13F-HR 1 mar13f.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31 2008 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: Hite Fusion Fund, LLC Address: 432 Park Avenue South New York, New York 10016 (212) 561-1200 13F File Number: 28-11721 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. Person Signing this Report on Behalf of Reporting Manager: Name: Alex Greyserman Title: Principal decision maker of the Managing Member of the Reporting Manager Phone: (212) 561-1200 Signature, Place, and Date of Signing: /s/s March 31 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary Number of Other Included Managers: 0 Form13F Information Table Entry Total: 1819 Form13F Information Table Value Total: $91,721 (thousands) List of Other Included Managers: N/A Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE Name of Issuer,cusip,description,shares,price,value,Title of class,discretion,other_managers,authority AAON,000360206,AAON INC COM USD.001,1391,20.03,27861.73,Common,Sole,,Sole AAUK,03485P201,ANGLO AMERICAN PLC ADR,2133,29.77,63499.41,Common,Sole,,Sole ABAX,002567105,ABAXIS INC COM NPV,790,23.17,18304.3,Common,Sole,,Sole ABBC,00350L109,ABINGTON BANCORP INC COM USD.01,51,10.32,526.32,Common,Sole,,Sole ABCO,00762W107,ADVISORY BOARD CO COM USD.01,419,54.94,23019.86,Common,Sole,,Sole ABD,00081T108,ACCO BRANDS CORP COM,937,13.57,12715.09,Common,Sole,,Sole ABFS,040790107,ARKANSAS BEST CORP COM USD.01,178,31.86,5671.08,Common,Sole,,Sole ABG,043436104,ASBURY AUTOMOTIVE GROUP INC COM USD.01,4077,13.76,56099.52,Common,Sole,,Sole ABI,038020103,APPLERA CORP-APPLIED BIOSYS COM PE BIO GRP,1844,32.86,60593.84,Common,Sole,,Sole ABM,000957100,ABM INDUSTRIES INC COM NPV,599,22.44,13441.56,Common,Sole,,Sole ABMD,003654100,ABIOMED INC COM USD.01,2185,13.14,28710.9,Common,Sole,,Sole ABP,003830106,ABRAXAS PETROLEUM CORP/NV COM USD.01,424,3.3,1399.2,Common,Sole,,Sole ABR,038923108,ARBOR REALTY TRUST INC COM,694,15.08,10465.52,Common,Sole,,Sole ABT,002824100,ABBOTT LABORATORIES COM NPV,614,55.15,33862.1,Common,Sole,,Sole ABV,20441W203,CIA DE BEBIDAS DAS AMERICAS SPONSD ADR PFD,1642,75.55,124053.1,Common,Sole,,Sole ACE,G0070K103,ACE LTD ORD KYD.125,718,55.06,39533.08,Common,Sole,,Sole ACG,01881E101,ALLIANCEBERNSTEIN INCOME FD CLOSED END,110,8.22,904.2,Common,Sole,,Sole ACGL,G0450A105,ARCH CAPITAL GROUP LTD COM USD.01,531,68.67,36463.77,Common,Sole,,Sole ACL,H01301102,ALCON INC COM CHF.20,284,142.25,40399,Common,Sole,,Sole ACLI,025195207,AMERICAN COMMERCIAL LINES COM NEW,5189,15.8,81986.2,Common,Sole,,Sole ACN,G1150G111,ACCENTURE LTD CLA USD.0000225,12529,35.17,440644.93,Common,Sole,,Sole ACO,02341W103,AMCOL INTERNATIONAL CORP COM USD1,110,31.23,3435.3,Common,Sole,,Sole ACPW,00504W100,ACTIVE POWER INC COM USD.01,3604,1.86,6703.44,Common,Sole,,Sole ACS,008190100,AFFILIATED COMPUTER SERVICES CL A COM USD.01,3631,50.11,181949.41,Common,Sole,,Sole ACTL,004934105,ACTEL CORP COM USD.01,191,15.31,2924.21,Common,Sole,,Sole ACV,013078100,ALBERTO-CULVER CO CL B COM USD.22,3676,27.41,100759.16,Common,Sole,,Sole ACXM,005125109,ACXIOM CORP COM USD.1,2065,11.87,24511.55,Common,Sole,,Sole ADBE,00724F101,ADOBE SYSTEMS INC COM NPV,5591,35.59,198983.69,Common,Sole,,Sole ADBL,05069A302,AUDIBLE INC COM USD.01,1760,1e-05,0.0176,Common,Sole,,Sole ADC,008492100,AGREE REALTY CORP COM USD.0001,161,27.45,4419.45,Common,Sole,,Sole ADES,005208103,ADA-ES INC COM NPV,176,8.37,1473.12,Common,Sole,,Sole ADI,032654105,ANALOG DEVICES COM USD.16,5656,29.52,166965.12,Common,Sole,,Sole ADLS,00765H107,ADVANCED LIFE SCIENCE HLDGS COM USD.01,781,0.9,702.9,Common,Sole,,Sole ADM,039483102,ARCHER-DANIELS-MIDLAND CO COM NPV,5236,41.16,215513.76,Common,Sole,,Sole ADPT,00651F108,ADAPTEC INC COM USD.001,4120,2.94,12112.8,Common,Sole,,Sole ADS,018581108,ALLIANCE DATA SYSTEMS CORP COM USD.01,2075,47.51,98583.25,Common,Sole,,Sole ADSK,052769106,AUTODESK INC COM NPV,754,31.48,23735.92,Common,Sole,,Sole ADTN,00738A106,ADTRAN INC COM USD.01,6570,18.5,121545,Common,Sole,,Sole ADVS,007974108,ADVENT SOFTWARE INC COM USD.01,2798,42.62,119250.76,Common,Sole,,Sole AE,006351308,ADAMS RESOURCES & ENERGY INC COM USD.1,10,27.8,278,Common,Sole,,Sole AEC,045604105,ASSOCIATED ESTATES RLTY CORP COM NPV,432,11.44,4942.08,Common,Sole,,Sole AEL,025676206,AMERICAN EQTY INVT LIFE HLDG COM USD1.,2578,9.28,23923.84,Common,Sole,,Sole AEM,008474108,AGNICO EAGLE MINES LTD COM NPV,2963,67.71,200624.73,Common,Sole,,Sole AEP,025537101,AMERICAN ELECTRIC POWER CO COM USD6.5,8081,41.63,336412.03,Common,Sole,,Sole AER,N00985106,AERCAP HOLDINGS NV SHS,2727,17.58,47940.66,Common,Sole,,Sole AERO,00768M103,AEROGROW INTERNATIONAL INC COM,373,2.97,1107.81,Common,Sole,,Sole AET,00817Y108,AETNA INC COM USD.01,1034,42.09,43521.06,Common,Sole,,Sole AF,046265104,ASTORIA FINANCIAL CORP COM USD.01,1447,27.16,39300.52,Common,Sole,,Sole AFFM,008272106,AFFIRMATIVE INS HOLDINGS INC COM USD.01,86,7.98,686.28,Common,Sole,,Sole AFG,025932104,AMERICAN FINANCIAL GROUP INC COM USD1,871,25.56,22262.76,Common,Sole,,Sole AFR,02607P305,AMERICAN FINANCIAL RLTY TR COM USD.001,2552,7.94,20262.88,Common,Sole,,Sole AGEN,037032109,ANTIGENICS INC/DE COM USD.01,321,2.36,757.56,Common,Sole,,Sole AGII,G0464B107,ARGO GROUP INTL HOLDINGS LTD COM USD.1,182,35.52,6464.64,Common,Sole,,Sole AGIX,047439104,ATHEROGENICS INC COM NPV,6752,0.8,5401.6,Common,Sole,,Sole AGT,03761E102,APOLLO GOLD CORP COM,3718,0.6299,2341.9682,Common,Sole,,Sole AGU,008916108,AGRIUM INC COM NPV,3555,62.11,220801.05,Common,Sole,,Sole AGYS,00847J105,AGILYSYS INC COM NPV,417,11.6,4837.2,Common,Sole,,Sole AHG,037933108,APRIA HEALTHCARE GROUP INC COM USD.01,2611,19.75,51567.25,Common,Sole,,Sole AHL,G05384105,ASPEN INSURANCE HOLDINGS LTD COM USD.15144558,476,26.38,12556.88,Common,Sole,,Sole AHR,037023108,ANTHRACITE CAPITAL INC COM USD.001,1144,6.6,7550.4,Common,Sole,,Sole AHT,044103109,ASHFORD HOSPITALITY TRUST COM USD.01,1030,5.68,5850.4,Common,Sole,,Sole AINV,03761U106,APOLLO INVESTMENT CORP COM USD.001,264,15.83,4179.12,Common,Sole,,Sole AIRV,00950V101,AIRVANA INC COM USD.001,319,5.23,1668.37,Common,Sole,,Sole AIXG,009606104,AIXTRON AG ADR,1162,13.7,15919.4,Common,Sole,,Sole AIZ,04621X108,ASSURANT INC COM USD.01,2187,60.86,133100.82,Common,Sole,,Sole AJG,363576109,ARTHUR J GALLAGHER & CO COM USD1,1919,23.62,45326.78,Common,Sole,,Sole AKAM,00971T101,AKAMAI TECHNOLOGIES INC COM USD.01,10388,28.16,292526.08,Common,Sole,,Sole AKRX,009728106,AKORN INC COM NPV,1628,4.73,7700.44,Common,Sole,,Sole ALB,012653101,ALBEMARLE CORP COM USD1,5665,36.52,206885.8,Common,Sole,,Sole ALD,01903Q108,ALLIED CAPITAL CORP COM USD.0001,5085,18.43,93716.55,Common,Sole,,Sole ALDA,014384200,ALDILA INC COM USD.01,84,11.4,957.6,Common,Sole,,Sole ALEX,014482103,ALEXANDER & BALDWIN INC COM NPV,68,43.08,2929.44,Common,Sole,,Sole ALGN,016255101,ALIGN TECHNOLOGY INC COM USD.001,1081,11.11,12009.91,Common,Sole,,Sole ALJ,020520102,ALON USA ENERGY INC COM USD.01,35,15.21,532.35,Common,Sole,,Sole ALKS,01642T108,ALKERMES INC COM USD.01,2603,11.88,30923.64,Common,Sole,,Sole ALO,020813101,ALPHARMA INC -CL A CL A COM USD.2,3672,26.21,96243.12,Common,Sole,,Sole ALOG,032657207,ANALOGIC CORP COM USD.05,502,66.54,33403.08,Common,Sole,,Sole ALOY,019855303,ALLOY INC COM USD.01,66,7.35,485.1,Common,Sole,,Sole ALTH,019777101,ALLOS THERAPEUTICS INC COM USD.001,2413,6.08,14671.04,Common,Sole,,Sole ALTU,02216N105,ALTUS PHARMACEUTICALS INC COM USD,2250,4.55,10237.5,Common,Sole,,Sole ALV,052800109,AUTOLIV INC COM USD1,443,50.2,22238.6,Common,Sole,,Sole ALX,014752109,ALEXANDERS INC COM USD1,7,354.5,2481.5,Common,Sole,,Sole ALXA,015384100,ALEXZA PHARMACTCLS INC COM USD,1239,6.88,8524.32,Common,Sole,,Sole ALY,019645506,ALLIS-CHALMERS ENERGY INC COM NPV,2830,13.79,39025.7,Common,Sole,,Sole AMAG,00163U106,AMAG PHARMACEUTICALS INC COM USD.01,155,40.43,6266.65,Common,Sole,,Sole AMCC,03822W406,APPLIED MICRO CIRCUITS CORP COM