0.001 STOCK 29089Q105 532,093.48 532 31,597 SH Sole 8, 28, 33 31,597 ENBRIDGE INC COM NPV COMMON STOCK 29250N105 5,321,834.37 5,322 142,257 SH Sole 43 142,257 ENCORE BANCSHARES INC COM STK COMMON USD0.01 STOCK 29255V201 105,672.32 106 7,816 SH Sole 28, 33 7,816 ENDEAVOUR INTL CORP COM STK COMMON USD0.001 STOCK 29259G200 285,527.33 286 32,857 SH Sole 28, 33 32,857 ENDO PHARMACEUTICAL HLDGS INC COMMON COM STK USD 0.01 STOCK 29264F205 13,063,838.49 13,064 378,333 SH Sole 25, 28, 35 378,333 ENERGEN CORP COM STK USD0.01 COMMON STOCK 29265N108 8,010,600.00 8,011 160,212 SH Sole 28, 30 160,212 ENERGIZER HLDGS INC COM STK COMMON USD0.01 STOCK 29266R108 30,833,011.04 30,833 397,948 SH Sole 28, 34, 51 397,948 ENDOLOGIX INC COMMON STOCK 29266S106 1,210,520.08 1,211 105,446 SH Sole 28, 47 105,446 ENDOCYTE INC USD0.001 COMMON STOCK 29269A102 55,057.68 55 14,643 SH Sole 28 14,643 ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100 96,775.80 97 37,510 SH Sole 28, 33 37,510 ENERGY PARTNERS USD0.001 COMMON 8, 28, 30, STOCK 29270U303 1,714,916.00 1,715 117,460 SH Sole 33 117,460 ENERSYS COM USD0.01 COMMON STOCK 29275Y102 2,230,926.88 2,231 85,904 SH Sole 8, 28, 33 85,904 ENPRO INDUSTRIES INC COM STK COMMON USD0.01 STOCK 29355X107 2,169,193.54 2,169 65,773 SH Sole 8, 28, 33 65,773 ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 1,626,285.50 1,626 66,379 SH Sole 28, 30 66,379 ENTEGRIS INC COM STK USD0.01 COMMON STOCK 29362U104 1,467,178.56 1,467 168,158 SH Sole 8, 28 168,158 ENTERGY CORP COM STK USD0.01 COMMON STOCK 29364G103 12,295,483.80 12,295 168,316 SH Sole 28, 37, 43 168,316 ENTRAVISION COMMUNICATIONS CORP COMMON CLASS'A' COM STK STOCK 29382R107 65,568.36 66 42,031 SH Sole 28 42,031 ENTROPIC COMMUNICATIONS INC COMMON USD0.001 STOCK 29384R105 360,086.37 360 70,467 SH Sole 28 70,467 ENVESTNET INC USD0.005 COMMON STOCK 29404K106 190,271.64 190 15,909 SH Sole 28 15,909 EPOCH HLDGS COM STK USD0.01 COMMON STOCK 29428R103 270,027.81 270 12,147 SH Sole 28 12,147 EPOCRATES INC USD0.001 COMMON STOCK 29429D103 40,497.60 40 5,192 SH Sole 28 5,192 EQUINIX INC USD0.001 COMMON STOCK 29444U502 14,635,873.20 14,636 144,338 SH Sole 28, 38 144,338 ERESEARCHTECHNOLOGY INC COM STK COMMON USD0.01 STOCK 29481V108 196,656.39 197 41,931 SH Sole 28, 33 41,931 ESSA BANCORP INC COM STK USD0.01 COMMON STOCK 29667D104 495,922.02 496 47,366 SH Sole 28, 30, 33 47,366 EVERCORE PARTNERS INC COM STK COMMON NPV STOCK 29977A105 460,392.90 460 17,295 SH Sole 28 17,295 EVOLUTION PETROLEUM CORP COM COMMON STK USD0.001 STOCK 30049A107 104,706.35 105 13,007 SH Sole 28 13,007 EXACT SCIENCES CORP COM STK COMMON USD0.01 STOCK 30063P105 376,889.80 377 46,415 SH Sole 28 46,415 EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105 210,854.16 211 22,242 SH Sole 28 22,242 EXELON CORP COM STK NPV COMMON STOCK 30161N101 16,928,872.32 16,929 390,336 SH Sole 11, 28, 51 390,336 EXELIXIS INC COM STK USD0.001 COMMON STOCK 30161Q104 497,492.25 497 105,067 SH Sole 28 105,067 EXELIS INC USD0.01 COMMON STOCK 30162A108 4,821,088.85 4,821 532,717 SH Sole 23, 28 532,717 EXPEDIA INC USD0.001 COMMON STOCK 30212P303 1,152,195.57 1,152 39,704 SH Sole 28 39,704 EXPONENT INC COM STK USD0.001 COMMON STOCK 30214U102 1,850,752.20 1,851 40,260 SH Sole 11, 28 40,260 EXTERRAN HOLDINGS COM STK COMMON USD0.01 STOCK 30225X103 946,700.30 947 104,033 SH Sole 28, 33 104,033 EXTREME NETWORKS COM STK COMMON USD0.001 STOCK 30226D106 257,435.96 257 88,163 SH Sole 28, 33 88,163 EXXON MOBIL CORP COM STK NPV 11, 23, 28, COMMON 31, 34, 38, STOCK 30231G102 237,675,261.72 237,675 2,804,097 SH Sole 39 2,804,097 FBL FINANCIAL GROUP INC COM STK COMMON NPV STOCK 30239F106 546,633.36 547 16,068 SH Sole 8, 28, 33 16,068 FEI CO COM STK NPV COMMON STOCK 30241L109 1,838,770.20 1,839 45,090 SH Sole 8, 28, 33 45,090 FBR & CO USD0.001 COMMON STOCK 30247C301 75,191.95 75 36,679 SH Sole 28 36,679 FMC TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 30249U101 15,173,337.30 15,173 290,510 SH Sole 28, 50 290,510 FEDEX CORP COM STK USD0.10 COMMON STOCK 31428X106 10,845,360.19 10,845 129,869 SH Sole 28 129,869 FIBERTOWER CORP COM STK USD0.001 COMMON STOCK 31567R209 472.58 0 2,283 SH Sole 33 2,283 FIDELITY NATIONAL INFO SERVICES COMMON INC COM STK STOCK 31620M106 5,991,232.21 5,991 225,319 SH Sole 28, 35 225,319 FIDELITY NATIONAL FINANCIAL INC COMMON CLASS 'A' COM STK STOCK 31620R105 6,282,266.31 6,282 394,367 SH Sole 28, 33 394,367 FIFTH STREET FINANCE CORP USD0.01 COMMON STOCK 31678A103 570,410.28 570 59,604 SH Sole 28 59,604 FINISAR CORP USD0.001 COMMON STOCK 31787A507 2,495,825.51 2,496 149,049 SH Sole 5, 28 149,049 FIRST AMERICAN FINANCIAL CORP COMMON USD0.00001 STOCK 31847R102 3,710,713.58 3,711 292,874 SH Sole 28, 33 292,874 FIRST BANCORP INC MAINE COM STK COMMON USD0.01 STOCK 31866P102 142,372.31 142 9,263 SH Sole 8, 28 9,263 FIRST CASH FINANCIAL SERVICES INC COMMON COM STK USD0.01 STOCK 31942D107 1,625,052.99 1,625 46,311 SH Sole 23, 28 46,311 FIRST CITIZENS BANCSHARES INC COMMON NRTH CLASS'A'SHS STOCK 31946M103 1,402,719.84 1,403 8,016 SH Sole 30 8,016 FIRST COMMUNITY BANCSHARES INC COMMON COM STK USD1 STOCK 31983A103 520,728.00 521 41,725 SH Sole 8, 28, 33 41,725 FIRST DEFIANCE FINANCIAL CORP COM COMMON STK USD0.01 STOCK 32006W106 124,117.13 124 8,507 SH Sole 28, 33 8,507 FIRST FINANCIAL BANKSHARES INC COMMON COM STK USD0.01 STOCK 32020R109 2,045,982.86 2,046 61,202 SH Sole 11, 28 61,202 FIRST FINANCIAL NORTHWEST INC COM COMMON STK USD0.01 STOCK 32022K102 15,314.00 15 2,600 SH Sole 33 2,600 FIRST INTERSTATE BANCSYSTEM INC COMMON NPV CLS A STOCK 32055Y201 181,898.80 182 13,960 SH Sole 28, 33 13,960 FIRST NIAGARA FINANCIAL GROUP INC COMMON COM STOCK 33582V108 5,934,980.45 5,935 687,715 SH Sole 8, 28, 33 687,715 FIRST PACTRUST BANCORP INC COM COMMON STK USD0.01 STOCK 33589V101 95,704.25 96 9,337 SH Sole 28, 33 9,337 FIRST PLACE FINANCIAL/OHIO COM STK COMMON USD0.01 STOCK 33610T109 190.84 0 367 SH Sole 33 367 FIRST REPUBLIC BANK SAN FRANCISCO COMMON USD0.01 STOCK 33616C100 3,318,124.00 3,318 108,400 SH Sole 35 108,400 FIRST SOUTH BANCORP INC COM STK COMMON USD0.01 STOCK 33646W100 2,720.00 3 850 SH Sole 33 850 1ST UNITED BANCORP INC USD0.01 COMMON STOCK 33740N105 126,179.25 126 22,735 SH Sole 28, 33 22,735 FIRSTCITY FINANCIAL CORP COM STK COMMON USD0.01 STOCK 33761X107 8,040.00 8 1,000 SH Sole 33 1,000 FIVE STAR QUALITY CARE INC COM STK COMMON USD0.01 STOCK 33832D106 239,223.00 239 79,741 SH Sole 8, 28, 33 79,741 FLOWSERVE CORP COM STK USD1.25 COMMON STOCK 34354P105 2,267,574.92 2,268 22,831 SH Sole 28 22,831 FLUIDIGM CORPORATION USD0.001 COMMON STOCK 34385P108 70,813.96 71 5,381 SH Sole 28 5,381 FORTEGRA FINANCIAL CORP USD0.01 COMMON STOCK 34954W104 34,515.56 35 5,167 SH Sole 28 5,167 FORTUNE BRANDS HOME & SECURITY COMMON INC USD0.01 WI STOCK 34964C106 6,445,139.74 6,445 378,458 SH Sole 11, 28 378,458 FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108 149,273.97 149 11,819 SH Sole 28, 33 11,819 FRANKLIN FINANCIAL CORP(VA) COMMON USD0.01 STOCK 35353C102 134,608.96 135 11,369 SH Sole 28 11,369 FREEPORT-MCMORAN COPPER & GOLD COMMON 11, 23, 28, INC COM STK USD0.10 STOCK 35671D857 40,500,602.61 40,501 1,100,859 SH Sole 34, 43, 51 1,100,859 FRESH MARKET INC (THE) USD0.01 COMMON STOCK 35804H106 2,243,616.90 2,244 56,231 SH Sole 28, 47 56,231
FRONTIER COMMUNICATIONS CORP COMMON CLASS'B'COM STK STOCK 35906A108 2,098,558.05 2,099 407,487 SH Sole 28 407,487 FUELCELL ENERGY INC COM COMMON STK USD0.0001 STOCK 35952H106 88,271.69 88 101,229 SH Sole 28 101,229 FUEL SYSTEMS SOLUTIONS COMMON INC COM STK USD0.001 STOCK 35952W103 225,451.28 225 13,672 SH Sole 28 13,672 FURIEX PHARMACEUTICALS COMMON INC USD0.001(WI) STOCK 36106P101 138,475.77 138 8,287 SH Sole 28, 33 8,287 FUSION-IO INC USD0.0002 COMMON STOCK 36112J107 346,060.00 346 14,300 SH Sole 8 14,300 FUTUREFUEL CORP COM COMMON USD0.0001 STOCK 36116M106 231,334.92 231 18,626 SH Sole 8, 28 18,626 GEO GROUP INC COM COMMON USD0.01 STOCK 36159R103 953,694.75 954 56,937 SH Sole 28, 33 56,937 GSI GROUP INC CDA NEW COMMON USD0.001 STOCK 36191C205 225,786.33 226 22,071 SH Sole 28, 33 22,071 GNC HLDGS INC USD0.001 COMMON STOCK 36191G107 1,316,819.70 1,317 45,486 SH Sole 23, 28 45,486 GT ADVANCED TECHNOLOGIES INC COMMON USD0.01 STOCK 36191U106 1,542,547.16 1,543 213,059 SH Sole 11, 28 213,059 GP STRATEGIES CORP COM COMMON STK USD0.01 STOCK 36225V104 394,653.96 395 29,277 SH Sole 8, 28, 33 29,277 G-III APPAREL GROUP COM COMMON STK USD0.01 STOCK 36237H101 1,882,274.33 1,882 75,563 SH Sole 25, 28, 33 75,563 GTSI CORP COM STK COMMON USD0.005 STOCK 36238K103 4,200.00 4 1,000 SH Sole 33 1,000 GSI TECHNOLOGY INC COM COMMON STK USD0.001 STOCK 36241U106 205,770.24 206 43,968 SH Sole 8, 28, 33 43,968 GAIAM INC CLASS'A'COM COMMON STK USD0.0001 STOCK 36268Q103 1,960.20 2 605 SH Sole 33 605 GAIN CAPITAL HLDGS INC COMMON USD0.00001 STOCK 36268W100 1,096,334.40 1,096 163,632 SH Sole 28, 30 163,632 GAMESTOP CORPORATION NEW CLASS 'A' COM COMMON USD0.001 STOCK 36467W109 5,342,454.39 5,342 221,403 SH Sole 28, 33, 35 221,403 GEEKNET INC COM STK COMMON USD0.001 STOCK 36846Q203 61,073.10 61 3,582 SH Sole 28 3,582 GEN-PROBE INC COM GEN COMMON PROBE INC COM STOCK 36866T103 8,776,600.48 8,777 148,454 SH Sole 28, 38, 47 148,454 GENERAL MOTORS CO COMMON 23, 41, 45, USD0.01 STOCK 37045V100 5,855,840.84 5,856 288,892 SH Sole 51 288,892 GENOMIC HEALTH INC COM COMMON STK USD0.0001 STOCK 37244C101 354,012.77 354 13,943 SH Sole 28 13,943 GENTIVA HEALTH SERVICES COMMON INC COM STK USD0.01 STOCK 37247A102 187,690.50 188 27,806 SH Sole 28, 33 27,806 GENWORTH FINANCIAL INC COMMON COM STK USD0.001 STOCK 37247D106 1,312,102.55 1,312 200,321 SH Sole 28 200,321 GEOMET INC COM STK NPV COMMON STOCK 37250U201 3,255.00 3 3,500 SH Sole 33 3,500 GEOEYE INC COM STK COMMON USD0.01 STOCK 37250W108 404,603.98 405 18,209 SH Sole 28 18,209 GLACIER BANCORP COM COMMON STK USD0.01 STOCK 37637Q105 778,641.75 779 64,725 SH Sole 28, 33 64,725 GLOBAL PAYMENTS INC COMMON COM STK USD0.001 STOCK 37940X102 10,013,620.86 10,014 211,347 SH Sole 28, 35 211,347 GLOBAL POWER EQUIPMENT GROUP INC COM STK COMMON USD0.01 STOCK 37941P306 310,578.75 311 13,077 SH Sole 28, 33 13,077 GLOBAL GEOPHYSICAL COMMON SERVICES INC USD0.01 STOCK 37946S107 98,918.40 99 14,720 SH Sole 28 14,720 GLOBE SPECIALTY METALS COMMON INC USD0.0001 STOCK 37954N206 693,642.17 694 51,803 SH Sole 28 51,803 GLOBECOMM SYSTEMS INC COMMON COM STK USD0.001 STOCK 37956X103 306,473.04 306 22,403 SH Sole 28, 33 22,403 GMX RESOURCES INC COM COMMON NPV STOCK 38011M108 65,476.25 65 52,381 SH Sole 28 52,381 GOLD RESOURCE CORP COMMON USD0.001 STOCK 38068T105 495,571.25 496 23,321 SH Sole 28 23,321 GOLDEN STAR RESOURCES COMMON COM NPV STOCK 38119T104 350,806.50 351 212,610 SH Sole 28 212,610 GOLDMAN SACHS GROUP COMMON 11, 23, 28, INC COM STK USD0.01 STOCK 38141G104 32,572,614.71 32,573 360,197 SH Sole 37, 41 360,197 GOLFSMITH INTL HLDGS INC COMMON COM STK USD0.001 STOCK 38168Y103 2,219.00 2 700 SH Sole 33 700 GOLUB CAPITAL BDC INC COMMON USD0.001 STOCK 38173M102 129,223.50 129 8,337 SH Sole 28 8,337 GOOGLE INC COM STK 11, 23, 28, USD0.001 CLS'A' COMMON 34, 38, 50, STOCK 38259P508 186,136,107.90 186,136 288,181 SH Sole 51, 53 288,181 GORDMANS STORES INC COMMON USD0.001 STOCK 38269P100 537,618.90 538 42,770 SH Sole 28, 30 42,770 GRAND CANYON COMMON EDUCATION INC USD0.01 STOCK 38526M106 375,538.80 376 23,530 SH Sole 28 23,530 GREATBATCH INC COM STK COMMON USD0.001 STOCK 39153L106 1,846,919.10 1,847 83,571 SH Sole 8, 28, 33 83,571 GTX INC COM STK USD0.001 COMMON STOCK 40052B108 60,987.36 61 18,151 SH Sole 28 18,151 GUARANTY BANCROP COMMON STOCK 40075T102 7,644.00 8 5,200 SH Sole 33 5,200 HFF INC COM STK USD0.01 COMMON CLASS 'A' STOCK 40418F108 248,043.96 248 24,012 SH Sole 28 24,012 HKN INC COM STK USD0.01 COMMON STOCK 40420K103 3,723.24 4 1,748 SH Sole 33 1,748 HMS HOLDING CORP COM COMMON STK USD0.01 STOCK 40425J101 15,781,938.12 15,782 493,494 SH Sole 11, 28, 47 493,494 HALLADOR ENERGY CO COMMON USD0.01 STOCK 40609P105 36,383.52 36 3,664 SH Sole 28 3,664 HALLMARK FINANCIAL SERVICES INC COM STK COMMON USD0.18 STOCK 40624Q203 85,152.18 85 12,182 SH Sole 28, 33 12,182 HALOZYME THERAPEUTICS COMMON INC COM STK USD0.001 STOCK 40637H109 641,173.71 