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 44,200 487,965 SH Sole 31, 37, 39 487,965
APOGEE ENTERPRISES INC COMMON
COM STK USD0.33 1/3 STOCK 037598109 330,026.94 330 26,919 SH Sole 28, 33 26,919
APOLLO GROUP INC COMMON
CLASS'A'COM STK NPV STOCK 037604105 4,458,819.90 4,459 82,770 SH Sole 23, 28, 43 82,770
APPLE INC COM STK NPV 11, 23, 28,
COMMON 38, 50, 51,
STOCK 037833100 324,707,535.00 324,708 801,747 SH Sole 53 801,747
APPLIED MATERIALS INC COMMON
COM STK USD0.01 STOCK 038222105 15,212,505.42 15,213 1,420,402 SH Sole 23, 28 1,420,402
APTARGROUP INC COM STK COMMON
USD0.01 STOCK 038336103 7,936,882.95 7,937 152,135 SH Sole 11, 28 152,135
ARABIAN AMERICAN
DEVELOPMENT CO COM COMMON
STK USD0.10 STOCK 038465100 848.00 1 100 SH Sole 33 100
ARCH COAL INC COM STK COMMON
USD0.01 STOCK 039380100 5,494,995.04 5,495 378,704 SH Sole 28 378,704
ARCHER DANIELS MIDLAND COMMON
CO COM STK NPV STOCK 039483102 14,719,933.80 14,720 514,683 SH Sole 28, 37 514,683
ARCTIC CAT INC COM STK COMMON
USD0.01 STOCK 039670104 1,084,609.90 1,085 48,098 SH Sole 28, 30, 33 48,098
ARDEN GROUP INC
CLASS'A'COM STK COMMON
USD0.25 STOCK 039762109 81,009.00 81 900 SH Sole 28 900
ARENA PHARMACEUTICALS COMMON
INC COM STK USD0.0001 STOCK 040047102 224,145.68 224 119,864 SH Sole 28 119,864
ARKANSAS BEST CORP COM COMMON
STK USD0.01 STOCK 040790107 441,437.16 441 22,908 SH Sole 28, 33 22,908
ARLINGTON ASSET
INVESTMENT CORP COMMON
CLASS'A'COM STK STOCK 041356205 113,347.62 113 5,314 SH Sole 28 5,314
ARRHYTHMIA RESEARCH
TECHNOLOGY COM STK COMMON
USD0.01 STOCK 042698308 650.00 1 200 SH Sole 33 200
ARROW ELECTRONICS INC COMMON
COM STK USD1 STOCK 042735100 7,670,696.04 7,671 205,044 SH Sole 28, 33 205,044
ARROW FINANCIAL CORP COMMON
COM STK USD1 STOCK 042744102 198,044.56 198 8,449 SH Sole 28 8,449
ARTESIAN RESOURCES
CORP CLASS'A'COM STK COMMON
USD1 STOCK 043113208 111,511.26 112 5,922 SH Sole 28 5,922
ARTHROCARE
CORPORATION COM STK COMMON
USD0.001 STOCK 043136100 710,835.84 711 22,438 SH Sole 28 22,438
ARUBA NETWORKS INC COMMON
COM STK USD0.0001 STOCK 043176106 3,212,905.16 3,213 173,483 SH Sole 28, 47, 53 173,483
ASBURY AUTOMOTIVE
GROUP INC COM STK COMMON
USD0.01 STOCK 043436104 2,295,406.96 2,295 106,466 SH Sole 25, 28, 33 106,466
ASCENT CAPITAL GROUP COMMON
INC SER'A'USD0.01 STOCK 043632108 669,605.44 670 13,202 SH Sole 28, 33 13,202
ASCENT SOLAR
TECHNOLOGIES INC COM COMMON
STK USD0.0001 STOCK 043635101 1,092.00 1 2,800 SH Sole 33 2,800
ASHLAND INC COM STK COMMON
USD1 STOCK 044209104 10,527,157.20 10,527 184,170 SH Sole 11, 28, 33 184,170
ASPEN TECHNOLOGY INC COMMON 8, 28, 38,
COM STK USD0.10 STOCK 045327103 9,332,408.85 9,332 537,891 SH Sole 47 537,891
ASSOCIATED BANC-CORP COMMON
COM STK USD0.10 STOCK 045487105 3,525,665.29 3,526 315,637 SH Sole 28, 33 315,637
ASTA FUNDING INC COM COMMON
STK USD0.01 STOCK 046220109 15,313.62 15 1,919 SH Sole 33 1,919
ASTEC INDUSTRIES INC COMMON
COM STK USD0.20 STOCK 046224101 543,511.54 544 16,874 SH Sole 28, 33 16,874
ASTORIA FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 046265104 2,000,074.20 2,000 235,580 SH Sole 28, 33 235,580
ASTRONICS CORP USD0.01 COMMON
STOCK 046433108 301,520.20 302 8,420 SH Sole 28 8,420
ATLANTIC COAST COMMON
FINANCIAL CORP USD0.01 STOCK 048426100 660.35 1 235 SH Sole 33 235
ATLANTIC TELE NETWORK COMMON
INC COM STK USD0.01 STOCK 049079205 312,009.50 312 7,990 SH Sole 28, 33 7,990
ATLAS AIR WORLDWIDE
HOLDINGS INC COM STK COMMON
USD0.01 STOCK 049164205 2,630,610.36 2,631 68,452 SH Sole 8, 28, 33 68,452
ATMEL CORP COM STK COMMON
USD0.001 STOCK 049513104 8,815,473.00 8,815 1,088,330 SH Sole 28, 38 1,088,330
ATMOS ENERGY CORP COM COMMON
STK NPV STOCK 049560105 5,393,128.55 5,393 161,713 SH Sole 28 161,713
ATRION CORP COM STK COMMON
USD0.1 STOCK 049904105 310,377.16 310 1,292 SH Sole 28 1,292
ATWOOD OCEANICS INC COMMON 23, 28, 38,
COM STK USD1 STOCK 050095108 10,055,131.95 10,055 252,705 SH Sole 47 252,705
AUTHENTEC INC COM STK COMMON
USS0 STOCK 052660107 7,816.35 8 2,435 SH Sole 33 2,435
AUTODESK INC COM STK COMMON
NPV STOCK 052769106 2,826,543.69 2,827 93,193 SH Sole 28 93,193
AUTOLIV INC COM STK COMMON
USD1 STOCK 052800109 731,529.24 732 13,676 SH Sole 23 13,676
AUTOMATIC DATA
PROCESSING INC COM COMMON
STK USD0.10 STOCK 053015103 10,805,888.72 10,806 200,072 SH Sole 28 200,072
AUTOZONE INC COM STK COMMON
USD0.01 STOCK 053332102 3,708,232.67 3,708 11,411 SH Sole 28 11,411
AVATAR HLDGS INC COM COMMON
STK USD1 STOCK 053494100 63,442.48 63 8,836 SH Sole 28, 33 8,836
AVEO PHARMACEUTICALS COMMON
INC USD0.001 STOCK 053588109 442,401.20 442 25,721 SH Sole 28 25,721
AVERY DENNISON CORP COMMON
COM STK USD1 STOCK 053611109 3,115,795.20 3,116 108,640 SH Sole 23, 28 108,640
AVIS BUDGET GROUP INC COMMON
COM STK USD0.01 STOCK 053774105 1,124,002.72 1,124 104,851 SH Sole 28, 33 104,851
AVNET INC COM STK USD1 COMMON
STOCK 053807103 12,535,612.36 12,536 403,204 SH Sole 28, 37, 43 403,204
AVON PRODUCTS INC COM COMMON
STK USD0.25 STOCK 054303102 3,615,643.61 3,616 206,963 SH Sole 28, 41 206,963
AXCELIS TECHNOLOGIES COMMON
INC COM STK USD0.001 STOCK 054540109 133,528.01 134 100,397 SH Sole 28, 33 100,397
BB&T CORP COM STK USD5 COMMON
STOCK 054937107 20,456,539.95 20,457 812,735 SH Sole 23, 28, 37 812,735
BPZ RESOURCES INC COM COMMON
STK NPV STOCK 055639108 297,413.32 297 104,723 SH Sole 28, 33 104,723
BMC SOFTWARE INC COM COMMON
STK USD0.01 STOCK 055921100 2,294,141.08 2,294 69,986 SH Sole 28 69,986
BTU INTERNATIONAL COM COMMON
STK USD0.01 STOCK 056032105 2,340.00 2 900 SH Sole 33 900
BADGER METER INC COM COMMON
STK USD1 STOCK 056525108 1,185,352.11 1,185 40,277 SH Sole 11, 28 40,277
BAKER(MICHAEL)CORP COMMON
COM STK USD1 STOCK 057149106 516,527.40 517 26,340 SH Sole 8, 28 26,340
BAKER HUGHES INC COM COMMON 28, 34, 37,
STK USD1 STOCK 057224107 15,640,435.20 15,640 321,555 SH Sole 53 321,555
BALCHEM CORP COM STK COMMON
USD0.0666 STOCK 057665200 2,022,459.52 2,022 49,888 SH Sole 11, 28 49,888
BALDWIN & LYONS INC COMMON
CLASS'B'NPV STOCK 057755209 152,316.60 152 6,987 SH Sole 28 6,987
BALL CORP COM STK NPV COMMON
STOCK 058498106 2,386,749.27 2,387 66,837 SH Sole 28 66,837
BALLANTYNE STRONG INC COMMON
STOCK 058516105 3,374.25 3 825 SH Sole 33 825
BANK RHODE ISLAND COM COMMON
STK USD0.01 STOCK 059690107 129,739.60 130 3,268 SH Sole 28 3,268
BANCORPSOUTH INC COM COMMON
USD2.50 STOCK 059692103 2,256,697.64 2,257 204,782 SH Sole 28, 33 204,782
BANK OF AMERICA CORP COMMON 11, 28, 37,
COM STK USD0.01 STOCK 060505104 33,469,242.88 33,469 6,019,648 SH Sole 41 6,019,648
BANK OF HAWAII CORP COMMON
COM STK USD2 STOCK 062540109 5,798,782.11 5,799 130,339 SH Sole 11, 25, 28 130,339
BANK KENTUCKY
FINANCIAL CORP COM COMMON
STK USD0.01 STOCK 062896105 95,678.60 96 4,772 SH Sole 28 4,772
BANK OF MARIN BANCORP COMMON
COM STK NPV STOCK 063425102 165,320.82 165 4,398 SH Sole 28 4,398
BANK MUTUAL CORP COM COMMON
USD0.01 STOCK 063750103 126,745.26 127 39,857 SH Sole 28, 33 39,857
BANK OF THE OZARKS COM COMMON
STK USD0.01 STOCK 063904106 1,011,805.24 1,012 34,148 SH Sole 8, 28 34,148
BK OF NY MELLON CP COM COMMON
STK USD0.01 STOCK 064058100 14,018,989.38 14,019 704,118 SH Sole 11, 28, 41 704,118
BANKATLANTIC BANCORP COMMON
INC NON-VTG USD0.01 A STOCK 065908808 6,009.64 6 1,778 SH Sole 33 1,778
BARD(C.R.) INC COM STK COMMON
USD0.25 STOCK 067383109 2,993,611.50 2,994 35,013 SH Sole 28 35,013
BARNES & NOBLE INC COM COMMON
STK USD0.001 STOCK 067774109 1,487,877.92 1,488 102,754 SH Sole 28, 33 102,754
BARNES GROUP INC COM COMMON
STK USD0.01 STOCK 067806109 1,315,586.26 1,316 54,566 SH Sole 28, 33 54,566
BARRICK GOLD CORP COM COMMON
NPV STOCK 067901108 1,758,369.75 1,758 38,859 SH Sole 11, 23 38,859
BARRETT BUSINESS
SERVICES COM STK COMMON
USD0.01 STOCK 068463108 136,326.80 136 6,830 SH Sole 28, 33 6,830
BARRY(R.G.)CORP COM STK COMMON
USD1 STOCK 068798107 90,865.76 91 7,522 SH Sole 28, 33 7,522
BASSETT FURNITURE
INDUSTRIES INC COM STK COMMON
USD5 STOCK 070203104 12,088.86 12 1,614 SH Sole 33 1,614
BAXTER INTERNATIONAL COMMON 28, 31, 39,
INC COM STK USD1 STOCK 071813109 37,124,794.52 37,125 750,299 SH Sole 51 750,299
BBCN BANCORP INC COMMON
STOCK 073295107 891,569.70 892 94,346 SH Sole 8, 28, 33 94,346
BE AEROSPACE INC COM COMMON 11, 23, 28,
STK USD0.01 STOCK 073302101 16,331,710.29 16,332 421,899 SH Sole 47, 53 421,899
BEACON ROOFING SUPPLY
INC COM STK USD0.01 COMMON
CLS'A' STOCK 073685109 1,932,086.38 1,932 95,506 SH Sole 28, 47 95,506
BEAM INC USD3.125 COMMON
STOCK 073730103 6,234,639.77 6,235 121,699 SH Sole 11, 28, 53 121,699
BEBE STORES INC COM STK COMMON
USD0.001 STOCK 075571109 378,073.71 378 45,387 SH Sole 28, 33 45,387
BECTON DICKINSON & CO COMMON
COM STK USD1 STOCK 075887109 18,564,856.48 18,565 248,459 SH Sole 11, 23, 28 248,459
BED BATH AND BEYOND COMMON
COM STK USD0.01 STOCK 075896100 12,027,441.69 12,027 207,477 SH Sole 11, 28, 53 207,477
BEL FUSE INC CLASS'B'SHS COMMON
USD0.1 STOCK 077347300 180,881.25 181 9,647 SH Sole 28, 33 9,647
BELDEN INC COM STK COMMON
USD0.01 STOCK 077454106 1,428,743.68 1,429 42,931 SH Sole 8, 28 42,931
BELO CORP CLASS'A'COM COMMON
STK USD1.67 STOCK 080555105 579,064.50 579 91,915 SH Sole 28, 33 91,915
BEMIS CO INC COM STK COMMON 23, 28, 33,
USD0.10 STOCK 081437105 13,860,503.04 13,861 460,788 SH Sole 35 460,788
BENIHANA INC COM STK COMMON
USD0.10 STOCK 082047101 135,567.96 136 13,252 SH Sole 28, 33 13,252
BERKLEY(W.R.)CORP COM COMMON
STK USD0.20 STOCK 084423102 6,834,290.31 6,834 198,729 SH Sole 28 198,729
BERKSHIRE HATHAWAY INC COMMON
CLASS'A'USD5 STOCK 084670108 4,245,935.00 4,246 37 SH Sole 23 37
BERKSHIRE HATHAWAY INC COMMON
CLS'B'USD0.0033 STOCK 084670702 56,495,953.50 56,496 740,445 SH Sole 11, 28 740,445
BERKSHIRE HILLS BANCORP COMMON 8, 28, 30,
INC COM STK USD0.01 STOCK 084680107 2,089,010.98 2,089 94,142 SH Sole 33 94,142
BERRY PETROLEUM CORP
CLASS'A'COM STK COMMON