USD.01,34409,7.18,247056.62,Common,Sole,,Sole AME,031100100,AMETEK INC COM USD1,2462,43.91,108106.42,Common,Sole,,Sole AMED,023436108,AMEDISYS INC COM USD.001,1082,39.34,42565.88,Common,Sole,,Sole AMG,008252108,AFFILIATED MANAGERS GRP INC COM USD.01,788,90.74,71503.12,Common,Sole,,Sole AMKR,031652100,AMKOR TECHNOLOGY INC COM USD.001,28196,10.7,301697.2,Common,Sole,,Sole AMLN,032346108,AMYLIN PHARMACEUTICALS INC COM USD.001,1214,29.21,35460.94,Common,Sole,,Sole AMN,030710107,AMERON INTERNATIONAL CORP COM USD5,759,93.53,70989.27,Common,Sole,,Sole AMP,03076C106,AMERIPRISE FINANCIAL INC COM,3223,51.85,167112.55,Common,Sole,,Sole AMR,001765106,AMR CORP/DE COM USD1,979,9.02,8830.58,Common,Sole,,Sole AMSC,030111108,AMERICAN SUPERCONDUCTOR CP COM USD.01,820,23.19,19015.8,Common,Sole,,Sole AMSF,03071H100,AMERISAFE INC COM USD.01,416,12.64,5258.24,Common,Sole,,Sole AMSG,03232P405,AMSURG CORP COM,537,23.68,12716.16,Common,Sole,,Sole AMTD,87236Y108,TD AMERITRADE HOLDING CORP COM USD.01,2747,16.51,45352.97,Common,Sole,,Sole AMZN,023135106,AMAZON.COM INC COM USD.01,1611,71.3,114864.3,Common,Sole,,Sole AN,05329W102,AUTONATION INC COM USD.01,645,14.97,9655.65,Common,Sole,,Sole ANAD,032515108,ANADIGICS INC COM USD.01,4580,6.56,30044.8,Common,Sole,,Sole ANDS,03252Q408,ANADYS PHARMACEUTICALS INC COM PAR.01,304,1.52,462.08,Common,Sole,,Sole ANEN,032744104,ANAREN INC COM USD.01,538,12.66,6811.08,Common,Sole,,Sole ANF,002896207,ABERCROMBIE & FITCH -CL A CL A COM USD.01,2167,73.14,158494.38,Common,Sole,,Sole ANSS,03662Q105,ANSYS INC COM USD.01,2277,34.52,78602.04,Common,Sole,,Sole ANSW,03662X100,ANSWERS CORP COM USD.001,377,5.11,1926.47,Common,Sole,,Sole AOB,028731107,AMERICAN ORIENTAL BIOENGR COM,5627,8.1,45578.7,Common,Sole,,Sole AOC,037389103,AON CORP COM USD1,8174,40.2,328594.8,Common,Sole,,Sole AOI,018772103,ALLIANCE ONE INTL INC COM USD10,215,6.04,1298.6,Common,Sole,,Sole APA,037411105,APACHE CORP COM USD1.25,1086,120.82,131210.52,Common,Sole,,Sole APAC,00185E106,APAC CUSTOMER SERVICES INC COM USD.01,192,0.869,166.848,Common,Sole,,Sole APB,044901106,ASIA PACIFIC FUND CLOSED END,6,19.75,118.5,Common,Sole,,Sole APC,032511107,ANADARKO PETROLEUM CORP COM USD.1,6739,63.03,424759.17,Common,Sole,,Sole APKT,004764106,ACME PACKET INC COM USD.001,20149,7.99,160990.51,Common,Sole,,Sole APOG,037598109,APOGEE ENTERPRISES INC COM USD.33,866,15.4,13336.4,Common,Sole,,Sole APOL,037604105,APOLLO GROUP INC -CL A CL A COM NPV,50,43.2,2160,Common,Sole,,Sole APP,023850100,AMERICAN APPAREL INC COM,808,9.45,7635.6,Common,Sole,,Sole ARAY,004397105,ACCURAY INC COM USD.001,5322,7.81,41564.82,Common,Sole,,Sole ARBX,03875P100,ARBINET-THEXCHANGE INC COM USD.001,896,4.19,3754.24,Common,Sole,,Sole ARCC,04010L103,ARES CAPITAL CORP COM,528,12.57,6636.96,Common,Sole,,Sole AREX,03834A103,APPROACH RESOURCES INC COM USD.01,1310,15.68,20540.8,Common,Sole,,Sole ARG,009363102,AIRGAS INC COM USD.01,3136,45.47,142593.92,Common,Sole,,Sole ARIA,04033A100,ARIAD PHARMACEUTICALS INC COM USD.001,3717,3.37,12526.29,Common,Sole,,Sole ARM,043353101,ARVINMERITOR INC COM USD1,393,12.51,4916.43,Common,Sole,,Sole ARNA,040047102,ARENA PHARMACEUTICALS INC COM USD.0001,808,6.84,5526.72,Common,Sole,,Sole AROW,042744102,ARROW FINANCIAL CORP COM NPV,18,22.49,404.82,Common,Sole,,Sole ARP,029263100,AMERICAN REPROGRAPHICS CO COM USD.001,1568,14.84,23269.12,Common,Sole,,Sole ARRS,04269Q100,ARRIS GROUP INC COM USD.01,7364,5.82,42858.48,Common,Sole,,Sole ARRY,04269X105,ARRAY BIOPHARMA INC COM USD.001,293,7.01,2053.93,Common,Sole,,Sole ARTC,043136100,ARTHROCARE CORP COM USD.001,2658,33.35,88644.3,Common,Sole,,Sole ARTG,04289L107,ART TECHNOLOGY GROUP INC COM USD.01,8604,3.88,33383.52,Common,Sole,,Sole ARW,042735100,ARROW ELECTRONICS INC COM USD1,2881,33.65,96945.65,Common,Sole,,Sole ASCA,03070Q101,AMERISTAR CASINOS INC COM USD.01,1446,18.25,26389.5,Common,Sole,,Sole ASFI,046220109,ASTA FUNDING INC COM USD.01,491,13.93,6839.63,Common,Sole,,Sole ASGR,02364L109,AMERICA SERVICE GROUP INC COM USD.01,275,6.06,1666.5,Common,Sole,,Sole ASH,044209104,ASHLAND INC COM USD1,4898,47.3,231675.4,Common,Sole,,Sole ASIA,04518A104,ASIAINFO HOLDINGS INC COM USD.01,3396,10.86,36880.56,Common,Sole,,Sole ASML,N07059186,ASML HOLDING NV ADR NY SHS,5240,24.81,130004.4,Common,Sole,,Sole ASTM,00253U107,AASTROM BIOSCIENCES INC COM NPV,594,0.4,237.6,Common,Sole,,Sole ASYT,04648X107,ASYST TECHNOLOGIES INC COM NPV,45268,3.5,158438,Common,Sole,,Sole ATB,G04899103,ARLINGTON TANKERS LTD COM USD.01,1260,21,26460,Common,Sole,,Sole ATHN,04685W103,ATHENAHEALTH INC COM,191,23.67,4520.97,Common,Sole,,Sole ATHR,04743P108,ATHEROS COMMUNICATIONS INC COM USD.0005,6418,20.84,133751.12,Common,Sole,,Sole ATI,01741R102,ALLEGHENY TECHNOLOGIES INC COM USD1,2119,71.36,151211.84,Common,Sole,,Sole ATLS,049167109,ATLAS AMERICA INC COM,139,60.44,8401.16,Common,Sole,,Sole ATMI,00207R101,ATMI INC COM USD.01,1162,27.83,32338.46,Common,Sole,,Sole ATML,049513104,ATMEL CORP COM NPV,16426,3.48,57162.48,Common,Sole,,Sole ATPG,00208J108,ATP OIL & GAS CORP COM USD.001,1423,32.72,46560.56,Common,Sole,,Sole ATRO,046433108,ASTRONICS CORP COM USD.01,555,19.32,10722.6,Common,Sole,,Sole ATSI,002083103,ATS MEDICAL INC COM USD.01,1306,1.41,1841.46,Common,Sole,,Sole ATU,00508X203,ACTUANT CORP -CL A CL A COM USD.2,947,30.21,28608.87,Common,Sole,,Sole AUXL,05334D107,AUXILIUM PHARMA INC COM USD.01,266,26.74,7112.84,Common,Sole,,Sole AUY,98462Y100,YAMANA GOLD INC COM,66,14.62,964.92,Common,Sole,,Sole AVID,05367P100,AVID TECHNOLOGY INC COM USD.01,1024,24.34,24924.16,Common,Sole,,Sole AVP,054303102,AVON PRODUCTS COM USD.5,1037,39.54,41002.98,Common,Sole,,Sole AVT,053807103,AVNET INC COM USD1,4577,32.73,149805.21,Common,Sole,,Sole AVY,053611109,AVERY DENNISON CORP COM USD1,334,49.25,16449.5,Common,Sole,,Sole AW,019589308,ALLIED WASTE INDUSTRIES INC COM USD.01,4854,10.81,52471.74,Common,Sole,,Sole AWH,G0219G203,ALLIED WORLD ASSRNC CO HLDGS COM USD.01,480,39.7,19056,Common,Sole,,Sole AWP,02083A103,ALPINE GLOBAL PREMIER PROPRT CLOSED END,5,12.67,63.35,Common,Sole,,Sole AWR,029899101,AMERICAN STATES WATER CO COM USD5,907,36,32652,Common,Sole,,Sole AWRE,05453N100,AWARE INC COM USD.01,110,3.65,401.5,Common,Sole,,Sole AXL,024061103,AMERICAN AXLE & MFG HOLDINGS COM USD.01,761,20.5,15600.5,Common,Sole,,Sole AXP,025816109,AMERICAN EXPRESS CO COM USD.6,2218,43.72,96970.96,Common,Sole,,Sole AXR,032159105,AMREP CORP COM USD.1,140,52.3,7322,Common,Sole,,Sole AYI,00508Y102,ACUITY BRANDS INC COM USD.01,215,42.95,9234.25,Common,Sole,,Sole AYR,G0129K104,AIRCASTLE LTD COM USD.01,4600,11.25,51750,Common,Sole,,Sole AZN,046353108,ASTRAZENECA PLC SPON ADR,3420,37.99,129925.8,Common,Sole,,Sole AZO,053332102,AUTOZONE INC COM NPV,1395,113.83,158792.85,Common,Sole,,Sole AZZ,002474104,AZZ INC COM USD1,300,35.58,10674,Common,Sole,,Sole BA,097023105,BOEING CO COM USD5,239,74.37,17774.43,Common,Sole,,Sole BABY,639050103,NATUS MEDICAL INC COM USD.001,1764,18.15,32016.6,Common,Sole,,Sole BAK,105532105,BRASKEM SA SPON ADR PFD A,699,16.96,11855.04,Common,Sole,,Sole BAM,112585104,BROOKFIELD ASSET MANAGEMENT CL A COM NPV,346,26.83,9283.18,Common,Sole,,Sole BAMM,098570104,BOOKS-A-MILLION INC COM USD.01,396,8.74,3461.04,Common,Sole,,Sole BANR,06652V109,BANNER CORP COM USD.01,491,23.04,11312.64,Common,Sole,,Sole BAS,06985P100,BASIC ENERGY SERVICES INC COM,897,22.08,19805.76,Common,Sole,,Sole BBG,06846N104,BILL BARRETT CORP COM,2449,47.25,115715.25,Common,Sole,,Sole BBH,09067D201,BIOTECH HOLDERS TRUST DEPOSTRY RCPTS,10,173.55,1735.5,Common,Sole,,Sole BBI,093679108,BLOCKBUSTER INC CL A COM USD.01,4319,3.26,14079.94,Common,Sole,,Sole BBND,089750509,BIGBAND NETWORKS INC COM USD.001,6435,5.73,36872.55,Common,Sole,,Sole BBW,120076104,BUILD-A-BEAR WORKSHOP INC COM USD.001,2519,9.09,22897.71,Common,Sole,,Sole BCF,09254B109,BLACKROCK 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CO COM