641 67,421 SH Sole 28 67,421 HANGER ORTHOPEDIC COMMON USD0.01 STOCK 41043F208 587,052.90 587 31,410 SH Sole 28, 33 31,410 HARBINGER GROUP INC COMMON USD0.01 STOCK 41146A106 31,306.07 31 7,807 SH Sole 28 7,807 HARVEST NATURAL RESOURCES COM STK COMMON USD0.01 STOCK 41754V103 236,027.16 236 31,982 SH Sole 28, 33 31,982 HEADWATERS INC COM STK COMMON USD0.001 STOCK 42210P102 127,088.34 127 57,247 SH Sole 28, 33 57,247 HEALTH NET INC COM STK COMMON USD0.001 STOCK 42222G108 4,519,803.60 4,520 148,580 SH Sole 28, 33 148,580 HEALTHSTREAM INC COMMON USD0.01 STOCK 42222N103 274,074.75 274 14,855 SH Sole 28 14,855 HEALTHSPRING USD0.01 COMMON STOCK 42224N101 3,314,395.80 3,314 60,770 SH Sole 28, 33 60,770 HEARTLAND FINANCIAL COMMON USA INC COM STK USD1 STOCK 42234Q102 269,861.28 270 17,592 SH Sole 8, 28, 33 17,592 HEARTLAND PAYMENT SYSTEMS INC COM STK COMMON USD0.001 STOCK 42235N108 771,164.52 771 31,657 SH Sole 28 31,657 HEELYS INC COM COMMON STOCK 42279M107 4,070.00 4 2,200 SH Sole 33 2,200 HELIX ENERGY SOLUTIONS COMMON GROUP INC COM STK NPV STOCK 42330P107 5,121,886.00 5,122 324,170 SH Sole 8, 28, 33 324,170 HERITAGE FINANCIAL CORP COMMON COM STK NPV STOCK 42722X106 161,245.28 161 12,838 SH Sole 28 12,838 HERITAGE CRYSTAL CLEAN COMMON INC USD0.01 STOCK 42726M106 65,279.52 65 3,942 SH Sole 28 3,942 HERTZ GLOBAL HOLDINGS COMMON INC COM STK USD0.01 STOCK 42805T105 6,928,606.16 6,929 591,178 SH Sole 38 591,178 HESS CORP COM STK USD1 COMMON STOCK 42809H107 19,228,106.40 19,228 338,523 SH Sole 28, 39, 51 338,523 HHGREGG INC COM STK COMMON USD0.0001 STOCK 42833L108 1,363,819.90 1,364 94,382 SH Sole 8, 28, 30 94,382 HI-TECH PHARMACAL COM COMMON STK USD0.01 STOCK 42840B101 354,482.35 354 9,115 SH Sole 28, 33 9,115 HIGHER ONE HLDG INC COMMON USD0.001 STOCK 42983D104 463,489.40 463 25,135 SH Sole 28 25,135 HITTITE MICROWAVE CORP COMMON COM STK USD0.01 STOCK 43365Y104 1,947,744.72 1,948 39,444 SH Sole 11, 28 39,444 HOME FEDERAL BANCORP COMMON INC MD COM STK USD0.01 STOCK 43710G105 164,476.00 164 15,815 SH Sole 28, 33 15,815 HOMEAWAY INC USD0.0001 COMMON STOCK 43739Q100 392,204.25 392 16,869 SH Sole 47 16,869 HORIZON TECHNOLOGY COMMON FINANCE CORP USD0.001 STOCK 44045A102 1,283,482.64 1,283 78,838 SH Sole 30 78,838 HORIZON PHARMA INC COMMON USD0.0001 STOCK 44047T109 20,036.00 20 5,009 SH Sole 28 5,009 HOUSTON AMERICAN ENERGY CORP COM STK COMMON USD0.001 STOCK 44183U100 165,162.31 165 13,549 SH Sole 28 13,549 HOUSTON WIRE & CABLE CO COMMON COM STK NPV STOCK 44244K109 201,716.72 202 14,596 SH Sole 28 14,596 IAC/INTERACTIVE CORP COMMON COM STK USD0.001 STOCK 44919P508 302,460.00 302 7,100 SH Sole 33 7,100 ICF INTERNATIONAL INC COMMON COM STK USD0.001 STOCK 44925C103 2,528,402.52 2,528 102,034 SH Sole 11, 28, 33 102,034 ICG GROUP INC COMMON STOCK 44928D108 262,009.08 262 33,939 SH Sole 28, 33 33,939 ICU MEDICAL INC COM STK COMMON USD0.10 STOCK 44930G107 457,695.00 458 10,171 SH Sole 28, 33 10,171 IPG PHOTONICS CORP COM COMMON STK USD0.001 STOCK 44980X109 808,239.81 808 23,863 SH Sole 47 23,863 IPC THE HOSPITALIST CO COMMON INC USD0.001 STOCK 44984A105 1,633,849.92 1,634 35,736 SH Sole 28, 47 35,736 ISTA PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 45031X204 1,632,335.85 1,632 231,537 SH Sole 28, 30 231,537 ITT EDUCATIONAL SERVICES INC COM STK COMMON USD0.01 STOCK 45068B109 2,666,775.64 2,667 46,876 SH Sole 28, 43 46,876 IXIA INC COM STK NPV COMMON STOCK 45071R109 333,692.50 334 31,750 SH Sole 28 31,750 IDENIX PHARMACEUTICALS COMMON INC COM USD0.001 STOCK 45166R204 1,274,710.57 1,275 171,217 SH Sole 8, 28 171,217 IDEX CORP COM STK COMMON USD0.01 STOCK 45167R104 5,541,265.20 5,541 149,320 SH Sole 28 149,320 IDEXX LABORATORIES INC COMMON COM STK USD0.10 STOCK 45168D104 8,541,405.60 8,541 110,985 SH Sole 11, 23, 28 110,985 IGATE CORP COM STK COMMON USD0.01 STOCK 45169U105 400,422.88 400 25,456 SH Sole 28 25,456 IDENTIVE GROUP INC COMMON USD0.01 STOCK 45170X106 76,654.02 77 34,374 SH Sole 28, 33 34,374 IMATION CORP COM STK COMMON USD0.01 STOCK 45245A107 288,001.26 288 50,262 SH Sole 8, 28, 33 50,262 IMMUNOGEN INC COM STK COMMON USD0.01 STOCK 45253H101 714,682.86 715 61,717 SH Sole 28 61,717 IMPAX LABORATORIES INC COMMON COM STK USD0.01 STOCK 45256B101 3,984,644.01 3,985 197,553 SH Sole 28, 38 197,553 IMPERVA INC USD0.0001 COMMON STOCK 45321L100 582,823.83 583 16,743 SH Sole 8, 28, 47 16,743 INCYTE CORP COM STK COMMON USD0.001 STOCK 45337C102 2,300,687.77 2,301 153,277 SH Sole 8, 28, 47 153,277 INFINITY PHARMACEUTICALS INC COMMON COM STK NPV STOCK 45665G303 138,938.28 139 15,717 SH Sole 28 15,717 INFINITY PROPERTY & CASUALTY CORP COM COMMON NPV STOCK 45665Q103 1,719,619.18 1,720 30,307 SH Sole 11, 28 30,307 INFORMATICA CORP COM COMMON STK USD0.001 STOCK 45666Q102 11,274,987.51 11,275 305,307 SH Sole 11, 28 305,307 INFINERA CORP COM STK COMMON USD0.001 STOCK 45667G103 539,458.28 539 85,901 SH Sole 28 85,901 INFOSPACE INC COM STK COMMON USD0.0001 STOCK 45678T300 407,564.15 408 37,085 SH Sole 28, 33 37,085 INHIBITEX INC COM STK COMMON USD0.001 STOCK 45719T103 2,498,094.30 2,498 228,345 SH Sole 8, 28, 38 228,345 INSIGHT ENTERPRISE INC COMMON COM STK USD0.01 STOCK 45765U103 988,452.63 988 64,647 SH Sole 8, 28, 33 64,647 INNOSPEC INC COM STK COMMON USD0.01 STOCK 45768S105 723,560.39 724 25,777 SH Sole 8, 28, 33 25,777 INNOVATIVE SOLUTIONS & SUPPORT COM STK COMMON USD0.001 STOCK 45769N105 312,943.68 313 90,972 SH Sole 30, 33 90,972 INPHI CORP USD0.001 COMMON STOCK 45772F107 212,433.52 212 17,762 SH Sole 28 17,762 INNERWORKINGS INC COM COMMON STK USD0.0001 STOCK 45773Y105 197,018.22 197 21,162 SH Sole 28 21,162 INNOPHOS HOLDINGS INC COMMON 8, 11, 28, COM STOCK 45774N108 2,818,033.92 2,818 58,032 SH Sole 30 58,032 INSTEEL INDUSTRIES INC COMMON COM NPV STOCK 45774W108 184,577.05 185 16,795 SH Sole 28, 33 16,795 INSPERITY INC COM STK COMMON USD0.01 STOCK 45778Q107 477,594.00 478 18,840 SH Sole 28 18,840 INSULET CORPORATION COMMON COM STK USD0.001 STOCK 45784P101 711,001.97 711 37,759 SH Sole 28 37,759 INTEGRAMED AMERICA INC COMMON COM STK USD0.01 STOCK 45810N302 7,850.00 8 1,000 SH Sole 33 1,000 INTEGRATED SILICON SOLUTIONS INC COM STK COMMON USD0.0001 STOCK 45812P107 615,158.56 615 67,304 SH Sole 8, 28, 33 67,304 INTEGRYS ENERGY GROUP COMMON INC COM STK USD1 STOCK 45822P105 1,718,806.32 1,719 31,724 SH Sole 28 31,724 INTERACTIVE BROKERS COMMON GROUP INC COM STK USD1 STOCK 45841N107 110,705.40 111 7,410 SH Sole 33 7,410 INTERACTIVE INTELLIGENCE GROUP INC COMMON USD0.01 STOCK 45841V109 268,072.32 268 11,696 SH Sole 28 11,696 INTERCONTINENTAL EXCHANGE INC COM STK COMMON 11, 28, 39, USD0.01 STOCK 45865V100 35,079,447.25 35,079 290,995 SH Sole 50, 51 290,995 INTERDIGITAL INC COM STK COMMON USD0.01 STOCK 45867G101 1,623,592.48 1,624 37,264 SH Sole 28 37,264 INTERMOLECULAR INC COMMON USD0.001 STOCK 45882D109 193,050.00 193 22,500 SH Sole 8 22,500 INTERMUNE INC COM STK COMMON USD0.001 STOCK 45884X103 559,918.80 560 44,438 SH Sole 28 44,438 INTERNAP NETWORK SERVICES COM STK COMMON USD0.001 STOCK 45885A300 269,551.26 270 45,379 SH Sole 28, 33 45,379 INTERSIL CORP CLASS'A' COMMON COM STK USD0.01 STOCK 46069S109 2,573,167.68 2,573 246,472 SH Sole 28, 33 246,472 INTERVAL LEISURE GROUP COMMON INC USD0.01 STOCK 46113M108 449,796.89 450 33,049 SH Sole 28 33,049 INTL FCSTONE INC COMMON STOCK 46116V105 275,792.57 276 11,701 SH Sole 28, 33 11,701 INTRALINKS HLDGS INC COMMON USD0.001 STOCK 46118H104 164,336.64 164 26,336 SH Sole 28 26,336 INTUITIVE SURGICAL INC COMMON 11, 23, 28, COM STK USD0.001 STOCK 46120E602 16,244,242.84 16,244 35,084 SH Sole 50 35,084 INTREPID POTASH INC COMMON USD0.001 STOCK 46121Y102 2,901,867.53 2,902 128,231 SH Sole 11, 28 128,231 INVENSENSE INC USD0.001 COMMON STOCK 46123D205 87,946.80 88 8,830 SH Sole 28 8,830 INVESTMENT TECHNOLOGY COMMON GROUP COM STK USD0.01 STOCK 46145F105 367,140.03 367 33,963 SH Sole 28 33,963 INVESTORS BANCORP INC COMMON COM STK USD0.01 STOCK 46146P102 1,895,153.20 1,895 140,590 SH Sole 25, 28 140,590 IRIDIUM COMMUNICATIONS COMMON INC STOCK 46269C102 3,763,914.06 3,764 488,186 SH Sole 28, 33, 38 488,186 IRIS INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 46270W105 144,541.65 145 15,459 SH Sole 28, 33 15,459 IRONWOOD PHARMACEUTICALS INC COMMON USD0.001 A STOCK 46333X108 496,312.11 496 41,463 SH Sole 28 41,463 ITERIS INC NEW COM STK COMMON USD0.1 STOCK 46564T107 2,210.00 2 1,700 SH Sole 33 1,700 IXYS CORP COM STK USD0.01 COMMON STOCK 46600W106 372,779.43 373 34,421 SH Sole 8, 28, 33 34,421 JDS UNIPHASE CORP COM COMMON STK USD0.008 STOCK 46612J507 979,783.56 980 93,849 SH Sole 28 93,849 JDA SOFTWARE GROUP INC COMMON COM STK USD0.01 STOCK 46612K108 2,446,805.38 2,447 75,542 SH Sole 8, 28, 33 75,542 JPMORGAN CHASE & CO 11, 23, 28, COM STK USD1 31, 34, 37, COMMON 39, 41, 50, STOCK 46625H100 140,911,671.25 140,912 4,237,945 SH Sole 51 4,237,945 JMP GROUP INC COM STK COMMON USD0.001 STOCK 46629U107 94,651.70 95 13,238 SH Sole 28, 33 13,238 JAGUAR MINING INC COM COMMON NPV STOCK 47009M103 442,325.40 442 69,330 SH Sole 28 69,330 JAMBA INC COM STK COMMON USD0.001 STOCK 47023A101 71,545.65 72 54,615 SH Sole 28 54,615 JANUS CAPITAL GROUP INC COMMON COM STK USD0.01 STOCK 47102X105 2,107,647.27 2,108 334,017 SH Sole 28 334,017 JIVE SOFTWARE INC COMMON USD0.0001 STOCK 47760A108 270,352.00 270 16,897 SH Sole 8, 47 16,897 JONES LANG LASALLE INC COMMON COM STK USD0.01 STOCK 48020Q107 8,135,021.70 8,135 132,795 SH Sole 11, 28 132,795 THE JONES GROUP INC COMMON STOCK 48020T101 1,101,451.65 1,101 104,403 SH Sole 8, 28, 33 104,403 J2 GLOBAL INC USD0.001 COMMON STOCK 48123V102 1,062,932.22 1,063 37,773 SH Sole 28 37,773 JUNIPER NETWORKS COM COMMON 11, 28, 31, STK USD0.00001 STOCK 48203R104 27,860,058.20 27,860 1,365,020 SH Sole 34, 37, 43 1,365,020 KAR AUCTION SERVICES INC COMMON USD0.01 STOCK 48238T109 202.50 0 15 SH Sole 33 15 KBR INC COM STK USD0.001 COMMON STOCK 48242W106 8,644,521.51 8,645 310,173 SH Sole 28, 43 310,173 K12 INC USD0.0001 COMMON STOCK 48273U102 383,001.06 383 21,349 SH Sole 28 21,349 KADANT INC COM STK COMMON USD0.01 STOCK 48282T104 782,306.00 782 34,600 SH Sole 8, 28, 33 34,600 KAPSTONE PAPER & PACKAGING CORP COM COMMON STK NPV STOCK 48562P103 515,563.70 516 32,755 SH Sole 28, 33 32,755 KB HOME COM STK USD1 COMMON STOCK 48666K109 1,281,490.56 1,281 190,698 SH Sole 28 190,698 KID BRANDS INC COMMON STOCK 49375T100 4,108.00 4 1,300 SH Sole 33 1,300 KODIAK OIL & GAS CORP COMMON COM NPV STOCK 50015Q100 6,215,726.50 6,216 654,287 SH Sole 11, 28, 47 654,287 KOPPERS INC COM STK COMMON USD0.01 STOCK 50060P106 822,131.72 822 23,927 SH Sole 8, 28 23,927 KRAFT FOODS INC COM STK COMMON 23, 28, 39, NPV CLS'A' STOCK 50075N104 74,482,353.04 74,482 1,993,639 SH Sole 41, 51 1,993,639 KRATOS DEFENSE&SECURITY SOLUTIONS COM STK COMMON USD0.001 STOCK 50077B207 399,954.18 400 66,994 SH Sole 8, 28, 33 66,994 KRATON PERFORMANCE COMMON POLYMERS INC USD0.01 STOCK 50077C106 532,123.90 532 26,213 SH Sole 28 26,213 L&L ENERGY INC COM STK COMMON USD0.001 STOCK 50162D100 47,826.94 48 18,466 SH Sole 28 18,466 LHC GROUP INC COM STK COMMON USD0.01 STOCK 50187A107 903,565.58 904 70,426 SH Sole 28, 30, 33 70,426 LPL INVESTMENT HLDGS COMMON INC USD0.001 STOCK 50213H100 1,762,616.10 1,763 57,715 SH Sole 38 57,715 LSI INDUSTRIES COM STK COMMON USD0.01 STOCK 50216C108 109,410.00 109 18,235 SH Sole 28, 33 18,235 LABORATORY CORP OF AMERICA HOLDINGS COM COMMON STK USD0.1 STOCK 50540R409 3,489,350.36 3,489 40,588 SH Sole 28 40,588 LADENBURG THALMANN COMMON FINL SERVS INC COM STK STOCK 50575Q102 216,940.48 217 87,476 SH Sole 28 87,476 LAKES ENTERTAINMENT, COMMON INC. STOCK 51206P109 3,572.00 4 1,900 SH Sole 33 1,900 LANDAUER INC COM STK COMMON USD0.10 STOCK 51476K103 1,465,793.00 1,466 28,462 SH Sole 11, 25, 28 28,462 LEAPFROG ENTERPRISES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 52186N106 191,608.43 192 34,277 SH Sole 28, 33 34,277 LECROY CORP COM STK COMMON USD0.01 STOCK 52324W109 112,551.03 113 13,383 SH Sole 28 13,383 LIBERTY INTERACTIVE COMMON CORP STOCK 53071M104 3,696,938.93 3,697 227,995 SH Sole 34 227,995 LIFE TIME FITNESS INC COM COMMON STK USD0.02 STOCK 53217R207 6,889,173.50 6,889 147,362 SH Sole 5, 28, 33 147,362 LIFE TECHNOLOGIES CORP COMMON COM STOCK 53217V109 2,849,184.75 