USD0.01 STOCK 085789105 2,489,727.02 2,490 59,251 SH Sole 8, 28, 33 59,251
BEST BUY CO INC COM STK COMMON
USD0.10 STOCK 086516101 2,822,651.97 2,823 120,781 SH Sole 28 120,781
BIG LOTS INC COM STK COMMON
USD0.01 STOCK 089302103 1,004,680.32 1,005 26,607 SH Sole 28 26,607
BIO RAD LABORATORIES
INC CLASS'A'COM STK COMMON
USD0.0001 STOCK 090572207 3,383,489.20 3,383 35,230 SH Sole 28 35,230
BIOLASE TECHNOLOGY COMMON
COM STK USD0.001 STOCK 090911108 67,103.47 67 26,110 SH Sole 28 26,110
BIOSPECIFICS
TECHNOLOGIES CORP COMMON
COM STK USD0.001 STOCK 090931106 66,114.36 66 3,978 SH Sole 28 3,978
BLACK BOX CORP COM STK COMMON
USD0.001 STOCK 091826107 1,258,463.24 1,258 44,881 SH Sole 8, 28, 33 44,881
BLACK HILLS CORP COM COMMON
STK USD1 STOCK 092113109 3,460,217.52 3,460 103,044 SH Sole 28 103,044
BLACKROCK KELSO COMMON
CAPITAL CORP NPV STOCK 092533108 455,164.80 455 55,780 SH Sole 28 55,780
BLOCK(H & R) INC COM STK COMMON
NPV STOCK 093671105 5,918,400.25 5,918 362,425 SH Sole 28, 35 362,425
BLOUNT INTERNATIONAL COMMON
INC NEW COM STK USD1 STOCK 095180105 579,696.48 580 39,924 SH Sole 28 39,924
BLUEGREEN CORP COM STK COMMON
USD0.01 STOCK 096231105 12,645.00 13 4,500 SH Sole 33 4,500
BOB EVANS FARMS INC COMMON
COM STK USD0.01 STOCK 096761101 2,705,671.80 2,706 80,670 SH Sole 28, 33 80,670
BOEING CO COM STK USD5 COMMON 11, 28, 34,
STOCK 097023105 41,709,670.65 41,710 568,639 SH Sole 53 568,639
BOLT TECHNOLOGY CORP COMMON
COM STK NPV STOCK 097698104 4,964.96 5 434 SH Sole 33 434
BOOKS-A-MILLION INC COM COMMON
STK USD0.01 STOCK 098570104 3,585.00 4 1,500 SH Sole 33 1,500
BOOZ ALLEN HAMILTON COMMON
HLDG CORP USD0.01 STOCK 099502106 7,277,792.25 7,278 421,901 SH Sole 23, 37 421,901
BORG-WARNER INC COM 11, 23, 28,
STK USD0.01 COMMON 38, 39, 50,
STOCK 099724106 33,157,994.18 33,158 520,207 SH Sole 53 520,207
BOSTON BEER CO INC
CLASS'A'COM STK COMMON 5, 11, 23,
USD0.01 STOCK 100557107 4,869,133.12 4,869 44,852 SH Sole 28 44,852
BOSTON PRIVATE
FINANCIAL HLDGS INC COMMON
COM STK USD1 STOCK 101119105 724,683.80 725 91,270 SH Sole 8, 28, 33 91,270
BOSTON SCIENTIFIC CORP COMMON
COM STK USD0.01 STOCK 101137107 13,246,211.76 13,246 2,480,564 SH Sole 23, 28, 34 2,480,564
BOTTOMLINE
TECHNOLOGIES COM STK COMMON
USD0.001 STOCK 101388106 683,260.13 683 29,489 SH Sole 28 29,489
BOYD GAMING CORP COM COMMON
STK USD0.01 STOCK 103304101 383,451.46 383 51,401 SH Sole 28, 33 51,401
BRADY CORP 'A'NON.V COMMON
USD0.01 STOCK 104674106 2,093,375.13 2,093 66,309 SH Sole 23, 28, 33 66,309
BRIDGE CAPITAL HLDGS COMMON
COM STK USD0.001 STOCK 108030107 80,163.20 80 7,708 SH Sole 28 7,708
BRIDGE BANCORP INC COMMON
USD0.01 STOCK 108035106 113,728.50 114 5,715 SH Sole 28 5,715
BRIGGS & STRATTON CORP COMMON
COM STK USD0.01 STOCK 109043109 2,833,802.56 2,834 182,944 SH Sole 8, 28, 33 182,944
BRIGHTPOINT INC. COM STK COMMON
STOCK 109473405 803,083.36 803 74,636 SH Sole 8, 28, 33 74,636
BRINKER INTERNATIONAL COMMON
COM STK USD0.10 STOCK 109641100 4,582,837.32 4,583 171,257 SH Sole 11, 28 171,257
BRINK'S COMPANY BRINKS COMMON
GROUP COM USD1 STOCK 109696104 3,311,562.24 3,312 123,198 SH Sole 28, 33 123,198
BRISTOL-MYERS SQUIBB CO COMMON 11, 23, 28,
COM STK USD0.10 STOCK 110122108 40,344,972.12 40,345 1,144,863 SH Sole 41, 51 1,144,863
BRISTOW GROUP INC COM COMMON
STK USD0.01 STOCK 110394103 1,593,488.75 1,593 33,625 SH Sole 28, 33 33,625
BROADCOM CORP
CLASS'A'COM STK COMMON 23, 28, 51,
USD0.0001 STOCK 111320107 15,732,291.76 15,732 535,841 SH Sole 53 535,841
BROCADE COMM USD0.001 COMMON
STOCK 111621306 439,084.38 439 84,602 SH Sole 33 84,602
BROOKDALE SENIOR
LIVING INC COM STK COMMON
USD0.01 STOCK 112463104 2,165,055.00 2,165 124,500 SH Sole 37 124,500
BROOKFIELD OFFICE COMMON
PROPERTIES INC STOCK 112900105 4,723,295.64 4,723 302,001 SH Sole 26, 34 302,001
BROOKS AUTOMATION INC COMMON
STOCK 114340102 931,016.58 931 90,654 SH Sole 8, 28 90,654
BROWN & BROWN INC COM COMMON
STK USD0.10 STOCK 115236101 5,160,748.87 5,161 228,049 SH Sole 23, 28 228,049
BROWN-FORMAN CORP COM COMMON
STK CLASS'B'USD0.15 STOCK 115637209 3,316,850.98 3,317 41,198 SH Sole 28 41,198
BROWN SHOE CO INC COM COMMON
STK USD0.01 STOCK 115736100 335,966.10 336 37,749 SH Sole 28, 33 37,749
BRUKER CORP COM STK COMMON
USD0.01 STOCK 116794108 2,754,793.26 2,755 221,803 SH Sole 38 221,803
BRUNSWICK CORP COM STK COMMON
USD0.75 STOCK 117043109 2,686,894.56 2,687 148,776 SH Sole 28, 30 148,776
BRYN MAWR BANK CORP COMMON
COM STK USD1 STOCK 117665109 178,801.26 179 9,174 SH Sole 28, 33 9,174
BUCKEYE TECHNOLOGIES COMMON 8, 28, 30,
INC COM STK USD0.01 STOCK 118255108 4,834,554.56 4,835 144,574 SH Sole 33 144,574
BUCKLE COM STK USD0.05 COMMON
STOCK 118440106 904,289.62 904 22,126 SH Sole 28 22,126
BUFFALO WILD WINGS INC COMMON
COM STK NPV STOCK 119848109 5,471,482.97 5,471 81,047 SH Sole 28, 38 81,047
BUILD A BEAR WORKSHOP COMMON
INC COM STK USD0.01 STOCK 120076104 127,060.74 127 15,019 SH Sole 28, 33 15,019
CBIZ INC COM STK USD0.01 COMMON
STOCK 124805102 205,473.19 205 33,629 SH Sole 28, 33 33,629
CBS CORP CLASS'B' COM COMMON 23, 28, 34,
STK USD0.001 STOCK 124857202 21,200,302.44 21,200 781,146 SH Sole 51, 53 781,146
CCA INDUSTRIES COM STK COMMON
USD0.01 STOCK 124867102 1,896.00 2 400 SH Sole 33 400
CDI CORP COM STK USD0.10 COMMON
STOCK 125071100 173,702.18 174 12,578 SH Sole 28, 33 12,578
CEC ENTERTAINMENT COM COMMON
STK USD0.10 STOCK 125137109 2,705,255.15 2,705 78,527 SH Sole 23, 28 78,527
CF INDUSTRIES HOLDINGS COMMON
INC COM STK USD0.01 STOCK 125269100 8,309,818.66 8,310 57,317 SH Sole 28, 35, 53 57,317
CIGNA CORP COM STK COMMON 23, 28, 43,
USD0.25 STOCK 125509109 15,535,296.00 15,535 369,888 SH Sole 51 369,888
CIT GROUP INC USD0.01 COMMON
STOCK 125581801 7,563,058.91 7,563 216,893 SH Sole 43 216,893
CMS ENERGY CORP COM COMMON
STK USD0.01 STOCK 125896100 9,464,856.96 9,465 428,662 SH Sole 28, 30, 35 428,662
CSS INDUSTRIES INC COM COMMON
STK USD0.10 STOCK 125906107 151,591.20 152 7,610 SH Sole 28, 33 7,610
CPI AEROSTRUCTURES COM COMMON
STK USD0.001 STOCK 125919308 998.75 1 85 SH Sole 33 85
CNB FINANCIAL CORP(PA) COMMON
COM STK USD1 STOCK 126128107 222,371.76 222 14,092 SH Sole 8, 28, 33 14,092
CSG SYSTEMS INTL INC COM COMMON
STK USD0.01 STOCK 126349109 602,345.08 602 40,948 SH Sole 8, 28, 33 40,948
CSX CORP COM STK USD1 COMMON
STOCK 126408103 9,052,830.54 9,053 429,859 SH Sole 28 429,859
CTS CORP NPV COMMON
STOCK 126501105 259,743.60 260 28,233 SH Sole 28 28,233
CVB FINANCIAL NPV COMMON
STOCK 126600105 2,038,838.22 2,039 203,274 SH Sole 8, 28, 33 203,274
CVS CAREMARK CORP COM COMMON 23, 28, 39,
STK USD0.01 STOCK 126650100 54,493,376.06 54,493 1,336,277 SH Sole 41, 51 1,336,277
CABELAS INC COM STK COMMON
USD0.01 STOCK 126804301 3,763,939.40 3,764 148,070 SH Sole 8, 28, 33 148,070
CABOT CORP COM STK USD1 COMMON
STOCK 127055101 7,018,411.80 7,018 218,370 SH Sole 28, 33, 37 218,370
CABOT OIL & GAS CO COM COMMON 11, 23, 28,
USD0.10 STOCK 127097103 14,102,068.20 14,102 185,798 SH Sole 38, 53 185,798
CACHE INC COM STK COMMON
USD0.01 STOCK 127150308 10,250.64 10 1,656 SH Sole 33 1,656
CACI INTL INC CLASS A COMMON
COM STOCK 127190304 2,080,950.96 2,081 37,213 SH Sole 8, 28, 33 37,213
CADENCE DESIGN SYSTEMS COMMON
INC COM STK USD0.01 STOCK 127387108 5,068,606.40 5,069 487,366 SH Sole 28 487,366
CADIZ INC NEW COMMON
STOCK 127537207 95,866.65 96 9,955 SH Sole 28 9,955
CAL MAINE FOODS INC COM COMMON
STK USD0.01 STOCK 128030202 432,732.81 433 11,833 SH Sole 28, 33 11,833
CALAVO GROWERS INC COMMON
COM STK USD0.001 STOCK 128246105 249,455.52 249 9,714 SH Sole 28 9,714
CALGON CARBON CORP COMMON
COM STK USD0.01 STOCK 129603106 728,519.83 729 46,373 SH Sole 28 46,373
CALIFORNIA FIRST
NATIONAL BANCORP COM COMMON
STK USD0.01 STOCK 130222102 26,548.08 27 1,651 SH Sole 28 1,651
CALIFORNIA WATER
SERVICE GROUP COM STK COMMON
NPV STOCK 130788102 798,199.38 798 43,713 SH Sole 8, 28 43,713
CALLAWAY GOLF CO COM COMMON
STK USD0.01 STOCK 131193104 344,690.43 345 62,331 SH Sole 28, 33 62,331
CAMAC ENERGY INC COMMON
USD0.01 STOCK 131745101 50,615.14 51 50,114 SH Sole 28 50,114
CAMBREX CORP COM STK COMMON
USD0.10 STOCK 132011107 730,428.58 730 101,731 SH Sole 8, 28, 33 101,731
CAMDEN NATIONAL COMMON
CORPORATION COM NPV STOCK 133034108 327,401.80 327 10,043 SH Sole 8, 28, 33 10,043
CAMPBELL SOUP CO CAP COMMON
STK USD0.0375 STOCK 134429109 2,446,397.52 2,446 73,598 SH Sole 28 73,598
CANADIAN NATIONAL COMMON
RAILWAY CO COM NPV STOCK 136375102 19,417,282.40 19,417 247,165 SH Sole 11, 39 247,165
CANADIAN NATURAL COMMON
RESOURCES COM NPV STOCK 136385101 4,603,984.00 4,604 123,200 SH Sole 37 123,200
CANTEL MEDICAL CORP COMMON
CLASS'B'CNV USD0.10 STOCK 138098108 368,676.00 369 13,200 SH Sole 28, 33 13,200
CAPE BANCORP INC USD0.01 COMMON
STOCK 139209100 78,672.70 79 10,022 SH Sole 28, 33 10,022
CAPELLA EDUCATION CO COMMON
COM STK USD1 STOCK 139594105 1,099,921.55 1,100 30,511 SH Sole 28, 43 30,511
CAPITAL CITY BANK GROUP COMMON
INC COM STK USD0.01 STOCK 139674105 110,713.15 111 11,593 SH Sole 28, 33 11,593
CAPITAL BANK CORP COM COMMON
STK NPV STOCK 139793103 25,979.25 26 12,925 SH Sole 28 12,925
CAPITAL SENIOR LIVING COMMON
CORP COM STK USD0.01 STOCK 140475104 765,892.40 766 96,460 SH Sole 26, 28, 33 96,460
CAPITAL SOUTHWEST CORP COMMON
COM STK USD1 STOCK 140501107 224,751.80 225 2,756 SH Sole 28, 33 2,756
CARBO CERAMICS COM STK COMMON
USD0.01 STOCK 140781105 12,356,556.03 12,357 100,191 SH Sole 11, 28, 47 100,191
CARBONITE INC USD0.01 COMMON
STOCK 141337105 67,787.70 68 6,107 SH Sole 28 6,107
CARDIOVASCULAR COMMON
SYSTEMS INC NPV STOCK 141619106 117,845.40 118 11,964 SH Sole 28 11,964
CARIBOU COFFEE CO INC COMMON
COM STK USD0.01 STOCK 142042209 147,730.50 148 10,590 SH Sole 28 10,590
CARLISLE COS INC COM STK COMMON
USD1 STOCK 142339100 4,838,446.00 4,838 109,220 SH Sole 28 109,220
CARMAX INC COM STK COMMON
USD0.50 STOCK 143130102 2,828,909.76 2,829 92,812 SH Sole 28 92,812
