13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2011 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: CalPERS Address: 400 Q St. Sacramento, CA 95811 Form 13F File Number: 028-04896 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 is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Matthew Flynn Title: Div Chief Investment Operation Phone: 916-795-3400 Signature, Place, and Date of Signing: /s/ --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,169 Form 13F Information Table Value Total: $ 43,007,593 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HECKMANN CORP COMMON STOCK USD.001 422680108 -227 -37500 SH SOLE 0 -37500 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P### -## -#### SH SOLE 0 -9093 0 HARRIS + HARRIS GROUP INC COMMON STOCK USD.01 413833104 -15 -2880 SH SOLE 0 -2880 0 ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X### -## -#### SH SOLE 0 -6420 0 GLADSTONE CAPITAL CORP COMMON STOCK USD.001 376535100 -6 -678 SH SOLE 0 -678 0 PRO DEX INC COMMON STOCK NPV 74265M205 0 1 SH SOLE 0 1 0 GENERAL EMPLOYMENT ENTERPRIS COMMON STOCK NPV 369730106 0 100 SH SOLE 0 100 0 MAJESTIC CAPITAL LTD COMMON STOCK USD.01 G5760D111 0 3810 SH SOLE 0 3810 0 TRANSCONTINENTAL REALTY INV COMMON STOCK USD.01 893617209 0 100 SH SOLE 0 100 0 SUPERIOR BANCORP COMMON STOCK USD.001 86806M205 0 46325 SH SOLE 0 46325 0 BOOKS A MILLION INC COMMON STOCK USD.01 098570104 0 100 SH SOLE 0 100 0 ZOGENIX INC COMMON STOCK 98978L105 0 100 SH SOLE 0 100 0 INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01 45816D100 0 300 SH SOLE 0 300 0 PAB BANKSHARES INC COMMON STOCK NPV 69313P101 0 36009 SH SOLE 0 36009 0 NUPATHE INC COMMON STOCK 67059M100 1 100 SH SOLE 0 100 0 SOMERSET HILLS BANCORP COMMON STOCK NPV 834728107 1 100 SH SOLE 0 100 0 JEFFERSONVILLE BANCORP/N Y COMMON STOCK USD.5 47559A103 1 100 SH SOLE 0 100 0 NATIONAL SECURITY GROUP INC COMMON STOCK USD1. 637546102 1 100 SH SOLE 0 100 0 PINNACLE DATA SYSTEMS INC COMMON STOCK NPV 723454104 1 900 SH SOLE 0 900 0 XENITH BANKSHARES INC COMMON STOCK USD3.2 98410X105 1 300 SH SOLE 0 300 0 WIDEPOINT CORP COMMON STOCK USD.001 967590100 1 1500 SH SOLE 0 1500 0 ANACOR PHARMACEUTICALS INC COMMON STOCK USD.001 032420101 1 200 SH SOLE 0 200 0 STREAM GLOBAL SERVICES INC COMMON STOCK USD.001 86323M100 1 400 SH SOLE 0 400 0 GLOBAL PARTNERS LP LTD PART 37946R109 1 54 SH SOLE 0 54 0 AOXING PHARMACEUTICAL CO INC COMMON STOCK USD.001 03740A106 1 1100 SH SOLE 0 1100 0 CONVERTED ORGANICS INC COMMON STOCK USD.0001 21254S107 2 23400 SH SOLE 0 23400 0 GRAYMARK HEALTHCARE INC COMMON STOCK USD.0001 389465303 2 1225 SH SOLE 0 1225 0 AMBASSADORS INTERNATIONAL COMMON STOCK USD.01 023178205 2 22749 SH SOLE 0 22749 0 SENESCO TECHNOLOGIES INC COMMON STOCK USD.01 817208408 2 5900 SH SOLE 0 5900 0 ASTROTECH CORP COMMON STOCK NPV 046484101 2 1625 SH SOLE 0 1625 0 FIRST CAPITAL INC COMMON STOCK USD.01 31942S104 2 100 SH SOLE 0 100 0 AMERICAN DG ENERGY INC COMMON STOCK USD.001 025398108 2 1100 SH SOLE 0 1100 0 AURICO GOLD INC COMMON STOCK NPV 05155C105 2 170.25 SH SOLE 0 170.25 0 ROSETTA GENOMICS LTD COMMON STOCK M82183100 2 6500 SH SOLE 0 6500 0 ALANCO TECHNOLOGIES INC COMMON STOCK NPV 011612702 2 987 SH SOLE 0 987 0 OTELCO INC IDS UNIT USD.01 688823202 2 105 SH SOLE 0 105 0 CARVER BANCORP INC COMMON STOCK USD.01 146875109 2 2500 SH SOLE 0 2500 0 ENCORE ENERGY PARTNERS LP LTD PART 29257A106 2 94 SH SOLE 0 94 0 CYCLE COUNTRY ACCESSORIES CO COMMON STOCK USD.0001 232984104 2 5700 SH SOLE 0 5700 0 CONVIO INC COMMON STOCK 21257W105 2 200 SH SOLE 0 200 0 SPORT CHALET INC CLASS B COMMON STOCK USD.01 849163308 2 1025 SH SOLE 0 1025 0 REED S INC COMMON STOCK USD.0001 758338107 2 1100 SH SOLE 0 1100 0 AMERICAN REALTY INVESTORS IN COMMON STOCK USD.01 029174109 2 912 SH SOLE 0 912 0 COMMAND SECURITY CORPORATION COMMON STOCK USD.0001 20050L100 3 1500 SH SOLE 0 1500 0 THOMAS GROUP INC COMMON STOCK USD.01 884402207 3 8640 SH SOLE 0 8640 0 INTEGRA BANK CORPORATION COMMON STOCK USD1. 45814P105 3 53800 SH SOLE 0 53800 0 CAMBIUM LEARNING GROUP INC COMMON STOCK USD.001 13201A107 3 800 SH SOLE 0 800 0 BROOKLYN FEDERAL BANCORP INC COMMON STOCK USD.01 114039100 3 1804 SH SOLE 0 1804 0 TAYLOR DEVICES INC COMMON STOCK USD.025 877163105 3 500 SH SOLE 0 500 0 COLONY BANKCORP COMMON STOCK USD1. 19623P101 3 999 SH SOLE 0 999 0 BANK OF GRANITE CORP COMMON STOCK USD1. 062401104 3 3019 SH SOLE 0 3019 0 VITACOST.COM INC COMMON STOCK USD.00001 92847A200 3 51200 SH SOLE 0 51200 0 AEHR TEST SYSTEMS COMMON STOCK USD.01 00760J108 3 2300 SH SOLE 0 2300 0 CHINA AUTO LOGISTICS INC COMMON STOCK USD.001 16936J103 3 2700 SH SOLE 0 2700 0 TIDELANDS BANCSHARES INC COMMON STOCK USD.01 886374107 3 18100 SH SOLE 0 18100 0 ECB BANCORP INC COMMON STOCK USD3.5 268253101 3 300 SH SOLE 0 300 0 ZANETT INC COMMON STOCK USD.001 98906R208 3 4975 SH SOLE 0 4975 0 MARINA BIOTECH INC COMMON STOCK USD.006 56804Q102 4 18314 SH SOLE 0 18314 0 WINLAND ELECTRONICS INC COMMON STOCK USD.01 974241101 4 5800 SH SOLE 0 5800 0 WACCAMAW BANKSHARES INC COMMON STOCK NPV 929741106 4 4300 SH SOLE 0 4300 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- EVOLVING SYSTEMS INC COMMON STOCK USD.001 30049R209 4 537 SH SOLE 0 537 0 CHINA HGS REAL ESTATE INC COMMON STOCK 16948W100 4 1700 SH SOLE 0 1700 0 STEWARDSHIP FINANCIAL CORP COMMON STOCK NPV 860326107 4 800 SH SOLE 0 800 0 GUIDANCE SOFTWARE INC COMMON STOCK USD.001 401692108 4 500 SH SOLE 0 500 0 OMEROS CORP COMMON STOCK USD.01 682143102 4 1000 SH SOLE 0 1000 0 RETRACTABLE TECHNOLOGIES INC COMMON STOCK NPV 76129W105 4 2700 SH SOLE 0 2700 0 LINKTONE LTD ADR ADR 535925101 4 4800 SH SOLE 0 4800 0 AMERICAN DEFENSE SYSTEMS INC COMMON STOCK USD.001 025351107 4 54722 SH SOLE 0 54722 0 BNC BANCORP COMMON STOCK NPV 05566T101 4 600 SH SOLE 0 600 0 GLOBAL TECH ADVANCED INNOVAT COMMON STOCK USD.01 G39320117 4 1100 SH SOLE 0 1100 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 4 300 SH SOLE 0 300 0 TEAMSTAFF INC COMMON STOCK USD.001 87815U303 4 4275 SH SOLE 0 4275 0 FIRST CAPITAL BANCORP INC COMMON STOCK USD4. 319438107 5 1100 SH SOLE 0 1100 0 FLEXIBLE SOLUTIONS INTL INC COMMON STOCK USD.001 33938T104 5 1700 SH SOLE 0 1700 0 TECHTARGET COMMON STOCK USD.001 87874R100 5 619 SH SOLE 0 619 0 GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 5 271 SH SOLE 0 271 0 BRIDGELINE DIGITAL INC COMMON STOCK USD.001 10807Q205 5 5300 SH SOLE 0 5300 0 THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 5 400 SH SOLE 0 400 0 NEWLEAD HOLDINGS LTD COMMON STOCK USD.01 G64626115 5 2516 SH SOLE 0 2516 0 FAUQUIER BANKSHARES INC COMMON STOCK USD3.13 312059108 5 400 SH SOLE 0 400 0 ALIMERA SCIENCES INC COMMON STOCK USD.01 016259103 5 600 SH SOLE 0 600 0 WIRELESS RONIN TECHNOLOGIES COMMON STOCK USD.01 97652A203 5 4300 SH SOLE 0 4300 0 KEYW HOLDING CORP/THE COMMON STOCK 493723100 5 400 SH SOLE 0 400 0 SULPHCO INC COMMON STOCK USD.001 865378103 5 211828 SH SOLE 0 211828 0 JINGWEI INTERNATIONAL LTD COMMON STOCK 47759G108 5 3300 SH SOLE 0 3300 0 SAGENT PHARMACEUTICALS INC COMMON STOCK 786692103 5 200 SH SOLE 0 200 0 SMF ENERGY CORP COMMON STOCK USD.01 78453M208 5 3932 SH SOLE 0 3932 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 5 547 SH SOLE 0 547 0 COMMONWEALTH BANKSHARES INC COMMON STOCK USD2.066 202736104 5 13692 SH SOLE 0 13692 0 BANCORP OF NEW JERSEY INC COMMON STOCK 059915108 5 600 SH SOLE 0 600 0 MAKEMUSIC INC COMMON STOCK USD.01 56086P202 5 1100 SH SOLE 0 1100 0 CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1. 210226106 5 192 SH SOLE 0 192 0 INDEPENDENT BANK CORP MICH COMMON STOCK USD1. 453838609 6 2745 SH SOLE 0 2745 0 PLUMAS BANCORP COMMON STOCK NPV 729273102 6 2315 SH SOLE 0 2315 0 CHINA INFRASTRUCTURE INVESTM COMMON STOCK USD.001 16944H107 6 18100 SH SOLE 0 18100 0 CHINA SHENGDA PACKAGING GROU COMMON STOCK USD.001 16950V107 6 4200 SH SOLE 0 4200 0 TEARLAB CORP COMMON STOCK USD.001 878193101 6 3200 SH SOLE 0 3200 0 PRIVATE MEDIA GROUP INC COMMON STOCK USD.001 74266R302 6 9400 SH SOLE 0 9400 0 CENTRAL FEDERAL CORP COMMON STOCK USD.01 15346Q103 6 7300 SH SOLE 0 7300 0 MEDLEY CAPITAL CORP COMMON STOCK 58503F106 6 500 SH SOLE 0 500 0 WESTERN LIBERTY BANCORP COMMON STOCK 961443108 6 1900 SH SOLE 0 1900 0 GRAVITY CO LTD SPONSORED ADR ADR KRW500. 38911N107 6 3900 SH SOLE 0 3900 0 SHENGDATECH INC COMMON STOCK USD.00001 823213103 6 13500 SH SOLE 0 13500 0 MERRIMAN HOLDINGS INC COMMON STOCK USD.0001 590419107 6 2385 SH SOLE 0 2385 0 SMARTPROS LTD COMMON STOCK USD.0001 83171G103 6 2700 SH SOLE 0 2700 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 6 800 SH SOLE 0 800 0 INTERCLICK INC COMMON STOCK USD.001 458483203 6 800 SH SOLE 0 800 0 DYNATRONICS CORP COMMON STOCK NPV 268157104 6 4300 SH SOLE 0 4300 0 PYRAMID OIL CO COMMON STOCK NPV 747215101 6 1376 SH SOLE 0 1376 0 TMS INTERNATIONAL CORP A COMMON STOCK USD.001 87261Q103 7 500 SH SOLE 0 500 0 TF FINANCIAL CORP COMMON STOCK USD.1 872391107 7 300 SH SOLE 0 300 0 MEDIAMIND TECHOLOGIES INC COMMON STOCK USD.001 58449C100 7 300 SH SOLE 0 300 0 WALKER + DUNLOP INC COMMON STOCK 93148P102 7 500 SH SOLE 0 500 0 MIDWAY GOLD CORP COMMON STOCK NPV 598153104 7 3400 SH SOLE 0 3400 0 OHIO LEGACY CORP COMMON STOCK NPV 677399107 7 4700 SH SOLE 0 4700 0 HAVERTY FURNITURE COS CL A COMMON STOCK USD1. 419596200 7 600 SH SOLE 0 600 0 TERRENO REALTY CORP REIT USD.01 88146M101 7 400 SH SOLE 0 400 0 GEOMET INC COMMON STOCK USD.001 37250U201 7 5800 SH SOLE 0 5800 0 GAMETECH INTERNATIONAL INC COMMON STOCK USD.001 36466D102 7 31164 SH SOLE 0 31164 0 SUBAYE INC COMMON STOCK USD.001 86428D104 7 13000 SH SOLE 0 13000 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TERRA NITROGEN COMPANY LP LTD PART NPV 881005201 7 51 SH SOLE 0 51 0 UR ENERGY INC COMMON STOCK 91688R108 7 4400 SH SOLE 0 4400 0 RESPONSYS INC COMMON STOCK USD.0001 761248103 7 400 SH SOLE 0 400 0 NTS REALTY HOLDINGS LP LTD PART 629422106 7 2200 SH SOLE 0 2200 0 SOLAR SENIOR CAPITAL LTD COMMON STOCK USD.01 83416M105 7 400 SH SOLE 0 400 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 7 600 SH SOLE 0 600 0 FRANKLIN FINANCIAL CORP/VA COMMON STOCK 35353C102 7 600 SH SOLE 0 600 0 THL CREDIT INC COMMON STOCK 872438106 7 562 SH SOLE 0 562 0 STAG INDUSTRIAL INC REIT USD.01 85254J102 7 600 SH SOLE 0 600 0 ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 8 500 SH SOLE 0 500 0 GENERAL FINANCE CORP COMMON STOCK USD.0001 369822101 8 2600 SH SOLE 0 2600 0 NGP CAPITAL RESOURCES CO COMMON STOCK USD.001 62912R107 8 951 SH SOLE 0 951 0 UNION BANKSHARES INC /VT COMMON STOCK USD2. 905400107 8 400 SH SOLE 0 400 0 TRIO TECH INTERNATIONAL COMMON STOCK NPV 896712205 8 2400 SH SOLE 0 2400 0 PERMIAN BASIN ROYALTY TRUST ROYALTY TRST NPV 714236106 8 369 SH SOLE 0 369 0 GLADSTONE INVESTMENT CORP COMMON STOCK USD.001 376546107 8 1120 SH SOLE 0 1120 0 LIMONEIRA CO COMMON STOCK USD.01 532746104 8 358 SH SOLE 0 358 0 CHINA NORTH EAST PETROLEUM COMMON STOCK USD.001 16941G102 8 2500 SH SOLE 0 2500 0 IMPERIAL HOLDINGS INC COMMON STOCK USD.01 452834104 8 800 SH SOLE 0 800 0 BLUEFLY INC COMMON STOCK USD.01 096227301 8 2919 SH SOLE 0 2919 0 OXIGENE INC COMMON STOCK USD.01 691828305 8 3299 SH SOLE 0 3299 0 FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 8 900 SH SOLE 0 900 0 PRESSURE BIOSCIENCES INC COMMON STOCK USD.01 74112E109 8 8200 SH SOLE 0 8200 0 MISONIX INC COMMON STOCK USD.01 604871103 9 3500 SH SOLE 0 3500 0 TOFUTTI BRANDS INC COMMON STOCK USD.01 88906B105 9 3700 SH SOLE 0 3700 0 FOX CHASE BANCORP INC COMMON STOCK USD.01 35137T108 9 635 SH SOLE 0 635 0 HF FINANCIAL CORP COMMON STOCK USD.01 404172108 9 801 SH SOLE 0 801 0 CHINA ELECTRIC MOTOR INC COMMON STOCK NPV 16890A205 9 22000 SH SOLE 0 22000 0 SERVICESOURCE INTERNATIONAL COMMON STOCK 81763U100 9 400 SH SOLE 0 400 0 EXCEL TRUST INC REIT USD.01 30068C109 9 830 SH SOLE 0 830 0 SOLAZYME INC COMMON STOCK 83415T101 9 400 SH SOLE 0 400 0 IFM INVESTMENTS LTD ADS ADR 45172L100 9 6300 SH SOLE 0 6300 0 SUN HEALTHCARE GROUP INC COMMON STOCK 86677E100 9 1160 SH SOLE 0 1160 0 GRANITE CITY FOOD + BREWERY COMMON STOCK USD.01 38724Q404 9 2883 SH SOLE 0 2883 0 LIGHTPATH TECHNOLOGIES INC A COMMON STOCK USD.01 532257805 9 6123 SH SOLE 0 6123 0 MULTIBAND CORP COMMON STOCK NPV 62544X209 9 2900 SH SOLE 0 2900 0 BIO RAD LABORATORIES CL B COMMON STOCK USD.0001 090572108 9 79 SH SOLE 0 79 0 EPICEPT CORP COMMON STOCK USD.0001 294264304 9 17833 SH SOLE 0 17833 0 RURBAN FINANCIAL CORP COMMON STOCK NPV 78176P108 9 3100 SH SOLE 0 3100 0 AP PHARMA INC COMMON STOCK USD.01 00202J203 9 39475 SH SOLE 0 39475 0 TRI TECH HOLDING INC COMMON STOCK USD.01 G9103F106 10 1200 SH SOLE 0 1200 0 ISORAY INC COMMON STOCK USD.001 46489V104 10 10500 SH SOLE 0 10500 0 ORRSTOWN FINL SERVICES INC COMMON STOCK NPV 687380105 10 373 SH SOLE 0 373 0 CAPITAL SOUTHWEST CORP COMMON STOCK USD1. 140501107 10 107 SH SOLE 0 107 0 CHINA NATURAL RESOURCES INC COMMON STOCK USD.001 G2110U109 10 1033 SH SOLE 0 1033 0 MERCANTILE BANCORP QUINCY COMMON STOCK USD.4167 58734P105 10 12200 SH SOLE 0 12200 0 NILE THERAPEUTICS INC COMMON STOCK USD.001 654145101 10 12900 SH SOLE 0 12900 0 URSTADT BIDDLE PROPERTIES REIT USD.01 917286106 10 600 SH SOLE 0 600 0 ENZO BIOCHEM INC COMMON STOCK USD.01 294100102 10 2390 SH SOLE 0 2390 0 RXI PHARMACEUTICALS CORP COMMON STOCK USD.0001 74978T109 10 10457 SH SOLE 0 10457 0 TERRITORIAL BANCORP INC COMMON STOCK 88145X108 10 500 SH SOLE 0 500 0 VISHAY PRECISION GROUP COMMON STOCK 92835K103 10 614 SH SOLE 0 614 0 CHINA BAK BATTERY INC COMMON STOCK USD.001 16936Y100 11 10600 SH SOLE 0 10600 0 DRI CORP COMMON STOCK USD.1 23330F109 11 15157 SH SOLE 0 15157 0 TORNIER NV COMMON STOCK N87237108 11 400 SH SOLE 0 400 0 SPHERIX INC COMMON STOCK USD.005 84842R205 11 4750 SH SOLE 0 4750 0 P + F INDUSTRIES CL A COMMON STOCK USD1. 692830508 11 2500 SH SOLE 0 2500 0 MONARCH COMMUNITY BANCORP COMMON STOCK USD.01 609045109 11 9854 SH SOLE 0 9854 0 CHINA NUOKANG BIO PH SP ADR ADR 16949B113 11 2500 SH SOLE 0 2500 0 ONSTREAM MEDIA CORP COMMON STOCK USD.0001 682875208 11 11200 SH SOLE 0 11200 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- DARA BIOSCIENCES INC COMMON STOCK USD.01 23703P205 11 4233 SH SOLE 0 4233 0 REPROS THERAPEUTICS INC COMMON STOCK USD.001 76028H209 11 2100 SH SOLE 0 2100 0 TRIANGLE CAPITAL CORP COMMON STOCK USD.001 895848109 11 610 SH SOLE 0 610 0 AMERESCO INC CL A COMMON STOCK USD.0001 02361E108 11 800 SH SOLE 0 800 0 POINT.360 COMMON STOCK USD1. 730507100 11 19400 SH SOLE 0 19400 0 1ST CONSTITUTION BANCORP COMMON STOCK NPV 31986N102 11 1470 SH SOLE 0 1470 0 WORLD HEART CORP COMMON STOCK NPV 980905400 12 11700 SH SOLE 0 11700 0 FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 12 1500 SH SOLE 0 1500 0 OMEGA NAVIGATION ENT CLASS A COMMON STOCK USD.01 Y6476R105 12 27200 SH SOLE 0 27200 0 ENVESTNET INC COMMON STOCK 29404K106 12 800 SH SOLE 0 800 0 CENTRAL VALLEY COMM BANCORP COMMON STOCK NPV 155685100 12 1900 SH SOLE 0 1900 0 ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 13 3890 SH SOLE 0 3890 0 TICC CAPITAL CORP COMMON STOCK USD.01 87244T109 13 1325 SH SOLE 0 1325 0 NEUROGESX INC COMMON STOCK USD.001 641252101 13 7318 SH SOLE 0 7318 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 13 799 SH SOLE 0 799 0 GEOPETRO RESOURCES CO COMMON STOCK NPV 37248H304 13 31500 SH SOLE 0 31500 0 PHI INC VOTING COMMON STOCK USD.1 69336T106 13 600 SH SOLE 0 600 0 FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 13 1082 SH SOLE 0 1082 0 CORESITE REALTY CORP REIT USD.01 21870Q105 13 800 SH SOLE 0 800 0 KENNEDY WILSON HOLDINGS INC COMMON STOCK 489398107 13 1072 SH SOLE 0 1072 0 GSI GROUP INC COMMON STOCK NPV 36191C205 13 1100 SH SOLE 0 1100 0 MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 13 707 SH SOLE 0 707 0 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 14 1200 SH SOLE 0 1200 0 UNIVERSAL SECURITY INSTRUMNT COMMON STOCK USD.01 913821302 14 1966 SH SOLE 0 1966 0 CENTRUE FINANCIAL CORP COMMON STOCK USD1. 15643B106 14 22710 SH SOLE 0 22710 0 SCIQUEST INC COMMON STOCK USD.001 80908T101 14 800 SH SOLE 0 800 0 XATA CORP COMMON STOCK USD.01 983882309 14 7200 SH SOLE 0 7200 0 CLEARONE COMMUNICATIONS INC COMMON STOCK USD.001 185060100 14 2100 SH SOLE 0 2100 0 LIGAND PHARMACEUTICALS CL B COMMON STOCK USD.001 53220K504 14 1165 SH SOLE 0 1165 0 ROYAL BANCSHARES OF PENN A COMMON STOCK USD2. 780081105 14 9043 SH SOLE 0 9043 0 MOD PAC CORP COMMON STOCK USD.01 607495108 14 2375 SH SOLE 0 2375 0 SUN BANCORP INC NJ COMMON STOCK USD1. 86663B102 14 3865 SH SOLE 0 3865 0 WILLAMETTE VALLEY VINEYARDS COMMON STOCK NPV 969136100 14 4600 SH SOLE 0 4600 0 AVALON HOLDINGS CORP A COMMON STOCK USD.01 05343P109 14 5200 SH SOLE 0 5200 0 MHI HOSPITALITY CORP REIT USD.01 55302L102 14 5000 SH SOLE 0 5000 0 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 218683100 15 1645 SH SOLE 0 1645 0 CHARTER FINANCIAL CORP COMMON STOCK USD.01 16122M100 15 1495 SH SOLE 0 1495 0 HERITAGE OAKS BANCORP COMMON STOCK NPV 42724R107 15 3897 SH SOLE 0 3897 0 SEMILEDS CORP/TW COMMON STOCK 816645105 15 2300 SH SOLE 0 2300 0 EVANS BANCORP INC COMMON STOCK USD.5 29911Q208 15 1100 SH SOLE 0 1100 0 SEARCHMEDIA HOLDINGS LTD COMMON STOCK G8005Y106 15 8000 SH SOLE 0 8000 0 COMMUNITY PARTNERS BANCORP COMMON STOCK NPV 204018105 15 3152 SH SOLE 0 3152 0 MVC CAPITAL INC COMMON STOCK USD.01 553829102 15 1151 SH SOLE 0 1151 0 TANDY LEATHER FACTORY INC COMMON STOCK USD.0024 87538X105 15 3000 SH SOLE 0 3000 0 UNILIFE CORP COMMON STOCK USD.01 90478E103 16 3000 SH SOLE 0 3000 0 LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 16 1960 SH SOLE 0 1960 0 PITTSBURGH + W VA RAILROAD REIT USD.0000.1 724819107 16 1300 SH SOLE 0 1300 0 SOUNDBITE COMMUNICATIONS INC COMMON STOCK USD.001 836091108 16 6500 SH SOLE 0 6500 0 FNB UNITED CORP COMMON STOCK USD2.5 302519103 16 37415 SH SOLE 0 37415 0 WSP HOLDINGS LTD ADR ADR 92934F104 16 17900 SH SOLE 0 17900 0 ELECTRO SENSORS INC COMMON STOCK USD.1 285233102 16 3550 SH SOLE 0 3550 0 FARMER BROS CO COMMON STOCK USD1. 307675108 16 1618 SH SOLE 0 1618 0 BONA FILM GROUP LTD SPON ADR ADR 09777B107 17 4500 SH SOLE 0 4500 0 JAGUAR MINING INC COMMON STOCK NPV 47009M103 17 3500 SH SOLE 0 3500 0 LECG CORP COMMON STOCK USD.001 523234102 17 558500 SH SOLE 0 558500 0 MEDQUIST HOLDINGS INC COMMON STOCK 58506K102 17 1300 SH SOLE 0 1300 0 BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 17 4000 SH SOLE 0 4000 0 CAPSTONE THERAPEUTICS CORP COMMON STOCK USD.0005 14068E109 17 67500 SH SOLE 0 67500 0 DYNACQ HEALTHCARE INC COMMON STOCK USD.001 26779V105 17 8800 SH SOLE 0 8800 0 TUCOWS INC WHEN DISTRIBUTED COMMON STOCK NPV 898697107 17 22800 SH SOLE 0 22800 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TRI VALLEY CORP COMMON STOCK USD.001 895735108 17 29040 SH SOLE 0 29040 0 CHATHAM LODGING TRUST REIT 16208T102 18 1100 SH SOLE 0 1100 0 SOCKET MOBILE INC COMMON STOCK USD.001 83368E200 18 8320 SH SOLE 0 8320 0 EDIETS.COM INC COMMON STOCK USD.001 280597204 18 11144 SH SOLE 0 11144 0 GEROVA FINANCIAL GROUP LTD COMMON STOCK USD.0001 G38490200 18 44875 SH SOLE 0 44875 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 18 1713 SH SOLE 0 1713 0 MDC PARTNERS INC CL A COMMON STOCK NPV 552697104 18 1000 SH SOLE 0 1000 0 STANDARD FINANCIAL CORP COMMON STOCK 853393106 18 1200 SH SOLE 0 1200 0 FIRST CLOVER LEAF FINANCIAL COMMON STOCK USD.1 31969M105 19 2700 SH SOLE 0 2700 0 AGRIA CORP ADR ADR USD.0000.1 00850H103 19 18900 SH SOLE 0 18900 0 IGI LABORATORIES INC COMMON STOCK USD.01 449575109 19 17000 SH SOLE 0 17000 0 RLJ LODGING TRUST REIT 74965L101 188104 10829281 SH SOLE 0 10829281 0 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 19 1000 SH SOLE 0 1000 0 CAS MEDICAL SYSTEMS INC COMMON STOCK USD.004 124769209 19 6600 SH SOLE 0 6600 0 TEJON RANCH CO COMMON STOCK USD.5 879080109 19 565 SH SOLE 0 565 0 FOREST CITY ENTERPRISES CL B COMMON STOCK USD.333 345550305 20 1051 SH SOLE 0 1051 0 CYBEX INTERNATIONAL INC COMMON STOCK USD.1 23252E106 20 27250 SH SOLE 0 27250 0 CLEAN DIESEL TECHNOLOGIES COMMON STOCK USD.05 18449C401 20 4133 SH SOLE 0 4133 0 CATALYST PHARMACEUTICAL PART COMMON STOCK USD.001 14888U101 20 10500 SH SOLE 0 10500 0 NORTHERN STATES FINL CORP COMMON STOCK USD.4 665751103 20 17765 SH SOLE 0 17765 0 ESCALON MEDICAL CORP COMMON STOCK USD.001 296074305 20 17000 SH SOLE 0 17000 0 ARCA BIOPHARMA INC COMMON STOCK USD.001 00211Y100 20 12475 SH SOLE 0 12475 0 STAR SCIENTIFIC INC COMMON STOCK USD.0001 85517P101 20 4470 SH SOLE 0 4470 0 COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 20 1200 SH SOLE 0 1200 0 AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 21 2900 SH SOLE 0 2900 0 CHINA RITAR POWER CORP COMMON STOCK USD.001 169423100 21 44800 SH SOLE 0 44800 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 21 700 SH SOLE 0 700 0 BANK OF THE CAROLINAS(NC) COMMON STOCK USD5. 06425J102 21 22565 SH SOLE 0 22565 0 CHROMCRAFT REVINGTON INC COMMON STOCK USD.01 171117104 21 13900 SH SOLE 0 13900 0 MAUI LAND + PINEAPPLE CO COMMON STOCK NPV 577345101 21 4200 SH SOLE 0 4200 0 DIGITAL POWER CORP COMMON STOCK NPV 253862106 21 13600 SH SOLE 0 13600 0 STATE BANK FINANCIAL CORP COMMON STOCK 856190103 21 1300 SH SOLE 0 1300 0 TOR MINERALS INTERNATIONAL COMMON STOCK USD.25 890878309 22 1220 SH SOLE 0 1220 0 PENNANTPARK INVESTMENT CORP COMMON STOCK USD.001 708062104 22 1929 SH SOLE 0 1929 0 CRAWFORD + COMPANY CL A COMMON STOCK USD1. 224633206 22 4300 SH SOLE 0 4300 0 KANDI TECHNOLOGIES CORP COMMON STOCK USD.001 483709101 22 12200 SH SOLE 0 12200 0 PRINCETON REVIEW INC COMMON STOCK USD.01 742352107 22 97120 SH SOLE 0 97120 0 NEW ENERGY SYSTEMS GROUP COMMON STOCK USD.001 643847106 22 9800 SH SOLE 0 9800 0 INTERPHASE CORP COMMON STOCK USD.1 460593106 22 4263 SH SOLE 0 4263 0 BRT REALTY TRUST REIT USD3.0 055645303 22 3500 SH SOLE 0 3500 0 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 22 1118 SH SOLE 0 1118 0 CUBIC ENERGY INC COMMON STOCK USD.05 229675103 22 31300 SH SOLE 0 31300 0 OCEAN POWER TECHNOLOGIES INC COMMON STOCK USD.001 674870308 22 6200 SH SOLE 0 6200 0 ZST DIGITAL NETWORKS INC COMMON STOCK USD.0001 98878T208 22 8900 SH SOLE 0 8900 0 PONIARD PHARMACEUTICALS INC COMMON STOCK USD.02 732449301 23 96320 SH SOLE 0 96320 0 INSTITUTIONAL FINANCIAL MARK COMMON STOCK USD.001 45779L107 23 6700 SH SOLE 0 6700 0 GERON CORP COMMON STOCK USD.001 374163103 23 5647 SH SOLE 0 5647 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 23 10400 SH SOLE 0 10400 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 23 5636 SH SOLE 0 5636 0 AMERICAN ELECTRIC TECHNOLOGI COMMON STOCK USD.001 025576109 23 6700 SH SOLE 0 6700 0 BALDWIN + LYONS INC CL A COMMON STOCK NPV 057755100 23 900 SH SOLE 0 900 0 FIRST FINANCIAL SERVICE CORP COMMON STOCK USD1. 32022D108 23 6981 SH SOLE 0 6981 0 MONARCH FINANCIAL HOLDINGS COMMON STOCK USD5. 60907Q100 24 3000 SH SOLE 0 3000 0 PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 24 1442 SH SOLE 0 1442 0 WVS FINANCIAL CORP COMMON STOCK USD.01 929358109 24 2594 SH SOLE 0 2594 0 HIGHPOWER INTERNATIONAL INC COMMON STOCK USD.001 43113X101 24 12300 SH SOLE 0 12300 0 NOVABAY PHARMACEUTICALS INC COMMON STOCK USD.01 66987P102 24 22500 SH SOLE 0 22500 0 CHINA PHARMA HOLDINGS INC COMMON STOCK USD.001 16941T104 25 11000 SH SOLE 0 11000 0 TSR INC COMMON STOCK USD.01 872885207 25 5250 SH SOLE 0 5250 0 EDAP TMS SA ADR ADR FRF.8 268311107 25 7600 SH SOLE 0 7600 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- PAIN THERAPEUTICS INC COMMON STOCK USD.001 69562K100 25 6468 SH SOLE 0 6468 0 ANADIGICS INC COMMON STOCK USD.01 032515108 25 7850 SH SOLE 0 7850 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 26 2313 SH SOLE 0 2313 0 KU6 MEDIA CO LTD SPN ADR ADR USD.00005 48274B103 26 8100 SH SOLE 0 8100 0 CONSTELLATION BRANDS INC B COMMON STOCK USD.01 21036P207 26 1241 SH SOLE 0 1241 0 NEXXUS LIGHTING INC COMMON STOCK USD.001 65338E105 27 9000 SH SOLE 0 9000 0 VALPEY FISHER CORP COMMON STOCK USD.05 920344108 27 9700 SH SOLE 0 9700 0 CASCADE FINANCIAL CORP COMMON STOCK USD.01 147272108 27 60099 SH SOLE 0 60099 0 AMERICAN LORAIN CORP COMMON STOCK USD.001 027297100 27 18000 SH SOLE 0 18000 0 NOAH EDUCATION HOLDINGS ADR ADR USD.00005 65487R303 27 13000 SH SOLE 0 13000 0 RUSH ENTERPRISES INC CL B COMMON STOCK USD.01 781846308 27 1700 SH SOLE 0 1700 0 APPLIANCE RECYCLING CTRS AMR COMMON STOCK NPV 03814F205 28 5993 SH SOLE 0 5993 0 POKERTEK INC COMMON STOCK NPV 730864204 28 19680 SH SOLE 0 19680 0 SUPERTEL HOSPITALITY INC REIT USD.01 868526104 28 30300 SH SOLE 0 30300 0 VALUE LINE INC COMMON STOCK USD.1 920437100 28 2088 SH SOLE 0 2088 0 FREDERICK S OF HOLLYWOOD GRO COMMON STOCK USD1. 35582T108 28 40300 SH SOLE 0 40300 0 ECOTALITY INC COMMON STOCK 27922Y202 28 10500 SH SOLE 0 10500 0 EASTERN VIRGINIA BANKSHARES COMMON STOCK USD2. 277196101 28 8463 SH SOLE 0 8463 0 FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 338517105 28 3800 SH SOLE 0 3800 0 DREAMS INC COMMON STOCK NPV 261983209 29 11100 SH SOLE 0 11100 0 AMPAL AMERICAN ISRAEL CORP A COMMON STOCK USD1. 032015109 29 30780 SH SOLE 0 30780 0 TRANS WORLD ENTERTAINMENT CP COMMON STOCK USD.01 89336Q100 29 14193 SH SOLE 0 14193 0 ART S WAY MANUFACTURING CO COMMON STOCK USD.01 043168103 29 3219 SH SOLE 0 3219 0 UMH PROPERTIES INC REIT USD.1 903002103 29 2745 SH SOLE 0 2745 0 SAFE BULKERS INC COMMON STOCK USD.001 Y7388L103 30 3900 SH SOLE 0 3900 0 COVER ALL TECHNOLOGIES INC COMMON STOCK USD.01 222892101 30 12000 SH SOLE 0 12000 0 TREE.COM INC COMMON STOCK USD.01 894675107 30 5846 SH SOLE 0 5846 0 TANDY BRANDS ACCESSORIES INC COMMON STOCK USD1. 875378101 30 15287 SH SOLE 0 15287 0 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 30 3226 SH SOLE 0 3226 0 FULL HOUSE RESORTS INC COMMON STOCK USD.0001 359678109 30 9575 SH SOLE 0 9575 0 FIRST PLACE FINANCIAL /OHIO COMMON STOCK USD.01 33610T109 30 26515 SH SOLE 0 26515 0 DOVER DOWNS GAMING + ENTERTA COMMON STOCK USD.1 260095104 31 9537 SH SOLE 0 9537 0 BEACON POWER CORPORATION COMMON STOCK USD.01 073677205 31 25620 SH SOLE 0 25620 0 ARABIAN AMERICAN DEVELOPMENT COMMON STOCK USD.1 038465100 31 7600 SH SOLE 0 7600 0 TUFCO TECHNOLOGIES INC COMMON STOCK USD.01 899040109 31 7700 SH SOLE 0 7700 0 NORTH VALLEY BANCORP COMMON STOCK NPV 66304M204 31 3043 SH SOLE 0 3043 0 ENOVA SYSTEMS INC COMMON STOCK NPV 29355M200 32 37600 SH SOLE 0 37600 0 TOWER BANCORP INC COMMON STOCK NPV 891709107 32 1159 SH SOLE 0 1159 0 ADCARE HEALTH SYSTEMS INC COMMON STOCK 00650W300 32 5100 SH SOLE 0 5100 0 PERNIX THERAPEUTICS HOLDINGS COMMON STOCK USD.01 71426V108 32 3800 SH SOLE 0 3800 0 KEARNY FINANCIAL CORP COMMON STOCK USD.1 487169104 32 3554 SH SOLE 0 3554 0 CHEMSPEC INTL LTD ADR ADR 163868102 32 4500 SH SOLE 0 4500 0 FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 33 2810 SH SOLE 0 2810 0 TRANSCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 89354M106 33 2980 SH SOLE 0 2980 0 CALIFORNIA FIRST NATL BANCOR COMMON STOCK USD.01 130222102 33 2139 SH SOLE 0 2139 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 33 3654 SH SOLE 0 3654 0 ENTERTAINMENT GAMING ASIA IN COMMON STOCK USD.001 29383V107 33 122075 SH SOLE 0 122075 0 ATRINSIC INC COMMON STOCK USD.01 04964C208 33 10266 SH SOLE 0 10266 0 EON COMMUNICATIONS CORP COMMON STOCK USD.001 268763208 33 19555 SH SOLE 0 19555 0 CHINAEDU CORP ADR ADR USD.01 16945L107 34 5200 SH SOLE 0 5200 0 PLUG POWER INC COMMON STOCK USD.01 72919P202 34 15149 SH SOLE 0 15149 0 BLONDER TONGUE LABORATORIES COMMON STOCK USD.001 093698108 34 20400 SH SOLE 0 20400 0 AMERICAN RIVER BANKSHRS (CA) COMMON STOCK NPV 029326105 34 5547 SH SOLE 0 5547 0 WESTINGHOUSE SOLAR INC COMMON STOCK USD.001 96040V101 34 23500 SH SOLE 0 23500 0 BMB MUNAI INC COMMON STOCK USD.001 09656A105 35 34700 SH SOLE 0 34700 0 PRUDENTIAL BANCORP INC OF PA COMMON STOCK USD.01 744319104 35 6130 SH SOLE 0 6130 0 ZBB ENERGY CORP COMMON STOCK USD.01 98876R204 36 38700 SH SOLE 0 38700 0 HEARUSA INC COMMON STOCK USD.1 422360305 36 89300 SH SOLE 0 89300 0 ELMIRA SAVINGS BANK FSB COMMON STOCK USD1. 289660102 36 2102 SH SOLE 0 2102 0 FIRST SECURITY GROUP INC/TN COMMON STOCK USD.01 336312103 36 55412 SH SOLE 0 55412 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ANALYSTS INTERNATIONAL CORP COMMON STOCK USD.1 032681207 36 11188 SH SOLE 0 11188 0 MANNATECH INC COMMON STOCK USD.0001 563771104 36 37900 SH SOLE 0 37900 0 AIR LEASE CORP COMMON STOCK USD.01 00912X302 36 1500 SH SOLE 0 1500 0 JACKSON HEWITT TAX SERVICE COMMON STOCK USD.01 468202106 36 1042100 SH SOLE 0 1042100 0 CHINA SKY ONE MEDICAL INC COMMON STOCK USD.001 16941P102 37 16800 SH SOLE 0 16800 0 BOVIE MEDICAL CORP COMMON STOCK USD.001 10211F100 37 13900 SH SOLE 0 13900 0 CHARM COMMUNICATIONS INC GLOBAL DEPOSITORY 16112R101 37 3100 SH SOLE 0 3100 0 RECEIPT BEL FUSE INC CL A COMMON STOCK USD.1 077347201 37 1600 SH SOLE 0 1600 0 BANKUNITED INC COMMON STOCK USD.01 06652K103 37 1400 SH SOLE 0 1400 0 EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 281479105 37 6900 SH SOLE 0 6900 0 SPORT CHALET INC CLASS A COMMON STOCK USD.01 849163209 37 18375 SH SOLE 0 18375 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 38 6800 SH SOLE 0 6800 0 YUHE INTERNATIONAL INC COMMON STOCK USD.001 988432100 38 31200 SH SOLE 0 31200 0 VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 38 2128 SH SOLE 0 2128 0 DEARBORN BANCORP INC COMMON STOCK NPV 24242R108 38 32100 SH SOLE 0 32100 0 ISHARES RUSSELL 2000 GROWTH IN ISHARES RUSSELL 2000 464287648 38 400 SH SOLE 0 400 0 GROWTH GOLFSMITH INTERNATIONAL HOLD COMMON STOCK USD.001 38168Y103 38 10000 SH SOLE 0 10000 0 AEROCENTURY CORP COMMON STOCK USD.001 007737109 38 3000 SH SOLE 0 3000 0 OPEXA THERAPEUTICS INC COMMON STOCK USD.5 68372T103 38 24200 SH SOLE 0 24200 0 WHITE RIVER CAPITAL INC COMMON STOCK NPV 96445P105 39 2000 SH SOLE 0 2000 0 ALERE INC PREFERRED STOCK 3. 01449J204 39 138 SH SOLE 0 138 0 ASPENBIO PHARMA INC COMMON STOCK NPV 045346103 39 59265 SH SOLE 0 59265 0 OVERLAND STORAGE INC COMMON STOCK NPV 690310206 39 13866 SH SOLE 0 13866 0 CHEVIOT FINANCIAL CORP COMMON STOCK USD.01 166774109 39 4219 SH SOLE 0 4219 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 39 3956 SH SOLE 0 3956 0 RODMAN + RENSHAW CAPITAL GRP COMMON STOCK USD.001 77487R100 39 31300 SH SOLE 0 31300 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 39 1040 SH SOLE 0 1040 0 RPX CORP COMMON STOCK 74972G103 39 1400 SH SOLE 0 1400 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 39 3891 SH SOLE 0 3891 0 FRONTLINE LTD COMMON STOCK USD2.5 G3682E127 39 2678 SH SOLE 0 2678 0 PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2. 70336F104 39 19649 SH SOLE 0 19649 0 WSI INDUSTRIES INC COMMON STOCK USD.1 92932Q102 40 6500 SH SOLE 0 6500 0 CHINA TRANSINFO TECHNOLOGY COMMON STOCK USD.001 169453107 40 10700 SH SOLE 0 10700 0 CRYSTAL ROCK HOLDINGS INC COMMON STOCK USD.001 22940F103 40 53000 SH SOLE 0 53000 0 CANO PETROLEUM INC COMMON STOCK USD.0001 137801106 40 121150 SH SOLE 0 121150 0 SIGMATRON INTERNATIONAL INC COMMON STOCK USD.01 82661L101 40 8700 SH SOLE 0 8700 0 BEACON FEDERAL BANCORP INC COMMON STOCK NPV 073582108 40 2900 SH SOLE 0 2900 0 MEDICINOVA INC COMMON STOCK USD.001 58468P206 40 14900 SH SOLE 0 14900 0 COLONY FINANCIAL INC REIT USD.01 19624R106 40 2222 SH SOLE 0 2222 0 SOLITARIO EXPLORATION + ROY COMMON STOCK USD.01 8342EP107 40 14104 SH SOLE 0 14104 0 SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 40 2100 SH SOLE 0 2100 0 ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 41 1335 SH SOLE 0 1335 0 PEOPLES BANCORP OF NC COMMON STOCK NPV 710577107 41 6352 SH SOLE 0 6352 0 SINOHUB INC COMMON STOCK USD.001 82935L101 41 37600 SH SOLE 0 37600 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 41 725 SH SOLE 0 725 0 EVERGREEN SOLAR INC COMMON STOCK USD.01 30033R306 41 71702 SH SOLE 0 71702 0 AMERICAN SHARED HOSPITAL SER COMMON STOCK NPV 029595105 41 13000 SH SOLE 0 13000 0 PROPHASE LABS INC COMMON STOCK USD.0005 74345W108 41 46600 SH SOLE 0 46600 0 SOUTHCOAST FINANCIAL CORP COMMON STOCK NPV 84129R100 42 12849.1 SH SOLE 0 12849.1 0 RADIENT PHARMACEUTICALS CORP COMMON STOCK USD.001 750341109 42 212900 SH SOLE 0 212900 0 CHINANET ONLINE HOLDINGS INC COMMON STOCK USD.001 16949H102 42 28500 SH SOLE 0 28500 0 CTI INDUSTRIES CORP COMMON STOCK NPV 125961300 42 8000 SH SOLE 0 8000 0 CDC SOFTWARE CORP ADR ADR USD.001 12507Y108 42 8100 SH SOLE 0 8100 0 UNITED SECURITY BANCSHARES COMMON STOCK USD.01 911459105 42 8800 SH SOLE 0 8800 0 CYANOTECH CORP COMMON STOCK USD.005 232437301 42 11600 SH SOLE 0 11600 0 RF MONOLITHICS INC COMMON STOCK USD.001 74955F106 42 30900 SH SOLE 0 30900 0 ELECSYS CORP COMMON STOCK USD.01 28473M100 42 7200 SH SOLE 0 7200 0 COMMUNITY FINL CORP/VA COMMON STOCK USD.01 20365L100 43 10400 SH SOLE 0 10400 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- BIONOVO INC COMMON STOCK USD.001 090643206 43 56180 SH SOLE 0 56180 0 PMC COMMERCIAL TRUST REIT USD.01 693434102 43 5180 SH SOLE 0 5180 0 THE9 LTD ADR ADR USD.01 88337K104 43 7700 SH SOLE 0 7700 0 FIRST COMMUNITY CORP COMMON STOCK USD1. 319835104 43 6180 SH SOLE 0 6180 0 ACCELR8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 43 10703 SH SOLE 0 10703 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 43 2206 SH SOLE 0 2206 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 43 4027 SH SOLE 0 4027 0 TRAILER BRIDGE INC COMMON STOCK USD.01 892782103 43 24100 SH SOLE 0 24100 0 C + F FINANCIAL CORP COMMON STOCK USD1. 12466Q104 44 2050 SH SOLE 0 2050 0 DESWELL INDUSTRIES INC COMMON STOCK NPV 250639101 44 15100 SH SOLE 0 15100 0 FIRST ACCEPTANCE CORP COMMON STOCK USD.01 318457108 44 23700 SH SOLE 0 23700 0 NEUROMETRIX INC COMMON STOCK USD.0001 641255104 44 108700 SH SOLE 0 108700 0 ATLANTIC POWER CORP COMMON STOCK 04878Q863 44 2900 SH SOLE 0 2900 0 LUBY S INC COMMON STOCK USD.32 549282101 44 8000 SH SOLE 0 8000 0 LAKES ENTERTAINMENT INC COMMON STOCK USD.01 51206P109 45 20300 SH SOLE 0 20300 0 CHAMPION INDUSTRIES INC/WV COMMON STOCK USD1. 158520106 45 33843 SH SOLE 0 33843 0 RESPONSE GENETICS INC COMMON STOCK USD.01 76123U105 45 16400 SH SOLE 0 16400 0 ZOOM TECHNOLOGIES INC COMMON STOCK USD.01 98976E301 46 18500 SH SOLE 0 18500 0 INNOVARO INC COMMON STOCK USD.01 45777T102 46 21300 SH SOLE 0 21300 0 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 86606G101 46 14950 SH SOLE 0 14950 0 AMERISERV FINANCIAL INC COMMON STOCK USD.01 03074A102 46 24033 SH SOLE 0 24033 0 CHICAGO RIVET + MACHINE CO COMMON STOCK USD1. 168088102 47 2900 SH SOLE 0 2900 0 NIVS INTELLIMEDIA TECHNOLOGY COMMON STOCK USD.0001 62914U108 47 134700 SH SOLE 0 134700 0 WILLDAN GROUP INC COMMON STOCK USD.01 96924N100 47 12100 SH SOLE 0 12100 0 PENN MILLERS HOLDING CORP COMMON STOCK USD.01 707561106 47 2800 SH SOLE 0 2800 0 FOOD TECHNOLOGY SERVICE INC COMMON STOCK USD.01 344798202 47 9329 SH SOLE 0 9329 0 VIRTUALSCOPICS INC COMMON STOCK USD.001 928269109 47 25400 SH SOLE 0 25400 0 ALPHA PRO TECH LTD COMMON STOCK USD.01 020772109 48 40800 SH SOLE 0 40800 0 SUNLINK HEALTH SYSTEMS INC COMMON STOCK NPV 86737U102 48 25182 SH SOLE 0 25182 0 XENOPORT INC COMMON STOCK USD.001 98411C100 48 6720 SH SOLE 0 6720 0 ESSA BANCORP INC COMMON STOCK USD.01 29667D104 48 3858 SH SOLE 0 3858 0 MOVE INC COMMON STOCK USD.001 62458M108 48 21892 SH SOLE 0 21892 0 ADDVANTAGE TECHNOLOGIES GRP COMMON STOCK USD.01 006743306 48 18600 SH SOLE 0 18600 0 INTELLICHECK MOBILISA INC COMMON STOCK USD.001 45817G102 48 38600 SH SOLE 0 38600 0 SCHMITT INDUSTRIES INC COMMON STOCK NPV 806870200 48 14206 SH SOLE 0 14206 0 NEW ENGLAND REALTY ASSOC LP LTD PART NPV 644206104 49 700 SH SOLE 0 700 0 GUANWEI RECYCLING CORP COMMON STOCK USD.001 400685103 49 37300 SH SOLE 0 37300 0 CADIZ INC COMMON STOCK USD.01 127537207 49 4502 SH SOLE 0 4502 0 NORTHEAST BANCORP COMMON STOCK USD1. 663904209 49 3558 SH SOLE 0 3558 0 ACCRETIVE HEALTH INC COMMON STOCK USD.01 00438V103 49 1700 SH SOLE 0 1700 0 INVESTORS CAPITAL HOLDINGS COMMON STOCK USD.01 46147M108 49 7790 SH SOLE 0 7790 0 BIRNER DENTAL MGMT SERVICES COMMON STOCK NPV 091283200 49 2500 SH SOLE 0 2500 0 RF INDUSTRIES LTD COMMON STOCK USD.01 749552105 49 14100 SH SOLE 0 14100 0 UNITED COMMUNITY FINANCIAL COMMON STOCK NPV 909839102 49 38975 SH SOLE 0 38975 0 BERKSHIRE BANCORP INC COMMON STOCK USD.1 084597202 50 7345 SH SOLE 0 7345 0 FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 318687100 50 6700 SH SOLE 0 6700 0 AEROSONIC CORP COMMON STOCK USD.4 008015307 50 14590 SH SOLE 0 14590 0 SKYSTAR BIO PHARMACEUTICAL COMMON STOCK USD.001 830884300 50 15900 SH SOLE 0 15900 0 RUE21 INC COMMON STOCK USD.001 781295100 50 1551 SH SOLE 0 1551 0 ITERIS INC COMMON STOCK USD.1 46564T107 50 38800 SH SOLE 0 38800 0 ADEPT TECHNOLOGY INC COMMON STOCK NPV 006854202 50 12680 SH SOLE 0 12680 0 CHINA ARMCO METALS INC COMMON STOCK USD.001 16936C108 51 36600 SH SOLE 0 36600 0 ARCADIA RESOURCES INC COMMON STOCK USD.001 039209101 51 675521 SH SOLE 0 675521 0 GEOGLOBAL RESOURCES INC COMMON STOCK USD.001 37249T109 51 107800 SH SOLE 0 107800 0 CROWN MEDIA HOLDINGS CLASS A COMMON STOCK USD.01 228411104 51 26705 SH SOLE 0 26705 0 KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 491292108 51 5612 SH SOLE 0 5612 0 ALLIANCE BANKSHARES CORP COMMON STOCK USD4. 018535104 51 10490 SH SOLE 0 10490 0 EDGAR ONLINE INC COMMON STOCK USD.01 279765101 52 59915 SH SOLE 0 59915 0 NORWOOD FINANCIAL CORP COMMON STOCK USD.1 669549107 52 1980 SH SOLE 0 1980 0 AMERICAN CARESOURCE HOLDINGS COMMON STOCK USD.01 02505A103 52 37715 SH SOLE 0 37715 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ALTAIR NANOTECHNOLOGIES INC COMMON STOCK NPV 021373204 52 59937 SH SOLE 0 59937 0 PALATIN TECHNOLOGIES INC COMMON STOCK USD.01 696077403 52 40602 SH SOLE 0 40602 0 CARROLLTON BANCORP COMMON STOCK USD1. 145282109 52 14363 SH SOLE 0 14363 0 OHIO VALLEY BANC CORP COMMON STOCK USD1. 677719106 52 2982 SH SOLE 0 2982 0 NTN BUZZTIME INC COMMON STOCK USD.005 629410309 52 116100 SH SOLE 0 116100 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 52 5120 SH SOLE 0 5120 0 CHINA AGRITECH INC COMMON STOCK USD.001 16937A200 52 29879 SH SOLE 0 29879 0 PROLOR BIOTECH INC COMMON STOCK USD.00001 74344F106 52 10600 SH SOLE 0 10600 0 SHENGKAI INNOVATIONS INC COMMON STOCK USD.001 82321P104 52 39700 SH SOLE 0 39700 0 FORWARD INDUSTRIES INC COMMON STOCK USD.01 349862300 52 19705 SH SOLE 0 19705 0 DGSE COMPANIES INC COMMON STOCK USD.01 23323G106 53 7400 SH SOLE 0 7400 0 PURE BIOSCIENCE INC COMMON STOCK NPV 74621T100 53 72200 SH SOLE 0 72200 0 NOAH HOLDINGS LTD SPON ADS ADR 65487X102 53 4700 SH SOLE 0 4700 0 PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 53 25800 SH SOLE 0 25800 0 DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 53 996 SH SOLE 0 996 0 MEADE INSTRUMENTS CORP COMMON STOCK USD.01 583062203 54 10750 SH SOLE 0 10750 0 MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175 M51363113 54 1800 SH SOLE 0 1800 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 54 5853 SH SOLE 0 5853 0 TECHNICAL COMMUNICATIONS COMMON STOCK USD.1 878409101 54 6500 SH SOLE 0 6500 0 ADAMS GOLF INC COMMON STOCK USD.001 006228209 54 7237 SH SOLE 0 7237 0 PREMIERWEST BANCORP COMMON STOCK NPV 740921200 54 37444 SH SOLE 0 37444 0 GENTIUM SPA SPONSORED ADR ADR EUR1. 37250B104 54 5500 SH SOLE 0 5500 0 GOLD RESERVE INC COMMON STOCK NPV 38068N108 55 21600 SH SOLE 0 21600 0 ESSEX RENTAL CORP COMMON STOCK 297187106 55 8300 SH SOLE 0 8300 0 NATHAN S FAMOUS INC COMMON STOCK USD.01 632347100 55 2900 SH SOLE 0 2900 0 HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 55 5714 SH SOLE 0 5714 0 STREAMLINE HEALTH SOLUTIONS COMMON STOCK USD.01 86323X106 55 28600 SH SOLE 0 28600 0 GIGA TRONICS INC COMMON STOCK NPV 375175106 55 26700 SH SOLE 0 26700 0 MIDAS INC COMMON STOCK USD.001 595626102 55 8779 SH SOLE 0 8779 0 FIRST CITIZENS BANC CORP COMMON STOCK NPV 319459202 56 14700 SH SOLE 0 14700 0 CHINA JO JO DRUGSTORES INC COMMON STOCK USD.001 16949A206 56 29300 SH SOLE 0 29300 0 WIRELESS TELECOM GROUP INC COMMON STOCK USD.01 976524108 56 67592 SH SOLE 0 67592 0 L N B BANCORP INC COMMON STOCK USD1. 502100100 56 9867 SH SOLE 0 9867 0 BCSB BANCORP INC COMMON STOCK USD.01 055367106 57 4020 SH SOLE 0 4020 0 LIGHTBRIDGE CORP COMMON STOCK USD.001 53224K104 57 15900 SH SOLE 0 15900 0 CAGLE S INC CLASS A COMMON STOCK USD1. 127703106 57 14000 SH SOLE 0 14000 0 SINO CLEAN ENERGY INC COMMON STOCK USD.001 82936G200 57 47000 SH SOLE 0 47000 0 QUANTUM FUEL SYSTEMS TECHNOL COMMON STOCK USD.001 74765E208 57 16567 SH SOLE 0 16567 0 CHINA AUTOMOTIVE SYSTEMS INC COMMON STOCK USD.0001 16936R105 58 6674 SH SOLE 0 6674 0 COAST DISTRIBUTION SYSTEM/DE COMMON STOCK USD.001 190345108 58 19900 SH SOLE 0 19900 0 CELGENE CORP RTS W/I EXP 31DEC30 151020112 58 28280 SH SOLE 0 28280 0 AMERICAN MEDICAL ALERT CORP COMMON STOCK USD.01 027904101 58 10500 SH SOLE 0 10500 0 CHINA ADVANCED CONSTRUCTION COMMON STOCK USD.001 169365103 58 34600 SH SOLE 0 34600 0 PARK STERLING CORP COMMON STOCK USD.01 70086Y105 59 11800 SH SOLE 0 11800 0 HMN FINANCIAL INC COMMON STOCK USD.01 40424G108 59 23940 SH SOLE 0 23940 0 RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 766559603 59 6402 SH SOLE 0 6402 0 EMPIRE RESORTS INC COMMON STOCK USD.01 292052107 59 63400 SH SOLE 0 63400 0 PHOTOMEDEX INC COMMON STOCK USD.01 719358301 59 5012 SH SOLE 0 5012 0 AMERICAN BILTRITE INC COMMON STOCK USD.01 024591109 59 6100 SH SOLE 0 6100 0 ESCALADE INC COMMON STOCK NPV 296056104 59 9800 SH SOLE 0 9800 0 HEARTWARE INTERNATIONAL INC COMMON STOCK 422368100 59 800 SH SOLE 0 800 0 FIRSTBANK CORP/ALMA MICH COMMON STOCK NPV 33761G104 60 10290 SH SOLE 0 10290 0 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 60 3800 SH SOLE 0 3800 0 GOLAR LNG LTD COMMON STOCK USD1. G9456A100 60 1730 SH SOLE 0 1730 0 ENTREMED INC COMMON STOCK USD.01 29382F202 60 26718 SH SOLE 0 26718 0 HOPFED BANCORP INC COMMON STOCK USD.01 439734104 61 7650 SH SOLE 0 7650 0 VIEWPOINT FINANCIAL GROUP COMMON STOCK USD.01 92672A101 61 4390 SH SOLE 0 4390 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 61 20608 SH SOLE 0 20608 0 CHINA CERAMICS CO LTD COMMON STOCK G2113X100 61 13500 SH SOLE 0 13500 0 DIALOGIC INC COMMON STOCK USD.001 25250T100 61 13520 SH SOLE 0 13520 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- YADKIN VALLEY FINANCIAL CORP COMMON STOCK USD1. 