2,849 73,225 SH Sole 28 73,225 LIFEPOINT HOSPITALS INC COMMON COM STK USD0.01 STOCK 53219L109 9,234,375.50 9,234 248,570 SH Sole 23, 28, 33 248,570 LIGAND PHARMACEUTICAL COMMON INC USD0.001 B STOCK 53220K504 191,344.40 191 16,120 SH Sole 28 16,120 LIFETIME BRANDS INC COM COMMON STK USD0.01 STOCK 53222Q103 321,090.86 321 26,449 SH Sole 8, 28, 33 26,449 LIMELIGHT NETWORKS INC COMMON COM STK USD0.001 STOCK 53261M104 165,354.48 165 55,863 SH Sole 28 55,863 LINKEDIN CORP USD0.0001 A COMMON STOCK 53578A108 2,668,473.50 2,668 42,350 SH Sole 50, 53 42,350 LIQUIDITY SERVICES INC COMMON COM STK USD0.001 STOCK 53635B107 2,262,117.60 2,262 61,304 SH Sole 28, 47 61,304 LOGMEIN INC NPV COMMON STOCK 54142L109 6,692,048.70 6,692 173,594 SH Sole 5, 28, 38 173,594 LOUISIANA BANCORP INC COMMON COM NPV STOCK 54619P104 9,510.00 10 600 SH Sole 33 600 LUMBER LIQUIDATORS COMMON HLDGS INC USD0.001 STOCK 55003T107 335,575.32 336 19,002 SH Sole 28 19,002 M & T BANK CORP COM STK COMMON USD5 STOCK 55261F104 3,920,211.68 3,920 51,352 SH Sole 28 51,352 MBIA INC COM STK USD1 COMMON STOCK 55262C100 173,850.00 174 15,000 SH Sole 33 15,000 MB FINANCIAL INC COM STK COMMON USD0.01 STOCK 55264U108 887,336.10 887 51,891 SH Sole 28, 33 51,891 MGE ENERGY INC COM STK COMMON USD1 STOCK 55277P104 1,323,684.54 1,324 28,302 SH Sole 8, 28 28,302 MGP INGREDIENTS INC COMMON STOCK 55302G103 59,376.24 59 11,781 SH Sole 28, 33 11,781 M/I HOMES,INC. COM COMMON USD0.01 STOCK 55305B101 877,344.00 877 91,390 SH Sole 28, 30, 33 91,390 MKS INSTRUMENTS INC COMMON COM STK NPV STOCK 55306N104 1,716,660.92 1,717 61,706 SH Sole 8, 28, 33 61,706 MSCI INC COM STK USD0.01 COMMON CLS'A' STOCK 55354G100 11,142,063.08 11,142 338,356 SH Sole 11, 28, 38 338,356 MWI VETERINARY SUPPLY COMMON INC COM STK USD0.01 STOCK 55402X105 4,016,298.00 4,016 60,450 SH Sole 11, 28, 47 60,450 MYR GROUP INC USD0.01 COMMON STOCK 55405W104 344,941.08 345 18,022 SH Sole 28, 33 18,022 MACY'S INC COM STK COMMON 23, 28, 34, USD0.01 STOCK 55616P104 34,123,124.94 34,123 1,060,383 SH Sole 41, 43, 51 1,060,383 MADISON SQUARE GARDEN COMMON CO/THE STOCK 55826P100 164,765.92 165 5,753 SH Sole 33 5,753 MAGNUM HUNTER RESOURCES CORP COM COMMON STK USD0.01 STOCK 55973B102 1,542,736.58 1,543 286,222 SH Sole 28, 30 286,222 MAIN STREET CAPITAL CORPORATION COM STK COMMON USD0.01 STOCK 56035L104 400,543.92 401 18,858 SH Sole 28 18,858 MAINSOURCE FINANCIAL COMMON GROUP COM STK USD1 STOCK 56062Y102 432,493.40 432 48,980 SH Sole 8, 28, 33 48,980 MANNING & NAPIER INC COMMON USD0.01 A STOCK 56382Q102 265,250.13 265 21,237 SH Sole 8, 28 21,237 MANNKIND CORP COM COMMON USD0.01 STOCK 56400P201 158,930.00 159 63,572 SH Sole 28 63,572 MANPOWER INC COMMON STOCK 56418H100 5,219,821.75 5,220 146,009 SH Sole 28 146,009 MAP PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 56509R108 236,638.56 237 17,968 SH Sole 28 17,968 MARATHON PETROLEUM COMMON CORP USD0.01 STOCK 56585A102 4,856,112.17 4,856 145,873 SH Sole 28 145,873 MARCHEX INC COM STK COMMON USD0.01 STOCK 56624R108 123,637.50 124 19,782 SH Sole 28, 33 19,782 MARKET LEADER INC COMMON USD0.001 STOCK 57056R103 5,761.25 6 2,095 SH Sole 33 2,095 MARKETAXESS HOLDINGS COMMON INC STOCK 57060D108 710,264.79 710 23,589 SH Sole 28 23,589 MARRIOTT VACATIONS WORLDWIDE CORP COMMON USD0.01 STOCK 57164Y107 1,095,048.24 1,095 63,814 SH Sole 30 63,814 MASTERCARD INC COM STK COMMON 11, 23, 28, STOCK 57636Q104 43,426,446.42 43,426 116,481 SH Sole 38, 51, 53 116,481 MATTRESS FIRM HLDG CORP COMMON USD0.001 STOCK 57722W106 116,970.36 117 5,044 SH Sole 28 5,044 MAXIM INTEGRATED PRODUCTS COM STK COMMON USD0.001 STOCK 57772K101 4,298,787.36 4,299 165,084 SH Sole 34 165,084 MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100 63,350.75 63 13,337 SH Sole 28 13,337 MCG CAPITAL CORP COM COMMON STK USD0.01 STOCK 58047P107 487,761.54 488 122,246 SH Sole 8, 28, 33 122,246 MCKESSON CORP COM STK COMMON USD0.01 STOCK 58155Q103 25,288,651.08 25,289 324,588 SH Sole 28, 51 324,588 MEADOWBROOK INSURANCE GROUP INC COMMON COM STK USD0.01 STOCK 58319P108 910,875.84 911 85,288 SH Sole 8, 28, 33 85,288 MEDCATH CORP COM STK COMMON USD0.01 STOCK 58404W109 15,418.35 15 2,115 SH Sole 33 2,115 MEDCO HEALTH SOLUTIONS COMMON INC COM STK USD0.01 STOCK 58405U102 8,860,373.60 8,860 158,504 SH Sole 28 158,504 MEDICAL ACTION INDUSTRIES INC COM STK COMMON USD0.001 STOCK 58449L100 74,789.00 75 14,300 SH Sole 28, 33 14,300 MEDICINOVA INC COM STK COMMON USD0.1 (POST SPLIT) STOCK 58468P206 980.40 1 570 SH Sole 33 570 MEDIFAST INC COM STK COMMON USD0.001 STOCK 58470H101 155,145.76 155 11,308 SH Sole 28 11,308 MEDIDATA SOLUITION INC COMMON USD0.01 STOCK 58471A105 375,231.00 375 17,252 SH Sole 28 17,252 MEDIVATION INC COM STK COMMON USD0.01 STOCK 58501N101 1,405,248.36 1,405 30,476 SH Sole 23, 28 30,476 MEDNAX INC COM STK COMMON USD0.01 STOCK 58502B106 15,484,238.29 15,484 215,029 SH Sole 28, 35, 38 215,029 MEDLEY CAPITAL COMMON CORPORATION USD0.001 STOCK 58503F106 94,120.00 94 9,050 SH Sole 28 9,050 MEDQUIST HLDGS INC COMMON USD0.10 STOCK 58506K102 1,627,896.40 1,628 169,220 SH Sole 28, 30 169,220 MERCADOLIBRE INC COM COMMON STK USD0.001 STOCK 58733R102 4,565,596.00 4,566 57,400 SH Sole 38 57,400 MERCK & CO INC(NEW) COM 11, 23, 28, STK USD0.50 COMMON 31, 34, 37, STOCK 58933Y105 120,109,523.30 120,110 3,185,929 SH Sole 41, 51 3,185,929 MERIDIAN INTERSTATE BANCORP INC COM STK COMMON NPV STOCK 58964Q104 89,092.20 89 7,156 SH Sole 28, 33 7,156 MERITAGE HOMES COMMON CORPORATION STOCK 59001A102 667,199.49 667 28,771 SH Sole 28, 33 28,771 MERITOR INC COMMON STOCK 59001K100 413,199.08 413 77,669 SH Sole 28 77,669 MERU NETWORKS USD0.0005 COMMON STOCK 59047Q103 36,273.79 36 8,783 SH Sole 28 8,783 METALS USA HLDGS CORP COMMON 0.01 STOCK 59132A104 112,151.25 112 9,969 SH Sole 28, 33 9,969 METHANEX CORP COM NPV COMMON STOCK 59151K108 4,974,714.36 4,975 217,998 SH Sole 25, 37 217,998 METLIFE INC COM STK COMMON 11, 23, 28, USD0.01 STOCK 59156R108 22,618,470.88 22,618 725,416 SH Sole 41, 51 725,416 METRO BANCORP INC COMMON STOCK 59161R101 1,205,085.90 1,205 143,805 SH Sole 28, 30, 33 143,805 MICROMET INC COM STK COMMON USD0.00004 STOCK 59509C105 540,867.75 541 75,225 SH Sole 28 75,225 MISTRAS GROUP INC 0.01 COMMON USD STOCK 60649T107 307,638.81 308 12,069 SH Sole 28 12,069 MOBILE MINI COM STK COMMON USD0.01 STOCK 60740F105 2,025,456.40 2,025 116,072 SH Sole 5, 28, 33 116,072 MODUSLINK GLOBAL COMMON SOLUTIONS INC USD0.01 STOCK 60786L107 206,220.60 206 38,189 SH Sole 28, 33 38,189 MOLINA HEALTHCARE INC COMMON COM STK USD0.001 STOCK 60855R100 644,644.77 645 28,869 SH Sole 8, 28, 33 28,869 MOLSON COORS BREWING COMMON CO CLASS 'B' COM STOCK STOCK 60871R209 11,615,165.80 11,615 266,770 SH Sole 28, 37 266,770 MOMENTA PHARMACEUTICALS INC COMMON COM STK USD0.0001 STOCK 60877T100 659,237.51 659 37,909 SH Sole 28 37,909 MONEYGRAM INTL INC COM COMMON USD0.01 STOCK 60935Y208 155,010.75 155 8,733 SH Sole 28 8,733 MONOTYPE IMAGING HLDGS COMMON INC USD0.001 STOCK 61022P100 457,706.81 458 29,359 SH Sole 28 29,359 MONSANTO CO COM STK 11, 23, 28, USD0.01 COMMON 38, 39, 50, STOCK 61166W101 68,201,513.38 68,202 973,334 SH Sole 51, 53 973,334 MORGANS HOTEL GROUP COMMON COM STK NPV STOCK 61748W108 913,603.20 914 154,848 SH Sole 28, 30 154,848 MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103 13,529,410.83 13,529 268,281 SH Sole 28, 34, 37 268,281 MOVE INC COM USD0.001 COMMON STOCK 62458M207 206,152.08 206 32,619 SH Sole 28 32,619 MULTI FINELINE ELECTRONIX INC COM COMMON STK NPV STOCK 62541B101 1,009,189.95 1,009 49,109 SH Sole 28, 30, 33 49,109 MYREXIS INC COM USD0.01 COMMON STOCK 62856H107 720.92 1 269 SH Sole 33 269 NCI INC COM STK NPV COMMON STOCK 62886K104 67,791.35 68 5,819 SH Sole 28, 33 5,819 NGP CAPITAL RESOURCES COMMON COM STK USD0.001 STOCK 62912R107 128,708.19 129 17,901 SH Sole 28 17,901 NIC INC COM NPV COMMON STOCK 62914B100 699,067.82 699 52,522 SH Sole 28 52,522 NPS PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 62936P103 465,609.86 466 70,654 SH Sole 28 70,654 NVR INC COM STK USD0.01 COMMON STOCK 62944T105 7,240,044.00 7,240 10,554 SH Sole 28, 51 10,554 NATIONAL AMERICAN UNI COMMON HLDG INC NPV STOCK 63245Q105 55,334.00 55 7,300 SH Sole 28 7,300 NATIONAL FINANCIAL PARTNERS COM STK COMMON USD0.10 STOCK 63607P208 1,932,346.00 1,932 142,925 SH Sole 8, 28, 33 142,925 NATIONAL INTERSTATE COMMON CORP COM STK USD0.01 STOCK 63654U100 141,309.76 141 5,728 SH Sole 28 5,728 NATURAL GAS SERVICES COMMON GROUP COM STK USD0.01 STOCK 63886Q109 1,393,669.26 1,394 96,381 SH Sole 11, 28, 33 96,381 NAUTILUS INC COM STK COMMON NPV STOCK 63910B102 4,900.00 5 2,800 SH Sole 33 2,800 NAVIGANT CONSULTING COMMON INC COM STK USD0.001 STOCK 63935N107 878,341.80 878 76,980 SH Sole 8, 28, 33 76,980 NELNET INC COM STK COMMON USD0.01 STOCK 64031N108 1,515,549.45 1,516 61,935 SH Sole 8, 28, 33 61,935 NEOPHOTONICS CORP COMMON USD0.0025 STOCK 64051T100 34,560.68 35 7,546 SH Sole 28 7,546 NETAPP INC COM STK NPV COMMON 23, 28, 34, STOCK 64110D104 15,179,539.05 15,180 418,515 SH Sole 50, 53 418,515 NETFLIX COM INC COM STK COMMON USD0.001 STOCK 64110L106 5,517,285.54 5,517 79,626 SH Sole 11, 28 79,626 NETGEAR INC COM STK COMMON USD0.001 STOCK 64111Q104 1,009,819.17 1,010 30,081 SH Sole 28 30,081 NETSCOUT SYSTEMS INC COMMON COM STK USD0.001 STOCK 64115T104 688,107.20 688 39,097 SH Sole 8, 28 39,097 NETLOGIC MICROSYSTEMS COMMON INC COM STK USD0.01 STOCK 64118B100 2,781,620.55 2,782 56,115 SH Sole 28 56,115 NETSUITE INC USD0.01 COMMON STOCK 64118Q107 4,800,592.85 4,801 118,387 SH Sole 23, 28, 47 118,387 NETSPEND HLDGS INC COMMON USD0.001 STOCK 64118V106 177,990.17 178 21,947 SH Sole 28 21,947 NEUROCRINE BIOSCIENCES COMMON INC COM STK 0.001 USD STOCK 64125C109 344,250.00 344 40,500 SH Sole 28 40,500 NEUSTAR INC USD0.001 COMMON CLS'A' STOCK 64126X201 6,772,630.68 6,773 198,204 SH Sole 25, 28 198,204 NEUTRAL TANDEM INC COM COMMON STK USD0.001 STOCK 64128B108 278,752.44 279 26,076 SH Sole 28, 33 26,076 NEWBRIDGE BANCORP COM COMMON STK USD5 STOCK 65080T102 7,546.50 8 1,950 SH Sole 33 1,950 NEWSTAR FINANCIAL INC COMMON COM STK USD0.01 STOCK 65251F105 1,595,327.22 1,595 156,866 SH Sole 28, 30, 33 156,866 NEXSTAR BROADCASTING GROUP INC COM STK COMMON USD0.01 STOCK 65336K103 71,704.64 72 9,146 SH Sole 28 9,146 NEXTERA ENERGY INC COMMON USD0.01 STOCK 65339F101 10,531,387.68 10,531 172,986 SH Sole 28 172,986 NICHOLAS FINANCIAL INC COMMON COM NPV STOCK 65373J209 103,213.82 103 8,051 SH Sole 28 8,051 99 CENTS ONLY STORES COMMON COM STK NPV STOCK 65440K106 2,703,318.10 2,703 123,158 SH Sole 28 123,158 NISOURCE INC COM STK COMMON NPV STOCK 65473P105 2,742,721.52 2,743 115,192 SH Sole 28 115,192 NORANDA ALUMINIUM COMMON HLDG CORP USD0.01 STOCK 65542W107 153,862.50 154 18,650 SH Sole 28 18,650 NORTH VALLEY BANCORP COMMON USD0.01 STOCK 66304M204 747.24 1 78 SH Sole 33 78 NORTHFIELD BANCORP INC COMMON COM STK USD0.001 STOCK 66611L105 203,691.60 204 14,385 SH Sole 28, 33 14,385 NOVATEL WIRELESS INC COMMON STOCK 66987M604 92,760.68 93 29,636 SH Sole 28, 33 29,636 NU SKIN ENTERPRISES INC CLASS'A'COM STK COMMON USD0.001 STOCK 67018T105 4,386,939.54 4,387 90,322 SH Sole 28, 47 90,322 NTELOS HLDGS CORP COMMON USD0.01 STOCK 67020Q305 1,561,006.10 1,561 76,595 SH Sole 25, 28 76,595 NUMEREX CORP COM STK COMMON NPV STOCK 67053A102 64,613.73 65 7,851 SH Sole 28 7,851 NUTRACEUTICAL INTERNATIONAL CORP COMMON COM STK USD0.01 STOCK 67060Y101 166,868.12 167 14,741 SH Sole 8, 28, 33 14,741 NVIDIA CORP COM STK COMMON USD0.001 STOCK 67066G104 7,423,651.62 7,424 535,617 SH Sole 28, 34 535,617 NUTRISYSTEM INC COM STK COMMON USD0.001 STOCK 67069D108 287,123.58 287 22,206 SH Sole 28 22,206 NXSTAGE MEDICAL INC COMMON COM STK NPV STOCK 67072V103 4,509,772.54 4,510 253,643 SH Sole 11, 28, 47 253,643 NV ENERGY INC COM STK COMMON 23, 28, 30, USD0.01 STOCK 67073Y106 17,822,203.05 17,822 1,090,043 SH Sole 37, 43 1,090,043 NYMOX PHARMACEUTICALS COMMON CORP COM STK USD NPV STOCK 67076P102 129,695.16 130 15,778 SH Sole 28 15,778 O REILLY AUTOMOTIVE INC COMMON 11, 23, 28, USD0.01 STOCK 67103H107 16,320,673.20 16,321 204,136 SH Sole 50 204,136 OBAGI MEDICAL PRODUCTS COMMON INC USD0.001 STOCK 67423R108 154,625.04 155 15,219 SH Sole 28 15,219 OCLARO INC COM STK COMMON USD0.01 STOCK 