CARNIVAL CORP COM STK COMMON
USD0.01(PAIRED STOCK) STOCK 143658300 12,311,155.20 12,311 377,180 SH Sole 11, 28, 51 377,180
CARRIAGE SERVICES INC COMMON
COM STK USD0.01 STOCK 143905107 8,792.00 9 1,570 SH Sole 33 1,570
CARPENTER TECHNOLOGY COMMON
CORP COM STK USD5 STOCK 144285103 6,537,960.00 6,538 127,000 SH Sole 23, 28, 47 127,000
CARRIZO OIL & GAS INC COMMON
COM STK USD0.01 STOCK 144577103 842,857.45 843 31,987 SH Sole 28 31,987
CARTERS INC COM STK COMMON
USD0.01 STOCK 146229109 1,607,209.32 1,607 40,372 SH Sole 28 40,372
CASCADE BANCORP NPV COMMON
STOCK 147154207 24,453.54 24 5,583 SH Sole 28 5,583
CASCADE CORP COM STK COMMON 8, 28, 30,
USD0.50 STOCK 147195101 1,240,665.34 1,241 26,302 SH Sole 33 26,302
CASCADE MICROTECH INC COMMON
COM STK USD0.01 STOCK 147322101 3,410.00 3 1,000 SH Sole 33 1,000
CASELLA WASTE SYSTEMS COMMON
COM STK USD0.01 'A' STOCK 147448104 132,313.60 132 20,674 SH Sole 28 20,674
CASEY'S GENERAL STORES COMMON
INC COM STK NPV STOCK 147528103 1,607,627.10 1,608 31,210 SH Sole 28 31,210
CASTLE(A.M.)& CO COM STK COMMON
NPV STOCK 148411101 161,586.26 162 17,081 SH Sole 28, 33 17,081
CASUAL MALE RETAIL GRP COMMON
INC COM NEW STOCK 148711302 129,313.62 129 37,811 SH Sole 28, 33 37,811
CATERPILLAR INC COM STK COMMON
USD1 STOCK 149123101 64,641,922.20 64,642 713,487 SH Sole 28, 51, 53 713,487
CATAHY GENERAL
BANCORP COM STK COMMON
USD0.01 STOCK 149150104 3,639,948.93 3,640 243,801 SH Sole 8, 28, 33 243,801
CATO CORP CLASS'A'COM COMMON
STK USD0.03 1/3 STOCK 149205106 549,920.80 550 22,724 SH Sole 28 22,724
CAVCO INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 149568107 247,290.38 247 6,173 SH Sole 28, 33 6,173
CBEYOND INC COM STK COMMON
USD1 STOCK 149847105 1,130,299.11 1,130 141,111 SH Sole 28, 30 141,111
CELADON GROUP COM STK COMMON
USD0.33 STOCK 150838100 217,174.09 217 18,389 SH Sole 28, 33 18,389
CELANESE CORP COM STK COMMON
USD0.0001 CLS'A' STOCK 150870103 3,823,599.90 3,824 86,370 SH Sole 53, 51 86,370
CELL THERAPEUTICS INC COMMON
NPV STOCK 150934602 184,192.92 184 158,787 SH Sole 28 158,787
CELGENE CORP COM STK COMMON 28, 34, 50,
USD0.01 STOCK 151020104 37,091,646.80 37,092 548,693 SH Sole 51 548,693
CENTER BANCORP INC COM COMMON
COM STK NPV STOCK 151408101 107,079.20 107 10,960 SH Sole 28, 33 10,960
CENTRAL EUROPEAN
DISTRIBUTION CORP COM COMMON
STK USD0.01 STOCK 153435102 274,614.38 275 62,769 SH Sole 28, 33 62,769
CENTRAL GARDEN & PET COMMON
CO COM STK USD0.01 STOCK 153527106 17,136.00 17 2,100 SH Sole 33 2,100
CENTRAL GARDEN & PET COMMON
CO COM STK N/V 'A' SHS STOCK 153527205 322,233.60 322 38,730 SH Sole 28, 33 38,730
CENTRAL PAC FINL CORP COMMON
COM STOCK 154760409 358,633.36 359 27,758 SH Sole 8, 28, 33 27,758
CENTRAL VERMONT PUBLIC
SERVICE CORP COM STK COMMON
USD6 STOCK 155771108 535,450.50 535 15,255 SH Sole 8, 28 15,255
CENTURY ALUMINIUM COM COMMON
STK USD0.01 STOCK 156431108 465,182.13 465 54,663 SH Sole 28, 33 54,663
CENTURY BANCORP INC
CLASS'A'NON-VTG COM COMMON
STK USD1 STOCK 156432106 80,681.68 81 2,857 SH Sole 28 2,857
CENTURYLINK INC COMMON
STOCK 156700106 17,117,394.00 17,117 460,145 SH Sole 23, 28, 43 460,145
CERADYNE INC COM STK COMMON
USD0.01 STOCK 156710105 917,188.22 917 34,249 SH Sole 8, 28, 33 34,249
CERNER CORP COM STK COMMON 11, 23, 28,
USD0.01 STOCK 156782104 19,645,447.50 19,645 320,742 SH Sole 38, 50, 53 320,742
CERUS CORP COM STK COMMON
USD0.001 STOCK 157085101 109,404.40 109 39,073 SH Sole 28 39,073
CEVA INC COM STK COMMON
USD0.001 STOCK 157210105 3,531,190.70 3,531 116,695 SH Sole 28, 38, 47 116,695
CHARLES & COLVARD COM COMMON
STK USD0.01 STOCK 159765106 534.56 1 208 SH Sole 33 208
CHARLES RIVER
LABORATORIES COM STK COMMON
USD0.01 STOCK 159864107 2,418,623.01 2,419 88,497 SH Sole 28 88,497
CHARMING SHOPPES INC COMMON
COM STK USD0.10 STOCK 161133103 1,310,750.00 1,311 267,500 SH Sole 28, 30, 33 267,500
CHECKPOINT SYSTEMS COM COMMON
STK USD0.10 STOCK 162825103 535,392.66 535 48,939 SH Sole 8, 28, 33 48,939
CHEESECAKE FACTORY COMMON
COM STK USD0.01 STOCK 163072101 4,261,062.35 4,261 145,181 SH Sole 28 145,181
CHEFS WAREHOUSE INC COMMON
USD0.01 STOCK 163086101 151,738.56 152 8,496 SH Sole 28 8,496
CHELSEA THERAPEUTICS COMMON
INTL LTD USD0.0001 STOCK 163428105 225,837.99 226 44,023 SH Sole 28 44,023
CHEMICAL FINANCIAL CORP COMMON
COM STK USD1 STOCK 163731102 731,169.40 731 34,295 SH Sole 8, 28, 33 34,295
CHEMTURA CORP USD0.01 COMMON
STOCK 163893209 2,506,287.42 2,506 221,013 SH Sole 25, 28, 33 221,013
CHESAPEAKE ENERGY CORP COMMON
COM STK USD0.01 STOCK 165167107 7,126,893.15 7,127 319,735 SH Sole 28, 41 319,735
CHESAPEAKE UTILITIES COMMON
CORP COM STK USD0.4867 STOCK 165303108 622,159.20 622 14,352 SH Sole 8, 28 14,352
CHEVRON CORP COM STK COMMON 11, 23, 28,
USD0.75 STOCK 166764100 133,024,152.80 133,024 1,250,227 SH Sole 34, 41, 51 1,250,227
CHICAGO BRIDGE & IRON COMMON
CO N.V. EUR0.01 (REG) STOCK 167250109 2,112,377.40 2,112 55,883 SH Sole 43 55,883
CHICOS FAS INC COM STK COMMON
USD0.01 STOCK 168615102 3,343,258.82 3,343 300,113 SH Sole 28 300,113
CHILDRENS PLACE RETAIL
STORE INC COM STK COMMON
USD0.10 STOCK 168905107 2,144,348.16 2,144 40,368 SH Sole 28, 47 40,368
CHINDEX INTERNATIONAL COMMON
INC COM STK USD0.01 STOCK 169467107 87,048.84 87 10,217 SH Sole 28, 33 10,217
CHIPOTLE MEXICAN GRILL COMMON
COM STK USD0.01 STOCK 169656105 10,091,333.46 10,091 29,879 SH Sole 11, 23, 28 29,879
CHIQUITA BRANDS
INTERNATIONAL INC COM COMMON
STK USD0.01 STOCK 170032809 353,724.42 354 42,413 SH Sole 28, 33 42,413
CHRISTOPHER & BANKS COMMON
CORP COM STK USD0.01 STOCK 171046105 80,648.10 81 34,465 SH Sole 28, 33 34,465
CHUBB CORP COM STK COMMON 23, 28, 31,
USD1 STOCK 171232101 28,714,532.60 28,715 414,830 SH Sole 41, 51 414,830
CHURCH & DWIGHT COM COMMON
STK USD1 STOCK 171340102 18,162,052.48 18,162 396,898 SH Sole 11, 23, 28 396,898
CHURCHILL DOWNS INC COMMON
COM STK NPV STOCK 171484108 614,716.96 615 11,792 SH Sole 28, 33 11,792
CIENA CORP COM STK COMMON
USD0.01. STOCK 171779309 2,098,490.90 2,098 173,429 SH Sole 28 173,429
CIMAREX ENERGY CO COM COMMON
STK USD0.01 STOCK 171798101 15,094,500.70 15,095 243,853 SH Sole 11, 28 243,853
CINCINNATI BELL NC COMMON
USD0.01 STOCK 171871106 1,485,157.53 1,485 490,151 SH Sole 8, 28 490,151
CINCINNATI FINANCIAL COMMON
CORP COM STK USD2 STOCK 172062101 2,028,971.06 2,029 66,611 SH Sole 28 66,611
CIRRUS LOGIC INC COM STK COMMON
NPV STOCK 172755100 2,223,897.65 2,224 140,309 SH Sole 28, 30 140,309
CINTAS CORP COM NPV COMMON
STOCK 172908105 2,234,732.38 2,235 64,198 SH Sole 23, 28 64,198
CITIZENS AND NORTHERN COMMON
CORP COM STK USD1 STOCK 172922106 527,669.43 528 28,569 SH Sole 8, 28 28,569
CITIGROUP INC USD0.01 COMMON 11, 28, 41,
STOCK 172967424 43,522,738.68 43,523 1,654,228 SH Sole 51 1,654,228
CITIZENS REPUBLIC COMMON
BANCORP INC NPV STOCK 174420307 2,273,547.60 2,274 199,434 SH Sole 8, 30 199,434
CITIZENS INC CLASS 'A' COMMON
COM NPV STOCK 174740100 304,963.68 305 31,472 SH Sole 28, 33 31,472
CITRIX SYSTEMS INC COM COMMON 11, 23, 28,
STK USD0.001 STOCK 177376100 33,277,474.56 33,277 548,048 SH Sole 38, 50, 51 548,048
CITY HLDG CO COM STK COMMON
USD2.50 STOCK 177835105 1,132,773.25 1,133 33,425 SH Sole 8, 28, 33 33,425
CITY NATIONAL CORP COM COMMON
STK USD1 STOCK 178566105 4,995,697.68 4,996 113,076 SH Sole 23, 28, 33 113,076
CLARCOR INC COM STK COMMON
USD1 STOCK 179895107 9,059,287.78 9,059 181,222 SH Sole 11, 28 181,222
CLEAN HARBORS INC COM COMMON
STK USD0.01 STOCK 184496107 11,528,565.81 11,529 180,897 SH Sole 23, 28, 47 180,897
CLEAN ENERGY FUELS
CORPORATION COM STK COMMON
USD0.0001 STOCK 184499101 508,505.06 509 40,811 SH Sole 28 40,811
CLEVELAND BIOLABS COM COMMON
STK STOCK 185860103 65,568.36 66 22,926 SH Sole 28 22,926
CLOROX CO COM STK USD1 COMMON
STOCK 189054109 7,024,542.72 7,025 105,537 SH Sole 23, 28 105,537
CLOVIS ONCOLOGY INC COMMON
USD0.001 STOCK 189464100 133,122.32 133 9,448 SH Sole 28 9,448
COACH INC COM STK COMMON 11, 23, 28,
USD0.01 STOCK 189754104 21,510,129.76 21,510 352,394 SH Sole 38, 53 352,394
COBIZ FINANCIAL INC COM COMMON
STK USD0.01 STOCK 190897108 349,777.40 350 60,620 SH Sole 8, 28, 33 60,620
COBRA ELECTRONICS CORP COMMON
COM STK USD0.33 1/3 STOCK 191042100 3,424.00 3 800 SH Sole 33 800
COCA-COLA BOTTLING CO
CONSOLIDATED COM STK COMMON
USD1 STOCK 191098102 259,552.15 260 4,433 SH Sole 28, 33 4,433
COCA-COLA CO COM STK COMMON 11, 23, 28,
USD0.25 STOCK 191216100 84,958,973.40 84,959 1,214,220 SH Sole 53 1,214,220
CODEXIS INC USD0.0001 COMMON
STOCK 192005106 109,164.10 109 20,597 SH Sole 28, 33 20,597
COEUR D'ALENE MINE COM COMMON
STK USD1 STOCK 192108504 3,546,455.68 3,546 146,912 SH Sole 8, 28, 33 146,912
COGNEX CORP COM STK COMMON
USD0.002 STOCK 192422103 1,219,436.88 1,219 34,072 SH Sole 28 34,072
COGNIZANT TECHNOLOGY 11, 23, 28,
SOLUTIONS CORP COM COMMON 38,
STK STOCK 192446102 42,225,688.76 42,226 656,596 SH Sole 39, 50, 53 656,596
COHERENT INC COM STK COMMON
USD0.01 STOCK 192479103 1,039,232.14 1,039 19,882 SH Sole 28, 33 19,882
COHU INC COM STK USD1 COMMON
STOCK 192576106 259,381.55 259 22,853 SH Sole 28, 33 22,853
COLDWATER CREEK COM COMMON
STK USD0.01 STOCK 193068103 78,042.84 78 66,138 SH Sole 28, 33 66,138
KENNETH COLE
PRODUCTIONS INC COMMON
CLASS'A'COM STK STOCK 193294105 79,107.30 79 7,470 SH Sole 28, 33 7,470
COLEMAN CABLE INC COM COMMON
STK USD0.001 STOCK 193459302 60,012.60 60 6,898 SH Sole 28 6,898
COLFAX CORP USD0.01 COMMON
STOCK 194014106 1,450,571.84 1,451 50,933 SH Sole 28, 47 50,933
COLGATE-PALMOLIVE CO COMMON 11, 23, 28,
COM STK USD1 STOCK 194162103 23,961,716.06 23,962 259,354 SH Sole 53 259,354
COLUMBIA BANKING
SYSTEMS INC COM STK COMMON
NPV STOCK 197236102 986,084.44 986 51,172 SH Sole 8, 28, 33 51,172
COLUMBIA LABORATORIES COMMON
INC COM STK USD0.01 STOCK 197779101 127,652.50 128 51,061 SH Sole 28 51,061
COLUMBIA SPORTSWEAR COMMON