USD.1,14369,21.3,306059.7,Common,Sole,,Sole BNE,103043105,BOWNE & CO INC COM USD1,2155,15.25,32863.75,Common,Sole,,Sole BNI,12189T104,BURLINGTON NORTHERN SANTA FE COM NPV,678,92.22,62525.16,Common,Sole,,Sole BOBE,096761101,BOB EVANS FARMS COM NPV,2550,27.59,70354.5,Common,Sole,,Sole BOFI,05566U108,BOFI HOLDING INC COM USD.01,35,6.01,210.35,Common,Sole,,Sole BOFL,062128103,BANK OF FLORIDA CORP COM USD.01,56,10.14,567.84,Common,Sole,,Sole BOH,062540109,BANK OF HAWAII CORP COM USD2,291,49.56,14421.96,Common,Sole,,Sole BOKF,05561Q201,BOK FINANCIAL CORP COM USD.00006,453,52.23,23660.19,Common,Sole,,Sole BOOM,267888105,DYNAMIC MATERIALS CORP COM USD.05,1216,43.2,52531.2,Common,Sole,,Sole BORL,099849101,BORLAND SOFTWARE CORP COM USD.01,605,2.02,1222.1,Common,Sole,,Sole BPFH,101119105,BOSTON PRIVATE FINL HOLDINGS COM USD1,1131,10.59,11977.29,Common,Sole,,Sole BPO,112900105,BROOKFIELD PROPERTIES CORP COM NPV,14653,19.31,282949.43,Common,Sole,,Sole BR,11133T103,BROADRIDGE FINANCIAL 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INC COM USD.001,5252,16.4,86132.8,Common,Sole,,Sole CBB,171871106,CINCINNATI BELL INC COM USD1,8932,4.26,38050.32,Common,Sole,,Sole CBD,20440T201,PAO DE ACUCAR CIA BRASIL DIS SPON GDR PFD,406,40.94,16621.64,Common,Sole,,Sole CBI,167250109,CHICAGO BRIDGE & IRON CO COM USD1,6059,39.24,237755.16,Common,Sole,,Sole CBMX,20009T105,COMBIMATRIX CORP COM,102,9.51,970.02,Common,Sole,,Sole CBOU,142042209,CARIBOU COFFEE CO COM,87,2.86,248.82,Common,Sole,,Sole CBS,124857202,CBS CORP CL B COM USD.01 NVTG,1139,22.08,25149.12,Common,Sole,,Sole CBSH,200525103,COMMERCE BANCSHARES INC COM USD5,597,42.03,25091.91,Common,Sole,,Sole CBST,229678107,CUBIST PHARMACEUTICALS INC COM USD.001,1217,18.42,22417.14,Common,Sole,,Sole CBZ,124805102,CBIZ INC COM,1606,8.12,13040.72,Common,Sole,,Sole CCC,129603106,CALGON CARBON CORP COM USD.01,2887,15.05,43449.35,Common,Sole,,Sole CCE,191219104,COCA-COLA ENTERPRISES INC COM USD1,1845,24.2,44649,Common,Sole,,Sole CCF,16150R104,CHASE CORP COM USD.1,9,18.11,162.99,Common,Sole,,Sole CCI,228227104,CROWN CASTLE INTL CORP COM USD.01,1308,34.49,45112.92,Common,Sole,,Sole CCIX,193459302,COLEMAN CABLE INC COM USD.001,335,11,3685,Common,Sole,,Sole CCK,228368106,CROWN HOLDINGS INC COM USD5,3374,25.16,84889.84,Common,Sole,,Sole CCU,184502102,CLEAR CHANNEL COMMUNICATIONS COM USD.1,6078,29.22,177599.16,Common,Sole,,Sole CCUR,206710204,CONCURRENT COMPUTER CP COM USD.01,56,0.69,38.64,Common,Sole,,Sole CDE,192108108,COEUR DALENE MINES CORP COM USD1,7909,4.04,31952.36,Common,Sole,,Sole CDNS,127387108,CADENCE DESIGN SYSTEMS INC COM USD.01,15639,10.68,167024.52,Common,Sole,,Sole CEC,125137109,CEC ENTERTAINMENT INC COM USD.1,151,28.88,4360.88,Common,Sole,,Sole CECE,125141101,CECO ENVIRONMENTAL CORP COM NPV,540,8.52,4600.8,Common,Sole,,Sole CEG,210371100,CONSTELLATION ENERGY GRP INC COM NPV,1038,88.27,91624.26,Common,Sole,,Sole CEL,M2196U109,CELLCOM ISRAEL LTD ORD USD.01,679,31.43,21340.97,Common,Sole,,Sole CELG,151020104,CELGENE CORP COM USD1,1300,61.29,79677,Common,Sole,,Sole CELL,109473405,BRIGHTPOINT INC COM USD.01,1967,8.36,16444.12,Common,Sole,,Sole CEM,163893100,CHEMTURA CORPORATION COM USD5,164,7.34,1203.76,Common,Sole,,Sole CENX,156431108,CENTURY ALUMINUM CO COM USD.01,2782,66.24,184279.68,Common,Sole,,Sole CEO,126132109,CNOOC LTD SPONSORED ADR,310,146.79,45504.9,Common,Sole,,Sole CEPH,156708109,CEPHALON INC COM USD.01,2088,64.4,134467.2,Common,Sole,,Sole CERN,156782104,CERNER CORP COM USD.01,6246,37.28,232850.88,Common,Sole,,Sole CERS,157085101,CERUS CORP COM USD.001,906,5.77,5227.62,Common,Sole,,Sole CFC,222372104,COUNTRYWIDE FINANCIAL CORP COM USD.05,4771,5.5,26240.5,Common,Sole,,Sole CFFN,14057C106,CAPITOL FEDERAL FINANCIAL COM USD.01,28,37.48,1049.44,Common,Sole,,Sole CFI,230215105,CULP INC COM USD.05,77,7.52,579.04,Common,Sole,,Sole CG,540424207,LOEWS CP-CAROLINA GROUP CAROLINA GP STK,320,72.55,23216,Common,Sole,,Sole CGPI,19419B100,COLLAGENEX PHARMACEUTCLS INC COM USD.01,6135,16.57,101656.95,Common,Sole,,Sole CGRB,222083107,COUGAR BIOTECHNOLOGY INC COM USD.0001,44,21,924,Common,Sole,,Sole CGS,171605306,CHYRON CORP COM USD.01,68,5.2,353.6,Common,Sole,,Sole CGX,209341106,CONSOLIDATED GRAPHICS INC COM USD.01,95,56.05,5324.75,Common,Sole,,Sole CHI,128117108,CALAMOS CONV OPP AND INC FD SH BEN INT,2,13.72,27.44,Common,Sole,,Sole CHINA,G2022L106,CDC CORP CL A COM USD.001,1634,3.53,5768.02,Common,Sole,,Sole CHKP,M22465104,CHECK POINT SOFTWARE TECHN ORD NIS.01,5555,22.4,124432,Common,Sole,,Sole CHP,124661109,C&D TECHNOLOGIES INC COM USD.01 VTG,811,5.02,4071.22,Common,Sole,,Sole CHRD,170404305,CHORDIANT SOFTWARE INC COM USD.001,229,6.03,1380.87,Common,Sole,,Sole CHRW,12541W209,C H ROBINSON WORLDWIDE INC COM USD.1,3664,54.4,199321.6,Common,Sole,,Sole CHT,17133Q304,CHUNGHWA TELECOM LTD SPON ADR,4824,26.02,125520.48,Common,Sole,,Sole CHTT,162456107,CHATTEM INC COM NPV,1155,66.34,76622.7,Common,Sole,,Sole CHU,16945R104,CHINA UNICOM LTD SPONSORED ADR,2975,21.27,63278.25,Common,Sole,,Sole CIA,174740100,CITIZENS INC CL A COM NPV,108,6.69,722.52,Common,Sole,,Sole CIM,16934Q109,CHIMERA INVESTMENT CORP COM USD.01,466,12.3,5731.8,Common,Sole,,Sole CIR,17273K109,CIRCOR INTL INC COM USD.01,976,46.25,45140,Common,Sole,,Sole CISG,18976M103,CNINSURE INC -ADS ADR,334,11.53,3851.02,Common,Sole,,Sole CITP,20581E104,COMSYS IT PARTNERS INC COM,724,8.46,6125.04,Common,Sole,,Sole CITZ,12525D102,CFS BANCORP INC COM USD.01,11,14.37,158.07,Common,Sole,,Sole CKEC,143436400,CARMIKE CINEMAS INC COM NPV,1417,10.28,14566.76,Common,Sole,,Sole CKNN,14756B102,CASH SYSTEMS INC COM USD.001,806,0.52,419.12,Common,Sole,,Sole CKP,162825103,CHECKPOINT SYSTEMS INC COM USD.1,777,26.85,20862.45,Common,Sole,,Sole CKXE,12562M106,CKX INC COM NPV,2930,9.52,27893.6,Common,Sole,,Sole CLC,179895107,CLARCOR INC COM USD1,1131,35.55,40207.05,Common,Sole,,Sole CLHB,184496107,CLEAN HARBORS INC COM USD.01,683,65,44395,Common,Sole,,Sole CLNE,184499101,CLEAN ENERGY FUELS CORP COM USD.0001,1613,13.36,21549.68,Common,Sole,,Sole CLS,15101Q108,CELESTICA INC SUB VTG SHS,2027,6.72,13621.44,Common,Sole,,Sole CMCSA,20030N101,COMCAST CORP CL A COM USD1,7958,19.34,153907.72,Common,Sole,,Sole CMCSK,20030N200,COMCAST CORP CL A COM USD1 SPL,253,18.97,4799.41,Common,Sole,,Sole CME,12572Q105,CME GROUP INC CL A COM USD.01,145,469.1,68019.5,Common,Sole,,Sole CMG,169656105,CHIPOTLE MEXICAN GRILL INC CL A COM USD.01,390,113.43,44237.7,Common,Sole,,Sole CMI,231021106,CUMMINS INC COM USD2.5,6266,46.82,293374.12,Common,Sole,,Sole CMLS,231082108,CUMULUS MEDIA INC CL A COM USD.01,199,6.38,1269.62,Common,Sole,,Sole CMO,14067E506,CAPSTEAD MORTGAGE CORP COM USD.01,1584,11.4,18057.6,Common,Sole,,Sole CMP,20451N101,COMPASS MINERALS INTL INC COM,1339,58.98,78974.22,Common,Sole,,Sole CMRG,148711104,CASUAL MALE RETAIL GRP INC COM USD.01,3819,4.2,16039.8,Common,Sole,,Sole CMTL,205826209,COMTECH TELECOMMUN COM NPV,311,39,12129,Common,Sole,,Sole CNA,126117100,CNA FINANCIAL CORP COM USD2.5,2563,25.79,66099.77,Common,Sole,,Sole CNB,195493309,COLONIAL BANCGROUP COM NPV,12707,9.63,122368.41,Common,Sole,,Sole CNMD,207410101,CONMED CORP COM USD.01,1089,25.64,27921.96,Common,Sole,,Sole CNP,15189T107,CENTERPOINT ENERGY INC COM NPV,4222,14.27,60247.94,Common,Sole,,Sole CNR,137225108,CANARGO ENERGY CORP COM USD.01,9119,0.3495,3187.0905,Common,Sole,,Sole CNS,19247A100,COHEN & STEERS INC COM USD.01,329,26.49,8715.21,Common,Sole,,Sole CNSL,209034107,CONSOLIDATED COMM HLDGS INC CL A COM USD.01,3186,15.13,48204.18,Common,Sole,,Sole CNTF,169424108,CHINA TECHFAITH WIRELESS-ADR ADR,836,5.48,4581.28,Common,Sole,,Sole CNTY,156492100,CENTURY CASINOS INC COM USD.01,1285,3.24,4163.4,Common,Sole,,Sole CNXT,207142100,CONEXANT SYSTEMS INC COM NPV,30543,0.58,17714.94,Common,Sole,,Sole COBH,708677109,PENNSYLVANIA COMM BANCORP COM USD1,10,26.25,262.5,Common,Sole,,Sole COBZ,190897108,COBIZ FINANCIAL INC COM