984314104 61 29417 SH SOLE 0 29417 0 NETSPEND HOLDINGS INC COMMON STOCK 64118V106 61 6149 SH SOLE 0 6149 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 61 2180 SH SOLE 0 2180 0 VERTRO INC COMMON STOCK USD.001 92535G204 62 27439 SH SOLE 0 27439 0 NEW CENTURY BANCORP INC COMMON STOCK USD1. 64353M100 62 13898 SH SOLE 0 13898 0 CONSTELLATION ENERGY PARTNER UNIT 21038E101 62 24100 SH SOLE 0 24100 0 COBRA ELECTRONICS CORP COMMON STOCK USD.333 191042100 62 17900 SH SOLE 0 17900 0 VICON INDUSTRIES INC COMMON STOCK USD.01 925811101 62 16000 SH SOLE 0 16000 0 POWERSHARES DB AGRICULTURE F LTD PART 73936B408 62 1968 SH SOLE 0 1968 0 KONGZHONG CORP ADR ADR USD.0000.5 50047P104 63 12470 SH SOLE 0 12470 0 CHYRON CORP COMMON STOCK USD.01 171605306 63 27466 SH SOLE 0 27466 0 PACIFIC ETHANOL INC COMMON STOCK USD.001 69423U206 63 58785 SH SOLE 0 58785 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 64 7200 SH SOLE 0 7200 0 HESKA CORP COMMON STOCK USD.001 42805E306 65 6680 SH SOLE 0 6680 0 VESTIN RLTY MTG II INC COM NEW 92549X201 65 46435 SH SOLE 0 46435 0 BANK OF KENTUCKY FINL CORP COMMON STOCK NPV 062896105 65 2900 SH SOLE 0 2900 0 SECURITY NATL FINL CORP CL A COMMON STOCK USD2. 814785309 65 41436 SH SOLE 0 41436 0 ASURE SOFTWARE INC COMMON STOCK USD.01 04649U102 65 22370 SH SOLE 0 22370 0 QIAO XING MOBILE COMMUNICATI COMMON STOCK NPV G73031109 65 34900 SH SOLE 0 34900 0 DATARAM CORP COMMON STOCK USD1. 238108203 65 43100 SH SOLE 0 43100 0 TECUMSEH PRODUCTS CO CLASS B COMMON STOCK USD1. 878895101 66 6600 SH SOLE 0 6600 0 AROTECH CORP COMMON STOCK USD.01 042682203 66 30142 SH SOLE 0 30142 0 PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 66 7479 SH SOLE 0 7479 0 CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 66 11500 SH SOLE 0 11500 0 CYCLACEL PHARMACEUTICALS INC COMMON STOCK USD.001 23254L108 66 49000 SH SOLE 0 49000 0 SENECA FOODS CORP CL B COMMON STOCK USD.25 817070105 66 2600 SH SOLE 0 2600 0 LUCAS ENERGY INC COMMON STOCK USD.001 549333201 66 23500 SH SOLE 0 23500 0 ASCENT SOLAR TECHNOLOGIES COMMON STOCK USD.0001 043635101 67 70200 SH SOLE 0 70200 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 67 3911 SH SOLE 0 3911 0 NEWPORT BANCORP INC COMMON STOCK USD.01 651754103 67 4774 SH SOLE 0 4774 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 67 7160 SH SOLE 0 7160 0 STRATEGIC DIAGNOSTICS INC COMMON STOCK USD.01 862700101 67 33500 SH SOLE 0 33500 0 COLONIAL FINANCIAL SERVICES COMMON STOCK USD.1 19566B101 68 5343 SH SOLE 0 5343 0 POSITIVEID CORP COMMON STOCK USD.01 73740J100 68 184180 SH SOLE 0 184180 0 CKX LDS INC COM 12562N104 68 5295 SH SOLE 0 5295 0 NETLIST INC COMMON STOCK USD.001 64118P109 68 33200 SH SOLE 0 33200 0 NORTECH SYSTEMS INC COMMON STOCK USD.01 656553104 69 17570 SH SOLE 0 17570 0 ANTHERA PHARMACEUTICALS INC COMMON STOCK 03674U102 69 8400 SH SOLE 0 8400 0 DERMA SCIENCES INC COMMON STOCK USD.01 249827502 69 7400 SH SOLE 0 7400 0 BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 69 8123 SH SOLE 0 8123 0 CODEXIS INC COMMON STOCK USD.0001 192005106 69 7151 SH SOLE 0 7151 0 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 638842302 69 14300 SH SOLE 0 14300 0 ACORN INTERNATIONAL INC ADR ADR USD.01 004854105 69 12100 SH SOLE 0 12100 0 SINOTECH ENERGY LTD SPON ADR ADR 829359108 69 16700 SH SOLE 0 16700 0 MAJESCO ENTERTAINMENT CO COMMON STOCK USD.001 560690208 69 22900 SH SOLE 0 22900 0 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 941888109 70 30988 SH SOLE 0 30988 0 CRYPTOLOGIC LTD COMMON STOCK NPV G3159C109 70 46800 SH SOLE 0 46800 0 CAMCO FINANCIAL CORP COMMON STOCK USD1. 132618109 70 38965 SH SOLE 0 38965 0 SOUTHERN COMMUNITY FINANCIAL COMMON STOCK NPV 842632101 70 64000 SH SOLE 0 64000 0 CRESCENT FINANCIAL CORP COMMON STOCK USD1. 225744101 70 17398 SH SOLE 0 17398 0 TIMBERLINE RESOURCES CORP COMMON STOCK USD.001 887133106 71 94000 SH SOLE 0 94000 0 POSTROCK ENERGY CORP COMMON STOCK USD.001 737525105 71 12096 SH SOLE 0 12096 0 A POWER ENERGY GENERATION COMMON STOCK USD.0001 G04136100 71 42100 SH SOLE 0 42100 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 71 7100 SH SOLE 0 7100 0 COMMUNITY BK SHARES/INDIANA COMMON STOCK USD.1 203599105 71 7117 SH SOLE 0 7117 0 INTEGRATED ELECTRICAL SERVIC COMMON STOCK USD.01 45811E301 71 22600 SH SOLE 0 22600 0 GAS NATURAL INC COMMON STOCK USD.15 367204104 71 6150 SH SOLE 0 6150 0 JONES SODA CO COMMON STOCK NPV 48023P106 71 64200 SH SOLE 0 64200 0 INUVO INC COMMON STOCK USD.001 46122W204 71 33980 SH SOLE 0 33980 0 GRUBB + ELLIS CO COMMON STOCK USD.01 400095204 72 224590 SH SOLE 0 224590 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- NETWORK EQUIPMENT TECH INC COMMON STOCK USD.01 641208103 72 32700 SH SOLE 0 32700 0 BLUE DOLPHIN ENERGY CO COMMON STOCK USD.01 095395307 72 23945 SH SOLE 0 23945 0 QUALSTAR CORP COMMON STOCK NPV 74758R109 72 40499 SH SOLE 0 40499 0 ONVIA INC COMMON STOCK USD.0001 68338T403 72 15800 SH SOLE 0 15800 0 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 74 5700 SH SOLE 0 5700 0 LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 74 10447 SH SOLE 0 10447 0 SAVANNAH BANCORP INC COMMON STOCK USD1. 804748101 74 9991 SH SOLE 0 9991 0 PVF CAPITAL CORP COMMON STOCK USD.01 693654105 74 40738 SH SOLE 0 40738 0 EMERSON RADIO CORP COMMON STOCK USD.01 291087203 74 36100 SH SOLE 0 36100 0 MASTECH HOLDINGS INC COMMON STOCK USD.01 57633B100 75 22098 SH SOLE 0 22098 0 EDAC TECHNOLOGIES CORP COMMON STOCK USD.0025 279285100 75 15900 SH SOLE 0 15900 0 FIRST FEDERAL OF NORTHERN MI COMMON STOCK USD.01 32021X105 75 20153 SH SOLE 0 20153 0 SILVER BULL RESOURCES INC COMMON STOCK USD.01 827458100 75 110900 SH SOLE 0 110900 0 TRANSWITCH CORP COMMON STOCK USD.001 894065309 75 24403 SH SOLE 0 24403 0 ENERGY FOCUS INC COMMON STOCK USD.0001 29268T102 75 160500 SH SOLE 0 160500 0 AGFEED INDUSTRIES INC COMMON STOCK USD.001 00846L101 76 62400 SH SOLE 0 62400 0 ANGEION CORP COMMON STOCK USD.1 03462H404 76 16310 SH SOLE 0 16310 0 SIEBERT FINANCIAL CORP COMMON STOCK USD.01 826176109 76 44300 SH SOLE 0 44300 0 BOWL AMERICA INC CLASS A COMMON STOCK USD.1 102565108 77 5912 SH SOLE 0 5912 0 BITSTREAM INC CLASS A COMMON STOCK USD.01 091736108 77 14700 SH SOLE 0 14700 0 LENNAR CORP B SHS COMMON STOCK USD.1 526057302 78 5300 SH SOLE 0 5300 0 QKL STORES INC COMMON STOCK USD.001 74732Y105 78 38345 SH SOLE 0 38345 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 78 4025 SH SOLE 0 4025 0 TRIDENT MICROSYSTEMS INC COMMON STOCK USD.001 895919108 78 113343 SH SOLE 0 113343 0 INFOSONICS CORP COMMON STOCK USD.001 456784107 78 108700 SH SOLE 0 108700 0 ADVANCED PHOTONIX INC CL A COMMON STOCK USD.001 00754E107 79 52700 SH SOLE 0 52700 0 COFFEE HOLDING CO INC COMMON STOCK USD.001 192176105 79 5100 SH SOLE 0 5100 0 IBIO INC COMMON STOCK USD.001 451033104 79 27500 SH SOLE 0 27500 0 ATHERSYS INC COMMON STOCK USD.001 04744L106 80 29800 SH SOLE 0 29800 0 RAMTRON INTERNATIONAL CORP COMMON STOCK USD.01 751907304 80 26720 SH SOLE 0 26720 0 KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 492854104 80 8100 SH SOLE 0 8100 0 DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 80 7300 SH SOLE 0 7300 0 ARROWHEAD RESEARCH CORP COMMON STOCK USD.001 042797100 80 163481 SH SOLE 0 163481 0 UROLOGIX INC COMMON STOCK USD.01 917273104 80 84400 SH SOLE 0 84400 0 NANOPHASE TECHNOLOGIES CORP COMMON STOCK USD.01 630079101 80 66826 SH SOLE 0 66826 0 CYPRESS SHARPRIDGE INVESTMEN REIT USD.01 23281A307 81 6300 SH SOLE 0 6300 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 81 18912 SH SOLE 0 18912 0 CARDIUM THERAPEUTICS INC COMMON STOCK USD.0001 141916106 81 291000 SH SOLE 0 291000 0 SELECTICA INC COMMON STOCK USD.0001 816288203 82 16361 SH SOLE 0 16361 0 TIB FINANCIAL CORP COMMON STOCK USD.1 872449202 82 6117 SH SOLE 0 6117 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 83 15327 SH SOLE 0 15327 0 RAM ENERGY RESOURCES INC COMMON STOCK USD.0001 75130P109 83 66400 SH SOLE 0 66400 0 ADVENTRX PHARMACEUTICALS INC COMMON STOCK USD.001 00764X202 83 27700 SH SOLE 0 27700 0 WELLS GARDNER ELECTRONICS COMMON STOCK USD1. 949765101 84 47799 SH SOLE 0 47799 0 HAWTHORN BANCSHARES INC COMMON STOCK USD1. 420476103 84 10951.04 SH SOLE 0 10951.04 0 LAKE SHORE BANCORP INC COMMON STOCK USD.01 510700107 84 8076 SH SOLE 0 8076 0 LONGWEI PETROLEUM INVESTMENT COMMON STOCK NPV 543354104 85 57100 SH SOLE 0 57100 0 COMBIMATRIX CORP COMMON STOCK USD.001 20009T105 85 23300 SH SOLE 0 23300 0 SALEM COMMUNICATIONS CL A COMMON STOCK USD.01 794093104 86 23900 SH SOLE 0 23900 0 ISRAMCO INC COMMON STOCK USD.01 465141406 86 1300 SH SOLE 0 1300 0 ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.1 032839102 86 121500 SH SOLE 0 121500 0 ADEONA PHARMACEUTICALS INC COMMON STOCK USD.01 00685T108 86 100350 SH SOLE 0 100350 0 COMMUNITY WEST BANCSHARES COMMON STOCK NPV 204157101 86 24654 SH SOLE 0 24654 0 CHINA YIDA HOLDINGS CO COMMON STOCK USD.001 16945D204 87 29700 SH SOLE 0 29700 0 GORDMANS STORES INC COMMON STOCK 38269P100 87 5000 SH SOLE 0 5000 0 PARAGON SHIPPING INC CLASS A COMMON STOCK USD.001 69913R309 87 42904 SH SOLE 0 42904 0 SEVCON INC COMMON STOCK USD.1 81783K108 87 13500 SH SOLE 0 13500 0 THRESHOLD PHARMACEUTICALS COMMON STOCK USD.001 885807206 88 52400 SH SOLE 0 52400 0 EXCEED CO LTD COMMON STOCK USD.0001 G32335104 88 18254 SH SOLE 0 18254 0 SORL AUTO PARTS INC COMMON STOCK USD.002 78461U101 88 19500 SH SOLE 0 19500 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SOUTHWEST GEORGIA FINL CORP COMMON STOCK USD1. 84502A104 88 9763 SH SOLE 0 9763 0 ACME UNITED CORP COMMON STOCK USD2.5 004816104 88 9300 SH SOLE 0 9300 0 CITIZENS FIRST CORP COMMON STOCK NPV 17462Q107 88 11600 SH SOLE 0 11600 0 WAYNE SAVINGS BANCSHARES INC COMMON STOCK USD.1 94624Q101 89 10466 SH SOLE 0 10466 0 APPLIED ENERGETICS INC COMMON STOCK USD.001 03819M106 89 267900 SH SOLE 0 267900 0 FREQUENCY ELECTRONICS INC COMMON STOCK USD1. 358010106 89 9400 SH SOLE 0 9400 0 FONAR CORP COMMON STOCK USD.0001 344437405 89 45575 SH SOLE 0 45575 0 VERENIUM CORP COMMON STOCK USD.001 92340P209 89 49907 SH SOLE 0 49907 0 CIFC DEERFIELD CORP COMMON STOCK USD.001 125471102 90 13100 SH SOLE 0 13100 0 RDA MICROELECTRON SPON ADR ADR 749394102 90 10000 SH SOLE 0 10000 0 ATLANTIC COAST FINANCIAL COR COMMON STOCK USD.01 048426100 90 13186 SH SOLE 0 13186 0 LINKEDIN CORP A COMMON STOCK 53578A108 90 1000 SH SOLE 0 1000 0 CEREPLAST INC COMMON STOCK USD.001 156732307 90 20300 SH SOLE 0 20300 0 LOUISIANA BANCORP INC COMMON STOCK USD.01 54619P104 90 5725 SH SOLE 0 5725 0 MITEL NETWORKS CORP COMMON STOCK 60671Q104 90 20613 SH SOLE 0 20613 0 FIRST MARINER BANCORP INC COMMON STOCK USD.05 320795107 91 143653 SH SOLE 0 143653 0 PORTER BANCORP INC COMMON STOCK NPV 736233107 91 18221 SH SOLE 0 18221 0 BOINGO WIRELESS INC COMMON STOCK 09739C102 91 10000 SH SOLE 0 10000 0 PROVIDENCE AND WORCESTER RR COMMON STOCK USD.5 743737108 91 6400 SH SOLE 0 6400 0 PENSON WORLDWIDE INC COMMON STOCK USD.01 709600100 91 25611 SH SOLE 0 25611 0 PLANAR SYSTEMS INC COMMON STOCK NPV 726900103 91 31976 SH SOLE 0 31976 0 HAMPDEN BANCORP INC COMMON STOCK USD.01 40867E107 92 6900 SH SOLE 0 6900 0 KINGOLD JEWELRY INC COMMON STOCK USD.001 49579A204 93 63813 SH SOLE 0 63813 0 ARRHYTHMIA RESEARCH TECH COMMON STOCK USD.01 042698308 93 23000 SH SOLE 0 23000 0 CHINA EDUCATION ALLIANCE INC COMMON STOCK USD.001 16938Y207 93 114700 SH SOLE 0 114700 0 LANDMARK BANCORP INC COMMON STOCK USD.01 51504L107 93 5739 SH SOLE 0 5739 0 OVERSTOCK.COM INC COMMON STOCK USD.0001 690370101 93 6125 SH SOLE 0 6125 0 QAD INC B COMMON STOCK USD.001 74727D207 94 10129 SH SOLE 0 10129 0 DISCOVERY LABORATORIES INC COMMON STOCK USD.001 254668403 94 41973 SH SOLE 0 41973 0 AMERIANA BANCORP COMMON STOCK USD1. 023613102 95 18900 SH SOLE 0 18900 0 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 40108P101 95 17728 SH SOLE 0 17728 0 CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 95 5400 SH SOLE 0 5400 0 PSB HOLDINGS INC COMMON STOCK USD.1 69360W108 95 18388 SH SOLE 0 18388 0 COMSTOCK HOMEBUILDING COS A COMMON STOCK USD.01 205684103 96 84413 SH SOLE 0 84413 0 SPIRE CORP COMMON STOCK USD.01 848565107 96 39300 SH SOLE 0 39300 0 STEREOTAXIS INC COMMON STOCK USD.001 85916J102 97 27549 SH SOLE 0 27549 0 ZHONE TECHNOLOGIES INC COMMON STOCK USD.001 98950P884 97 40822 SH SOLE 0 40822 0 NATIONAL AMERICAN UNIVERSITY COMMON STOCK 63245Q105 97 10307 SH SOLE 0 10307 0 DYAX CORP COMMON STOCK USD.01 26746E103 97 49020 SH SOLE 0 49020 0 FIBERTOWER CORP COMMON STOCK USD.001 31567R209 97 80995 SH SOLE 0 80995 0 COMPUCREDIT HOLDINGS CORP COMMON STOCK NPV 20478T107 98 42191 SH SOLE 0 42191 0 DOCUMENT SECURITY SYSTEMS COMMON STOCK USD.02 25614T101 98 31200 SH SOLE 0 31200 0 SYNUTRA INTERNATIONAL INC COMMON STOCK USD.0001 87164C102 99 10074 SH SOLE 0 10074 0 OLD SECOND BANCORP INC COMMON STOCK USD1. 680277100 99 110000 SH SOLE 0 110000 0 HOKU CORP COMMON STOCK USD.001 434711107 99 60902 SH SOLE 0 60902 0 QCR HOLDINGS INC COMMON STOCK USD1. 74727A104 99 11136 SH SOLE 0 11136 0 PRINCETON NATIONAL BANCORP COMMON STOCK USD5. 742282106 100 19900 SH SOLE 0 19900 0 THERMOGENESIS CORP COMMON STOCK USD.001 883623308 100 49574 SH SOLE 0 49574 0 IVAX DIAGNOSTICS INC COMMON STOCK USD.01 45070W109 100 107200 SH SOLE 0 107200 0 LUNA INNOVATIONS INC COMMON STOCK USD.001 550351100 100 61800 SH SOLE 0 61800 0 PARKERVISION INC COMMON STOCK USD.01 701354102 100 175785 SH SOLE 0 175785 0 ALLIED HEALTHCARE PRODUCTS COMMON STOCK USD.01 019222108 101 25400 SH SOLE 0 25400 0 MBT FINANCIAL CORP COMMON STOCK NPV 578877102 101 74000 SH SOLE 0 74000 0 CENTRAL BANCORP INC COMMON STOCK USD1. 152418109 101 4899 SH SOLE 0 4899 0 SPANISH BROADCASTING SYS A COMMON STOCK USD.0001 846425882 101 143853 SH SOLE 0 143853 0 AMCON DISTRIBUTING CO COMMON STOCK USD.01 02341Q205 101 1450 SH SOLE 0 1450 0 GASCO ENERGY INC COMMON STOCK USD.0001 367220100 101 454688 SH SOLE 0 454688 0 WEYCO GROUP INC COMMON STOCK USD1. 962149100 101 4100 SH SOLE 0 4100 0 IRIDEX CORP COMMON STOCK USD.01 462684101 101 25800 SH SOLE 0 25800 0 BANCTRUST FINANCIAL GROUP IN COMMON STOCK USD.01 05978R107 101 39311 SH SOLE 0 39311 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- DEMAND MEDIA INC COMMON STOCK USD.0001 24802N109 102 7500 SH SOLE 0 7500 0 ADVANCED ANALOGIC TECHNOLOGI COMMON STOCK USD.001 00752J108 102 16785 SH SOLE 0 16785 0 VISION SCIENCES INC COMMON STOCK USD.01 927912105 102 39540 SH SOLE 0 39540 0 PIXELWORKS INC COMMON STOCK USD.001 72581M305 102 41666 SH SOLE 0 41666 0 KONA GRILL INC COMMON STOCK USD.01 50047H201 102 18200 SH SOLE 0 18200 0 PRIMEENERGY CORP COMMON STOCK USD.1 74158E104 103 4380 SH SOLE 0 4380 0 OILSANDS QUEST INC COMMON STOCK USD.001 678046103 103 320800 SH SOLE 0 320800 0 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 760416107 103 46464 SH SOLE 0 46464 0 AVATAR HOLDINGS INC COMMON STOCK USD1. 053494100 103 6758 SH SOLE 0 6758 0 HUBBELL INC CL A COMMON STOCK USD.01 443510102 103 1730 SH SOLE 0 1730 0 MERU NETWORKS INC COMMON STOCK 59047Q103 103 8600 SH SOLE 0 8600 0 ENTERPRISE BANCORP INC COMMON STOCK USD.01 293668109 103 6857 SH SOLE 0 6857 0 S.Y. BANCORP INC COMMON STOCK NPV 785060104 103 4445 SH SOLE 0 4445 0 NEOPHOTONICS CORP COMMON STOCK USD.0025 64051T100 104 15000 SH SOLE 0 15000 0 SUPERCONDUCTOR TECHNOLOGIES COMMON STOCK USD.001 867931305 104 45410 SH SOLE 0 45410 0 MERCANTILE BANK CORP COMMON STOCK NPV 587376104 105 12628 SH SOLE 0 12628 0 INTEST CORP COMMON STOCK USD.01 461147100 105 31576 SH SOLE 0 31576 0 LANTRONIX INC COMMON STOCK USD.0001 516548203 106 41933 SH SOLE 0 41933 0 ARCHIPELAGO LEARNING INC COMMON STOCK USD.001 03956P102 107 10815 SH SOLE 0 10815 0 OPTICAL CABLE CORP COMMON STOCK NPV 683827208 107 26409 SH SOLE 0 26409 0 OCEAN SHORE HOLDING CO COMMON STOCK USD.01 67501R103 107 8880 SH SOLE 0 8880 0 MAYFLOWER BANCORP INC COMMON STOCK USD1. 578321101 108 12800 SH SOLE 0 12800 0 TELIK INC COMMON STOCK USD.01 87959M109 108 138273 SH SOLE 0 138273 0 ECOLOGY AND ENVIRON CL A COMMON STOCK USD.01 278878103 108 6300 SH SOLE 0 6300 0 PAULSON CAPITAL CORP COMMON STOCK NPV 703797100 108 91065 SH SOLE 0 91065 0 ATLANTIC AMERICAN CORP COMMON STOCK USD1. 048209100 111 53025 SH SOLE 0 53025 0 RELIV INTERNATIONAL INC COMMON STOCK USD.001 75952R100 111 60906 SH SOLE 0 60906 0 RELM WIRELESS CORP COMMON STOCK USD.6 759525108 111 79806 SH SOLE 0 79806 0 WARWICK VALLEY TELEPHONE CO COMMON STOCK USD.01 936750108 111 7700 SH SOLE 0 7700 0 WESTWOOD ONE INC COMMON STOCK USD.01 961815305 112 21645 SH SOLE 0 21645 0 CINEDIGM DIGITAL CINEMA A COMMON STOCK USD.001 172407108 112 66300 SH SOLE 0 66300 0 CELSION CORP COMMON STOCK USD.01 15117N305 113 33400 SH SOLE 0 33400 0 PACIFIC MERCANTILE BANCORP COMMON STOCK NPV 694552100 113 26537 SH SOLE 0 26537 0 NORTH EUROPEAN OIL RTY TR CTF BEN INT 659310106 113 3476 SH SOLE 0 3476 0 OCEAN BIO CHEM INC COMMON STOCK USD.01 674631106 113 31895 SH SOLE 0 31895 0 SIMULATIONS PLUS INC COMMON STOCK USD.001 829214105 114 39200 SH SOLE 0 39200 0 TIGERLOGIC CORP COMMON STOCK USD.1 8867EQ101 114 27520 SH SOLE 0 27520 0 FIRST M + F CORP COMMON STOCK USD5. 320744105 114 30730 SH SOLE 0 30730 0 ALLIED MOTION TECHNOLOGIES COMMON STOCK NPV 019330109 114 20924 SH SOLE 0 20924 0 ODYSSEY MARINE EXPLORATION COMMON STOCK USD.01 676118102 115 36800 SH SOLE 0 36800 0 PAR TECHNOLOGY CORP/DEL COMMON STOCK USD.02 698884103 116 30335 SH SOLE 0 30335 0 SUPREME INDS INC CLASS A COMMON STOCK USD.1 868607102 116 34164 SH SOLE 0 34164 0 OCULUS INNOVATIVE SCIENCES I COMMON STOCK USD.0001 67575P108 116 63200 SH SOLE 0 63200 0 TAYLOR CAPITAL GROUP INC COMMON STOCK USD.01 876851106 117 14286 SH SOLE 0 14286 0 HAUPPAUGE DIGITAL INC COMMON STOCK USD.01 419131107 117 64100 SH SOLE 0 64100 0 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001 45769N105 118 21500 SH SOLE 0 21500 0 UNITED COMMUNITY BANCORP COMMON STOCK USD.01 90984H103 118 18869 SH SOLE 0 18869 0 GLOBALSCAPE INC COMMON STOCK USD.001 37940G109 118 55100 SH SOLE 0 55100 0 VIDEO DISPLAY CORP COMMON STOCK NPV 926555103 119 30980 SH SOLE 0 30980 0 PGT INC COMMON STOCK USD.01 69336V101 119 65557 SH SOLE 0 65557 0 OBAGI MEDICAL PRODUCTS INC COMMON STOCK USD.001 67423R108 119 12619 SH SOLE 0 12619 0 NOBILITY HOMES INC COMMON STOCK USD.1 654892108 120 15000 SH SOLE 0 15000 0 SONIC FOUNDRY INC COMMON STOCK USD.01 83545R207 120 9487 SH SOLE 0 9487 0 TELESTONE TECHNOLOGIES CORP COMMON STOCK USD.001 87953J102 120 19300 SH SOLE 0 19300 0 GENVEC INC COMMON STOCK USD.001 37246C307 120 37182 SH SOLE 0 37182 0 BIODEL INC COMMON STOCK USD.01 09064M105 120 64339 SH SOLE 0 64339 0 INNOTRAC CORP COMMON STOCK USD.1 45767M109 120 82200 SH SOLE 0 82200 0 LRAD CORP COMMON STOCK USD.00001 50213V109 120 43800 SH SOLE 0 43800 0 WSB HOLDINGS INC COMMON STOCK USD1. 92934C101 121 40700 SH SOLE 0 40700 0 FIRST PACTRUST BANCORP INC COMMON STOCK USD.01 33589V101 122 8200 SH SOLE 0 8200 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- INTERVEST BANCSHARES CORP A COMMON STOCK USD1. 460927106 123 40100 SH SOLE 0 40100 0 SKYPEOPLE FRUIT JUICE INC COMMON STOCK USD.001 83086T208 123 46000 SH SOLE 0 46000 0 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 192025104 123 11482 SH SOLE 0 11482 0 SONESTA INTL HOTELS A COMMON STOCK USD.8 835438409 123 6215 SH SOLE 0 6215 0 LOCAL.COM CORP COMMON STOCK USD.00001 53954R105 124 37000 SH SOLE 0 37000 0 SOUTHERN NATL BANCORP OF VA COMMON STOCK USD.01 843395104 125 18400 SH SOLE 0 18400 0 GREIF INC CL B COMMON STOCK NPV 397624206 125 2075 SH SOLE 0 2075 0 WEBMEDIABRANDS INC COMMON STOCK USD.01 94770W100 125 93400 SH SOLE 0 93400 0 UNITED BANCORP INC/OHIO COMMON STOCK USD1. 909911109 126 14229 SH SOLE 0 14229 0 BIOFUEL ENERGY CORP COMMON STOCK USD.01 09064Y109 126 305662 SH SOLE 0 305662 0 VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 126 3400 SH SOLE 0 3400 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 126 20274 SH SOLE 0 20274 0 JEWETT CAMERON TRADING LTD COMMON STOCK NPV 47733C207 126 13390 SH SOLE 0 13390 0 KOSS CORP COMMON STOCK USD.005 500692108 127 20416 SH SOLE 0 20416 0 CENTRAL GARDEN + PET CO COMMON STOCK USD.01 153527106 127 12200 SH SOLE 0 12200 0 BARNWELL INDUSTRIES INC COMMON STOCK USD.5 068221100 127 24600 SH SOLE 0 24600 0 GREAT WOLF RESORTS INC COMMON STOCK USD.01 391523107 127 41813 SH SOLE 0 41813 0 NEW YORK MTG TR INC COM PAR USD.02 649604501 127 17100 SH SOLE 0 17100 0 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 511795106 127 14546 SH SOLE 0 14546 0 CAPITAL BANK CORP COMMON STOCK NPV 139793103 128 36552 SH SOLE 0 36552 0 TIER TECHNOLOGIES INC COMMON STOCK NPV 88650Q100 129 25800 SH SOLE 0 25800 0 TENNESSEE COMMERCE BANCORP COMMON STOCK USD.5 88043P108 129 49811 SH SOLE 0 49811 0 COGO GROUP INC COMMON STOCK USD.01 192448108 129 24214 SH SOLE 0 24214 0 NORTHFIELD BANCORP INC/NJ COMMON STOCK USD.001 66611L105 130 9230 SH SOLE 0 9230 0 J. ALEXANDERS CORPORATION COMMON STOCK USD.05 466096104 130 19800 SH SOLE 0 19800 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 130 8934 SH SOLE 0 8934 0 ADVANCED BATTERY TECHNOLOGIE COMMON STOCK USD.001 00752H102 130 131313 SH SOLE 0 131313 0 AETRIUM INC COMMON STOCK USD.001 00817R103 130 73237 SH SOLE 0 73237 0 FARMERS CAPITAL BANK CORP COMMON STOCK USD.125 309562106 131 24924 SH SOLE 0 24924 0 ADVOCAT INC COMMON STOCK USD.01 007586100 131 19089 SH SOLE 0 19089 0 YORK WATER CO COMMON STOCK NPV 987184108 131 7913 SH SOLE 0 7913 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 132 6806 SH SOLE 0 6806 0 INTRICON CORP COMMON STOCK USD1. 46121H109 133 34116 SH SOLE 0 34116 0 OLYMPIC STEEL INC COMMON STOCK NPV 68162K106 133 4824 SH SOLE 0 4824 0 NORTH CENTRAL BANCSHARES INC COMMON STOCK USD.01 658418108 133 7400 SH SOLE 0 7400 0 NEW FRONTIER MEDIA INC COMMON STOCK USD.0001 644398109 133 96300 SH SOLE 0 96300 0 COURIER CORP COMMON STOCK USD1. 222660102 134 12103 SH SOLE 0 12103 0 JEFFERSON BANCSHARES INC/TN COMMON STOCK USD.01 472375104 134 41300 SH SOLE 0 41300 0 US GEOTHERMAL INC COMMON STOCK USD.001 90338S102 134 191735 SH SOLE 0 191735 0 NYMOX PHARMACEUTICAL CORP COMMON STOCK NPV 67076P102 134 16100 SH SOLE 0 16100 0 CHINA NEPSTAR CHAIN DRUG ADR ADR USD.0001 16943C109 135 53200 SH SOLE 0 53200 0 MATTERSIGHT CORP COMMON STOCK USD.01 577097108 135 24127 SH SOLE 0 24127 0 SANTARUS INC COMMON STOCK USD.0001 802817304 135 40178 SH SOLE 0 40178 0 TENGASCO INC COMMON STOCK USD.001 88033R205 136 183248 SH SOLE 0 183248 0 GAMING PARTNERS INTERNATIONA COMMON STOCK USD.01 36467A107 136 19100 SH SOLE 0 19100 0 JOE S JEANS INC COMMON STOCK USD.1 47777N101 137 160600 SH SOLE 0 160600 0 UNICO AMERICAN CORP COMMON STOCK NPV 904607108 137 13800 SH SOLE 0 13800 0 CARDICA INC COMMON STOCK USD.001 14141R101 137 50000 SH SOLE 0 50000 0 ORIENT PAPER INC COMMON STOCK USD.001 68619F205 137 39288 SH SOLE 0 39288 0 LIBERTY MEDIA INTERACTIVE B TRACKING STK USD.01 53071M203 137 8249 SH SOLE 0 8249 0 PHYSICIANS FORMULA HOLDINGS COMMON STOCK USD.01 719427106 137 34300 SH SOLE 0 34300 0 CONCURRENT COMPUTER CORP COMMON STOCK USD.01 206710402 138 21968 SH SOLE 0 21968 0 ICAGEN INC COMMON STOCK USD.001 45104P500 138 22562 SH SOLE 0 22562 0 MEXCO ENERGY CORP COMMON STOCK USD.5 592770101 138 14900 SH SOLE 0 14900 0 VIRCO MFG CORPORATION COMMON STOCK USD.01 927651109 138 49276 SH SOLE 0 49276 0 NETSOL TECHNOLOGIES INC COMMON STOCK USD.001 64115A204 138 79300 SH SOLE 0 79300 0 NORTHERN TECHNOLOGIES INTL COMMON STOCK USD.02 665809109 138 7700 SH SOLE 0 7700 0 DAXOR CORP COMMON STOCK USD.01 239467103 139 13700 SH SOLE 0 13700 0 EDGEWATER TECHNOLOGY INC COMMON STOCK USD.01 280358102 139 51545 SH SOLE 0 51545 0 IDENTIVE GROUP INC COMMON STOCK USD.001 45170X106 139 60110 SH SOLE 0 60110 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- OMNICELL INC COMMON STOCK USD.001 68213N109 140 8951 SH SOLE 0 8951 0 TEXAS PACIFIC LAND TRUST ROYALTY TRST USD.033333 882610108 140 3081 SH SOLE 0 3081 0 AMERICAN INDEPENDENCE CORP COMMON STOCK USD.01 026760405 140 24102 SH SOLE 0 24102 0 MANAGEMENT NETWORK GROUP INC COMMON STOCK USD.001 561693201 140 53440 SH SOLE 0 53440 0 MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 140 8670 SH SOLE 0 8670 0 NASB FINANCIAL INC COMMON STOCK USD.15 628968109 141 13536 SH SOLE 0 13536 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 142 3569 SH SOLE 0 3569 0 CENTURY CASINOS INC COMMON STOCK USD.01 156492100 142 51000 SH SOLE 0 51000 0 GOLUB CAPITAL BDC INC COMMON STOCK 38173M102 142 9500 SH SOLE 0 9500 0 NUTRISYSTEM INC COMMON STOCK USD.001 67069D108 142 10092 SH SOLE 0 10092 0 ENERGY CONVERSION DEVICES COMMON STOCK USD.01 292659109 142 120451 SH SOLE 0 120451 0 AFFIRMATIVE INSURANCE HOLDIN COMMON STOCK USD.01 008272106 142 60500 SH SOLE 0 60500 0 STEMCELLS INC COMMON STOCK USD.01 85857R105 142 268700 SH SOLE 0 268700 0 PIZZA INN INC COMMON STOCK USD.01 725848105 143 48100 SH SOLE 0 48100 0 NOVARTIS AG ADR ADR 66987V109 143 2338 SH SOLE 0 2338 0 LIHUA INTERNATIONAL INC COMMON STOCK USD.0001 532352101 143 23544 SH SOLE 0 23544 0 PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 74731Q103 144 25315 SH SOLE 0 25315 0 EPOCRATES INC COMMON STOCK 29429D103 144 7800 SH SOLE 0 7800 0 SCHAWK INC COMMON STOCK USD.008 806373106 145 8727 SH SOLE 0 8727 0 HEELYS INC COMMON STOCK USD.001 42279M107 145 63640 SH SOLE 0 63640 0 ANADYS PHARMACEUTICALS INC COMMON STOCK USD.001 03252Q408 146 144100 SH SOLE 0 144100 0 RGC RESOURCES INC COMMON STOCK USD5. 74955L103 146 4500 SH SOLE 0 4500 0 CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 146 123800 SH SOLE 0 123800 0 SERVOTRONICS INC COMMON STOCK USD.2 817732100 146 16553 SH SOLE 0 16553 0 EXAMWORKS GROUP INC COMMON STOCK 30066A105 148 5820 SH SOLE 0 5820 0 CLEVELAND BIOLABS INC COMMON STOCK USD.005 185860103 148 43400 SH SOLE 0 43400 0 DITECH NETWORKS INC COMMON STOCK USD.001 25500T108 149 126200 SH SOLE 0 126200 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 149 15000 SH SOLE 0 15000 0 STEALTHGAS INC COMMON STOCK USD.01 Y81669106 149 34900 SH SOLE 0 34900 0 DELTA NATURAL GAS CO INC COMMON STOCK USD1. 247748106 149 4700 SH SOLE 0 4700 0 REACHLOCAL INC COMMON STOCK 75525F104 150 7200 SH SOLE 0 7200 0 INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001 45773H102 150 250200 SH SOLE 0 250200 0 SCIENTIFIC LEARNING CORP COMMON STOCK USD.01 808760102 151 48600 SH SOLE 0 48600 0 DURECT CORPORATION COMMON STOCK USD.0001 266605104 151 74482 SH SOLE 0 74482 0 CCA INDUSTRIES INC COMMON STOCK USD.01 124867102 151 24958 SH SOLE 0 24958 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK USD.001 21924P103 152 16923 SH SOLE 0 16923 0 TELVENT GIT SA COMMON STOCK EUR3.005 E90215109 152 3812 SH SOLE 0 3812 0 SHORE BANCSHARES INC COMMON STOCK USD.01 825107105 152 21886 SH SOLE 0 21886 0 OCEANFREIGHT INC A COMMON STOCK USD.01 Y64202115 152 447555 SH SOLE 0 447555 0 ROCKY MOUNTAIN CHOC FACT INC COMMON STOCK USD.03 774678403 152 15420 SH SOLE 0 15420 0 ROMA FINANCIAL CORP COMMON STOCK USD.1 77581P109 153 14524 SH SOLE 0 14524 0 HARLEYSVILLE SVNGS FIN CORP COMMON STOCK USD.01 412865107 153 9964 SH SOLE 0 9964 0 ELONG INC SPONSORED ADR ADR USD.01 290138205 153 6800 SH SOLE 0 6800 0 HOLLYWOOD MEDIA CORP COMMON STOCK USD.01 436233100 153 102323 SH SOLE 0 102323 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 154 11600 SH SOLE 0 11600 0 LOJACK CORPORATION COMMON STOCK USD.01 539451104 154 35269 SH SOLE 0 35269 0 ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 154 2661 SH SOLE 0 2661 0 PERFUMANIA HOLDINGS INC COMMON STOCK USD.01 71376C100 154 10075 SH SOLE 0 10075 0 IGO INC COMMON STOCK USD.01 449593102 154 94709 SH SOLE 0 94709 0 MCCORMICK + CO INC VTG COM COMMON STOCK NPV 579780107 155 3133 SH SOLE 0 3133 0 BAR HARBOR BANKSHARES COMMON STOCK USD2. 066849100 155 5500 SH SOLE 0 5500 0 MIDDLEBURG FINANCIAL CORP COMMON STOCK USD2.5 596094102 155 10400 SH SOLE 0 10400 0 COMVERGE INC COMMON STOCK USD.001 205859101 157 52746 SH SOLE 0 52746 0 ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 157 96150 SH SOLE 0 96150 0 FIRST UNITED CORP COMMON STOCK USD.01 33741H107 157 31632 SH SOLE 0 31632 0 ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 157 31846 SH SOLE 0 31846 0 STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 157 3447 SH SOLE 0 3447 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 157 3922 SH SOLE 0 3922 0 XOMA LTD COMMON STOCK USD.0005 G9825R206 158 67307 SH SOLE 0 67307 0 ARDEN GROUP INC A COMMON STOCK USD.25 039762109 158 1720 SH SOLE 0 1720 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- GOLDEN ENTERPRISES COMMON STOCK 381010107 158 45502 SH SOLE 0 45502 0 USD.6666667 ASTRO MED INC COMMON STOCK USD.05 04638F108 159 19382 SH SOLE 0 19382 0 SXC HEALTH SOLUTIONS CORP COMMON STOCK NPV 78505P100 159 2700 SH SOLE 0 2700 0 CPI AEROSTRUCTURES INC COMMON STOCK USD.001 125919308 159 11700 SH SOLE 0 11700 0 SMTC CORPORATION COMMON STOCK USD.01 832682207 159 77800 SH SOLE 0 77800 0 DATA I/O CORP COMMON STOCK NPV 237690102 160 27600 SH SOLE 0 27600 0 TOOTSIE ROLL INDS COMMON STOCK USD.694 890516107 160 5453.84 SH SOLE 0 5453.84 0 VERSAR INC COMMON STOCK USD.01 925297103 160 51000 SH SOLE 0 51000 0 DELIA S INC COMMON STOCK USD.001 246911101 161 102530 SH SOLE 0 102530 0 KSW INC COMMON STOCK USD.01 48268R106 161 40987 SH SOLE 0 40987 0 PERMA FIX ENVIRONMENTAL SVCS COMMON STOCK USD.001 714157104 161 115900 SH SOLE 0 115900 0 FIRST FED BNCSHS OF ARKANSAS COMMON STOCK USD.01 32020F303 161 24876 SH SOLE 0 24876 0 PROCERA NETWORKS INC COMMON STOCK USD.001 74269U203 163 15155 SH SOLE 0 15155 0 OXYGEN BIOTHERAPEUTICS INC COMMON STOCK USD.01 69207P209 163 54600 SH SOLE 0 54600 0 GRIFFIN LAND + NURSERIES COMMON STOCK USD.01 398231100 163 5030 SH SOLE 0 5030 0 PHARMATHENE INC COMMON STOCK USD.0001 71714G102 163 55600 SH SOLE 0 55600 0 BIGBAND NETWORKS INC COMMON STOCK USD.001 089750509 164 75676 SH SOLE 0 75676 0 METROCORP BANCSHARES INC COMMON STOCK USD1. 591650106 164 25300 SH SOLE 0 25300 0 TELENAV INC COMMON STOCK USD.001 879455103 165 9300 SH SOLE 0 9300 0 INSULET CORP COMMON STOCK USD.001 45784P101 166 7475 SH SOLE 0 7475 0 DANAOS CORP COMMON STOCK USD.01 Y1968P105 166 30200 SH SOLE 0 30200 0 RAPTOR PHARMACEUTICAL CORP COMMON STOCK USD.001 75382F106 166 26834 SH SOLE 0 26834 0 SEVERN BANCORP INC/MD COMMON STOCK USD.01 81811M100 166 51450 SH SOLE 0 51450 0 SYNTROLEUM CORP COMMON STOCK USD.01 871630109 167 113700 SH SOLE 0 113700 0 FXCM INC A COMMON STOCK USD.01 302693106 168 16900 SH SOLE 0 16900 0 ZORAN CORP COMMON STOCK USD.001 98975F101 168 19962 SH SOLE 0 19962 0 POPE RESOURCES LTD LP LTD PART NPV 732857107 168 3688 SH SOLE 0 3688 0 AMREP CORP COMMON STOCK USD.1 032159105 168 18304 SH SOLE 0 18304 0 NEURALSTEM INC COMMON STOCK USD.001 64127R302 168 112100 SH SOLE 0 112100 0 SUNESIS PHARMACEUTICALS INC COMMON STOCK USD.0001 867328601 168 80483 SH SOLE 0 80483 0 DANVERS BANCORP INC COMMON STOCK USD.01 236442109 168 7740 SH SOLE 0 7740 0 21ST CENTURY HOLDING CO COMMON STOCK USD.01 90136Q100 169 62100 SH SOLE 0 62100 0 ARK RESTAURANTS CORP COMMON STOCK USD.01 040712101 169 11100 SH SOLE 0 11100 0 AC MOORE ARTS + CRAFTS INC COMMON STOCK NPV 00086T103 170 67963 SH SOLE 0 67963 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 171 9019 SH SOLE 0 9019 0 CYTRX CORP COMMON STOCK USD.001 232828301 171 237350 SH SOLE 0 237350 0 GTX INC COMMON STOCK USD.001 40052B108 171 35722 SH SOLE 0 35722 0 HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 444144109 171 104500 SH SOLE 0 104500 0 QUEPASA CORP COMMON STOCK USD.001 74833W206 172 23700 SH SOLE 0 23700 0 SPAN AMERICA MEDICAL SYS INC COMMON STOCK NPV 846396109 173 11512 SH SOLE 0 11512 0 FIRST CALIFORNIA FINANCIAL G COMMON STOCK USD.01 319395109 173 48629 SH SOLE 0 48629 0 TECUMSEH PRODUCTS CO CLASS A COMMON STOCK USD1. 878895200 173 16963 SH SOLE 0 16963 0 STRATTEC SECURITY CORP COMMON STOCK USD.01 863111100 173 8254 SH SOLE 0 8254 0 AGENUS INC COMMON STOCK USD.01 00847G101 173 222323 SH SOLE 0 222323 0 GTSI CORP COMMON STOCK USD.005 36238K103 173 32300 SH SOLE 0 32300 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 174 6840 SH SOLE 0 6840 0 ICAD INC COMMON STOCK USD.01 44934S107 174 165356 SH SOLE 0 165356 0 STAR BULK CARRIERS CORP COMMON STOCK USD.01 Y8162K105 174 84000 SH SOLE 0 84000 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 174 20600 SH SOLE 0 20600 0 UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33 90662P104 174 14312 SH SOLE 0 14312 0 LIME ENERGY CO COMMON STOCK USD.0001 53261U205 175 32700 SH SOLE 0 32700 0 HEMISPHERX BIOPHARMA INC COMMON STOCK USD.001 42366C103 176 439500 SH SOLE 0 439500 0 ENTEROMEDICS INC COMMON STOCK 29365M208 177 65200 SH SOLE 0 65200 0 ZIPREALTY INC COMMON STOCK USD.001 98974V107 177 77100 SH SOLE 0 77100 0 HOOPER HOLMES INC COMMON STOCK USD.04 439104100 178 191400 SH SOLE 0 191400 0 FRISCH S RESTAURANTS INC COMMON STOCK NPV 358748101 178 7629 SH SOLE 0 7629 0 EMDEON INC CLASS A COMMON STOCK USD.00001 29084T104 180 13690 SH SOLE 0 13690 0 RAILAMERICA INC COMMON STOCK USD.01 750753402 180 11989 SH SOLE 0 11989 0 ID SYSTEMS INC COMMON STOCK USD.01 449489103 180 38786 SH SOLE 0 38786 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SYPRIS SOLUTIONS INC COMMON STOCK USD.01 871655106 181 43848 SH SOLE 0 43848 0 ORBIT INTERNATIONAL CORP COMMON STOCK USD.1 685559304 181 34429 SH SOLE 0 34429 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 182 15480 SH SOLE 0 15480 0 METALS USA HOLDINGS CORP COMMON STOCK USD.01 59132A104 182 12200 SH SOLE 0 12200 0 PERCEPTRON INC COMMON STOCK USD.01 71361F100 182 28600 SH SOLE 0 28600 0 ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 182 3679 SH SOLE 0 3679 0 GREAT NORTHERN IRON ORE PPTY LTD PART NPV 391064102 182 1760 SH SOLE 0 1760 0 SUMMER INFANT INC COMMON STOCK USD.0001 865646103 184 22600 SH SOLE 0 22600 0 ACURA PHARMACEUTICALS INC COMMON STOCK USD.01 00509L703 184 47429 SH SOLE 0 47429 0 NANOSPHERE INC COMMON STOCK USD.01 63009F105 184 101567 SH SOLE 0 101567 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 184 11467 SH SOLE 0 11467 0 WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01 946760105 184 13590 SH SOLE 0 13590 0 COLDWATER CREEK INC COMMON STOCK USD.01 193068103 185 131849 SH SOLE 0 131849 0 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK USD.001 68230A106 185 10844 SH SOLE 0 10844 0 CYTOKINETICS INC COMMON STOCK USD.001 23282W100 185 147797 SH SOLE 0 147797 0 SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01 843380106 185 8895 SH SOLE 0 8895 0 UNITY BANCORP INC COMMON STOCK NPV 913290102 185 27224 SH SOLE 0 27224 0 SMARTHEAT INC COMMON STOCK 83172F104 185 145584 SH SOLE 0 145584 0 COHU INC COMMON STOCK USD1. 192576106 185 14149 SH SOLE 0 14149 0 EVERGREEN ENERGY INC COMMON STOCK USD.001 30024B203 187 104191 SH SOLE 0 104191 0 UNITED SECURITY BANCSHARE/CA COMMON STOCK NPV 911460103 187 60023 SH SOLE 0 60023 0 NEOSTEM INC COMMON STOCK USD.001 640650305 187 126200 SH SOLE 0 126200 0 SURMODICS INC COMMON STOCK USD.05 868873100 187 16849 SH SOLE 0 16849 0 VIASYSTEMS GROUP INC COMMON STOCK USD.01 92553H803 188 8341 SH SOLE 0 8341 0 RIVERVIEW BANCORP INC COMMON STOCK USD.01 769397100 188 61755 SH SOLE 0 61755 0 HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1. 433323102 188 3580 SH SOLE 0 3580 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 188 13747 SH SOLE 0 13747 0 COMMUNITY CAPITAL CORP COMMON STOCK USD1. 20363C102 188 58813 SH SOLE 0 58813 0 CROWN CRAFTS INC COMMON STOCK USD.01 228309100 189 38475 SH SOLE 0 38475 0 TRANSCAT INC COMMON STOCK USD.5 893529107 189 17704 SH SOLE 0 17704 0 INVESTORS TITLE CO COMMON STOCK NPV 461804106 189 4800 SH SOLE 0 4800 0 RAINMAKER SYSTEMS INC COMMON STOCK USD.001 750875304 189 185383 SH SOLE 0 185383 0 TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 189 6572 SH SOLE 0 6572 0 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 189 12200 SH SOLE 0 12200 0 GIGAMEDIA LTD COMMON STOCK NPV Y2711Y104 190 148100 SH SOLE 0 148100 0 REALNETWORKS INC COMMON STOCK USD.001 75605L104 190 55850 SH SOLE 0 55850 0 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 191 29860 SH SOLE 0 29860 0 MFRI INC COMMON STOCK USD.01 552721102 192 24000 SH SOLE 0 24000 0 QIAGEN N.V. COMMON STOCK EUR.01 N72482107 192 10100 SH SOLE 0 10100 0 MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 192 7800 SH SOLE 0 7800 0 AMPIO PHARMACEUTICALS INC COMMON STOCK 03209T109 192 24700 SH SOLE 0 24700 0 SIMCERE PHARMACEUTICAL ADR ADR USD.01 82859P104 192 19700 SH SOLE 0 19700 0 SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 193 7800 SH SOLE 0 7800 0 USG CORP COMMON STOCK USD.1 903293405 193 13483 SH SOLE 0 13483 0 READING INTERNATIONAL INC A COMMON STOCK USD.01 755408101 193 42505 SH SOLE 0 42505 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 193 17087 SH SOLE 0 17087 0 X RITE INC COMMON STOCK USD.1 983857103 194 39071 SH SOLE 0 39071 0 TRC COS INC COMMON STOCK USD.1 872625108 195 31139 SH SOLE 0 31139 0 CHINA XD PLASTICS CO LTD COMMON STOCK USD.0001 16948F107 196 46500 SH SOLE 0 46500 0 PEREGRINE PHARMACEUTICALS COMMON STOCK USD.001 713661304 196 105300 SH SOLE 0 105300 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 196 15074 SH SOLE 0 15074 0 QC HOLDINGS INC COMMON STOCK USD.01 74729T101 197 49200 SH SOLE 0 49200 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 197 162668 SH SOLE 0 162668 0 NOBEL LEARNING COMMUNITIES COMMON STOCK USD.001 654889104 197 17050 SH SOLE 0 17050 0 POZEN INC COMMON STOCK USD.001 73941U102 197 46903 SH SOLE 0 46903 0 COSI INC COMMON STOCK USD.01 22122P101 197 207528 SH SOLE 0 207528 0 CHINA NATURAL GAS INC COMMON STOCK USD.0001 168910206 198 51732 SH SOLE 0 51732 0 CITIZENS SOUTH BANKING CORP COMMON STOCK USD.01 176682102 198 48300 SH SOLE 0 48300 0 NOVATEL WIRELESS INC COMMON STOCK USD.001 66987M604 198 36190 SH SOLE 0 36190 0 CREXENDO INC COMMON STOCK USD.001 226552107 198 40100 SH SOLE 0 40100 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ROYALE ENERGY INC COMMON STOCK NPV 78074G200 199 71182 SH SOLE 0 71182 0 AUTONAVI HOLDINGS LTD ADR ADR USD.0001 05330F106 199 13400 SH SOLE 0 13400 0 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1. 027745108 199 10825 SH SOLE 0 10825 0 PHC INC CL A (MASS) COMMON STOCK USD.01 693315103 199 60400 SH SOLE 0 60400 0 INTEVAC INC COMMON STOCK NPV 461148108 200 19550 SH SOLE 0 19550 0 BRIDGFORD FOODS CORP COMMON STOCK USD1. 108763103 200 18672 SH SOLE 0 18672 0 BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 201 8955 SH SOLE 0 8955 0 CHINA HYDROELECTRIC CP ADS ADR 16949D101 201 49300 SH SOLE 0 49300 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 201 5220 SH SOLE 0 5220 0 WILLIAMS CONTROLS INC COMMON STOCK USD.01 969465608 202 17542 SH SOLE 0 17542 0 RESEARCH FRONTIERS INC COMMON STOCK USD.0001 760911107 202 44146 SH SOLE 0 44146 0 AUTHENTIDATE HOLDING CORP COMMON STOCK USD.001 052666104 202 168169 SH SOLE 0 168169 0 ALLOS THERAPEUTICS INC COMMON STOCK USD.001 019777101 204 95377 SH SOLE 0 95377 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 205 7131 SH SOLE 0 7131 0 FEIHE INTERNATIONAL INC COMMON STOCK USD.001 31429Y103 205 28300 SH SOLE 0 28300 0 CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 205 20788 SH SOLE 0 20788 0 BSD MEDICAL CORP COMMON STOCK USD.001 055662100 206 50443 SH SOLE 0 50443 0 PARLUX FRAGRANCES INC COMMON STOCK USD.01 701645103 207 64398 SH SOLE 0 64398 0 AMERICAN PACIFIC CORP COMMON STOCK USD.1 028740108 207 25800 SH SOLE 0 25800 0 PC MALL INC COMMON STOCK USD.001 69323K100 208 26683 SH SOLE 0 26683 0 DIGIRAD CORP COMMON STOCK USD.0001 253827109 209 77300 SH SOLE 0 77300 0 MAGNETEK INC COMMON STOCK USD.01 559424106 211 115900 SH SOLE 0 115900 0 GAIAM INC CLASS A COMMON STOCK USD.0001 36268Q103 211 42511 SH SOLE 0 42511 0 PSIVIDA CORP COMMON STOCK USD.01 74440J101 212 49900 SH SOLE 0 49900 0 CHINA DIGITAL TV HOLDING ADR ADR USD.0005 16938G107 212 41500 SH SOLE 0 41500 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 212 12294 SH SOLE 0 12294 0 ZIPCAR INC COMMON STOCK USD.001 98974X103 212 10400 SH SOLE 0 10400 0 FROZEN FOOD EXPRESS INDUSTRI COMMON STOCK USD1.5 359360104 212 59507 SH SOLE 0 59507 0 DOVER MOTORSPORTS INC COMMON STOCK USD.1 260174107 213 115086 SH SOLE 0 115086 0 STANDARD REGISTER CO COMMON STOCK USD1. 853887107 213 67732 SH SOLE 0 67732 0 BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 214 66100 SH SOLE 0 66100 0 UNITED GUARDIAN INC COMMON STOCK USD.1 910571108 214 14450 SH SOLE 0 14450 0 HERITAGE COMMERCE CORP COMMON STOCK NPV 426927109 215 42000 SH SOLE 0 42000 0 PEAPACK GLADSTONE FINL CORP COMMON STOCK NPV 704699107 215 18233 SH SOLE 0 18233 0 ARGAN INC COMMON STOCK USD.15 04010E109 215 21200 SH SOLE 0 21200 0 NATIONAL TECHNICAL SYSTEM IN COMMON STOCK NPV 638104109 216 31610 SH SOLE 0 31610 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 218 39825 SH SOLE 0 39825 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 218 62346 SH SOLE 0 62346 0 AMES NATIONAL CORP COMMON STOCK USD2. 031001100 219 12067 SH SOLE 0 12067 0 SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 826917106 219 22509 SH SOLE 0 22509 0 ENER1 INC COMMON STOCK USD.01 29267A203 220 199614 SH SOLE 0 199614 0 CRAFT BREWERS ALLIANCE INC COMMON STOCK USD.005 224122101 220 25590 SH SOLE 0 25590 0 LOOKSMART LTD COMMON STOCK USD.001 543442503 221 146140 SH SOLE 0 146140 0 HERITAGE FINANCIAL GROUP INC COMMON STOCK USD.01 42726X102 221 18555 SH SOLE 0 18555 0 BREEZE EASTERN CORP COMMON STOCK USD.01 106764103 222 19800 SH SOLE 0 19800 0 WILEY (JOHN) + SONS CL B COMMON STOCK USD1. 