CO COM STK NPV STOCK 198516106 2,162,713.00 2,163 46,460 SH Sole 5, 28, 33 46,460
COLUMBUS MCKINNON COMMON
CORP COM STK USD0.01 STOCK 199333105 211,935.69 212 16,701 SH Sole 28, 33 16,701
COMFORT SYSTEMS USA COMMON
COM STK USD0.01 STOCK 199908104 357,994.40 358 33,395 SH Sole 28, 33 33,395
COMERICA INC COM STK 11, 23, 28,
USD5 COMMON 33,
STOCK 200340107 19,851,268.20 19,851 769,429 SH Sole 35, 43, 51 769,429
COMMERCE BANCSHARES COMMON
INC COM STK USD5 STOCK 200525103 11,208,690.44 11,209 294,037 SH Sole 23, 28 294,037
COMMERCIAL METALS CO COMMON
COM STK USD5 STOCK 201723103 2,987,266.17 2,987 215,999 SH Sole 28, 33 215,999
COMMERCIAL VEHICLE
GROUP INC COM STK COMMON
USD0.01 STOCK 202608105 995,792.16 996 110,154 SH Sole 28, 30 110,154
COMMUNITY BANK
SYSTEMS NY COM STK COMMON
USD1.25 STOCK 203607106 1,274,991.40 1,275 45,863 SH Sole 8, 28, 33 45,863
COMMUNITY HEALTH
SYSTEMS INC(NEW) COM COMMON
STK NPV STOCK 203668108 2,900,748.40 2,901 166,232 SH Sole 28, 33 166,232
COMMUNICATIONS
SYSTEMS INC COM STK COMMON
USD0.05 STOCK 203900105 95,115.90 95 6,765 SH Sole 28, 33 6,765
COMMUNITY TRUST
BANCORP INC COM STK COMMON
USD5 STOCK 204149108 917,580.38 918 31,189 SH Sole 8, 28, 33 31,189
COMMVAULT SYSTEMS INC COMMON
COM STK USD0.01 STOCK 204166102 3,808,103.52 3,808 89,141 SH Sole 28, 47 89,141
COMPUTER PROGRAMS &
SYSTEMS INC COM STK COMMON
USD0.001 STOCK 205306103 587,305.01 587 11,491 SH Sole 11, 28 11,491
COMPUTER SCIENCES CORP COMMON
COM STK USD1 STOCK 205363104 1,502,698.50 1,503 63,405 SH Sole 28 63,405
COMPUTER TASK GROUP COMMON
INC COM STK USD0.01 STOCK 205477102 174,465.28 174 12,391 SH Sole 28 12,391
COMPUWARE CORP COM COMMON
STK USD0.01 STOCK 205638109 2,141,260.16 2,141 257,363 SH Sole 28 257,363
COMSTOCK RESOURCES INC COMMON
COM STK USD0.50 STOCK 205768203 1,970,900.10 1,971 128,817 SH Sole 28, 33 128,817
COMTECH
TELECOMMUNICATIONS COMMON
COM STK USD0.10 STOCK 205826209 939,594.60 940 32,830 SH Sole 8, 28, 33 32,830
COMVERSE TECHNOLOGY COMMON
INC COM STK USD0.10 STOCK 205862402 50,654.24 51 7,384 SH Sole 23, 28, 53 7,384
CONAGRA FOODS INC COM COMMON 23, 28, 31,
STK USD5 STOCK 205887102 40,158,333.60 40,158 1,521,149 SH Sole 51 1,521,149
CON-WAY INC COM STK COMMON
USD0.625 STOCK 205944101 5,236,756.92 5,237 179,587 SH Sole 25, 28, 43 179,587
CONCEPTUS INC COM STK COMMON
USD0.003 STOCK 206016107 323,811.52 324 25,618 SH Sole 28 25,618
CONCUR TECHNOLOGIES COMMON
INC COM STK USD0.001 STOCK 206708109 6,091,092.33 6,091 119,927 SH Sole 28 119,927
CONCURRENT COMPUTER COMMON
CORP COM STK USD0.01 STOCK 206710402 2,004.91 2 529 SH Sole 33 529
CONMED CORP COM STK COMMON
USD0.01 STOCK 207410101 653,250.16 653 25,448 SH Sole 28, 33 25,448
CONNECTICUT WATER COMMON
SERVICES COM STK NPV STOCK 207797101 191,510.67 192 7,059 SH Sole 28 7,059
CONNS INC COM STK COMMON
USD0.01 STOCK 208242107 2,007,956.70 2,008 180,897 SH Sole 8, 28, 33 180,897
CONSOLIDATED COMMU COMMON
COM NPV STOCK 209034107 1,302,086.55 1,302 68,351 SH Sole 8, 28 68,351
CONSOLIDATED EDISON INC COMMON
COM STK USD0.10 STOCK 209115104 9,226,342.20 9,226 148,740 SH Sole 23, 28 148,740
CONSOLIDATED GRAPHICS COMMON
INC COM STK USD0.01 STOCK 209341106 373,156.12 373 7,729 SH Sole 28, 33 7,729
CONSOLIDATED TOMOKA COMMON
LAND COM STK USD1 STOCK 210226106 98,399.45 98 3,635 SH Sole 28, 33 3,635
CONSTANT CONTACT INC COMMON
COM STK USD0.01 STOCK 210313102 561,682.00 562 24,200 SH Sole 28 24,200
CONSTELLATION ENERGY COMMON
GROUP INC COM STK NPV STOCK 210371100 3,265,515.39 3,266 82,317 SH Sole 28 82,317
CONVERGYS CORP COM STK COMMON
NPV STOCK 212485106 4,009,754.46 4,010 313,998 SH Sole 28, 33 313,998
COOPER COS INC COM STK COMMON 23, 28, 33,
USD0.10 STOCK 216648402 7,803,602.16 7,804 110,658 SH Sole 47 110,658
COOPER TIRE & RUBBER CO COMMON
COM STK USD1 STOCK 216831107 715,210.50 715 51,050 SH Sole 28 51,050
COPART INC COM STK NPV COMMON
STOCK 217204106 4,571,962.52 4,572 95,468 SH Sole 28 95,468
CORCEPT THERAPEUTICS COMMON
INC USD0.001 STOCK 218352102 114,450.30 114 33,465 SH Sole 28 33,465
CORE-MARK HLDG CO INC COMMON 8, 28, 30,
COM STK USD0.01 STOCK 218681104 1,430,946.00 1,431 36,135 SH Sole 33 36,135
CORE MOLDING
TECHNOLOGIES INC. COMMON
USD0.01 STOCK 218683100 2,821.00 3 350 SH Sole 33 350
CORINTHIAN COLLEGES INC COMMON
COM STK USD0.0001 STOCK 218868107 529,894.47 530 244,191 SH Sole 28, 33, 43 244,191
CORN PRODUCTS
INTERNATIONAL INC COM COMMON
STK USD0.01 STOCK 219023108 12,822,704.16 12,823 243,824 SH Sole 25, 28, 37 243,824
CORNING INC COM STK COMMON
USD0.50 STOCK 219350105 11,187,111.54 11,187 861,873 SH Sole 28, 37, 51 861,873
CORVEL CORP COM STK COMMON
USD0.0001 STOCK 221006109 266,565.05 267 5,155 SH Sole 28 5,155
COST PLUS INC COM STK COMMON
USD0.01 STOCK 221485105 152,022.00 152 15,592 SH Sole 28, 33 15,592
COURIER CORP COM STK COMMON
USD1 STOCK 222660102 193,545.00 194 16,500 SH Sole 8, 28, 33 16,500
COVANCE INC COM STK COMMON
USD0.01 STOCK 222816100 7,730,291.88 7,730 169,079 SH Sole 28, 38 169,079
COVENTRY HEALTHCARE COMMON
INC COM STK USD0.01 STOCK 222862104 1,907,934.51 1,908 62,823 SH Sole 28, 33 62,823
COWEN GROUP INC NEW COMMON 8, 28, 30,
USD0.01 'A' STOCK 223622101 1,719,399.99 1,719 663,861 SH Sole 33 663,861
CRAFT BREW ALLIANCE INC COMMON
STOCK 224122101 57,424.78 57 9,539 SH Sole 28, 33 9,539
CRANE CO COM STK USD1 COMMON
STOCK 224399105 4,083,902.01 4,084 87,431 SH Sole 28 87,431
CRAWFORD & CO COMMON
CLASS'B'COM STK USD1 STOCK 224633107 132,828.08 133 21,563 SH Sole 28 21,563
CRAY INC COM STK USD0.01 COMMON
STOCK 225223304 195,452.23 195 30,209 SH Sole 28, 33 30,209
CREDIT ACCEPTANCE CORP COMMON
COM STK NPV STOCK 225310101 454,843.84 455 5,528 SH Sole 28 5,528
CREE INC COM STK USD0.005 COMMON
STOCK 225447101 4,551,237.96 4,551 206,499 SH Sole 28 206,499
CROCS INC COM STK COMMON
USD0.01 STOCK 227046109 1,095,431.82 1,095 74,166 SH Sole 28 74,166
CROSS(A.T.)CO COMMON
CLASS'A'COM STK USD1 STOCK 227478104 86,934.96 87 7,707 SH Sole 28 7,707
CROSS COUNTRY HEAL COM COMMON
STK USD0.0001 STOCK 227483104 126,262.50 126 22,750 SH Sole 28 22,750
CROWN CASTLE
INTERNATIONAL CORP COMMON
COM STK USD0.01 STOCK 228227104 1,427,238.40 1,427 31,858 SH Sole 23 31,858
CROWN HOLDINGS INC COMMON
STOCK 228368106 5,852,322.40 5,852 174,280 SH Sole 23, 35 174,280
CROWN MEDIA HOLDINGS
CLASS'A'COM STK COMMON
USD0.01 STOCK 228411104 36,203.20 36 29,920 SH Sole 28 29,920
CRYOLIFE INC COM STK COMMON
USD0.01 STOCK 228903100 116,356.80 116 24,241 SH Sole 28, 33 24,241
CUBIC CORP COM STK NPV COMMON
STOCK 229669106 565,841.79 566 12,981 SH Sole 28 12,981
CUBIST PHARMACEUTI COM COMMON
USD0.001 STOCK 229678107 7,561,001.56 7,561 190,838 SH Sole 28, 38, 47 190,838
CULLEN FROST BANKERS COMMON
COM STK USD5 STOCK 229899109 8,318,034.01 8,318 157,211 SH Sole 23, 28, 43 157,211
CULP INC COM STK USD0.05 COMMON
STOCK 230215105 4,260.00 4 500 SH Sole 33 500
CUMBERLAND
PHARMACEUTICALS INC COMMON
NPV STOCK 230770109 13,821.22 14 2,569 SH Sole 33 2,569
CUMMINS INC COM STK COMMON 11, 23, 28,
USD2.50 STOCK 231021106 34,355,526.30 34,356 390,315 SH Sole 38, 51, 53 390,315
CUMULUS MEDIA INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 231082108 103,216.02 103 30,903 SH Sole 28 30,903
CURIS INC COM STK USD0.01 COMMON
STOCK 231269101 293,365.80 293 62,685 SH Sole 28 62,685
CURTISS-WRIGHT CORP COMMON 8, 25, 28,
COM STK USD1 STOCK 231561101 3,585,889.01 3,586 101,497 SH Sole 33 101,497
CUTERA INC COM STK COMMON
USD0.001 STOCK 232109108 612,479.40 612 82,212 SH Sole 30, 33 82,212
CYBER OPTICS COM STK COMMON
NPV STOCK 232517102 3,132.00 3 400 SH Sole 33 400
CYMER INC COM STK COMMON
USD0.001 STOCK 232572107 2,538,904.48 2,539 51,023 SH Sole 11, 28, 33 51,023
CYNOSURE INC COM STK COMMON
USD0.001 STOCK 232577205 108,250.80 108 9,205 SH Sole 28, 33 9,205
CYPRESS SEMICONDUCTOR COMMON 23, 28, 47,
CORP COM STK USD0.01 STOCK 232806109 18,971,152.02 18,971 1,123,218 SH Sole 51 1,123,218
CYTEC INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 232820100 4,095,967.75 4,096 91,735 SH Sole 28, 33 91,735
DDI CORP COM STK COMMON 8, 28, 30,
USD0.001 STOCK 233162502 409,857.57 410 43,929 SH Sole 33 43,929
DST SYSTEMS INC
DELAWARE COM STK COMMON
USD0.01 STOCK 233326107 2,728,924.00 2,729 59,950 SH Sole 28 59,950
DTE ENERGY CO COM STK COMMON
NPV STOCK 233331107 6,163,086.60 6,163 113,188 SH Sole 28, 43 113,188
DXP ENTERPRISES INC COM COMMON
STK USD0.01 STOCK 233377407 1,618,822.80 1,619 50,274 SH Sole 28, 30 50,274
DAKTRONIC INC COM STK COMMON
NPV STOCK 234264109 456,900.51 457 47,743 SH Sole 8, 28, 33 47,743
DANA HOLDING CORP COMMON
USD0.01 STOCK 235825205 2,856,307.05 2,856 235,087 SH Sole 25, 28, 33 235,087
DANAHER CORP COM STK COMMON 11, 28, 38,
USD0.01 STOCK 235851102 62,866,043.52 62,866 1,336,438 SH Sole 50, 51 1,336,438
DARDEN RESTAURANTS INC COMMON
COM STK NPV STOCK 237194105 2,451,337.98 2,451 53,781 SH Sole 28 53,781
DARLING INTL INC COM COMMON
USD0.01 STOCK 237266101 2,602,261.74 2,602 195,806 SH Sole 8, 11, 28 195,806
DATALINK CORP COM STK COMMON
USD0.001 STOCK 237934104 9,086.00 9 1,100 SH Sole 33 1,100
DATARAM CORP COM USD1 COMMON
STOCK 238108203 486.00 0 600 SH Sole 33 600
DAWSON GEOPHYSICAL CO COMMON
COM USD0.33 1/3 STOCK 239359102 303,274.16 303 7,672 SH Sole 28, 33 7,672
DEALERTRACK HOLDINGS COMMON 5, 28, 33,
INC COM STK USD0.01 STOCK 242309102 7,192,660.04 7,193 263,854 SH Sole 38 263,854
DEAN FOODS CO COM STK COMMON
USD0.01 STOCK 242370104 1,893,102.40 1,893 169,027 SH Sole 28, 43 169,027
DECKERS OUTDOOR CORP COMMON
COM STK USD0.01 STOCK 243537107 9,688,376.28 9,688 128,204 SH Sole 23, 28, 38 128,204
DEERE & CO COM STK USD1 COMMON 23, 28, 39,
STOCK 244199105 36,295,095.20 36,295 469,232 SH Sole 50, 53 469,232
DELEK US HOLDINGS INC COMMON
COM STK USD0.01 STOCK 246647101 217,828.31 218 19,091 SH Sole 28, 33 19,091
DELIAS INC COM STK COMMON
USD0.01 STOCK 246911101 1,734.00 2 1,700 SH Sole 33 1,700
DELPHI FINANCIAL GROUP