USD.01,133,13.02,1731.66,Common,Sole,,Sole COCO,218868107,CORINTHIAN COLLEGES INC COM USD.0001,5151,7.23,37241.73,Common,Sole,,Sole COF,14040H105,CAPITAL ONE FINANCIAL CORP COM USD.01,734,49.22,36127.48,Common,Sole,,Sole COGT,19239Y108,COGENT INC COM USD.001,645,9.43,6082.35,Common,Sole,,Sole COH,189754104,COACH INC COM USD.01,6860,30.15,206829,Common,Sole,,Sole COHR,192479103,COHERENT INC COM USD.22,2147,27.89,59879.83,Common,Sole,,Sole COHU,192576106,COHU INC COM USD1,223,16.25,3623.75,Common,Sole,,Sole COKE,191098102,COCA-COLA BTLNG CONS COM USD1,23,61.62,1417.26,Common,Sole,,Sole COL,774341101,ROCKWELL COLLINS INC COM USD.01,874,57.15,49949.1,Common,Sole,,Sole COLB,197236102,COLUMBIA BANKING SYSTEM INC COM NPV,576,22.38,12890.88,Common,Sole,,Sole COMS,885535104,3COM CORP COM NPV,53806,2.29,123215.74,Common,Sole,,Sole COMV,205859101,COMVERGE INC COM USD.001,86,10.33,888.38,Common,Sole,,Sole CONN,208242107,CONNS INC COM USD.01,234,16.31,3816.54,Common,Sole,,Sole COOL,560690208,MAJESCO ENTERTAINMENT CO COM USD.001,280,1.21,338.8,Common,Sole,,Sole COP,20825C104,CONOCOPHILLIPS COM USD1.25,4615,76.21,351709.15,Common,Sole,,Sole COR,220524300,CORTEX PHARMACEUTICALS INC COM USD.001,616,0.7401,455.9016,Common,Sole,,Sole CORE,218681104,CORE MARK HOLDING CO INC COM,50,28.74,1437,Common,Sole,,Sole CORS,220873103,CORUS BANKSHARES INC COM NPV,1030,9.73,10021.9,Common,Sole,,Sole COSI,22122P101,COSI INC COM USD.01,2048,2.87,5877.76,Common,Sole,,Sole COST,22160K105,COSTCO WHOLESALE CORP COM USD.1,1493,64.97,97000.21,Common,Sole,,Sole COT,22163N106,COTT CORP QUE COM NPV,8887,3.51,31193.37,Common,Sole,,Sole CP,13645T100,CANADIAN PACIFIC RAILWAY LTD COM CAD5,1597,64.29,102671.13,Common,Sole,,Sole CPB,134429109,CAMPBELL SOUP CO COM USD.3,1618,33.95,54931.1,Common,Sole,,Sole CPE,13123X102,CALLON PETROLEUM CO/DE COM USD.01,599,18.09,10835.91,Common,Sole,,Sole CPF,154760102,CENTRAL PACIFIC FINANCIAL CP COM NPV,843,18.85,15890.55,Common,Sole,,Sole CPHD,15670R107,CEPHEID INC COM NPV,954,24.39,23268.06,Common,Sole,,Sole CPKI,13054D109,CALIFORNIA PIZZA 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USD.1,3600,1.35,4860,Common,Sole,,Sole CSC,205363104,COMPUTER SCIENCES CORP COM USD1,5065,40.79,206601.35,Common,Sole,,Sole CSCO,17275R102,CISCO SYSTEMS INC COM NPV,297,24.09,7154.73,Common,Sole,,Sole CSCX,14141A108,CARDIAC SCIENCE CORP COM NPV,477,8.35,3982.95,Common,Sole,,Sole CSG,127209302,CADBURY SCHWEPPES PLC ADS,659,44.22,29140.98,Common,Sole,,Sole CSH,14754D100,CASH AMERICA INTL INC COM USD.1,711,36.4,25880.4,Common,Sole,,Sole CSL,142339100,CARLISLE COS INC COM NPV,3147,33.44,105235.68,Common,Sole,,Sole CSS,125906107,CSS INDUSTRIES INC COM USD.1,385,34.96,13459.6,Common,Sole,,Sole CSU,140475104,CAPITAL SENIOR LIVING CORP COM USD.01,2346,8.05,18885.3,Common,Sole,,Sole CSUN,16942X104,CHINA SUNERGY CO LTD SPON ADR,6307,7.3,46041.1,Common,Sole,,Sole CSV,143905107,CARRIAGE SERVICES INC COM USD.01,84,7.81,656.04,Common,Sole,,Sole CSX,126408103,CSX CORP COM USD1,2423,56.07,135857.61,Common,Sole,,Sole CT,14052H506,CAPITAL TRUST INC/MD CL A COM USD.01,638,26.95,17194.1,Common,Sole,,Sole CTB,216831107,COOPER TIRE & RUBBER CO COM USD1,1044,14.97,15628.68,Common,Sole,,Sole CTCT,210313102,CONSTANT CONTACT INC COM USD.01,554,14.48,8021.92,Common,Sole,,Sole CTHR,159765106,CHARLES & COLVARD LTD COM NPV,692,1.23,851.16,Common,Sole,,Sole CTIC,150934404,CELL THERAPEUTICS INC COM NPV,1089,0.66,718.74,Common,Sole,,Sole CTL,156700106,CENTURYTEL INC COM USD1,11536,33.24,383456.64,Common,Sole,,Sole CTO,210226106,CONSOLIDATED TOMOKA LAND CO COM USD1,44,56.05,2466.2,Common,Sole,,Sole CTRN,17306X102,CITI TRENDS INC COM,4047,18.45,74667.15,Common,Sole,,Sole CTS,126501105,CTS CORP COM NPV,662,10.7,7083.4,Common,Sole,,Sole CTSH,192446102,COGNIZANT TECH SOLUTIONS CL A COM USD.01,2803,28.83,80810.49,Common,Sole,,Sole CTV,203372107,COMMSCOPE INC COM USD.01,3259,34.83,113510.97,Common,Sole,,Sole CTXS,177376100,CITRIX SYSTEMS INC COM USD.001,2435,29.33,71418.55,Common,Sole,,Sole CTZN,17461R106,CITIZENS FIRST BANCORP INC COM USD.01,66,10.75,709.5,Common,Sole,,Sole CUZ,222795106,COUSINS PROPERTIES INC COM USD1,286,24.71,7067.06,Common,Sole,,Sole CVA,22282E102,COVANTA HOLDING CORP COM USD.01,3331,27.5,91602.5,Common,Sole,,Sole CVC,12686C109,CABLEVISION SYS CORP -CL A CL A COM NPV,15574,21.43,333750.82,Common,Sole,,Sole CVD,222816100,COVANCE INC COM NPV,109,82.97,9043.73,Common,Sole,,Sole CVGI,202608105,COMMERCIAL VEHICLE GROUP INC COM USD.01,251,9.91,2487.41,Common,Sole,,Sole CVLT,204166102,COMMVAULT SYSTEMS INC COM USD.01,1077,12.4,13354.8,Common,Sole,,Sole CVO,15670S105,CENVEO INC COM USD.01,757,10.46,7918.22,Common,Sole,,Sole CVTX,126667104,CV THERAPEUTICS INC COM USD.001,419,7.13,2987.47,Common,Sole,,Sole CVX,166764100,CHEVRON CORP COM USD3,4031,85.36,344086.16,Common,Sole,,Sole CWEI,969490101,CLAYTON WILLIAMS ENERGY INC COM USD.1,572,52.49,30024.28,Common,Sole,,Sole CWT,130788102,CALIFORNIA WATER SERVICE GP COM NPV,130,38.15,4959.5,Common,Sole,,Sole CXG,12618H309,CNX GAS CORP COM USD.01,368,32.28,11879.04,Common,Sole,,Sole CXO,20605P101,CONCHO RESOURCES INC COM USD.001,2501,25.64,64125.64,Common,Sole,,Sole CYBE,232517102,CYBEROPTICS CORP COM NPV,259,10.92,2828.28,Common,Sole,,Sole CYBX,23251P102,CYBERONICS INC COM USD.01,797,14.5,11556.5,Common,Sole,,Sole CYCL,15133V208,CENTENNIAL COMMUN CP -CL A CL A COM USD.01,4640,5.91,27422.4,Common,Sole,,Sole CYD,G21082105,CHINA YUCHAI INTERNATIONAL COM USD.1,561,8.38,4701.18,Common,Sole,,Sole CYMI,232572107,CYMER INC COM USD.001,3691,26.04,96113.64,Common,Sole,,Sole CYN,178566105,CITY NATIONAL CORP COM USD1,888,49.46,43920.48,Common,Sole,,Sole CYNO,232577205,CYNOSURE INC CL A COM USD.001,2600,21.3,55380,Common,Sole,,Sole CYPB,232674507,CYPRESS BIOSCIENCE INC COM USD.02,5099,7.16,36508.84,Common,Sole,,Sole CYT,232820100,CYTEC INDUSTRIES INC COM USD.01,847,53.85,45610.95,Common,Sole,,Sole CYTK,23282W100,CYTOKINETICS INC COM,2548,3.32,8459.36,Common,Sole,,Sole CYTO,232824300,CYTOGEN CORP COM USD.01,1441,0.57,821.37,Common,Sole,,Sole CZZ,G25343107,COSAN LTD CL A COM USD.01,3141,12.32,38697.12,Common,Sole,,Sole DAC,Y1968P105,DANAOS CORP COM USD.01,526,24.59,12934.34,Common,Sole,,Sole DAL,247361702,DELTA AIR LINES INC COM USD.0001,2102,8.6,18077.2,Common,Sole,,Sole DAR,237266101,DARLING INTERNATIONAL INC COM USD.01,2684,12.95,34757.8,Common,Sole,,Sole DBLE,258570209,DOUBLE EAGLE PETROLEUM CO COM USD.1,132,16.99,2242.68,Common,Sole,,Sole DBRN,261570105,DRESS BARN INC COM USD.05,6686,12.94,86516.84,Common,Sole,,Sole DCGN,243586104,DECODE GENETICS INC COM USD.001,9017,1.53,13796.01,Common,Sole,,Sole DCI,257651109,DONALDSON CO INC COM USD5,759,40.28,30572.52,Common,Sole,,Sole DCO,264147109,DUCOMMUN INC COM USD2,459,27.67,12700.53,Common,Sole,,Sole DCOM,253922108,DIME COMMUNITY BANCSHARES COM USD.01,25,17.48,436.999999999999,Common,Sole,,Sole DCP,26817C101,DYNCORP INTL INC CL A COM USD.01,1603,16.68,26738.04,Common,Sole,,Sole DCT,233153105,DCT INDUSTRIAL TRUST INC COM USD.01,1166,9.96,11613.36,Common,Sole,,Sole DCTH,24661P104,DELCATH SYSTEMS INC COM USD.01,440,1.89,831.6,Common,Sole,,Sole DD,263534109,DU PONT (E I) DE NEMOURS COM USD1.66,130,46.76,6078.8,Common,Sole,,Sole DDIC,233162502,DDI CORP COM PAR $ .001,463,4.64,2148.32,Common,Sole,,Sole DDS,254067101,DILLARDS INC -CL A CL A COM NPV,2738,17.21,47120.98,Common,Sole,,Sole DE,244199105,DEERE & CO COM USD1,1073,80.44,86312.12,Common,Sole,,Sole DECK,243537107,DECKERS OUTDOOR CORP COM USD.01,777,107.82,83776.14,Common,Sole,,Sole DEEP,86825Q104,SUPERIOR OFFSHORE INTL INC COM USD.01,1997,3.31,6610.07,Common,Sole,,Sole DEG,29759W101,DELHAIZE GROUP - ETS DLHZ FR SPONSORED ADR,221,78.65,17381.65,Common,Sole,,Sole DEIX,254575103,DIRECTED ELECTRONICS INC COM USD.01,403,2.09,842.27,Common,Sole,,Sole DEL,247850100,DELTIC TIMBER CORP COM USD.01,122,55.7,6795.4,Common,Sole,,Sole