67555N206 116,897.46 117 41,453 SH Sole 28 41,453 OFFICEMAX INC COM STK COMMON USD2.50 STOCK 67622P101 321,032.48 321 70,712 SH Sole 28 70,712 OLYMPIC STEEL INC COM COMMON STK NPV STOCK 68162K106 216,013.16 216 9,263 SH Sole 28, 33 9,263 OMEGA PROTEIN CORP COM COMMON STK USD0.01 STOCK 68210P107 132,881.81 133 18,637 SH Sole 28, 33 18,637 OMNICELL INC COM STK COMMON NPV STOCK 68213N109 494,063.64 494 29,907 SH Sole 28, 33 29,907 OMNIAMERICAN BANCORP COMMON INC USD0.01 STOCK 68216R107 152,808.10 153 9,733 SH Sole 28 9,733 ONCOGENEX PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 68230A106 93,614.76 94 7,974 SH Sole 28 7,974 1-800-FLOWERS.COM INC COMMON COM STK USD0.01 STOCK 68243Q106 57,021.80 57 25,919 SH Sole 28, 33 25,919 ONLINE RESOURCES & COMMUNICATIONS COM COMMON STK STOCK 68273G101 1,890.02 2 781 SH Sole 33 781 OPENTABLE INC NPV COMMON STOCK 68372A104 756,735.07 757 19,339 SH Sole 28 19,339 OPKO HEALTH INC COM STK COMMON USD0.01 STOCK 68375N103 438,197.20 438 89,428 SH Sole 28 89,428 OPLINK COMMUNICATIONS COMMON 8, 28, 30, INC COM NEW STOCK 68375Q403 1,841,873.04 1,842 111,832 SH Sole 33 111,832 OPNEXT INC COM STK COMMON USD0.01 STOCK 68375V105 35,784.73 36 44,299 SH Sole 28, 33 44,299 ORACLE CORP COM STK 11, 23, 28, USD0.01 COMMON 37, 38, 39, STOCK 68389X105 125,347,420.35 125,347 4,886,839 SH Sole 50, 51, 53 4,886,839 OPTIMER PHARMACEUTICALS INC COMMON NPV STOCK 68401H104 465,829.92 466 38,058 SH Sole 28 38,058 ORASURE TECHNOLOGIES COMMON INC COM STK NPV STOCK 68554V108 349,213.63 349 38,333 SH Sole 28 38,333 ORBCOMM INC COM STK COMMON NPV STOCK 68555P100 96,442.45 96 32,255 SH Sole 28, 33 32,255 ORBITZ WORLDWIDE INC COMMON COM STK USD0.01 STOCK 68557K109 66,882.88 67 17,788 SH Sole 28 17,788 ORIENTAL FINANCIAL COMMON GROUP INC COM STK USD1 STOCK 68618W100 1,294,922.30 1,295 106,930 SH Sole 8, 28, 33 106,930 ORION MARINE GROUP COM COMMON STK USD0.01 '144A' STOCK 68628V308 681,611.70 682 102,498 SH Sole 28, 30 102,498 ORITANI FINANCIAL CORP COMMON USD0.01 STOCK 68633D103 491,593.92 492 38,496 SH Sole 28, 33 38,496 OSIRIS THERAPE INC COM COMMON STK USD0.001 STOCK 68827R108 74,295.45 74 13,887 SH Sole 28 13,887 PC CONNECTION COM STK COMMON USD0.01 STOCK 69318J100 107,284.66 107 9,674 SH Sole 28, 33 9,674 PC MALL INC COM STK COMMON USD0.001 STOCK 69323K100 11,134.44 11 1,773 SH Sole 33 1,773 PC-TEL INC COM STK COMMON USD0.001 STOCK 69325Q105 8,208.00 8 1,200 SH Sole 33 1,200 PDI INC COM STK USD0.01 COMMON STOCK 69329V100 9,030.00 9 1,400 SH Sole 33 1,400 PDL BIOPHARMA INC COM COMMON STK USD0.01 STOCK 69329Y104 712,894.60 713 114,983 SH Sole 28 114,983 PG&E CORP COM STK NPV COMMON 23, 28, 34, STOCK 69331C108 28,827,083.34 28,827 699,347 SH Sole 35 699,347 P.F. CHANG'S CHINA BISTRO COMMON INC COM STK USD0.001 STOCK 69333Y108 539,626.78 540 17,458 SH Sole 28 17,458 PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 305,605.30 306 12,298 SH Sole 28, 33 12,298 PMC SIERRA INC COM STK COMMON USD0.001 STOCK 69344F106 1,200,629.00 1,201 217,900 SH Sole 8, 30, 33 217,900 PMFG INC USD0.01 COMMON STOCK 69345P103 280,865.96 281 14,396 SH Sole 28 14,396 PNM RESOURCES INC COM COMMON STK USD5 STOCK 69349H107 3,792,751.50 3,793 208,050 SH Sole 28 208,050 PPL CORP COM STK USD0.01 COMMON STOCK 69351T106 18,675,786.58 18,676 634,799 SH Sole 28, 34, 41 634,799 PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503 94,670.45 95 15,911 SH Sole 28 15,911 PSS WORLD MEDICAL INC COMMON COM STK USD0.01 STOCK 69366A100 3,888,179.65 3,888 160,735 SH Sole 11, 25, 28 160,735 PACER INTL INC COM COMMON STOCK 69373H106 367,614.55 368 68,713 SH Sole 8, 28, 33 68,713 PACIFIC BIOSCIENCES OF COMMON CALIFORNIA USD0.0001 STOCK 69404D108 77,173.60 77 27,562 SH Sole 28 27,562 PACIFIC CAPITAL BANCORP COMMON USD0.01 STOCK 69404P200 121,657.92 122 4,308 SH Sole 28, 33 4,308 PACIFIC CONTINETAL CORP COMMON COM STK USD1 STOCK 69412V108 150,441.15 150 16,999 SH Sole 28, 33 16,999 PAIN THERAPEUTICS COM COMMON STK NPV STOCK 69562K100 114,820.80 115 30,216 SH Sole 28 30,216 PANERA BREAD CO CLASS'A'COM STK COMMON 5, 23, 28, USD0.0001 STOCK 69840W108 13,632,809.55 13,633 96,379 SH Sole 47, 53 96,379 PAR PHARMACEUTICAL COMMON USD0.01 STOCK 69888P106 1,671,521.10 1,672 51,070 SH Sole 8, 28, 33 51,070 PARAMOUNT GOLD & SILVER CORP COM STK COMMON USD0.01 STOCK 69924P102 205,876.56 206 96,204 SH Sole 28 96,204 PARK STERLING CORP COMMON STOCK 70086Y105 109,731.60 110 26,895 SH Sole 28, 33 26,895 PATRIOT COAL CORPORATION COM STK COMMON USD0.01 STOCK 70336T104 2,029,640.69 2,030 239,627 SH Sole 28, 33 239,627 PATRIOT TRANSPORTATION HLDG INC COM STK COMMON USD0.10 STOCK 70337B102 108,283.00 108 4,990 SH Sole 28 4,990 PENDRELL CORP USD0.01 A COMMON STOCK 70686R104 319,682.56 320 124,876 SH Sole 28 124,876 PENSKE AUTOMOTIVE GROUP INC COM STK COMMON USD0.0001 STOCK 70959W103 912,758.00 913 47,416 SH Sole 28, 33 47,416 PERCEPTRON INC COM STK COMMON USD0.01 STOCK 71361F100 6,664.00 7 1,400 SH Sole 33 1,400 PERFICIENT INC COM STK COMMON USD0.001 STOCK 71375U101 1,650,218.57 1,650 164,857 SH Sole 28, 30, 33 164,857 PERFORMANCE TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 71376K102 2,017.80 2 1,121 SH Sole 33 1,121 PERNIX THERAPEUTICS COMMON HOLDINGS INC USD0.01 STOCK 71426V108 30,335.76 30 3,276 SH Sole 28 3,276 PHARMERICA CORPORATION COM STK COMMON USD0.01 STOCK 71714F104 1,254,824.34 1,255 82,663 SH Sole 8, 28, 33 82,663 PHARMATHENE INC COM COMMON STK USD0.0001 STOCK 71714G102 38,736.27 39 30,501 SH Sole 28 30,501 PILGRIMS PRIDE CORP NEW COMMON USD0.01 STOCK 72147K108 248,342.40 248 43,115 SH Sole 28, 33 43,115 PINNACLE FINANCIAL COMMON PARTNERS COM STK USD1 STOCK 72346Q104 1,943,200.30 1,943 120,322 SH Sole 8, 28, 33 120,322 POLYCOM INC COM STK COMMON USD0.0005 STOCK 73172K104 5,439,603.40 5,440 333,718 SH Sole 23, 28 333,718 POLYONE CORP COM STK COMMON USD0.01 STOCK 73179P106 1,015,649.25 1,016 87,935 SH Sole 8, 28 87,935 POLYPORE INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 73179V103 5,259,488.39 5,259 119,561 SH Sole 11, 23, 47 119,561 POOL CORP COM STK COMMON USD0.001 STOCK 73278L105 1,748,930.40 1,749 58,104 SH Sole 11, 28 58,104 PORTFOLIO RECOVERY ASSOCIATES INC COM STK COMMON USD0.01 STOCK 73640Q105 6,489,347.20 6,489 96,110 SH Sole 5, 28, 30 96,110 POTASH CORP OF SASKATCHEWAN INC COM COMMON NPV STOCK 73755L107 8,842,176.00 8,842 214,200 SH Sole 39 214,200 POWER-ONE INC USD0.001 COMMON STOCK 73930R102 219,014.74 219 56,014 SH Sole 28 56,014 POWERSECURE INTL INC COMMON COM STK USD0.01 STOCK 73936N105 80,784.00 81 16,320 SH Sole 28, 33 16,320 POZEN INC COM STK COMMON USD0.001 STOCK 73941U102 84,925.00 85 21,500 SH Sole 28 21,500 PRAXAIR INC COM STK COMMON USD0.01 STOCK 74005P104 38,820,307.40 38,820 363,146 SH Sole 11, 28, 39 363,146 PRESTIGE BRANDS HLDGS COMMON INC COM STK USD0.01 STOCK 74112D101 1,867,844.72 1,868 165,736 SH Sole 8, 28, 33 165,736 PRICE T ROWE GROUP INC COMMON COM STK USD0.20 STOCK 74144T108 7,018,404.10 7,018 123,238 SH Sole 23, 28 123,238 PRIMORIS SERVICES CORP COMMON COM STK NPV STOCK 74164F103 327,370.11 327 21,927 SH Sole 28 21,927 PRIMERICA INC USD0.01 COMMON STOCK 74164M108 648,651.64 649 27,911 SH Sole 28 27,911 PRIMO WATER CORP COMMON USD0.001 STOCK 74165N105 38,273.60 38 12,590 SH Sole 28 12,590 PRINCIPAL FINANCIAL COMMON GROUP COM STK USD0.01 STOCK 74251V102 6,240,601.80 6,241 253,683 SH Sole 28, 37 253,683 PROASSURANCE CORP COM COMMON 8, 28, 33, STK USD0.01 STOCK 74267C106 4,806,840.22 4,807 60,221 SH Sole 47 60,221 PROCERA NETWORKS INC COMMON COM NEW STOCK 74269U203 183,953.06 184 11,807 SH Sole 28 11,807 PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103 262,572.48 263 17,646 SH Sole 28 17,646 PROSPECT CAPITAL CORP COMMON COM STK USD0.001 STOCK 74348T102 1,888,183.21 1,888 203,249 SH Sole 8, 28 203,249 PROVIDENT FINANCIAL SERVICES INC COM STK COMMON 8, 28, 30, USD0.01 STOCK 74386T105 1,935,122.80 1,935 144,520 SH Sole 33 144,520 PULSE ELECTRONICS CORP COMMON COM STK USD0.125 STOCK 74586W106 95,208.40 95 34,003 SH Sole 28 34,003 QAD INC USD0.001 A COMMON STOCK 74727D306 57,225.00 57 5,450 SH Sole 28 5,450 PZENA INVESTMENT MANAGEMENT, INC COM COMMON STK 'A' STOCK 74731Q103 33,154.81 33 7,657 SH Sole 28 7,657 QLIK TECHNOLOGIES INC COMMON 11, 23, 28, USD0.0001 STOCK 74733T105 9,505,421.20 9,505 392,786 SH Sole 38, 47 392,786 QEP RESOURCES INC COMMON USD0.01 STOCK 74733V100 6,879,141.90 6,879 234,783 SH Sole 11, 28, 43 234,783 QUALITY DISTRIBUTION INC COMMON NPV STOCK 74756M102 599,805.00 600 53,316 SH Sole 8, 28 53,316 QUEPASA CORP ORD COMMON SHARES STOCK 74833W206 18,933.96 19 5,703 SH Sole 28 5,703 QUEST DIAGNOSTICS INC COMMON 28, 31, 35, COM STK USD0.01 STOCK 74834L100 31,063,203.14 31,063 535,019 SH Sole 39 535,019 QUEST SOFWARE INC COM COMMON STK NPV STOCK 74834T103 2,934,615.00 2,935 157,775 SH Sole 8, 28, 33 157,775 QUESTCOR PHARMACEUTICAL INC COMMON COM STK NPV STOCK 74835Y101 4,794,548.22 4,795 115,309 SH Sole 5, 23, 28 115,309 QUICKSILVER RESOURCES COMMON INC COM STK USD0.01 STOCK 74837R104 1,440,952.37 1,441 214,747 SH Sole 28 214,747 QUIKSILVER INC COM STK COMMON USD0.01 STOCK 74838C106 472,798.09 473 130,969 SH Sole 28, 33 130,969 QUIDEL CORP VTG COM STK COMMON USD0.001 STOCK 74838J101 353,845.31 354 23,387 SH Sole 28 23,387 QUINSTREET INC USD0.001 COMMON STOCK 74874Q100 211,901.04 212 22,639 SH Sole 28 22,639 RPX CORP USD0.0001 COMMON STOCK 74972G103 104,058.90 104 8,226 SH Sole 28 8,226 RSC HOLDINGS INC COM COMMON STK NPV STOCK 74972L102 1,029,895.00 1,030 55,670 SH Sole 28 55,670 RTI INTERNATIONAL METALS INC COM STK COMMON USD0.01 STOCK 74973W107 701,127.68 701 30,208 SH Sole 28, 33 30,208 RTI BIOLOGICS INC COM COMMON USD0.001 STOCK 74975N105 461,853.24 462 104,021 SH Sole 8, 28, 33 104,021 RADIO ONE INC COM STK COMMON USD0.001 CLASS'D' STOCK 75040P405 7,300.00 7 7,300 SH Sole 33 7,300 RANGE RESOURCES CORP COMMON COM STK USD0.01 STOCK 75281A109 11,068,801.88 11,069 178,702 SH Sole 11, 28 178,702 RAPTOR PHARMACEUTICAL COMMON CORP COM STK USD0.001 STOCK 75382F106 242,168.10 242 38,685 SH Sole 28 38,685 RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 750,850.20 751 18,006 SH Sole 28 18,006 REACHLOCAL INC COMMON USD0.00001 STOCK 75525F104 48,556.26 49 7,857 SH Sole 28 7,857 REALD INC USD0.0001 COMMON STOCK 75604L105 268,260.84 268 33,786 SH Sole 28 33,786 REALNETWORKS INC COMMON USD0.001 STOCK 75605L708 154,305.00 154 20,574 SH Sole 28, 33 20,574 REALPAGE INC USD0.001 COMMON STOCK 75606N109 2,034,563.51 2,035 80,513 SH Sole 28, 47 80,513 RED ROBIN GOURMET BURGERS INC COM STK COMMON USD0.001 STOCK 75689M101 370,044.30 370 13,359 SH Sole 28, 33 13,359 REGENERON PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 75886F107 7,529,832.92 7,530 135,844 SH Sole 28 135,844 REGIONS FINANCIAL CORP COMMON (NEW) COM STK USD0.01 STOCK 7591EP100 2,212,448.90 2,212 514,523 SH Sole 28 514,523 RENT-A-CENTER INC COM COMMON STK USD0.01 STOCK 76009N100 7,685,899.00 7,686 207,727 SH Sole 8, 28, 33 207,727 RESOLUTE ENERGY CORP COMMON USD0.0001 STOCK 76116A108 745,902.00 746 69,065 SH Sole 11, 28 69,065 RESOURCES CONNECTION COMMON INC COM STK USD0.01 STOCK 76122Q105 1,755,885.54 1,756 165,806 SH Sole 25, 28, 33 165,806 RETAIL OPPORTUNITY INVESTMENTS CORP COM COMMON STK STOCK 76131N101 3,058,425.92 3,058 258,313 SH Sole 26, 28 258,313 RIGHTNOW TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 76657R106 864,983.39 865 20,243 SH Sole 28 20,243 ROADRUNNER TRANSPORTATION COMMON SYSTEMS USD0.01 STOCK 76973Q105 106,865.19 107 7,563 SH Sole 28, 33 7,563 ROMA FINANCIAL CORPORATION COM STK COMMON USD0.1 STOCK 77581P109 64,176.48 64 6,522 SH Sole 28 6,522 RUBICON TECHNOLOGY INC COMMON COM STK USD0.001 STOCK 78112T107 134,962.47 135 14,373 SH Sole 28 14,373 SBA COMMUNICATIONS COMMON COM STK USD0.01 STOCK 78388J106 12,849,593.76 12,850 299,106 SH Sole 11, 23, 38 299,106 SAIC INC COM STK COMMON USD0.0001 STOCK 78390X101 4,213,577.34 4,214 342,846 SH Sole 28, 35 342,846 SCBT FINANCIAL CORP COM COMMON STK USD2.50 STOCK 78401V102 355,459.53 355 12,253 SH Sole 28, 33 12,253 SI FINANCIAL GROUP INC COMMON MD USD0.01 STOCK 78425V104 9,721.95 10 987 SH Sole 33 987 SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 8,794,969.40 8,795 656,341 SH Sole 28, 34 656,341 SM