968223305 223 4400 SH SOLE 0 4400 0 INFORMATION SERVICES GROUP COMMON STOCK USD.0001 45675Y104 224 126500 SH SOLE 0 126500 0 BANK MUTUAL CORP COMMON STOCK USD.01 063750103 224 61104 SH SOLE 0 61104 0 BALDWIN TECHNOLOGY CO A COMMON STOCK USD.01 058264102 224 190130 SH SOLE 0 190130 0 BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H109 225 97300 SH SOLE 0 97300 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 226 17415 SH SOLE 0 17415 0 US AUTO PARTS NETWORK INC COMMON STOCK USD.001 90343C100 227 29600 SH SOLE 0 29600 0 LJ INTERNATIONAL INC COMMON STOCK USD.01 G55312105 227 71100 SH SOLE 0 71100 0 ESPEY MFG + ELECTRONICS CORP COMMON STOCK USD.333 296650104 227 9200 SH SOLE 0 9200 0 BRIDGE BANCORP INC COMMON STOCK USD.01 108035106 228 10700 SH SOLE 0 10700 0 DOMINION RES BLACK WARRIOR TR UNIT BEN INT 25746Q108 228 22100 SH SOLE 0 22100 0 PREMIER EXHIBITIONS INC COMMON STOCK USD.0001 74051E102 230 132055 SH SOLE 0 132055 0 HASTINGS ENTERTAINMENT INC COMMON STOCK USD.01 418365102 230 56100 SH SOLE 0 56100 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 230 107000 SH SOLE 0 107000 0 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK USD.001 858495104 230 8971 SH SOLE 0 8971 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 231 16740 SH SOLE 0 16740 0 BCB BANCORP INC COMMON STOCK NPV 055298103 231 20300 SH SOLE 0 20300 0 DUCKWALL ALCO STORES INC COMMON STOCK USD.0001 264142100 231 21800 SH SOLE 0 21800 0 MATERIAL SCIENCES CORP COMMON STOCK USD.02 576674105 232 31950 SH SOLE 0 31950 0 LML PAYMENT SYSTEMS INC COMMON STOCK NPV 50208P109 232 59100 SH SOLE 0 59100 0 RTI BIOLOGICS INC COMMON STOCK USD.001 74975N105 232 85588 SH SOLE 0 85588 0 GREEN BANKSHARES INC COMMON STOCK USD2. 394361208 232 88620 SH SOLE 0 88620 0 FIRST BANCORP INC/ME COMMON STOCK USD.01 31866P102 233 15663 SH SOLE 0 15663 0 FIRSTCITY FINANCIAL CORP COMMON STOCK USD.01 33761X107 233 35149 SH SOLE 0 35149 0 ACCESS NATIONAL CORP COMMON STOCK USD.835 004337101 233 32400 SH SOLE 0 32400 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 233 28400 SH SOLE 0 28400 0 MECOX LANE LTD ADR ADR 58403M102 234 70400 SH SOLE 0 70400 0 SPS COMMERCE INC COMMON STOCK USD.001 78463M107 235 13200 SH SOLE 0 13200 0 PREMIER FINANCIAL BANCORP COMMON STOCK NPV 74050M105 235 32813 SH SOLE 0 32813 0 VIST FINANCIAL CORP COMMON STOCK USD5. 918255100 236 33680 SH SOLE 0 33680 0 VANGUARD NAT RES LLC COM UNIT REPSTG LTD 92205F106 236 8400 SH SOLE 0 8400 0 LIABLITY C NEWTEK BUSINESS SERVICES INC COMMON STOCK USD.02 652526104 237 140800 SH SOLE 0 140800 0 SCHOOL SPECIALTY INC COMMON STOCK USD.001 807863105 237 16466 SH SOLE 0 16466 0 GENERAL STEEL HOLDINGS INC COMMON STOCK USD.001 370853103 237 159100 SH SOLE 0 159100 0 HUDSON VALLEY HOLDING CORP COMMON STOCK USD.2 444172100 237 12297 SH SOLE 0 12297 0 DDI CORP COMMON STOCK USD.001 233162502 238 24913 SH SOLE 0 24913 0 CAMELOT INFORMATION SYS ADS ADR NPV 13322V105 238 15900 SH SOLE 0 15900 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 238 12942 SH SOLE 0 12942 0 QIAO XING UNIVERSAL RESOURCE COMMON STOCK USD.001 G7303A109 239 225500 SH SOLE 0 225500 0 KEY TRONIC CORP COMMON STOCK NPV 493144109 240 52700 SH SOLE 0 52700 0 SERACARE LIFE SCIENCES INC COMMON STOCK NPV 81747T104 240 63700 SH SOLE 0 63700 0 DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 240 18783 SH SOLE 0 18783 0 IKANOS COMMUNICATIONS INC COMMON STOCK USD.001 45173E105 241 195730 SH SOLE 0 195730 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 241 13106 SH SOLE 0 13106 0 OMEGA FLEX INC COMMON STOCK USD.01 682095104 243 17310 SH SOLE 0 17310 0 NATUZZI SPA SP ADR ADR EUR1. 63905A101 243 69000 SH SOLE 0 69000 0 INNERWORKINGS INC COMMON STOCK USD.0001 45773Y105 243 29157 SH SOLE 0 29157 0 BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV 108030107 244 22006 SH SOLE 0 22006 0 LIFE PARTNERS HOLDINGS INC COMMON STOCK USD.01 53215T106 244 71001 SH SOLE 0 71001 0 ORIGIN AGRITECH LTD COMMON STOCK USD.0001 G67828106 246 61900 SH SOLE 0 61900 0 PRESSTEK INC COMMON STOCK USD.01 741113104 248 152023 SH SOLE 0 152023 0 QUINSTREET INC COMMON STOCK 74874Q100 248 19112 SH SOLE 0 19112 0 BTU INTERNATIONAL INC COMMON STOCK USD.01 056032105 248 35273 SH SOLE 0 35273 0 CHASE CORP COMMON STOCK USD.1 16150R104 249 14850 SH SOLE 0 14850 0 VERSANT CORP COMMON STOCK NPV 925284309 250 20000 SH SOLE 0 20000 0 TIMBERLAND BANCORP INC COMMON STOCK USD.01 887098101 251 42400 SH SOLE 0 42400 0 BLUEGREEN CORP COMMON STOCK USD.01 096231105 251 85591 SH SOLE 0 85591 0 MUTUALFIRST FINANCIAL INC COMMON STOCK USD.01 62845B104 251 27574 SH SOLE 0 27574 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 252 30395 SH SOLE 0 30395 0 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 598511103 252 17459 SH SOLE 0 17459 0 CLEARFIELD INC COMMON STOCK USD.01 18482P103 252 35200 SH SOLE 0 35200 0 CHINA GENGSHENG MINERALS INC COMMON STOCK USD.001 16942P101 253 135300 SH SOLE 0 135300 0 ENCORE BANCSHARES INC COMMON STOCK USD1. 29255V201 253 21073 SH SOLE 0 21073 0 TECHE HOLDING CO COMMON STOCK USD.01 878330109 254 7300 SH SOLE 0 7300 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 254 7764 SH SOLE 0 7764 0 NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01 630402105 256 86060 SH SOLE 0 86060 0 ADA ES INC COMMON STOCK NPV 005208103 256 16000 SH SOLE 0 16000 0 KAISER FEDERAL FINANCIAL GRO COMMON STOCK USD.01 483056107 256 20808 SH SOLE 0 20808 0 DIXIE GROUP INC COMMON STOCK USD3. 255519100 257 60157 SH SOLE 0 60157 0 CFS BANCORP INC COMMON STOCK USD.01 12525D102 257 47892 SH SOLE 0 47892 0 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1. 043113208 257 14274 SH SOLE 0 14274 0 NATIONAL BANKSHARES INC/VA COMMON STOCK USD1.25 634865109 259 10345 SH SOLE 0 10345 0 AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 260 43700 SH SOLE 0 43700 0 PEOPLES FINANCIAL CORP/MISS COMMON STOCK USD1. 71103B102 260 18907 SH SOLE 0 18907 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- DELCATH SYSTEMS INC COMMON STOCK USD.01 24661P104 260 50389 SH SOLE 0 50389 0 INVENTURE FOODS INC COMMON STOCK USD.01 461212102 260 65180 SH SOLE 0 65180 0 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 911922102 260 6350 SH SOLE 0 6350 0 LCA VISION INC COMMON STOCK USD.001 501803308 261 54500 SH SOLE 0 54500 0 RENASANT CORP COMMON STOCK USD5. 75970E107 261 17980 SH SOLE 0 17980 0 ORION ENERGY SYSTEMS INC COMMON STOCK NPV 686275108 261 66300 SH SOLE 0 66300 0 LANNETT CO INC COMMON STOCK USD.001 516012101 261 52400 SH SOLE 0 52400 0 3SBIO INC ADR ADR USD.0001 88575Y105 261 15000 SH SOLE 0 15000 0 SUPERIOR UNIFORM GROUP INC COMMON STOCK NPV 868358102 262 22300 SH SOLE 0 22300 0 GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 263 36495 SH SOLE 0 36495 0 CAMAC ENERGY INC COMMON STOCK USD.01 131745101 263 197700 SH SOLE 0 197700 0 NAUTILUS INC COMMON STOCK NPV 63910B102 263 131600 SH SOLE 0 131600 0 IEC ELECTRONICS CORP COMMON STOCK USD.01 44949L105 263 40200 SH SOLE 0 40200 0 PENFORD CORP COMMON STOCK USD1. 707051108 263 49700 SH SOLE 0 49700 0 BRAVO BRIO RESTAURANT GROUP COMMON STOCK USD.001 10567B109 264 10800 SH SOLE 0 10800 0 TERRA NOVA ROYALTY CORP COMMON STOCK NPV 88102D103 264 34850 SH SOLE 0 34850 0 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495105 265 247646 SH SOLE 0 247646 0 AIRMEDIA GROUP INC ADR ADR USD.001 009411109 265 82900 SH SOLE 0 82900 0 AMBASSADORS GROUP INC COMMON STOCK USD.01 023177108 266 30109 SH SOLE 0 30109 0 BSQUARE CORP COMMON STOCK NPV 11776U300 266 42450 SH SOLE 0 42450 0 COLLECTORS UNIVERSE COMMON STOCK USD.001 19421R200 267 18000 SH SOLE 0 18000 0 HOME INNS + HOTELS MANAG ADR ADR USD.005 43713W107 270 7090 SH SOLE 0 7090 0 COMPX INTERNATIONAL INC COMMON STOCK USD.01 20563P101 270 20500 SH SOLE 0 20500 0 EXPRESS 1 EXPEDITED SOLUTION COMMON STOCK USD.001 30217Q108 271 87200 SH SOLE 0 87200 0 RCM TECHNOLOGIES INC COMMON STOCK USD.05 749360400 271 50700 SH SOLE 0 50700 0 CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD.0001 16938C106 271 26600 SH SOLE 0 26600 0 K SEA TRANSPORTATION PARTNER LTD PART USD.01 48268Y101 271 33300 SH SOLE 0 33300 0 PENNS WOODS BANCORP INC COMMON STOCK USD8.33 708430103 271 7900 SH SOLE 0 7900 0 CHICOPEE BANCORP INC COMMON STOCK NPV 168565109 272 19013 SH SOLE 0 19013 0 PFSWEB INC COMMON STOCK USD.001 717098206 272 59267 SH SOLE 0 59267 0 STARTEK INC COMMON STOCK USD.01 85569C107 273 79000 SH SOLE 0 79000 0 KANSAS CITY LIFE INS CO COMMON STOCK USD1.25 484836101 273 8757 SH SOLE 0 8757 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 273 8292 SH SOLE 0 8292 0 HQ SUSTAINABLE MARITIME INDU COMMON STOCK USD.001 40426A208 273 98306 SH SOLE 0 98306 0 MICROVISION INC COMMON STOCK USD.001 594960106 274 224520 SH SOLE 0 224520 0 GULF RESOURCES INC COMMON STOCK USD.001 40251W309 275 88791 SH SOLE 0 88791 0 CYBEROPTICS CORP COMMON STOCK NPV 232517102 276 28500 SH SOLE 0 28500 0 VERSO PAPER CORP COMMON STOCK USD.01 92531L108 276 103151 SH SOLE 0 103151 0 OMNIAMERICAN BANCORP INC COMMON STOCK 68216R107 277 18499 SH SOLE 0 18499 0 STANLEY FURNITURE CO INC COMMON STOCK USD.02 854305208 278 66246 SH SOLE 0 66246 0 REDDY ICE HOLDINGS INC COMMON STOCK USD.01 75734R105 278 99000 SH SOLE 0 99000 0 MOCON INC COMMON STOCK USD.1 607494101 278 18100 SH SOLE 0 18100 0 INSIGNIA SYSTEMS INC COMMON STOCK USD.01 45765Y105 278 74400 SH SOLE 0 74400 0 OSIRIS THERAPEUTICS INC COMMON STOCK USD.001 68827R108 279 35990 SH SOLE 0 35990 0 BROOKFIELD RESIDENTIAL PROPE COMMON STOCK 11283W104 279 28094 SH SOLE 0 28094 0 SPARTON CORP COMMON STOCK USD1.25 847235108 280 27399 SH SOLE 0 27399 0 SONOSITE INC COMMON STOCK USD.01 83568G104 280 7966 SH SOLE 0 7966 0 SYNTHESIS ENERGY SYSTEMS INC COMMON STOCK USD.01 871628103 280 149999 SH SOLE 0 149999 0 FSI INTL INC COMMON STOCK NPV 302633102 281 102400 SH SOLE 0 102400 0 UNITEK GLOBAL SERVICES INC COMMON STOCK USD.00002 91324T302 281 35550 SH SOLE 0 35550 0 HARRIS INTERACTIVE INC COMMON STOCK USD.001 414549105 283 332800 SH SOLE 0 332800 0 U S ENERGY CORP WYOMING COMMON STOCK USD.01 911805109 283 66260 SH SOLE 0 66260 0 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 635017106 283 19317 SH SOLE 0 19317 0 STAAR SURGICAL CO COMMON STOCK USD.01 852312305 283 53404 SH SOLE 0 53404 0 GEORESOURCES INC COMMON STOCK USD.01 372476101 284 12613 SH SOLE 0 12613 0 INTERSECTIONS INC COMMON STOCK USD.01 460981301 284 15600 SH SOLE 0 15600 0 STATE AUTO FINANCIAL CORP COMMON STOCK NPV 855707105 284 16295 SH SOLE 0 16295 0 HEICO CORP COMMON STOCK USD.01 422806109 285 5206 SH SOLE 0 5206 0 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 285 58190 SH SOLE 0 58190 0 AMPCO PITTSBURGH CORP COMMON STOCK USD1. 032037103 286 12194 SH SOLE 0 12194 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 286 19400 SH SOLE 0 19400 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 286 6537 SH SOLE 0 6537 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 287 7748 SH SOLE 0 7748 0 TII NETWORK TECHNOLOGIES INC COMMON STOCK USD.01 872479209 288 119700 SH SOLE 0 119700 0 REXAHN PHARMACEUTICALS INC COMMON STOCK USD.0001 761640101 289 233129 SH SOLE 0 233129 0 BEASLEY BROADCAST GRP INC A COMMON STOCK USD.001 074014101 290 69683 SH SOLE 0 69683 0 CHINA INFORMATION TECHNOLOGY COMMON STOCK USD.01 16950L109 291 140007 SH SOLE 0 140007 0 TRINITY BIOTECH PLC SPON ADR ADR 896438306 291 29300 SH SOLE 0 29300 0 LEE ENTERPRISES COMMON STOCK USD2. 523768109 292 328645 SH SOLE 0 328645 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 293 11147 SH SOLE 0 11147 0 AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 293 18600 SH SOLE 0 18600 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 293 12959 SH SOLE 0 12959 0 VIRTUSA CORP COMMON STOCK USD.01 92827P102 295 15549 SH SOLE 0 15549 0 VOYAGER OIL + GAS INC COMMON STOCK USD.001 92911K100 295 99400 SH SOLE 0 99400 0 NABI BIOPHARMACEUTICALS COMMON STOCK USD.1 629519109 296 55017 SH SOLE 0 55017 0 RICK S CABARET INTL INC COMMON STOCK USD.01 765641303 296 35100 SH SOLE 0 35100 0 ZIOPHARM ONCOLOGY INC COMMON STOCK USD.001 98973P101 297 48500 SH SOLE 0 48500 0 STANDARD PARKING CORP COMMON STOCK USD.001 853790103 297 18620 SH SOLE 0 18620 0 SKY MOBI LTD SP ADR ADR 83084G109 298 40800 SH SOLE 0 40800 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 298 29003 SH SOLE 0 29003 0 OCZ TECHNOLOGY GROUP INC COMMON STOCK USD.0025 67086E303 298 37300 SH SOLE 0 37300 0 MINES MANAGEMENT INC COMMON STOCK USD.01 603432105 299 141700 SH SOLE 0 141700 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 300 10825 SH SOLE 0 10825 0 FUSION IO INC COMMON STOCK 36112J107 301 10000 SH SOLE 0 10000 0 META FINANCIAL GROUP INC COMMON STOCK USD.01 59100U108 301 15810 SH SOLE 0 15810 0 STRATUS PROPERTIES INC COMMON STOCK USD.01 863167201 301 22499 SH SOLE 0 22499 0 NAVARRE CORP COMMON STOCK NPV 639208107 302 153140 SH SOLE 0 153140 0 ASTA FUNDING INC COMMON STOCK USD.01 046220109 302 35964 SH SOLE 0 35964 0 NEWBRIDGE BANCORP COMMON STOCK USD5. 65080T102 302 65882 SH SOLE 0 65882 0 ENGLOBAL CORP COMMON STOCK USD.001 293306106 302 99600 SH SOLE 0 99600 0 NAM TAI ELECTRONICS INC COMMON STOCK USD.01 629865205 302 54693 SH SOLE 0 54693 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 302 125347 SH SOLE 0 125347 0 FIELDPOINT PETROLEUM CORP COMMON STOCK USD.01 316570100 302 110740 SH SOLE 0 110740 0 GUARANTY BANCORP COMMON STOCK USD.001 40075T102 304 226557 SH SOLE 0 226557 0 AMERICAN APPAREL INC COMMON STOCK USD.0001 023850100 304 341931 SH SOLE 0 341931 0 PERFORMANCE TECHNOLOGIES INC COMMON STOCK USD.01 71376K102 304 152959 SH SOLE 0 152959 0 NETWORK ENGINES INC COMMON STOCK USD.01 64121A107 305 276900 SH SOLE 0 276900 0 BIOTIME INC COMMON STOCK NPV 09066L105 305 59500 SH SOLE 0 59500 0 HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 305 49980 SH SOLE 0 49980 0 CHENIERE ENERGY PARTNERS LP LTD PART NPV 16411Q101 306 17007 SH SOLE 0 17007 0 TBS INTERNATIONAL PLC A COMMON STOCK USD.01 G8657Q104 306 165232 SH SOLE 0 165232 0 EASTERN CO/THE COMMON STOCK NPV 276317104 307 19125 SH SOLE 0 19125 0 ALICO INC COMMON STOCK USD1. 016230104 307 11988 SH SOLE 0 11988 0 ONLINE RESOURCES CORP COMMON STOCK USD.0001 68273G101 308 94510 SH SOLE 0 94510 0 FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 309 45128 SH SOLE 0 45128 0 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 781846209 310 16266 SH SOLE 0 16266 0 HUTCHINSON TECH COMMON STOCK USD.01 448407106 310 136400 SH SOLE 0 136400 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 310 7648 SH SOLE 0 7648 0 MESA LABORATORIES INC COMMON STOCK NPV 59064R109 310 9800 SH SOLE 0 9800 0 SINOVAC BIOTECH LTD COMMON STOCK USD.001 P8696W104 311 97100 SH SOLE 0 97100 0 PMI GROUP INC/THE COMMON STOCK USD.01 69344M101 311 290396 SH SOLE 0 290396 0 MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 312 163985 SH SOLE 0 163985 0 CDC CORP CL A COMMON STOCK USD.00025 G2022L114 313 149632 SH SOLE 0 149632 0 ASTEA INTL INC COMMON STOCK USD.01 04622E208 313 59474 SH SOLE 0 59474 0 IMMUNOGEN INC COMMON STOCK USD.01 45253H101 313 25690 SH SOLE 0 25690 0 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2. 740444104 313 4402 SH SOLE 0 4402 0 XYRATEX LTD COMMON STOCK USD.01 G98268108 314 30563 SH SOLE 0 30563 0 HARDINGE INC COMMON STOCK USD.01 412324303 314 28750 SH SOLE 0 28750 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 314 41300 SH SOLE 0 41300 0 SEACOAST BANKING CORP/FL COMMON STOCK USD.1 811707306 314 209290 SH SOLE 0 209290 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 314 53700 SH SOLE 0 53700 0 NUMEREX CORP CL A COMMON STOCK NPV 67053A102 314 32300 SH SOLE 0 32300 0 INDIANA COMMUNITY BANCORP COMMON STOCK NPV 454674102 315 18109 SH SOLE 0 18109 0 SINOCOKING COAL AND COKE CHE COMMON STOCK USD.001 829357102 317 69415 SH SOLE 0 69415 0 CHINA MEDIAEXPRESS HOLDINGS COMMON STOCK 169442100 317 172400 SH SOLE 0 172400 0 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 317 12524 SH SOLE 0 12524 0 CEL SCI CORP COMMON STOCK USD.01 150837409 317 634800 SH SOLE 0 634800 0 ORCHIDS PAPER PRODUCTS CO COMMON STOCK USD.001 68572N104 318 25100 SH SOLE 0 25100 0 U.S. GLOBAL INVESTORS INC A COMMON STOCK USD.025 902952100 318 44100 SH SOLE 0 44100 0 GSE SYSTEMS INC COMMON STOCK USD.01 36227K106 318 147100 SH SOLE 0 147100 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 318 36533 SH SOLE 0 36533 0 FORMFACTOR INC COMMON STOCK USD.001 346375108 318 35127 SH SOLE 0 35127 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001 04315B107 319 28200 SH SOLE 0 28200 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 319 7829 SH SOLE 0 7829 0 TRICO BANCSHARES COMMON STOCK NPV 896095106 319 21860 SH SOLE 0 21860 0 CERUS CORP COMMON STOCK USD.001 157085101 320 106600 SH SOLE 0 106600 0 CHARLES + COLVARD LTD COMMON STOCK NPV 159765106 321 116973 SH SOLE 0 116973 0 GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 321 93526 SH SOLE 0 93526 0 HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 322 36396 SH SOLE 0 36396 0 CPI CORP COMMON STOCK USD.4 125902106 322 24472 SH SOLE 0 24472 0 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 323 38180 SH SOLE 0 38180 0 LACROSSE FOOTWEAR INC COMMON STOCK USD.01 505688101 323 22400 SH SOLE 0 22400 0 NEW ENGLAND BANCSHARES INC COMMON STOCK USD.01 643863202 325 33500 SH SOLE 0 33500 0 EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 291525103 325 295901 SH SOLE 0 295901 0 ORBCOMM INC COMMON STOCK USD.001 68555P100 326 104000 SH SOLE 0 104000 0 MACATAWA BANK CORP COMMON STOCK NPV 554225102 327 118152 SH SOLE 0 118152 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 327 12740 SH SOLE 0 12740 0 BASSETT FURNITURE INDS COMMON STOCK USD5. 070203104 327 41500 SH SOLE 0 41500 0 MTR GAMING GROUP INC COMMON STOCK USD.00001 553769100 328 108200 SH SOLE 0 108200 0 NEW HAMPSHIRE THRIFT BANCSHS COMMON STOCK USD.01 644722100 328 24600 SH SOLE 0 24600 0 BANKATLANTIC BANCORP INC A COMMON STOCK USD.01 065908600 328 345300 SH SOLE 0 345300 0 CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 328 46408 SH SOLE 0 46408 0 HHGREGG INC COMMON STOCK USD.0001 42833L108 329 24527 SH SOLE 0 24527 0 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 743868101 329 41515 SH SOLE 0 41515 0 ORCHID CELLMARK INC COMMON STOCK USD.001 68573C107 330 119400 SH SOLE 0 119400 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 331 87975 SH SOLE 0 87975 0 INNODATA ISOGEN INC COMMON STOCK USD.01 457642205 334 126092 SH SOLE 0 126092 0 CENTERSTATE BANKS INC COMMON STOCK USD.01 15201P109 334 48310 SH SOLE 0 48310 0 WESTFIELD FINANCIAL INC COMMON STOCK USD.01 96008P104 336 41426 SH SOLE 0 41426 0 INDEPENDENCE HOLDING CO COMMON STOCK USD1. 453440307 340 32537 SH SOLE 0 32537 0 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 970646105 340 25500 SH SOLE 0 25500 0 CENTER BANCORP INC COMMON STOCK NPV 151408101 340 32566 SH SOLE 0 32566 0 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 340 67079 SH SOLE 0 67079 0 MYREXIS INC COMMON STOCK USD.01 62856H107 340 95100 SH SOLE 0 95100 0 METRO BANCORP INC COMMON STOCK USD1. 59161R101 342 29915 SH SOLE 0 29915 0 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 343 36562 SH SOLE 0 36562 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 343 16392 SH SOLE 0 16392 0 BIOCLINICA INC COMMON STOCK USD.00025 09071B100 344 69126 SH SOLE 0 69126 0 SIERRA BANCORP COMMON STOCK NPV 82620P102 344 30418 SH SOLE 0 30418 0 PEOPLES BANCORP INC COMMON STOCK NPV 709789101 345 30571 SH SOLE 0 30571 0 VALENCE TECHNOLOGY INC COMMON STOCK USD.001 918914102 345 292053 SH SOLE 0 292053 0 CARDIOVASCULAR SYSTEMS INC COMMON STOCK NPV 141619106 345 23680 SH SOLE 0 23680 0 FBR + CO COMMON STOCK USD.001 30247C301 345 101466 SH SOLE 0 101466 0 PC TEL INC COMMON STOCK USD.001 69325Q105 346 53350 SH SOLE 0 53350 0 JOHNSON OUTDOORS INC A COMMON STOCK USD.05 479167108 346 20200 SH SOLE 0 20200 0 VOCUS INC COMMON STOCK USD.01 92858J108 346 11298 SH SOLE 0 11298 0 FRANKLIN COVEY CO COMMON STOCK USD.05 353469109 346 35745 SH SOLE 0 35745 0 UNITIL CORP COMMON STOCK NPV 913259107 347 13200 SH SOLE 0 13200 0 CHINA RECYCLING ENERGY CORP COMMON STOCK USD.001 168913101 347 171940 SH SOLE 0 171940 0 DOUBLE EAGLE PETROLEUM CO COMMON STOCK USD.1 258570209 348 39785 SH SOLE 0 39785 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 348 27220 SH SOLE 0 27220 0 HKN INC COMMON STOCK USD.01 40420K103 348 152731 SH SOLE 0 152731 0 OCLARO INC COMMON STOCK USD.01 67555N206 349 51900 SH SOLE 0 51900 0 CAPITAL TRUST CL A REIT USD.01 14052H506 350 90375 SH SOLE 0 90375 0 YOUNG INNOVATIONS INC COMMON STOCK USD.01 987520103 351 12307 SH SOLE 0 12307 0 KVH INDUSTRIES INC COMMON STOCK USD.01 482738101 354 33270 SH SOLE 0 33270 0 SKYLINE CORP COMMON STOCK USD.028 830830105 354 20234 SH SOLE 0 20234 0 SI FINANCIAL GROUP INC COMMON STOCK USD.01 78425V104 355 35115 SH SOLE 0 35115 0 WCA WASTE CORP COMMON STOCK USD.01 92926K103 355 61600 SH SOLE 0 61600 0 SIFCO INDUSTRIES COMMON STOCK USD1. 826546103 355 21725 SH SOLE 0 21725 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 356 40202 SH SOLE 0 40202 0 INDUSTRIAL SVCS OF AMERICA COMMON STOCK USD.005 456314103 356 33827 SH SOLE 0 33827 0 IMAGE SENSING SYSTEMS INC COMMON STOCK USD.01 45244C104 357 31600 SH SOLE 0 31600 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 357 19329 SH SOLE 0 19329 0 TSAKOS ENERGY NAVIGATION LTD COMMON STOCK USD1. G9108L108 358 35780 SH SOLE 0 35780 0 AASTROM BIOSCIENCES INC COMMON STOCK NPV 00253U305 358 130154 SH SOLE 0 130154 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 358 16512 SH SOLE 0 16512 0 INTEGRAMED AMERICA INC COMMON STOCK USD.01 45810N302 359 37195 SH SOLE 0 37195 0 HEALTHWAYS INC COMMON STOCK USD.001 422245100 360 23722 SH SOLE 0 23722 0 HERITAGE FINANCIAL CORP COMMON STOCK NPV 42722X106 360 27852 SH SOLE 0 27852 0 ADOLOR CORPORATION COMMON STOCK USD.0001 00724X102 361 181600 SH SOLE 0 181600 0 SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 362 24970 SH SOLE 0 24970 0 MORTON S RESTAURANT GROUP COMMON STOCK USD.01 619430101 362 50000 SH SOLE 0 50000 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 363 115965 SH SOLE 0 115965 0 CRIMSON EXPLORATION INC COMMON STOCK USD.001 22662K207 363 102300 SH SOLE 0 102300 0 MICROFINANCIAL INC COMMON STOCK USD.01 595072109 363 65690 SH SOLE 0 65690 0 QUICKLOGIC CORP COMMON STOCK USD.001 74837P108 364 107900 SH SOLE 0 107900 0 T.G.C. INDUSTRIES INC COMMON STOCK USD.01 872417308 364 56920 SH SOLE 0 56920 0 UROPLASTY INC COMMON STOCK USD.01 917277204 365 48700 SH SOLE 0 48700 0 LAWSON PRODUCTS INC COMMON STOCK USD1. 520776105 365 18572 SH SOLE 0 18572 0 AMERIS BANCORP COMMON STOCK USD1. 03076K108 366 41230 SH SOLE 0 41230 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 369 11395 SH SOLE 0 11395 0 JAMBA INC COMMON STOCK USD.001 47023A101 369 172336 SH SOLE 0 172336 0 LORILLARD INC COMMON STOCK USD.01 544147101 369 3390 SH SOLE 0 3390 0 PROTALIX BIOTHERAPEUTICS INC COMMON STOCK USD.0001 74365A101 369 59000 SH SOLE 0 59000 0 MET PRO CORP COMMON STOCK USD.1 590876306 370 32511 SH SOLE 0 32511 0 DATAWATCH CORP COMMON STOCK USD.01 237917208 372 64643 SH SOLE 0 64643 0 US HOME SYSTEMS INC COMMON STOCK USD.001 90335C100 372 74099 SH SOLE 0 74099 0 INFINITY PHARMACEUTICALS INC COMMON STOCK USD.001 45665G303 373 45216 SH SOLE 0 45216 0 NCI INC A COMMON STOCK USD.019 62886K104 374 16440 SH SOLE 0 16440 0 VISTA GOLD CORP COMMON STOCK NPV 927926303 374 132017 SH SOLE 0 132017 0 TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 374 16600 SH SOLE 0 16600 0 GEOKINETICS INC COMMON STOCK USD.01 372910307 374 47500 SH SOLE 0 47500 0 TELULAR CORP COMMON STOCK USD.01 87970T208 375 60745 SH SOLE 0 60745 0 RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 376 64000 SH SOLE 0 64000 0 USANA HEALTH SCIENCES INC COMMON STOCK USD.001 90328M107 376 12013 SH SOLE 0 12013 0 SJW CORP COMMON STOCK USD1.042 784305104 377 15569 SH SOLE 0 15569 0 ABINGTON BANCORP INC COMMON STOCK USD.01 00350L109 378 36279 SH SOLE 0 36279 0 UQM TECHNOLOGIES INC COMMON STOCK USD.01 903213106 379 168431 SH SOLE 0 168431 0 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 006351308 380 14900 SH SOLE 0 14900 0 PULASKI FINANCIAL CORP COMMON STOCK USD.01 745548107 380 52950 SH SOLE 0 52950 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 268158102 381 138720 SH SOLE 0 138720 0 EMAGIN CORPORATION COMMON STOCK USD.001 29076N206 382 62890 SH SOLE 0 62890 0 HOUSTON WIRE + CABLE CO COMMON STOCK USD.001 44244K109 383 24637 SH SOLE 0 24637 0 CHINA MARINE FOOD GROUP LTD COMMON STOCK USD.001 16943R106 384 140482 SH SOLE 0 140482 0 MEDALLION FINANCIAL CORP COMMON STOCK USD.01 583928106 385 39519 SH SOLE 0 39519 0 THERAGENICS CORP COMMON STOCK USD.01 883375107 386 219200 SH SOLE 0 219200 0 BALLANTYNE STRONG INC COMMON STOCK USD.01 058516105 386 82338 SH SOLE 0 82338 0 BARRY (R.G.) COMMON STOCK USD1. 068798107 386 34242 SH SOLE 0 34242 0 NORANDA ALUMINUM HOLDING COR COMMON STOCK USD.01 65542W107 388 25600 SH SOLE 0 25600 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 388 142525 SH SOLE 0 142525 0 MIDSOUTH BANCORP INC COMMON STOCK USD.1 598039105 388 28492 SH SOLE 0 28492 0 SRI/SURGICAL EXPRESS INC COMMON STOCK USD.001 78464W104 388 91400 SH SOLE 0 91400 0 SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 389 28700 SH SOLE 0 28700 0 THESTREET.COM INC COMMON STOCK USD.01 88368Q103 390 127002 SH SOLE 0 127002 0 CHINA TECHFAITH WIRELESS ADR ADR USD.00002 169424108 390 100000 SH SOLE 0 100000 0 CUTERA INC COMMON STOCK USD.001 232109108 391 45833 SH SOLE 0 45833 0 THOMAS PROPERTIES GROUP COMMON STOCK USD.01 884453101 391 121820 SH SOLE 0 121820 0 NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD.001 64107N206 392 45200 SH SOLE 0 45200 0 CONCORD MEDICAL SPON ADR ADR USD.0001 206277105 394 93400 SH SOLE 0 93400 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 395 20423 SH SOLE 0 20423 0 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 395 64740 SH SOLE 0 64740 0 RADNET INC COMMON STOCK USD.0001 750491102 395 89836 SH SOLE 0 89836 0 ALPHATEC HOLDINGS INC COMMON STOCK USD.0001 02081G102 396 113870 SH SOLE 0 113870 0 MGP INGREDIENTS INC COMMON STOCK NPV 55302G103 396 45500 SH SOLE 0 45500 0 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 398 9794 SH SOLE 0 9794 0 NATIONAL INTERSTATE CORP COMMON STOCK USD.01 63654U100 399 17403 SH SOLE 0 17403 0 NICHOLAS FINANCIAL INC COMMON STOCK NPV 65373J209 399 33600 SH SOLE 0 33600 0 EMULEX CORP COMMON STOCK USD.1 292475209 399 46429 SH SOLE 0 46429 0 PACIFIC CONTINENTAL CORP COMMON STOCK NPV 69412V108 400 43665 SH SOLE 0 43665 0 EUROSEAS LTD COMMON STOCK USD.03 Y23592200 400 91800 SH SOLE 0 91800 0 VERIGY LTD COMMON STOCK NPV Y93691106 401 26774 SH SOLE 0 26774 0 FURIEX PHARMACEUTICALS COMMON STOCK 36106P101 401 22534 SH SOLE 0 22534 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 401 151865 SH SOLE 0 151865 0 SMITH MICRO SOFTWARE INC COMMON STOCK USD.001 832154108 402 95440 SH SOLE 0 95440 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 404 7184 SH SOLE 0 7184 0 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 404 187781 SH SOLE 0 187781 0 WEST BANCORPORATION COMMON STOCK NPV 95123P106 404 45850 SH SOLE 0 45850 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 404 19663 SH SOLE 0 19663 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1. 844767103 405 41318 SH SOLE 0 41318 0 MEDQUIST INC COMMON STOCK 584949101 405 30024 SH SOLE 0 30024 0 TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01 892918103 405 34652 SH SOLE 0 34652 0 STONEMOR PARTNERS LP LTD PART USD.01 86183Q100 406 14662 SH SOLE 0 14662 0 CHINA NEW BORUN CORP ADR ADR USD.001 16890T105 407 79800 SH SOLE 0 79800 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 408 21362 SH SOLE 0 21362 0 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 408 24677 SH SOLE 0 24677 0 EASYLINK SERVICES INTL CL A COMMON STOCK USD.01 277858106 409 70000 SH SOLE 0 70000 0 DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 411 144700 SH SOLE 0 144700 0 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1 700416209 411 14714 SH SOLE 0 14714 0 RENTECH INC COMMON STOCK USD.01 760112102 412 388851 SH SOLE 0 388851 0 ACCURIDE CORP COMMON STOCK 00439T206 413 32705 SH SOLE 0 32705 0 JMP GROUP INC COMMON STOCK USD.001 46629U107 414 58900 SH SOLE 0 58900 0 QAD INC A COMMON STOCK 74727D306 416 40726 SH SOLE 0 40726 0 MORGANS HOTEL GROUP CO COMMON STOCK USD.01 61748W108 417 57939 SH SOLE 0 57939 0 NAVIOS MARITIME ACQUISITION COMMON STOCK USD.0001 Y62159101 418 103000 SH SOLE 0 103000 0 SRS LABS INC COMMON STOCK USD.001 78464M106 419 43743 SH SOLE 0 43743 0 SUNPOWER CORP CLASS A COMMON STOCK USD.001 867652109 421 21755 SH SOLE 0 21755 0 AUTOBYTEL INC COMMON STOCK USD.001 05275N106 421 372900 SH SOLE 0 372900 0 COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 22284P105 422 54400 SH SOLE 0 54400 0 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 423 53785 SH SOLE 0 53785 0 INPHI CORP COMMON STOCK 45772F107 423 24300 SH SOLE 0 24300 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 424 22591 SH SOLE 0 22591 0 JINPAN INTERNATIONAL LTD COMMON STOCK USD.009 G5138L100 425 38000 SH SOLE 0 38000 0 XERIUM TECHNOLOGIES INC COMMON STOCK USD.001 98416J118 426 22972 SH SOLE 0 22972 0 UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 917488108 427 16250 SH SOLE 0 16250 0 ROCHESTER MEDICAL CORP COMMON STOCK NPV 771497104 427 47250 SH SOLE 0 47250 0 GOLAR LNG PARTNERS LP UNIT Y2745C102 428 15000 SH SOLE 0 15000 0 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 054540109 428 260914 SH SOLE 0 260914 0 GLOBAL INDEMNITY PLC COMMON STOCK USD.0001 G39319101 429 19332 SH SOLE 0 19332 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 429 52225 SH SOLE 0 52225 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 430 13795 SH SOLE 0 13795 0 ESB FINANCIAL CORP COMMON STOCK USD.01 26884F102 430 33283 SH SOLE 0 33283 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 202608105 432 30475 SH SOLE 0 30475 0 MAGELLAN PETROLEUM CORP COMMON STOCK USD.01 559091301 434 258600 SH SOLE 0 258600 0 CHINACAST EDUCATION CORP COMMON STOCK USD.0001 16946T109 436 84101 SH SOLE 0 84101 0 KNOLOGY INC COMMON STOCK USD.01 499183804 436 29340 SH SOLE 0 29340 0 SOUFUN HOLDINGS LTD ADR ADR 836034108 436 21100 SH SOLE 0 21100 0 CYTORI THERAPEUTICS INC COMMON STOCK USD.001 23283K105 437 91220 SH SOLE 0 91220 0 UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK NPV 91388P105 438 25581 SH SOLE 0 25581 0 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD5. 915271100 439 28075 SH SOLE 0 28075 0 CNB FINANCIAL CORP/PA COMMON STOCK NPV 126128107 439 31600 SH SOLE 0 31600 0 FLEXSTEEL INDS COMMON STOCK USD1. 339382103 439 30200 SH SOLE 0 30200 0 EAGLE BANCORP INC COMMON STOCK USD.01 268948106 440 33060 SH SOLE 0 33060 0 FUELCELL ENERGY INC COMMON STOCK USD.0001 35952H106 440 335672 SH SOLE 0 335672 0 SPECTRA ENERGY PARTNERS LP LTD PART NPV 84756N109 440 13822 SH SOLE 0 13822 0 CARDIONET INC COMMON STOCK USD.001 14159L103 441 82991 SH SOLE 0 82991 0 CRESTWOOD MIDSTREAM PARTNERS LTD PART 226372100 441 16356 SH SOLE 0 16356 0 PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 442 74099 SH SOLE 0 74099 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 442 18613 SH SOLE 0 18613 0 SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 442 36419 SH SOLE 0 36419 0 NL INDUSTRIES COMMON STOCK USD.125 629156407 442 24066 SH SOLE 0 24066 0 WONDER AUTO TECHNOLOGY INC COMMON STOCK USD.0001 978166106 443 81700 SH SOLE 0 81700 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 443 41784 SH SOLE 0 41784 0 SPECTRANETICS CORP COMMON STOCK USD.001 84760C107 445 71489 SH SOLE 0 71489 0 MARKET LEADER INC COMMON STOCK USD.001 57056R103 446 205670 SH SOLE 0 205670 0 CNINSURE INC ADR ADR USD.001 18976M103 446 30300 SH SOLE 0 30300 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 449 36608 SH SOLE 0 36608 0 CLIFTON SAVINGS BANCORP INC COMMON STOCK USD.01 18712Q103 449 40664 SH SOLE 0 40664 0 AVEO PHARMACEUTICALS INC COMMON STOCK 053588109 450 21840 SH SOLE 0 21840 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 451 46588 SH SOLE 0 46588 0 INTL FCSTONE INC COMMON STOCK USD.01 46116V105 451 18641 SH SOLE 0 18641 0 DAWSON GEOPHYSICAL CO COMMON STOCK USD.333 239359102 452 13243 SH SOLE 0 13243 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 454 14100 SH SOLE 0 14100 0 BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 09058V103 454 118900 SH SOLE 0 118900 0 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 456 51356 SH SOLE 0 51356 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 456 49959 SH SOLE 0 49959 0 ACCURAY INC COMMON STOCK USD.001 004397105 456 56982 SH SOLE 0 56982 0 ASSET ACCEPTANCE CAPITAL COMMON STOCK USD.01 04543P100 458 113273 SH SOLE 0 113273 0 TRAVELCENTERS OF AMERICA LLC COMMON STOCK USD.00001 894174101 458 84000 SH SOLE 0 84000 0 FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 458 91600 SH SOLE 0 91600 0 PDI INC COMMON STOCK USD.01 69329V100 459 64700 SH SOLE 0 64700 0 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 693149106 459 46500 SH SOLE 0 46500 0 ROSETTA STONE INC COMMON STOCK USD.00005 777780107 460 28470 SH SOLE 0 28470 0 VILLAGE SUPER MARKET CLASS A COMMON STOCK NPV 927107409 460 16601 SH SOLE 0 16601 0 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 14808P109 461 12202 SH SOLE 0 12202 0 TOWN SPORTS INTERNATIONAL COMMON STOCK USD.001 89214A102 461 60600 SH SOLE 0 60600 0 STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 463 46119 SH SOLE 0 46119 0 GOLDEN MINERALS CO COMMON STOCK USD.01 381119106 464 26100 SH SOLE 0 26100 0 TOWERSTREAM CORP COMMON STOCK USD.001 892000100 465 93100 SH SOLE 0 93100 0 INX INC COMMON STOCK USD.01 46185W109 465 65900 SH SOLE 0 65900 0 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 466 73316 SH SOLE 0 73316 0 ONCOTHYREON INC COMMON STOCK NPV 682324108 467 50800 SH SOLE 0 50800 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 468 10363 SH SOLE 0 10363 0 WILLBROS GROUP INC COMMON STOCK USD.05 969203108 468 54833 SH SOLE 0 54833 0 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 468 31200 SH SOLE 0 31200 0 MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 473 53277 SH SOLE 0 53277 0 HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 42726M106 474 24700 SH SOLE 0 24700 0 INCONTACT INC COMMON STOCK USD.0001 45336E109 474 99774 SH SOLE 0 99774 0 VIACOM INC CLASS A COMMON STOCK USD.001 92553P102 476 8287 SH SOLE 0 8287 0 MEDIWARE INFORMATION SYSTEMS COMMON STOCK USD.1 584946107 477 43169 SH SOLE 0 43169 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SYNTA PHARMACEUTICALS CORP COMMON STOCK USD.0001 87162T206 477 94878 SH SOLE 0 94878 0 INTEGRAL SYSTEMS INC/MD COMMON STOCK USD.01 45810H107 478 39248 SH SOLE 0 39248 0 VASCULAR SOLUTIONS INC COMMON STOCK USD.01 92231M109 479 38589 SH SOLE 0 38589 0 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 479 73555 SH SOLE 0 73555 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 480 154740 SH SOLE 0 154740 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 481 29145 SH SOLE 0 29145 0 1ST UNITED BANCORP INC/NORTH COMMON STOCK USD.01 33740N105 481 77300 SH SOLE 0 77300 0 ZALICUS INC COMMON STOCK USD.001 98887C105 482 202500 SH SOLE 0 202500 0 MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 482 20202 SH SOLE 0 20202 0 JIANGBO PHARMACEUTICALS INC COMMON STOCK USD.001 47737R101 483 155701 SH SOLE 0 155701 0 ALEXZA PHARMACEUTICALS INC COMMON STOCK USD.0001 015384100 483 265380 SH SOLE 0 265380 0 SAVIENT PHARMACEUTICALS INC COMMON STOCK USD.01 80517Q100 484 64562 SH SOLE 0 64562 0 K SWISS INC A COMMON STOCK USD.01 482686102 484 45539 SH SOLE 0 45539 0 YINGLI GREEN ENERGY HOLD ADR ADR USD.01 98584B103 484 52580 SH SOLE 0 52580 0 HOLLY ENERGY PARTNERS LP LTD PART 435763107 484 8925 SH SOLE 0 8925 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 485 34611 SH SOLE 0 34611 0 SPREADTRUM COMMUNICATI ADR ADR USD.0001 849415203 485 30800 SH SOLE 0 30800 0 MAXLINEAR INC CLASS A COMMON STOCK 57776J100 486 56171 SH SOLE 0 56171 0 SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 487 162464 SH SOLE 0 162464 0 LEARNING TREE INTERNATIONAL COMMON STOCK USD.0001 522015106 488 54800 SH SOLE 0 54800 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 489 84523 SH SOLE 0 84523 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 489 42101 SH SOLE 0 42101 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 489 70739 SH SOLE 0 70739 0 BALDWIN + LYONS INC CL B COMMON STOCK NPV 057755209 489 21122 SH SOLE 0 21122 0 GLOBALSTAR INC COMMON STOCK USD.0001 378973408 491 399219 SH SOLE 0 399219 0 METABOLIX INC COMMON STOCK USD.01 591018809 493 69028 SH SOLE 0 69028 0 FLOW INTL CORP COMMON STOCK USD.01 343468104 497 139632 SH SOLE 0 139632 0 CULP INC COMMON STOCK USD.05 230215105 497 52943 SH SOLE 0 52943 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 498 56297 SH SOLE 0 56297 0 HOME FEDERAL BANCORP INC/MD COMMON STOCK USD.01 43710G105 499 45373 SH SOLE 0 45373 0 USA TRUCK INC COMMON STOCK USD.01 902925106 500 44243 SH SOLE 0 44243 0 COLFAX CORP COMMON STOCK USD.001 194014106 500 20160 SH SOLE 0 20160 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 501 34088 SH SOLE 0 34088 0 SHILOH INDUSTRIES INC COMMON STOCK USD.01 824543102 503 46693 SH SOLE 0 46693 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 504 27106 SH SOLE 0 27106 0 MOSYS INC COMMON STOCK USD.01 619718109 505 87843 SH SOLE 0 87843 0 ENERGY RECOVERY INC COMMON STOCK USD.001 29270J100 505 154554 SH SOLE 0 154554 0 SYMS CORP COMMON STOCK USD.05 871551107 506 46900 SH SOLE 0 46900 0 URANIUM RESOURCES INC COMMON STOCK USD.001 916901507 506 302855 SH SOLE 0 302855 0 CHINA BIOTICS INC COMMON STOCK USD.001 16937B109 506 146203 SH SOLE 0 146203 0 ICAHN ENTERPRISES LP LTD PART NPV 451100101 506 11766 SH SOLE 0 11766 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 507 24457 SH SOLE 0 24457 0 CHEROKEE INC COMMON STOCK USD.02 16444H102 508 29584 SH SOLE 0 29584 0 REPLIGEN CORP COMMON STOCK USD.01 759916109 508 139608 SH SOLE 0 139608 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 508 56659 SH SOLE 0 56659 0 ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 508 27800 SH SOLE 0 27800 0 AMERICAN ORIENTAL BIOENGINEE COMMON STOCK USD.001 028731107 510 459900 SH SOLE 0 459900 0 ECHELON CORP COMMON STOCK USD.01 27874N105 512 56293 SH SOLE 0 56293 0 SYNERGETICS USA INC COMMON STOCK USD.001 87160G107 514 93300 SH SOLE 0 93300 0 SUPERGEN INC COMMON STOCK USD.001 868059106 514 172574 SH SOLE 0 172574 0 HISOFT TECHNOLOGY INT ADR ADR 43358R108 516 35200 SH SOLE 0 35200 0 CRUDE CARRIERS CORP COMMON STOCK Y1820X106 516 38400 SH SOLE 0 38400 0 KRATOS DEFENSE + SECURITY COMMON STOCK USD.001 50077B207 518 42632 SH SOLE 0 42632 0 DELTA APPAREL INC COMMON STOCK USD.01 247368103 519 30500 SH SOLE 0 30500 0 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 519 30000 SH SOLE 0 30000 0 ALLIANCE FINANCIAL CORP COMMON STOCK USD1. 019205103 520 17020 SH SOLE 0 17020 0 HANSEN MEDICAL INC COMMON STOCK USD.0001 411307101 520 152425 SH SOLE 0 152425 0 DELTA PETROLEUM CORP COMMON STOCK USD.01 247907207 520 1048106 SH SOLE 0 1048106 0 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 139674105 520 50681 SH SOLE 0 50681 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 521 20619 SH SOLE 0 20619 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 522 12515 SH SOLE 0 12515 0 ATRICURE INC COMMON STOCK USD.001 04963C209 522 40468 SH SOLE 0 40468 0 CAMBREX CORP COMMON STOCK USD.1 132011107 522 113059 SH SOLE 0 113059 0 CREDO PETROLEUM CORP COMMON STOCK USD.1 225439207 523 55800 SH SOLE 0 55800 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 523 36890 SH SOLE 0 36890 0 ASCENT CAPITAL GROUP INC COMMON STOCK USD.01 043632108 524 9900 SH SOLE 0 9900 0 AT CROSS CO CL A COMMON STOCK USD1. 227478104 525 46100 SH SOLE 0 46100 0 PARKVALE FINANCIAL CORP COMMON STOCK USD1. 