DENN,24869P104,DENNYS CORP COM USD.1,9801,2.98,29206.98,Common,Sole,,Sole DEO,25243Q205,DIAGEO PLC SPON ADR,1811,81.32,147270.52,Common,Sole,,Sole DEPO,249908104,DEPOMED INC COM NPV,4069,3.4,13834.6,Common,Sole,,Sole DESC,25475V104,DISTRIBUTED ENERGY SYS CORP COM USD.01,1370,0.45,616.5,Common,Sole,,Sole DF,242370104,DEAN FOODS CO COM USD.01,326,20.09,6549.34,Common,Sole,,Sole DFG,247131105,DELPHI FINANCIAL GRP -CL A CL A COM USD.01,60,29.23,1753.8,Common,Sole,,Sole DFS,254709108,DISCOVER FINANCIAL SVCS INC COM USD.01,6010,16.37,98383.7,Common,Sole,,Sole DFT,26613Q106,DUPONT FABROS TECHNOLOGY INC COM USD.001,644,16.49,10619.56,Common,Sole,,Sole DGICA,257701201,DONEGAL GROUP INC CL A,6,17.4,104.4,Common,Sole,,Sole DHR,235851102,DANAHER CORP COM USD.01,141,76.03,10720.23,Common,Sole,,Sole DHT,Y21110104,DOUBLE HULL TANKERS COM USD.01,1958,10.61,20774.38,Common,Sole,,Sole DHX,253017107,DICE HOLDINGS INC COM USD.01,1451,8.91,12928.41,Common,Sole,,Sole DIOD,254543101,DIODES INC COM USD.66,3118,21.96,68471.28,Common,Sole,,Sole DIS,254687106,DISNEY (WALT) CO COM NPV,234,31.38,7342.92,Common,Sole,,Sole DISCA,25468Y107,DISCOVERY HOLDING CO CL A COM,2197,21.22,46620.34,Common,Sole,,Sole DKS,253393102,DICKS SPORTING GOODS INC COM USD.01,17829,26.78,477460.62,Common,Sole,,Sole DLA,247368103,DELTA APPAREL INC COM USD.01,70,6.04,422.8,Common,Sole,,Sole DLB,25659T107,DOLBY LABORATORIES INC CL A COM USD.001,3691,36.26,133835.66,Common,Sole,,Sole DLIA,246911101,DELIAS INC COM USD.01,165,2.67,440.55,Common,Sole,,Sole DLN,97717W307,WISDOMTREE LARGECAP DIVIDEND SHS,3,52.64,157.92,Common,Sole,,Sole DLR,253868103,DIGITAL REALTY TRUST INC COM USD.01,165,35.5,5857.5,Common,Sole,,Sole DLTR,256746108,DOLLAR TREE INC COM USD.01,2938,27.59,81059.42,Common,Sole,,Sole DLX,248019101,DELUXE CORP COM USD1,3630,19.21,69732.3,Common,Sole,,Sole DMAN,24802R506,DEMANDTEC INC COM NPV,454,10.2,4630.8,Common,Sole,,Sole DMND,252603105,DIAMOND FOODS INC COM USD.001,3267,18.14,59263.38,Common,Sole,,Sole DMRC,253807101,DIGIMARC CORP COM USD.001,917,9.99,9160.83,Common,Sole,,Sole DMX,45069D203,I-TRAX INC COM USD.001,99,5.35,529.65,Common,Sole,,Sole DNR,247916208,DENBURY RESOURCES INC COM NPV,8252,28.55,235594.6,Common,Sole,,Sole DON,97717W505,WISDOMTREE MIDCAP DIVIDEND SHS,11,47.98,527.78,Common,Sole,,Sole DOV,260003108,DOVER CORP COM USD1,4841,41.78,202256.98,Common,Sole,,Sole DOW,260543103,DOW CHEMICAL COM USD2.5,5136,36.85,189261.6,Common,Sole,,Sole DOX,G02602103,AMDOCS LTD ORD GBP.01,942,28.36,26715.12,Common,Sole,,Sole DR,237502109,DARWIN PROFESSIONAL UNDWRTS COM USD.1,344,22.49,7736.56,Common,Sole,,Sole DRE,264411505,DUKE REALTY CORP COM NPV,3292,22.81,75090.52,Common,Sole,,Sole DRI,237194105,DARDEN RESTAURANTS INC COM NPV,9941,32.55,323579.55,Common,Sole,,Sole DRIV,25388B104,DIGITAL RIVER INC COM USD.01,2287,30.97,70828.39,Common,Sole,,Sole DRL,25811P886,DORAL FINANCIAL CORP COM USD1,1588,20.18,32045.84,Common,Sole,,Sole DSCM,262241102,DRUGSTORE.COM INC COM USD.001,4290,2.22,9523.8,Common,Sole,,Sole DSCP,238113104,DATASCOPE CORP COM USD.01,249,41.43,10316.07,Common,Sole,,Sole DSPG,23332B106,DSP GROUP INC COM USD.001,1749,12.74,22282.26,Common,Sole,,Sole DST,233326107,DST SYSTEMS INC COM USD.01,2674,65.74,175788.76,Common,Sole,,Sole DSTI,23962Q100,DAYSTAR TECHNOLOGIES INC COM USD.01,5,2.96,14.8,Common,Sole,,Sole DSU,09255R103,BLACKROCK DEBT STRATEGIES FD COM USD.1,1,5.26,5.26,Common,Sole,,Sole DSUP,240028308,DAYTON SUPERIOR CORP COM USD,986,2.95,2908.7,Common,Sole,,Sole DSX,Y2066G104,DIANA SHIPPING INC COM USD.01,6869,26.32,180792.08,Common,Sole,,Sole DTE,233331107,DTE ENERGY CO COM USD10,12256,38.89,476635.84,Common,Sole,,Sole DTG,256743105,DOLLAR THRIFTY AUTOMOTIVE GP COM USD.01,2116,13.64,28862.24,Common,Sole,,Sole DTLK,237934104,DATALINK CORP COM USD.001,506,3.95,1998.7,Common,Sole,,Sole DTN,97717W406,WISDOMTREE DIVDND TOP 100 FD SHS,11,51.21,563.31,Common,Sole,,Sole DTV,25459L106,DIRECTV GROUP INC COM USD.1,11596,24.79,287464.84,Common,Sole,,Sole DUCK,264142100,DUCKWALL ALCO STORES INC COM USD.01,55,11.4,627,Common,Sole,,Sole DUF,26433B107,DUFF & PHELPS CORP CL A COM USD.01,887,17.99,15957.13,Common,Sole,,Sole DUG,74347R586,ULTRASHORT OIL&GAS PROSHARES OIL & GAS,1123,38.7,43460.1,Common,Sole,,Sole DUK,26441C105,DUKE ENERGY CORP COM NPV,4901,17.85,87482.85,Common,Sole,,Sole DV,251893103,DEVRY INC COM USD.01,2016,41.84,84349.44,Common,Sole,,Sole DVA,23918K108,DAVITA INC CL A COM NPV VTG,1325,47.76,63282,Common,Sole,,Sole DVF,09255W102,BLACKROCK DIVRSIFD INC STRAT COM,5,13.36,66.8,Common,Sole,,Sole DWSN,239359102,DAWSON GEOPHYSICAL CO COM USD.3333,560,67.5,37800,Common,Sole,,Sole DXPE,233377407,DXP ENTERPRISES INC COM USD.01,119,39.285,4674.915,Common,Sole,,Sole EAT,109641100,BRINKER INTL INC COM USD.1,6195,18.55,114917.25,Common,Sole,,Sole EBHI,071625107,EDDIE BAUER HOLDINGS INC COM,2087,3.89,8118.43,Common,Sole,,Sole EBS,29089Q105,EMERGENT BIOSOLUTIONS INC COM USD.01,1624,8.92,14486.08,Common,Sole,,Sole ECL,278865100,ECOLAB INC COM USD1,1097,43.43,47642.71,Common,Sole,,Sole ECLP,278856109,ECLIPSYS CORP COM USD.01,3968,19.61,77812.48,Common,Sole,,Sole EDCI,29382J105,ENTERTAINMENT DISTRIBUTION COM NPV,17510,0.52,9105.2,Common,Sole,,Sole EDE,291641108,EMPIRE DISTRICT ELECTRIC CO COM USD1,1408,20.25,28512,Common,Sole,,Sole EDGR,279765101,EDGAR ONLINE INC COM USD.01,660,2.47,1630.2,Common,Sole,,Sole EDS,285661104,ELECTRONIC DATA SYSTEMS CORP COM USD.1,21971,16.65,365817.15,Common,Sole,,Sole EEF,09256C105,BLACKROCK ENHNCD EQTY YLD FD COM,5,15.13,75.65,Common,Sole,,Sole EEFT,298736109,EURONET WORLDWIDE INC COM USD.02,141,19.26,2715.66,Common,Sole,,Sole EFII,286082102,ELECTRONICS FOR IMAGING INC COM USD.01,11,14.92,164.120000000001,Common,Sole,,Sole EFX,294429105,EQUIFAX INC COM USD2.5,7270,34.48,250669.6,Common,Sole,,Sole EGHT,282914100,8X8 INC COM USD.001,1130,0.98,1107.4,Common,Sole,,Sole EGLS,285324109,ELECTROGLAS INC DIVISION EQUITY,110,1.45,159.5,Common,Sole,,Sole EGLT,270006109,EAGLE TEST SYSTEMS INC COM USD.01,885,10.5,9292.5,Common,Sole,,Sole EGY,91851C201,VAALCO ENERGY INC COM USD.1,3252,4.97,16162.44,Common,Sole,,Sole EHTH,28238P109,EHEALTH INC COM USD.001,809,22.07,17854.63,Common,Sole,,Sole EIX,281020107,EDISON INTERNATIONAL COM NPV,8184,49.02,401179.68,Common,Sole,,Sole EK,277461109,EASTMAN KODAK CO COM USD2.5,15119,17.67,267152.73,Common,Sole,,Sole ELGX,29266S106,ENDOLOGIX INC COM USD.001,528,2.99,1578.72,Common,Sole,,Sole ELMG,26873N108,EMS TECHNOLOGIES INC COM USD.1,218,27.14,5916.52,Common,Sole,,Sole ELNK,270321102,EARTHLINK INC COM USD.01,1724,7.55,13016.2,Common,Sole,,Sole EMC,268648102,EMC CORP/MA COM USD.01,17909,14.34,256815.06,Common,Sole,,Sole EMCI,268664109,EMC INSURANCE GROUP INC COM USD1,121,26.89,3253.69,Common,Sole,,Sole EME,29084Q100,EMCOR GROUP INC COM USD.1,7140,22.21,158579.4,Common,Sole,,Sole EMIS,291345106,EMISPHERE TECHNOLOGIES INC COM USD.01,1027,1.67,1715.09,Common,Sole,,Sole EMKR,290846104,EMCORE CORP COM NPV,2839,5.76,16352.64,Common,Sole,,Sole EMMS,291525103,EMMIS COMMUNICTNS CP -CL A CL A COM USD.01,675,3.48,2349,Common,Sole,,Sole EMS,29100P102,EMERGENCY MEDICAL SVCS CORP CL A COM USD,433,24.69,10690.77,Common,Sole,,Sole ENCY,29256X107,ENCYSIVE PHARMACEUTICALS INC COM USD.005,11451,2.35,26909.85,Common,Sole,,Sole END,29259G101,ENDEAVOUR INTERNATIONAL CORP COM USD.001,3215,1.33,4275.95,Common,Sole,,Sole ENDP,29264F205,ENDO PHARMACEUTICALS HLDGS COM USD.01,5904,23.94,141341.76,Common,Sole,,Sole ENER,292659109,ENERGY CONVERSION DEV COM USD.01,557,29.9,16654.3,Common,Sole,,Sole ENMD,29382F103,ENTREMED INC COM USD.01,2428,0.69,1675.32,Common,Sole,,Sole ENR,29266R108,ENERGIZER HOLDINGS INC COM USD.01,1418,90.48,128300.64,Common,Sole,,Sole ENS,29275Y102,ENERSYS INC COM USD.01,1754,23.92,41955.68,Common,Sole,,Sole ENSI,292970100,ENERGYSOUTH INC COM,74,52.19,3862.06,Common,Sole,,Sole ENTU,293848107,ENTRUST INC COM