ENERGY CO COMMON 11, 23, 28, STOCK 78454L100 13,789,291.60 13,789 188,636 SH Sole 30 188,636 S1 CORP. COM STK NPV COMMON STOCK 78463B101 465,704.91 466 48,663 SH Sole 28, 33 48,663 SPS COMMERCE INC COMMON USD0.001 STOCK 78463M107 178,899.30 179 6,894 SH Sole 28 6,894 SRS LABORATORIES INC COMMON COM STK USD0.01 STOCK 78464M106 57,707.00 58 10,036 SH Sole 28 10,036 SS&C TECHNOLOGIES COMMON HLDGS INC USD0.01 STOCK 78467J100 392,696.64 393 21,744 SH Sole 28, 33 21,744 STR HLDGS INC USD0.01 COMMON STOCK 78478V100 204,474.35 204 24,845 SH Sole 28 24,845 SVB FINANCIAL GROUP COM COMMON STK USD0.001 STOCK 78486Q101 6,529,428.66 6,529 136,914 SH Sole 28, 30 136,914 SWS GROUP INC COM STK COMMON USD0.10 STOCK 78503N107 645,883.05 646 94,015 SH Sole 8, 28, 33 94,015 SXC HEALTH SOLUTIONS COMMON CORP COM NPV STOCK 78505P100 4,860,781.76 4,861 86,062 SH Sole 23, 47 86,062 SAFETY INSURANCE GROUP COMMON INC COM STK USD0.01 STOCK 78648T100 1,555,808.32 1,556 38,434 SH Sole 11, 28, 33 38,434 SAIA INC COM STK USD0.001 COMMON STOCK 78709Y105 1,286,575.68 1,287 103,091 SH Sole 28, 30, 33 103,091 SAKS INC COM STK USD0.10 COMMON STOCK 79377W108 3,775,960.50 3,776 387,278 SH Sole 28, 33 387,278 SALESFORCE.COM INC COM COMMON 11, 23, 28, STK USD0.001 STOCK 79466L302 28,938,725.58 28,939 285,223 SH Sole 50, 51, 53 285,223 SANCHEZ ENERGY CORP COMMON USD0.01 STOCK 79970Y105 119,094.00 119 6,900 SH Sole 11 6,900 SANDISK CORP COM STK COMMON 11, 28, 35, USD0.001 STOCK 80004C101 32,644,388.49 32,644 663,369 SH Sole 51, 53 663,369 SANDRIDGE ENERGY INC COMMON COM STK USD0.001 STOCK 80007P307 4,757,965.44 4,758 583,084 SH Sole 23, 35, 38 583,084 SAVIENT COMMON PHARMACEUTICALS INC STOCK 80517Q100 130,084.82 130 58,334 SH Sole 28 58,334 SCANA CORP(NEW) COM STK COMMON NPV STOCK 80589M102 2,130,797.28 2,131 47,288 SH Sole 28 47,288 SCICLONE PHARMACEUTICALS COM COMMON STK NPV STOCK 80862K104 147,099.81 147 34,289 SH Sole 28, 33 34,289 SCIENTIFIC GAMES COMMON CLASS'A'COM USD0.01 STOCK 80874P109 2,116,307.20 2,116 218,176 SH Sole 8, 28, 33 218,176 SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 143,470.58 143 10,054 SH Sole 28 10,054 SEALED AIR CORP COM STK COMMON USD0.1 STOCK 81211K100 1,145,996.69 1,146 66,589 SH Sole 28 66,589 SELECT COMFORT CORP COMMON COM STK USD0.01 STOCK 81616X103 1,502,835.03 1,503 69,287 SH Sole 8, 28 69,287 SELECT MEDICAL HLDGS COMMON CORP USD0.001 STOCK 81619Q105 620,430.72 620 73,164 SH Sole 23, 28, 33 73,164 SEMGROUP CORP COM STK COMMON 'CLS A' STOCK 81663A105 903,891.10 904 34,685 SH Sole 28, 33 34,685 SENOMYX INC COM STK COMMON USD0.001 STOCK 81724Q107 112,678.92 113 32,379 SH Sole 28 32,379 SENSIENT TECHNOLOGIES COMMON CORP COM STK USD0.10 STOCK 81725T100 6,718,949.90 6,719 177,281 SH Sole 11, 28, 33 177,281 SERVICESOURCE INTL INC COMMON USD0.0001 STOCK 81763U100 6,463,824.99 6,464 411,971 SH Sole 28, 38, 47 411,971 SHENANDOAH TELECOMUNICATIONS COMMON COM STK USD10 STOCK 82312B106 215,405.92 215 20,554 SH Sole 28, 33 20,554 SHUTTERFLY INC COM STK COMMON USD0.0001 STOCK 82568P304 2,632,671.96 2,633 115,671 SH Sole 28, 38 115,671 SIERRA BANCORP COM STK COMMON NPV STOCK 82620P102 299,860.00 300 34,075 SH Sole 8, 28, 33 34,075 SIGNATURE BANK COMMON COMMON SHS STOCK 82669G104 9,707,281.85 9,707 161,815 SH Sole 28, 47 161,815 SILICON IMAGE INC COM COMMON STK USD0.001 STOCK 82705T102 317,541.40 318 67,562 SH Sole 28, 33 67,562 SILICON GRAPHICS INTERNATIONAL CORP COMMON COM STK STOCK 82706L108 320,604.96 321 27,976 SH Sole 28, 33 27,976 SIRONA DENTAL SYSTEMS COMMON INC COM STK USD0.01 STOCK 82966C103 1,706,638.08 1,707 38,752 SH Sole 11, 47 38,752 SIX FLAGS ENT CORP COM COMMON USD0.01 STOCK 83001A102 1,412,263.80 1,412 34,245 SH Sole 28 34,245 SKILLED HEALTHCARE GROUP CLASS'A'COM STK COMMON USD0.001 STOCK 83066R107 99,230.04 99 18,174 SH Sole 28, 33 18,174 SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104 1,016,248.40 1,016 81,170 SH Sole 8, 28, 30 81,170 SKYWORKS SOLUTIONS COMMON INCCOM STOCK 83088M102 5,650,107.24 5,650 348,342 SH Sole 8, 28 348,342 SMART BALANCE INC COM COMMON STK USD0.01 STOCK 83169Y108 308,703.84 309 57,594 SH Sole 28, 33 57,594 SMART TECHNOLOGIES INC COMMON SUB VTG NPV A STOCK 83172R108 774,531.00 775 209,900 SH Sole 30 209,900 SOLAR CAPITAL LTD COMMON USD0.01 STOCK 83413U100 664,975.27 665 30,103 SH Sole 28 30,103 SOLAZYME INC USD0.001 COMMON STOCK 83415T101 107,552.20 108 9,038 SH Sole 28 9,038 SOLARWINDS INC USD0.001 COMMON STOCK 83416B109 1,308,004.10 1,308 46,798 SH Sole 28 46,798 SOLAR SENIOR CAPITAL LTD COMMON USD0.01 STOCK 83416M105 99,445.50 99 6,314 SH Sole 28 6,314 SOLERA HOLDINGS INC COM COMMON 5, 11, 23, STK USD0.01 STOCK 83421A104 27,074,574.34 27,075 607,871 SH Sole 28, 39 607,871 SOLTA MEDICAL INC COM COMMON STK USD0.001 STOCK 83438K103 980,160.42 980 312,153 SH Sole 28, 30, 33 312,153 SONIC AUTOMOTIVE INC COM STK USD0.01 COMMON 25, 28, 30, CLASS'A' STOCK 83545G102 3,387,891.17 3,388 228,757 SH Sole 33 228,757 SONOSITE COM STK USD0.01 COMMON STOCK 83568G104 2,681,581.68 2,682 49,788 SH Sole 25, 28 49,788 SOURCEFIRE INC COM STK COMMON USD0.001 STOCK 83616T108 2,103,048.62 2,103 64,949 SH Sole 28, 47 64,949 SOUTHSIDE BANCSHARES COMMON INC COM STK USD1.25 STOCK 84470P109 575,159.64 575 26,554 SH Sole 8, 28, 33 26,554 SPANSION INC USD0.001 A COMMON STOCK 84649R200 342,609.84 343 41,378 SH Sole 28 41,378 SPECTRANETICS CORP COM COMMON STK USD0.001 STOCK 84760C107 197,589.74 198 27,367 SH Sole 28 27,367 SPECTRUM COMMON PHARMACEUTICALS INC STOCK 84763A108 689,994.69 690 47,163 SH Sole 28 47,163 SPECTRUM BRANDS HLDGS COMMON INC USD0.01 STOCK 84763R101 1,891,723.40 1,892 69,041 SH Sole 28, 30, 33 69,041 STAGE STORES INC COM STK COMMON 25, 28, 30, USD0.01 STOCK 85254C305 2,196,189.57 2,196 158,113 SH Sole 33 158,113 STAG INDUSTRIAL INC COMMON USD0.01 STOCK 85254J102 682,648.52 683 59,516 SH Sole 26, 28 59,516 STANDARD PACIFIC CORP COMMON COM STK USD0.01 STOCK 85375C101 277,989.24 278 87,418 SH Sole 28 87,418 STAR SCIENTIFIC COM STK COMMON USD0.01 STOCK 85517P101 191,778.96 192 87,972 SH Sole 28 87,972 STARTEK INC COM STK COMMON USD0.01 STOCK 85569C107 2,880.00 3 1,500 SH Sole 33 1,500 STARWOOD HTLS WRLD 11, 23, 26, PAIRED CERT COMMON 28, 34, 39, CLASS'B'USD0.01 STOCK 85590A401 38,946,267.36 38,946 811,888 SH Sole 53 811,888 STELLARONE CORP COM COMMON STK USD5 STOCK 85856G100 415,756.92 416 36,534 SH Sole 8, 28, 33 36,534 STEREOTAXIS INC COM STK COMMON USD0.001 STOCK 85916J102 31,746.48 32 38,546 SH Sole 28 38,546 STILLWATER MINING CO COMMON COM STK USD0.01 STOCK 86074Q102 990,896.72 991 94,732 SH Sole 28 94,732 STONERIDGE INC COM STK COMMON NPV STOCK 86183P102 1,137,636.93 1,138 134,951 SH Sole 28, 30, 33 134,951 STREAM GLOBAL SERVICES COMMON INC COM STK USD0.001 STOCK 86323M100 21,958.54 22 6,634 SH Sole 28 6,634 SUN BANCORP INC NEW COMMON JERSEY COM STK USD1 STOCK 86663B102 87,499.94 87 36,157 SH Sole 28, 33 36,157 SUNCOKE ENERGY INC COMMON USD0.01 STOCK 86722A103 393,265.60 393 35,113 SH Sole 8, 28 35,113 SUNLINK HEALTH SYSTEMS COMMON INC COM STK NPV STOCK 86737U102 1,148.00 1 700 SH Sole 33 700 SUNOCO INC COM STK USD1 COMMON STOCK 86764P109 5,451,352.90 5,451 132,895 SH Sole 28, 33, 35 132,895 SUNRISE SENIOR LIVING REAL ESTATE COM STK COMMON USD0.01 STOCK 86768K106 305,862.48 306 47,201 SH Sole 28 47,201 SUPER MICRO COMPUTER COMMON INC COM STK USD0.001 STOCK 86800U104 345,885.12 346 22,059 SH Sole 28 22,059 SUPPORT.COM INC COMMON STOCK 86858W101 91,496.25 91 40,665 SH Sole 28 40,665 SWIFT TRANSPORTATION CO COMMON INC USD0.01 CL A STOCK 87074U101 905,691.36 906 109,914 SH Sole 28, 43 109,914 SYMETRA FINANCIAL CORP COMMON 8, 23, 28, USD0.01 STOCK 87151Q106 1,863,966.63 1,864 205,509 SH Sole 33 205,509 SYNCHRONOSS TECHNOLOGIES INC COM COMMON STK USD0.0001 STOCK 87157B103 4,765,204.56 4,765 157,736 SH Sole 5, 28, 47 157,736 SYNAPTICS INC COM STK COMMON USD0.001 STOCK 87157D109 796,653.45 797 26,423 SH Sole 28 26,423 SYNERGETICS USA INC COM COMMON NPV STOCK 87160G107 134,175.78 134 18,181 SH Sole 28 18,181 SYNOVUS FINANCIAL CORP COMMON COM STK USD1 STOCK 87161C105 2,089,879.44 2,090 1,482,184 SH Sole 28, 33 1,482,184 SYNOVIS LIFE COMMON TECHNOLOGIES INC. COM STOCK 87162G105 266,444.42 266 9,574 SH Sole 28, 33 9,574 SYNTEL INC COM STK NPV COMMON STOCK 87162H103 1,130,337.36 1,130 24,168 SH Sole 11, 28 24,168 SYNTA PHARMACEUTICALS COMMON CORP COM STK USD0.0001 STOCK 87162T206 89,673.34 90 19,202 SH Sole 28 19,202 SYNNEX CORP COM STK COMMON 8, 28, 30, USD0.001 STOCK 87162W100 2,411,122.22 2,411 79,157 SH Sole 33 79,157 SYNUTRA INTERNATIONAL COMMON INC COM STK NPV STOCK 87164C102 74,341.52 74 14,692 SH Sole 28 14,692 TD AMERITRADE HOLDING COMMON CORP COM STK USD0.01 STOCK 87236Y108 6,723,553.00 6,724 429,620 SH Sole 35, 50, 51 429,620 TICC CAPITAL CORP COM COMMON STOCK 87244T109 230,730.10 231 26,674 SH Sole 28 26,674 TMS INTL CORP USD0.001 A COMMON STOCK 87261Q103 104,105.56 104 10,537 SH Sole 28 10,537 TRW AUTOMOTIVE HLDGS COMMON CORP COM STK USD0.01 STOCK 87264S106 2,018,885.40 2,019 61,929 SH Sole 43 61,929 TTM TECHNOLOGIES INC COMMON 8, 28, 30, COM STK USD0.001 STOCK 87305R109 1,741,324.80 1,741 158,880 SH Sole 33 158,880 TW TELECOM INC COMMON CLS'A'COM STK USD0.01 STOCK 87311L104 7,288,662.96 7,289 376,092 SH Sole 23, 28 376,092 TALEO CORP. 'A'USD0.00001 COMMON STOCK 87424N104 2,389,533.09 2,390 61,761 SH Sole 28, 53 61,761 TANDY LEATHER FACTORY COMMON INC COM STK USD STOCK 87538X105 976.00 1 200 SH Sole 33 200 TANGOE INC USD0.0001 COMMON STOCK 87582Y108 180,765.20 181 11,738 SH Sole 8, 28 11,738 TARGACEPT INC COM STK COMMON USD0.001 STOCK 87611R306 125,742.75 126 22,575 SH Sole 28 22,575 TARGA RESOURCES CORP COMMON USD0.001 STOCK 87612G101 549,599.83 550 13,507 SH Sole 28 13,507 TASER INTERNATIONAL INC COMMON COM STK NPV STOCK 87651B104 234,511.36 235 45,803 SH Sole 28, 33 45,803 TEAM HEALTH HLDGS INC COMMON USD0.01 STOCK 87817A107 2,785,785.75 2,786 126,225 SH Sole 28, 38, 47 126,225 TEAVANA HLDGS INC COMMON USD0.0001 STOCK 87819P102 186,579.30 187 9,935 SH Sole 8, 28 9,935 TECHTARGET COM STK COMMON USD0.001 STOCK 87874R100 94,391.92 94 16,163 SH Sole 28, 33 16,163 TELECOMMUNICATIONS SYSTEMS INC COM STK COMMON 8, 28, 30, USD0.01 STOCK 87929J103 1,053,674.20 1,054 448,372 SH Sole 33 448,372 TELULAR CORP COM STK COMMON USD0.01 STOCK 87970T208 10,522.50 11 1,403 SH Sole 33 1,403 TELUS CORP NON-VTG NPV COMMON STOCK 87971M202 1,258,425.00 1,258 23,500 SH Sole 39 23,500 TEMPUR PEDIC INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 88023U101 8,620,908.42 8,621 164,114 SH Sole 5, 23, 38 164,114 TENET HEALTHCARE CORP COMMON COM STK USD0.05 STOCK 88033G100 916,495.02 916 178,654 SH Sole 28 178,654 TERADATA CORP COM STK COMMON USD0.01 STOCK 88076W103 16,423,400.07 16,423 338,557 SH Sole 23, 28, 51 338,557 TERRITORIAL BANCORP INC COMMON USD0.01 STOCK 88145X108 188,533.50 189 9,546 SH Sole 28, 33 9,546 TESCO CORP COM NPV COMMON STOCK 88157K101 313,560.48 314 24,807 SH Sole 28 24,807 TESLA MOTORS INC COMMON USD0.001 STOCK 88160R101 3,847,203.36 3,847 134,706 SH Sole 38 134,706 TETRA TECHNOLOGIES COM COMMON STK USD0.01 STOCK 88162F105 823,423.74 823 88,161 SH Sole 8, 28, 33 88,161 TETRA TECH INC COM STK COMMON USD0.01 STOCK 88162G103 1,106,271.60 1,106 51,240 SH Sole 28 51,240 TESSERA TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 88164L100 716,347.25 716 42,767 SH Sole 28, 33 42,767 TEXAS CAPITAL BANCSHARES INC COM COMMON 25, 28, 33, STK USD0.01 STOCK 88224Q107 4,385,188.60 4,385 143,260 SH Sole 47 143,260 THERAVANCE INC COM STK COMMON USD1 STOCK 88338T104 1,251,965.00 1,252 56,650 SH Sole 28 56,650 THERMON GROUP HLDGS COMMON USD0.001 STOCK 88362T103 144,131.60 144 8,180 SH Sole 28 8,180 THESTREET INC USD0.01 COMMON STOCK 88368Q103 6,793.92 7 4,044 SH Sole 33 4,044 3 D SYSTEMS INC COM STK COMMON USD0.001 STOCK 88554D205 495,820.80 496 34,432 SH Sole 28 34,432 3M CO COM STK USD0.01 COMMON 11, 23, 28, STOCK 88579Y101 55,123,370.61 55,123 674,457 SH Sole 31, 39 674,457 TIBCO SOFTWARE INC COM COMMON STK USD0.001 STOCK 88632Q103 13,599,410.25 13,599 568,775 SH Sole 28, 38, 47 568,775 TIME WARNER CABLE INC COMMON USD0.01 STOCK 88732J207 13,689,418.08 13,689 215,344 SH Sole 23, 28, 41 215,344 TITAN INTL INC USD1 COMMON STOCK 88830M102 1,466,894.80 