INC CLASS'A'COM STK COMMON
USD0.01 STOCK 247131105 3,770,373.00 3,770 85,110 SH Sole 8, 28, 33 85,110
DELTA AIR LINES INC COM COMMON
USD0.01 STOCK 247361702 841,004.04 841 103,956 SH Sole 43 103,956
DELTA APPAREL INC COM COMMON
STK USD0.01 STOCK 247368103 112,516.46 113 5,894 SH Sole 28, 33 5,894
DELTIC TIMBER CORP COM COMMON
STK NPV STOCK 247850100 534,693.06 535 8,854 SH Sole 28 8,854
DENBURY RESOURCES INC COMMON
COM STK USD0.001 STOCK 247916208 4,465,794.80 4,466 295,748 SH Sole 11, 28 295,748
DELUXE CORP COM STK COMMON
USD1 STOCK 248019101 6,598,852.32 6,599 289,932 SH Sole 8, 28, 30 289,932
DENTSPLY INTERNATIONAL COMMON
INC COM STK USD0.01 STOCK 249030107 2,477,082.06 2,477 70,794 SH Sole 23, 28 70,794
DEPOMED INC COM STK NPV COMMON
STOCK 249908104 228,686.64 229 44,148 SH Sole 28 44,148
DEVRY INC COM STK COMMON 28, 35, 37,
USD0.01 STOCK 251893103 10,728,070.86 10,728 278,941 SH Sole 43 278,941
DEXCOM INC COM STK COMMON
USD0.001 STOCK 252131107 2,530,737.30 2,531 271,830 SH Sole 5, 28 271,830
DIAMOND FOODS INC COM COMMON
STK NPV STOCK 252603105 582,796.20 583 18,060 SH Sole 28 18,060
DICE HLDGS INC COM STK COMMON
NPV STOCK 253017107 1,460,888.67 1,461 176,223 SH Sole 5, 28 176,223
DICKS SPORTING GOODS COMMON
INC COM STK USD0.01 STOCK 253393102 16,957,977.20 16,958 459,815 SH Sole 11, 28, 51 459,815
DIEBOLD INC COM STK COMMON 23, 25, 28,
USD1.25 STOCK 253651103 8,887,128.36 8,887 295,548 SH Sole 43 295,548
DIGI INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 253798102 494,789.76 495 44,336 SH Sole 8, 28, 33 44,336
DIGIRAD CORP COM STK COMMON
USD0.0001 STOCK 253827109 2,940.00 3 1,500 SH Sole 33 1,500
DIME COMMUNITY
BANCSHARES INC COM COMMON 8, 11, 28,
STK USD0.01 STOCK 253922108 924,058.80 924 73,338 SH Sole 33 73,338
DILLARDS INC NPV A COMMON
STOCK 254067101 1,005,312.00 1,005 22,400 SH Sole 8, 33 22,400
DINEEQUITY INC COMMON
STOCK 254423106 1,646,527.68 1,647 39,008 SH Sole 28, 30, 33 39,008
DIODES INC COM STK COMMON
USD0.66 2/3 STOCK 254543101 635,400.30 635 29,831 SH Sole 28, 33 29,831
WALT DISNEY(HLDG)CO COMMON 28, 31, 34,
DISNEY COM STK USD0.01 STOCK 254687106 49,611,675.00 49,612 1,322,978 SH Sole 51 1,322,978
DISCOVER FINANCIAL
SERVICES COM STK COMMON
USD0.01 STOCK 254709108 18,445,632.00 18,446 768,568 SH Sole 23, 28, 51 768,568
DIXIE GROUP INC COM STK COMMON
USD3 STOCK 255519100 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
INC COM STK NPV STOCK 266898105 87,289.02 87 19,929 SH Sole 28 19,929
DYCOM INDUSTRIES COM COMMON
STK USD0.333 STOCK 267475101 737,137.12 737 35,236 SH Sole 28, 33 35,236
DYNAMIC MATERIALS CORP COMMON
COM STK USD0.05 STOCK 267888105 262,005.88 262 13,246 SH Sole 28, 33 13,246
DYNAMICS RESEARCH CORP COMMON
COM STK USD0.10 STOCK 268057106 100,665.18 101 8,877 SH Sole 28, 33 8,877
DYNAVAX TECHNOLOGIES COMMON
CORP COM STK USD0.001 STOCK 268158102 418,220.40 418 125,970 SH Sole 28 125,970
EMC CORP COM STK USD0.01 11, 23, 28,
COMMON 34, 38,
STOCK 268648102 78,251,933.64 78,252 3,632,866 SH Sole 39, 51, 53 3,632,866
EMC INSURANCE GROUP COMMON
INC COM STK USD1 STOCK 268664109 84,666.12 85 4,116 SH Sole 28, 33 4,116
EAGLE BANCORP INC COM COMMON
STK USD0.01 STOCK 268948106 201,262.68 201 13,842 SH Sole 28 13,842
E TRADE FINANCIAL CORP COMMON
USD0.01 STOCK 269246401 884,427.64 884 111,109 SH Sole 28, 33 111,109
EARTHLINK INC COM STK COMMON
USD0.01 STOCK 270321102 1,902,537.00 1,903 295,425 SH Sole 28, 30, 33 295,425
EASTERN INSURANCE COMMON
HOLDINGS I COM STK NPV STOCK 276534104 16,815.00 17 1,180 SH Sole 33 1,180
EASTMAN CHEMICAL CO COMMON
COM STK USD0.01 STOCK 277432100 16,315,049.52 16,315 417,692 SH Sole 28, 43, 51 417,692
EASTMAN KODAK CO COM COMMON
STK USD2.50 STOCK 277461109 134,269.19 134 206,727 SH Sole 28 206,727
EATON CORP COM USD0.50 COMMON 28, 43, 51,
STOCK 278058102 37,627,767.30 37,628 864,410 SH Sole 53 864,410
EATON VANCE CORP COM COMMON
NON VTG USD0.00390625 STOCK 278265103 4,857,665.40 4,858 205,485 SH Sole 28 205,485
EBAY INC COM STK COMMON 28, 38, 41,
USD0.001 STOCK 278642103 25,430,188.50 25,430 838,450 SH Sole 53 838,450
EBIX. 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 2,105,517.02 2,106 109,179 SH Sole 8, 28, 33 109,179
FIRST ACCEP CORP COM COMMON
STOCK 318457108 4,629.44 5 3,404 SH Sole 33 3,404
FIRST BANCORP PUERTO COMMON
RICO USD1 STOCK 318672706 2,226.62 2 638 SH Sole 33 638
FIRST BANCORP NC COM COMMON
STK USD0.01 STOCK 318910106 400,206.95 400 35,893 SH Sole 8, 28, 33 35,893
FIRST BUSEY CORP COM COMMON
STK NPV STOCK 319383105 586,935.00 587 117,387 SH Sole 8, 28, 33 117,387
FIRST CALIFORNIA
FINANCIAL GRP COM STK COMMON
USD0.01 STOCK 319395109 326.00 0 100 SH Sole 33 100
FIRST COMM'WTH FINL COMMON
CORP PA COM STK USD1 STOCK 319829107 1,780,683.58 1,781 338,533 SH Sole 8, 28, 33 338,533
FIRST CONN BANCORP INC COMMON
MD COM STOCK 319850103 192,040.61 192 14,761 SH Sole 28 14,761
FIRST FINANCIAL BANCORP COMMON 8, 28, 30,
NPV STOCK 320209109 3,055,004.16 3,055 183,594 SH Sole 33 183,594
FIRST FINANCIAL
CORPORATION IND COM COMMON
STK NPV STOCK 320218100 544,860.16 545 16,372 SH Sole 8, 28, 33 16,372
FIRST FINANCIAL HLDGS COMMON
INC COM STK USD0.01 STOCK 320239106 135,003.74 135 15,118 SH Sole 28, 33 15,118
FIRST HORIZON NATIONAL COMMON
CORP COM STK USD0.625 STOCK 320517105 954,760.00 955 119,345 SH Sole 28, 33 119,345
FIRST OF LONG ISLAND COMMON
CORP COM STK USD0.10 STOCK 320734106 1,515,821.44 1,516 57,592 SH Sole 8, 28, 30 57,592
FIRST MARBLEHEAD CORP COMMON
COM STK USD0.01 STOCK 320771108 69,799.86 70 59,658 SH Sole 28, 33 59,658
FIRST MERCHANTS CORP COMMON
COM STK NPV STOCK 320817109 369,893.37 370 43,671 SH Sole 8, 28, 33 43,671
FIRST MIDWEST BANCORP COMMON
COM STK USD0.01 STOCK 320867104 1,103,612.85 1,104 108,945 SH Sole 8, 28, 33 108,945
FIRST SOLAR INC COM STK COMMON
USD0.001 STOCK 336433107 824,419.20 824 24,420 SH Sole 28 24,420
FIRST SOURCE CORP COM COMMON
STK NPV STOCK 336901103 507,739.85 508 20,045 SH Sole 8, 28, 33 20,045
FISERV INC COM STK COMMON
USD0.01 STOCK 337738108 3,379,723.38 3,380 57,537 SH Sole 28 57,537
FISHER COMMUNICATIONS COMMON
INC COM STK USD1.25 STOCK 337756209 219,886.41 220 7,627 SH Sole 28, 33 7,627
FIRSTMERIT CORP COM STK COMMON
NPV STOCK 337915102 4,567,762.13 4,568 301,901 SH Sole 8, 28, 33 301,901
FLAGSTAR BANCORP COMMON
USD0.01 STOCK 337930507 81,200.47 81 160,793 SH Sole 28 160,793
FIRSTENERGY CORP COM COMMON
STK USD0.10 STOCK 337932107 10,820,230.70 10,820 244,249 SH Sole 28, 41, 43 244,249
FLOTEK INDUSTRIES COM COMMON
STK NPV STOCK 343389102 408,419.76 408 41,006 SH Sole 28 41,006
FLUOR CORP(NEW) COM COMMON
STK USD0.01 STOCK 343412102 14,784,002.25 14,784 294,209 SH Sole 28, 31, 50 294,209
FLOW INTERNATIONAL COM COMMON
STK USD0.01 STOCK 343468104 139,338.50 139 39,811 SH Sole 28, 33 39,811
FLOWERS FOODS INC COMMON
USD0.01 STOCK 343498101 6,021,822.56 6,022 317,272 SH Sole 11, 25, 28 317,272
FLUSHING FINANCIAL CORP COMMON 8, 25, 28,
COM STK USD0.01 STOCK 343873105 1,992,635.10 1,993 157,770 SH Sole 33 157,770
FOOT LOCKER INC COM STK COMMON
USD0.01 STOCK 344849104 6,732,892.80 6,733 282,420 SH Sole 28, 33 282,420
FORD MOTOR CO USD0.01 COMMON
STOCK 345370860 19,552,975.16 19,553 1,817,191 SH Sole 11, 28, 43 1,817,191
FOREST CITY ENTERPRISES COMMON
INC CLASS'A'COM STK STOCK 345550107 6,400,825.50 6,401 541,525 SH Sole 26, 33 541,525
FOREST LABORATORIES INC COMMON
COM STK USD0.10 STOCK 345838106 7,238,464.34 7,238 239,209 SH Sole 28, 35 239,209
FOREST OIL CORP USD0.10 COMMON
STOCK 346091705 2,712,574.50 2,713 200,190 SH Sole 28 200,190
FORESTAR GROUP INC USD1 COMMON
STOCK 346233109 440,540.21 441 29,117 SH Sole 28 29,117
FORMFACTOR INC COM STK COMMON
USD0.001 STOCK 346375108 255,292.18 255 50,453 SH Sole 28, 33 50,453
FORRESTER RESEARCH INC COMMON
COM STK USD0.01 STOCK 346563109 2,754,298.88 2,754 81,152 SH Sole 11, 25, 28 81,152
FORWARD AIR
CORPORATION COM STK COMMON
USD0.01 STOCK 349853101 2,305,677.00 2,306 71,940 SH Sole 11, 28 71,940
FOSSIL INC COM STK COMMON
USD0.01 STOCK 349882100 8,525,486.08 8,525 107,428 SH Sole 23, 28 107,428
FOSTER(L.B.)& CO COMMON
CLASS'A'USD0.01 STOCK 350060109 663,230.76 663 23,444 SH Sole 8, 28, 33 23,444
FRANCESCA'S HLDGS CORP COMMON
USD0.01 STOCK 351793104 142,050.30 142 8,211 SH Sole 28 8,211
FRANKLIN COVEY CO COM COMMON
STK USD0.05 STOCK 353469109 105,866.53 106 12,499 SH Sole 28, 33 12,499
FRANKLIN ELECTRIC CO INC COMMON
COM STK USD0.10 STOCK 353514102 841,230.72 841 19,312 SH Sole 28, 33 19,312
FRANKLIN RESOURCES INC COMMON 23, 28, 34,
COM STK USD0.10 STOCK 354613101 19,638,314.28 19,638 204,438 SH Sole 50, 51 204,438
FRED'S INC CLASS'A'COM COMMON
STK NPV STOCK 356108100 512,647.38 513 35,161 SH Sole 28, 33 35,161
FREIGHTCAR AMERICA INC COMMON
COM STK USD0.01 STOCK 357023100 231,434.65 231 11,047 SH Sole 28, 33 11,047
FREQUENCY ELECTRONICS COMMON
INC COM STK USD1 STOCK 358010106 6,894.00 7 900 SH Sole 33 900
FRIEDMAN INDUSTRIES INC COMMON
COM STK USD1 STOCK 358435105 6,270.00 6 600 SH Sole 33 600
FRIENDFINDER NETWORKS COMMON
INC USD0.001 STOCK 358453306 5,352.00 5 7,136 SH Sole 28 7,136
FROZEN FOOD EXPRESS
INDUSTRIES INC COM STK COMMON
USD1.50 STOCK 359360104 1,032.00 1 800 SH Sole 33 800
FUEL-TECH INC COM STK COMMON
USD0.01 STOCK 359523107 99,890.98 100 15,181 SH Sole 28, 33 15,181
FULL HOUSE RESORTS INC COMMON
COM STK USD0.0001 STOCK 359678109 6,714.39 7 2,553 SH Sole 33 2,553
FULLER(H.B.)CO COM STK COMMON
USD1 STOCK 359694106 1,567,643.74 1,568 67,834 SH Sole 8, 28 67,834
FULTON FINANCIAL CORP COMMON
COM STK USD2.50 STOCK 360271100 3,604,439.25 3,604 367,425 SH Sole 28, 33 367,425
FURNITURE BRANDS INTL COMMON
INC COM STK USD1 STOCK 360921100 48,432.48 48 39,376 SH Sole 28, 33 39,376
FURMANITE CORP COM STK COMMON
NPV STOCK 361086101 192,063.78 192 30,438 SH Sole 28, 33 30,438
G & K SERVICES INC
CLASS'A'COM STK COMMON
USD0.50 STOCK 361268105 488,145.59 488 16,769 SH Sole 28, 33 16,769