USD.01,1012,2.5,2530,Common,Sole,,Sole ENZ,294100102,ENZO BIOCHEM INC COM USD.01,746,9.09,6781.14,Common,Sole,,Sole EOC,29244T101,ENDESA-EMPR NAC ELEC (CHILE) SPON 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USD1,1962,44.55,87407.1,Common,Sole,,Sole EWJ,464286848,ISHARES MSCI JAPAN FUND JAPAN WEBS,77,12.37,952.49,Common,Sole,,Sole EWT,464286731,ISHARES MSCI TAIWAN FUND MSCI TAIWAN,2013,15.85,31906.05,Common,Sole,,Sole EXAC,30064E109,EXACTECH INC COM USD.01,929,25.19,23401.51,Common,Sole,,Sole EXAR,300645108,EXAR CORP COM NPV,677,8.23,5571.71,Common,Sole,,Sole EXEL,30161Q104,EXELIXIS INC COM USD.001,3027,6.95,21037.65,Common,Sole,,Sole EXFO,302043104,EXFO ELECTRO OPTICAL ENGR SUB VTG SHS,2090,4.83,10094.7,Common,Sole,,Sole EXH,30225X103,EXTERRAN HOLDINGS INC COM USD.001,262,64.54,16909.48,Common,Sole,,Sole EXLS,302081104,EXLSERVICE HOLDINGS INC COM USD.001,322,22.96,7393.12,Common,Sole,,Sole EXP,26969P108,EAGLE MATERIALS INC COM USD1,2818,35.55,100179.9,Common,Sole,,Sole EXPE,30212P105,EXPEDIA INC COM USD.001,4705,21.89,102992.45,Common,Sole,,Sole EXPO,30214U102,EXPONENT INC COM USD.001,1392,32.84,45713.28,Common,Sole,,Sole EYE,00763M108,ADVANCED MEDICAL OPTICS INC COM USD.01,4548,20.3,92324.4,Common,Sole,,Sole EZPW,302301106,EZCORP INC -CL A CL A COM USD.01 NVTG,414,12.31,5096.34,Common,Sole,,Sole F,345370860,FORD MOTOR CO COM USD1,1690,5.72,9666.8,Common,Sole,,Sole FAC,318457108,FIRST ACCEPTANCE CORP SHS BEN INT NPV,77,2.85,219.45,Common,Sole,,Sole FADV,31845F100,FIRST ADVANTAGE CORP CL A COM USD.001,813,21.19,17227.47,Common,Sole,,Sole FAF,318522307,FIRST AMERICAN CORP/CA COM USD1,1879,33.94,63773.26,Common,Sole,,Sole FAM,337319107,FIRST TR ABERDEEN GLBL OPP F COM USD.01,1,16.51,16.51,Common,Sole,,Sole FBC,337930101,FLAGSTAR BANCORP INC COM USD.01,868,7.22,6266.96,Common,Sole,,Sole FBN,360921100,FURNITURE BRANDS INTL INC COM NPV,8243,11.7,96443.1,Common,Sole,,Sole FBNC,318910106,FIRST BANCORP/NC COM NPV,35,19.93,697.55,Common,Sole,,Sole FBP,318672102,FIRST BANCORP P R COM NPV,679,10.16,6898.64,Common,Sole,,Sole FBR,358434108,FRIEDMN BILLINGS RMSY -CL A CL A COM USD.01,1023,1.7,1739.1,Common,Sole,,Sole FCEL,35952H106,FUELCELL ENERGY INC COM NPV,3822,6.65,25416.3,Common,Sole,,Sole FCFS,31942D107,FIRST CASH FINANCIAL SVCS COM USD.01,765,10.33,7902.45,Common,Sole,,Sole FCH,31430F101,FELCOR LODGING TR INC COM USD.01,2802,12.03,33708.06,Common,Sole,,Sole FCL,35039W100,FOUNDATION COAL HOLDINGS INC COM USD.01,1497,50.33,75344.01,Common,Sole,,Sole FCN,302941109,FTI CONSULTING INC CL A COM USD.01,2816,71.04,200048.64,Common,Sole,,Sole FCSX,31308T100,FCSTONE GROUP INC COM NPV,754,27.7,20885.8,Common,Sole,,Sole FCTR,319439105,FIRST CHARTER CORP COM USD5,66,26.71,1762.86,Common,Sole,,Sole FCX,35671D857,FREEPORT-MCMORAN COP&GOLD COM NPV,84,96.22,8082.48,Common,Sole,,Sole FDEF,32006W106,FIRST DEFIANCE FINANCIAL CP COM USD.01,44,18.35,807.4,Common,Sole,,Sole FDS,303075105,FACTSET RESEARCH SYSTEMS INC COM USD.01,1923,53.87,103592.01,Common,Sole,,Sole FDX,31428X106,FEDEX CORP COM USD.1,128,92.67,11861.76,Common,Sole,,Sole FFG,30239F106,FBL FINANCIAL GROUP INC-CL A CL A COM NPV,345,28.49,9829.05,Common,Sole,,Sole FFIV,315616102,F5 NETWORKS INC COM NPV,9014,18.17,163784.38,Common,Sole,,Sole FGXI,G3396L102,FGX INTERNATIONAL HLDNGS LTD ORD NPV,1977,11.96,23644.92,Common,Sole,,Sole FHN,320517105,FIRST HORIZON NATIONAL CORP COM USD2.5,5883,14.01,82420.83,Common,Sole,,Sole FHY,337353106,FIRST TR STRATEGIC HIGH II COM SHS,6,12.15,72.9,Common,Sole,,Sole FIC,303250104,FAIR ISAAC CORP COM USD.01,3300,21.52,71016,Common,Sole,,Sole FINL,317923100,FINISH LINE INC -CL A CL A COM USD.01,1319,4.76,6278.44,Common,Sole,,Sole FIS,31620M106,FIDELITY NATIONAL INFO SVCS COM,7802,38.14,297568.28,Common,Sole,,Sole FISI,317585404,FINANCIAL INSTITUTIONS INC COM USD.01,17,18.95,322.15,Common,Sole,,Sole FIX,199908104,COMFORT SYSTEMS USA INC COM USD.01,3547,13.01,46146.47,Common,Sole,,Sole FLEX,Y2573F102,FLEXTRONICS INTERNATIONAL ORD USD.01,20581,9.39,193255.59,Common,Sole,,Sole FLO,343498101,FLOWERS FOODS INC COM USD.625,60,24.75,1485,Common,Sole,,Sole FLS,34354P105,FLOWSERVE CORP COM USD1.25,1668,104.38,174105.84,Common,Sole,,Sole FLWS,68243Q106,1-800-FLOWERS.COM CL A COM USD.01,1619,8.51,13777.69,Common,Sole,,Sole FMBI,320867104,FIRST MIDWEST BANCORP INC COM NPV,203,27.77,5637.31,Common,Sole,,Sole FMC,302491303,FMC CORP COM USD.1,178,55.49,9877.22,Common,Sole,,Sole FMCN,34415V109,FOCUS MEDIA HOLDING LTD -ADR SPON ADR,907,35.15,31881.05,Common,Sole,,Sole FMT,357288109,FREMONT GENERAL CORP COM USD1,13038,0.48,6258.24,Common,Sole,,Sole FNDT,M47095100,FUNDTECH LTD ORD,396,12.15,4811.4,Common,Sole,,Sole FNM,313586109,FANNIE MAE COM NPV,689,26.32,18134.48,Common,Sole,,Sole FNSR,31787A101,FINISAR CORP COM NPV,113808,1.28,145674.24,Common,Sole,,Sole FORR,346563109,FORRESTER RESEARCH INC COM USD.01,369,26.58,9808.02,Common,Sole,,Sole FOSL,349882100,FOSSIL INC COM USD.01,1158,30.54,35365.32,Common,Sole,,Sole FPIC,302563101,FPIC INSURANCE GROUP INC COM USD1,84,47.14,3959.76,Common,Sole,,Sole FPL,302571104,FPL GROUP INC COM NPV,1425,62.74,89404.5,Common,Sole,,Sole FPO,33610F109,FIRST POTOMAC REALTY TRUST SHS BEN INT USD.001,525,15.37,8069.25,Common,Sole,,Sole FR,32054K103,FIRST INDL REALTY TRUST INC COM USD.01,830,30.89,25638.7,Common,Sole,,Sole FRA,09255X100,BLACKROCK FLTG RATE INCM STR COM USD.1,2,14.36,28.72,Common,Sole,,Sole FRE,313400301,FEDERAL HOME LOAN MORTG CORP COM USD2.5 VTG,3180,25.32,80517.6,Common,Sole,,Sole FRED,356108100,FREDS INC COM USD1,6022,10.25,61725.5,Common,Sole,,Sole FREE,Y26496102,FREESEAS INC COM USD,3583,5.95,21318.85,Common,Sole,,Sole FRGB,33615C101,FIRST REGIONAL BANCORP COM NPV,95,16.4,1558,Common,Sole,,Sole FRM,361086101,FURMANITE CORP COM NPV,33,8.5,280.5,Common,Sole,,Sole FRNT,359059102,FRONTIER AIRLINES HOLDINGS COM NPV,10212,2.53,25836.36,Common,Sole,,Sole FRPT,345203202,FORCE PROTECTION INC COM,26187,2.01,52635.87,Common,Sole,,Sole FRT,313747206,FEDERAL REALTY INVESTMENT TR SHS BEN INT NPV,110,77.95,8574.5,Common,Sole,,Sole FRX,345838106,FOREST LABORATORIES -CL A CL A COM USD.1,3204,40.01,128192.04,Common,Sole,,Sole FSIN,36113E107,FUSHI COPPERWELD INC COM USD.006,2597,15.04,39058.88,Common,Sole,,Sole FSR,G3529T105,FLAGSTONE REINSURANCE HLDGS COM USD.01,22,12.1,266.2,Common,Sole,,Sole FSS,313855108,FEDERAL SIGNAL CORP COM USD1,964,13.96,13457.44,Common,Sole,,Sole FST,346091705,FOREST OIL CORP COM USD1,3051,48.96,149376.96,Common,Sole,,Sole FTGX,315653402,FIBERNET TELECOM GROUP INC COM USD.001,22,7.18,157.96,Common,Sole,,Sole FTI,30249U101,FMC TECHNOLOGIES INC COM USD.01,2016,56.89,114690.24,Common,Sole,,Sole FTK,343389102,FLOTEK INDUSTRIES INC COM,1971,14.59,28756.89,Common,Sole,,Sole FTO,35914P105,FRONTIER OIL CORP COM NPV,13,27.26,354.380000000006,Common,Sole,,Sole FTWR,31567R100,FIBERTOWER CORP COM,6188,1.76,10890.88,Common,Sole,,Sole FUL,359694106,FULLER (H. 