1,467 75,380 SH Sole 23, 28, 33 75,380 TITAN MACHINERY INC COM COMMON 25, 28, 33, STK USD0.00001 STOCK 88830R101 2,038,795.52 2,039 93,824 SH Sole 47 93,824 TOWN SPORTS INTERNATIONAL COM STK COMMON USD0.001 STOCK 89214A102 163,993.20 164 22,312 SH Sole 8, 28 22,312 TOWNEBANK(PORTSMOUTH COMMON VIRGINIA) NPV STOCK 89214P109 263,331.36 263 21,514 SH Sole 28, 33 21,514 TPC GROUP INC COM NPV COMMON STOCK 89236Y104 254,157.02 254 10,894 SH Sole 28 10,894 TRANS WORLD ENTERTAINMENT CORP COMMON COM STK USD0.01 STOCK 89336Q100 5,418.00 5 2,150 SH Sole 33 2,150 TRANSCEPT PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 89354M106 31,797.63 32 4,061 SH Sole 28 4,061 TRANS1 INC COM STK COMMON USD0.0001 STOCK 89385X105 3,040.62 3 1,626 SH Sole 33 1,626 TRAVELZOO INC COM STK COMMON USD0.01 STOCK 89421Q106 111,519.46 112 4,537 SH Sole 28 4,537 TREEHOUSE FOODS INC COM COMMON STK USD0.01 STOCK 89469A104 2,062,935.14 2,063 31,553 SH Sole 28, 33 31,553 TREX COMPANY COM STK COMMON USD0.01 STOCK 89531P105 292,743.98 293 12,778 SH Sole 28 12,778 TRIANGLE PETROLEUM COMMON CORP USD0.00001 STOCK 89600B201 210,758.91 211 35,303 SH Sole 28 35,303 TRIQUINT SEMI CONDUCTOR COMMON INC COM STK USD0.001 STOCK 89674K103 705,818.84 706 144,932 SH Sole 28, 33 144,932 TRIUS THERAPEUTICS INC COMMON USD0.0001 STOCK 89685K100 44,015.40 44 6,156 SH Sole 28 6,156 TRUE RELIGION APPAREL COMMON INC COM STK USD0.00001 STOCK 89784N104 732,058.60 732 21,170 SH Sole 28 21,170 TRUEBLUE INC COM STK COMMON NPV STOCK 89785X101 469,949.04 470 33,858 SH Sole 28, 33 33,858 21ST CENTURY HLDG CO COMMON COM STK USD0.01 STOCK 90136Q100 2,664.00 3 900 SH Sole 33 900 USANA INC COM STK NPV COMMON STOCK 90328M107 161,689.88 162 5,324 SH Sole 28 5,324 US HOME SYSTEMS INC COM COMMON STK NPV STOCK 90335C100 4,655.00 5 700 SH Sole 33 700 US PHYSICAL THERAPY COM COMMON STK USD0.01 STOCK 90337L108 190,266.24 190 9,668 SH Sole 28 9,668 USA MOBILITY INC COM STK COMMON USD1 STOCK 90341G103 268,939.30 269 19,390 SH Sole 28, 33 19,390 US AIRWAYS GROUP INC COMMON STOCK 90341W108 2,053,055.94 2,053 404,942 SH Sole 8, 28, 43 404,942 US AUTO PARTS NETWORK COMMON COM STK USD0.01 STOCK 90343C100 52,186.54 52 11,942 SH Sole 28 11,942 UBIQUITI NETWORKS INC COMMON USD0.001 STOCK 90347A100 1,554,235.11 1,554 85,257 SH Sole 28, 38 85,257 ULTA SALON COM STK USD0 COMMON STOCK 90384S303 4,970,534.88 4,971 76,564 SH Sole 23, 47 76,564 ULTIMATE SOFTWARE INC COMMON COM STK USD0.01 STOCK 90385D107 7,239,390.40 7,239 111,170 SH Sole 5, 28, 47 111,170 ULTRA CLEAN HLDGS INC COM STK COMMON USD0.001 STOCK 90385V107 113,975.94 114 18,654 SH Sole 28 18,654 UNION DRILLING INC COM COMMON STK USD0.01 STOCK 90653P105 97,812.00 98 15,675 SH Sole 28, 33 15,675 UNION FIRST MARKET COMMON BANKSHARES CORP USD2 STOCK 90662P104 261,919.32 262 19,708 SH Sole 28, 33 19,708 UNITED COMMUNITY BANKS(GEORGIA) COM COMMON STK USD1 STOCK 90984P303 670,928.16 671 95,984 SH Sole 8, 28, 33 95,984 UNITED FINL BANCORP INC COMMON MD COM STOCK 91030T109 1,572,202.17 1,572 97,713 SH Sole 28, 30, 33 97,713 UNITED THERAPEUTICS COMMON CORP COM STK USD0.01 STOCK 91307C102 4,390,233.75 4,390 92,915 SH Sole 28 92,915 UNITEDHEALTH GROUP INC 11, 23, 28, COM STK USD0.01 COMMON 31, 34, 38, STOCK 91324P102 78,414,832.72 78,415 1,547,254 SH Sole 41, 50, 51 1,547,254 UNITEK GLOBAL SERVICES COMMON INC USD0.00002 STOCK 91324T302 322,536.00 323 71,200 SH Sole 28, 30 71,200 UNIVERSAL DISPLAY CORP COMMON COM STK USD0.01 STOCK 91347P105 2,626,967.31 2,627 71,599 SH Sole 11, 28 71,599 UNIVERSAL INSURANCE HLDGS INC COM STK COMMON USD0.01 STOCK 91359V107 72,126.26 72 20,147 SH Sole 28, 33 20,147 UNIVERSAL TRUCKLOAD SERVICES INC COM STK COMMON NPV STOCK 91388P105 79,424.40 79 4,376 SH Sole 28, 33 4,376 UNUM GROUP COM COMMON STOCK 91529Y106 8,861,578.46 8,862 420,578 SH Sole 23, 28, 37 420,578 UR ENERGY INC COM NPV COMMON STOCK 91688R108 74,788.83 75 87,065 SH Sole 28 87,065 URANERZ ENERGY CORP COMMON COM USD0.001 STOCK 91688T104 97,335.42 97 53,481 SH Sole 28 53,481 US ECOLOGY INC COM STK COMMON USD0.01 STOCK 91732J102 283,108.50 283 15,075 SH Sole 28 15,075 VOXX INTL CORP USD0.01 A COMMON STOCK 91829F104 141,410.75 141 16,735 SH Sole 28, 33 16,735 VAALCO ENERGY COM STK COMMON USD0.10 STOCK 91851C201 657,943.24 658 108,931 SH Sole 8, 28, 33 108,931 VAIL RESORTS INC COM STK COMMON USD0.01 STOCK 91879Q109 1,435,538.04 1,436 33,889 SH Sole 28, 33 33,889 VALERO ENERGY COMMON CORP(NEW) USD0.01 STOCK 91913Y100 7,741,390.10 7,741 367,762 SH Sole 28, 35, 51 367,762 VALUECLICK INC COM STK COMMON USD0.001 STOCK 92046N102 3,460,794.21 3,461 212,449 SH Sole 28 212,449 VALUEVISION MEDIA INC. COMMON CLASS A STOCK 92047K107 71,047.08 71 37,791 SH Sole 28, 33 37,791 VARIAN MEDICAL SYSTEMS COMMON INC COM STK USD1 STOCK 92220P105 7,944,768.37 7,945 118,349 SH Sole 28, 50 118,349 VASCO DATA SECURITY INTERNATIONAL COM STK COMMON USD0.001 STOCK 92230Y104 145,389.48 145 22,299 SH Sole 28 22,299 VASCULAR SOLUTIONS INC COMMON COM STK USD0.01 STOCK 92231M109 154,039.20 154 13,840 SH Sole 28 13,840 VECTREN CORP COM NPV COMMON STOCK 92240G101 6,757,463.05 6,757 223,535 SH Sole 25, 28 223,535 VECTOR GROUP COM STK COMMON USD0.1 STOCK 92240M108 702,106.08 702 39,533 SH Sole 28 39,533 VENOCO INC COM STK NPV COMMON STOCK 92275P307 164,538.08 165 24,304 SH Sole 28 24,304 VERA BRADLEY INC NPV COMMON 5, 28, 38, STOCK 92335C106 6,746,925.75 6,747 209,207 SH Sole 47 209,207 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 14,676,935.04 14,677 413,202 SH Sole 11, 28, 53 413,202 VERIZON COMMUNICATIONS INC COMMON 11, 23, 28, COM STK USD0.10 STOCK 92343V104 54,640,511.24 54,641 1,361,927 SH Sole 41 1,361,927 VERINT SYSTEMS INC COM COMMON STK USD0.001 STOCK 92343X100 479,003.22 479 17,393 SH Sole 28 17,393 VERISK ANALYTICS INC NPV COMMON STOCK 92345Y106 6,804,442.80 6,804 169,560 SH Sole 11, 38 169,560 VERSO PAPER CORP USD0.01 COMMON STOCK 92531L108 12,997.44 13 13,539 SH Sole 28 13,539 VERTEX PHARMACEUTICAL COMMON COM STK USD0.01 STOCK 92532F100 15,317,481.51 15,317 461,231 SH Sole 28, 34 461,231 VIAD CORP COM STOCK COMMON USD1.5 STOCK 92552R406 327,750.00 328 18,750 SH Sole 28, 33 18,750 VIASAT INC COM STK COMMON USD0.01 STOCK 92552V100 1,374,560.48 1,375 29,804 SH Sole 28 29,804 VIASYSTEMS GROUP, INC. COMMON STOCK 92553H803 44,618.04 45 2,637 SH Sole 28, 33 2,637 VIACOM INC NEW CLASS'B' COMMON 23, 28, 41, NON-VTG COM USD0.001 STOCK 92553P201 34,115,306.93 34,115 751,273 SH Sole 51 751,273 VIEWPOINT FINL GP INC MD COMMON 11, 25, 28, USD0.01 STOCK 92672A101 2,218,894.53 2,219 170,553 SH Sole 33 170,553 VIRGINIA COMMERCE BANCORP COM STK COMMON USD0.01 STOCK 92778Q109 383,562.60 384 49,620 SH Sole 8, 28, 33 49,620 VIRNETX HLDGS CORP COM COMMON STK USD0.01 STOCK 92823T108 835,221.53 835 33,449 SH Sole 28 33,449 VISA INC USD0.0001 'A' COMMON 23, 28, 38, STOCK 92826C839 61,071,411.83 61,071 601,511 SH Sole 39, 50 601,511 VIRTUSA CORP COM STK COMMON USD0.01 STOCK 92827P102 202,589.68 203 13,991 SH Sole 28, 33 13,991 VIRTUS INVESTMENT COMMON PARTNERS INC USD0.01 STOCK 92828Q109 342,197.02 342 4,502 SH Sole 28 4,502 VISHAY PRECISION GROUP COMMON INC USD0.10 STOCK 92835K103 168,844.68 169 10,566 SH Sole 28, 33 10,566 VISTEON CORP USD0.01 WI COMMON STOCK 92839U206 2,285,404.22 2,285 45,763 SH Sole 43 45,763 VOCUS INC COM STK COMMON USD0.01 STOCK 92858J108 319,465.58 319 14,462 SH Sole 28 14,462 VONAGE HOLDINGS CORP COMMON NEW COM STK USD0.001 STOCK 92886T201 279,322.05 279 114,009 SH Sole 28 114,009 VOYAGER OIL & GAS INC COMMON STOCK 92911K100 98,996.40 99 38,520 SH Sole 28 38,520 W & T OFFSHORE INC COM COMMON STK USD0.00001 STOCK 92922P106 1,967,418.39 1,967 92,759 SH Sole 8, 28 92,759 WGL HLDGS INC COM STK COMMON USD1 STOCK 92924F106 7,429,402.20 7,429 168,010 SH Sole 8, 28 168,010 WCA WASTE CORP COM STK COMMON USD0.01 STOCK 92926K103 92,123.01 92 14,151 SH Sole 28, 33 14,151 WALKER & DUNLOP INC COMMON USD0.01 STOCK 93148P102 1,541,677.20 1,542 122,745 SH Sole 28, 30 122,745 WALTER INVESTMENT MANAGEMENT CORP COMMON USD0.01 STOCK 93317W102 434,381.29 434 21,179 SH Sole 28 21,179 WARREN RESOURCES INC COMMON COM STK USD0.001 STOCK 93564A100 347,701.82 348 106,657 SH Sole 8, 28, 33 106,657 WASTE MANAGEMENT INC COMMON COM STK USD0.01 STOCK 94106L109 10,935,770.75 10,936 334,325 SH Sole 23, 28 334,325 WEB.COM GROUP INC COMMON STOCK 94733A104 2,052,836.15 2,053 179,287 SH Sole 28, 30, 33 179,287 WELLCARE HEALTH PLANS COMMON INC COM STK USD0.01 STOCK 94946T106 12,162,097.50 12,162 231,659 SH Sole 28, 51 231,659 WELLPOINT INC COM STK COMMON USD0.01 STOCK 94973V107 10,996,373.75 10,996 165,983 SH Sole 28, 41 165,983 WENDY'S COMPANY(THE) COMMON USD0.10 A STOCK 95058W100 3,003,438.48 3,003 560,343 SH Sole 28, 33 560,343 WESCO INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 95082P105 5,465,331.00 5,465 103,100 SH Sole 33, 38 103,100 WEST BANCORPORATION COMMON COM STK NPV STOCK 95123P106 464,131.84 464 48,448 SH Sole 8, 28, 33 48,448 WESTAR ENERGY INC COM COMMON 8, 23, 25, USD5 STOCK 95709T100 21,607,477.18 21,607 750,781 SH Sole 28 750,781 WESTFIELD FINANCIAL INC COMMON COM STK USD0.01 STOCK 96008P104 582,455.68 582 79,138 SH Sole 11, 28, 33 79,138 WILSHIRE STATE BAN COM COMMON NPV STOCK 97186T108 515,293.02 515 141,954 SH Sole 8, 28, 33 141,954 WINDSTREAM CORP COM COMMON 23, 28, 35, STK USD0.0001 STOCK 97381W104 10,167,873.12 10,168 866,088 SH Sole 43 866,088 WINTRUST FINANCIAL CORP COMMON COM STK NPV STOCK 97650W108 881,807.85 882 31,437 SH Sole 28, 33 31,437 WORLD WRESTLING COMMON ENTERTAINMENT, INC. STOCK 98156Q108 210,166.00 210 22,550 SH Sole 28 22,550 WRIGHT EXPRESS CORP COMMON COM STK USD0.01 STOCK 98233Q105 1,722,467.24 1,722 31,733 SH Sole 28 31,733 WRIGHT MEDICAL GROUP COMMON INC COM STK USD0.01 STOCK 98235T107 644,358.00 644 39,052 SH Sole 28, 33 39,052 WYNDHAM WORLDWIDE COMMON USD0.01 STOCK 98310W108 2,372,621.94 2,373 62,718 SH Sole 28 62,718 XCEL ENERGY INC COM STK COMMON 23, 28, 34, USD2.5 STOCK 98389B100 22,686,469.76 22,686 820,784 SH Sole 35, 43 820,784 XENOPORT INC COM STK COMMON USD1 STOCK 98411C100 110,234.73 110 28,933 SH Sole 28 28,933 XERIUM TECHNOLOGIES INC COMMON USD0.001 STOCK 98416J118 57,172.68 57 8,742 SH Sole 28 8,742 XYLEM INC USD0.01 COMMON STOCK 98419M100 3,129,401.66 3,129 121,814 SH Sole 23, 28 121,814 ZAGG INC COM STK COMMON USD0.001 STOCK 98884U108 128,674.00 129 18,200 SH Sole 28 18,200 ZALICUS INC COM STK COMMON USD0.001 STOCK 98887C105 75,307.98 75 62,238 SH Sole 28 62,238 ZELTIQ AESTHETICS INC COMMON USD0.001 STOCK 98933Q108 69,500.48 70 6,118 SH Sole 28 6,118 ZEP INC COM STK USD0.01 COMMON STOCK 98944B108 251,723.88 252 18,006 SH Sole 28 18,006 ZILLOW INC USD0.0001 COMMON STOCK 98954A107 142,073.60 142 6,320 SH Sole 8, 28 6,320 ZIMMER HOLDINGS INC COM COMMON 11, 23, 28, STK USD0.01 STOCK 98956P102 19,615,503.48 19,616 367,194 SH Sole 43 367,194 ZIOPHARM ONCOLOGY INC COMMON COM STK NPV STOCK 98973P101 211,944.60 212 48,060 SH Sole 28 48,060 ZIX CORPORATION COMMON STOCK 98974P100 153,563.10 154 54,455 SH Sole 28 54,455 ZIPREALTY INC COM STK COMMON USD0.001 STOCK 98974V107 2,147.00 2 1,900 SH Sole 33 1,900 ZIPCAR INC USD0.001 COMMON STOCK 98974X103 112,244.88 112 8,364 SH Sole 28 8,364 ZOLTEK COS INC COM STK COMMON USD0.01 STOCK 98975W104 211,134.96 211 27,708 SH Sole 28, 33 27,708 ZOGENIX INC USD0.001 COMMON STOCK 98978L105 36,973.44 37 16,506 SH Sole 28 16,506 AIRCASTLE NPV COMMON STOCK G0129K104 1,028,450.16 1,028 80,853 SH Sole 8, 28, 33 80,853 ALKERMES PLC USD0.01 COMMON STOCK G01767105 5,098,076.48 5,098 293,668 SH Sole 8, 25, 28 293,668 ALTERRA CAPITAL HLDGS COMMON LTD USD0.01 STOCK G0229R108 2,478,432.55 2,478 104,885 SH Sole 8, 28, 33 104,885 AMDOCS ORD GBP0.01 COMMON STOCK G02602103 5,585,603.40 5,586 195,780 SH Sole 35, 43 195,780 ARCH CAPITAL GROUP COM COMMON STK USD0.01 STOCK G0450A105 6,005,199.00 6,005 161,300 SH Sole 30, 33, 35 161,300 ARCOS DORADOS HLDGS COMMON INC NPV A STOCK G0457F107 6,249,496.24 6,249 304,408 SH Sole 11, 23, 38 304,408 ARGO GROUP INTL HLDGS COMMON COM STK USD0.01 STOCK G0464B107 724,868.80 725 25,030 SH Sole 28, 33 25,030 APCO OIL & GAS INTL INC COMMON COM STK USD0.01 STOCK G0471F109 611,755.92 612 7,486 SH Sole 28 7,486 ASPEN INSURANCE HLDGS COMMON COM STK USD0.15144558 