701492100 526 24458 SH SOLE 0 24458 0 WESBANCO INC COMMON STOCK USD2.0833 950810101 526 26766 SH SOLE 0 26766 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 527 94118 SH SOLE 0 94118 0 AVI BIOPHARMA INC COMMON STOCK USD.0001 002346104 527 368816 SH SOLE 0 368816 0 MARTHA STEWART LIVING CL A COMMON STOCK USD.01 573083102 529 121834 SH SOLE 0 121834 0 OPTIMER PHARMACEUTICALS INC COMMON STOCK USD.001 68401H104 529 44530 SH SOLE 0 44530 0 FIRST BUSEY CORP COMMON STOCK USD.001 319383105 529 100088 SH SOLE 0 100088 0 CELL THERAPEUTICS INC COMMON STOCK NPV 150934602 530 336278 SH SOLE 0 336278 0 GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 530 20000 SH SOLE 0 20000 0 SUPPORT.COM INC COMMON STOCK USD.0001 86858W101 531 110529 SH SOLE 0 110529 0 MELA SCIENCES INC COMMON STOCK USD.001 55277R100 531 226900 SH SOLE 0 226900 0 KEY TECHNOLOGY INC COMMON STOCK NPV 493143101 533 32967 SH SOLE 0 32967 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 534 32203 SH SOLE 0 32203 0 NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD.0001 Y62196103 534 103754 SH SOLE 0 103754 0 DSP GROUP INC COMMON STOCK USD.001 23332B106 535 61475 SH SOLE 0 61475 0 SL INDS INC COMMON STOCK USD.2 784413106 536 22752 SH SOLE 0 22752 0 TOREADOR RESOURCES CORP COMMON STOCK USD.156 891050106 536 144500 SH SOLE 0 144500 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 536 215365 SH SOLE 0 215365 0 SEALY CORP COMMON STOCK USD.01 812139301 537 212393 SH SOLE 0 212393 0 COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 203900105 538 30000 SH SOLE 0 30000 0 JINKOSOLAR HOLDING CO ADR ADR USD.00002 47759T100 538 20300 SH SOLE 0 20300 0 OVERHILL FARMS INC COMMON STOCK USD.01 690212105 539 97081 SH SOLE 0 97081 0 OREXIGEN THERAPEUTICS INC COMMON STOCK USD.001 686164104 539 339290 SH SOLE 0 339290 0 TREDEGAR CORP COMMON STOCK NPV 894650100 540 29433 SH SOLE 0 29433 0 DUSA PHARMACEUTICALS INC COMMON STOCK NPV 266898105 540 86854 SH SOLE 0 86854 0 CHINA GERUI ADVANCED MATERIA COMMON STOCK USD.0001 G21101103 541 141522 SH SOLE 0 141522 0 UNITED FINANCIAL BANCORP INC COMMON STOCK USD.01 91030T109 541 35075 SH SOLE 0 35075 0 POWER INTEGRATIONS INC COMMON STOCK USD.001 739276103 541 14088 SH SOLE 0 14088 0 KENNETH COLE PRODUCTIONS A COMMON STOCK USD.01 193294105 542 43425 SH SOLE 0 43425 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 543 52006 SH SOLE 0 52006 0 VSE CORP COMMON STOCK USD.05 918284100 544 21850 SH SOLE 0 21850 0 URANERZ ENERGY CORP COMMON STOCK USD.001 91688T104 546 180800 SH SOLE 0 180800 0 MICRONETICS INC COMMON STOCK USD.01 595125105 548 108855 SH SOLE 0 108855 0 WEST MARINE INC COMMON STOCK USD.001 954235107 549 52957 SH SOLE 0 52957 0 MULTIMEDIA GAMES HOLDING CO COMMON STOCK USD.01 625453105 549 120700 SH SOLE 0 120700 0 GEEKNET INC COMMON STOCK USD.001 36846Q203 550 20595 SH SOLE 0 20595 0 MEDICAL ACTION IND INC COMMON STOCK USD.001 58449L100 551 67553 SH SOLE 0 67553 0 PICO HOLDINGS INC COMMON STOCK USD.001 693366205 551 18986 SH SOLE 0 18986 0 TOWNE BANK COMMON STOCK USD1.667 89214P109 551 41180 SH SOLE 0 41180 0 FUEL TECH INC COMMON STOCK USD.01 359523107 551 83176 SH SOLE 0 83176 0 GLOBAL TRAFFIC NETWORK INC COMMON STOCK USD.001 37947B103 552 48000 SH SOLE 0 48000 0 NORTHWEST PIPE CO COMMON STOCK USD.01 667746101 552 21182 SH SOLE 0 21182 0 INHIBITEX INC COMMON STOCK USD.001 45719T103 552 140900 SH SOLE 0 140900 0 MODUSLINK GLOBAL SOLUTIONS I COMMON STOCK USD.01 60786L107 555 123875 SH SOLE 0 123875 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 555 40694 SH SOLE 0 40694 0 NATIONAL RESEARCH CORP COMMON STOCK USD.001 637372103 555 15200 SH SOLE 0 15200 0 ACTIVE POWER INC COMMON STOCK USD.001 00504W100 555 226719 SH SOLE 0 226719 0 PAA NATURAL GAS STORAGE LP LTD PART 693139107 556 24511 SH SOLE 0 24511 0 ZION OIL + GAS INC COMMON STOCK USD.01 989696109 557 93624 SH SOLE 0 93624 0 DIGIMARC CORP COMMON STOCK USD.001 25381B101 557 15908 SH SOLE 0 15908 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 558 119413 SH SOLE 0 119413 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 558 156220 SH SOLE 0 156220 0 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 558 15350 SH SOLE 0 15350 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- BENIHANA INC CLASS A COMMON STOCK USD.1 082047200 559 53312 SH SOLE 0 53312 0 CVR PARTNERS LP UNIT 126633106 562 25000 SH SOLE 0 25000 0 UNITED CAPITAL CORP COMMON STOCK USD.1 909912107 563 18790 SH SOLE 0 18790 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 564 61960 SH SOLE 0 61960 0 BIOSANTE PHARMACEUTICALS INC COMMON STOCK NPV 09065V203 564 205119 SH SOLE 0 205119 0 GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 565 25900 SH SOLE 0 25900 0 TRIMERIS INC COMMON STOCK USD.001 896263100 566 229022 SH SOLE 0 229022 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 566 29870 SH SOLE 0 29870 0 HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK USD.0001 G45667105 567 60797 SH SOLE 0 60797 0 MIPS TECHNOLOGIES INC COMMON STOCK USD.001 604567107 567 82015 SH SOLE 0 82015 0 AIR T INC COMMON STOCK USD.25 009207101 567 63200 SH SOLE 0 63200 0 SOMAXON PHARMACEUTICALS INC COMMON STOCK USD.0001 834453102 568 266500 SH SOLE 0 266500 0 STARRETT (L.S.) CO CL A COMMON STOCK USD1. 855668109 569 55500 SH SOLE 0 55500 0 LIMELIGHT NETWORKS INC COMMON STOCK USD.001 53261M104 569 124877 SH SOLE 0 124877 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 570 55376 SH SOLE 0 55376 0 MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 570 23293 SH SOLE 0 23293 0 FAMOUS DAVE S OF AMERICA COMMON STOCK USD.01 307068106 571 57022 SH SOLE 0 57022 0 ARDEA BIOSCIENCES INC COMMON STOCK USD.001 03969P107 571 22440 SH SOLE 0 22440 0 JIAYUAN.COM INTERNATIONA ADR ADR 477374102 572 50000 SH SOLE 0 50000 0 LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872104 572 325206 SH SOLE 0 325206 0 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 872386107 572 51475 SH SOLE 0 51475 0 RIMAGE CORP COMMON STOCK USD.01 766721104 573 42630 SH SOLE 0 42630 0 PSYCHEMEDICS CORP COMMON STOCK USD.005 744375205 573 60260 SH SOLE 0 60260 0 HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 574 83078 SH SOLE 0 83078 0 CHINDEX INTERNATIONAL INC COMMON STOCK USD.01 169467107 575 42190 SH SOLE 0 42190 0 MAXWELL TECHNOLOGIES INC COMMON STOCK USD.1 577767106 575 35531 SH SOLE 0 35531 0 ARCH CHEMICALS INC COMMON STOCK USD1. 03937R102 576 16713 SH SOLE 0 16713 0 IRIS INTERNATIONAL INC COMMON STOCK USD.01 46270W105 577 57778 SH SOLE 0 57778 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 578 69493 SH SOLE 0 69493 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 579 283590 SH SOLE 0 283590 0 AMERICAN REPROGRAPHICS CO COMMON STOCK USD.001 029263100 579 81938 SH SOLE 0 81938 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 581 42555 SH SOLE 0 42555 0 EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 582 25197 SH SOLE 0 25197 0 PROGENICS PHARMACEUTICALS COMMON STOCK USD.0013 743187106 584 81315 SH SOLE 0 81315 0 EINSTEIN NOAH RESTAURANT GRO COMMON STOCK USD.001 28257U104 585 39063 SH SOLE 0 39063 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 585 76594 SH SOLE 0 76594 0 GLOBAL SHIP LEASE INC CL A COMMON STOCK USD.01 Y27183105 585 109800 SH SOLE 0 109800 0 NUTRACEUTICAL INTL CORP COMMON STOCK USD.01 67060Y101 586 38095 SH SOLE 0 38095 0 CALAMP CORP COMMON STOCK USD.01 128126109 586 193515 SH SOLE 0 193515 0 IPASS INC COMMON STOCK USD.001 46261V108 589 387570 SH SOLE 0 387570 0 CHINA VALVES TECHNOLOGY INC COMMON STOCK USD.001 169476207 590 181481 SH SOLE 0 181481 0 FX ENERGY INC COMMON STOCK USD.001 302695101 590 67198 SH SOLE 0 67198 0 RED LION HOTELS CORP COMMON STOCK USD.01 756764106 590 74700 SH SOLE 0 74700 0 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 592 39296 SH SOLE 0 39296 0 W.P. CAREY + CO. LLC LTD PART NPV 92930Y107 592 14640 SH SOLE 0 14640 0 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 786598300 593 16015 SH SOLE 0 16015 0 GENERAL MOLY INC COMMON STOCK USD.001 370373102 594 133234 SH SOLE 0 133234 0 KERYX BIOPHARMACEUTICALS COMMON STOCK USD.001 492515101 595 125747 SH SOLE 0 125747 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 595 8981 SH SOLE 0 8981 0 CACHE INC COMMON STOCK USD.01 127150308 597 121000 SH SOLE 0 121000 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 598 215993 SH SOLE 0 215993 0 HFF INC CLASS A COMMON STOCK USD.01 40418F108 599 39712 SH SOLE 0 39712 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 600 22146 SH SOLE 0 22146 0 BIOLASE TECHNOLOGY INC COMMON STOCK USD.001 090911108 604 117577.25 SH SOLE 0 117577.25 0 AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 604 34897 SH SOLE 0 34897 0 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 14574X104 605 57917 SH SOLE 0 57917 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 606 17495 SH SOLE 0 17495 0 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 608 171254 SH SOLE 0 171254 0 SENECA FOODS CORP CL A COMMON STOCK USD.25 817070501 608 23780 SH SOLE 0 23780 0 IMMUNOMEDICS INC COMMON STOCK USD.01 452907108 609 149691 SH SOLE 0 149691 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- QIHOO 360 TECHNOLOGIES CO LT ADR 74734M109 609 31400 SH SOLE 0 31400 0 EXACTECH INC COMMON STOCK USD.01 30064E109 610 33880 SH SOLE 0 33880 0 REALPAGE INC COMMON STOCK 75606N109 611 23100 SH SOLE 0 23100 0 MICREL INC COMMON STOCK NPV 594793101 612 57859 SH SOLE 0 57859 0 HILL INTERNATIONAL INC COMMON STOCK USD.0001 431466101 612 106293 SH SOLE 0 106293 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 613 43876 SH SOLE 0 43876 0 ABIOMED INC COMMON STOCK USD.01 003654100 614 37873 SH SOLE 0 37873 0 WEST COAST BANCORP/OREGON COMMON STOCK NPV 952145209 618 36874 SH SOLE 0 36874 0 VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 621 86917 SH SOLE 0 86917 0 GENERAL MARITIME CORP COMMON STOCK USD.01 Y2693R101 622 460808 SH SOLE 0 460808 0 PINNACLE AIRLINES CORP COMMON STOCK USD.01 723443107 623 137300 SH SOLE 0 137300 0 L+L ENERGY INC COMMON STOCK USD.001 50162D100 624 121589 SH SOLE 0 121589 0 PERVASIVE SOFTWARE INC COMMON STOCK USD.001 715710109 625 97300 SH SOLE 0 97300 0 XUEDA EDUCATION GR SPON ADR ADR USD.0001 98418W109 625 78100 SH SOLE 0 78100 0 LIONS GATE ENTERTAINMENT W/D COMMON STOCK NPV 535919203 625 94424 SH SOLE 0 94424 0 MPG OFFICE TRUST INC REIT USD.01 553274101 626 218755 SH SOLE 0 218755 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 626 128537 SH SOLE 0 128537 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 627 35300 SH SOLE 0 35300 0 SATCON TECHNOLOGY CORP COMMON STOCK USD.01 803893106 627 262313 SH SOLE 0 262313 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 628 62454 SH SOLE 0 62454 0 LEAPFROG ENTERPRISES INC COMMON STOCK USD.0001 52186N106 631 149589 SH SOLE 0 149589 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 632 62427 SH SOLE 0 62427 0 STERLING BANCORP N Y COMMON STOCK USD1. 859158107 632 66637 SH SOLE 0 66637 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 633 16142 SH SOLE 0 16142 0 CENTURY BANCORP INC CL A COMMON STOCK USD1. 156432106 634 23952 SH SOLE 0 23952 0 DELTEK INC COMMON STOCK USD.001 24784L105 635 84724 SH SOLE 0 84724 0 DEMANDTEC INC COMMON STOCK USD.001 24802R506 635 69770 SH SOLE 0 69770 0 VICOR CORP COMMON STOCK USD.01 925815102 636 39349 SH SOLE 0 39349 0 MEDIVATION INC COMMON STOCK USD.01 58501N101 636 29696 SH SOLE 0 29696 0 MARINEMAX INC COMMON STOCK USD.001 567908108 637 72700 SH SOLE 0 72700 0 WINMARK CORP COMMON STOCK NPV 974250102 637 14700 SH SOLE 0 14700 0 SYNALLOY CORP COMMON STOCK USD1. 871565107 637 46957 SH SOLE 0 46957 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 638 32078 SH SOLE 0 32078 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON STOCK USD.01 G2110R114 640 71330 SH SOLE 0 71330 0 AMERICAN RAILCAR INDUSTRIES COMMON STOCK USD.01 02916P103 641 27320 SH SOLE 0 27320 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 642 27073 SH SOLE 0 27073 0 MCCORMICK + SCHMICK S SEAFOO COMMON STOCK USD.001 579793100 642 74700 SH SOLE 0 74700 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 643 167822 SH SOLE 0 167822 0 CHESAPEAKE MIDSTREAM PARTNER LTD PART 16524K108 643 22400 SH SOLE 0 22400 0 WAVE SYSTEMS CORP CLASS A COMMON STOCK USD.01 943526301 644 228500 SH SOLE 0 228500 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 645 62948 SH SOLE 0 62948 0 ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 645 38460 SH SOLE 0 38460 0 ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 647 130948 SH SOLE 0 130948 0 SWISHER HYGIENE INC COMMON STOCK NPV 870808102 647 114900 SH SOLE 0 114900 0 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 647 139164 SH SOLE 0 139164 0 CASCADE BANCORP COMMON STOCK NPV 147154207 647 64072 SH SOLE 0 64072 0 SOLTA MEDICAL INC COMMON STOCK USD.001 83438K103 648 234874 SH SOLE 0 234874 0 BEAZER HOMES USA INC COMMON STOCK USD.001 07556Q105 649 191592 SH SOLE 0 191592 0 E COMMERCE CHINA DANGDANG AD ADR 26833A105 651 56200 SH SOLE 0 56200 0 CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 652 163400 SH SOLE 0 163400 0 GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 652 19200 SH SOLE 0 19200 0 AGILYSYS INC COMMON STOCK USD.3 00847J105 652 78230 SH SOLE 0 78230 0 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 677864100 654 30543 SH SOLE 0 30543 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 654 126565 SH SOLE 0 126565 0 PACIFIC CAPITAL BANCORP COMMON STOCK NPV 69404P200 656 20620 SH SOLE 0 20620 0 VICAL INC COMMON STOCK USD.01 925602104 657 159350 SH SOLE 0 159350 0 SAFEGUARD SCIENTIFICS INC COMMON STOCK USD.1 786449207 658 34836 SH SOLE 0 34836 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 660 42058 SH SOLE 0 42058 0 SANDRIDGE MISSISSIPPIAN TRUS UNIT 80007T101 661 25000 SH SOLE 0 25000 0 REIS INC COMMON STOCK USD.01 75936P105 661 66612 SH SOLE 0 66612 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- UFP TECHNOLOGIES INC COMMON STOCK USD.01 902673102 662 35000 SH SOLE 0 35000 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 662 27555 SH SOLE 0 27555 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 664 87775 SH SOLE 0 87775 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 665 87489 SH SOLE 0 87489 0 AH BELO CORP A COMMON STOCK USD.01 001282102 666 89479 SH SOLE 0 89479 0 COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 667 215900 SH SOLE 0 215900 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 667 52098 SH SOLE 0 52098 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 667 90800 SH SOLE 0 90800 0 IDENIX PHARMACEUTICALS INC COMMON STOCK USD.001 45166R204 668 133647 SH SOLE 0 133647 0 OPNEXT INC COMMON STOCK USD.01 68375V105 669 293340 SH SOLE 0 293340 0 STATE BANCORP INC COMMON STOCK USD5. 855716106 672 50363 SH SOLE 0 50363 0 INTERMEC INC COMMON STOCK USD.01 458786100 672 60890 SH SOLE 0 60890 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 673 16017 SH SOLE 0 16017 0 SENOMYX INC COMMON STOCK USD.001 81724Q107 676 131450 SH SOLE 0 131450 0 GRIFFON CORP COMMON STOCK USD.25 398433102 676 67067 SH SOLE 0 67067 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 677 382413 SH SOLE 0 382413 0 ONE LIBERTY PROPERTIES INC REIT USD1. 682406103 677 43862 SH SOLE 0 43862 0 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 677 69680 SH SOLE 0 69680 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 678 129063 SH SOLE 0 129063 0 ROCKVILLE FINANCIAL INC COMMON STOCK NPV 774188106 678 68464 SH SOLE 0 68464 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 678 172117 SH SOLE 0 172117 0 PENNICHUCK CORP COMMON STOCK USD1. 708254206 679 23600 SH SOLE 0 23600 0 KENSEY NASH CORP COMMON STOCK USD.001 490057106 679 26917 SH SOLE 0 26917 0 PANHANDLE OIL AND GAS INC A COMMON STOCK USD.01666 698477106 680 23069 SH SOLE 0 23069 0 DOLAN CO/THE COMMON STOCK USD.001 25659P402 683 80663 SH SOLE 0 80663 0 TRIANGLE PETROLEUM CORP COMMON STOCK USD.00001 89600B201 683 105800 SH SOLE 0 105800 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 684 36613 SH SOLE 0 36613 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 684 47500 SH SOLE 0 47500 0 MILLER ENERGY RESOURCES INC COMMON STOCK USD.0001 600527105 685 106965 SH SOLE 0 106965 0 INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 685 50040 SH SOLE 0 50040 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 685 42401 SH SOLE 0 42401 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 685 27645 SH SOLE 0 27645 0 POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 687 95086 SH SOLE 0 95086 0 MEDCATH CORPORATION COMMON STOCK USD.01 58404W109 689 50667 SH SOLE 0 50667 0 CORVEL CORP COMMON STOCK USD.0001 221006109 690 14706 SH SOLE 0 14706 0 CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 691 212522 SH SOLE 0 212522 0 PRGX GLOBAL INC COMMON STOCK USD.01 69357C503 691 96607 SH SOLE 0 96607 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 694 83558 SH SOLE 0 83558 0 FUSHI COPPERWELD INC COMMON STOCK USD.006 36113E107 694 121120 SH SOLE 0 121120 0 DATALINK CORP COMMON STOCK USD.001 237934104 695 100000 SH SOLE 0 100000 0 LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01 521050104 697 22976 SH SOLE 0 22976 0 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 699 14111 SH SOLE 0 14111 0 SWS GROUP INC COMMON STOCK USD.1 78503N107 702 117205 SH SOLE 0 117205 0 OUTDOOR CHANNEL HOLDINGS INC COMMON STOCK USD.001 690027206 703 102810 SH SOLE 0 102810 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 704 128874 SH SOLE 0 128874 0 ARBOR REALTY TRUST INC REIT USD.01 038923108 706 150759 SH SOLE 0 150759 0 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 708 90005 SH SOLE 0 90005 0 PETMED EXPRESS INC COMMON STOCK USD.001 716382106 709 59854 SH SOLE 0 59854 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 710 120121 SH SOLE 0 120121 0 VERA BRADLEY INC COMMON STOCK 92335C106 711 18600 SH SOLE 0 18600 0 KMG CHEMICALS INC COMMON STOCK USD.01 482564101 711 42250 SH SOLE 0 42250 0 AEP INDUSTRIES INC COMMON STOCK USD.01 001031103 713 24414 SH SOLE 0 24414 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 717 23377 SH SOLE 0 23377 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 718 89155 SH SOLE 0 89155 0 LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 719 226220 SH SOLE 0 226220 0 BPZ RESOURCES INC COMMON STOCK NPV 055639108 719 219338 SH SOLE 0 219338 0 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK USD.01 L3466T104 720 85394 SH SOLE 0 85394 0 ARLINGTON ASSET INVESTMENT A COMMON STOCK USD.01 041356205 723 23031 SH SOLE 0 23031 0 GRAHAM CORP COMMON STOCK USD.1 384556106 723 35448 SH SOLE 0 35448 0 CDI CORP COMMON STOCK USD.1 125071100 724 54440 SH SOLE 0 54440 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- NORTHRIM BANCORP INC COMMON STOCK USD1. 666762109 724 38168 SH SOLE 0 38168 0 RADIO ONE INC CL D COMMON STOCK USD.001 75040P405 725 409450 SH SOLE 0 409450 0 CARIBOU COFFEE CO INC COMMON STOCK USD.01 142042209 726 54852 SH SOLE 0 54852 0 BANNER CORPORATION COMMON STOCK USD.01 06652V208 727 41541 SH SOLE 0 41541 0 HICKORYTECH CORP COMMON STOCK NPV 429060106 727 61200 SH SOLE 0 61200 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 728 141068 SH SOLE 0 141068 0 OPENWAVE SYSTEMS INC COMMON STOCK USD.001 683718308 729 318542 SH SOLE 0 318542 0 APCO OIL AND GAS INTL INC COMMON STOCK USD.01 G0471F109 731 8407 SH SOLE 0 8407 0 LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 731 529599 SH SOLE 0 529599 0 LANDEC CORP COMMON STOCK USD.001 514766104 732 110881 SH SOLE 0 110881 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 735 33210 SH SOLE 0 33210 0 SMART BALANCE INC COMMON STOCK USD.0001 83169Y108 735 141931 SH SOLE 0 141931 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 735 32613 SH SOLE 0 32613 0 EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 30049A107 736 103674 SH SOLE 0 103674 0 ANTARES PHARMA INC COMMON STOCK USD.01 036642106 737 333700 SH SOLE 0 333700 0 THQ INC COMMON STOCK USD.01 872443403 738 203785 SH SOLE 0 203785 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 739 44540 SH SOLE 0 44540 0 SCICLONE PHARMACEUTICALS INC COMMON STOCK USD.001 80862K104 740 122599 SH SOLE 0 122599 0 G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 741 21480 SH SOLE 0 21480 0 ROCKY BRANDS INC COMMON STOCK NPV 774515100 744 60297 SH SOLE 0 60297 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 745 29105 SH SOLE 0 29105 0 LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 745 31536 SH SOLE 0 31536 0 MAC GRAY CORP COMMON STOCK USD.01 554153106 745 48200 SH SOLE 0 48200 0 ACHILLION PHARMACEUTICALS COMMON STOCK USD.001 00448Q201 747 100400 SH SOLE 0 100400 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 747 140202 SH SOLE 0 140202 0 MEDTOX SCIENTIFIC INC COMMON STOCK USD.15 584977201 747 42779 SH SOLE 0 42779 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 748 31205 SH SOLE 0 31205 0 FISHER COMMUNICATIONS INC COMMON STOCK USD1.25 337756209 749 25110 SH SOLE 0 25110 0 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 749 59748 SH SOLE 0 59748 0 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 320734106 753 26982 SH SOLE 0 26982 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 753 134996 SH SOLE 0 134996 0 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 756 249465 SH SOLE 0 249465 0 GRAMERCY CAPITAL CORP REIT USD.001 384871109 756 249625 SH SOLE 0 249625 0 COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 757 115790 SH SOLE 0 115790 0 MINDSPEED TECHNOLOGIES INC COMMON STOCK USD.01 602682205 758 94715 SH SOLE 0 94715 0 DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 759 33839 SH SOLE 0 33839 0 DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01 26433B107 759 59133 SH SOLE 0 59133 0 CHELSEA THERAPEUTICS INTERNA COMMON STOCK NPV 163428105 763 149592 SH SOLE 0 149592 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 763 14335 SH SOLE 0 14335 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 765 17855 SH SOLE 0 17855 0 MEDIA GENERAL INC CL A COMMON STOCK USD5. 584404107 766 200580 SH SOLE 0 200580 0 ZIX CORP COMMON STOCK USD.01 98974P100 767 199760 SH SOLE 0 199760 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 767 59169 SH SOLE 0 59169 0 NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 769 67483 SH SOLE 0 67483 0 METRO HEALTH NETWORKS INC COMMON STOCK USD.001 592142103 770 160700 SH SOLE 0 160700 0 BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 770 38034 SH SOLE 0 38034 0 TRANSCEND SERVICES INC COMMON STOCK USD.05 893929208 772 26267 SH SOLE 0 26267 0 KIRKLAND S INC COMMON STOCK NPV 497498105 774 64400 SH SOLE 0 64400 0 COMSCORE INC COMMON STOCK USD.001 20564W105 775 29939 SH SOLE 0 29939 0 SEACUBE CONTAINER LEASING LT COMMON STOCK USD.01 G79978105 777 45200 SH SOLE 0 45200 0 IMMERSION CORPORATION COMMON STOCK USD.001 452521107 778 91240 SH SOLE 0 91240 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 778 31486 SH SOLE 0 31486 0 ARCTIC CAT INC COMMON STOCK USD.01 039670104 780 58100 SH SOLE 0 58100 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 782 422565 SH SOLE 0 422565 0 SILICON MOTION TECHNOL ADR ADR USD.01 82706C108 784 73100 SH SOLE 0 73100 0 LONGTOP FINANCIAL SPON ADR ADR USD.01 54318P108 784 41430 SH SOLE 0 41430 0 INTL SHIPHOLDING CORP COMMON STOCK USD1. 460321201 786 36941 SH SOLE 0 36941 0 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK USD.01 697529303 788 69898 SH SOLE 0 69898 0 HAMPTON ROADS BANKSHARES INC COMMON STOCK USD.625 409321502 790 79793 SH SOLE 0 79793 0 FRIEDMAN INDUSTRIES COMMON STOCK USD1. 358435105 791 73899 SH SOLE 0 73899 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 793 42542 SH SOLE 0 42542 0 CONCEPTUS INC COMMON STOCK USD.003 206016107 793 67940 SH SOLE 0 67940 0 ARQULE INC COMMON STOCK USD.01 04269E107 794 126964 SH SOLE 0 126964 0 STELLARONE CORP COMMON STOCK USD5. 85856G100 794 65540 SH SOLE 0 65540 0 ZYGO CORP COMMON STOCK USD.1 989855101 794 60051 SH SOLE 0 60051 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 794 35929 SH SOLE 0 35929 0 CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 795 47844 SH SOLE 0 47844 0 ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 796 209479 SH SOLE 0 209479 0 COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 803 60941 SH SOLE 0 60941 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 803 48123 SH SOLE 0 48123 0 AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 804 96720 SH SOLE 0 96720 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 805 5046 SH SOLE 0 5046 0 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 961765104 805 21124 SH SOLE 0 21124 0 FORCE PROTECTION INC COMMON STOCK USD.001 345203202 805 162159 SH SOLE 0 162159 0 USEC INC COMMON STOCK USD.1 90333E108 806 241238 SH SOLE 0 241238 0 PMFG INC COMMON STOCK USD1. 69345P103 808 40683 SH SOLE 0 40683 0 EXAR CORP COMMON STOCK USD.0001 300645108 808 127583 SH SOLE 0 127583 0 ACETO CORP COMMON STOCK USD.01 004446100 810 120779 SH SOLE 0 120779 0 CAPITAL PRODUCT PARTNERS LP LTD PART Y11082107 811 88785 SH SOLE 0 88785 0 ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 812 168851 SH SOLE 0 168851 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 812 96120 SH SOLE 0 96120 0 ISTA PHARMACEUTICALS INC COMMON STOCK USD.001 45031X204 813 106300 SH SOLE 0 106300 0 ENDOLOGIX INC COMMON STOCK USD.001 29266S106 813 87400 SH SOLE 0 87400 0 NN INC COMMON STOCK USD.01 629337106 813 54350 SH SOLE 0 54350 0 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 814 120700 SH SOLE 0 120700 0 EASTERN INSURANCE HOLDINGS COMMON STOCK NPV 276534104 814 61500 SH SOLE 0 61500 0 ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 815 327435 SH SOLE 0 327435 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 815 48793 SH SOLE 0 48793 0 DEER CONSUMER PRODUCTS INC COMMON STOCK USD.001 24379J200 816 105271 SH SOLE 0 105271 0 PRESIDENTIAL LIFE CORP COMMON STOCK USD.01 740884101 820 78516 SH SOLE 0 78516 0 MATERION CORP COMMON STOCK NPV 576690101 822 22227 SH SOLE 0 22227 0 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 824 35218 SH SOLE 0 35218 0 WASHINGTON TRUST BANCORP COMMON STOCK USD.0625 940610108 825 35911 SH SOLE 0 35911 0 LEGACY BANCORP INC COMMON STOCK USD.01 52463G105 825 59549 SH SOLE 0 59549 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 826 61083 SH SOLE 0 61083 0 CAMPUS CREST COMMUNITIES INC REIT 13466Y105 827 63900 SH SOLE 0 63900 0 TWIN DISC INC COMMON STOCK NPV 901476101 827 21406 SH SOLE 0 21406 0 CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 827 15050 SH SOLE 0 15050 0 COGDELL SPENCER INC REIT USD.01 19238U107 828 138267 SH SOLE 0 138267 0 STRATASYS INC COMMON STOCK USD.01 862685104 828 24580 SH SOLE 0 24580 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 829 50460 SH SOLE 0 50460 0 ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 040047102 829 609366 SH SOLE 0 609366 0 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 829 38140 SH SOLE 0 38140 0 NOVAVAX INC COMMON STOCK USD.01 670002104 836 414075 SH SOLE 0 414075 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 837 106575 SH SOLE 0 106575 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 837 18841 SH SOLE 0 18841 0 CAPITAL SENIOR LIVING CORP COMMON STOCK USD.01 140475104 839 90316 SH SOLE 0 90316 0 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 842 429723 SH SOLE 0 429723 0 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK USD.001 61022P100 843 59667 SH SOLE 0 59667 0 CHINA GREEN AGRICULTURE INC COMMON STOCK USD.001 16943W105 845 169592 SH SOLE 0 169592 0 HARTE HANKS INC COMMON STOCK USD1. 416196103 848 104399 SH SOLE 0 104399 0 CURIS INC COMMON STOCK USD.01 231269101 848 237000 SH SOLE 0 237000 0 SUPERTEX INC COMMON STOCK NPV 868532102 849 37915 SH SOLE 0 37915 0 STEC INC COMMON STOCK USD.001 784774101 850 49950 SH SOLE 0 49950 0 MISSION WEST PROPERTIES REIT USD.001 605203108 852 96994 SH SOLE 0 96994 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 852 268000 SH SOLE 0 268000 0 PRIMO WATER CORP COMMON STOCK 74165N105 853 59300 SH SOLE 0 59300 0 TASER INTERNATIONAL INC COMMON STOCK USD.00001 87651B104 854 187625 SH SOLE 0 187625 0 AFFYMAX INC COMMON STOCK USD.001 00826A109 855 124403 SH SOLE 0 124403 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 861 19479 SH SOLE 0 19479 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 861 68092 SH SOLE 0 68092 0 SCHIFF NUTRITION INTERNATION COMMON STOCK USD.01 806693107 862 77040 SH SOLE 0 77040 0 BANCORP INC/THE COMMON STOCK USD1. 05969A105 862 82500 SH SOLE 0 82500 0 SYNOVIS LIFE TECHNOLOGIES IN COMMON STOCK USD.01 87162G105 865 49663 SH SOLE 0 49663 0 MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y109 865 260603 SH SOLE 0 260603 0 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 571157106 865 68400 SH SOLE 0 68400 0 ROCKWELL MEDICAL TECH INC COMMON STOCK NPV 774374102 867 67495 SH SOLE 0 67495 0 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 867 131769 SH SOLE 0 131769 0 NAVIOS MARITIME PARTNERS LP LTD PART NPV Y62267102 868 47200 SH SOLE 0 47200 0 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 868 122321 SH SOLE 0 122321 0 AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 869 26321 SH SOLE 0 26321 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK USD1. 690368105 869 32274 SH SOLE 0 32274 0 CONN S INC COMMON STOCK USD.01 208242107 872 100865 SH SOLE 0 100865 0 8X8 INC COMMON STOCK USD.001 282914100 875 179000 SH SOLE 0 179000 0 KENEXA CORP COMMON STOCK USD.01 488879107 877 36567 SH SOLE 0 36567 0 IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 46269C102 877 101410 SH SOLE 0 101410 0 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 Y2187A101 877 353802 SH SOLE 0 353802 0 RENESOLA LTD ADR ADR 75971T103 882 168900 SH SOLE 0 168900 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672706 883 204787 SH SOLE 0 204787 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 884 24986 SH SOLE 0 24986 0 KIT DIGITAL INC COMMON STOCK USD.0001 482470200 886 74200 SH SOLE 0 74200 0 COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1. 191098102 887 13115 SH SOLE 0 13115 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 888 28817 SH SOLE 0 28817 0 PLX TECHNOLOGY INC COMMON STOCK USD.001 693417107 889 256183 SH SOLE 0 256183 0 VENOCO INC COMMON STOCK USD.01 92275P307 889 69799 SH SOLE 0 69799 0 INTERACTIVE INTELLIGENCE INC COMMON STOCK USD.01 45839M103 892 25450 SH SOLE 0 25450 0 RENTRAK CORP COMMON STOCK USD.001 760174102 892 50295 SH SOLE 0 50295 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 894 68974 SH SOLE 0 68974 0 INTERNAP NETWORK SERVICES COMMON STOCK USD.001 45885A300 896 121842 SH SOLE 0 121842 0 E HOUSE CHINA HOLDINGS ADS ADR USD.001 26852W103 898 91580 SH SOLE 0 91580 0 DESTINATION MATERNITY CORP COMMON STOCK USD.01 25065D100 899 44970 SH SOLE 0 44970 0 APAC CUSTOMER SERVICES INC COMMON STOCK USD.01 00185E106 899 168666 SH SOLE 0 168666 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 899 17324 SH SOLE 0 17324 0 HNI CORP COMMON STOCK USD1. 404251100 904 35973 SH SOLE 0 35973 0 STERLING FINL CORP/SPOKANE COMMON STOCK USD1. 859319303 904 56274 SH SOLE 0 56274 0 CASUAL MALE RETAIL GROUP INC COMMON STOCK USD.01 148711302 905 217968 SH SOLE 0 217968 0 MICHAEL BAKER CORP COMMON STOCK USD1. 057149106 905 42840 SH SOLE 0 42840 0 ZEP INC COMMON STOCK USD.01 98944B108 906 47952 SH SOLE 0 47952 0 CYNOSURE INC A COMMON STOCK USD.001 232577205 906 74907 SH SOLE 0 74907 0 VIAD CORP COMMON STOCK USD1.5 92552R406 907 40707 SH SOLE 0 40707 0 ZUMIEZ INC COMMON STOCK NPV 989817101 908 36364 SH SOLE 0 36364 0 RADISYS CORP COMMON STOCK NPV 750459109 908 124589 SH SOLE 0 124589 0 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 910 141536 SH SOLE 0 141536 0 SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 910 57905 SH SOLE 0 57905 0 HUDSON HIGHLAND GROUP INC COMMON STOCK USD.001 443792106 911 170240 SH SOLE 0 170240 0 BLUE NILE INC COMMON STOCK USD.001 09578R103 911 20718 SH SOLE 0 20718 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 912 62839 SH SOLE 0 62839 0 ENNIS INC COMMON STOCK USD2.5 293389102 913 52471 SH SOLE 0 52471 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 915 102364 SH SOLE 0 102364 0 RENAISSANCE LEARNING INC COMMON STOCK USD.01 75968L105 917 73164 SH SOLE 0 73164 0 CROSS TIMBERS RLTY TR COMMON STOCK 22757R109 918 20677 SH SOLE 0 20677 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 918 109859 SH SOLE 0 109859 0 SHORETEL INC COMMON STOCK USD.001 825211105 920 90235 SH SOLE 0 90235 0 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 923 52013 SH SOLE 0 52013 0 SPARTECH CORP COMMON STOCK USD.75 847220209 924 151647 SH SOLE 0 151647 0 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 924 67984 SH SOLE 0 67984 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 924 15230 SH SOLE 0 15230 0 BANCORP RHODE ISLAND INC COMMON STOCK USD.01 059690107 924 20399 SH SOLE 0 20399 0 LECROY CORP COMMON STOCK USD.01 52324W109 925 76856 SH SOLE 0 76856 0 EHEALTH INC COMMON STOCK USD.001 28238P109 926 69301 SH SOLE 0 69301 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 929 103512 SH SOLE 0 103512 0 JA SOLAR HOLDINGS CO LTD ADR ADR NPV 466090107 930 167600 SH SOLE 0 167600 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 931 86500 SH SOLE 0 86500 0 GLU MOBILE INC COMMON STOCK USD.0001 379890106 932 176900 SH SOLE 0 176900 0 TALBOTS INC COMMON STOCK USD.01 874161102 934 279590 SH SOLE 0 279590 0 MARINE PRODUCTS CORP COMMON STOCK USD.1 568427108 935 139096 SH SOLE 0 139096 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 937 37780 SH SOLE 0 37780 0 NATIONAL PRESTO INDS INC COMMON STOCK USD1. 637215104 938 9241 SH SOLE 0 9241 0 FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 939 21445 SH SOLE 0 21445 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 940 157121 SH SOLE 0 157121 0 AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 942 45630 SH SOLE 0 45630 0 LYDALL INC COMMON STOCK USD.1 550819106 942 78800 SH SOLE 0 78800 0 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK USD.001 928708106 942 38218 SH SOLE 0 38218 0 CALAVO GROWERS INC COMMON STOCK USD.001 128246105 943 44757 SH SOLE 0 44757 0 CSP INC COMMON STOCK USD.01 126389105 945 216453 SH SOLE 0 216453 0 BLYTH INC COMMON STOCK USD.02 09643P207 945 18772 SH SOLE 0 18772 0 ORION MARINE GROUP INC COMMON STOCK USD.01 68628V308 946 100580 SH SOLE 0 100580 0 NEKTAR THERAPEUTICS COMMON STOCK USD.0001 640268108 947 130304 SH SOLE 0 130304 0 CARRIAGE SERVICES INC COMMON STOCK USD.01 143905107 947 167100 SH SOLE 0 167100 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 948 67877 SH SOLE 0 67877 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 948 9790 SH SOLE 0 9790 0 SRA INTERNATIONAL INC CL A COMMON STOCK USD.004 78464R105 949 30683 SH SOLE 0 30683 0 ZHONGPIN INC COMMON STOCK USD.001 98952K107 949 90594 SH SOLE 0 90594 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 950 71852 SH SOLE 0 71852 0 PACIFIC SUNWEAR OF CALIF COMMON STOCK USD.01 694873100 950 364022 SH SOLE 0 364022 0 IXIA COMMON STOCK NPV 45071R109 952 74375 SH SOLE 0 74375 0 FORESTAR GROUP INC COMMON STOCK USD1. 346233109 952 57965 SH SOLE 0 57965 0 ATRION CORPORATION COMMON STOCK USD.1 049904105 953 4817 SH SOLE 0 4817 0 HEALTHSTREAM INC COMMON STOCK NPV 42222N103 957 72100 SH SOLE 0 72100 0 COST PLUS INC/CALIFORNIA COMMON STOCK USD.01 221485105 957 95700 SH SOLE 0 95700 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 959 25297 SH SOLE 0 25297 0 CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 963 21400 SH SOLE 0 21400 0 CADENCE PHARMACEUTICALS INC COMMON STOCK USD.0001 12738T100 964 104825 SH SOLE 0 104825 0 CONTINUCARE CORP COMMON STOCK USD.0001 212172100 965 156131 SH SOLE 0 156131 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 966 51666 SH SOLE 0 51666 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 966 83908 SH SOLE 0 83908 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 969 63517 SH SOLE 0 63517 0 CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 970 30339 SH SOLE 0 30339 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 970 36037 SH SOLE 0 36037 0 BIOMIMETIC THERAPEUTICS INC COMMON STOCK USD.001 09064X101 971 189599 SH SOLE 0 189599 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 974 58194 SH SOLE 0 58194 0 KADANT INC COMMON STOCK USD.01 48282T104 975 30954 SH SOLE 0 30954 0 SUREWEST COMMUNICATIONS COMMON STOCK NPV 868733106 979 58529 SH SOLE 0 58529 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 980 76061 SH SOLE 0 76061 0 NASH FINCH CO COMMON STOCK USD1.667 631158102 988 27583 SH SOLE 0 27583 0 OPKO HEALTH INC COMMON STOCK USD.01 68375N103 989 267900 SH SOLE 0 267900 0 COLEMAN CABLE INC COMMON STOCK USD.001 193459302 989 67317 SH SOLE 0 67317 0 GLOBAL INDUSTRIES LTD COMMON STOCK USD.01 379336100 990 180577 SH SOLE 0 180577 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 990 38306 SH SOLE 0 38306 0 BLACKBAUD INC COMMON STOCK USD.001 09227Q100 991 35737 SH SOLE 0 35737 0 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 991 61570 SH SOLE 0 61570 0 TRANSATLANTIC PETROLEUM LTD COMMON STOCK NPV G89982105 993 584000 SH SOLE 0 584000 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 993 65189 SH SOLE 0 65189 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 997 93596 SH SOLE 0 93596 0 TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 998 29840 SH SOLE 0 29840 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 999 206822 SH SOLE 0 206822 0 VIVUS INC COMMON STOCK USD.001 928551100 1003 123218 SH SOLE 0 123218 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 1004 67031 SH SOLE 0 67031 0 SIFY TECHNOLOGIES SPON ADR ADR INR10. 82655M107 1005 218000 SH SOLE 0 218000 0 FRESH MARKET INC/THE COMMON STOCK USD.01 35804H106 1006 26000 SH SOLE 0 26000 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6. 155771108 1006 27829 SH SOLE 0 27829 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 1006 56022 SH SOLE 0 56022 0 CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 1009 175462 SH SOLE 0 175462 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 1010 143222 SH SOLE 0 143222 0 MULTI FINELINE ELECTRONIX IN COMMON STOCK USD.0001 62541B101 1010 46731 SH SOLE 0 46731 0 CENVEO INC COMMON STOCK USD.01 15670S105 1013 158316 SH SOLE 0 158316 0 ENERNOC INC COMMON STOCK USD.001 292764107 1016 64518 SH SOLE 0 64518 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1017 54857 SH SOLE 0 54857 0 CTS CORP COMMON STOCK NPV 126501105 1017 105154 SH SOLE 0 105154 0 ABRAXAS PETROLEUM CORP COMMON STOCK USD.01 003830106 1018 265863 SH SOLE 0 265863 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 1022 93323 SH SOLE 0 93323 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 1023 41434 SH SOLE 0 41434 0 HAWKINS INC COMMON STOCK USD.05 420261109 1025 28304 SH SOLE 0 28304 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1027 46648 SH SOLE 0 46648 0 SHENANDOAH TELECOMMUNICATION COMMON STOCK NPV 82312B106 1028 60425 SH SOLE 0 60425 0 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 1029 31878 SH SOLE 0 31878 0 ACTUATE CORP COMMON STOCK USD.001 00508B102 1029 175932 SH SOLE 0 175932 0 PERFECT WORLD CO SPON ADR ADR 71372U104 1033 55050 SH SOLE 0 55050 0 SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 1033 103416 SH SOLE 0 103416 0 AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 1035 62902 SH SOLE 0 62902 0 JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 1037 20732 SH SOLE 0 20732 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 1039 75300 SH SOLE 0 75300 0 LIFEWAY FOODS INC COMMON STOCK NPV 531914109 1039 92970 SH SOLE 0 92970 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 1042 31005 SH SOLE 0 31005 0 ULTRA CLEAN HOLDINGS COMMON STOCK USD.001 90385V107 1043 114900 SH SOLE 0 114900 0 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 1047 73101 SH SOLE 0 73101 0 RUBICON TECHNOLOGY INC COMMON STOCK USD.001 78112T107 1048 62159 SH SOLE 0 62159 0 RADWARE LTD COMMON STOCK ILS.1 M81873107 1049 30100 SH SOLE 0 30100 0 ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 1050 27363 SH SOLE 0 27363 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 1056 74227 SH SOLE 0 74227 0 MEDASSETS INC COMMON STOCK USD.01 584045108 1056 79050 SH SOLE 0 79050 0 TFS FINANCIAL CORP COMMON STOCK USD.01 87240R107 1069 110459 SH SOLE 0 110459 0 NUSTAR GP HOLDINGS LLC UNIT NPV 67059L102 1069 29706 SH SOLE 0 29706 0 ARROW FINANCIAL CORP COMMON STOCK USD1. 042744102 1070 43712 SH SOLE 0 43712 0 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 1077 63663 SH SOLE 0 63663 0 EW SCRIPPS CO/THE A COMMON STOCK USD.01 811054402 1077 111339 SH SOLE 0 111339 0 BOLT TECHNOLOGY CORP COMMON STOCK NPV 097698104 1078 86900 SH SOLE 0 86900 0 SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 1078 182975 SH SOLE 0 182975 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 1078 41005 SH SOLE 0 41005 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1081 48562 SH SOLE 0 48562 0 GFI GROUP INC COMMON STOCK USD.01 361652209 1081 235529 SH SOLE 0 235529 0 INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 1082 62600 SH SOLE 0 62600 0 DORCHESTER MINERALS LP LTD PART NPV 25820R105 1085 40242 SH SOLE 0 40242 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 1087 30451 SH SOLE 0 30451 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 1087 50030 SH SOLE 0 50030 0 EPLUS INC COMMON STOCK USD.01 294268107 1089 41200 SH SOLE 0 41200 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 1089 15681 SH SOLE 0 15681 0 B+G FOODS INC COMMON STOCK USD.01 05508R106 1090 52839 SH SOLE 0 52839 0 LIBBEY INC COMMON STOCK USD.01 529898108 1093 67400 SH SOLE 0 67400 0 KNOLL INC COMMON STOCK USD.01 498904200 1095 54562 SH SOLE 0 54562 0 CITIZENS INC COMMON STOCK NPV 174740100 1098 161008 SH SOLE 0 161008 0 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 84470P109 1098 55320.75 SH SOLE 0 55320.75 0 FURMANITE CORP COMMON STOCK NPV 361086101 1098 138305 SH SOLE 0 138305 0 TRAVELZOO INC COMMON STOCK USD.01 89421Q106 1099 16996 SH SOLE 0 16996 0 UNIVERSAL STAINLESS + ALLOY COMMON STOCK USD.001 913837100 1099 23513 SH SOLE 0 23513 0 NETSUITE INC COMMON STOCK USD.01 64118Q107 1100 28064 SH SOLE 0 28064 0 NARA BANCORP INC COMMON STOCK USD.001 63080P105 1101 135438 SH SOLE 0 135438 0 DIAMOND HILL INVESTMENT GRP COMMON STOCK NPV 25264R207 1104 13578 SH SOLE 0 13578 0 LIVEPERSON INC COMMON STOCK USD.001 538146101 1105 78122 SH SOLE 0 78122 0 INSMED INC COMMON STOCK USD.01 457669307 1106 92217 SH SOLE 0 92217 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 1107 56383 SH SOLE 0 56383 0 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 1107 111816 SH SOLE 0 111816 0 PUDA COAL INC COMMON STOCK USD.001 744674300 1109 184900 SH SOLE 0 184900 0 YONGYE INTERNATIONAL INC COMMON STOCK USD.0001 98607B106 1109 211316 SH SOLE 0 211316 0 HARBIN ELECTRIC INC COMMON STOCK USD.00001 41145W109 1112 73553 SH SOLE 0 73553 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 1113 62550 SH SOLE 0 62550 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 1116 36999 SH SOLE 0 36999 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 1116 34010 SH SOLE 0 34010 0 URANIUM ENERGY CORP COMMON STOCK USD.001 916896103 1117 365157 SH SOLE 0 365157 0 COMPLETE GENOMICS INC COMMON STOCK 20454K104 1118 73200 SH SOLE 0 73200 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 1119 83597 SH SOLE 0 83597 0 CHINA REAL ESTATE INFORM ADR ADR 16948Q103 1120 156860 SH SOLE 0 156860 0 VASCO DATA SECURITY INTL COMMON STOCK USD.001 92230Y104 1122 90090 SH SOLE 0 90090 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 1126 67043 SH SOLE 0 67043 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 1128 45986 SH SOLE 0 45986 0 MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 1129 217100 SH SOLE 0 217100 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 1131 115015 SH SOLE 0 115015 0 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1133 47919 SH SOLE 0 47919 0 LANDAUER INC COMMON STOCK USD.1 51476K103 1140 18513 SH SOLE 0 18513 0 ENERGY PARTNERS LTD COMMON STOCK 29270U303 1141 77035 SH SOLE 0 77035 0 OMNOVA SOLUTIONS INC COMMON STOCK USD.1 682129101 1141 163998 SH SOLE 0 163998 0 KBW INC COMMON STOCK USD.01 482423100 1144 61169 SH SOLE 0 61169 0 J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1147 23017 SH SOLE 0 23017 0 BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 1153 149144 SH SOLE 0 149144 0 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 1158 129510 SH SOLE 0 129510 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 1158 90204 SH SOLE 0 90204 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1158 67900 SH SOLE 0 67900 0 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 G8766E109 1158 37683 SH SOLE 0 37683 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 1159 42285 SH SOLE 0 42285 0 LAKELAND BANCORP INC COMMON STOCK NPV 511637100 1159 116168 SH SOLE 0 116168 0 ICU MEDICAL INC COMMON STOCK USD.1 44930G107 1160 26546 SH SOLE 0 26546 0 NEW YORK + CO COMMON STOCK USD.001 649295102 1160 234431 SH SOLE 0 234431 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 1162 199381 SH SOLE 0 199381 0 BLOUNT INTERNATIONAL INC COMMON STOCK USD.01 095180105 1163 66553 SH SOLE 0 66553 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 1164 31630 SH SOLE 0 31630 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 1165 25837 SH SOLE 0 25837 0 REDIFF.COM INDIA LIMITED ADR ADR INR5. 