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CO COM USD1,2418,20.41,49351.38,Common,Sole,,Sole FULT,360271100,FULTON FINANCIAL CORP COM USD2.5,1261,12.29,15497.69,Common,Sole,,Sole FUND,78080N108,ROYCE FOCUS TRUST INC COM NPV,44,8.09,355.96,Common,Sole,,Sole FUQI,36102A207,FUQI INTERNATIONAL INC COM USD.001,569,7.13,4056.97,Common,Sole,,Sole FVE,33832D106,FIVE STAR QUALITY CARE INC COM USD.01,5488,6.35,34848.8,Common,Sole,,Sole FWRD,349853101,FORWARD AIR CORP COM USD.01,7,35.44,248.08,Common,Sole,,Sole FXA,23129U101,CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL,123,91.88,11301.24,Common,Sole,,Sole FXB,23129S106,CURRENCYSHARES BRITISH POUND SHS,66,199.27,13151.82,Common,Sole,,Sole FXC,23129X105,CURRENCYSHARES CANADIAN DLR SHS,76,97.68,7423.68,Common,Sole,,Sole FXM,23130H107,CURRENCYSHARES MEXICAN PESO SHS,11,94.41,1038.51,Common,Sole,,Sole FXS,23129R108,CURRENCYSHARES SWEDISH KRONA SHS,12,168.8,2025.6,Common,Sole,,Sole GA,374511103,GIANT INTERACTIVE GROUP -ADR ADR,7245,12.65,91649.25,Common,Sole,,Sole GAIN,376546107,GLADSTONE INVESTMENT CORP/DE COM USD.001,257,9.41,2418.37,Common,Sole,,Sole GASS,Y81669106,STEALTHGAS INC COM USD.01,579,15.55,9003.45,Common,Sole,,Sole GB,39153L106,GREATBATCH INC COM USD.001,1081,18.41,19901.21,Common,Sole,,Sole GBCI,37637Q105,GLACIER BANCORP INC COM USD.01,204,19.17,3910.68,Common,Sole,,Sole GBE,400095204,GRUBB & ELLIS CO COM USD1,209,6.87,1435.83,Common,Sole,,Sole GBTS,368140109,GATEWAY FINANCIAL HLDGS INC COM NPV,55,10.6,583,Common,Sole,,Sole GCA,378967103,GLOBAL CASH ACCESS HOLDINGS COM USD.001,168,5.86,984.48,Common,Sole,,Sole GCO,371532102,GENESCO INC COM USD1,925,23.11,21376.75,Common,Sole,,Sole GCOM,37956X103,GLOBECOMM SYSTEMS INC COM USD.001,2303,8.7,20036.1,Common,Sole,,Sole GD,369550108,GENERAL DYNAMICS CORP COM USD1,1529,83.37,127472.73,Common,Sole,,Sole GDI,365558105,GARDNER DENVER INC COM USD.01,118,37.1,4377.8,Common,Sole,,Sole GE,369604103,GENERAL ELECTRIC CO COM USD.63,9267,37.01,342971.67,Common,Sole,,Sole GENR,36867G209,GENAERA CORP COM USD.02,143,1.69,241.67,Common,Sole,,Sole GENZ,372917104,GENZYME CORP COM USD.01,630,74.54,46960.2,Common,Sole,,Sole GEOY,37250W108,GEOEYE INC COM,1337,25.99,34748.63,Common,Sole,,Sole GERN,374163103,GERON CORP COM USD.001,1225,4.88,5978,Common,Sole,,Sole GET,367905106,GAYLORD ENTERTAINMENT CO COM USD.01,4559,30.29,138092.11,Common,Sole,,Sole GETI,37245X203,GENTEK INC COM NEW,421,30.08,12663.68,Common,Sole,,Sole GFF,398433102,GRIFFON CORP COM USD.25,748,8.6,6432.8,Common,Sole,,Sole GFLS,39167M108,GREATER COMMUNITY BANCORP COM USD1,11,17.81,195.91,Common,Sole,,Sole GFSI,38144H208,GOLDLEAF FINANCIAL SOLUTIONS COM NPV,432,2.04,881.28,Common,Sole,,Sole GG,380956409,GOLDCORP INC COM NPV,447,38.75,17321.25,Common,Sole,,Sole GGP,370021107,GENERAL GROWTH PPTYS INC COM USD.1,2557,38.17,97600.69,Common,Sole,,Sole GGR,37249T109,GEOGLOBAL RESOURCES INC COM USD.001,759,2.79,2117.61,Common,Sole,,Sole GHDX,37244C101,GENOMIC HEALTH INC COM USD.0001,1627,18.89,30734.03,Common,Sole,,Sole GHM,384556106,GRAHAM CORP COM USD.1,363,35.59,12919.17,Common,Sole,,Sole GHS,367348109,GATEHOUSE MEDIA INC COM USD.01,175,5.84,1022,Common,Sole,,Sole GIGM,Y2711Y104,GIGAMEDIA LTD ORD NT10,6717,15.59,104718.03,Common,Sole,,Sole GIII,36237H101,G-III APPAREL GROUP LTD COM USD.01,223,13.42,2992.66,Common,Sole,,Sole GIL,375916103,GILDAN ACTIVEWEAR INC CL A SUBVTG NPV,219,37.36,8181.84,Common,Sole,,Sole GILD,375558103,GILEAD SCIENCES INC COM USD.001,4852,51.53,250023.56,Common,Sole,,Sole GILT,M51474118,GILAT SATELLITE NETWORKS LTD ORD NIS.01,489,10.83,5295.87,Common,Sole,,Sole GKSR,361268105,G&K SERVICES INC -CL A CL A COM USD.5,547,35.61,19478.67,Common,Sole,,Sole GLAD,376535100,GLADSTONE CAPITAL CORP COM USD.001,8,18.71,149.68,Common,Sole,,Sole GLBC,G3921A175,GLOBAL CROSSING LTD SHS NEW,2425,15.16,36763,Common,Sole,,Sole GLBL,379336100,GLOBAL INDUSTRIES LTD COM USD.01,2043,16.09,32871.87,Common,Sole,,Sole GLF,402629109,GULFMARK OFFSHORE INC COM USD1,78,54.72,4268.16,Common,Sole,,Sole GLG,37929X107,GLG PARTNERS INC COM USD.0001,1930,11.87,22909.1,Common,Sole,,Sole GLT,377316104,GLATFELTER COM USD.01,3324,15.11,50225.64,Common,Sole,,Sole GLW,219350105,CORNING INC COM USD5,4414,24.04,106112.56,Common,Sole,,Sole GMCR,393122106,GREEN MTN COFFEE ROASTERS COM USD.1,1085,31.65,34340.25,Common,Sole,,Sole GME,36467W109,GAMESTOP CORP CL A COM USD.001,202,51.71,10445.42,Common,Sole,,Sole GMET,37250U201,GEOMET INC COM USD.01,404,6.66,2690.64,Common,Sole,,Sole GMTC,36466D102,GAMETECH INTERNATIONAL INC COM USD.001,66,5.91,390.06,Common,Sole,,Sole GNA,37373P105,GERDAU AMERISTEEL CORP COM NPV SVTG,3432,14.11,48425.52,Common,Sole,,Sole GNK,Y2685T107,GENCO SHIPPING & TRADING LTD COM USD.01,449,56.43,25337.07,Common,Sole,,Sole GNTA,37245M504,GENTA INC COM USD.001,2226,0.39,868.14,Common,Sole,,Sole GNVC,37246C109,GENVEC INC COM USD.001,6009,1.76,10575.84,Common,Sole,,Sole GOOG,38259P508,GOOGLE INC CL A COM USD.001,148,440.47,65189.56,Common,Sole,,Sole GPC,372460105,GENUINE PARTS CO COM USD1,5428,40.22,218314.16,Common,Sole,,Sole GPI,398905109,GROUP 1 AUTOMOTIVE INC COM USD.01,2,23.48,46.96,Common,Sole,,Sole GPIC,36467A107,GAMING PARTNERS INTL CORP COM USD.01,99,6.89,682.11,Common,Sole,,Sole GPOR,402635304,GULFPORT ENERGY CORP COM USD.01,327,10.6,3466.2,Common,Sole,,Sole GPRE,393222104,GREEN PLAINS RENEWABLE ENRGY COM USD,44,7.36,323.84,Common,Sole,,Sole GPS,364760108,GAP INC COM USD.05,20881,19.68,410938.08,Common,Sole,,Sole GPX,36225V104,GP STRATEGIES CORP COM USD.01,198,9.5,1881,Common,Sole,,Sole GR,382388106,GOODRICH CORP COM USD5,1995,57.51,114732.45,Common,Sole,,Sole GRB,373730100,GERBER SCIENTIFIC INC COM USD1,294,8.89,2613.66,Common,Sole,,Sole GRC,383082104,GORMAN-RUPP CO COM NPV,33,32.89,1085.37,Common,Sole,,Sole GRMN,G37260109,GARMIN LTD COM USD.01,748,54.01,40399.48,Common,Sole,,Sole GRNB,394361208,GREEN BANKSHARES INC COM,198,17.69,3502.62,Common,Sole,,Sole GRS,36467T106,GAMMON GOLD INC COM NPV,242,7.51,1817.42,Common,Sole,,Sole GRT,379302102,GLIMCHER 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GTN,389375106,GRAY TELEVISION INC CL B COM NPV,3178,5.69,18082.82,Common,Sole,,Sole GTS,896749108,TRIPLE-S MANAGEMENT CORP CL B COM USD1.,1825,17.65,32211.25,Common,Sole,,Sole GVA,387328107,GRANITE CONSTRUCTION INC COM USD.01,605,32.71,19789.55,Common,Sole,,Sole GVP,36227K106,GSE SYSTEMS INC COM USD.01,55,8.14,447.7,Common,Sole,,Sole GXDX,37243V100,GENOPTIX INC COM USD.001,294,25.01,7352.94,Common,Sole,,Sole GYMB,403777105,GYMBOREE CORP COM USD.001,823,39.88,32821.24,Common,Sole,,Sole HA,419879101,HAWAIIAN HOLDINGS INC COM USD.01,1829,6,10974,Common,Sole,,Sole HANS,411310105,HANSEN NATURAL CORP COM USD.005,7302,35.3,257760.6,Common,Sole,,Sole HAR,413086109,HARMAN INTERNATIONAL INDS COM USD.01,286,43.54,12452.44,Common,Sole,,Sole HAS,418056107,HASBRO INC COM USD.5,3951,27.9,110232.9,Common,Sole,,Sole HAYZ,420781304,HAYES LEMMERZ INTL INC COM NEW,209,2.79,583.11,Common,Sole,,Sole HB,431573104,HILLENBRAND INDUSTRIES COM NPV,1467,47.8,70122.6,Common,Sole,,Sole HBAN,446150104,HUNTINGTON BANCSHARES COM NPV,16547,10.75,177880.25,Common,Sole,,Sole HBC,404280406,HSBC HLDGS PLC SPON ADR,691,82.3,56869.3,Common,Sole,,Sole HBI,410345102,HANESBRANDS INC COM USD.01,2983,29.2,87103.6,Common,Sole,,Sole HBIO,416906105,HARVARD BIOSCIENCE INC COM USD.01,624,5,3120,Common,Sole,,Sole HCBK,443683107,HUDSON CITY BANCORP INC COM USD.01,10309,17.68,182263.12,Common,Sole,,Sole HCC,404132102,HCC INSURANCE HOLDINGS INC COM NPV,395,22.69,8962.55,Common,Sole,,Sole HCF,43005Q107,HIGHLAND CREDIT STATEGIES FD CLOSED END A,5,13.02,65.1,Common,Sole,,Sole HCN,42217K106,HEALTH CARE REIT INC COM USD1,148,45.13,6679.24,Common,Sole,,Sole HCSG,421906108,HEALTHCARE SERVICES GROUP COM USD1,345,20.64,7120.8,Common,Sole,,Sole HDIX,437080104,HOME DIAGNOSTICS INC COM USD.01,110,6.96,765.6,Common,Sole,,Sole HDNG,412324303,HARDINGE INC COM USD.01,13,13.76,178.88,Common,Sole,,Sole HEB,42366C103,HEMISPHERX BIOPHARMA INC COM NPV,1030,0.71,731.3,Common,Sole,,Sole HES,42809H107,HESS CORP COM USD1,3212,88.18,283234.16,Common,Sole,,Sole HGG,42833L108,HHGREGG INC COM USD.0001,1140,11.25,12825,Common,Sole,,Sole HGR,41043F208,HANGER ORTHOPEDIC GRP COM NPV,3212,10.78,34625.36,Common,Sole,,Sole HGSI,444903108,HUMAN GENOME SCIENCES INC COM USD.01,5694,5.89,33537.66,Common,Sole,,Sole HH,439104100,HOOPER HOLMES INC COM USD.04,5723,0.65,3719.95,Common,Sole,,Sole HHS,416196103,HARTE HANKS INC COM NPV,1744,13.67,23840.48,Common,Sole,,Sole HIFN,428358105,HI/FN INC COM USD.001,177,5.1,902.7,Common,Sole,,Sole HIG,416515104,HARTFORD FINANCIAL SERVICES COM NPV,2,75.77,151.540000000001,Common,Sole,,Sole HIMX,43289P106,HIMAX TECHNOLOGIES INC ADR USD.001,7362,4.85,35705.7,Common,Sole,,Sole HIRE,433538105,HIRERIGHT INC COM USD.01,50,10.05,502.5,Common,Sole,,Sole HK,716495106,PETROHAWK