GAMCO INVESTORS INC COMMON
COM STK USD0.01 STOCK 361438104 242,804.67 243 5,583 SH Sole 28 5,583
GATX CORP COM STK COMMON
USD0.625 STOCK 361448103 4,003,665.66 4,004 91,701 SH Sole 28, 33 91,701
GFI GROUP INC COMMON
STOCK 361652209 261,051.44 261 63,362 SH Sole 28, 33 63,362
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 CORP COM COMMON
STK USD0.01 STOCK 369300108 3,171,618.14 3,172 126,814 SH Sole 28, 30, 33 126,814
GENERAL
COMMUNICATIONS COMMON
CLASS'A'COM NPV STOCK 369385109 397,562.11 398 40,609 SH Sole 28, 33 40,609
GENERAL DYNAMICS CORP COMMON
COM STK USD1 STOCK 369550108 13,572,875.80 13,573 204,380 SH Sole 23, 28, 37 204,380
GENERAL ELECTRIC CO. COMMON 11, 23, 28,
COM STK USD0.06 STOCK 369604103 123,814,623.96 123,815 6,913,156 SH Sole 34, 41, 51 6,913,156
GENERAL MILLS INC COM COMMON 23, 28, 31,
STK USD0.1 STOCK 370334104 40,490,052.21 40,490 1,001,981 SH Sole 34, 50 1,001,981
GENERAL MOLY INC COM COMMON
STK USD0.10 STOCK 370373102 171,439.38 171 55,482 SH Sole 28 55,482
GENESCO INC COM STK COMMON
USD1 STOCK 371532102 2,621,789.10 2,622 42,465 SH Sole 28, 33, 47 42,465
GENESEE & WYOMING INC
CLASS'A'COM STK COMMON 11, 25, 28,
USD0.01 STOCK 371559105 5,107,560.38 5,108 84,311 SH Sole 47 84,311
GENTEX CORP COM STK COMMON
USD0.06 STOCK 371901109 11,470,267.60 11,470 387,640 SH Sole 11, 28 387,640
GENIE ENERGY LTD USD0.01 COMMON
B STOCK 372284208 97,340.75 97 12,275 SH Sole 28 12,275
GENUINE PARTS CO COM COMMON
STK USD1 STOCK 372460105 3,893,972.40 3,894 63,627 SH Sole 28 63,627
GEORESOURCES INC COM COMMON
STK USD0.01 STOCK 372476101 521,981.79 522 17,809 SH Sole 28, 33 17,809
GEOKINETICS INC COM STK COMMON
USD0.01 STOCK 372910307 22,256.80 22 10,352 SH Sole 28, 33 10,352
GEORGIA GULF CORP COM COMMON
STK USD0.01 STOCK 373200302 2,322,896.16 2,323 119,184 SH Sole 8, 28, 33 119,184
GERMAN AMERICAN
BANCORP INC COM STK COMMON
NPV STOCK 373865104 271,922.31 272 14,949 SH Sole 8, 28, 33 14,949
GERON CORP COM STK COMMON
USD0.001 STOCK 374163103 157,393.56 157 106,347 SH Sole 28 106,347
GEVO INC USD0.01 COMMON
STOCK 374396109 31,387.10 31 4,990 SH Sole 28 4,990
GIBRALTAR INDS INC COM COMMON
USD0.01 STOCK 374689107 397,357.44 397 28,464 SH Sole 28, 33 28,464
GILEAD SCIENCES INC COM COMMON 23, 28, 37,
STK USD0.001 STOCK 375558103 45,258,756.80 45,259 1,105,760 SH Sole 39, 51 1,105,760
GLADSTONE CAPITAL CORP COMMON
COM STOCK 376535100 233,203.32 233 30,564 SH Sole 8, 28 30,564
GLADSTONE INVESTMENT COMMON
CORP COM STK USD1 STOCK 376546107 132,088.63 132 18,169 SH Sole 28 18,169
GLATFELTER(P.H.)CO COM COMMON
STK USD0.01 STOCK 377316104 705,562.28 706 49,969 SH Sole 8, 28, 33 49,969
GLEACHER & CO INC COMMON
USD0.01 STOCK 377341102 351,156.96 351 209,022 SH Sole 8, 28 209,022
GLOBAL CASH ACCESS COMMON
HOLD INC USD0.001 STOCK 378967103 166,875.00 167 37,500 SH Sole 28, 33 37,500
GLOBALSTAR INC COM STK COMMON
USD0.0001 STOCK 378973408 45,643.50 46 84,525 SH Sole 28 84,525
GLU MOBILE INC USD0.0001 COMMON
STOCK 379890106 123,348.62 123 39,283 SH Sole 28 39,283
GOLDCORP INC COM NPV COMMON
STOCK 380956409 1,004,475.00 1,004 22,700 SH Sole 53 22,700
GOLDEN MINERALS CO COM COMMON
USD0.01 STOCK 381119106 133,095.48 133 22,908 SH Sole 28 22,908
GOODRICH CORP COM STK COMMON
USD5 STOCK 382388106 6,342,222.70 6,342 51,271 SH Sole 28 51,271
GOODRICH PETROLEUM
CORPORATION COM STK COMMON
USD0.20 STOCK 382410405 292,270.51 292 21,287 SH Sole 28 21,287
GOODYEAR TIRE&RUBR COMMON
COM STK NPV STOCK 382550101 1,425,601.19 1,426 100,607 SH Sole 28 100,607
GORMAN-RUPP CO NPV COMMON
STOCK 383082104 339,483.60 339 12,504 SH Sole 28 12,504
GRACO INC COM STK USD1 COMMON
STOCK 384109104 11,106,337.35 11,106 271,615 SH Sole 11, 28, 38 271,615
GRAFTECH INTL LTD COM COMMON
USD0.01 STOCK 384313102 2,526,615.00 2,527 185,100 SH Sole 5 185,100
GRAHAM CORP COM STK COMMON
USD0.10 STOCK 384556106 183,738.72 184 8,188 SH Sole 28, 33 8,188
GRAINGER(W.W.) INC COM COMMON
STK USD0.50 STOCK 384802104 8,464,544.61 8,465 45,219 SH Sole 11, 28 45,219
GRANITE CONSTRUCTION COMMON
COM STK USD0.01 STOCK 387328107 2,348,161.40 2,348 98,995 SH Sole 28, 33 98,995
GRAPHIC PACKAGING HLDG COMMON
CO USD0.01 STOCK 388689101 1,018,506.36 1,019 239,086 SH Sole 8, 28, 33 239,086
GRAY TELEVISION INC. COMMON
STOCK 389375106 79,026.84 79 48,782 SH Sole 28, 33 48,782
GREAT LAKES DREDGE &
DOCK CORP NEW COM COMMON
STK USD0.01 STOCK 390607109 302,363.92 302 54,382 SH Sole 28, 33 54,382
GREAT SOUTHERN
BANCORPORATION INC COMMON
COM STK USD0.01 STOCK 390905107 378,289.24 378 16,036 SH Sole 8, 28, 33 16,036
GREAT PLAINS ENERGY INC COMMON 23, 25, 28,
COM STK NPV STOCK 391164100 15,439,994.46 15,440 708,907 SH Sole 30 708,907
GREAT WOLF RESORTS INC COMMON
COM STK USD0.01 STOCK 391523107 11,086.70 11 3,823 SH Sole 33 3,823
GREEN MOUNTAIN COFFEE
ROASTERS INC COM STK COMMON
USD0.10 STOCK 393122106 10,423,902.45 10,424 232,417 SH Sole 28 232,417
GREEN PLAINS RENEWABLE
ENERGY INC COM STK COMMON
USD0.001 STOCK 393222104 656,350.24 656 67,249 SH Sole 8, 28, 33 67,249
GREENBRIER COMPANIES COMMON
INC COM STK USD0.001 STOCK 393657101 2,201,176.24 2,201 90,658 SH Sole 28, 30, 33 90,658
GREEN BANKSHARES INC COMMON
COM STK USD2 STOCK 394361208 1,588.86 2 1,261 SH Sole 33 1,261
GREENHILL & CO INC COM COMMON
STK USD0.01 STOCK 395259104 4,827,972.02 4,828 132,746 SH Sole 5, 28 132,746
GREIF INC COM STK COMMON
CLASS'A' NPV STOCK 397624107 2,508,165.20 2,508 55,064 SH Sole 28 55,064
GRIFFIN LAND & NURSERIES COMMON
INC COM USD0.01 STOCK 398231100 53,449.20 53 2,020 SH Sole 28 2,020
GRIFFON CORP COM STK COMMON
USD0.25 STOCK 398433102 391,695.26 392 42,902 SH Sole 28, 33 42,902
GROUP 1 AUTOMOTIVE INC COMMON
COM STK NPV STOCK 398905109 1,656,512.20 1,657 31,979 SH Sole 8, 28, 33 31,979
GUESS INC COM STK COMMON
USD0.01 STOCK 401617105 4,868,800.86 4,869 163,273 SH Sole 28, 51 163,273
GUIDANCE SOFTWARE INC COMMON
COM STK USD0.001 STOCK 401692108 71,623.44 72 11,053 SH Sole 28 11,053
GULF ISLAND FABRICATION COMMON
INC COM STK NPV STOCK 402307102 516,666.48 517 17,688 SH Sole 8, 28, 33 17,688
GULFMARK OFFSHORE INC COMMON
USD0.01 CLASS A STOCK 402629208 2,042,904.29 2,043 48,629 SH Sole 8, 28, 33 48,629
GULFPORT ENERGY CORP COMMON 8, 11, 28,
COM STK USD0.01 STOCK 402635304 4,410,343.65 4,410 149,757 SH Sole 38 149,757
H&E EQUIPMENT SERVICES COMMON
LLC USD0.01 STOCK 404030108 2,082,515.60 2,083 155,180 SH Sole 28, 30, 33 155,180
HCC INSURANCE HLDG COM COMMON 23, 28, 33,
STK USD1 STOCK 404132102 16,470,190.00 16,470 598,916 SH Sole 35 598,916
HNI CORP COM COMMON
STOCK 404251100 3,054,744.00 3,055 117,040 SH Sole 28 117,040
HSN INC USD0.01 COMMON
STOCK 404303109 4,743,787.02 4,744 130,827 SH Sole 28, 47 130,827
HACKETT GROUP INC COM COMMON
STOCK 404609109 111,717.54 112 29,871 SH Sole 28, 33 29,871
HAEMONETICS CORP COM COMMON
STK USD0.01 STOCK 405024100 4,594,867.10 4,595 75,055 SH Sole 11, 25, 28 75,055
HAIN CELESTIAL GROUP INC COMMON 28, 33, 38,
COM STK USD0.01 STOCK 405217100 6,526,873.08 6,527 178,038 SH Sole 53 178,038
HALLIBURTON CO COM STK COMMON 11, 28, 34,
USD2.50 STOCK 406216101 21,875,405.86 21,875 633,886 SH Sole 41 633,886
HAMPTON ROADS
BANKSHARES INC COM COMMON
NEW STOCK 409321502 24,068.16 24 8,784 SH Sole 28 8,784
HANCOCK HOLDING CO COMMON
COM STK USD3.33 STOCK 410120109 6,855,135.28 6,855 214,424 SH Sole 28 214,424
HANDY AND HARMAN LTD COMMON
STOCK 410315105 47,094.30 47 4,757 SH Sole 28 4,757
HANESBRANDS INC COM COMMON
STK USD0 STOCK 410345102 3,801,585.16 3,802 173,906 SH Sole 28 173,906
HANOVER INSURANCE
GROUP INC COM STK COMMON 11, 28, 30,
USD0.01 STOCK 410867105 4,439,698.50 4,440 127,030 SH Sole 33 127,030
HANSEN MEDICAL INC COM COMMON
STK USD0.0001 STOCK 411307101 101,045.70 101 39,165 SH Sole 28 39,165
HANSEN NATURAL CORP COMMON
COM STK USD0.005 STOCK 411310105 14,181,543.82 14,182 153,913 SH Sole 23, 28, 53 153,913
HARDINGE INC COM STK COMMON
USD0.01 STOCK 412324303 16,100.00 16 2,000 SH Sole 33 2,000
HARLEY DAVIDSON COM COMMON
STK USD0.01 STOCK 412822108 4,515,644.51 4,516 116,173 SH Sole 23, 28 116,173
HARLEYSVILLE GROUP INC COMMON
COM STK USD1 STOCK 412824104 1,520,658.17 1,521 26,881 SH Sole 11, 28, 33 26,881
HARMAN INTERNATIONAL COMMON
INDUSTRIES INC COM STK STOCK 413086109 1,090,530.72 1,091 28,668 SH Sole 28 28,668
HARMONIC INC COM STK COMMON
USD0.001 STOCK 413160102 2,178,288.00 2,178 432,200 SH Sole 25, 28, 33 432,200
HARRIS & HARRIS COM STK COMMON
USD0.01 STOCK 413833104 104,564.66 105 30,221 SH Sole 28, 33 30,221
HARRIS CORP COM STK COMMON
USD1 STOCK 413875105 9,268,911.36 9,269 257,184 SH Sole 23, 28, 37 257,184
HARSCO CORP COM STK COMMON
USD1.25 STOCK 415864107 5,303,712.96 5,304 257,712 SH Sole 23, 25, 28 257,712
HARTE-HANKS INC COM COMMON
STK USD1 STOCK 416196103 332,821.26 333 36,614 SH Sole 28, 33 36,614
HARTFORD FINANCIAL
SERVICES GRP INC COM COMMON
STK STOCK 416515104 7,161,293.75 7,161 440,695 SH Sole 28, 34 440,695
HARVARD BIOSCIENCE INC COMMON
COM STK USD0.001 STOCK 416906105 86,475.15 86 22,345 SH Sole 28, 33 22,345
HASBRO INC COM STK COMMON
USD0.50 STOCK 418056107 3,557,457.06 3,557 111,554 SH Sole 23, 28, 43 111,554
HAVERTY FURNITURE COS COMMON
INC COM STK USD1 STOCK 419596101 788,418.90 788 71,805 SH Sole 28, 30, 33 71,805
HAWAIIAN ELECTRIC
INDUSTRIES COM STK COMMON
NPV STOCK 419870100 4,548,178.32 4,548 171,759 SH Sole 28 171,759
HAWAIIAN HLDGS INC COM COMMON
STOCK 419879101 245,467.60 245 42,322 SH Sole 28, 33 42,322
HAWKINS INC COM STK COMMON
USD0.10 STOCK 420261109 881,912.36 882 23,926 SH Sole 11, 28 23,926
HAYNES INTERNATIONAL COMMON
INC COM STK USD0.001 STOCK 420877201 2,721,755.40 2,722 49,849 SH Sole 25, 28, 33 49,849
HEALTHCARE SERVICES
GROUP INC COM STK COMMON
USD0.01 STOCK 421906108 1,847,295.94 1,847 104,426 SH Sole 11, 28 104,426
HEALTHSOUTH CORP COM COMMON
STK USD0.01(REV SPLIT) STOCK 421924309 1,380,963.51 1,381 78,153 SH Sole 28 78,153