757479100 1165 126500 SH SOLE 0 126500 0 U S GOLD CORP COMMON STOCK NPV 912023207 1166 193340 SH SOLE 0 193340 0 POWERWAVE TECHNOLOGIES INC COMMON STOCK USD.0001 739363109 1167 395675 SH SOLE 0 395675 0 O CHARLEYS INC COMMON STOCK NPV 670823103 1167 159707 SH SOLE 0 159707 0 INTER PARFUMS INC COMMON STOCK USD.001 458334109 1168 50736 SH SOLE 0 50736 0 SABA SOFTWARE INC COMMON STOCK USD.001 784932600 1170 129594 SH SOLE 0 129594 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 1171 68258 SH SOLE 0 68258 0 FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 1171 201500 SH SOLE 0 201500 0 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 1171 87528 SH SOLE 0 87528 0 LHC GROUP INC COMMON STOCK USD.01 50187A107 1174 50890 SH SOLE 0 50890 0 DEX ONE CORP COMMON STOCK 25212W100 1175 464395 SH SOLE 0 464395 0 CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 1178 276439 SH SOLE 0 276439 0 FORTRESS INVESTMENT GRP CL A LTD PART NPV 34958B106 1184 245541 SH SOLE 0 245541 0 GENOMIC HEALTH INC COMMON STOCK USD.0001 37244C101 1184 42415 SH SOLE 0 42415 0 MICROMET INC COMMON STOCK USD.00004 59509C105 1187 206833 SH SOLE 0 206833 0 ZAGG INC COMMON STOCK USD.001 98884U108 1189 88700 SH SOLE 0 88700 0 GLOBECOMM SYSTEMS INC COMMON STOCK USD.001 37956X103 1189 76433 SH SOLE 0 76433 0 SAIA INC COMMON STOCK USD.001 78709Y105 1190 70232 SH SOLE 0 70232 0 PACWEST BANCORP COMMON STOCK NPV 695263103 1191 57885 SH SOLE 0 57885 0 BROADWIND ENERGY INC COMMON STOCK USD.001 11161T108 1191 821700 SH SOLE 0 821700 0 QUIDEL CORP COMMON STOCK USD.001 74838J101 1192 78652 SH SOLE 0 78652 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 1193 105834 SH SOLE 0 105834 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 1194 60445 SH SOLE 0 60445 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 1195 129155 SH SOLE 0 129155 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 1196 27837 SH SOLE 0 27837 0 PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001 69404D108 1198 102400 SH SOLE 0 102400 0 SUN HYDRAULICS CORP COMMON STOCK USD.001 866942105 1198 25070 SH SOLE 0 25070 0 ACCELRYS INC COMMON STOCK USD.0001 00430U103 1203 169187 SH SOLE 0 169187 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK USD.001 83066R107 1205 127327 SH SOLE 0 127327 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 1205 291107 SH SOLE 0 291107 0 TEEKAY OFFSHORE PARTNERS LP LTD PART Y8565J101 1208 41170 SH SOLE 0 41170 0 NEOPROBE CORP COMMON STOCK USD.001 640518106 1212 365048 SH SOLE 0 365048 0 TRANSMONTAIGNE PARTNERS LP LTD PART 89376V100 1212 34720 SH SOLE 0 34720 0 SUPERMEDIA INC COMMON STOCK USD.01 868447103 1215 323913 SH SOLE 0 323913 0 WHITING USA TRUST I ROYALTY TRST 966389108 1217 71627 SH SOLE 0 71627 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 1219 127902 SH SOLE 0 127902 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 1226 395605 SH SOLE 0 395605 0 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 1227 49597 SH SOLE 0 49597 0 HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 1227 241018 SH SOLE 0 241018 0 KEYNOTE SYSTEMS INC COMMON STOCK USD.001 493308100 1228 56750 SH SOLE 0 56750 0 SUNRISE SENIOR LIVING INC COMMON STOCK USD.01 86768K106 1231 129139 SH SOLE 0 129139 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 1231 30039 SH SOLE 0 30039 0 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 030111108 1231 136190 SH SOLE 0 136190 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 1231 57859 SH SOLE 0 57859 0 QUALITY DISTRIBUTION INC COMMON STOCK NPV 74756M102 1235 94860 SH SOLE 0 94860 0 EARTHLINK INC COMMON STOCK USD.01 270321102 1236 160600 SH SOLE 0 160600 0 APRICUS BIOSCIENCES INC COMMON STOCK USD.001 03832V109 1236 258130 SH SOLE 0 258130 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 1239 191763 SH SOLE 0 191763 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 1239 292977 SH SOLE 0 292977 0 SHUFFLE MASTER INC COMMON STOCK USD.01 825549108 1240 132514 SH SOLE 0 132514 0 BEBE STORES INC COMMON STOCK USD.001 075571109 1241 203137 SH SOLE 0 203137 0 STEIN MART INC COMMON STOCK USD.01 858375108 1245 129105 SH SOLE 0 129105 0 CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 1246 177500 SH SOLE 0 177500 0 AGREE REALTY CORP REIT USD.0001 008492100 1247 55862 SH SOLE 0 55862 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 1258 123977 SH SOLE 0 123977 0 CRAY INC COMMON STOCK USD.01 225223304 1259 196670 SH SOLE 0 196670 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 1259 266695 SH SOLE 0 266695 0 FALCONSTOR SOFTWARE INC COMMON STOCK USD.001 306137100 1260 281343 SH SOLE 0 281343 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 1267 332492 SH SOLE 0 332492 0 PARAMOUNT GOLD AND SILVER COMMON STOCK USD.001 69924P102 1269 389200 SH SOLE 0 389200 0 CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 1274 832707 SH SOLE 0 832707 0 COHEN + STEERS INC COMMON STOCK USD.01 19247A100 1278 38537 SH SOLE 0 38537 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 1278 48394 SH SOLE 0 48394 0 DEPOMED INC COMMON STOCK NPV 249908104 1281 156660 SH SOLE 0 156660 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 1282 122224 SH SOLE 0 122224 0 FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 1283 49481 SH SOLE 0 49481 0 TRIMAS CORP COMMON STOCK USD.01 896215209 1285 51901 SH SOLE 0 51901 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 1289 78630 SH SOLE 0 78630 0 EMCORE CORP COMMON STOCK NPV 290846104 1289 470365 SH SOLE 0 470365 0 APPROACH RESOURCES INC COMMON STOCK USD.01 03834A103 1290 56900 SH SOLE 0 56900 0 STAMPS.COM INC COMMON STOCK USD.001 852857200 1292 96871 SH SOLE 0 96871 0 ERESEARCH TECHNOLOGY INC COMMON STOCK USD.01 29481V108 1293 203030 SH SOLE 0 203030 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 1294 226987 SH SOLE 0 226987 0 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1299 182500 SH SOLE 0 182500 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 1301 45142 SH SOLE 0 45142 0 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 1301 134679 SH SOLE 0 134679 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 1304 389361 SH SOLE 0 389361 0 NATURES SUNSHINE PRODS INC COMMON STOCK NPV 639027101 1305 67014 SH SOLE 0 67014 0 IMPERIAL SUGAR CO COMMON STOCK NPV 453096208 1306 65280 SH SOLE 0 65280 0 ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 1308 142834 SH SOLE 0 142834 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 1313 30030 SH SOLE 0 30030 0 VANCEINFO TECHNOLOGIES ADR ADR USD.001 921564100 1317 56980 SH SOLE 0 56980 0 TELEPHONE + DATA SPECIAL SHS COMMON STOCK USD.01 879433860 1317 48919 SH SOLE 0 48919 0 NVE CORP COMMON STOCK USD.01 629445206 1318 22548 SH SOLE 0 22548 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- PULSE ELECTRONICS CORP COMMON STOCK USD.125 74586W106 1319 298379 SH SOLE 0 298379 0 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 1320 469815 SH SOLE 0 469815 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 1322 104075 SH SOLE 0 104075 0 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 1322 63494 SH SOLE 0 63494 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 1324 77344 SH SOLE 0 77344 0 UNITED FIRE + CASUALTY CO COMMON STOCK USD3.333 910331107 1326 76331 SH SOLE 0 76331 0 SAUER DANFOSS INC COMMON STOCK USD.01 804137107 1327 26327 SH SOLE 0 26327 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 1327 60000 SH SOLE 0 60000 0 ACTIVE NETWORK INC/THE COMMON STOCK 00506D100 1329 75500 SH SOLE 0 75500 0 PINNACLE ENTERTAINMENT INC COMMON STOCK USD.1 723456109 1332 89386 SH SOLE 0 89386 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 1334 221568 SH SOLE 0 221568 0 HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 1336 121151 SH SOLE 0 121151 0 AXT INC COMMON STOCK USD.001 00246W103 1336 157600 SH SOLE 0 157600 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 1339 31701 SH SOLE 0 31701 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1339 94126 SH SOLE 0 94126 0 KFORCE INC COMMON STOCK USD.01 493732101 1341 102504 SH SOLE 0 102504 0 VELTI PLC COMMON STOCK GBP.05 G93285107 1341 79300 SH SOLE 0 79300 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 1343 151565 SH SOLE 0 151565 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 1343 80102 SH SOLE 0 80102 0 ZALE CORP COMMON STOCK USD.01 988858106 1344 239970 SH SOLE 0 239970 0 LDK SOLAR CO LTD ADR ADR USD.1 50183L107 1344 183100 SH SOLE 0 183100 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 1345 168526 SH SOLE 0 168526 0 LIZ CLAIBORNE INC COMMON STOCK USD1. 539320101 1347 251718 SH SOLE 0 251718 0 SONUS NETWORKS INC COMMON STOCK USD.001 835916107 1347 415755 SH SOLE 0 415755 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 1347 90189 SH SOLE 0 90189 0 SEQUENOM INC COMMON STOCK USD.001 817337405 1349 178650 SH SOLE 0 178650 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 1351 101397 SH SOLE 0 101397 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 1352 235570 SH SOLE 0 235570 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 1355 167059 SH SOLE 0 167059 0 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 1359 21949 SH SOLE 0 21949 0 OTTER TAIL CORP COMMON STOCK USD5. 689648103 1361 64518 SH SOLE 0 64518 0 EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 1363 420618 SH SOLE 0 420618 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 1364 64056 SH SOLE 0 64056 0 WINTHROP REALTY TRUST REIT USD1. 976391300 1364 114238 SH SOLE 0 114238 0 CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1364 40892 SH SOLE 0 40892 0 UNIFI INC COMMON STOCK USD.1 904677200 1366 99017 SH SOLE 0 99017 0 INSPERITY INC COMMON STOCK USD.01 45778Q107 1373 46362 SH SOLE 0 46362 0 SYCAMORE NETWORKS INC COMMON STOCK USD.001 871206405 1376 61854 SH SOLE 0 61854 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 1383 62339 SH SOLE 0 62339 0 PARK OHIO HOLDINGS CORP COMMON STOCK USD1. 700666100 1383 65442 SH SOLE 0 65442 0 YRC WORLDWIDE INC COMMON STOCK USD1. 984249300 1388 1228078 SH SOLE 0 1228078 0 FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930507 1388 1166458 SH SOLE 0 1166458 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 1390 25431 SH SOLE 0 25431 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 1392 72106 SH SOLE 0 72106 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1398 81920 SH SOLE 0 81920 0 OPTIONSXPRESS HOLDINGS INC COMMON STOCK USD.0001 684010101 1401 83996 SH SOLE 0 83996 0 TOWER INTERNATIONAL INC COMMON STOCK USD.01 891826109 1403 79300 SH SOLE 0 79300 0 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 1406 35123 SH SOLE 0 35123 0 CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 1407 68112 SH SOLE 0 68112 0 ZOLTEK COMPANIES INC COMMON STOCK USD.01 98975W104 1408 133688 SH SOLE 0 133688 0 ANAREN INC COMMON STOCK USD.01 032744104 1410 66332 SH SOLE 0 66332 0 AZZ INC COMMON STOCK USD1. 002474104 1410 30795 SH SOLE 0 30795 0 PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 1422 262900 SH SOLE 0 262900 0 AMERISTAR CASINOS INC COMMON STOCK USD.01 03070Q101 1427 60166 SH SOLE 0 60166 0 MOTRICITY INC COMMON STOCK 620107102 1427 184582 SH SOLE 0 184582 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 1429 58991 SH SOLE 0 58991 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 1429 45075 SH SOLE 0 45075 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 1431 277859 SH SOLE 0 277859 0 US ECOLOGY INC COMMON STOCK USD.01 91732J102 1431 83695 SH SOLE 0 83695 0 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 1432 56690 SH SOLE 0 56690 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1434 16982 SH SOLE 0 16982 0 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 1439 92491 SH SOLE 0 92491 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 1444 133919 SH SOLE 0 133919 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 1445 39585 SH SOLE 0 39585 0 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 1445 103282 SH SOLE 0 103282 0 ENDEAVOUR INTERNATIONAL CORP COMMON STOCK USD.001 29259G200 1451 96274 SH SOLE 0 96274 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 1453 109991 SH SOLE 0 109991 0 SEASPAN CORP COMMON STOCK USD.01 Y75638109 1453 99462 SH SOLE 0 99462 0 GMX RESOURCES INC COMMON STOCK USD.001 38011M108 1454 326749 SH SOLE 0 326749 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 1461 172505 SH SOLE 0 172505 0 WRIGHT MEDICAL GROUP INC COMMON STOCK USD.01 98235T107 1463 97530 SH SOLE 0 97530 0 SOLARWINDS INC COMMON STOCK USD.001 83416B109 1467 56131 SH SOLE 0 56131 0 AAON INC COMMON STOCK USD.004 000360206 1467 67186.5 SH SOLE 0 67186.5 0 VALUEVISION MEDIA INC A COMMON STOCK USD.01 92047K107 1468 191900 SH SOLE 0 191900 0 SUNPOWER CORP CLASS B COMMON STOCK USD.001 867652307 1469 88339 SH SOLE 0 88339 0 LMI AEROSPACE INC COMMON STOCK USD.02 502079106 1470 60189 SH SOLE 0 60189 0 HANDY + HARMAN LTD COMMON STOCK USD.01 410315105 1477 96000 SH SOLE 0 96000 0 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 1478 66027 SH SOLE 0 66027 0 ALTISOURCE PORTFOLIO SOL COMMON STOCK USD1. L0175J104 1479 40199 SH SOLE 0 40199 0 OCH ZIFF CAPITAL MANAGEMEN A LTD PART NPV 67551U105 1479 106668 SH SOLE 0 106668 0 PHARMACYCLICS INC COMMON STOCK USD.0001 716933106 1482 141940 SH SOLE 0 141940 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 1485 28119 SH SOLE 0 28119 0 SMART MODULAR TECHNOLOGIES COMMON STOCK USD.166.67 G82245104 1485 162093 SH SOLE 0 162093 0 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 1486 99613 SH SOLE 0 99613 0 PATRIOT TRANSPORTATION HLDG COMMON STOCK USD.1 70337B102 1487 66462 SH SOLE 0 66462 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 1490 97753 SH SOLE 0 97753 0 CITI TRENDS INC COMMON STOCK USD.01 17306X102 1491 98840 SH SOLE 0 98840 0 W+T OFFSHORE INC COMMON STOCK USD.00001 92922P106 1491 57100 SH SOLE 0 57100 0 PROS HOLDINGS INC COMMON STOCK USD.001 74346Y103 1494 85444 SH SOLE 0 85444 0 MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 1495 69195 SH SOLE 0 69195 0 BADGER METER INC COMMON STOCK USD1. 056525108 1497 40472 SH SOLE 0 40472 0 TENNANT CO COMMON STOCK USD.375 880345103 1499 37545 SH SOLE 0 37545 0 NEWSTAR FINANCIAL INC COMMON STOCK USD.01 65251F105 1501 140563 SH SOLE 0 140563 0 GOLD RESOURCE CORP COMMON STOCK USD.001 38068T105 1506 60400 SH SOLE 0 60400 0 METALICO INC COMMON STOCK USD.001 591176102 1506 255295 SH SOLE 0 255295 0 LOOPNET INC COMMON STOCK USD.001 543524300 1512 82278 SH SOLE 0 82278 0 REALD INC COMMON STOCK USD.0001 75604L105 1513 64690 SH SOLE 0 64690 0 SANOFI AVENTIS RTS EXP31DEC20 80105N113 1514 628307 SH SOLE 0 628307 0 CBEYOND INC COMMON STOCK USD.01 149847105 1515 114483 SH SOLE 0 114483 0 IDT CORP CLASS B COMMON STOCK USD.01 448947507 1515 56066 SH SOLE 0 56066 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 1516 200270 SH SOLE 0 200270 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 1522 119253 SH SOLE 0 119253 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 1527 147655 SH SOLE 0 147655 0 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1528 40800 SH SOLE 0 40800 0 CALGON CARBON CORP COMMON STOCK USD.01 129603106 1529 89964 SH SOLE 0 89964 0 FABRINET COMMON STOCK USD.01 G3323L100 1530 63000 SH SOLE 0 63000 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 1531 41404 SH SOLE 0 41404 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1532 79643 SH SOLE 0 79643 0 GERBER SCIENTIFIC INC COMMON STOCK USD.01 373730100 1533 137700 SH SOLE 0 137700 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 1533 179688 SH SOLE 0 179688 0 INFINERA CORP COMMON STOCK USD.001 45667G103 1533 221923 SH SOLE 0 221923 0 DTS INC COMMON STOCK USD.0001 23335C101 1535 37859 SH SOLE 0 37859 0 GAMCO INVESTORS INC A COMMON STOCK USD.001 361438104 1538 33217 SH SOLE 0 33217 0 ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 1538 52990 SH SOLE 0 52990 0 IROBOT CORP COMMON STOCK USD.01 462726100 1544 43761 SH SOLE 0 43761 0 MTS SYSTEMS CORP COMMON STOCK USD.25 553777103 1547 36987 SH SOLE 0 36987 0 KEMET CORP COMMON STOCK USD.01 488360207 1552 108602 SH SOLE 0 108602 0 AKORN INC COMMON STOCK NPV 009728106 1553 221889 SH SOLE 0 221889 0 RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1563 94534 SH SOLE 0 94534 0 ATMI INC COMMON STOCK USD.01 00207R101 1564 76553 SH SOLE 0 76553 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 1568 89989 SH SOLE 0 89989 0 LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 1569 36561 SH SOLE 0 36561 0 MEDIFAST INC COMMON STOCK USD.001 58470H101 1581 66633 SH SOLE 0 66633 0 DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 1581 62383 SH SOLE 0 62383 0 STERLING BANCSHARES INC/TX COMMON STOCK USD1. 858907108 1586 194399 SH SOLE 0 194399 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 1587 92186 SH SOLE 0 92186 0 A123 SYSTEMS INC COMMON STOCK USD.001 03739T108 1589 298600 SH SOLE 0 298600 0 IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 46333X108 1596 101545 SH SOLE 0 101545 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 1598 45131 SH SOLE 0 45131 0 SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 1598 88844 SH SOLE 0 88844 0 CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 1600 63039 SH SOLE 0 63039 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 1601 244005 SH SOLE 0 244005 0 DEXCOM INC COMMON STOCK USD.001 252131107 1601 110475 SH SOLE 0 110475 0 RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A108 1605 99310 SH SOLE 0 99310 0 VANTAGE DRILLING CO COMMON STOCK USD.001 G93205113 1605 881800 SH SOLE 0 881800 0 TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 1607 38598 SH SOLE 0 38598 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1611 171977 SH SOLE 0 171977 0 KENDLE INTERNATIONAL INC COMMON STOCK NPV 48880L107 1612 106898 SH SOLE 0 106898 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 1612 82563 SH SOLE 0 82563 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 1615 86338 SH SOLE 0 86338 0 EMERITUS CORP COMMON STOCK USD.0001 291005106 1617 76099 SH SOLE 0 76099 0 REVLON INC CLASS A COMMON STOCK USD.01 761525609 1618 96316 SH SOLE 0 96316 0 CASCADE CORP COMMON STOCK USD.5 147195101 1622 34091 SH SOLE 0 34091 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 1622 402442 SH SOLE 0 402442 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 1624 4154 SH SOLE 0 4154 0 ORBOTECH LTD COMMON STOCK USD.14 M75253100 1631 127896 SH SOLE 0 127896 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 1642 65812 SH SOLE 0 65812 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 1643 152226 SH SOLE 0 152226 0 EAGLE ROCK ENERGY PARTNERS LTD PART NPV 26985R104 1645 148291 SH SOLE 0 148291 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 1645 102685 SH SOLE 0 102685 0 LA Z BOY INC COMMON STOCK USD1. 505336107 1645 166669 SH SOLE 0 166669 0 RADIANT SYSTEMS INC COMMON STOCK NPV 75025N102 1647 78797 SH SOLE 0 78797 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 1648 330849 SH SOLE 0 330849 0 DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 1649 64890 SH SOLE 0 64890 0 REX ENERGY CORP COMMON STOCK USD.001 761565100 1651 160792 SH SOLE 0 160792 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 1651 91190 SH SOLE 0 91190 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 1659 61499 SH SOLE 0 61499 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 1665 302239 SH SOLE 0 302239 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1666 88629 SH SOLE 0 88629 0 SEABOARD CORP COMMON STOCK USD1. 811543107 1668 690 SH SOLE 0 690 0 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84763R101 1670 52190 SH SOLE 0 52190 0 SEQUANS COMMUNICATIONS ADR ADR USD.02 817323108 1672 117300 SH SOLE 0 117300 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 1672 68319 SH SOLE 0 68319 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 1685 194130 SH SOLE 0 194130 0 HYPERCOM CORP COMMON STOCK USD.001 44913M105 1685 171457 SH SOLE 0 171457 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 1689 41012 SH SOLE 0 41012 0 ALTRA HOLDINGS INC COMMON STOCK USD.001 02208R106 1693 70578 SH SOLE 0 70578 0 IGATE CORP COMMON STOCK USD.01 45169U105 1701 104252 SH SOLE 0 104252 0 GORMAN RUPP CO COMMON STOCK NPV 383082104 1703 51703.25 SH SOLE 0 51703.25 0 S1 CORPORATION COMMON STOCK USD.01 78463B101 1704 227835 SH SOLE 0 227835 0 COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 1706 100266 SH SOLE 0 100266 0 NIC INC COMMON STOCK NPV 62914B100 1708 126901 SH SOLE 0 126901 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 1709 75751 SH SOLE 0 75751 0 REGIS CORP COMMON STOCK USD.05 758932107 1713 111813 SH SOLE 0 111813 0 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 1719 67687 SH SOLE 0 67687 0 BIOSCRIP INC COMMON STOCK USD.0001 09069N108 1720 264980 SH SOLE 0 264980 0 CAPLEASE INC REIT USD.01 140288101 1722 350626 SH SOLE 0 350626 0 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 83545G102 1722 117536 SH SOLE 0 117536 0 AEROVIRONMENT INC COMMON STOCK USD.0001 008073108 1723 48755 SH SOLE 0 48755 0 SILICON GRAPHICS INTERNATION COMMON STOCK USD.001 82706L108 1728 100445 SH SOLE 0 100445 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ATP OIL + GAS CORPORATION COMMON STOCK USD.001 00208J108 1729 112913 SH SOLE 0 112913 0 CALIX NETWORKS INC COMMON STOCK 13100M509 1729 83053.5 SH SOLE 0 83053.5 0 STURM RUGER + CO INC COMMON STOCK USD1. 864159108 1731 78855 SH SOLE 0 78855 0 AMERIGAS PARTNERS LP LTD PART NPV 030975106 1731 38448 SH SOLE 0 38448 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 1733 301900 SH SOLE 0 301900 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 1734 105074 SH SOLE 0 105074 0 MAGMA DESIGN AUTOMATION INC COMMON STOCK USD.0001 559181102 1735 217100 SH SOLE 0 217100 0 ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 1740 65917 SH SOLE 0 65917 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 1741 418581 SH SOLE 0 418581 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 1749 58462 SH SOLE 0 58462 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 1750 54419 SH SOLE 0 54419 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1751 52566 SH SOLE 0 52566 0 SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 1757 28900 SH SOLE 0 28900 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 1758 107569 SH SOLE 0 107569 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 1759 39435 SH SOLE 0 39435 0 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 1762 234276 SH SOLE 0 234276 0 DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 1762 76789 SH SOLE 0 76789 0 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 1762 60917 SH SOLE 0 60917 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 1763 68690 SH SOLE 0 68690 0 WAUSAU PAPER CORP COMMON STOCK NPV 943315101 1764 261665 SH SOLE 0 261665 0 AMSURG CORP COMMON STOCK NPV 03232P405 1766 67591 SH SOLE 0 67591 0 ENDOCYTE INC COMMON STOCK 29269A102 1769 123500 SH SOLE 0 123500 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 1770 395870 SH SOLE 0 395870 0 OM GROUP INC COMMON STOCK USD.01 670872100 1771 43583 SH SOLE 0 43583 0 HARMONIC INC COMMON STOCK USD.001 413160102 1771 244995 SH SOLE 0 244995 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 1772 78332 SH SOLE 0 78332 0 CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 1774 193616 SH SOLE 0 193616 0 IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 1774 81395 SH SOLE 0 81395 0 DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 1775 44848 SH SOLE 0 44848 0 BODY CENTRAL CORP COMMON STOCK 09689U102 1777 75500 SH SOLE 0 75500 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 1777 143566 SH SOLE 0 143566 0 NTELOS HOLDINGS CORP COMMON STOCK USD.01 67020Q107 1777 87041 SH SOLE 0 87041 0 AMERICAN SCIENCE + ENGINEERI COMMON STOCK USD.667 029429107 1778 22220 SH SOLE 0 22220 0 MCGRATH RENTCORP COMMON STOCK NPV 580589109 1781 63422 SH SOLE 0 63422 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 1781 224624 SH SOLE 0 224624 0 AMERICAN ASSETS TRUST INC REIT 024013104 1787 79600 SH SOLE 0 79600 0 MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 1791 264904 SH SOLE 0 264904 0 PETROQUEST ENERGY INC COMMON STOCK USD.001 716748108 1793 255375 SH SOLE 0 255375 0 CARTER S INC COMMON STOCK USD.01 146229109 1795 58356 SH SOLE 0 58356 0 MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 1795 64908 SH SOLE 0 64908 0 CANADIAN SOLAR INC COMMON STOCK NPV 136635109 1796 156187 SH SOLE 0 156187 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1796 76738 SH SOLE 0 76738 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 1797 138220 SH SOLE 0 138220 0 TPC GROUP INC COMMON STOCK 89236Y104 1799 45880 SH SOLE 0 45880 0 SONIC CORP COMMON STOCK USD.01 835451105 1801 169399 SH SOLE 0 169399 0 AUTOCHINA INTERNATIONAL LTD COMMON STOCK G06750106 1810 62000 SH SOLE 0 62000 0 PRIMERICA INC COMMON STOCK 74164M108 1810 82400 SH SOLE 0 82400 0 NATUS MEDICAL INC COMMON STOCK USD.001 639050103 1811 119523 SH SOLE 0 119523 0 CALIPER LIFE SCIENCES INC COMMON STOCK USD.001 130872104 1813 223600 SH SOLE 0 223600 0 CROSSTEX ENERGY INC COMMON STOCK USD.01 22765Y104 1816 152598 SH SOLE 0 152598 0 TARGACEPT INC COMMON STOCK USD.001 87611R306 1817 86237 SH SOLE 0 86237 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 1820 324375 SH SOLE 0 324375 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 1821 265910 SH SOLE 0 265910 0 MESABI TR CTF BEN INT 590672101 1826 54539 SH SOLE 0 54539 0 NISKA GAS STORAGE PARTNERS U UNIT 654678101 1826 106300 SH SOLE 0 106300 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 1827 37432 SH SOLE 0 37432 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 1827 65148 SH SOLE 0 65148 0 CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 1834 30549 SH SOLE 0 30549 0 QUANTUM CORP COMMON STOCK USD.01 747906204 1835 556022 SH SOLE 0 556022 0 KB HOME COMMON STOCK USD1. 48666K109 1836 187778 SH SOLE 0 187778 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 1838 87182 SH SOLE 0 87182 0 BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01 10807M105 1838 73520 SH SOLE 0 73520 0 NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 G65773106 1839 80873 SH SOLE 0 80873 0 AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 1848 98089 SH SOLE 0 98089 0 DICE HOLDINGS INC COMMON STOCK USD.01 253017107 1856 137248 SH SOLE 0 137248 0 EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1858 216015 SH SOLE 0 216015 0 KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 1861 49074 SH SOLE 0 49074 0 WARNER MUSIC GROUP CORP COMMON STOCK USD.001 934550104 1862 226465 SH SOLE 0 226465 0 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001 913915104 1863 94216 SH SOLE 0 94216 0 LAWSON SOFTWARE INC COMMON STOCK USD.01 52078P102 1864 166129 SH SOLE 0 166129 0 VIRNETX HOLDING CORP COMMON STOCK USD.0001 92823T108 1870 64600 SH SOLE 0 64600 0 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 1871 68038 SH SOLE 0 68038 0 FREESCALE SEMICONDUCTOR HOLD COMMON STOCK G3727Q101 1872 101800 SH SOLE 0 101800 0 BOSTON BEER COMPANY INC CL A COMMON STOCK USD.01 100557107 1882 21004 SH SOLE 0 21004 0 STEPAN CO COMMON STOCK USD1. 858586100 1884 26577 SH SOLE 0 26577 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 1886 139880 SH SOLE 0 139880 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146P102 1887 132877 SH SOLE 0 132877 0 PAETEC HOLDING CORP COMMON STOCK USD.01 695459107 1896 395763 SH SOLE 0 395763 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 1896 174595 SH SOLE 0 174595 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 1904 175519 SH SOLE 0 175519 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 1909 61053 SH SOLE 0 61053 0 YOUKU.COM INC SPON ADR ADR 98742U100 1913 55680 SH SOLE 0 55680 0 CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 184499101 1916 145722 SH SOLE 0 145722 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 1921 242217 SH SOLE 0 242217 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 1940 138373 SH SOLE 0 138373 0 DINEEQUITY INC COMMON STOCK USD.01 254423106 1940 37122 SH SOLE 0 37122 0 HOUSTON AMERICAN ENERGY CORP COMMON STOCK USD.001 44183U100 1944 107200 SH SOLE 0 107200 0 GEOEYE INC COMMON STOCK USD.01 37250W108 1945 52006 SH SOLE 0 52006 0 NXSTAGE MEDICAL INC COMMON STOCK USD.001 67072V103 1950 93661 SH SOLE 0 93661 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 1952 323732 SH SOLE 0 323732 0 FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 1954 229290 SH SOLE 0 229290 0 EXTERRAN PARTNERS LP LTD PART 30225N105 1954 76080 SH SOLE 0 76080 0 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 87157B103 1954 61593 SH SOLE 0 61593 0 NANOMETRICS INC COMMON STOCK NPV 630077105 1960 103208 SH SOLE 0 103208 0 AMEDISYS INC COMMON STOCK USD.001 023436108 1961 73628 SH SOLE 0 73628 0 UNIVERSAL HEALTH RLTY INCOME REIT USD.01 91359E105 1964 49114 SH SOLE 0 49114 0 CLEARWIRE CORP CLASS A COMMON STOCK USD.0001 18538Q105 1967 520300 SH SOLE 0 520300 0 SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001 84763A108 1969 212500 SH SOLE 0 212500 0 OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 1971 154449 SH SOLE 0 154449 0 BREITBURN ENERGY PARTNERS LP LTD PART NPV 106776107 1973 101364 SH SOLE 0 101364 0 DAKTRONICS INC COMMON STOCK NPV 234264109 1974 182921 SH SOLE 0 182921 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 1976 199375 SH SOLE 0 199375 0 PARKER DRILLING CO COMMON STOCK USD.167 701081101 1977 337973 SH SOLE 0 337973 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 1984 57444 SH SOLE 0 57444 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 1985 164831 SH SOLE 0 164831 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 1989 127402 SH SOLE 0 127402 0 AMERIGON INC COMMON STOCK NPV 03070L300 1991 114538 SH SOLE 0 114538 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 1992 116223 SH SOLE 0 116223 0 THERAVANCE INC COMMON STOCK USD.01 88338T104 2003 90180 SH SOLE 0 90180 0 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 2004 83042 SH SOLE 0 83042 0 OYO GEOSPACE CORP COMMON STOCK USD.01 671074102 2009 20085 SH SOLE 0 20085 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 2014 74606 SH SOLE 0 74606 0 MANNKIND CORP COMMON STOCK USD.01 56400P201 2015 530371 SH SOLE 0 530371 0 IMATION CORP COMMON STOCK USD.01 45245A107 2023 214252 SH SOLE 0 214252 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 2031 321301 SH SOLE 0 321301 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 2035 433042 SH SOLE 0 433042 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 2036 156383 SH SOLE 0 156383 0 TEAM INC COMMON STOCK USD.3 878155100 2036 84395 SH SOLE 0 84395 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 2038 62959 SH SOLE 0 62959 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 2041 185869 SH SOLE 0 185869 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ROGERS CORP COMMON STOCK USD1. 775133101 2042 44205 SH SOLE 0 44205 0 TUTOR PERINI CORP COMMON STOCK USD1. 901109108 2043 106514 SH SOLE 0 106514 0 LINDSAY CORP COMMON STOCK USD1. 535555106 2050 29800 SH SOLE 0 29800 0 CEDAR FAIR LP LTD PART NPV 150185106 2053 101918 SH SOLE 0 101918 0 PREPAID LEGAL SERVICES INC COMMON STOCK USD.01 740065107 2058 30949 SH SOLE 0 30949 0 DENNY S CORP COMMON STOCK USD.01 24869P104 2060 530850 SH SOLE 0 530850 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 2062 37751 SH SOLE 0 37751 0 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 2067 98928 SH SOLE 0 98928 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 2069 300304 SH SOLE 0 300304 0 GENESIS ENERGY L.P. LTD PART NPV 371927104 2069 75912 SH SOLE 0 75912 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 2070 67028 SH SOLE 0 67028 0 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 2071 267521 SH SOLE 0 267521 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 2071 40280 SH SOLE 0 40280 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 2076 168895 SH SOLE 0 168895 0 GENCORP INC COMMON STOCK USD.1 368682100 2077 323509 SH SOLE 0 323509 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 2079 94539 SH SOLE 0 94539 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 2084 193339 SH SOLE 0 193339 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 2087 202010 SH SOLE 0 202010 0 TRUE RELIGION APPAREL INC COMMON STOCK USD.00001 89784N104 2088 71787 SH SOLE 0 71787 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 2094 45184 SH SOLE 0 45184 0 SUNOCO LOGISTICS PARTNERS LP LTD PART 86764L108 2099 24360 SH SOLE 0 24360 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 2101 31981 SH SOLE 0 31981 0 NPS PHARMACEUTICALS INC COMMON STOCK USD.001 62936P103 2102 222391 SH SOLE 0 222391 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 2111 59136 SH SOLE 0 59136 0 TREX COMPANY INC COMMON STOCK USD.01 89531P105 2114 86355 SH SOLE 0 86355 0 TEEKAY LNG PARTNERS LP LTD PART Y8564M105 2114 57157 SH SOLE 0 57157 0 CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420109 2119 3070159 SH SOLE 0 3070159 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 2121 145854 SH SOLE 0 145854 0 REDWOOD TRUST INC REIT USD.01 758075402 2122 140320 SH SOLE 0 140320 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 2123 282692 SH SOLE 0 282692 0 OSI SYSTEMS INC COMMON STOCK NPV 671044105 2124 49398 SH SOLE 0 49398 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 2126 128298 SH SOLE 0 128298 0 MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 2127 357484 SH SOLE 0 357484 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 2133 43260 SH SOLE 0 43260 0 GREATBATCH INC COMMON STOCK USD.001 39153L106 2149 80144 SH SOLE 0 80144 0 SFN GROUP INC COMMON STOCK USD.01 784153108 2151 236653 SH SOLE 0 236653 0 FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 2162 65605 SH SOLE 0 65605 0 HEICO CORP CLASS A COMMON STOCK USD.01 422806208 2166 54485 SH SOLE 0 54485 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 2172 193892 SH SOLE 0 193892 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 2176 72044 SH SOLE 0 72044 0 AVX CORP COMMON STOCK USD.01 002444107 2179 142954 SH SOLE 0 142954 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 2181 90349 SH SOLE 0 90349 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 2186 163140 SH SOLE 0 163140 0 TIVO INC COMMON STOCK USD.001 888706108 2187 212512 SH SOLE 0 212512 0 DIODES INC COMMON STOCK USD.667 254543101 2188 83814 SH SOLE 0 83814 0 BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 2191 41845 SH SOLE 0 41845 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 2191 73036 SH SOLE 0 73036 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 2194 300503 SH SOLE 0 300503 0 STONERIDGE INC COMMON STOCK NPV 86183P102 2194 148853 SH SOLE 0 148853 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 2195 1045446 SH SOLE 0 1045446 0 PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 2196 66012 SH SOLE 0 66012 0 HOT TOPIC INC COMMON STOCK NPV 441339108 2204 296248 SH SOLE 0 296248 0 BOISE INC COMMON STOCK USD.0001 09746Y105 2207 283251 SH SOLE 0 283251 0 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 2209 155787 SH SOLE 0 155787 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 2212 215603 SH SOLE 0 215603 0 EPOCH HOLDING CORP COMMON STOCK USD.01 29428R103 2216 124160 SH SOLE 0 124160 0 GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 2216 335302 SH SOLE 0 335302 0 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 2217 88478 SH SOLE 0 88478 0 7 DAYS GROUP HOLDINGS LT ADR ADR 81783J101 2220 114830 SH SOLE 0 114830 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 2231 107095 SH SOLE 0 107095 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- KRONOS WORLDWIDE INC COMMON STOCK USD.01 50105F105 2233 71010 SH SOLE 0 71010 0 INCYTE CORP COMMON STOCK USD.001 45337C102 2251 118856 SH SOLE 0 118856 0 CALIFORNIA PIZZA KITCHEN INC COMMON STOCK USD.01 13054D109 2253 121972 SH SOLE 0 121972 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 2256 152532 SH SOLE 0 152532 0 TNS INC COMMON STOCK USD.001 872960109 2256 135910 SH SOLE 0 135910 0 ASIAINFO LINKAGE INC COMMON STOCK USD.01 04518A104 2259 136390 SH SOLE 0 136390 0 VALHI INC COMMON STOCK USD.01 918905100 2264 45579 SH SOLE 0 45579 0 SOURCEFIRE INC COMMON STOCK USD.001 83616T108 2264 76178 SH SOLE 0 76178 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 2271 117937 SH SOLE 0 117937 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 2272 147468 SH SOLE 0 147468 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 2274 114686 SH SOLE 0 114686 0 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 2275 74055 SH SOLE 0 74055 0 LUMINEX CORP COMMON STOCK USD.001 55027E102 2279 109025 SH SOLE 0 109025 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 2280 145663 SH SOLE 0 145663 0 MERCER INTERNATIONAL INC COMMON STOCK USD1. 