STOCK G05384105 4,114,708.00 4,115 155,272 SH Sole 8, 28, 33 155,272 ASSURED GUARANTY LTD COMMON COM STK USD0.01 STOCK G0585R106 1,512,479.70 1,512 115,105 SH Sole 8, 30, 33 115,105 AXIS CAPITAL HLDGS COM COMMON STK USD0.0125 STOCK G0692U109 1,481,026.40 1,481 46,340 SH Sole 33, 43 46,340 ENERGY XXI(BERMUDA) COMMON USD0.005 STOCK G10082140 3,188,797.00 3,189 100,025 SH Sole 28, 47 100,025 ACCENTURE PLC COMMON CLS'A'USD0.0000225 STOCK G1151C101 15,201,157.25 15,201 285,575 SH Sole 23, 28 285,575 CENTRAL EUROPEAN MEDIA ENTERPRISES COM STK COMMON USD0.08 STOCK G20045202 199,036.04 199 30,527 SH Sole 28, 33 30,527 CONSOLIDATED WATER CO COMMON COM STK USD1.2 STOCK G23773107 146,048.76 146 17,022 SH Sole 8, 28, 33 17,022 COOPER INDUSTRIES PLC COMMON 28, 37, 43, USD0.01 STOCK G24140108 32,014,563.00 32,015 591,220 SH Sole 51 591,220 CREDICORP COM STK USD5 COMMON STOCK G2519Y108 3,238,122.60 3,238 29,580 SH Sole 51 29,580 COVIDIEN PLC USD0.20(POST COMMON 11, 23, 28, CONSOLIDATION) STOCK G2554F113 22,961,626.45 22,962 510,145 SH Sole 37 510,145 ENDURANCE SPECIALTY COMMON HLDGS LTD USD1 STOCK G30397106 83,729.25 84 2,189 SH Sole 33 2,189 ENSTAR GROUP LTD COM COMMON STK USD1.00 STOCK G3075P101 648,611.00 649 6,605 SH Sole 28, 33 6,605 EVEREST RE GROUP COM COMMON 28, 33, 34, STK USD0.01 STOCK G3223R108 19,894,937.19 19,895 236,591 SH Sole 37, 43 236,591 FABRINET USD0.01 COMMON STOCK G3323L100 229,167.36 229 16,752 SH Sole 28 16,752 FRESH DEL MONTE PRODUCE NV COM STK COMMON USD0.01 STOCK G36738105 837,885.02 838 33,502 SH Sole 28, 33 33,502 FRONTLINE LTD COM STK COMMON USD2.50 STOCK G3682E127 181,917.45 182 42,405 SH Sole 28 42,405 GLOBAL SOURCES COM STK COMMON USD0.01 STOCK G39300101 46,855.85 47 9,661 SH Sole 28 9,661 GLOBAL INDEMNITY PLC COMMON USD0.0001 STOCK G39319101 252,872.16 253 12,752 SH Sole 28, 33 12,752 GREENLIGHT CAPITAL RE LTD CLS'A'COM STK COMMON USD0.10 STOCK G4095J109 545,546.16 546 23,048 SH Sole 28 23,048 HELEN OF TROY COM STK COMMON USD0.10 STOCK G4388N106 3,503,944.50 3,504 114,135 SH Sole 8, 28, 33 114,135 HERBALIFE LTD COMMON STOCK G4412G101 1,792,949.00 1,793 34,700 SH Sole 23 34,700 INGERSOLL-RAND PLC USD1 COMMON STOCK G47791101 8,537,968.23 8,538 280,209 SH Sole 23, 28, 41 280,209 INVESCO LTD COM STK COMMON 11, 28, 34, USD0.20 STOCK G491BT108 12,477,316.39 12,477 621,071 SH Sole 43 621,071 LAZARD LTD COM STK COMMON CLASS 'A' USD0.01 STOCK G54050102 952,362.25 952 36,475 SH Sole 43 36,475 MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112 374,437.44 374 42,744 SH Sole 28, 33 42,744 MICHAEL KORS HLDGS LTD COMMON NPV STOCK G60754101 8,482,843.25 8,483 311,297 SH Sole 23, 38, 51 311,297 MONTPELIER RE HOLDINGS COMMON COM STK USD0.0016 STOCK G62185106 1,020,997.75 1,021 57,521 SH Sole 28, 33 57,521 ALPHA & OMEGA SEMICONDUCTOR LTD COMMON USD0.002 STOCK G6331P104 87,120.58 87 11,918 SH Sole 28 11,918 NABORS INDUSTRIES COM COMMON STK USD0.001 STOCK G6359F103 6,281,501.70 6,282 362,255 SH Sole 28, 38, 43 362,255 NORDIC AMERICAN COMMON TANKERS LTD USD0.01 STOCK G65773106 467,154.38 467 38,962 SH Sole 28 38,962 ONEBEACON INSURANCE GROUP LTD CLASS'A'COM COMMON STK STOCK G67742109 310,139.28 310 20,152 SH Sole 28, 33 20,152 ORIENT EXPRESS HOTELS LTD CLS'A'COM STK COMMON USD0.01 STOCK G67743107 637,347.87 637 85,321 SH Sole 28, 33 85,321 PARTNERRE COM STK USD1 COMMON STOCK G6852T105 12,035,008.72 12,035 187,432 SH Sole 35, 37, 43 187,432 PLATINUM UNDERWRITERS COMMON HLDGS LTD SHS STOCK G7127P100 1,097,659.80 1,098 32,180 SH Sole 28, 33 32,180 RENAISSANCERE HLDGS COMMON COM STK USD1 STOCK G7496G103 29,748.00 30 400 SH Sole 33 400 SEACUBE CONTAINER COMMON LEASING LTD USD0.01 STOCK G79978105 1,103,522.72 1,104 74,512 SH Sole 8, 28 74,512 SHIP FINANCE INTERNATIONAL COM STK COMMON USD1 STOCK G81075106 347,541.40 348 37,210 SH Sole 28 37,210 SIGNET JEWELERS LTD COM COMMON STK USD0.18 STOCK G81276100 6,836,571.28 6,837 155,518 SH Sole 28 155,518 UTI WORLDWIDE INC ORD COMMON NPV STOCK G87210103 2,445,333.42 2,445 183,998 SH Sole 28 183,998 TEXTAINER GROUP HLDGS COMMON LTD USD0.01 STOCK G8766E109 273,174.72 273 9,381 SH Sole 28 9,381 UTSTARCOM HLDGS CORP COMMON USD ORD SHS STOCK G9310A106 19,709.16 20 14,282 SH Sole 33 14,282 VALIDUS HOLDING LTD COMMON COM STK USD0.175 STOCK G9319H102 2,271,024.00 2,271 72,096 SH Sole 30, 33 72,096 VANTAGE DRILLING COMMON COMPANY ORD SHS STOCK G93205113 166,382.28 166 143,433 SH Sole 28 143,433 GOLAR LNG COM STK COMMON USD1.00 STOCK G9456A100 3,305,924.30 3,306 74,374 SH Sole 23, 28 74,374 WHITE MOUNTAINS INSURANCE GROUP COM COMMON STK USD1 STOCK G9618E107 238,973.42 239 527 SH Sole 33 527 WILLIS GROUP HLDGS PLC COMMON ORD SHS USD0.000115 STOCK G96666105 6,020,052.80 6,020 155,156 SH Sole 23, 35 155,156 XYRATEX LTD USD0.01 COMMON STOCK G98268108 314,312.04 314 23,597 SH Sole 28, 33 23,597 XL GROUP PLC ORD USD0.01 COMMON STOCK G98290102 7,414,046.55 7,414 375,015 SH Sole 28, 43 375,015 ACE LIMITED CHF30.57 COMMON STOCK H0023R105 10,771,273.44 10,771 153,612 SH Sole 23, 28 153,612 ALLIED WORLD ASSURANCE COMMON CO HLDGS AG USD0.03 STOCK H01531104 153,360.41 153 2,437 SH Sole 33 2,437 WEATHERFORD INTERNATIONAL LTD COMMON CHF0.01 STOCK H27013103 2,589,874.56 2,590 176,904 SH Sole 41 176,904 NOBLE CORPORATION COMMON 28, 37, 41, CHF0.01 STOCK H5833N103 11,557,820.32 11,558 382,456 SH Sole 43 382,456 TE CONNECTIVITY LT COMMON CHF1.37 REG SHS STOCK H84989104 5,352,621.30 5,353 173,730 SH Sole 28 173,730 TRANSOCEAN LTD CHF15 COMMON STOCK H8817H100 4,230,846.73 4,231 110,207 SH Sole 34 110,207 TYCO INTERNATIONAL LTD COMMON USD0.80 STOCK H89128104 18,713,987.82 18,714 400,642 SH Sole 11, 23, 28 400,642 UBS AG CHF0.10 COMMON STOCK H89231338 1,568,539.70 1,569 132,590 SH Sole 46 132,590 FLAGSTONE REINSURANCE COMMON HLDGS SA USD0.01 STOCK L3466T104 385,310.91 385 46,479 SH Sole 28, 33 46,479 CERAGON NETWORKS COMMON ILS0.01 STOCK M22013102 763,046.90 763 99,097 SH Sole 30 99,097 CHECK POINT SOFTWARE COMMON TECHNOLOGIES ORD ILS1 STOCK M22465104 8,992,273.54 8,992 171,151 SH Sole 11, 23, 43 171,151 EZCHIP SEMICONDUCTOR COMMON LTD STOCK M4146Y108 1,759,293.00 1,759 62,100 SH Sole 38 62,100 MELLANOX TECHNOLOGIES COMMON LTD ILS0.0175 STOCK M51363113 2,062,497.69 2,062 63,481 SH Sole 23, 47 63,481 NOVA MEASURING COMMON INSTRUMENTS LTD ILS0.01 STOCK M7516K103 1,340,603.00 1,341 181,900 SH Sole 30 181,900 SYNERON MEDICAL LTD COMMON ILS0.01 STOCK M87245102 635,418.00 635 57,400 SH Sole 30 57,400 CORE LABORATORIES NV COMMON 5, 11, 23, EUR0.01 STOCK N22717107 11,250,853.25 11,251 98,735 SH Sole 47 98,735 LYONDELLBASELL COMMON INDUSTRIES NV USD0.01 A STOCK N53745100 6,342,892.74 6,343 195,226 SH Sole 34, 35 195,226 NIELSEN HLDGS NV EUR0.07 COMMON STOCK N63218106 1,707,175.00 1,707 57,500 SH Sole 11 57,500 ORTHOFIX INTL NV COM COMMON STK USD0.10 STOCK N6748L102 1,520,808.64 1,521 43,168 SH Sole 28, 47 43,168 SENSATA TECHNOLOGIES COMMON HLDGS BV EUR0.01 STOCK N7902X106 2,628,000.00 2,628 100,000 SH Sole 11 100,000 TORNIER NV EUR0.03 COMMON STOCK N87237108 155,862.00 156 8,659 SH Sole 28 8,659 STEINER LEISURE COM STK COMMON USD0.01 STOCK P8744Y102 560,248.77 560 12,343 SH Sole 28 12,343 ULTRAPETROL (BAHAMAS) COMMON LTD USD0.01 STOCK P94398107 53,076.78 53 17,811 SH Sole 28 17,811 EXCEL MARITIME CARRIERS COMMON COM STK USD0.01 STOCK V3267N107 64,426.40 64 44,432 SH Sole 28, 33 44,432 ROYAL CARIBBEAN CRUISES COMMON COM STK USD0.01 STOCK V7780T103 10,427,005.81 10,427 420,953 SH Sole 43, 51 420,953 AVAGO TECHNOLOGIES LTD COMMON 11, 23, 38, NPV STOCK Y0486S104 14,418,225.12 14,418 499,592 SH Sole 53 499,592 BALTIC TRADING LTD COMMON USD0.01 STOCK Y0553W103 65,502.50 66 13,790 SH Sole 28 13,790 DHT HLDGS INC COM STK COMMON USD0.01 STOCK Y2065G105 45,552.92 46 61,558 SH Sole 28, 33 61,558 EAGLE BULK SHIPPING INC COMMON COM STK USD0.01 STOCK Y2187A101 53,821.24 54 57,129 SH Sole 28, 33 57,129 FLEXTRONICS INTERNATIONAL ORD COMMON USD0.01 STOCK Y2573F102 3,925,210.00 3,925 693,500 SH Sole 37 693,500 GENCO SHIPPING & TRADING LIMITED COM COMMON STK USD0.01 STOCK Y2685T107 182,438.88 182 26,988 SH Sole 28, 33 26,988 SCORPIO TANKERS INC COMMON USD0.01 STOCK Y7542C106 717,700.41 718 146,769 SH Sole 28, 30 146,769 TEEKAY CORP COM STK NPV COMMON STOCK Y8564W103 217,582.20 218 8,140 SH Sole 33 8,140 TEEKAY TANKERS LTD COMMON USD0.01 STOCK Y8565N102 123,133.12 123 34,981 SH Sole 28 34,981 Subtotal--COMMON STOCK 15,289,883,157.07 473,758,915 REIT ACADIA REALTY TRUST SHS BEN INT USD0.001 REIT 004239109 2,826,588.58 2,827 140,347 SH Sole 26, 28 140,347 AGREE REALTY CORP USD0.0001 REIT 008492100 198,453.20 198 8,140 SH Sole 28 8,140 ALEXANDER'S INC COM STK USD1 REIT 014752109 623,870.58 624 1,686 SH Sole 28 1,686 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK REIT 015271109 7,772,781.06 7,773 112,698 SH Sole 28, 34 112,698 AMERICAN CAMPUS COMMUNITIES INC COM STK USD0.01 REIT 024835100 9,332,701.24 9,333 222,419 SH Sole 8, 28 222,419 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK REIT 035710409 4,724,160.00 4,724 296,000 SH Sole 35 296,000 ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 REIT 037347101 2,269,422.44 2,269 361,373 SH Sole 8, 28 361,373 ARMOUR RESIDENTIAL REIT INC USD0.0001 REIT 042315101 536,187.75 536 76,055 SH Sole 28 76,055 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 REIT 044103109 2,158,624.00 2,159 269,828 SH Sole 8, 26, 28 269,828 ASSOCIATED ESTATES REALTY CORP COM NPV REIT 045604105 543,607.90 544 34,082 SH Sole 28 34,082 AVALONBAY COMMUNITIES INC COM STK USD0.01 REIT 053484101 15,050,344.00 15,050 115,240 SH Sole 23, 26, 28 115,240 BOSTON PROPERTIES INC 26, 28, 34, COM STK USD0.01 REIT 101121101 25,283,659.20 25,284 253,852 SH Sole 43 253,852 BRANDYWINE REALTY TRUST SHS BEN INT USD0.01 REIT 105368203 36,223.50 36 3,813 SH Sole 34 3,813 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 REIT 124830100 1,976,331.70 1,976 125,881 SH Sole 28, 34 125,881 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 REIT 133131102 12,566,069.28 12,566 201,897 SH Sole 26, 28 201,897 CAPLEASE INC COM STK USD0.01 REIT 140288101 747,113.16 747 184,929 SH Sole 8, 28 184,929 CEDAR REALTY TRUST INC REIT 150602209 300,557.85 301 69,735 SH Sole 8, 28 69,735 CHESAPEAKE LODGING TRUST SBI USD0.01 REIT 165240102 409,628.16 410 26,496 SH Sole 28 26,496 COLONIAL PROPERTIES TRUST COM STK USD0.01 REIT 195872106 2,071,961.22 2,072 99,327 SH Sole 8, 28 99,327 COMMONWEALTH REIT SHS OF BNF INT USD0.01 REIT 203233101 829,004.80 829 49,820 SH Sole 26, 34 49,820 COUSINS PROPERTIES INC COM STK USD1 REIT 222795106 3,221,736.51 3,222 502,611 SH Sole 26, 28 502,611 CREXUS INVESTMENT CORP USD0.01 REIT 226553105 1,022,928.24 1,023 98,548 SH Sole 26, 28 98,548 CUBESMART USD0.01 REIT 229663109 1,103,048.80 1,103 103,670 SH Sole 28, 34 103,670 DCT INDUSTRIAL TRUST INC COM STK USD0.01 REIT 233153105 3,954,964.48 3,955 772,454 SH Sole 8, 26, 28 772,454 DIAMONDROCK HOSPIT COM USD0.01 REIT 252784301 2,473,691.48 2,474 256,607 SH Sole 8, 28 256,607 DIGITAL REALTY TRUST INC COM STK USD0.01 REIT 253868103 751,970.93 752 11,279 SH Sole 26, 34 11,279 DUKE REALTY CORP COM STK USD0.01 REIT 264411505 5,537,493.15 5,537 459,543 SH Sole 28, 34 459,543 EASTGROUP PROPERTIES INC COM STK USD0.0001 REIT 277276101 1,401,882.16 1,402 32,242 SH Sole 8, 28 32,242 EQUITY ONE INC COM STK USD0.01 REIT 294752100 2,689,971.60 2,690 158,420 SH Sole 26, 28 158,420 ESSEX PROPERTY TRUST INC COM STK USD0.0001 REIT 297178105 8,719,207.54 8,719 62,054 SH Sole 28, 34 62,054 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV REIT 313747206 14,251,833.75 14,252 157,045 SH Sole 26, 28 157,045 GENERAL GROWTH PROPERTIES INC USD0.01 REIT 370023103 13,195,881.08 13,196 878,554 SH Sole 26, 34 878,554 GETTY REALTY CORP COM STK USD0.10 REIT 374297109 485,711.10 486 34,818 SH Sole 8, 28 34,818 GLADSTONE COMMERICAL CORP COM STK US0.001 REIT 376536108 158,722.20 159 9,044 SH Sole 28 9,044 GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST REIT 379302102 810,906.40 811 88,142 SH Sole 28 88,142 HEALTHCARE REALTY TRUST INC COM STK USD0.01 REIT 421946104 5,486,094.90 5,486 295,110 SH Sole 26, 28 295,110 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST REIT 427825104 586,200.24 586 120,123 SH Sole 28, 34 120,123 