HEALTH MANAGEMENT
ASSOCIATES INC COMMON
CLASS'A'COM STK STOCK 421933102 3,351,772.82 3,352 454,786 SH Sole 28 454,786
HEALTHWAYS INC COM STK COMMON
USD0.001 STOCK 422245100 202,884.50 203 29,575 SH Sole 28, 33 29,575
HEARTLAND EXPRESS INC COMMON
COM STK USD0.01 STOCK 422347104 1,970,062.27 1,970 137,863 SH Sole 23, 28 137,863
HEARTWARE
INTERNATIONAL INC COMMON
USD0.001 STOCK 422368100 2,680,443.00 2,680 38,847 SH Sole 28, 38 38,847
HECKMANN CORP USD0.001 COMMON
STOCK 422680108 548,319.10 548 82,454 SH Sole 28 82,454
HECLA MINING CO COM STK COMMON
USD0.25 STOCK 422704106 1,233,532.11 1,234 235,857 SH Sole 28, 33 235,857
HEICO CORP USD0.01 COMMON
STOCK 422806109 5,000,683.28 5,001 85,511 SH Sole 11, 28 85,511
HEIDRICK & STRUGGLES COMMON
COM STK USD0.01 STOCK 422819102 356,400.84 356 16,546 SH Sole 28, 33 16,546
HEINZ(H.J.)CO COM STK COMMON
USD0.25 STOCK 423074103 8,434,130.88 8,434 156,072 SH Sole 23, 28 156,072
HELMERICH & PAYNE INC COMMON
COM STK USD0.10 STOCK 423452101 2,562,062.36 2,562 43,901 SH Sole 28 43,901
HENRY JACK & ASSOCIATES COMMON
INC COM STK USD0.01 STOCK 426281101 7,948,092.80 7,948 236,480 SH Sole 11, 28 236,480
HERITAGE COMMERCE COMMON
CORP COM STK NPV STOCK 426927109 85,163.58 85 17,967 SH Sole 28, 33 17,967
HERCULES OFFSHORE INC COMMON
COM STK NPV STOCK 427093109 529,825.20 530 119,330 SH Sole 28, 33 119,330
HERCULES TECHNOLOGY
GROWTH CAP INC COM COMMON
STK USD1 STOCK 427096508 1,771,850.24 1,772 187,696 SH Sole 28, 30 187,696
HERSHEY CO COM STK USD1 COMMON
STOCK 427866108 4,610,764.96 4,611 74,632 SH Sole 23, 28 74,632
HEWLETT-PACKARD CO COMMON
COM STK USD0.01 STOCK 428236103 29,425,132.80 29,425 1,142,280 SH Sole 23, 28, 41 1,142,280
HEXCEL CORP COM STK COMMON 23, 25, 28,
USD0.01 STOCK 428291108 5,984,421.48 5,984 247,188 SH Sole 47 247,188
HIBBETT SPORTS INC COM COMMON
STK USD0.01 STOCK 428567101 2,467,144.26 2,467 54,607 SH Sole 11, 28 54,607
HICKORY TECH CORP COM COMMON
STK NPV STOCK 429060106 122,988.00 123 11,100 SH Sole 28, 33 11,100
HILL INTERNATIONAL INC COMMON
USD0.0001 STOCK 431466101 112,807.58 113 21,947 SH Sole 28, 33 21,947
HILL-ROM HOLDINGS INC COMMON
COM STK NPV STOCK 431475102 4,065,136.47 4,065 120,663 SH Sole 23, 28 120,663
HILLENBRAND INC NPV COMMON
STOCK 431571108 1,547,334.00 1,547 69,325 SH Sole 11, 28 69,325
HILLTOP HOLDING INC COM COMMON
STK USD0.01 STOCK 432748101 331,670.95 332 39,251 SH Sole 28, 33 39,251
HOKU CORP COMMON
STOCK 434711107 1,875.07 2 3,234 SH Sole 33 3,234
HOLLYFRONTIER CORP COMMON
USD0.01 STOCK 436106108 8,711,445.60 8,711 372,284 SH Sole 28 372,284
HOLLYWOOD MEDIA CO COMMON
COM STK USD0.01 STOCK 436233100 2,204.72 2 1,736 SH Sole 33 1,736
HOLOGIC INC COM STK COMMON
USD0.01 STOCK 436440101 12,274,615.06 12,275 701,006 SH Sole 23, 28, 35 701,006
HOME BANCSHARES INC COMMON
COM STK USD0.01 STOCK 436893200 481,019.15 481 18,565 SH Sole 28, 33 18,565
HOME DEPOT INC COM STK COMMON 23, 28, 34,
USD0.05 STOCK 437076102 42,181,296.44 42,181 1,003,361 SH Sole 41, 51 1,003,361
HONEYWELL
INTERNATIONAL INC COM COMMON 23, 28, 34,
STK USD1 STOCK 438516106 32,651,197.30 32,651 600,758 SH Sole 41, 51 600,758
HOOKER FURNITURE CORP COMMON
COM STK NPV STOCK 439038100 11,252.07 11 981 SH Sole 33 981
HOPFED BANCORP INC COMMON
USD0.01 STOCK 439734104 2,028.00 2 312 SH Sole 33 312
HORACE MANN EDUCATORS COMMON
CORP COM STK USD0.001 STOCK 440327104 558,353.46 558 40,726 SH Sole 8, 28, 33 40,726
HORMEL FOODS CORP COM COMMON
STK USD0.0293 STOCK 440452100 1,654,006.30 1,654 56,470 SH Sole 28 56,470
HORNBECK OFFSHORE
SERVICES INC COM STK COMMON
USD0.01 STOCK 440543106 1,136,045.46 1,136 36,623 SH Sole 23, 28, 33 36,623
HORSEHEAD HOLDING
CORPORATION COM STK COMMON
USD0.01 STOCK 440694305 361,201.89 361 40,089 SH Sole 28, 33 40,089
HOSPIRA INC COM STK COMMON 11, 23, 28,
USD0.01 STOCK 441060100 12,161,757.61 12,162 400,453 SH Sole 35 400,453
HOT TOPIC INC COM STK COMMON
NPV STOCK 441339108 282,247.00 282 42,700 SH Sole 28, 33 42,700
HOVNANIAN K
ENTERPRISES INC COMMON
CLASS'A'COM STK STOCK 442487203 75,366.65 75 51,977 SH Sole 28 51,977
HUB GROUP INC
CLASS'A'COM SHS COMMON
USD0.01 STOCK 443320106 980,748.06 981 30,242 SH Sole 28 30,242
HUBBELL INC COMMON
CLASS'B'USD0.01 STOCK 443510201 11,461,208.06 11,461 171,421 SH Sole 23, 28, 51 171,421
HUDSON CITY BANCORP INC COMMON
COM STK USD0.01 STOCK 443683107 7,891,912.50 7,892 1,262,706 SH Sole 23, 28 1,262,706
HUDSON HIGHLAND GROUP COMMON
INC COM STK USD0.001 STOCK 443792106 146,363.24 146 30,556 SH Sole 28, 33 30,556
HUDSON VALLEY HLDG
CORP(NY) COM STK COMMON
USD0.2 STOCK 444172100 440,887.94 441 20,777 SH Sole 8, 28, 33 20,777
HUMANA INC COM STK COMMON
USD0.166 STOCK 444859102 9,472,743.64 9,473 108,124 SH Sole 23, 28, 43 108,124
HUNT(J.B.)TRANSPORT
SERVICES INC COM STK COMMON 5, 11, 28,
USD0.01 STOCK 445658107 16,137,358.57 16,137 358,051 SH Sole 43, 53 358,051
HUNTINGTON BANCSHARES COMMON
INC COM STK NPV STOCK 446150104 3,213,220.14 3,213 585,286 SH Sole 28, 43 585,286
HUNTINGTON INGALLS
INDUSTRIES INC USD0.01 COMMON
WI STOCK 446413106 4,437,599.76 4,438 141,867 SH Sole 23, 28 141,867
HUNTSMAN CORP COM COMMON
USD0.01 STOCK 447011107 1,141,470.00 1,141 114,147 SH Sole 33, 43 114,147
HURCO COMPANIES INC COMMON
COM NPV STOCK 447324104 129,885.00 130 6,185 SH Sole 28, 33 6,185
HURON CONSULTING
GROUP INC COM STK COMMON
USD0.01 STOCK 447462102 751,439.78 751 19,397 SH Sole 28, 33 19,397
HUTCHINSON TECHNOLOGY COMMON
INC COM STK USD0.01 STOCK 448407106 1,477.50 1 985 SH Sole 33 985
IDT CORP CLASS'B'USD0.01 COMMON
STOCK 448947507 108,948.70 109 11,615 SH Sole 28 11,615
HYPERDYNAMICS CORP COMMON
COM STK USD0.001 STOCK 448954107 313,002.20 313 127,756 SH Sole 28 127,756
ID SYSTEMS INC USD0.01 COMMON
STOCK 449489103 3,448.17 3 729 SH Sole 33 729
IBERIABANK CORP COM STK COMMON
USD1 STOCK 450828108 1,880,449.90 1,880 38,143 SH Sole 8, 28, 33 38,143
ITT CORP USD1 COMMON
STOCK 450911201 5,618,825.07 5,619 290,679 SH Sole 23, 28 290,679
ICONIX BRAND GROUP INC COMMON 8, 25, 28,
COM USD STOCK 451055107 4,114,544.49 4,115 252,581 SH Sole 30, 33 252,581
IDACORP INC COM STK NPV COMMON
STOCK 451107106 8,672,845.00 8,673 204,500 SH Sole 8, 23, 28 204,500
ILLINOIS TOOL WORKS INC COMMON 23, 28, 31,
COM STK NPV STOCK 452308109 28,810,307.61 28,810 616,791 SH Sole 34, 50 616,791
ILLUMINA INC COM STK COMMON
USD0.01 STOCK 452327109 3,661,227.12 3,661 120,119 SH Sole 11, 23 120,119
IMMERSION CORP COM STK COMMON
USD0.001 STOCK 452521107 120,435.00 120 23,250 SH Sole 28 23,250
IMPERIAL HLDGS INC COMMON
USD0.01 STOCK 452834104 26,741.12 27 14,224 SH Sole 28 14,224
IMMUNOMEDICS INC COM COMMON
STK USD0.01 STOCK 452907108 179,889.93 180 54,021 SH Sole 28 54,021
IMPERIAL SUGAR CO(NEW) COMMON
COM STK NPV STOCK 453096208 94,804.92 95 26,556 SH Sole 8, 28, 33 26,556
INDEPENDENCE HLDGS COMMON
COM STK USD1 STOCK 453440307 64,527.81 65 7,937 SH Sole 28, 33 7,937
INDEPENDENT BANK
CORP(MASS) COM STK COMMON
USD0.01 STOCK 453836108 1,060,352.95 1,060 38,855 SH Sole 8, 28, 33 38,855
INDEPENDENT BANK CORP COMMON
MICHIGAN COM STK USD1 STOCK 453838609 524.40 1 380 SH Sole 33 380
INGLES MARKET INC
CLASS'A'COM STK COMMON
USD0.05 STOCK 457030104 181,307.34 181 12,039 SH Sole 28, 33 12,039
INGRAM MICRO INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 457153104 5,513,861.94 5,514 303,126 SH Sole 28, 33 303,126
INSMED INC USD0.01 COMMON
STOCK 457669307 60,332.05 60 19,781 SH Sole 28 19,781
INTEGRA LIFESCIENCES
HLDGS CORP COM STK COMMON
USD0.01 STOCK 457985208 496,178.02 496 16,094 SH Sole 28 16,094
INTEGRATED DEVICE
TECHNOLOGY INC COM COMMON
STK USD0.001 STOCK 458118106 2,134,597.92 2,135 390,952 SH Sole 28, 33 390,952
INTEL CORP COM STK COMMON 11, 23, 28,
USD0.001 STOCK 458140100 67,486,925.50 67,487 2,782,966 SH Sole 41 2,782,966
INTER PARFUMS INC COM COMMON
STK USD0.001 STOCK 458334109 206,948.00 207 13,300 SH Sole 28 13,300
INTERFACE INC COM COMMON
STK'A'USD0.10 STOCK 458665106 499,912.80 500 43,320 SH Sole 28 43,320
INTERLINE BRANDS INC COMMON
COM STK USD0.01 STOCK 458743101 1,043,657.10 1,044 67,030 SH Sole 8, 28, 33 67,030
INTERMEC INC COM STK COMMON
USD0.01 STOCK 458786100 335,220.76 335 48,866 SH Sole 28 48,866
INTERNATIONAL
BANCSHARES CORP COM COMMON
STK USD1 STOCK 459044103 2,555,789.00 2,556 139,394 SH Sole 28, 33 139,394
INTERNATIONAL BUS MACH COMMON 23, 28, 31,
CORP COM STK USD0.20 STOCK 459200101 105,352,758.84 105,353 572,943 SH Sole 53 572,943
INTERNATIONAL
FLAVORS & FRAGRANCES COMMON
COM STK STOCK 459506101 1,724,408.32 1,724 32,896 SH Sole 28 32,896
INTERNATIONAL GAME
TECHNOLOGY COM STK COMMON
USD0.000625 STOCK 459902102 3,066,674.00 3,067 178,295 SH Sole 23, 28 178,295
INTERNATIONAL PAPER CO COMMON
COM STK USD1 STOCK 460146103 10,953,184.00 10,953 370,040 SH Sole 28, 41 370,040
INTERNATIONAL RECTIFIER COMMON
CORP COM STK USD1 STOCK 460254105 2,481,642.96 2,482 127,788 SH Sole 28, 33 127,788
INTERNATIONAL
SHIPHOLDING CORP COM COMMON
STK USD1 STOCK 460321201 87,525.27 88 4,683 SH Sole 28, 33 4,683
INTERNATIONAL
SPEEDWAY CORP COMMON
CLASS'A'COM STK STOCK 460335201 5,883,633.60 5,884 232,096 SH Sole 23, 28, 33 232,096
INTERPUBLIC GROUP
COMPANIES INC COM STK COMMON
USD0.10 STOCK 460690100 1,831,244.38 1,831 188,206 SH Sole 28 188,206
INTERVEST BANCSHARES
CORP CLASS'A'COM STK COMMON
USD0.01 STOCK 460927106 420.42 0 154 SH Sole 33 154
INTERSECTIONS INC COM COMMON
USD0.01 STOCK 460981301 106,031.49 106 9,561 SH Sole 28, 33 9,561
INTEVAC INC COM STK NPV COMMON
STOCK 461148108 263,158.80 263 35,562 SH Sole 8, 28, 33 35,562
INTUIT INC COM STK COMMON
USD0.01 STOCK 461202103 26,458,186.77 26,458 503,103 SH Sole 28, 50, 51 503,103
INVACARE CORP COM STK COMMON
NPV STOCK 461203101 401,790.62 402 26,278 SH Sole 28, 33 26,278
ION GEOPHYSICAL
CORPORATION COM STK COMMON
USD0.01 STOCK 462044108 661,929.66 662 107,982 SH Sole 28 107,982
IROBOT CORP COM STK COMMON