588056101 2287 226912 SH SOLE 0 226912 0 MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 2291 148572 SH SOLE 0 148572 0 99 CENTS ONLY STORES COMMON STOCK NPV 65440K106 2293 113268 SH SOLE 0 113268 0 HYPERDYNAMICS CORP COMMON STOCK USD.001 448954107 2295 533827 SH SOLE 0 533827 0 BLUE COAT SYSTEMS INC COMMON STOCK USD.0001 09534T508 2299 105150 SH SOLE 0 105150 0 SKYWEST INC COMMON STOCK NPV 830879102 2299 152667 SH SOLE 0 152667 0 BROADSOFT INC COMMON STOCK 11133B409 2299 60300 SH SOLE 0 60300 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 2301 206543 SH SOLE 0 206543 0 TEKELEC COMMON STOCK NPV 879101103 2309 252874 SH SOLE 0 252874 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 2309 254576 SH SOLE 0 254576 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 2310 104710 SH SOLE 0 104710 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 2311 71524 SH SOLE 0 71524 0 ABOVENET INC COMMON STOCK USD.01 00374N107 2311 32800 SH SOLE 0 32800 0 ABAXIS INC COMMON STOCK NPV 002567105 2311 84814 SH SOLE 0 84814 0 CALUMET SPECIALTY PRODUCTS LTD PART NPV 131476103 2318 107800 SH SOLE 0 107800 0 AEROFLEX HOLDING CORP COMMON STOCK USD.01 007767106 2321 127900 SH SOLE 0 127900 0 SAN JUAN BASIN ROYALTY TR ROYALTY TRST NPV 798241105 2322 96328 SH SOLE 0 96328 0 RURAL/METRO CORP COMMON STOCK USD.01 781748108 2327 135000 SH SOLE 0 135000 0 SUBURBAN PROPANE PARTNERS LP LTD PART NPV 864482104 2329 44549 SH SOLE 0 44549 0 NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 2329 49556 SH SOLE 0 49556 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 2330 88202 SH SOLE 0 88202 0 KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 2331 404039 SH SOLE 0 404039 0 MARTIN MIDSTREAM PARTNERS LP LTD PART NPV 573331105 2335 60511 SH SOLE 0 60511 0 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 2337 166897 SH SOLE 0 166897 0 ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 2347 55274 SH SOLE 0 55274 0 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 2349 49126 SH SOLE 0 49126 0 SAVVIS INC COMMON STOCK USD.01 805423308 2350 59461 SH SOLE 0 59461 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 2351 299130 SH SOLE 0 299130 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 2355 591808 SH SOLE 0 591808 0 ARTHROCARE CORP COMMON STOCK USD.001 043136100 2364 70643 SH SOLE 0 70643 0 ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 2368 266311 SH SOLE 0 266311 0 SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 2368 131426 SH SOLE 0 131426 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 2369 962864 SH SOLE 0 962864 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 2371 205425 SH SOLE 0 205425 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 2375 94279 SH SOLE 0 94279 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403207 2377 265888 SH SOLE 0 265888 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 2386 83986 SH SOLE 0 83986 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 2387 70509 SH SOLE 0 70509 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 2389 131464 SH SOLE 0 131464 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 2391 92573 SH SOLE 0 92573 0 SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 2392 41532 SH SOLE 0 41532 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 2394 188049 SH SOLE 0 188049 0 SYNAPTICS INC COMMON STOCK USD.001 87157D109 2395 93047 SH SOLE 0 93047 0 51JOB INC ADR ADR USD.0001 316827104 2397 42700 SH SOLE 0 42700 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 2399 105515 SH SOLE 0 105515 0 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 2405 54029 SH SOLE 0 54029 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2407 188202 SH SOLE 0 188202 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 2410 281190 SH SOLE 0 281190 0 KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 2410 141850 SH SOLE 0 141850 0 HIGHER ONE HOLDINGS INC COMMON STOCK 42983D104 2418 127800 SH SOLE 0 127800 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 2420 371173 SH SOLE 0 371173 0 21VIANET GROUP INC ADR ADR 90138A103 2421 176200 SH SOLE 0 176200 0 INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 2427 251029 SH SOLE 0 251029 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 2431 58039 SH SOLE 0 58039 0 MOMENTA PHARMACEUTICALS INC COMMON STOCK USD.0001 60877T100 2432 124972 SH SOLE 0 124972 0 FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 2433 72003 SH SOLE 0 72003 0 EXPONENT INC COMMON STOCK USD.001 30214U102 2434 55941 SH SOLE 0 55941 0 MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 2466 193100 SH SOLE 0 193100 0 3D SYSTEMS CORP COMMON STOCK USD.001 88554D205 2467 125190 SH SOLE 0 125190 0 CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 2468 58979 SH SOLE 0 58979 0 MAXIMUS INC COMMON STOCK NPV 577933104 2472 29879 SH SOLE 0 29879 0 MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 2476 30650 SH SOLE 0 30650 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 2476 62707 SH SOLE 0 62707 0 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 2477 75115 SH SOLE 0 75115 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 2478 217720 SH SOLE 0 217720 0 DYNEGY INC COMMON STOCK NPV 26817G300 2488 402014 SH SOLE 0 402014 0 LEAP WIRELESS INTL INC COMMON STOCK USD.0001 521863308 2494 153679 SH SOLE 0 153679 0 MERIDIAN BIOSCIENCE INC COMMON STOCK NPV 589584101 2494 103461 SH SOLE 0 103461 0 INTERFACE INC CLASS A COMMON STOCK USD.1 458665106 2496 128877 SH SOLE 0 128877 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 2499 228646 SH SOLE 0 228646 0 TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 2507 103328 SH SOLE 0 103328 0 CHINA LODGING GROUP SPON ADS ADR 16949N109 2509 140960 SH SOLE 0 140960 0 COINSTAR INC COMMON STOCK USD.001 19259P300 2523 46257 SH SOLE 0 46257 0 CEVA INC COMMON STOCK USD.001 157210105 2525 82903 SH SOLE 0 82903 0 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK USD.001 101388106 2529 102363 SH SOLE 0 102363 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 2530 76594 SH SOLE 0 76594 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 2534 80512 SH SOLE 0 80512 0 WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 2547 206741 SH SOLE 0 206741 0 GRIFOLS SA ADR ADR 398438309 2548 339310 SH SOLE 0 339310 0 MOBILE MINI INC COMMON STOCK USD.01 60740F105 2553 120459 SH SOLE 0 120459 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 2578 49511 SH SOLE 0 49511 0 GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 2580 213753 SH SOLE 0 213753 0 CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 2583 64388 SH SOLE 0 64388 0 MV OIL TR TR UNITS 553859109 2586 61813 SH SOLE 0 61813 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 2593 51226 SH SOLE 0 51226 0 GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 2593 140865 SH SOLE 0 140865 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 2599 421201 SH SOLE 0 421201 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 2601 188464 SH SOLE 0 188464 0 ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 2607 77188 SH SOLE 0 77188 0 KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 2616 275087 SH SOLE 0 275087 0 KAMAN CORP COMMON STOCK USD1. 483548103 2620 73864 SH SOLE 0 73864 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 2621 127247 SH SOLE 0 127247 0 MAKO SURGICAL CORP COMMON STOCK USD.001 560879108 2622 88200 SH SOLE 0 88200 0 BIO REFERENCE LABS INC COMMON STOCK USD.01 09057G602 2635 126098 SH SOLE 0 126098 0 DELUXE CORP COMMON STOCK USD1. 248019101 2637 106707 SH SOLE 0 106707 0 LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 2639 66128 SH SOLE 0 66128 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2642 795666 SH SOLE 0 795666 0 SUCCESSFACTORS INC COMMON STOCK USD.001 864596101 2647 90024 SH SOLE 0 90024 0 DRYSHIPS INC COMMON STOCK USD.01 Y2109Q101 2653 633290 SH SOLE 0 633290 0 EBIX INC COMMON STOCK USD.1 278715206 2657 139481 SH SOLE 0 139481 0 CIBER INC COMMON STOCK USD.01 17163B102 2657 478771 SH SOLE 0 478771 0 SUNTECH POWER HOLDINGS ADR ADR USD.01 86800C104 2660 338000 SH SOLE 0 338000 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 2660 338880 SH SOLE 0 338880 0 NATURAL RESOURCE PARTNERS LP LTD PART NPV 63900P103 2665 80337 SH SOLE 0 80337 0 RBC BEARINGS INC COMMON STOCK USD.01 75524B104 2666 70591 SH SOLE 0 70591 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 2666 230412 SH SOLE 0 230412 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- RIGHTNOW TECHNOLOGIES INC COMMON STOCK USD.001 76657R106 2666 82282 SH SOLE 0 82282 0 AMERICAN INTL GROUP INC WTS CALL EXP 19JAN21 026874156 2668 261576 SH SOLE 0 261576 0 MASIMO CORPORATION COMMON STOCK USD.001 574795100 2675 90135 SH SOLE 0 90135 0 IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 2677 36813 SH SOLE 0 36813 0 SYNTEL INC COMMON STOCK NPV 87162H103 2679 45315 SH SOLE 0 45315 0 OPNET TECHNOLOGIES INC COMMON STOCK USD.001 683757108 2679 65438 SH SOLE 0 65438 0 CROSSTEX ENERGY LP LTD PART NPV 22765U102 2681 147695 SH SOLE 0 147695 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 2681 175111 SH SOLE 0 175111 0 HANGER ORTHOPEDIC GROUP INC COMMON STOCK USD.01 41043F208 2684 109674 SH SOLE 0 109674 0 WD 40 CO COMMON STOCK USD.001 929236107 2685 68773 SH SOLE 0 68773 0 CHEMTURA CORP COMMON STOCK USD.01 163893209 2686 147575 SH SOLE 0 147575 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 2691 71121 SH SOLE 0 71121 0 CERADYNE INC COMMON STOCK USD.01 156710105 2692 69039 SH SOLE 0 69039 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 2694 58291 SH SOLE 0 58291 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 2694 90198 SH SOLE 0 90198 0 GREENHILL + CO INC COMMON STOCK USD.01 395259104 2703 50223 SH SOLE 0 50223 0 LOGMEIN INC COMMON STOCK USD.01 54142L109 2704 70100 SH SOLE 0 70100 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 2704 166392 SH SOLE 0 166392 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 2704 100079 SH SOLE 0 100079 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 2706 93143 SH SOLE 0 93143 0 AEROPOSTALE INC COMMON STOCK USD.01 007865108 2707 154693 SH SOLE 0 154693 0 CENTRAL EUROPEAN MEDIA ENT A COMMON STOCK USD.08 G20045202 2708 137097 SH SOLE 0 137097 0 EXELIXIS INC COMMON STOCK USD.001 30161Q104 2708 302222 SH SOLE 0 302222 0 TRINA SOLAR LTD SPON ADR ADR USD.00001 89628E104 2709 120810 SH SOLE 0 120810 0 CHINA YUCHAI INTL LTD COMMON STOCK USD.1 G21082105 2712 128550 SH SOLE 0 128550 0 RAMBUS INC COMMON STOCK USD.001 750917106 2713 184811 SH SOLE 0 184811 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 2713 247768 SH SOLE 0 247768 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 2715 188150 SH SOLE 0 188150 0 STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 2725 72635 SH SOLE 0 72635 0 CBIZ INC COMMON STOCK USD.01 124805102 2731 371081 SH SOLE 0 371081 0 BELO CORPORATION A COMMON STOCK USD1.67 080555105 2742 364128 SH SOLE 0 364128 0 EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 2745 98489 SH SOLE 0 98489 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 2745 59081 SH SOLE 0 59081 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 2754 97540 SH SOLE 0 97540 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 2755 154102 SH SOLE 0 154102 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 2757 41284 SH SOLE 0 41284 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 2766 54208 SH SOLE 0 54208 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 2766 298374 SH SOLE 0 298374 0 WESTERN GAS PARTNERS LP LTD PART 958254104 2772 77996 SH SOLE 0 77996 0 INSITUFORM TECHNOLOGIES CL A COMMON STOCK USD.01 457667103 2774 132307 SH SOLE 0 132307 0 VOLCANO CORP COMMON STOCK USD.001 928645100 2780 86099 SH SOLE 0 86099 0 PEETS COFFEE + TEA INC COMMON STOCK NPV 705560100 2784 48258 SH SOLE 0 48258 0 CHINA SECURITY + SURVEILLANC COMMON STOCK USD.0001 16942J105 2785 525400 SH SOLE 0 525400 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 2787 260191 SH SOLE 0 260191 0 SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 2788 155076 SH SOLE 0 155076 0 ALLIANCEBERNSTEIN HOLDING LP LTD PART NPV 01881G106 2790 143540 SH SOLE 0 143540 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 2826 15094 SH SOLE 0 15094 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 2834 642723 SH SOLE 0 642723 0 TRUEBLUE INC COMMON STOCK NPV 89785X101 2835 195796 SH SOLE 0 195796 0 WUXI PHARMATECH INC ADR ADR USD.02 929352102 2837 161540 SH SOLE 0 161540 0 SABINE ROYALTY TRUST ROYALTY TRST NPV 785688102 2841 44574 SH SOLE 0 44574 0 QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 2843 66100 SH SOLE 0 66100 0 TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 2848 82482 SH SOLE 0 82482 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 2848 119576 SH SOLE 0 119576 0 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2850 165880 SH SOLE 0 165880 0 TESLA MOTORS INC COMMON STOCK USD.001 88160R101 2852 97900 SH SOLE 0 97900 0 SAUL CENTERS INC REIT USD.01 804395101 2861 72667 SH SOLE 0 72667 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 2865 89018 SH SOLE 0 89018 0 DUNCAN ENERGY PARTNERS LP LTD PART 265026104 2867 66268 SH SOLE 0 66268 0 PRICESMART INC COMMON STOCK USD.0001 741511109 2879 56191 SH SOLE 0 56191 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- STEELCASE INC CL A COMMON STOCK NPV 858155203 2886 253367 SH SOLE 0 253367 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 2886 267263 SH SOLE 0 267263 0 DCP MIDSTREAM PARTNERS LP LTD PART NPV 23311P100 2894 70635 SH SOLE 0 70635 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 2896 262798 SH SOLE 0 262798 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 2898 197255 SH SOLE 0 197255 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 2899 532941 SH SOLE 0 532941 0 SANDERSON FARMS INC COMMON STOCK USD1. 800013104 2903 60752 SH SOLE 0 60752 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 2908 124587 SH SOLE 0 124587 0 MBIA INC COMMON STOCK USD1. 55262C100 2916 335579 SH SOLE 0 335579 0 SHANDA INTERACTIVE SPON ADR ADR USD.01 81941Q203 2920 75240 SH SOLE 0 75240 0 MINE SAFETY APPLIANCES CO COMMON STOCK NPV 602720104 2922 78241 SH SOLE 0 78241 0 SEMTECH CORP COMMON STOCK USD.01 816850101 2923 106913 SH SOLE 0 106913 0 RTI INTERNATIONAL METALS INC COMMON STOCK USD.01 74973W107 2930 76350 SH SOLE 0 76350 0 COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768203 2930 101772 SH SOLE 0 101772 0 IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 2934 63309 SH SOLE 0 63309 0 ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 2935 310257 SH SOLE 0 310257 0 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 32020R109 2937 85256.5 SH SOLE 0 85256.5 0 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 2938 231005 SH SOLE 0 231005 0 LANCASTER COLONY CORP COMMON STOCK NPV 513847103 2941 48364 SH SOLE 0 48364 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 2947 116561 SH SOLE 0 116561 0 QUAD GRAPHICS INC COMMON STOCK 747301109 2951 75930 SH SOLE 0 75930 0 DOLLAR FINANCIAL CORP COMMON STOCK USD.001 256664103 2955 136509 SH SOLE 0 136509 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 2965 130425 SH SOLE 0 130425 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 2965 342389 SH SOLE 0 342389 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 2972 124123 SH SOLE 0 124123 0 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 2972 130257 SH SOLE 0 130257 0 ALLIANCE HOLDINGS GP LP LTD PART 01861G100 2974 59617 SH SOLE 0 59617 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 2975 139518 SH SOLE 0 139518 0 PF CHANG S CHINA BISTRO INC COMMON STOCK USD.001 69333Y108 2976 73959 SH SOLE 0 73959 0 INVACARE CORP COMMON STOCK USD.25 461203101 2980 89785 SH SOLE 0 89785 0 JAZZ PHARMACEUTICALS INC COMMON STOCK USD.0001 472147107 2983 89447 SH SOLE 0 89447 0 TALEO CORP CLASS A COMMON STOCK USD.00001 87424N104 2992 80790 SH SOLE 0 80790 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 2997 90152 SH SOLE 0 90152 0 KOPIN CORP COMMON STOCK USD.01 500600101 2998 636459 SH SOLE 0 636459 0 POWER ONE INC COMMON STOCK USD.001 73930R102 3000 370350 SH SOLE 0 370350 0 FNB CORP COMMON STOCK USD.01 302520101 3001 289961 SH SOLE 0 289961 0 HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 3004 46660 SH SOLE 0 46660 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 3017 260718 SH SOLE 0 260718 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 3027 78656 SH SOLE 0 78656 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 3041 54516 SH SOLE 0 54516 0 CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 14057J101 3049 259311 SH SOLE 0 259311 0 UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 3052 71530 SH SOLE 0 71530 0 MASTEC INC COMMON STOCK USD.1 576323109 3054 154865 SH SOLE 0 154865 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 3060 240745 SH SOLE 0 240745 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 3068 113113.5 SH SOLE 0 113113.5 0 ACXIOM CORP COMMON STOCK USD.1 005125109 3073 234414 SH SOLE 0 234414 0 VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 3089 67496 SH SOLE 0 67496 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 3092 65855 SH SOLE 0 65855 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 3099 47260 SH SOLE 0 47260 0 ARIAD PHARMACEUTICALS INC COMMON STOCK USD.001 04033A100 3099 273549 SH SOLE 0 273549 0 HITTITE MICROWAVE CORP COMMON STOCK USD.01 43365Y104 3107 50185 SH SOLE 0 50185 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 3110 187561 SH SOLE 0 187561 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 3114 173278.75 SH SOLE 0 173278.75 0 NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 3121 140901 SH SOLE 0 140901 0 EXPRESS INC COMMON STOCK 30219E103 3123 143248 SH SOLE 0 143248 0 ACACIA RESEARCH ACACIA TEC TRACKING STK USD.001 003881307 3129 85283 SH SOLE 0 85283 0 UNISYS CORP COMMON STOCK USD.01 909214306 3136 122023 SH SOLE 0 122023 0 SUN COMMUNITIES INC REIT USD.01 866674104 3141 84179 SH SOLE 0 84179 0 COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 3146 219219 SH SOLE 0 219219 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 3148 234380 SH SOLE 0 234380 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 3149 69118 SH SOLE 0 69118 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 3171 98171 SH SOLE 0 98171 0 MINDRAY MEDICAL INTL LTD ADR ADR USD.001 602675100 3178 113280 SH SOLE 0 113280 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 3183 391038 SH SOLE 0 391038 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 3187 105320 SH SOLE 0 105320 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 3188 278424 SH SOLE 0 278424 0 AVANIR PHARMACEUTICALS INC A COMMON STOCK NPV 05348P401 3189 949050 SH SOLE 0 949050 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 3205 195569 SH SOLE 0 195569 0 LEGACY RESERVES LP LTD PART NPV 524707304 3206 107976 SH SOLE 0 107976 0 MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 3210 116316 SH SOLE 0 116316 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1. G0464B107 3211 108050 SH SOLE 0 108050 0 COUSINS PROPERTIES INC REIT USD1. 222795106 3212 376134 SH SOLE 0 376134 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 3220 97647 SH SOLE 0 97647 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 3224 198160 SH SOLE 0 198160 0 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 3230 211359 SH SOLE 0 211359 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 3230 92676 SH SOLE 0 92676 0 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 3231 422884 SH SOLE 0 422884 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 3232 108900 SH SOLE 0 108900 0 SILICON LABORATORIES INC COMMON STOCK USD.0001 826919102 3234 78387 SH SOLE 0 78387 0 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 3258 143040 SH SOLE 0 143040 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 3262 205135 SH SOLE 0 205135 0 INTERMUNE INC COMMON STOCK USD.001 45884X103 3265 91073 SH SOLE 0 91073 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 3265 208649 SH SOLE 0 208649 0 COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 3287 166110 SH SOLE 0 166110 0 MICROSTRATEGY INC CL A COMMON STOCK USD.001 594972408 3296 20263 SH SOLE 0 20263 0 ALERE INC COMMON STOCK USD.001 01449J105 3313 90462 SH SOLE 0 90462 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 3349 418671 SH SOLE 0 418671 0 GLOBAL CROSSING LTD COMMON STOCK USD.01 G3921A175 3350 87277 SH SOLE 0 87277 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 3352 379631 SH SOLE 0 379631 0 CIENA CORP COMMON STOCK USD.01 171779309 3353 182449 SH SOLE 0 182449 0 ALLETE INC COMMON STOCK NPV 018522300 3358 81820 SH SOLE 0 81820 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 3361 200747 SH SOLE 0 200747 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 3361 50357 SH SOLE 0 50357 0 OPENTABLE INC COMMON STOCK 68372A104 3361 40439 SH SOLE 0 40439 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 3363 152862 SH SOLE 0 152862 0 KINDER MORGAN INC COMMON STOCK USD.01 49456B101 3364 117100 SH SOLE 0 117100 0 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 3392 101671 SH SOLE 0 101671 0 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 3403 62136 SH SOLE 0 62136 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 3406 237830 SH SOLE 0 237830 0 ST JOE CO/THE COMMON STOCK NPV 790148100 3409 163599 SH SOLE 0 163599 0 CUBIC CORP COMMON STOCK NPV 229669106 3415 66965 SH SOLE 0 66965 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 3415 51857 SH SOLE 0 51857 0 ANALOGIC CORP COMMON STOCK USD.05 032657207 3419 65004 SH SOLE 0 65004 0 CATO CORP CLASS A COMMON STOCK USD.033 149205106 3422 118804 SH SOLE 0 118804 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 3429 77149 SH SOLE 0 77149 0 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001 205306103 3430 54039 SH SOLE 0 54039 0 ANCESTRY.COM INC COMMON STOCK USD.01 032803108 3432 82909 SH SOLE 0 82909 0 SCANSOURCE INC COMMON STOCK NPV 806037107 3432 91572 SH SOLE 0 91572 0 ATLAS ENERGY LP LTD PART 04930A104 3447 158621 SH SOLE 0 158621 0 MIDDLESEX WATER CO COMMON STOCK NPV 596680108 3451 185733 SH SOLE 0 185733 0 INTREPID POTASH INC COMMON STOCK USD.001 46121Y102 3457 106369 SH SOLE 0 106369 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 3459 114945 SH SOLE 0 114945 0 WEBSENSE INC COMMON STOCK USD.005 947684106 3468 133551 SH SOLE 0 133551 0 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 3473 98978 SH SOLE 0 98978 0 ACADIA REALTY TRUST REIT USD.001 004239109 3478 171090 SH SOLE 0 171090 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 3479 130802 SH SOLE 0 130802 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 3480 652873 SH SOLE 0 652873 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 3481 130527 SH SOLE 0 130527 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 3485 593764 SH SOLE 0 593764 0 COSAN LTD CLASS A SHARES COMMON STOCK USD.01 G25343107 3485 283604 SH SOLE 0 283604 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 3486 83500 SH SOLE 0 83500 0 FERRELLGAS PARTNERS LP LTD PART USD1. 315293100 3490 154640 SH SOLE 0 154640 0 AAR CORP COMMON STOCK USD1. 000361105 3504 129351 SH SOLE 0 129351 0 COHERENT INC COMMON STOCK USD.01 192479103 3529 63857 SH SOLE 0 63857 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 3530 167949 SH SOLE 0 167949 0 ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 3532 103439 SH SOLE 0 103439 0 LPL INVESTMENT HOLDINGS INC COMMON STOCK 50213H100 3551 103800 SH SOLE 0 103800 0 HUB GROUP INC CL A COMMON STOCK USD.01 443320106 3555 94406 SH SOLE 0 94406 0 DOLE FOOD CO INC COMMON STOCK 256603101 3560 263300 SH SOLE 0 263300 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 3562 165902 SH SOLE 0 165902 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 3563 144587 SH SOLE 0 144587 0 COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 3569 56298 SH SOLE 0 56298 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 3577 169305 SH SOLE 0 169305 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 3596 474981 SH SOLE 0 474981 0 RPC INC COMMON STOCK USD.1 749660106 3598 146621 SH SOLE 0 146621 0 OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 3616 107106 SH SOLE 0 107106 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 3616 153494 SH SOLE 0 153494 0 ULTRATECH INC COMMON STOCK USD.001 904034105 3619 119136 SH SOLE 0 119136 0 KAYDON CORP COMMON STOCK USD.1 486587108 3622 97058 SH SOLE 0 97058 0 MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 3624 235762 SH SOLE 0 235762 0 LTC PROPERTIES INC REIT USD.01 502175102 3641 130867 SH SOLE 0 130867 0 II VI INC COMMON STOCK NPV 902104108 3642 142284 SH SOLE 0 142284 0 THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 3651 126609 SH SOLE 0 126609 0 GLATFELTER COMMON STOCK USD.01 377316104 3661 238007 SH SOLE 0 238007 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 3668 75755 SH SOLE 0 75755 0 TRIQUINT SEMICONDUCTOR INC COMMON STOCK USD.001 89674K103 3672 360376 SH SOLE 0 360376 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 3674 90254 SH SOLE 0 90254 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 3689 8806 SH SOLE 0 8806 0 VISTAPRINT NV COMMON STOCK USD.001 N93540107 3704 77405 SH SOLE 0 77405 0 K12 INC COMMON STOCK USD.0001 48273U102 3706 111835 SH SOLE 0 111835 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 3713 131532 SH SOLE 0 131532 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 3727 173093 SH SOLE 0 173093 0 MORNINGSTAR INC COMMON STOCK NPV 617700109 3733 61415 SH SOLE 0 61415 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 3733 221545 SH SOLE 0 221545 0 VIASAT INC COMMON STOCK USD.0001 92552V100 3740 86444 SH SOLE 0 86444 0 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 3753 69097 SH SOLE 0 69097 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 3759 298808 SH SOLE 0 298808 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 3763 212465 SH SOLE 0 212465 0 TC PIPELINES LP LTD PART USD.01 87233Q108 3763 78777 SH SOLE 0 78777 0 SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 3764 65545 SH SOLE 0 65545 0 PANTRY INC COMMON STOCK USD.01 698657103 3769 200561 SH SOLE 0 200561 0 PHH CORP COMMON STOCK USD.01 693320202 3777 184074 SH SOLE 0 184074 0 MERITOR INC COMMON STOCK USD1. 59001K100 3779 235589 SH SOLE 0 235589 0 MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 3790 101631 SH SOLE 0 101631 0 SNYDERS LANCE INC COMMON STOCK USD.833 833551104 3791 175262 SH SOLE 0 175262 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 3793 99963 SH SOLE 0 99963 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 3793 117944 SH SOLE 0 117944 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 3795 296248 SH SOLE 0 296248 0 FEI COMPANY COMMON STOCK NPV 30241L109 3799 99482 SH SOLE 0 99482 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 3805 623803 SH SOLE 0 623803 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 3811 126206 SH SOLE 0 126206 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 3821 58145 SH SOLE 0 58145 0 AMARIN CORPORATION PLC ADR ADR GBP.1 023111206 3827 264500 SH SOLE 0 264500 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 3830 66442 SH SOLE 0 66442 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 3836 49503 SH SOLE 0 49503 0 WESTAMERICA BANCORPORATION COMMON STOCK NPV 957090103 3856 78285 SH SOLE 0 78285 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 3865 234105 SH SOLE 0 234105 0 HUGOTON ROYALTY TRUST ROYALTY TRST NPV 444717102 3870 170186 SH SOLE 0 170186 0 AARON S INC COMMON STOCK USD.5 002535300 3875 137110 SH SOLE 0 137110 0 POOL CORP COMMON STOCK USD.001 73278L105 3878 130074 SH SOLE 0 130074 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 3878 99016 SH SOLE 0 99016 0 PLEXUS CORP COMMON STOCK USD.01 729132100 3882 111506 SH SOLE 0 111506 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 3884 130808 SH SOLE 0 130808 0 DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 3887 193393 SH SOLE 0 193393 0 GUESS? INC COMMON STOCK USD.01 401617105 3891 92514 SH SOLE 0 92514 0 NUVASIVE INC COMMON STOCK USD.001 670704105 3897 118520 SH SOLE 0 118520 0 MONSTER WORLDWIDE INC COMMON STOCK USD.001 611742107 3908 266550 SH SOLE 0 266550 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3910 171652 SH SOLE 0 171652 0 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 3937 170964 SH SOLE 0 170964 0 BELDEN INC COMMON STOCK USD.01 077454106 3938 112960 SH SOLE 0 112960 0 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 3938 147064 SH SOLE 0 147064 0 FINISAR CORPORATION COMMON STOCK USD.001 31787A507 3956 219400 SH SOLE 0 219400 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 3966 196450 SH SOLE 0 196450 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 3974 200125 SH SOLE 0 200125 0 TEXAS ROADHOUSE INC COMMON STOCK USD.001 882681109 3975 226691 SH SOLE 0 226691 0 HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 3978 240223 SH SOLE 0 240223 0 CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 3984 91276 SH SOLE 0 91276 0 AMCOL INTERNATIONAL CORP COMMON STOCK USD.01 02341W103 3988 104514 SH SOLE 0 104514 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 3990 75492 SH SOLE 0 75492 0 TELEFLEX INC COMMON STOCK USD1. 879369106 3991 65354 SH SOLE 0 65354 0 IDACORP INC COMMON STOCK NPV 451107106 3994 101109 SH SOLE 0 101109 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 3997 492849 SH SOLE 0 492849 0 MOLEX INC CL A COMMON STOCK USD.05 608554200 3999 186160 SH SOLE 0 186160 0 AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3999 307370 SH SOLE 0 307370 0 REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 3999 323798 SH SOLE 0 323798 0 GETTY REALTY CORP REIT USD.01 374297109 4008 158845 SH SOLE 0 158845 0 LAMAR ADVERTISING CO A COMMON STOCK USD.001 512815101 4013 146627 SH SOLE 0 146627 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 4014 107692 SH SOLE 0 107692 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 4019 656648 SH SOLE 0 656648 0 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 4021 116755 SH SOLE 0 116755 0 BUCKLE INC/THE COMMON STOCK USD.01 118440106 4022 94183 SH SOLE 0 94183 0 AMYRIS INC COMMON STOCK 03236M101 4025 143277 SH SOLE 0 143277 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 4028 223792 SH SOLE 0 223792 0 RITE AID CORP COMMON STOCK USD1. 767754104 4028 3028786 SH SOLE 0 3028786 0 GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 4031 179791 SH SOLE 0 179791 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 4034 59085 SH SOLE 0 59085 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 4036 351889 SH SOLE 0 351889 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 4037 724835 SH SOLE 0 724835 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 4041 144597 SH SOLE 0 144597 0 COGNEX CORP COMMON STOCK USD.002 192422103 4042 114096 SH SOLE 0 114096 0 ARBITRON INC COMMON STOCK USD.5 03875Q108 4045 97862 SH SOLE 0 97862 0 U STORE IT TRUST REIT USD.01 91274F104 4057 385606 SH SOLE 0 385606 0 HSN INC COMMON STOCK USD.01 404303109 4061 123370 SH SOLE 0 123370 0 WASHINGTON FEDERAL INC COMMON STOCK USD1. 938824109 4083 248513 SH SOLE 0 248513 0 H.B. FULLER CO. COMMON STOCK USD1. 359694106 4096 167728 SH SOLE 0 167728 0 HERMAN MILLER INC COMMON STOCK USD.2 600544100 4096 150489 SH SOLE 0 150489 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 4097 352870 SH SOLE 0 352870 0 AVISTA CORP COMMON STOCK NPV 05379B107 4097 159487 SH SOLE 0 159487 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 4102 93607 SH SOLE 0 93607 0 BROWN FORMAN CORP CLASS A COMMON STOCK USD.15 115637100 4112 57116 SH SOLE 0 57116 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 4118 227881 SH SOLE 0 227881 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 4120 240962 SH SOLE 0 240962 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 4123 462767 SH SOLE 0 462767 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 4125 167546 SH SOLE 0 167546 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 4137 183883 SH SOLE 0 183883 0 PSS WORLD MEDICAL INC COMMON STOCK USD.01 69366A100 4138 147722 SH SOLE 0 147722 0 ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 4139 385004 SH SOLE 0 385004 0 DG FASTCHANNEL INC COMMON STOCK USD.001 23326R109 4141 129212 SH SOLE 0 129212 0 WRIGHT EXPRESS CORP COMMON STOCK USD.01 98233Q105 4146 79621 SH SOLE 0 79621 0 GRAHAM PACKAGING CO INC COMMON STOCK USD.01 384701108 4149 164500 SH SOLE 0 164500 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 4169 203290 SH SOLE 0 203290 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 4173 109335 SH SOLE 0 109335 0 QUICKSILVER RESOURCES INC COMMON STOCK USD.01 74837R104 4180 283224 SH SOLE 0 283224 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 4192 173234 SH SOLE 0 173234 0 WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 4194 136521 SH SOLE 0 136521 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 4205 60067 SH SOLE 0 60067 0 ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 4211 126762 SH SOLE 0 126762 0 MEREDITH CORP COMMON STOCK USD1. 589433101 4226 135745 SH SOLE 0 135745 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 4226 189512 SH SOLE 0 189512 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 4228 202215 SH SOLE 0 202215 0 ALKERMES INC COMMON STOCK USD.01 01642T108 4228 227334 SH SOLE 0 227334 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 4230 174352 SH SOLE 0 174352 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 4242 341825 SH SOLE 0 341825 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 4251 72391 SH SOLE 0 72391 0 ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 4254 103512 SH SOLE 0 103512 0 AIR METHODS CORP COMMON STOCK USD.06 009128307 4260 56997 SH SOLE 0 56997 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 4261 72906 SH SOLE 0 72906 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 4267 73733 SH SOLE 0 73733 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 4290 273231 SH SOLE 0 273231 0 SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 4295 209322 SH SOLE 0 209322 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 4297 141394 SH SOLE 0 141394 0 AMERCO COMMON STOCK USD.25 023586100 4313 44855 SH SOLE 0 44855 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 4316 89154 SH SOLE 0 89154 0 TEEKAY CORP COMMON STOCK USD.001 Y8564W103 4329 140184 SH SOLE 0 140184 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 4346 336613 SH SOLE 0 336613 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 4350 165726 SH SOLE 0 165726 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 4356 51370 SH SOLE 0 51370 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 4359 203681 SH SOLE 0 203681 0 GT SOLAR INTERNATIONAL INC COMMON STOCK USD.01 3623E0209 4368 269642 SH SOLE 0 269642 0 KKR FINANCIAL HOLDINGS LLC LTD PART NPV 48248A306 4401 448600 SH SOLE 0 448600 0 HILLENBRAND INC COMMON STOCK NPV 431571108 4402 186122 SH SOLE 0 186122 0 ECHOSTAR CORP A COMMON STOCK USD.001 278768106 4408 120996 SH SOLE 0 120996 0 OFFICE DEPOT INC COMMON STOCK USD.01 676220106 4410 1044935 SH SOLE 0 1044935 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 4414 130965 SH SOLE 0 130965 0 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 4422 118547 SH SOLE 0 118547 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 4422 108249 SH SOLE 0 108249 0 GENESCO INC COMMON STOCK USD1. 371532102 4423 84898 SH SOLE 0 84898 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 4425 347048 SH SOLE 0 347048 0 BALCHEM CORP COMMON STOCK USD.0667 057665200 4431 101221 SH SOLE 0 101221 0 CEPHEID INC COMMON STOCK NPV 15670R107 4436 128056 SH SOLE 0 128056 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 4442 134170 SH SOLE 0 134170 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 4446 240337 SH SOLE 0 240337 0 WINN DIXIE STORES INC COMMON STOCK USD.001 974280307 4446 526200 SH SOLE 0 526200 0 VECTREN CORPORATION COMMON STOCK NPV 92240G101 4454 159870 SH SOLE 0 159870 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 4461 270223 SH SOLE 0 270223 0 ALEXANDER S INC REIT USD1. 014752109 4471 11263 SH SOLE 0 11263 0 INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 4499 160850 SH SOLE 0 160850 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 4510 153859 SH SOLE 0 153859 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 4537 94376 SH SOLE 0 94376 0 NEOGEN CORP COMMON STOCK USD.16 640491106 4538 100370 SH SOLE 0 100370 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 4538 146495 SH SOLE 0 146495 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 4545 76371 SH SOLE 0 76371 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 4556 291114 SH SOLE 0 291114 0 AMYLIN PHARMACEUTICALS INC COMMON STOCK USD.001 032346108 4561 341360 SH SOLE 0 341360 0 ATLAS PIPELINE PARTNERS LP LTD PART NPV 049392103 4572 138713 SH SOLE 0 138713 0 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 4581 188924 SH SOLE 0 188924 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 4589 486160 SH SOLE 0 486160 0 RLI CORP COMMON STOCK USD1. 749607107 4592 74163 SH SOLE 0 74163 0 IMMUCOR INC COMMON STOCK USD.1 452526106 4593 224942 SH SOLE 0 224942 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 4602 105745 SH SOLE 0 105745 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- EASTMAN KODAK CO COMMON STOCK USD2.5 277461109 4615 1288995 SH SOLE 0 1288995 0 WATSCO INC COMMON STOCK USD.5 942622200 4618 67922 SH SOLE 0 67922 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 4619 371012 SH SOLE 0 371012 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 4629 132380 SH SOLE 0 132380 0 ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 4654 105455 SH SOLE 0 105455 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 4655 129823.5 SH SOLE 0 129823.5 0 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 4662 136870 SH SOLE 0 136870 0 ANN INC COMMON STOCK USD.0068 035623107 4681 179330 SH SOLE 0 179330 0 FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 4685 111576 SH SOLE 0 111576 0 DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 4694 265189 SH SOLE 0 265189 0 POTLATCH CORP REIT USD1. 737630103 4708 133485 SH SOLE 0 133485 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 4727 87576 SH SOLE 0 87576 0 NETLOGIC MICROSYSTEMS INC COMMON STOCK USD.01 64118B100 4730 117016 SH SOLE 0 117016 0 SAKS INC COMMON STOCK USD.1 79377W108 4733 423720 SH SOLE 0 423720 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 4750 188196 SH SOLE 0 188196 0 CYMER INC COMMON STOCK USD.001 232572107 4757 96090 SH SOLE 0 96090 0 MADISON SQUARE GARDEN CO A COMMON STOCK 55826P100 4771 173308 SH SOLE 0 173308 0 EQUITY ONE INC REIT USD.01 294752100 4780 256416 SH SOLE 0 256416 0 MEMC ELECTRONIC MATERIALS COMMON STOCK USD.01 552715104 4785 560997 SH SOLE 0 560997 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 4792 137652 SH SOLE 0 137652 0 STRAYER EDUCATION INC COMMON STOCK USD.01 863236105 4794 37928 SH SOLE 0 37928 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 4808 139350 SH SOLE 0 139350 0 GREIF INC CL A COMMON STOCK NPV 397624107 4808 73931 SH SOLE 0 73931 0 AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 4809 305118 SH SOLE 0 305118 0 PEGASYSTEMS INC COMMON STOCK USD.01 705573103 4813 103397 SH SOLE 0 103397 0 MAP PHARMACEUTICALS INC COMMON STOCK USD.01 56509R108 4813 301397 SH SOLE 0 301397 0 VCA ANTECH INC COMMON STOCK USD.001 918194101 4818 227269 SH SOLE 0 227269 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 4821 208705 SH SOLE 0 208705 0 VALUECLICK INC COMMON STOCK USD.001 92046N102 4827 290773 SH SOLE 0 290773 0 ALEXANDER + BALDWIN INC COMMON STOCK NPV 014482103 4827 100234 SH SOLE 0 100234 0 HECLA MINING CO COMMON STOCK USD.25 422704106 4831 628188 SH SOLE 0 628188 0 COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 4831 354430 SH SOLE 0 354430 0 ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 4835 46276 SH SOLE 0 46276 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 4840 165699 SH SOLE 0 165699 0 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 4850 74573 SH SOLE 0 74573 0 EV ENERGY PARTNER LP LTD PART 26926V107 4855 91015 SH SOLE 0 91015 0 CARDTRONICS INC COMMON STOCK USD.0001 14161H108 4860 207248 SH SOLE 0 207248 0 SAPIENT CORPORATION COMMON STOCK USD.01 803062108 4873 324237 SH SOLE 0 324237 0 VALMONT INDUSTRIES COMMON STOCK USD1. 920253101 4881 50640 SH SOLE 0 50640 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 4889 130979 SH SOLE 0 130979 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 4895 132039 SH SOLE 0 132039 0 ARUBA NETWORKS INC COMMON STOCK USD.0001 043176106 4896 165684 SH SOLE 0 165684 0 ALLIANCE RESOURCE PARTNERS LTD PART NPV 01877R108 4899 63248 SH SOLE 0 63248 0 CORELOGIC INC COMMON STOCK USD1. 21871D103 4901 293325 SH SOLE 0 293325 0 DIAMOND FOODS INC COMMON STOCK USD.001 252603105 4903 64230 SH SOLE 0 64230 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 4909 293781 SH SOLE 0 293781 0 RENREN INC ADR ADR USD.001 759892102 4909 554700 SH SOLE 0 554700 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 4916 203963 SH SOLE 0 203963 0 PENN VIRGINIA RESOURCE PARTN LTD PART NPV 707884102 4917 182520 SH SOLE 0 182520 0 WOLVERINE WORLD WIDE INC COMMON STOCK USD1. 978097103 4920 117853 SH SOLE 0 117853 0 FERRO CORP COMMON STOCK USD1. 315405100 4923 366320 SH SOLE 0 366320 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 4950 194898 SH SOLE 0 194898 0 TARGA RESOURCES PARTNERS LP LTD PART USD.01 87611X105 4955 139182 SH SOLE 0 139182 0 RADIOSHACK CORP COMMON STOCK USD1. 750438103 4958 372504 SH SOLE 0 372504 0 ITRON INC COMMON STOCK NPV 465741106 4964 103072 SH SOLE 0 103072 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 4973 570253 SH SOLE 0 570253 0 MOLEX INC COMMON STOCK USD.05 608554101 4974 193014 SH SOLE 0 193014 0 ROLLINS INC COMMON STOCK USD1. 775711104 4998 245247 SH SOLE 0 245247 0 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 5022 258614 SH SOLE 0 258614 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 5027 141884 SH SOLE 0 141884 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 5034 161983 SH SOLE 0 161983 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 5044 79966 SH SOLE 0 79966 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 5075 239973 SH SOLE 0 239973 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 5077 534450 SH SOLE 0 534450 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 5081 92216 SH SOLE 0 92216 0 COPANO ENERGY LLC UNITS UNIT USD1. 217202100 5085 148594 SH SOLE 0 148594 0 MIDDLEBY CORP COMMON STOCK USD.01 596278101 5090 54130 SH SOLE 0 54130 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 5101 308006 SH SOLE 0 308006 0 CBOE HOLDINGS INC COMMON STOCK 12503M108 5102 207400 SH SOLE 0 207400 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 5107 249134 SH SOLE 0 249134 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 5111 51128 SH SOLE 0 51128 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 5114 124740 SH SOLE 0 124740 0 BRINK S CO/THE COMMON STOCK USD1. 109696104 5119 171617 SH SOLE 0 171617 0 TITANIUM METALS CORP COMMON STOCK USD.01 888339207 5124 279689 SH SOLE 0 279689 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 5127 121203 SH SOLE 0 121203 0 TORO CO COMMON STOCK USD1. 891092108 5151 85141 SH SOLE 0 85141 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 5162 231898 SH SOLE 0 231898 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 5173 313501 SH SOLE 0 313501 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 5193 122151 SH SOLE 0 122151 0 UNITRIN INC COMMON STOCK USD.1 913275103 5193 175035 SH SOLE 0 175035 0 ZOLL MEDICAL CORP COMMON STOCK USD.01 989922109 5207 91905 SH SOLE 0 91905 0 INTEROIL CORP COMMON STOCK NPV 460951106 5211 89054 SH SOLE 0 89054 0 THORATEC CORP COMMON STOCK NPV 885175307 5213 158848 SH SOLE 0 158848 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 5218 997754 SH SOLE 0 997754 0 CENTENE CORP COMMON STOCK USD.001 15135B101 5220 146931 SH SOLE 0 146931 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 5225 245318 SH SOLE 0 245318 0 TESCO CORP COMMON STOCK NPV 88157K101 5230 269449 SH SOLE 0 269449 0 BLACKBOARD INC COMMON STOCK USD.01 091935502 5247 120919 SH SOLE 0 120919 0 COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 5250 318401 SH SOLE 0 318401 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 5253 147517 SH SOLE 0 147517 0 HEXCEL CORP COMMON STOCK USD.01 428291108 5254 240000 SH SOLE 0 240000 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 5263 230534 SH SOLE 0 230534 0 GENPACT LTD COMMON STOCK USD.01 G3922B107 5267 305501 SH SOLE 0 305501 0 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 5272 324404 SH SOLE 0 324404 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 5283 210883 SH SOLE 0 210883 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 5309 2552371 SH SOLE 0 2552371 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 5369 75274 SH SOLE 0 75274 0 BP PRUDHOE BAY ROYALTY TRUST ROYALTY TRST NPV 055630107 5395 48328 SH SOLE 0 48328 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 5409 470347 SH SOLE 0 470347 0 SOHU.COM INC COMMON STOCK USD.001 83408W103 5410 74864 SH SOLE 0 74864 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 5415 389548 SH SOLE 0 389548 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 5426 1568067 SH SOLE 0 1568067 0 STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 5456 247886 SH SOLE 0 247886 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 5471 180560 SH SOLE 0 180560 0 BRUKER CORP COMMON STOCK USD.01 116794108 5491 269709 SH SOLE 0 269709 0 RUDDICK CORP COMMON STOCK NPV 781258108 5499 126305 SH SOLE 0 126305 0 UTI WORLDWIDE INC COMMON STOCK NPV G87210103 5508 279711 SH SOLE 0 279711 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 5526 95965 SH SOLE 0 95965 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 5537 101147 SH SOLE 0 101147 0 OLIN CORP COMMON STOCK USD1. 