HIGHWOODS PROPERTIES INC COM STK USD0.01 REIT 431284108 5,453,167.98 5,453 183,794 SH Sole 28, 34 183,794 HOME PROPERTIES INC COM STK USD0.01 REIT 437306103 7,597,915.89 7,598 131,977 SH Sole 8, 28 131,977 HUDSON PACIFIC PROPERTIES INC USD0.01 REIT 444097109 1,931,763.84 1,932 136,424 SH Sole 26, 28 136,424 INLAND REAL ESTATE CORP COM STK USD0.01 REIT 457461200 498,006.01 498 65,441 SH Sole 28, 34 65,441 INVESTORS REAL EST SBI NPV REIT 461730103 483,935.71 484 66,338 SH Sole 28 66,338 LTC PROPERTIES INC COM STK USD0.01 REIT 502175102 1,697,083.98 1,697 54,993 SH Sole 8, 28 54,993 LASALLE HOTEL PROPERTIES COM STK USD0.01 REIT 517942108 3,100,695.75 3,101 128,075 SH Sole 8, 28, 30 128,075 LEXINGTON REALTY TRUST COM STK USD0.0001 REIT 529043101 2,274,660.57 2,275 303,693 SH Sole 8, 26, 28 303,693 LIBERTY PROPERTY TRUST COM STK USD0.001 REIT 531172104 6,515,587.36 6,516 210,997 SH Sole 28, 34 210,997 MPG OFFICE TRUST INC REIT 553274101 79,333.34 79 39,866 SH Sole 28 39,866 MACERICH CO COM STK USD0.01 REIT 554382101 12,145,720.40 12,146 240,034 SH Sole 28, 34 240,034 MACK CALI REALTY CORP COM STK USD0.01 REIT 554489104 8,837,619.49 8,838 331,121 SH Sole 26, 28 331,121 MISSION WEST PROPERTIES COM STK USD0.001 REIT 605203108 131,809.26 132 14,613 SH Sole 28 14,613 MONMOUTH REAL ESTATE INVT CORP COM STK USD0.01 REIT 609720107 295,645.65 296 32,311 SH Sole 28 32,311 NATIONAL RETAIL PROPERTIES INC COM REIT 637417106 7,770,176.24 7,770 294,548 SH Sole 8, 28 294,548 OMEGA HEALTHCARE INVESTORS COM STK USD0.10 REIT 681936100 8,061,074.55 8,061 416,593 SH Sole 8, 26, 28 416,593 ONE LIBERTY PROPERTIES COM STK USD1 REIT 682406103 1,258,042.50 1,258 76,245 SH Sole 28, 30 76,245 PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT REIT 709102107 2,685,094.92 2,685 257,193 SH Sole 8, 28 257,193 PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 REIT 720190206 3,549,040.08 3,549 208,277 SH Sole 23, 34 208,277 PLUM CREEK TIMBER CO INC COM STK NPV REIT 729251108 2,826,526.72 2,827 77,312 SH Sole 26, 28 77,312 POST PROPERTIES COM USD0.01 REIT 737464107 1,855,957.72 1,856 42,451 SH Sole 28, 34 42,451 POTLATCH CORP COM STK USD1 REIT 737630103 3,267,234.42 3,267 105,022 SH Sole 28 105,022 RAIT FINANCIAL TRUST COM STK USD0.01 REIT 749227609 156,830.75 157 33,017 SH Sole 28 33,017 RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 REIT 751452202 593,014.41 593 60,327 SH Sole 8, 28 60,327 RAYONIER INC COM STK NPV REIT 754907103 11,127,330.12 11,127 249,324 SH Sole 28, 43 249,324 REALTY INCOME CORP COM STK USD1 REIT 756109104 8,333,310.32 8,333 238,367 SH Sole 28 238,367 REDWOOD TRUST INC COM STK USD0.01 REIT 758075402 659,328.06 659 64,767 SH Sole 28 64,767 REGENCY CENTERS CORP COM STK USD0.01 REIT 758849103 18,526,307.58 18,526 492,459 SH Sole 26, 28 492,459 SAUL CENTERS INC COM STK USD0.01 REIT 804395101 225,200.36 225 6,358 SH Sole 28, 34 6,358 SIMON PROPERTY GROUP 23, 26, 28, INC COM STK USD0.0001 REIT 828806109 62,107,174.50 62,107 481,675 SH Sole 34 481,675 SUMMIT HOTEL PROPERTIES INC USD0.01 REIT 866082100 1,890,973.60 1,891 200,315 SH Sole 28, 30 200,315 SUN COMMUNITIES INC COM STK USD0.01 REIT 866674104 1,165,270.47 1,165 31,899 SH Sole 8, 28 31,899 SUNSTONE HOTEL INVESTORS INC COM STK USD0.01 REIT 867892101 818,569.70 819 100,438 SH Sole 28, 34 100,438 TANGER FACTORY OUTLET CENTERS COM STK USD0.01 REIT 875465106 3,581,056.84 3,581 122,137 SH Sole 25, 28 122,137 TAUBMAN CENTRES INC COM STK USD0.01 REIT 876664103 7,732,754.10 7,733 124,521 SH Sole 28, 30 124,521 THOMAS PROPERTIES GROUP INC COM STK USD0.01 REIT 884453101 8,431.56 8 2,532 SH Sole 33 2,532 UDR INC COM STK USD0.01 REIT 902653104 10,007,420.20 10,007 398,702 SH Sole 28, 34 398,702 UMH PROPERTIES INC COM STK USD0.10 REIT 903002103 92,485.54 92 9,934 SH Sole 28 9,934 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV REIT 917286205 343,086.08 343 18,976 SH Sole 28 18,976 VORNADO REALTY TRUST USD0.04 REIT 929042109 22,827,573.72 22,828 297,002 SH Sole 26, 28 297,002 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT REIT 939653101 1,535,374.30 1,535 56,138 SH Sole 28, 34 56,138 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 REIT 948741103 4,791,191.96 4,791 219,578 SH Sole 28, 34 219,578 WEYERHAEUSER CO COM STK USD1.25 REIT 962166104 11,483,562.27 11,484 615,081 SH Sole 23, 28, 37 615,081 WHITESTONE REIT SBI USD0.001 B REIT 966084204 71,376.20 71 5,998 SH Sole 28 5,998 WINTHROP REALTY TRUST 8, 26, 28, SHS BNF INT USD1 REIT 976391300 2,192,235.03 2,192 215,559 SH Sole 30 215,559 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 REIT 05564E106 9,188,975.36 9,189 182,032 SH Sole 26, 28 182,032 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 REIT 91359E105 394,368.00 394 10,112 SH Sole 28, 34 10,112 AMERICAN CAPITAL AGENCY CORP USD0.01 REIT 02503X105 3,038,256.00 3,038 108,200 SH Sole 8, 30 108,200 APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01 REIT 03748R101 7,278,873.56 7,279 317,716 SH Sole 26, 28 317,716 APOLLO COMMERCIAL REAL ESTATE USD0.01 REIT 03762U105 222,395.94 222 16,938 SH Sole 28 16,938 BIOMED REALTY TRUST INC COM STK USD0.01 REIT 09063H107 3,462,735.84 3,463 191,523 SH Sole 26, 28 191,523 CYS INVESTMENTS INC USD0.01 REIT 12673A108 891,167.94 891 67,821 SH Sole 28 67,821 CAMPUS CREST COMMUNITIES INC USD0.01 REIT 13466Y105 1,149,204.10 1,149 114,235 SH Sole 28, 30 114,235 CAPSTEAD MTGE.CORP COM STK USD0.01 REIT 14067E506 2,613,706.20 2,614 210,105 SH Sole 8, 28 210,105 CHATHAM LODGING TRUST USD0.01 REIT 16208T102 122,525.48 123 11,366 SH Sole 28 11,366 COGDELL SPENCER INC COM STK USD0.01 REIT 19238U107 1,278,859.00 1,279 300,908 SH Sole 8, 28, 30 300,908 COLONY FINANCIAL INC USD0.01 REIT 19624R106 1,347,839.45 1,348 85,795 SH Sole 28, 30 85,795 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 REIT 22002T108 2,788,291.52 2,788 131,152 SH Sole 28, 34 131,152 DDR CORP NPV REIT 23317H102 391,545.41 392 32,173 SH Sole 8, 34 32,173 DOUGLAS EMMETT INC COM STK USD0.01 REIT 25960P109 955,648.32 956 52,393 SH Sole 26, 34 52,393 DUPONT FABROS TECHNOLOGY COM STK USD1 REIT 26613Q106 1,215,892.44 1,216 50,202 SH Sole 28, 34 50,202 DYNEX CAPITAL INC COM STK USD0.01 REIT 26817Q506 302,787.32 303 33,164 SH Sole 28 33,164 EDUCATION REALTY TRUST INC COM STK USD0.01 REIT 28140H104 797,551.26 798 77,962 SH Sole 28, 34 77,962 ENTERTAINMENT PROPERTY TRUST SHS OF BENEFICIAL INT REIT 29380T105 3,491,511.09 3,492 79,879 SH Sole 8, 28, 30 79,879 EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 REIT 29472R108 7,603,793.73 7,604 114,017 SH Sole 8, 26, 28 114,017 EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF REIT 29476L107 34,689,067.80 34,689 608,260 SH Sole 26, 28, 43 608,260 EXCEL TRUST INC USD0.001 REIT 30068C109 303,408.00 303 25,284 SH Sole 28 25,284 EXTRA SPACE STORAGE INC COM STK USD0.01 REIT 30225T102 2,305,387.58 2,305 95,146 SH Sole 8, 28 95,146 FELCOR LODGINGS TRUST INC COM STK USD0.01 REIT 31430F101 323,620.25 324 106,105 SH Sole 28, 34 106,105 FIRST INDUSTRIAL REALTY TRUST COM STK USD0.01 REIT 32054K103 2,658,797.46 2,659 259,902 SH Sole 8, 28 259,902 FIRST POTOMAC REALTY TRUST SBI USD0.001 REIT 33610F109 557,000.10 557 42,682 SH Sole 28, 34 42,682 FRANKLIN STREET PROPERTIES CORP/MA COM STK REIT 35471R106 599,159.15 599 60,217 SH Sole 28, 34 60,217 GOVERNMENT PROPERTIES INCOME USD0.01 REIT 38376A103 3,258,452.45 3,258 144,499 SH Sole 23, 28, 30 144,499 HCP INC COM STK USD1 REIT 40414L109 20,965,858.65 20,966 506,055 SH Sole 26, 28 506,055 HATTERAS FINANCIAL CORP USD0.001 REIT 41902R103 1,622,440.62 1,622 61,526 SH Sole 28 61,526 HEALTH CARE REIT INC COM STK USD1 REIT 42217K106 11,392,462.13 11,392 208,921 SH Sole 26, 28, 35 208,921 HOSPITALITY PROPERTIES TRUST COM STK USD0.01 REIT 44106M102 5,162,548.92 5,163 224,654 SH Sole 28, 34 224,654 HOST HOTELS & RESORTS INC USD0.01 REIT 44107P104 24,916,930.92 24,917 1,686,996 SH Sole 23, 26, 28 1,686,996 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT REIT 45031U101 356,112.22 356 67,318 SH Sole 28 67,318 INVESCO MORTGAGE CAPITAL INC USD0.01 REIT 46131B100 1,545,598.35 1,546 110,007 SH Sole 8, 28 110,007 KILROY REALTY CORP COM STK USD0.01 REIT 49427F108 1,892,878.47 1,893 49,721 SH Sole 28, 34 49,721 KIMCO REALTY CORP COM STK USD0.01 REIT 49446R109 2,902,932.48 2,903 178,752 SH Sole 28, 34 178,752 KITE REALTY GROUP TRUST COM STK USD0.01 REIT 49803T102 696,993.44 697 154,544 SH Sole 8, 26, 28 154,544 MFA FINANCIAL INC COM STK USD0.01 REIT 55272X102 4,299,664.32 4,300 639,831 SH Sole 8, 28, 30 639,831 MEDICAL PROPERTIES TRUST INC COM STK USD0.001 REIT 58463J304 909,461.28 909 92,144 SH Sole 28 92,144 MID-AMERICA APARTMENT COMMUNITIES COM STK USD0.01 REIT 59522J103 1,955,688.30 1,956 31,266 SH Sole 28, 34 31,266 NATIONAL HEALTH INVESTORS INC COM STK USD0.01 REIT 63633D104 883,426.26 883 20,087 SH Sole 28 20,087 NEWCASTLE INVESTMENT CORP COM STK USD0.01 REIT 65105M108 402,164.55 402 86,487 SH Sole 28 86,487 NORTHSTAR REALTY FINANCE CORP COM STK USD0.01 REIT 66704R100 376,825.23 377 78,999 SH Sole 28 78,999 PS BUSINESS PARKS INC 8, 26, 28, CALIF COM SER'A'USD0.01 REIT 69360J107 4,529,573.31 4,530 81,717 SH Sole 30 81,717 PARKWAY PROPERTIES INC COM STK USD0.001 REIT 70159Q104 1,130,172.92 1,130 114,622 SH Sole 8, 26, 28 114,622 PEBBLEBROOK HOTEL TRUST USD0.01 REIT 70509V100 802,798.08 803 41,856 SH Sole 28 41,856 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 REIT 70931T103 379,019.10 379 22,805 SH Sole 28 22,805 PROLOGIS INC COM REIT 74340W103 12,557,013.90 12,557 439,210 SH Sole 26, 28 439,210 PUBLIC STORAGE COM STK USD0.10 REIT 74460D109 20,015,850.06 20,016 148,861 SH Sole 26, 28 148,861 RLJ LODGING TRUST USD0.01 REIT 74965L101 382,158.81 382 22,707 SH Sole 28 22,707 RESOURCE CAPITAL CORP USD0.001 REIT 76120W302 358,910.97 359 63,977 SH Sole 28 63,977 SL GREEN REALTY CORP COM STK USD0.01 REIT 78440X101 10,746,099.84 10,746 161,256 SH Sole 26, 28 161,256 SABRA HEALTH CARE REIT INC USD0.01 REIT 78573L106 367,040.31 367 30,359 SH Sole 28 30,359 SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL REIT 81721M109 12,521,071.20 12,521 557,980 SH Sole 8, 26, 28 557,980 SOVRAN SELF STORAGE INC COM STK USD0.01 REIT 84610H108 2,509,252.02 2,509 58,806 SH Sole 26, 28 58,806 STARWOOD PROPERTY TRUST INC USD0.01 REIT 85571B105 3,544,739.04 3,545 191,504 SH Sole 26, 28 191,504 STRATEGIC HOTELS & RESORTS INC COM STK USD0.01 REIT 86272T106 771,663.63 772 143,699 SH Sole 28 143,699 TERRENO REALTY CORP USD0.01 REIT 88146M101 114,291.86 114 7,549 SH Sole 28 7,549 TWO HARBORS INVESTMENT CORP USD0.0001 REIT 90187B101 1,068,642.96 1,069 115,654 SH Sole 28 115,654 VENTAS INC COM STK USD0.25 REIT 92276F100 6,946,600.52 6,947 126,004 SH Sole 28, 34 126,004 Subtotal - REIT 660,953,189.65 24,211,966 CONVERTIBLE BONDS E TRADE FINANCIAL CORP CONVERTIBLE 0% CNV BDS 31/AUG/2019 BONDS 269246AZ7 46,800.00 47 60,000 PRN Sole 48 60,000 Subtotal - CONVERTIBLE BONDS 46,800.00 60,000 EXCHANGE TRADED FUND ISHARES TRUST MSCI EXCHANGE EMERGING MKS IDX FD TRADED FUND 464287234 5,758,153.80 5,758 151,770 SH Sole 51 151,770 ISHARES TRUST RUSSELL EXCHANGE MIDCAP VALUE IDX FD TRADED FUND 464287473 8,024,660.00 8,025 184,900 SH Sole 23 184,900 ISHARES TRUST RUSSELL EXCHANGE 1000 GROWTH INDEX TRADED FUND FUND 464287614 740,347.69 740 12,811 SH Sole 23 12,811 PROSHARES ULTRASHORT EXCHANGE S&P 500 TRADED FUND 74347R883 889,099.38 889 46,163 SH Sole 11 46,163 SPDR INDEX SHARES FUNDS EXCHANGE DJ WILSHIRE GLOBAL TRADED REAL FUND 78463X749 170,612.10 171 4,890 SH Sole 34 4,890 Subtotal - EXCHANGE TRADED FUND 15,582,872.97 400,534 LIMITED PARTNERSHIP COMPASS DIVERSIFIED HLDGS SHS OF LIMITED BENEFICIAL PARTNERSHIP 20451Q104 413,181.72 413 33,348 SH Sole 28 33,348 KKR & CO LP PARTNERSHIP LIMITED UNITS PARTNERSHIP 48248M102 1,194,088.10 1,194 93,070 SH Sole 23 93,070 Subtotal - LIMITED PARTNERSHIP 1,607,269.82 126,418 WARRANTS GENERAL MOTORS CO C/ WTS 10/JUL/2016 (TO PUR COM) WARRANTS 37045V118 107,669.67 108 9,179 SH Sole 45 9,179 GENERAL MOTORS CO C/ WTS 10/JUL/2019 (TO PUR COM) WARRANTS 37045V126 71,779.78 72 9,179 SH Sole 45 9,179 Subtotal - WARRANTS 179,449.45 18,358 GRAND TOTALS 16,215,315,960.13 507,243,244
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