USD0.01 STOCK 462726100 582,731.70 583 19,522 SH Sole 28 19,522
IRON MOUNTAIN INC PA COMMON
COM STK USD0.01 STOCK 462846106 2,349,393.20 2,349 76,279 SH Sole 28 76,279
ISIS PHARMACEUTICAL COMMON
COM STK USD0.001 STOCK 464330109 590,044.77 590 81,837 SH Sole 28 81,837
ISLE OF CAPRI CASINOS INC COMMON
COM STK USD0.01 STOCK 464592104 222,712.30 223 47,690 SH Sole 8, 28, 33 47,690
ISRAMCO INC COM STK COMMON
USD0.01 STOCK 465141406 79,081.48 79 883 SH Sole 28 883
ITRON INC COM STK NPV COMMON
STOCK 465741106 2,607,847.62 2,608 72,906 SH Sole 28 72,906
J & J SNACK FOODS CORP COMMON
COM STK NPV STOCK 466032109 1,391,353.92 1,391 26,114 SH Sole 11, 28, 33 26,114
J.ALEXANDER CORP COM COMMON
STK USD0.05 STOCK 466096104 3,125.00 3 500 SH Sole 33 500
JABIL CIRCUIT INC COM STK COMMON
USD0.001 STOCK 466313103 2,264,910.64 2,265 115,204 SH Sole 23, 28 115,204
JACK IN THE BOX INC COM COMMON
STK USD0.01 STOCK 466367109 755,012.50 755 36,125 SH Sole 28 36,125
JACOBS ENGINEERING
GROUP INC COM STK COMMON
USD1 STOCK 469814107 3,318,632.40 3,319 81,780 SH Sole 28, 43 81,780
JAMES RIVER COAL
TERMINAL CO COM STK COMMON
USD0.01 STOCK 470355207 645,165.44 645 93,232 SH Sole 28, 30 93,232
JARDEN CORP COM STK NPV COMMON
STOCK 471109108 230,076.00 230 7,700 SH Sole 33 7,700
JAZZ PHARMACEUTICALS
INCORPORATION COM COMMON
STK STOCK 472147107 1,845,818.66 1,846 47,782 SH Sole 28, 47 47,782
JEFFERIES GROUP INC COM COMMON
STK USD0.0001 STOCK 472319102 3,587,801.25 3,588 260,931 SH Sole 28 260,931
JETBLUE AIRWAYS CORP COMMON
COM STK USD0.01 STOCK 477143101 3,729,991.20 3,730 717,306 SH Sole 8, 28, 33 717,306
JOHN BEAN TECHNOLOGIES COMMON
CORP USD0.01 STOCK 477839104 361,548.51 362 23,523 SH Sole 28 23,523
JOHNSON & JOHNSON COM COMMON 11, 23, 28,
STK USD1 STOCK 478160104 145,944,420.78 145,944 2,225,441 SH Sole 31, 39, 51 2,225,441
JOHNSON CONTROLS INC COMMON
COM STK USD0.01388 STOCK 478366107 27,082,476.12 27,082 866,362 SH Sole 28, 34, 51 866,362
JOHNSON
OUTDOORSCLASS'A'COM COMMON
USD0.05 STOCK 479167108 60,218.05 60 3,923 SH Sole 28 3,923
JOS A BANK CLOTHIERS COMMON
COM STK USD0.01 STOCK 480838101 2,627,530.12 2,628 53,887 SH Sole 25, 28 53,887
JOURNAL
COMMUNICATIONS INC COMMON
COM STK USD0.01 STOCK 481130102 594,030.80 594 135,007 SH Sole 8, 28, 33 135,007
JOY GLOBAL INC COM STK COMMON
USD1 STOCK 481165108 10,724,908.32 10,725 143,056 SH Sole 11, 23, 28 143,056
KBW INC COM STK USD0.01 COMMON
STOCK 482423100 412,774.56 413 27,192 SH Sole 28 27,192
KIT DIGITAL INC USD0.0001 COMMON
STOCK 482470200 268,135.40 268 31,732 SH Sole 28, 33 31,732
KLA TENCOR CORP COM COMMON 11, 23, 28,
STK USD0.001 STOCK 482480100 5,773,112.50 5,773 119,650 SH Sole 41 119,650
KMG CHEMICALS INC COM COMMON
STK USD0.01 STOCK 482564101 105,675.13 106 6,119 SH Sole 28, 33 6,119
K-SWISS INC CLASS'A'COM COMMON
STK USD0.01 STOCK 482686102 67,574.64 68 23,142 SH Sole 28, 33 23,142
KVH INDUSTRIES COM STK COMMON
USD0.01 STOCK 482738101 94,783.74 95 12,183 SH Sole 28, 33 12,183
KV PHARMACEUTICAL CO COMMON
CLASS'A'COM USD0.01 STOCK 482740206 63,236.60 63 45,169 SH Sole 28, 33 45,169
KAISER ALUMINUM CORP COMMON
COM STK USD0.01 STOCK 483007704 701,092.28 701 15,281 SH Sole 28, 33 15,281
KAISER FEDERAL
FINANCIAL GROUP INC COMMON
USD0.01 STOCK 483056107 2,243.50 2 175 SH Sole 33 175
KAMAN CORP USD0.10
NON-CUM PTG COMMON
CLASS'A'STK USD1 STOCK 483548103 589,811.48 590 21,589 SH Sole 28 21,589
KANSAS CITY LIFE COMMON
INSURANCE CO USD2.50 STOCK 484836101 115,821.78 116 3,529 SH Sole 28 3,529
KANSAS CITY SOUTHERN COMMON 23, 28, 38,
COM STK USD0.01 STOCK 485170302 31,333,839.24 31,334 460,724 SH Sole 43 460,724
KAYDON CORP COM STK COMMON 23, 25, 28,
USD0.10 STOCK 486587108 6,062,027.50 6,062 198,755 SH Sole 33 198,755
KEARNY FINANCIAL CORP COMMON
COM STK USD0.1 STOCK 487169104 104,329.00 104 10,982 SH Sole 28 10,982
KELLOGG CO COM STK COMMON
USD0.25 STOCK 487836108 26,764,931.05 26,765 529,265 SH Sole 23, 28, 39 529,265
KELLY SERVICES INC COMMON
CLASS'A'NON V.USD1 STOCK 488152208 962,374.32 962 70,349 SH Sole 8, 28, 33 70,349
KEMET CORP COM STK COMMON
USD0.01 STOCK 488360207 294,104.85 294 41,717 SH Sole 28, 33 41,717
KEMPER CORP USD0.10 COMMON
STOCK 488401100 2,896,492.81 2,896 99,161 SH Sole 28, 33 99,161
KENEXA CORP COM STK COMMON
USD0.01 STOCK 488879107 579,470.10 579 21,703 SH Sole 28 21,703
KENNAMETAL INC CAP STK COMMON
USD1.25 STOCK 489170100 7,210,727.92 7,211 197,446 SH Sole 25, 28 197,446
KENNEDY-WILSON HLDGS COMMON
INC USD0.0001 STOCK 489398107 233,659.30 234 22,085 SH Sole 28 22,085
KENSEY NASH CORP COM COMMON
STK USD0.001 STOCK 490057106 739,889.64 740 38,556 SH Sole 28, 30 38,556
KERYX
BIOPHARMACEUTICALS COMMON
COM STK USD0.001 STOCK 492515101 143,534.49 144 56,733 SH Sole 28 56,733
KEY ENERGY SERVICES INC COMMON
COM STK USD0.10 STOCK 492914106 2,899,449.28 2,899 187,424 SH Sole 28, 30, 33 187,424
KEY TECHNOLOGY INC COM COMMON
STK NPV STOCK 493143101 3,882.00 4 300 SH Sole 33 300
KEY TRONIC CORP COM NPV COMMON
STOCK 493144109 4,690.00 5 1,000 SH Sole 33 1,000
KEYCORP COM STK USD1 COMMON 11, 28, 35,
STOCK 493267108 6,639,530.62 6,640 863,398 SH Sole 43 863,398
KEYNOTE SYSTEMS INC COMMON
COM STK USD0.001 STOCK 493308100 272,894.44 273 13,286 SH Sole 28, 33 13,286
KEYW HLDG CORP USD0.001 COMMON
STOCK 493723100 111,303.40 111 15,041 SH Sole 28 15,041
KFORCE INC COM STK COMMON
USD0.01 STOCK 493732101 300,999.96 301 24,412 SH Sole 28 24,412
KIMBALL INTERNATIONAL COMMON
INC COM STK USD0.05 STOCK 494274103 150,852.78 151 29,754 SH Sole 28, 33 29,754
KIMBERLY-CLARK CORP COMMON 11, 23, 28,
COM STK USD1.25 STOCK 494368103 33,918,074.64 33,918 461,094 SH Sole 31 461,094
KINDRED HEALTHCARE INC COMMON
COM STK USD0.25 STOCK 494580103 1,955,656.12 1,956 166,156 SH Sole 28, 30, 33 166,156
KIOR INC USD0.0001 A COMMON
STOCK 497217109 97,554.94 98 9,583 SH Sole 8, 28 9,583
KIRBY CORP COM STK COMMON
USD0.10 STOCK 497266106 8,975,769.68 8,976 136,327 SH Sole 23, 28 136,327
KIRKLAND'S INC COM STK COMMON
NPV STOCK 497498105 183,074.50 183 13,765 SH Sole 28 13,765
KNOLL INC COM STK USD1 COMMON
STOCK 498904200 897,459.75 897 60,435 SH Sole 8, 28 60,435
KNIGHT CAPITAL GROUP
INC CLASS'A' COM STK COMMON
USD0.01 STOCK 499005106 1,502,144.70 1,502 127,085 SH Sole 8, 28, 33 127,085
KNIGHT TRANSPORTATION COMMON
INC COM STK USD0.01 STOCK 499064103 784,752.64 785 50,176 SH Sole 28 50,176
KNOLOGY INC COM STK COMMON
USD0.01 STOCK 499183804 350,157.80 350 24,659 SH Sole 28 24,659
KOHLBERG CAPITAL
CORPORATION COM STK COMMON
USD0.01 STOCK 500233101 99,149.03 99 15,713 SH Sole 28 15,713
KOHLS CORP COM STK COMMON 11, 28, 35,
USD0.01 STOCK 500255104 20,460,016.50 20,460 414,590 SH Sole 37 414,590
KOPIN CORP USD0.01 COMMON
STOCK 500600101 258,970.60 259 66,745 SH Sole 28, 33 66,745
KORN-FERRY
INTERNATIONAL COM COMMON
STK NPV STOCK 500643200 2,122,229.88 2,122 124,398 SH Sole 28, 33 124,398
KRISPY KREME
DOUGHNUTS INC COM COMMON
STK NPV STOCK 501014104 314,279.70 314 48,055 SH Sole 28 48,055
KROGER CO COM STK USD1 COMMON
STOCK 501044101 15,654,911.86 15,655 646,363 SH Sole 11, 28 646,363
KULICKE & SOFFA COMMON
INDUSTRIES INC COM NPV STOCK 501242101 547,322.50 547 59,170 SH Sole 28 59,170
LKQ CORP COM STK USD0.01 COMMON
STOCK 501889208 10,046,118.40 10,046 333,980 SH Sole 5, 28 333,980
LMI AEROSPACE COM STK COMMON
USD0.02 STOCK 502079106 1,025,622.00 1,026 58,440 SH Sole 8, 28, 33 58,440
LSB INDUSTRIES INC COM COMMON
STK USD0.10 STOCK 502160104 1,692,563.52 1,693 60,384 SH Sole 11, 28 60,384
LSI CORPORATION COM STK COMMON
USD0.01 STOCK 502161102 4,244,539.60 4,245 713,368 SH Sole 28, 43 713,368
LTX CREDENCE CORP COM COMMON
STK USD0.05 STOCK 502403207 1,019,924.00 1,020 190,640 SH Sole 8, 28, 33 190,640
L3 COMMUNICATIONS
HLDGS INC COM STK COMMON
USD0.01 STOCK 502424104 6,450,289.80 6,450 96,735 SH Sole 28, 37 96,735
LA-Z-BOY INC COM STK COMMON 8, 28, 30,
USD1 STOCK 505336107 1,875,844.60 1,876 157,634 SH Sole 33 157,634
LACLEDE GROUP INC COM COMMON
STK USD1 STOCK 505597104 1,649,719.08 1,650 40,764 SH Sole 8, 28 40,764
LACROSSE FOOTWEAR COM COMMON
STK USD0.01 STOCK 505688101 1,665.84 2 132 SH Sole 33 132
LAKELAND BANCORP INC COMMON
COM STK NPV STOCK 511637100 414,932.32 415 48,136 SH Sole 8, 28, 33 48,136
LAKELAND FINANCIAL COMMON 8, 28, 30,
CORP COM STK USD0.01 STOCK 511656100 1,386,683.74 1,387 53,602 SH Sole 33 53,602
LAKELAND INDUSTRIES COMMON
COM STK USD0.01 STOCK 511795106 1,850.00 2 200 SH Sole 33 200
LAM RESEARCH CORP COM COMMON
STK USD0.001 STOCK 512807108 10,992,385.62 10,992 296,931 SH Sole 28,35 296,931
LAMAR ADVERTISING CO
CLASS'A'COM STK COMMON
USD0.001 STOCK 512815101 2,882,550.00 2,883 104,820 SH Sole 28 104,820
LANCASTER COLONY CORP COMMON
COM STK NPV STOCK 513847103 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 02081G102 80,081.48 80 46,559 SH Sole 28, 33 46,559
ALTRA HOLDINGS INC COM STK COMMON
USD0.001 STOCK 02208R106 573,919.57 574 30,479 SH Sole 8, 28 30,479
ALTRIA GROUP INC COM STK USD0.333 COMMON
STOCK 02209S103 24,960,467.05 24,960 841,837 SH Sole 28 841,837
AMCOL INTERNATIONAL CORP COM COMMON
STK USD0.01 STOCK 02341W103 538,047.15 538 20,039 SH Sole 28 20,039
AMERICAN CAPITAL LTD COM STK COMMON
USD0.01 STOCK 02503Y103 752,885.10 753 111,870 SH Sole 8, 33 111,870
AMERICAN CAPITAL MTG INV CORP COMMON
USD0.01 STOCK 02504A104 125,435.30 125 6,665 SH Sole 28 6,665
AMERICAN PUBLIC EDUCATION INC COMMON
COM STK USD0.01 STOCK 02913V103 635,263.84 635 14,678 SH Sole 28 14,678
AMERICAN RAILCAR INDUSTRIES COM COMMON
STK USD0.01 STOCK 02916P103 1,372,433.36 1,372 57,352 SH Sole 28, 30, 33 57,352
AMERICA'S CAR MART INC COM STK COMMON
USD0.01 STOCK 03062T105 334,636.38 335 8,541 SH Sole 28, 33 8,541
AMERIGON INC CLASS'A'COM NPV COMMON
STOCK 03070L300 259,959.80 260 18,230 SH Sole 28 18,230
AMERISTAR 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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