680665205 5540 244489 SH SOLE 0 244489 0 GATX CORP COMMON STOCK USD.625 361448103 5542 149308 SH SOLE 0 149308 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 5556 149586 SH SOLE 0 149586 0 CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 5558 110995 SH SOLE 0 110995 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 5564 136311 SH SOLE 0 136311 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 5567 245155 SH SOLE 0 245155 0 CONMED CORP COMMON STOCK USD.01 207410101 5572 195640 SH SOLE 0 195640 0 ACTUANT CORP A COMMON STOCK USD.2 00508X203 5576 207843 SH SOLE 0 207843 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 5579 787958 SH SOLE 0 787958 0 SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 5594 140440 SH SOLE 0 140440 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 5603 137625 SH SOLE 0 137625 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CITY NATIONAL CORP COMMON STOCK USD1. 178566105 5607 103360 SH SOLE 0 103360 0 VISTEON CORP COMMON STOCK 92839U206 5608 81979 SH SOLE 0 81979 0 RAVEN INDUSTRIES INC COMMON STOCK USD1. 754212108 5610 100705 SH SOLE 0 100705 0 NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 5621 214556 SH SOLE 0 214556 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 5625 199666 SH SOLE 0 199666 0 CONVERGYS CORP COMMON STOCK NPV 212485106 5670 415655 SH SOLE 0 415655 0 INTERSIL CORP A COMMON STOCK USD.01 46069S109 5685 442425 SH SOLE 0 442425 0 VALLEY NATIONAL BANCORP COMMON STOCK NPV 919794107 5722 420397.4 SH SOLE 0 420397.4 0 MFA FINANCIAL INC REIT USD.01 55272X102 5723 711784 SH SOLE 0 711784 0 COSTAR GROUP INC COMMON STOCK USD.01 22160N109 5723 96538 SH SOLE 0 96538 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 5733 281022 SH SOLE 0 281022 0 BOARDWALK PIPELINE PARTNERS LTD PART NPV 096627104 5754 198132 SH SOLE 0 198132 0 ONYX PHARMACEUTICALS INC COMMON STOCK USD.001 683399109 5773 163528 SH SOLE 0 163528 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 5785 114865 SH SOLE 0 114865 0 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 5793 137381 SH SOLE 0 137381 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 5815 187899 SH SOLE 0 187899 0 QLOGIC CORP COMMON STOCK USD.001 747277101 5817 365374 SH SOLE 0 365374 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 5820 637472 SH SOLE 0 637472 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 5825 238163 SH SOLE 0 238163 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 5828 175277 SH SOLE 0 175277 0 MCMORAN EXPLORATION CO COMMON STOCK USD.01 582411104 5842 316141 SH SOLE 0 316141 0 CHEMED CORP COMMON STOCK USD1. 16359R103 5861 89458 SH SOLE 0 89458 0 BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 5862 88407 SH SOLE 0 88407 0 CABOT CORP COMMON STOCK USD1. 127055101 5930 148721 SH SOLE 0 148721 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 5937 130118 SH SOLE 0 130118 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 5943 133757 SH SOLE 0 133757 0 WOODWARD INC COMMON STOCK USD.00292 980745103 5960 170960 SH SOLE 0 170960 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 5998 134809 SH SOLE 0 134809 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 6007 153716 SH SOLE 0 153716 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 6018 155854 SH SOLE 0 155854 0 ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 6022 264106 SH SOLE 0 264106 0 FOSTER WHEELER AG COMMON STOCK CHF3. H27178104 6027 198400 SH SOLE 0 198400 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 6029 141989 SH SOLE 0 141989 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 6029 165040 SH SOLE 0 165040 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 6036 77143 SH SOLE 0 77143 0 QUALITY SYSTEMS INC COMMON STOCK USD.01 747582104 6036 69144 SH SOLE 0 69144 0 EZCORP INC CL A COMMON STOCK USD.01 302301106 6039 169759 SH SOLE 0 169759 0 HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 6041 78584 SH SOLE 0 78584 0 UGI CORP COMMON STOCK NPV 902681105 6047 189629 SH SOLE 0 189629 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 6051 293303 SH SOLE 0 293303 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 6061 359917 SH SOLE 0 359917 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 6062 66476 SH SOLE 0 66476 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 6078 264035 SH SOLE 0 264035 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 6088 189893 SH SOLE 0 189893 0 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 6108 301313 SH SOLE 0 301313 0 CABELA S INC COMMON STOCK USD.01 126804301 6129 225737 SH SOLE 0 225737 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 6131 93829 SH SOLE 0 93829 0 AMR CORP COMMON STOCK USD1. 001765106 6139 1136917 SH SOLE 0 1136917 0 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 6149 117677 SH SOLE 0 117677 0 MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 6156 77588 SH SOLE 0 77588 0 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 6182 197057 SH SOLE 0 197057 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 6192 164203 SH SOLE 0 164203 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 6195 303667 SH SOLE 0 303667 0 TELLABS INC COMMON STOCK USD.01 879664100 6198 1344444 SH SOLE 0 1344444 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 6240 121063 SH SOLE 0 121063 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 6249 162517 SH SOLE 0 162517 0 LUFKIN INDUSTRIES INC COMMON STOCK USD1. 549764108 6253 72662 SH SOLE 0 72662 0 SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 6266 166420 SH SOLE 0 166420 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 6289 418162 SH SOLE 0 418162 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 6298 272307 SH SOLE 0 272307 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- CHICO S FAS INC COMMON STOCK USD.01 168615102 6307 414096 SH SOLE 0 414096 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 6318 94629 SH SOLE 0 94629 0 NETEASE.COM INC ADR ADR USD.0001 64110W102 6341 140640 SH SOLE 0 140640 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 6360 144551 SH SOLE 0 144551 0 BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 6365 136823 SH SOLE 0 136823 0 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 6367 169550 SH SOLE 0 169550 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 6375 595215 SH SOLE 0 595215 0 EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 6380 808665 SH SOLE 0 808665 0 CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 6398 177765 SH SOLE 0 177765 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 6400 249206 SH SOLE 0 249206 0 CON WAY INC COMMON STOCK USD.625 205944101 6408 165105 SH SOLE 0 165105 0 SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 6422 692824 SH SOLE 0 692824 0 ROYAL GOLD INC COMMON STOCK USD.01 780287108 6442 109989 SH SOLE 0 109989 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 6450 179516 SH SOLE 0 179516 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 6527 563198 SH SOLE 0 563198 0 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 6537 75950 SH SOLE 0 75950 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 6571 241486 SH SOLE 0 241486 0 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 6578 219191 SH SOLE 0 219191 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 6578 159168 SH SOLE 0 159168 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 6604 19826 SH SOLE 0 19826 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 6624 480011 SH SOLE 0 480011 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 6628 1026032 SH SOLE 0 1026032 0 CLEAN HARBORS INC COMMON STOCK USD.01 184496107 6633 64238 SH SOLE 0 64238 0 DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 6642 75357 SH SOLE 0 75357 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 6667 128178 SH SOLE 0 128178 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 6690 143925 SH SOLE 0 143925 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 6694 322749 SH SOLE 0 322749 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 6700 372200 SH SOLE 0 372200 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 6725 310626 SH SOLE 0 310626 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 6740 638296 SH SOLE 0 638296 0 FRONTIER OIL CORP COMMON STOCK NPV 35914P105 6745 208761 SH SOLE 0 208761 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 6778 415594 SH SOLE 0 415594 0 NUSTAR ENERGY LP LTD PART NPV 67058H102 6793 105010 SH SOLE 0 105010 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 6796 132454 SH SOLE 0 132454 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 6816 297242 SH SOLE 0 297242 0 NEW ORIENTAL EDUCATIO SP ADR ADR USD.01 647581107 6819 61040 SH SOLE 0 61040 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 6841 445682 SH SOLE 0 445682 0 LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 6860 61351 SH SOLE 0 61351 0 STERIS CORP COMMON STOCK NPV 859152100 6876 196580 SH SOLE 0 196580 0 GEN PROBE INC COMMON STOCK USD.0001 36866T103 6882 99519 SH SOLE 0 99519 0 SOLUTIA INC COMMON STOCK USD.01 834376501 6898 301890 SH SOLE 0 301890 0 TW TELECOM INC COMMON STOCK USD.01 87311L104 6907 336419 SH SOLE 0 336419 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 6911 130077 SH SOLE 0 130077 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 6913 163851 SH SOLE 0 163851 0 SOTHEBY S COMMON STOCK USD.01 835898107 6919 159056 SH SOLE 0 159056 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 6920 150069 SH SOLE 0 150069 0 EXCO RESOURCES INC COMMON STOCK USD.001 269279402 6922 392201 SH SOLE 0 392201 0 DIEBOLD INC COMMON STOCK USD1.25 253651103 6925 223318 SH SOLE 0 223318 0 VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 6946 156621 SH SOLE 0 156621 0 FORTINET INC COMMON STOCK USD.001 34959E109 6965 255240 SH SOLE 0 255240 0 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 636518102 6970 234772 SH SOLE 0 234772 0 UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 6975 90221 SH SOLE 0 90221 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 7001 277818 SH SOLE 0 277818 0 POLYPORE INTERNATIONAL INC COMMON STOCK USD.01 73179V103 7001 103200 SH SOLE 0 103200 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 7003 885339 SH SOLE 0 885339 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 7004 290266 SH SOLE 0 290266 0 ENERSYS COMMON STOCK USD.01 29275Y102 7020 203938 SH SOLE 0 203938 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 7030 454439 SH SOLE 0 454439 0 LENNAR CORP A COMMON STOCK USD.1 526057104 7038 387745 SH SOLE 0 387745 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 7039 99540 SH SOLE 0 99540 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- MEDNAX INC COMMON STOCK USD.01 58502B106 7040 97524 SH SOLE 0 97524 0 COPART INC COMMON STOCK NPV 217204106 7066 151622 SH SOLE 0 151622 0 GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 7069 120545 SH SOLE 0 120545 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 7076 247832 SH SOLE 0 247832 0 ADTRAN INC COMMON STOCK USD.01 00738A106 7078 182839 SH SOLE 0 182839 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 7105 336090 SH SOLE 0 336090 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 7106 155926 SH SOLE 0 155926 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 7139 183531 SH SOLE 0 183531 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 7158 244622 SH SOLE 0 244622 0 JEFFERIES GROUP INC COMMON STOCK USD.0001 472319102 7182 352057 SH SOLE 0 352057 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 7191 263015 SH SOLE 0 263015 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 7197 279725 SH SOLE 0 279725 0 USD.001514456 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 7201 667993 SH SOLE 0 667993 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 7203 72332 SH SOLE 0 72332 0 PHARMASSET INC COMMON STOCK USD.001 71715N106 7229 64430 SH SOLE 0 64430 0 FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK USD.01 33616C100 7231 224000 SH SOLE 0 224000 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 7239 423569 SH SOLE 0 423569 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 7241 128160 SH SOLE 0 128160 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 7248 355461 SH SOLE 0 355461 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 7249 742773 SH SOLE 0 742773 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 7296 95496 SH SOLE 0 95496 0 BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 7313 61271 SH SOLE 0 61271 0 SPX CORP COMMON STOCK USD10. 784635104 7349 88905 SH SOLE 0 88905 0 TECHNE CORP COMMON STOCK USD.01 878377100 7356 88230 SH SOLE 0 88230 0 NEWMARKET CORP COMMON STOCK NPV 651587107 7393 43307 SH SOLE 0 43307 0 VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 7393 213555 SH SOLE 0 213555 0 OWENS + MINOR INC COMMON STOCK USD2. 690732102 7422 215192 SH SOLE 0 215192 0 NORDSON CORP COMMON STOCK NPV 655663102 7427 135400 SH SOLE 0 135400 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 7451 368694 SH SOLE 0 368694 0 ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 7471 137254 SH SOLE 0 137254 0 CROCS INC COMMON STOCK USD.001 227046109 7482 290549 SH SOLE 0 290549 0 DPL INC COMMON STOCK USD.01 233293109 7485 248177 SH SOLE 0 248177 0 KIRBY CORP COMMON STOCK USD.1 497266106 7487 132108 SH SOLE 0 132108 0 SIGNATURE BANK COMMON STOCK USD.01 82669G104 7501 131131 SH SOLE 0 131131 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 7517 259747 SH SOLE 0 259747 0 WABTEC CORP COMMON STOCK USD.01 929740108 7526 114510 SH SOLE 0 114510 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 7526 185147 SH SOLE 0 185147 0 ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 7530 221152 SH SOLE 0 221152 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 7576 247892 SH SOLE 0 247892 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 7612 285005 SH SOLE 0 285005 0 FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 7624 319811 SH SOLE 0 319811 0 BIG LOTS INC COMMON STOCK USD.01 089302103 7651 230812 SH SOLE 0 230812 0 NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 7673 246230 SH SOLE 0 246230 0 AQUA AMERICA INC COMMON STOCK USD.5 03836W103 7675 349190 SH SOLE 0 349190 0 GREAT PLAINS ENERGY INC COMMON STOCK NPV 391164100 7704 371653 SH SOLE 0 371653 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 7720 320728 SH SOLE 0 320728 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 7740 139984 SH SOLE 0 139984 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 7754 277042 SH SOLE 0 277042 0 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 7768 180361 SH SOLE 0 180361 0 TIDEWATER INC COMMON STOCK USD.1 886423102 7771 144421 SH SOLE 0 144421 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 7809 214836 SH SOLE 0 214836 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 7823 136794 SH SOLE 0 136794 0 COMMONWEALTH REIT REIT USD.01 203233101 7825 302828 SH SOLE 0 302828 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 7827 234611 SH SOLE 0 234611 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 7861 1026240 SH SOLE 0 1026240 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 7876 484675 SH SOLE 0 484675 0 AOL INC COMMON STOCK USD.01 00184X105 7922 398896 SH SOLE 0 398896 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 7931 116929 SH SOLE 0 116929 0 HARSCO CORP COMMON STOCK USD1.25 415864107 7944 243679 SH SOLE 0 243679 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 7960 119995.22 SH SOLE 0 119995.22 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 7968 197520 SH SOLE 0 197520 0 SHAW GROUP INC COMMON STOCK NPV 820280105 8006 265010 SH SOLE 0 265010 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 8012 146720 SH SOLE 0 146720 0 TENNECO INC COMMON STOCK USD.01 880349105 8034 182308 SH SOLE 0 182308 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 8044 224366 SH SOLE 0 224366 0 BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 8153 294231 SH SOLE 0 294231 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 8209 157439 SH SOLE 0 157439 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 8244 149610 SH SOLE 0 149610 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 8260 168942 SH SOLE 0 168942 0 REGENCY ENERGY PARTNERS LP LTD PART USD.01 75885Y107 8270 319792 SH SOLE 0 319792 0 MARKWEST ENERGY PARTNERS LP LTD PART USD.01 570759100 8288 171803 SH SOLE 0 171803 0 POPULAR INC COMMON STOCK USD6. 733174106 8317 3013354 SH SOLE 0 3013354 0 NICOR INC COMMON STOCK USD2.5 654086107 8330 152178 SH SOLE 0 152178 0 CREE INC COMMON STOCK USD.00125 225447101 8366 249056 SH SOLE 0 249056 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 8372 398463 SH SOLE 0 398463 0 PHARMACEUTICAL PRODUCT DEVEL COMMON STOCK USD.05 717124101 8484 316091 SH SOLE 0 316091 0 HAWAIIAN ELECTRIC INDS COMMON STOCK NPV 419870100 8499 353237 SH SOLE 0 353237 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 8504 182099 SH SOLE 0 182099 0 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 8520 378514 SH SOLE 0 378514 0 GENERAL CABLE CORP COMMON STOCK USD.01 369300108 8527 200270 SH SOLE 0 200270 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 8549 429810 SH SOLE 0 429810 0 ARTHUR J GALLAGHER + CO COMMON STOCK USD1. 363576109 8569 300238 SH SOLE 0 300238 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 8571 275514 SH SOLE 0 275514 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 8586 77230 SH SOLE 0 77230 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 8613 114119 SH SOLE 0 114119 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 8630 404589 SH SOLE 0 404589 0 CLARCOR INC COMMON STOCK USD1. 179895107 8662 183212 SH SOLE 0 183212 0 INERGY LP LTD PART NPV 456615103 8668 245140 SH SOLE 0 245140 0 TEREX CORP COMMON STOCK USD.01 880779103 8688 305370 SH SOLE 0 305370 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 8691 185664 SH SOLE 0 185664 0 TERADYNE INC COMMON STOCK USD.125 880770102 8694 587420 SH SOLE 0 587420 0 BRIGHAM EXPLORATION CO COMMON STOCK USD.01 109178103 8697 290575 SH SOLE 0 290575 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 8725 161298 SH SOLE 0 161298 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 8733 244683 SH SOLE 0 244683 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 8741 124042 SH SOLE 0 124042 0 CARPENTER TECHNOLOGY COMMON STOCK USD5. 144285103 8741 151550 SH SOLE 0 151550 0 DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 8741 257937 SH SOLE 0 257937 0 RESMED INC COMMON STOCK USD.004 761152107 8767 283274 SH SOLE 0 283274 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 8789 85894 SH SOLE 0 85894 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 8795 277181 SH SOLE 0 277181 0 CATALYST HEALTH SOLUTIONS IN COMMON STOCK USD.01 14888B103 8797 157590 SH SOLE 0 157590 0 QUESTAR CORP COMMON STOCK NPV 748356102 8801 496945 SH SOLE 0 496945 0 CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 8815 425657 SH SOLE 0 425657 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 8821 244091 SH SOLE 0 244091 0 WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 8832 328196 SH SOLE 0 328196 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 8836 303543 SH SOLE 0 303543 0 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 8877 156141 SH SOLE 0 156141 0 TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 8880 254598 SH SOLE 0 254598 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 8892 332172 SH SOLE 0 332172 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 8906 149157 SH SOLE 0 149157 0 ALLIED NEVADA GOLD CORP COMMON STOCK USD.001 019344100 8909 251893 SH SOLE 0 251893 0 WASHINGTON REIT REIT USD.01 939653101 8930 274597 SH SOLE 0 274597 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 8947 278278 SH SOLE 0 278278 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 8963 143546 SH SOLE 0 143546 0 FLOWERS FOODS INC COMMON STOCK USD.01 343498101 8987 407739 SH SOLE 0 407739 0 KINETIC CONCEPTS INC COMMON STOCK USD.001 49460W208 9000 156165 SH SOLE 0 156165 0 GENON ENERGY INC COMMON STOCK USD.001 37244E107 9017 2335972 SH SOLE 0 2335972 0 ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 9041 139990 SH SOLE 0 139990 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 9062 168287 SH SOLE 0 168287 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- VALSPAR CORP COMMON STOCK USD.5 920355104 9111 252669 SH SOLE 0 252669 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 9121 121227 SH SOLE 0 121227 0 ACME PACKET INC COMMON STOCK USD.001 004764106 9127 130137 SH SOLE 0 130137 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 9127 503138 SH SOLE 0 503138 0 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 9144 198617 SH SOLE 0 198617 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 9146 133595 SH SOLE 0 133595 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 9148 373252 SH SOLE 0 373252 0 FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 9155 959695 SH SOLE 0 959695 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 9163 115632 SH SOLE 0 115632 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 9169 785053 SH SOLE 0 785053 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 9180 217488 SH SOLE 0 217488 0 POST PROPERTIES INC REIT USD.01 737464107 9185 225348 SH SOLE 0 225348 0 KILROY REALTY CORP REIT USD.01 49427F108 9225 233596 SH SOLE 0 233596 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 9281 886407 SH SOLE 0 886407 0 CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 9305 163670 SH SOLE 0 163670 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 9324 868990 SH SOLE 0 868990 0 LIBERTY GLOBAL INC SERIES C COMMON STOCK USD.01 530555309 9336 218639 SH SOLE 0 218639 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 9364 486699 SH SOLE 0 486699 0 ITC HOLDINGS CORP COMMON STOCK NPV 465685105 9378 130668 SH SOLE 0 130668 0 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 9421 117809 SH SOLE 0 117809 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 9425 515038 SH SOLE 0 515038 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 9452 684892 SH SOLE 0 684892 0 HUMAN GENOME SCIENCES INC COMMON STOCK USD.01 444903108 9462 385567 SH SOLE 0 385567 0 UNIT CORP COMMON STOCK USD.2 909218109 9469 155409 SH SOLE 0 155409 0 BROWN + BROWN INC COMMON STOCK USD.1 115236101 9469 369027 SH SOLE 0 369027 0 GRACO INC COMMON STOCK USD1. 384109104 9482 187171 SH SOLE 0 187171 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 9483 191002 SH SOLE 0 191002 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 9537 249848 SH SOLE 0 249848 0 COMMERCE BANCSHARES INC COMMON STOCK USD5. 200525103 9549 222067 SH SOLE 0 222067 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 9552 436780 SH SOLE 0 436780 0 NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 9631 360300 SH SOLE 0 360300 0 CARLISLE COS INC COMMON STOCK USD1. 142339100 9689 196820 SH SOLE 0 196820 0 FOCUS MEDIA HOLDING ADR ADR USD.00005 34415V109 9727 312780 SH SOLE 0 312780 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 9737 218426 SH SOLE 0 218426 0 SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 9756 183725 SH SOLE 0 183725 0 LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 9778 334051 SH SOLE 0 334051 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 9818 296334 SH SOLE 0 296334 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 9837 428057 SH SOLE 0 428057 0 SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 9860 166674 SH SOLE 0 166674 0 JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 9900 594226 SH SOLE 0 594226 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 9927 119004 SH SOLE 0 119004 0 HOME PROPERTIES INC REIT USD.01 437306103 9952 163472 SH SOLE 0 163472 0 CARBO CERAMICS INC COMMON STOCK USD.01 140781105 9958 61108 SH SOLE 0 61108 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 9977 529289 SH SOLE 0 529289 0 SM ENERGY CO COMMON STOCK USD.01 78454L100 9980 135819 SH SOLE 0 135819 0 OMNICARE INC COMMON STOCK USD1. 681904108 10009 313846 SH SOLE 0 313846 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 10017 125351 SH SOLE 0 125351 0 TEMPLE INLAND INC COMMON STOCK USD1. 879868107 10028 337199 SH SOLE 0 337199 0 VIMPELCOM LTD SPON ADR ADR 92719A106 10035 786420 SH SOLE 0 786420 0 MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 10059 151696 SH SOLE 0 151696 0 LKQ CORP COMMON STOCK USD.01 501889208 10072 386048 SH SOLE 0 386048 0 MOLYCORP INC COMMON STOCK 608753109 10107 165520 SH SOLE 0 165520 0 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1. G9618E107 10108 24058 SH SOLE 0 24058 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 10110 133830 SH SOLE 0 133830 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 10124 265087 SH SOLE 0 265087 0 APTARGROUP INC COMMON STOCK USD.01 038336103 10163 194165 SH SOLE 0 194165 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1. G7496G103 10214 146021 SH SOLE 0 146021 0 IDEX CORP COMMON STOCK USD.01 45167R104 10236 223255 SH SOLE 0 223255 0 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 10274 281570 SH SOLE 0 281570 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 10296 151817 SH SOLE 0 151817 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1. 893521104 10317 210513 SH SOLE 0 210513 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 10328 546721 SH SOLE 0 546721 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 10335 1602340 SH SOLE 0 1602340 0 REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 10344 182404 SH SOLE 0 182404 0 GENTEX CORP COMMON STOCK USD.06 371901109 10349 342331 SH SOLE 0 342331 0 SCANA CORP COMMON STOCK NPV 80589M102 10350 262885 SH SOLE 0 262885 0 ENBRIDGE ENERGY PARTNERS LP LTD PART NPV 29250R106 10351 344220 SH SOLE 0 344220 0 ARIBA INC COMMON STOCK USD.002 04033V203 10388 301357 SH SOLE 0 301357 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 10406 292975 SH SOLE 0 292975 0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 10410 374343 SH SOLE 0 374343 0 LAZARD LTD CL A LTD PART USD.01 G54050102 10491 282787 SH SOLE 0 282787 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N100 10492 4300049 SH SOLE 0 4300049 0 URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 10513 373468 SH SOLE 0 373468 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 10559 176021 SH SOLE 0 176021 0 CRANE CO COMMON STOCK USD1. 224399105 10568 213884 SH SOLE 0 213884 0 PERKINELMER INC COMMON STOCK USD1. 714046109 10588 393472 SH SOLE 0 393472 0 BJ S WHOLESALE CLUB INC COMMON STOCK USD.01 05548J106 10621 210938 SH SOLE 0 210938 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 10632 157578 SH SOLE 0 157578 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 10702 810736 SH SOLE 0 810736 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 10702 872210 SH SOLE 0 872210 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 10709 911386 SH SOLE 0 911386 0 COVANCE INC COMMON STOCK USD.01 222816100 10719 180546 SH SOLE 0 180546 0 AUTONATION INC COMMON STOCK USD.01 05329W102 10731 293126 SH SOLE 0 293126 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 10762 128037 SH SOLE 0 128037 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 10769 216635 SH SOLE 0 216635 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 10793 336347 SH SOLE 0 336347 0 BEMIS COMPANY COMMON STOCK USD.1 081437105 10815 320147 SH SOLE 0 320147 0 TAUBMAN CENTERS INC REIT USD.01 876664103 10935 184709 SH SOLE 0 184709 0 EQUINIX INC COMMON STOCK USD.001 29444U502 10968 108574 SH SOLE 0 108574 0 MSCI INC A COMMON STOCK USD.01 55354G100 10974 291249 SH SOLE 0 291249 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 10983 248026 SH SOLE 0 248026 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 10993 919159 SH SOLE 0 919159 0 DENDREON CORP COMMON STOCK USD.001 24823Q107 11058 280380 SH SOLE 0 280380 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 11060 275329 SH SOLE 0 275329 0 PATTERSON COS INC COMMON STOCK USD.01 703395103 11066 336457 SH SOLE 0 336457 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 11066 837705 SH SOLE 0 837705 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 11078 319077 SH SOLE 0 319077 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 11081 596408 SH SOLE 0 596408 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 11085 532414 SH SOLE 0 532414 0 VARIAN SEMICONDUCTOR EQUIP COMMON STOCK USD.01 922207105 11092 180531 SH SOLE 0 180531 0 PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 11106 88385 SH SOLE 0 88385 0 EATON VANCE CORP COMMON STOCK USD.90625 278265103 11114 367642 SH SOLE 0 367642 0 RACKSPACE HOSTING INC COMMON STOCK USD.001 750086100 11131 260440 SH SOLE 0 260440 0 QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 11147 551815 SH SOLE 0 551815 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 11150 590246 SH SOLE 0 590246 0 DOMTAR CORP COMMON STOCK USD.01 257559203 11150 117716 SH SOLE 0 117716 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 11154 171735 SH SOLE 0 171735 0 L 1 IDENTITY SOLUTIONS INC COMMON STOCK USD.001 50212A106 11154 949297 SH SOLE 0 949297 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 11166 314171 SH SOLE 0 314171 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 11167 441366 SH SOLE 0 441366 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 11168 202022 SH SOLE 0 202022 0 DR HORTON INC COMMON STOCK USD.01 23331A109 11174 969975 SH SOLE 0 969975 0 MARKEL CORP COMMON STOCK NPV 570535104 11219 28274 SH SOLE 0 28274 0 JARDEN CORP COMMON STOCK USD.01 471109108 11301 327481 SH SOLE 0 327481 0 MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 11316 502918 SH SOLE 0 502918 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 11331 359730 SH SOLE 0 359730 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 11354 385519 SH SOLE 0 385519 0 DEVRY INC COMMON STOCK USD.01 251893103 11356 192045 SH SOLE 0 192045 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 11381 479011 SH SOLE 0 479011 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 11385 293344 SH SOLE 0 293344 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- GARTNER INC COMMON STOCK USD.0005 366651107 11395 282834 SH SOLE 0 282834 0 URS CORP COMMON STOCK USD.01 903236107 11410 255025 SH SOLE 0 255025 0 PLAINS EXPLORATION + PRODUCT COMMON STOCK USD.01 726505100 11430 299843 SH SOLE 0 299843 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 11456 445601 SH SOLE 0 445601 0 DONALDSON CO INC COMMON STOCK USD5. 257651109 11461 188877 SH SOLE 0 188877 0 EL PASO PIPELINE PARTNERS LP LTD PART NPV 283702108 11463 329877 SH SOLE 0 329877 0 CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 11473 266330 SH SOLE 0 266330 0 MAGELLAN MIDSTREAM PARTNERS LTD PART NPV 559080106 11514 192763 SH SOLE 0 192763 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 11528 349333 SH SOLE 0 349333 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 11567 373614 SH SOLE 0 373614 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 11594 734697 SH SOLE 0 734697 0 TESORO CORP COMMON STOCK USD.167 881609101 11631 507673 SH SOLE 0 507673 0 MACK CALI REALTY CORP REIT USD.01 554489104 11704 355315 SH SOLE 0 355315 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 11759 169924 SH SOLE 0 169924 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1. 571837103 11769 1476715 SH SOLE 0 1476715 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 11793 549267 SH SOLE 0 549267 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 11834 449277 SH SOLE 0 449277 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 11857 311372 SH SOLE 0 311372 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 11889 236271 SH SOLE 0 236271 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 11905 656674 SH SOLE 0 656674 0 CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 11907 106748 SH SOLE 0 106748 0 NVR INC COMMON STOCK USD.01 62944T105 11916 16425 SH SOLE 0 16425 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 11945 126673 SH SOLE 0 126673 0 SNAP ON INC COMMON STOCK USD1. 833034101 11963 191473 SH SOLE 0 191473 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 12039 178494 SH SOLE 0 178494 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 12068 330180 SH SOLE 0 330180 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 12102 499052 SH SOLE 0 499052 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 12115 214577 SH SOLE 0 214577 0 ARCH COAL INC COMMON STOCK USD.01 039380100 12136 455228 SH SOLE 0 455228 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 12152 386133 SH SOLE 0 386133 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 12213 513353 SH SOLE 0 513353 0 SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P307 12240 1148262 SH SOLE 0 1148262 0 WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 12241 486543 SH SOLE 0 486543 0 MASCO CORP COMMON STOCK USD1. 574599106 12264 1019455 SH SOLE 0 1019455 0 FOREST CITY ENTERPRISES CL A COMMON STOCK USD.333 345550107 12281 657781 SH SOLE 0 657781 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 12304 170040 SH SOLE 0 170040 0 GANNETT CO COMMON STOCK USD1. 364730101 12333 861259 SH SOLE 0 861259 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 12352 501909 SH SOLE 0 501909 0 OWENS CORNING COMMON STOCK USD.001 690742101 12451 333360 SH SOLE 0 333360 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 12482 1785653 SH SOLE 0 1785653 0 VULCAN MATERIALS CO COMMON STOCK USD1. 929160109 12496 324318 SH SOLE 0 324318 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 12501 205402 SH SOLE 0 205402 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 12504 245178 SH SOLE 0 245178 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 12512 462875 SH SOLE 0 462875 0 ASSURANT INC COMMON STOCK USD.01 04621X108 12556 346184 SH SOLE 0 346184 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 12563 310204 SH SOLE 0 310204 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 12572 1535022 SH SOLE 0 1535022 0 FOSSIL INC COMMON STOCK USD.01 349882100 12579 106859 SH SOLE 0 106859 0 IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 12607 162546 SH SOLE 0 162546 0 LSI CORP COMMON STOCK USD.01 502161102 12638 1774945 SH SOLE 0 1774945 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 12645 489931 SH SOLE 0 489931 0 CINTAS CORP COMMON STOCK NPV 172908105 12729 385373 SH SOLE 0 385373 0 AVERY DENNISON CORP COMMON STOCK USD1. 053611109 12738 329738 SH SOLE 0 329738 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 12766 312813 SH SOLE 0 312813 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 12780 400370 SH SOLE 0 400370 0 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 12798 197166 SH SOLE 0 197166 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 12821 319338 SH SOLE 0 319338 0 ONEOK PARTNERS LP LTD PART NPV 68268N103 12823 150327 SH SOLE 0 150327 0 MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 12843 648322 SH SOLE 0 648322 0 AGCO CORP COMMON STOCK USD.01 001084102 12896 261274 SH SOLE 0 261274 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 12938 530670 SH SOLE 0 530670 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 12948 221366 SH SOLE 0 221366 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 12965 2077791 SH SOLE 0 2077791 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 12981 184365 SH SOLE 0 184365 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 12982 241524 SH SOLE 0 241524 0 SUPERVALU INC COMMON STOCK USD1. 868536103 13003 1381877 SH SOLE 0 1381877 0 TIMKEN CO COMMON STOCK NPV 887389104 13028 258494 SH SOLE 0 258494 0 PARTNERRE LTD COMMON STOCK USD1. G6852T105 13032 189285 SH SOLE 0 189285 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 13051 662830 SH SOLE 0 662830 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 13066 321349 SH SOLE 0 321349 0 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 13082 277808 SH SOLE 0 277808 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 13122 762444 SH SOLE 0 762444 0 LEAR CORP COMMON STOCK USD.01 521865204 13170 246256 SH SOLE 0 246256 0 HOLOGIC INC COMMON STOCK USD.01 436440101 13176 653224 SH SOLE 0 653224 0 GARMIN LTD COMMON STOCK CHF10.0 H2906T109 13213 400020 SH SOLE 0 400020 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 13294 153547 SH SOLE 0 153547 0 HARRIS CORP COMMON STOCK USD1. 413875105 13322 295655 SH SOLE 0 295655 0 RIVERBED TECHNOLOGY INC COMMON STOCK USD.0001 768573107 13419 338952 SH SOLE 0 338952 0 ANSYS INC COMMON STOCK USD.01 03662Q105 13420 245481 SH SOLE 0 245481 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 13435 573896 SH SOLE 0 573896 0 HASBRO INC COMMON STOCK USD.5 418056107 13471 306641 SH SOLE 0 306641 0 AIRGAS INC COMMON STOCK USD.01 009363102 13594 194096 SH SOLE 0 194096 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 13600 419237 SH SOLE 0 419237 0 PENTAIR INC COMMON STOCK USD.167 709631105 13659 338440 SH SOLE 0 338440 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 13665 449640 SH SOLE 0 449640 0 BLACKSTONE GROUP LP/THE LTD PART NPV 09253U108 13678 825972 SH SOLE 0 825972 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 13714 678907 SH SOLE 0 678907 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 13760 199254 SH SOLE 0 199254 0 FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 13766 408371 SH SOLE 0 408371 0 CALPINE CORP COMMON STOCK USD.001 131347304 13798 855411 SH SOLE 0 855411 0 FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 13828 2153895 SH SOLE 0 2153895 0 APARTMENT INVT + MGMT CO A REIT USD.01 03748R101 13900 544452 SH SOLE 0 544452 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 13916 521783 SH SOLE 0 521783 0 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 13935 1036864 SH SOLE 0 1036864 0 LEGG MASON INC COMMON STOCK USD.1 524901105 13940 425510 SH SOLE 0 425510 0 CHARTER COMMUNICATION A COMMON STOCK 16117M305 14051 258960 SH SOLE 0 258960 0 NSTAR COMMON STOCK USD1. 67019E107 14074 306086 SH SOLE 0 306086 0 KINDER MORGAN MGMT LLC SHS 49455U100 14074 214578 SH SOLE 0 214578 0 ASHLAND INC COMMON STOCK USD.01 044209104 14115 218433 SH SOLE 0 218433 0 MANPOWER INC COMMON STOCK USD.01 56418H100 14146 263665 SH SOLE 0 263665 0 RAYONIER INC REIT NPV 754907103 14146 216467 SH SOLE 0 216467 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 14174 327722 SH SOLE 0 327722 0 POLYCOM INC COMMON STOCK USD.0005 73172K104 14279 222076 SH SOLE 0 222076 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 14317 200400 SH SOLE 0 200400 0 SAIC INC COMMON STOCK USD.0001 78390X101 14365 854019 SH SOLE 0 854019 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 14398 733464 SH SOLE 0 733464 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 14427 379652 SH SOLE 0 379652 0 BRE PROPERTIES INC REIT USD.01 05564E106 14477 290246 SH SOLE 0 290246 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 14487 177206 SH SOLE 0 177206 0 H+R BLOCK INC COMMON STOCK NPV 093671105 14507 904454 SH SOLE 0 904454 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 14508 604255 SH SOLE 0 604255 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 14553 426763 SH SOLE 0 426763 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 14582 351366 SH SOLE 0 351366 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 14590 368071 SH SOLE 0 368071 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 14599 86551 SH SOLE 0 86551 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 14660 325481 SH SOLE 0 325481 0 TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 14661 751446 SH SOLE 0 751446 0 BALL CORP COMMON STOCK NPV 058498106 14763 383848 SH SOLE 0 383848 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 14808 302948 SH SOLE 0 302948 0 DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCK USD.01 256743105 14820 200977 SH SOLE 0 200977 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HANSEN NATURAL CORP COMMON STOCK USD.005 411310105 14901 184071 SH SOLE 0 184071 0 ROVI CORP COMMON STOCK USD.001 779376102 14913 259998 SH SOLE 0 259998 0 PETSMART INC COMMON STOCK USD.0001 716768106 14968 329911 SH SOLE 0 329911 0 ATMEL CORP COMMON STOCK USD.001 049513104 14982 1064837 SH SOLE 0 1064837 0 VERISIGN INC COMMON STOCK USD.001 92343E102 14983 447790 SH SOLE 0 447790 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 15043 515539 SH SOLE 0 515539 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 15077 957880 SH SOLE 0 957880 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 15099 176077 SH SOLE 0 176077 0 TIBCO SOFTWARE INC COMMON STOCK USD.001 88632Q103 15154 522203 SH SOLE 0 522203 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 15167 370293 SH SOLE 0 370293 0 DUKE REALTY CORP REIT USD.01 264411505 15167 1082608 SH SOLE 0 1082608 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 15206 510090 SH SOLE 0 510090 0 GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 15228 908076 SH SOLE 0 908076 0 INTL GAME TECHNOLOGY COMMON STOCK USD.156.25 459902102 15241 866971 SH SOLE 0 866971 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 15265 405562 SH SOLE 0 405562 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 15363 296355 SH SOLE 0 296355 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 15576 1104673 SH SOLE 0 1104673 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 15578 302310 SH SOLE 0 302310 0 NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 15580 214007 SH SOLE 0 214007 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 15663 465465 SH SOLE 0 465465 0 AVNET INC COMMON STOCK USD1. 053807103 15679 491803 SH SOLE 0 491803 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 15728 1529960 SH SOLE 0 1529960 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 15737 414580 SH SOLE 0 414580 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 15743 269435 SH SOLE 0 269435 0 REGENCY CENTERS CORP REIT USD.01 758849103 15780 358872 SH SOLE 0 358872 0 LINN ENERGY LLC UNITS LTD PART NPV 536020100 15798 404352 SH SOLE 0 404352 0 SINA CORP COMMON STOCK USD.133 G81477104 15820 151970 SH SOLE 0 151970 0 WINDSTREAM CORP COMMON STOCK USD.0001 97381W104 15844 1222509 SH SOLE 0 1222509 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 15879 168802 SH SOLE 0 168802 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 15932 268527 SH SOLE 0 268527 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 16010 491420 SH SOLE 0 491420 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 16043 158133 SH SOLE 0 158133 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 16086 1073146 SH SOLE 0 1073146 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 16143 484637 SH SOLE 0 484637 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 16149 241318 SH SOLE 0 241318 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 16179 460017 SH SOLE 0 460017 0 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 16188 242038 SH SOLE 0 242038 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 16210 427591 SH SOLE 0 427591 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 16308 709356 SH SOLE 0 709356 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 16346 276908 SH SOLE 0 276908 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 16485 359940 SH SOLE 0 359940 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 16525 407630 SH SOLE 0 407630 0 PETROHAWK ENERGY CORP COMMON STOCK USD.001 716495106 16565 671450 SH SOLE 0 671450 0 NISOURCE INC COMMON STOCK USD.01 65473P105 16630 821233 SH SOLE 0 821233 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 16716 615238 SH SOLE 0 615238 0 ENERGY TRANSFER EQUITY LP LTD PART NPV 29273V100 16795 373560 SH SOLE 0 373560 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 16877 2572733 SH SOLE 0 2572733 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 16950 340638 SH SOLE 0 340638 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 17030 1362390 SH SOLE 0 1362390 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 17063 209829 SH SOLE 0 209829 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 17132 392212 SH SOLE 0 392212 0 FMC CORP COMMON STOCK USD.1 302491303 17137 199216 SH SOLE 0 199216 0 CEPHALON INC COMMON STOCK USD.01 156708109 17231 215651 SH SOLE 0 215651 0 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 17273 272143 SH SOLE 0 272143 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 17331 157711 SH SOLE 0 157711 0 AMETEK INC COMMON STOCK USD.01 031100100 17331 385990 SH SOLE 0 385990 0 WHITING PETROLEUM CORP COMMON STOCK USD.001 966387102 17397 305689 SH SOLE 0 305689 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 17416 888131 SH SOLE 0 888131 0 REALTY INCOME CORP REIT USD1. 756109104 17426 520331 SH SOLE 0 520331 0 AUTOLIV INC COMMON STOCK USD1. 052800109 17439 222294 SH SOLE 0 222294 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 17547 433463 SH SOLE 0 433463 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 17605 274045 SH SOLE 0 274045 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 17615 799226 SH SOLE 0 799226 0 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 17737 520309 SH SOLE 0 520309 0 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 17778 1119524 SH SOLE 0 1119524 0 SUNOCO INC COMMON STOCK USD1. 86764P109 17827 427405 SH SOLE 0 427405 0 UDR INC REIT USD.01 902653104 17849 727038 SH SOLE 0 727038 0 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 17886 154455 SH SOLE 0 154455 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 17943 492004 SH SOLE 0 492004 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 17999 569417 SH SOLE 0 569417 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 18042 705862 SH SOLE 0 705862 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 18065 392383 SH SOLE 0 392383 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 18069 549721 SH SOLE 0 549721 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 18090 364947 SH SOLE 0 364947 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 18139 549342 SH SOLE 0 549342 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 18158 935035 SH SOLE 0 935035 0 WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 18207 442892 SH SOLE 0 442892 0 KBR INC COMMON STOCK USD.001 48242W106 18231 483720 SH SOLE 0 483720 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 18277 741762 SH SOLE 0 741762 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 18308 2268649 SH SOLE 0 2268649 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 18332 285813 SH SOLE 0 285813 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 18373 1573034 SH SOLE 0 1573034 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 18507 413647 SH SOLE 0 413647 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 18586 478773 SH SOLE 0 478773 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 18598 292333 SH SOLE 0 292333 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 18623 137656 SH SOLE 0 137656 0 STERICYCLE INC COMMON STOCK USD.01 858912108 18655 209320 SH SOLE 0 209320 0 TEXTRON INC COMMON STOCK USD.125 883203101 18674 790954 SH SOLE 0 790954 0 COMERICA INC COMMON STOCK USD5. 200340107 18694 540765 SH SOLE 0 540765 0 EXPEDIA INC COMMON STOCK USD.001 30212P105 18703 645149 SH SOLE 0 645149 0 EQT CORP COMMON STOCK NPV 26884L109 18717 356378 SH SOLE 0 356378 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 18768 283853 SH SOLE 0 283853 0 NII HOLDINGS INC COMMON STOCK USD.001 62913F201 18882 445544 SH SOLE 0 445544 0 DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 18940 946978 SH SOLE 0 946978 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 18954 264752 SH SOLE 0 264752 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 19064 842417 SH SOLE 0 842417 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 19105 1293954 SH SOLE 0 1293954 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 19110 363580 SH SOLE 0 363580 0 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 19149 457780 SH SOLE 0 457780 0 ENERGY TRANSFER PARTNERS LP LTD PART NPV 29273R109 19153 391923 SH SOLE 0 391923 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 19262 628030 SH SOLE 0 628030 0 RED HAT INC COMMON STOCK USD.0001 756577102 19280 420038 SH SOLE 0 420038 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 19336 476957 SH SOLE 0 476957 0 PLAINS ALL AMER PIPELINE LP LTD PART NPV 726503105 19357 302460 SH SOLE 0 302460 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 19466 212377 SH SOLE 0 212377 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 19566 298666 SH SOLE 0 298666 0 CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 19631 296042 SH SOLE 0 296042 0 PALL CORP COMMON STOCK USD.1 696429307 19721 350723 SH SOLE 0 350723 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 19744 287274 SH SOLE 0 287274 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 19792 805206 SH SOLE 0 805206 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 19822 421470 SH SOLE 0 421470 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 20145 219329 SH SOLE 0 219329 0 SLM CORP COMMON STOCK USD.2 78442P106 20172 1200006 SH SOLE 0 1200006 0 BUCKEYE PARTNERS LP LTD PART NPV 118230101 20177 312538 SH SOLE 0 312538 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 20196 201500 SH SOLE 0 201500 0 CARMAX INC COMMON STOCK USD.5 143130102 20215 611288 SH SOLE 0 611288 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 20276 271468 SH SOLE 0 271468 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 20388 2725729 SH SOLE 0 2725729 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 20445 814201 SH SOLE 0 814201 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 20513 711283 SH SOLE 0 711283 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HERBALIFE LTD COMMON STOCK USD.002 G4412G101 20646 358190 SH SOLE 0 358190 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 20674 267041 SH SOLE 0 267041 0 BORGWARNER INC COMMON STOCK USD.01 099724106 20872 258350 SH SOLE 0 258350 0 PERRIGO CO COMMON STOCK NPV 714290103 20966 238607 SH SOLE 0 238607 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 21046 234058 SH SOLE 0 234058 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 21052 671502 SH SOLE 0 671502 0 CIT GROUP INC COMMON STOCK USD.01 125581801 21053 475671 SH SOLE 0 475671 0 BUNGE LTD COMMON STOCK USD.01 G16962105 21082 305762 SH SOLE 0 305762 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 21209 964939 SH SOLE 0 964939 0 ONEOK INC COMMON STOCK USD.01 682680103 21213 286628 SH SOLE 0 286628 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 21291 208591 SH SOLE 0 208591 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 21293 319620 SH SOLE 0 319620 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 21360 410850 SH SOLE 0 410850 0 NOBLE CORP COMMON STOCK CHF3.8 H5833N103 21405 543129 SH SOLE 0 543129 0 ILLUMINA INC COMMON STOCK USD.01 452327109 21485 285891 SH SOLE 0 285891 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 21611 259433 SH SOLE 0 259433 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 21789 1348360 SH SOLE 0 1348360 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 21809 162430 SH SOLE 0 162430 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 21853 2383124 SH SOLE 0 2383124 0 CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 21930 567391 SH SOLE 0 567391 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 21947 10021551 SH SOLE 0 10021551 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 22000 262312 SH SOLE 0 262312 0 FIRST SOLAR INC COMMON STOCK USD.001 336433107 22194 167792 SH SOLE 0 167792 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 22245 317701 SH SOLE 0 317701 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 22311 945383 SH SOLE 0 945383 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 22436 541796 SH SOLE 0 541796 0 KEYCORP COMMON STOCK USD1. 493267108 22488 2699613 SH SOLE 0 2699613 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 22727 3665625 SH SOLE 0 3665625 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 22767 410222 SH SOLE 0 410222 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 22826 422773 SH SOLE 0 422773 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 22864 1434826 SH SOLE 0 1434826 0 SIGMA ALDRICH COMMON STOCK USD1. 826552101 22872 311688 SH SOLE 0 311688 0 AES CORP COMMON STOCK USD.01 00130H105 22906 1797963 SH SOLE 0 1797963 0 AUTODESK INC COMMON STOCK USD.01 052769106 22937 594216 SH SOLE 0 594216 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 23050 209070 SH SOLE 0 209070 0 GAP INC/THE COMMON STOCK USD.05 364760108 23131 1277965 SH SOLE 0 1277965 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 23170 174723 SH SOLE 0 174723 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 23250 1201547 SH SOLE 0 1201547 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 23482 2056218 SH SOLE 0 2056218 0 MOODY S CORP COMMON STOCK USD.01 615369105 23603 615456 SH SOLE 0 615456 0 HOSPIRA INC COMMON STOCK USD.01 441060100 23604 416599 SH SOLE 0 416599 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 23634 789648 SH SOLE 0 789648 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 23662 277786 SH SOLE 0 277786 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 23865 690926 SH SOLE 0 690926 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 23877 696741 SH SOLE 0 696741 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 24007 694848 SH SOLE 0 694848 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 24107 315376 SH SOLE 0 315376 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 24228 194273 SH SOLE 0 194273 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 24312 668290 SH SOLE 0 668290 0 SANDISK CORP COMMON STOCK USD.001 80004C101 24412 588246 SH SOLE 0 588246 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 24421 395291 SH SOLE 0 395291 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 24569 173427 SH SOLE 0 173427 0 ROSS STORES INC COMMON STOCK USD.01 778296103 24585 306854 SH SOLE 0 306854 0 DAVITA INC COMMON STOCK USD.001 23918K108 24690 285067 SH SOLE 0 285067 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 24696 255148 SH SOLE 0 255148 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 24701 602904 SH SOLE 0 602904 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 24722 414316 SH SOLE 0 414316 0 ENSCO PLC SPON ADR ADR USD.1 29358Q109 24753 464418 SH SOLE 0 464418 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 24928 656687 SH SOLE 0 656687 0 NEWS CORP CLASS B COMMON STOCK USD.01 65248E203 24976 1381390 SH SOLE 0 1381390 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- FISERV INC COMMON STOCK USD.01 337738108 25040 399812 SH SOLE 0 399812 0 CERNER CORP COMMON STOCK USD.01 156782104 25123 411118 SH SOLE 0 411118 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 25148 372897 SH SOLE 0 372897 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 25213 397371 SH SOLE 0 397371 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 25220 504203 SH SOLE 0 504203 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 25237 371028 SH SOLE 0 371028 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 25303 1508839 SH SOLE 0 1508839 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 25467 999495 SH SOLE 0 999495 0 WATERS CORP COMMON STOCK USD.01 941848103 25499 266335 SH SOLE 0 266335 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 25581 627149 SH SOLE 0 627149 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 25775 417822 SH SOLE 0 417822 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 25816 288219 SH SOLE 0 288219 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 25879 840497 SH SOLE 0 840497 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 25969 487128 SH SOLE 0 487128 0 CA INC COMMON STOCK USD.1 12673P105 25992 1138016 SH SOLE 0 1138016 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 26198 443278 SH SOLE 0 443278 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 26219 481962 SH SOLE 0 481962 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 26274 85252 SH SOLE 0 85252 0 FASTENAL CO COMMON STOCK USD.01 311900104 26398 733486 SH SOLE 0 733486 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 26542 509734 SH SOLE 0 509734 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 26733 306647 SH SOLE 0 306647 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 26806 940894 SH SOLE 0 940894 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 26869 640801 SH SOLE 0 640801 0 NORDSTROM INC COMMON STOCK NPV 655664100 27015 575531 SH SOLE 0 575531 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 27062 747370 SH SOLE 0 747370 0 TERADATA CORP COMMON STOCK USD.01 88076W103 27322 453854 SH SOLE 0 453854 0 MYLAN INC COMMON STOCK USD.5 628530107 27488 1114221 SH SOLE 0 1114221 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 27520 1176073 SH SOLE 0 1176073 0 TIFFANY + CO COMMON STOCK USD.01 886547108 27527 350569 SH SOLE 0 350569 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 27543 503523 SH SOLE 0 503523 0 CR BARD INC COMMON STOCK USD.25 067383109 27586 251098 SH SOLE 0 251098 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 27729 571971 SH SOLE 0 571971 0 MATTEL INC COMMON STOCK USD1. 577081102 27901 1014933 SH SOLE 0 1014933 0 CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 27991 492368 SH SOLE 0 492368 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 28130 321667 SH SOLE 0 321667 0 XILINX INC COMMON STOCK USD.01 983919101 28206 773408 SH SOLE 0 773408 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 28331 931344 SH SOLE 0 931344 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 28498 627160.2 SH SOLE 0 627160.2 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 28550 637408 SH SOLE 0 637408 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 28616 510629 SH SOLE 0 510629 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 28656 325820 SH SOLE 0 325820 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 28777 1114969 SH SOLE 0 1114969 0 FORTUNE BRANDS INC COMMON STOCK USD3.125 349631101 28877 452827 SH SOLE 0 452827 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 28887 303304 SH SOLE 0 303304 0 SAFEWAY INC COMMON STOCK USD.01 786514208 28902 1236716 SH SOLE 0 1236716 0 MACERICH CO/THE REIT USD.01 554382101 29048 542944 SH SOLE 0 542944 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 29464 408945 SH SOLE 0 408945 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 29565 331220 SH SOLE 0 331220 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 29673 754280 SH SOLE 0 754280 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 29675 645669 SH SOLE 0 645669 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 29790 524018 SH SOLE 0 524018 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 29850 194270 SH SOLE 0 194270 0 AUTOZONE INC COMMON STOCK USD.01 053332102 30086 102039 SH SOLE 0 102039 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 30150 4363198 SH SOLE 0 4363198 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 30249 590910 SH SOLE 0 590910 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 30372 449626 SH SOLE 0 449626 0 PAYCHEX INC COMMON STOCK USD.01 704326107 30794 1002407 SH SOLE 0 1002407 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 31394 1121201 SH SOLE 0 1121201 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 31425 2464677 SH SOLE 0 2464677 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 31494 1079293 SH SOLE 0 1079293 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- VF CORP COMMON STOCK USD1. 918204108 31500 290159 SH SOLE 0 290159 0 ITT CORP COMMON STOCK USD1. 450911102 31545 535297 SH SOLE 0 535297 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 31850 221886 SH SOLE 0 221886 0 SL GREEN REALTY CORP REIT USD.01 78440X101 31907 385029 SH SOLE 0 385029 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 32191 837210 SH SOLE 0 837210 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 32302 825285 SH SOLE 0 825285 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 32358 307618 SH SOLE 0 307618 0 STAPLES INC COMMON STOCK USD.0006 855030102 32476 2055425 SH SOLE 0 2055425 0 NUCOR CORP COMMON STOCK USD.4 670346105 32494 788312 SH SOLE 0 788312 0 KIMCO REALTY CORP REIT USD.01 49446R109 32646 1751374 SH SOLE 0 1751374 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 32775 518587 SH SOLE 0 518587 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 32817 1119278 SH SOLE 0 1119278 0 WILLIAMS PARTNERS LP LTD PART NPV 96950F104 33007 609210 SH SOLE 0 609210 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 33058 1763108 SH SOLE 0 1763108 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 33119 381730 SH SOLE 0 381730 0 FLUOR CORP COMMON STOCK USD.01 343412102 33152 512707 SH SOLE 0 512707 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 33313 1370893 SH SOLE 0 1370893 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 33824 639632 SH SOLE 0 639632 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 33871 1691009 SH SOLE 0 1691009 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 33949 1881849 SH SOLE 0 1881849 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 33996 367718 SH SOLE 0 367718 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 34040 2039544 SH SOLE 0 2039544 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 34043 959216 SH SOLE 0 959216 0 WEYERHAEUSER CO REIT USD1.25 962166104 34325 1570230 SH SOLE 0 1570230 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 34436 684746 SH SOLE 0 684746 0 GOODRICH CORP COMMON STOCK USD5. 382388106 34443 360662 SH SOLE 0 360662 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 35309 836517 SH SOLE 0 836517 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 35334 94955 SH SOLE 0 94955 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 35366 538623 SH SOLE 0 538623 0 DOVER CORP COMMON STOCK USD1. 260003108 35489 523430 SH SOLE 0 523430 0 SARA LEE CORP COMMON STOCK USD.01 803111103 35547 1871856 SH SOLE 0 1871856 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 36222 934764 SH SOLE 0 934764 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 36383 1379697 SH SOLE 0 1379697 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 36637 951107 SH SOLE 0 951107 0 NETFLIX INC COMMON STOCK USD.001 64110L106 36707 139734 SH SOLE 0 139734 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 36794 766375 SH SOLE 0 766375 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 37010 469432 SH SOLE 0 469432 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 37106 817133 SH SOLE 0 817133 0 EL PASO CORP COMMON STOCK USD3. 28336L109 37195 1841312 SH SOLE 0 1841312 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 37400 467497 SH SOLE 0 467497 0 MACY S INC COMMON STOCK USD.01 55616P104 37492 1282203 SH SOLE 0 1282203 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 37519 895231 SH SOLE 0 895231 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 37653 878096 SH SOLE 0 878096 0 VENTAS INC REIT USD.25 92276F100 37904 719106 SH SOLE 0 719106 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 37946 254703 SH SOLE 0 254703 0 XEROX CORP COMMON STOCK USD1. 984121103 38128 3662659 SH SOLE 0 3662659 0 ECOLAB INC COMMON STOCK USD1. 278865100 38182 677218 SH SOLE 0 677218 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 38216 923101 SH SOLE 0 923101 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 38685 1390043 SH SOLE 0 1390043 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 38735 671544 SH SOLE 0 671544 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 38762 431933 SH SOLE 0 431933 0 ALTERA CORP COMMON STOCK USD.001 021441100 38891 839065 SH SOLE 0 839065 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 39200 1165275 SH SOLE 0 1165275 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 39626 822796 SH SOLE 0 822796 0 KINDER MORGAN ENERGY PRTNRS LTD PART NPV 494550106 39714 547026 SH SOLE 0 547026 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 39826 1862789 SH SOLE 0 1862789 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 40332 590687 SH SOLE 0 590687 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 40359 1353415 SH SOLE 0 1353415 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 40590 452857 SH SOLE 0 452857 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 40676 448027 SH SOLE 0 448027 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- BEST BUY CO INC COMMON STOCK USD.1 086516101 40682 1295197 SH SOLE 0 1295197 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 40788 1580945 SH SOLE 0 1580945 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 40938 858593 SH SOLE 0 858593 0 HEALTH CARE REIT INC REIT USD1. 42217K106 41021 782397 SH SOLE 0 782397 0 CIGNA CORP COMMON STOCK USD.25 125509109 41109 799314 SH SOLE 0 799314 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 41301 707579 SH SOLE 0 707579 0 KOHLS CORP COMMON STOCK USD.01 500255104 41753 834895 SH SOLE 0 834895 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 41863 2122889 SH SOLE 0 2122889 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 41946 1568081 SH SOLE 0 1568081 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 42070 1385690 SH SOLE 0 1385690 0 HUMANA INC COMMON STOCK USD.166 444859102 42396 526396 SH SOLE 0 526396 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 42632 1353386 SH SOLE 0 1353386 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 42781 726211 SH SOLE 0 726211 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 42962 806959 SH SOLE 0 806959 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 43030 713125 SH SOLE 0 713125 0 INTUIT INC COMMON STOCK USD.01 461202103 43312 835168 SH SOLE 0 835168 0 TE CONNECTIVITY LTD COMMON STOCK CHF1.37 H84989104 43840 1192606 SH SOLE 0 1192606 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 44018 1605913 SH SOLE 0 1605913 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 44207 652701 SH SOLE 0 652701 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 44445 1413180 SH SOLE 0 1413180 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 44579 836692 SH SOLE 0 836692 0 STRYKER CORP COMMON STOCK USD.1 863667101 45164 769541 SH SOLE 0 769541 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 45400 1455603 SH SOLE 0 1455603 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 45709 992817 SH SOLE 0 992817 0 AON CORP COMMON STOCK USD1. 037389103 45954 895792 SH SOLE 0 895792 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 46125 1225750 SH SOLE 0 1225750 0 EATON CORP COMMON STOCK USD.5 278058102 46570 905156 SH SOLE 0 905156 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 46652 3585820 SH SOLE 0 3585820 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 46655 8655812 SH SOLE 0 8655812 0 LOEWS CORP COMMON STOCK USD.01 540424108 46697 1109448 SH SOLE 0 1109448 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 47471 1856508 SH SOLE 0 1856508 0 P G + E CORP COMMON STOCK NPV 69331C108 47588 1132241 SH SOLE 0 1132241 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 47832 935858 SH SOLE 0 935858 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 48142 250990 SH SOLE 0 250990 0 ALCOA INC COMMON STOCK USD1. 013817101 48180 3037815 SH SOLE 0 3037815 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 48782 1494560 SH SOLE 0 1494560 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 49124 1623923 SH SOLE 0 1623923 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 49128 1318173 SH SOLE 0 1318173 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 49544 385857 SH SOLE 0 385857 0 KELLOGG CO COMMON STOCK USD.25 487836108 49683 898102 SH SOLE 0 898102 0 PACCAR INC COMMON STOCK USD1. 693718108 49704 972867 SH SOLE 0 972867 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 49831 1322478 SH SOLE 0 1322478 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 49870 171029 SH SOLE 0 171029 0 NETAPP INC COMMON STOCK USD.001 64110D104 50221 951516 SH SOLE 0 951516 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 50286 1693714 SH SOLE 0 1693714 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 50398 3063737 SH SOLE 0 3063737 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 50476 585772 SH SOLE 0 585772 0 KROGER CO COMMON STOCK USD1. 501044101 50825 2049378 SH SOLE 0 2049378 0 BB+T CORP COMMON STOCK USD5. 054937107 51008 1900455 SH SOLE 0 1900455 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 51017 1155528 SH SOLE 0 1155528 0 COACH INC COMMON STOCK USD.01 189754104 51257 801763 SH SOLE 0 801763 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 52186 1730892 SH SOLE 0 1730892 0 AETNA INC COMMON STOCK USD.01 00817Y108 52187 1183643 SH SOLE 0 1183643 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 52610 1005353 SH SOLE 0 1005353 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 53121 1169542 SH SOLE 0 1169542 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 53154 1741048 SH SOLE 0 1741048 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 53403 558722 SH SOLE 0 558722 0 SYSCO CORP COMMON STOCK USD1. 871829107 53664 1721091 SH SOLE 0 1721091 0 CUMMINS INC COMMON STOCK USD2.5 231021106 53734 519220 SH SOLE 0 519220 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 53930 1892950 SH SOLE 0 1892950 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- HOST HOTELS + RESORTS INC REIT USD.01 44107P104 54026 3187374 SH SOLE 0 3187374 0 YAHOO INC COMMON STOCK USD.001 984332106 54436 3619399 SH SOLE 0 3619399 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 54447 1092215 SH SOLE 0 1092215 0 CHUBB CORP COMMON STOCK USD1. 171232101 56038 895028 SH SOLE 0 895028 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 57508 438020 SH SOLE 0 438020 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 58479 1113251 SH SOLE 0 1113251 0 AFLAC INC COMMON STOCK USD.1 001055102 59958 1284458 SH SOLE 0 1284458 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 60298 822172 SH SOLE 0 822172 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 60642 368306 SH SOLE 0 368306 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 60933 878629 SH SOLE 0 878629 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 62193 2015967 SH SOLE 0 2015967 0 ENTERPRISE PRODUCTS PARTNERS LTD PART NPV 293792107 62853 1454597 SH SOLE 0 1454597 0 STATE STREET CORP COMMON STOCK USD1. 857477103 63272 1403240 SH SOLE 0 1403240 0 ACE LTD COMMON STOCK CHF30.57 H0023R105 63553 965563 SH SOLE 0 965563 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 63580 1572597 SH SOLE 0 1572597 0 HCP INC REIT USD1. 40414L109 63899 1741584 SH SOLE 0 1741584 0 PROLOGIS INC REIT USD.01 74340W103 64956 1812386 SH SOLE 0 1812386 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 65035 1131838 SH SOLE 0 1131838 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 65849 128628 SH SOLE 0 128628 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 66208 1243803 SH SOLE 0 1243803 0 BOSTON PROPERTIES INC REIT USD.01 101121101 66928 630443 SH SOLE 0 630443 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 67271 1360928 SH SOLE 0 1360928 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 67347 1809420 SH SOLE 0 1809420 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 67372 805405 SH SOLE 0 805405 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 67601 1196051 SH SOLE 0 1196051 0 ALLERGAN INC COMMON STOCK USD.01 018490102 67990 816694 SH SOLE 0 816694 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 68963 1071026 SH SOLE 0 1071026 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 69072 646016 SH SOLE 0 646016 0 PUBLIC STORAGE REIT USD.1 74460D109 69123 606288 SH SOLE 0 606288 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 69506 3691215 SH SOLE 0 3691215 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 69518 1288087 SH SOLE 0 1288087 0 YUM BRANDS INC COMMON STOCK NPV 988498101 70464 1275597 SH SOLE 0 1275597 0 HESS CORP COMMON STOCK USD1. 42809H107 70486 942828 SH SOLE 0 942828 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 70965 1373425 SH SOLE 0 1373425 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 71001 679106 SH SOLE 0 679106 0 CORNING INC COMMON STOCK USD.5 219350105 71436 3935853 SH SOLE 0 3935853 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 71716 1361353 SH SOLE 0 1361353 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 71764 2832033 SH SOLE 0 2832033 0 CELGENE CORP COMMON STOCK USD.01 151020104 72651 1204423 SH SOLE 0 1204423 0 NIKE INC CL B COMMON STOCK NPV 654106103 72805 809126 SH SOLE 0 809126 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 72978 1351950 SH SOLE 0 1351950 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 73134 937133 SH SOLE 0 937133 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 74010 1111933 SH SOLE 0 1111933 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 74168 1780322 SH SOLE 0 1780322 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 74362 1273763 SH SOLE 0 1273763 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 75536 1337151 SH SOLE 0 1337151 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 75548 1013792 SH SOLE 0 1013792 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 76353 1933467 SH SOLE 0 1933467 0 VORNADO REALTY TRUST REIT USD.04 929042109 77639 833213 SH SOLE 0 833213 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 78791 1051527 SH SOLE 0 1051527 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 79681 1650745 SH SOLE 0 1650745 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 79847 1330787 SH SOLE 0 1330787 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 79850 1565677 SH SOLE 0 1565677 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 81630 1008148 SH SOLE 0 1008148 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 82536 1993147 SH SOLE 0 1993147 0 FEDEX CORP COMMON STOCK USD.1 31428X106 82906 874076 SH SOLE 0 874076 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 83362 1148866 SH SOLE 0 1148866 0 CSX CORP COMMON STOCK USD1. 126408103 83954 3201919 SH SOLE 0 3201919 0 BAIDU INC SPON ADR ADR USD.00005 056752108 84197 600850 SH SOLE 0 600850 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 84579 3301298 SH SOLE 0 3301298 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- EXELON CORP COMMON STOCK NPV 30161N101 84743 1978128 SH SOLE 0 1978128 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 85010 784301 SH SOLE 0 784301 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 85762 1438718 SH SOLE 0 1438718 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 86143 1354660 SH SOLE 0 1354660 0 DANAHER CORP COMMON STOCK USD.01 235851102 87009 1641989 SH SOLE 0 1641989 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 87439 1118009 SH SOLE 0 1118009 0 LOWE S COS INC COMMON STOCK USD.5 548661107 87947 3772951 SH SOLE 0 3772951 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 88341 4991028 SH SOLE 0 4991028 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 88907 3863839 SH SOLE 0 3863839 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 89077 1130276 SH SOLE 0 1130276 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 89289 1133541 SH SOLE 0 1133541 0 TARGET CORP COMMON STOCK USD.0833 87612E106 91452 1949522 SH SOLE 0 1949522 0 SOUTHERN CO COMMON STOCK USD5. 842587107 91523 2266553 SH SOLE 0 2266553 0 ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 92172 1525518 SH SOLE 0 1525518 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 92800 307958 SH SOLE 0 307958 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 93035 1558640 SH SOLE 0 1558640 0 DELL INC COMMON STOCK USD.01 24702R101 93104 5585142 SH SOLE 0 5585142 0 METLIFE INC COMMON STOCK USD.01 59156R108 93401 2129037 SH SOLE 0 2129037 0 DEERE + CO COMMON STOCK USD1. 244199105 93974 1139773 SH SOLE 0 1139773 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 98391 1281798 SH SOLE 0 1281798 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 100234 1233805 SH SOLE 0 1233805 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 102593 3124975 SH SOLE 0 3124975 0 MONSANTO CO COMMON STOCK USD.01 61166W101 104517 1440819 SH SOLE 0 1440819 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 107631 2793445 SH SOLE 0 2793445 0 WALGREEN CO COMMON STOCK USD.078125 931422109 109003 2567198 SH SOLE 0 2567198 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 109663 3046188 SH SOLE 0 3046188 0 EBAY INC COMMON STOCK USD.001 278642103 109796 3402431 SH SOLE 0 3402431 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 110614 2099725 SH SOLE 0 2099725 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 112320 2210163 SH SOLE 0 2210163 0 WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 112607 2470533 SH SOLE 0 2470533 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 112857 1339387 SH SOLE 0 1339387 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 113097 2010619 SH SOLE 0 2010619 0 TIME WARNER INC COMMON STOCK USD.01 887317303 115045 3163187 SH SOLE 0 3163187 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 115553 1321963 SH SOLE 0 1321963 0 COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 115693 4774795 SH SOLE 0 4774795 0 ELI LILLY + CO COMMON STOCK NPV 532457108 119892 3194575 SH SOLE 0 3194575 0 APACHE CORP COMMON STOCK USD.625 037411105 121491 984613 SH SOLE 0 984613 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 123794 2427337 SH SOLE 0 2427337 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 128483 2156113 SH SOLE 0 2156113 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 129837 2454380 SH SOLE 0 2454380 0 US BANCORP COMMON STOCK USD.01 902973304 131739 5164201 SH SOLE 0 5164201 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 132449 9604688 SH SOLE 0 9604688 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 132457 3524663 SH SOLE 0 3524663 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 136169 1304304 SH SOLE 0 1304304 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 136520 2525805 SH SOLE 0 2525805 0 AMGEN INC COMMON STOCK USD.0001 031162100 141049 2417290 SH SOLE 0 2417290 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 144494 4989424 SH SOLE 0 4989424 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 147600 2023859 SH SOLE 0 2023859 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 148809 5401407 SH SOLE 0 5401407 0 BOEING CO/THE COMMON STOCK USD5. 097023105 150955 2041867 SH SOLE 0 2041867 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 156156 1343508 SH SOLE 0 1343508 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 156169 3027702 SH SOLE 0 3027702 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 163704 4519717 SH SOLE 0 4519717 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 170800 3303677 SH SOLE 0 3303677 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 171459 4866842 SH SOLE 0 4866842 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 177618 868591 SH SOLE 0 868591 0 3M CO COMMON STOCK USD.01 88579Y101 177927 1875876 SH SOLE 0 1875876 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 178705 1342737 SH SOLE 0 1342737 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 179006 1681442 SH SOLE 0 1681442 0 BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5. 084670108 198191 1707 SH SOLE 0 1707 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------------- --------- -------- ------------------ ---------- -------- ------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------------- --------- -------- --------- --- ---- ---------- -------- ---- --------- ---- WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 198208 5077060 SH SOLE 0 5077060 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 218155 4145852 SH SOLE 0 4145852 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 220569 2120045 SH SOLE 0 2120045 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 222750 6119496 SH SOLE 0 6119496 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 226101 2681465 SH SOLE 0 2681465 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 227422 2569448 SH SOLE 0 2569448 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 234667 4132197 SH SOLE 0 4132197 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 234884 3035067 SH SOLE 0 3035067 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 238623 15286574 SH SOLE 0 15286574 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 291067 8247870 SH SOLE 0 8247870 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 295861 3424317 SH SOLE 0 3424317 0 PEPSICO INC COMMON STOCK USD.017 713448108 295905 4201410 SH SOLE 0 4201410 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 304610 601544 SH SOLE 0 601544 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 309096 8302343 SH SOLE 0 8302343 0 SPDR S+P EMERGING MARKETS SMAL SPDR S+P EMERGING MKTS 78463X756 309427 5694273 SH SOLE 0 5694273 0 SMALL BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 309580 28246378 SH SOLE 0 28246378 0 INTEL CORP COMMON STOCK USD.001 458140100 310490 14011285 SH SOLE 0 14011285 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 312629 4157851 SH SOLE 0 4157851 0 CITIGROUP INC COMMON STOCK USD.01 172967424 333682 8013508 SH SOLE 0 8013508 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 385675 7257708 SH SOLE 0 7257708 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 396112 14116603 SH SOLE 0 14116603 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 400424 5950719 SH SOLE 0 5950719 0 ORACLE CORP COMMON STOCK USD.01 68389X105 408332 12407523 SH SOLE 0 12407523 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 434314 10608542 SH SOLE 0 10608542 0 PFIZER INC COMMON STOCK USD.05 717081103 448545 21774048 SH SOLE 0 21774048 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 477196 7506618 SH SOLE 0 7506618 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 489059 7352066 SH SOLE 0 7352066 0 AT+T INC COMMON STOCK USD1. 00206R102 527021 16778777 SH SOLE 0 16778777 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 545735 28936115 SH SOLE 0 28936115 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 559432 3261045 SH SOLE 0 3261045 0 CHEVRON CORP COMMON STOCK USD.75 166764100 568571 5528694 SH SOLE 0 5528694 0 MICROSOFT CORP COMMON STOCK 594918104 585629 22524174 SH SOLE 0 22524174 0 USD.00000625 APPLE INC COMMON STOCK NPV 037833100 777262 2315554 SH SOLE 0 2315554 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1109925 13638788 SH SOLE 0 13638788 0