ENERGY CORP COM USD.001,453,20.17,9137.01,Common,Sole,,Sole HL,422704106,HECLA MINING CO COM USD.25,387,11.16,4318.92,Common,Sole,,Sole HLEX,422211102,HEALTHEXTRAS INC COM USD.01,2027,24.84,50350.68,Common,Sole,,Sole HLIT,413160102,HARMONIC INC COM USD.001,45604,7.6,346590.4,Common,Sole,,Sole HLS,421924309,HEALTHSOUTH CORP COM USD.01,5790,17.79,103004.1,Common,Sole,,Sole HLX,42330P107,HELIX ENERGY SOLUTIONS GROUP COM NPV,1712,31.5,53928,Common,Sole,,Sole HMIN,43713W107,HOME INNS & HOTELS MNGT -ADR ADR,176,19.69,3465.44,Common,Sole,,Sole HMN,440327104,HORACE MANN EDUCATORS CORP COM USD.001,235,17.48,4107.8,Common,Sole,,Sole HMSY,40425J101,HMS HOLDINGS CORP COM USD.01,656,28.55,18728.8,Common,Sole,,Sole HMY,413216300,HARMONY GOLD MINING CO LTD SPON ADR,3291,11.84,38965.44,Common,Sole,,Sole HNBC,412850109,HARLEYSVILLE NATL CORP/PA COM NPV,279,14.42,4023.18,Common,Sole,,Sole HOFT,439038100,HOOKER FURNITURE CORP COM NPV,1100,22.34,24574,Common,Sole,,Sole HON,438516106,HONEYWELL INTERNATIONAL INC COM USD1,651,56.42,36729.42,Common,Sole,,Sole HOT,85590A401,STARWOOD HOTELS&RESORTS WRLD SHS BEN INT USD1,1003,51.75,51905.25,Common,Sole,,Sole HPC,427056106,HERCULES INC COM NPV,3806,18.29,69611.74,Common,Sole,,Sole HPQ,428236103,HEWLETT-PACKARD CO COM USD1,6111,45.66,279028.26,Common,Sole,,Sole HPT,44106M102,HOSPITALITY PROPERTIES TRUST COM USD.01,3694,34.02,125669.88,Common,Sole,,Sole HRL,440452100,HORMEL FOODS CORP COM USD.2344,1252,41.66,52158.32,Common,Sole,,Sole HRP,40426W101,HRPT PROPERTIES TRUST COM USD.01,1067,6.73,7180.91,Common,Sole,,Sole HRS,413875105,HARRIS CORP COM USD1,1564,48.53,75900.92,Common,Sole,,Sole HRT,042698308,ARRHYTHMIA RESEARCH TECH COM USD.01,110,6.04,664.4,Common,Sole,,Sole HRZ,44044K101,HORIZON LINES INC COM USD.01,4367,18.61,81269.87,Common,Sole,,Sole HSII,422819102,HEIDRICK & STRUGGLES INTL COM USD.01,2317,32.53,75372.01,Common,Sole,,Sole HSP,441060100,HOSPIRA INC COM USD.01,7000,42.77,299390,Common,Sole,,Sole HSR,42839Y104,HI-SHEAR TECHNOLOGY CORP COM USD.1,33,11.5,379.5,Common,Sole,,Sole HST,44107P104,HOST HOTELS & RESORTS INC COM USD1,1101,15.92,17527.92,Common,Sole,,Sole HSWI,40431N104,HSW INTERNATIONAL INC COM USD.001,231,5.04,1164.24,Common,Sole,,Sole HTCH,448407106,HUTCHINSON TECHNOLOGY INC COM USD.02,1860,15.91,29592.6,Common,Sole,,Sole HTGC,427096508,HERCULES TECH GROWTH CAP INC COM,180,10.86,1954.8,Common,Sole,,Sole HTRN,42222L107,HEALTHTRONICS INC COM USD.05,726,3.24,2352.24,Common,Sole,,Sole HTV,422317107,HEARST-ARGYLE TELEVISION COM USD.01,1689,20.63,34844.07,Common,Sole,,Sole HTZ,42805T105,HERTZ GLOBAL HOLDINGS INC COM USD.01,172,12.06,2074.32,Common,Sole,,Sole HUBG,443320106,HUB GROUP INC -CL A CL A COM USD.01,3034,32.89,99788.26,Common,Sole,,Sole HUGH,444398101,HUGHES COMMUNICATIONS INC COM,121,50.68,6132.28,Common,Sole,,Sole HUM,444859102,HUMANA INC COM NPV,8065,44.86,361795.9,Common,Sole,,Sole HVT,419596101,HAVERTY FURNITURE COM USD1,22,10.64,234.08,Common,Sole,,Sole HWCC,44244K109,HOUSTON WIRE & CABLE CO COM USD.001,1776,16.02,28451.52,Common,Sole,,Sole HXL,428291108,HEXCEL CORP COM NPV,2616,19.11,49991.76,Common,Sole,,Sole IACI,44919P300,IAC/INTERACTIVECORP COM USD1,5731,20.76,118975.56,Common,Sole,,Sole IAI,464288794,ISHARES DJ US BROKER-DEAL FD DJ BROKER DEAL,671,37.31,25035.01,Common,Sole,,Sole IAR,451663108,IDEARC INC COM USD.01,25,3.64,91,Common,Sole,,Sole IBAS,450732201,IBASIS INC COM USD.001,1158,4.1,4747.8,Common,Sole,,Sole IBCA,460927106,INTERVEST BANCSHARES CORP CL A COM USD1,33,9.59,316.47,Common,Sole,,Sole IBCP,453838104,INDEPENDENT BANK CORP/MI COM NPV,523,10.38,5428.74,Common,Sole,,Sole IBKC,450828108,IBERIABANK CORP COM USD1,534,44.25,23629.5,Common,Sole,,Sole IBKR,45841N107,INTERACTIVE BROKERS GROUP CL A COM USD.01,6063,25.67,155637.21,Common,Sole,,Sole IBOC,459044103,INTL BANCSHARES CORP COM USD1,77,22.58,1738.66,Common,Sole,,Sole ICAD,44934S107,ICAD INC COM USD.01,476,2.46,1170.96,Common,Sole,,Sole ICE,45865V100,INTERCONTINENTALEXCHANGE INC COM USD.01,2613,130.5,340996.5,Common,Sole,,Sole ICF,464287564,ISHARES COHEN STEERS RLTY FD REALTY MAJORS INDEX,487,80.39,39149.93,Common,Sole,,Sole ICFI,44925C103,ICF INTERNATIONAL INC COM USD.001,665,20.05,13333.25,Common,Sole,,Sole ICGE,46059C205,INTERNET CAPITAL GROUP INC COM USD.001,739,10.47,7737.33,Common,Sole,,Sole ICO,45928H106,INTERNATIONAL COAL GROUP INC COM USD.0001,2413,6.35,15322.55,Common,Sole,,Sole ICOC,449293109,ICO INC COM NPV,2519,6.94,17481.86,Common,Sole,,Sole ICON,451055107,ICONIX BRAND GROUP INC COM USD.001,4759,17.35,82568.65,Common,Sole,,Sole IDC,45840J107,INTERACTIVE DATA CORP COM NPV,267,28.47,7601.49,Common,Sole,,Sole IDEV,454072109,INDEVUS PHARMACEUTICALS INC COM USD.001,3004,4.77,14329.08,Common,Sole,,Sole IDGR,456061100,INDUSTRIAL DISTR GROUP INC COM USD.01,252,10.04,2530.08,Common,Sole,,Sole IDIX,45166R204,IDENIX PHARMACEUTICALS INC COM USD.001,1865,5.02,9362.3,Common,Sole,,Sole IDRA,45168K306,IDERA PHARMACEUTICALS INC COM USD.001,1168,10.01,11691.68,Common,Sole,,Sole IDSY,449489103,I D SYSTEMS INC COM USD.01,241,7.51,1809.91,Common,Sole,,Sole IDXX,45168D104,IDEXX LABS INC COM USD.1,847,49.26,41723.22,Common,Sole,,Sole IFLO,449520303,I-FLOW CORP COM NPV,243,14.03,3409.29,Common,Sole,,Sole IFON,456784107,INFOSONICS CORP COM USD.001,220,1.01,222.2,Common,Sole,,Sole IFSIA,458665106,INTERFACE INC -CL A CL A COM USD.01,2797,14.05,39297.85,Common,Sole,,Sole IFX,45662N103,INFINEON TECHNOLOGIES AG SPONSORED ADR,9049,7.02,63523.98,Common,Sole,,Sole IGT,459902102,INTL GAME TECHNOLOGY COM USD.01,656,40.21,26377.76,Common,Sole,,Sole IHC,453440307,INDEPENDENCE HOLDING CO COM USD1,66,11.92,786.72,Common,Sole,,Sole IHG,45857P301,INTERCONTINENTAL HOTELS GRP SPON ADR,745,15.1,11249.5,Common,Sole,,Sole IHP,449623107,IHOP CORP COM USD.01,743,47.9,35589.7,Common,Sole,,Sole IHS,451734107,IHS INC CL A COM USD.01,1076,64.31,69197.56,Common,Sole,,Sole IIG,45247Q100,IMERGENT INC COM USD.001,98,11.39,1116.22,Common,Sole,,Sole IIIN,45774W108,INSTEEL INDUSTRIES COM USD2,411,11.63,4779.93,Common,Sole,,Sole IJR,464287804,ISHARES S&P SMALLCAP 600 IDX S&P SMLCAP 600,143,59.93,8569.99,Common,Sole,,Sole IKAN,45173E105,IKANOS COMMUNICATIONS INC COM USD.001,11314,4.57,51704.98,Common,Sole,,Sole IKN,451713101,IKON OFFICE SOLUTIONS COM NPV,777,7.6,5905.2,Common,Sole,,Sole ILE,46488N103,ISOLAGEN INC COM USD.001,5148,0.52,2676.96,Common,Sole,,Sole IMA,46126P106,INVERNESS MEDICAL INNOVATNS COM USD.001,720,30.1,21672,Common,Sole,,Sole IMAX,45245E109,IMAX CORP COM NPV,976,6.97,6802.72,Common,Sole,,Sole IMB,456607100,INDYMAC BANCORP INC COM USD.01,6,4.96,29.76,Common,Sole,,Sole IMCL,45245W109,IMCLONE SYSTEMS INC COM USD.001,3362,42.42,142616.04,Common,Sole,,Sole IMKTA,457030104,INGLES MARKETS INC -CL A CL A COM USD.05,32,24.59,786.88,Common,Sole,,Sole IMM,452519101,IMMTECH PHARMACEUTICALS INC COM USD.01,2206,0.82,1808.92,Common,Sole,,Sole IMMU,452907108,IMMUNOMEDICS INC COM NPV,4872,2.81,13690.32,Common,Sole,,Sole IMN,45245A107,IMATION CORP COM USD.01,762,22.74,17327.88,Common,Sole,,Sole IMNY,44973Q103,I-MANY INC COM USD.0001,693,2.4,1663.2,Common,Sole,,Sole IN,458786100,INTERMEC INC COM USD.01,4885,22.19,108398.15,Common,Sole,,Sole INAP,45885A300,INTERNAP NETWORK SVCS CORP COM USD.001,3991,4.96,19795.36,Common,Sole,,Sole INET,460608102,INTERNET BRANDS INC CL A COM USD.001,189,7.37,1392.93,Common,Sole,,Sole INFA,45666Q102,INFORMATICA CORP COM USD.001,5058,17.06,86289.48,Common,Sole,,Sole INFI,45665G303,INFINITY PHARMACEUTICALS INC COM USD,114,6.09,694.26,Common,Sole,,Sole INFN,45667G103,INFINERA CORP COM USD.001,2520,12,30240,Common,Sole,,Sole INFS,45665B106,INFOCUS CORP COM NPV,1045,1.87,1954.15,Common,Sole,,Sole ININ,45839M103,INTERACTIVE INTELLIGENCE INC COM USD.01,4186,11.77,49269.22,Common,Sole,,Sole INOD,457642205,INNODATA ISOGEN INC COM USD.01,193,4.27,824.11,Common,Sole,,Sole INSM,457669208,INSMED INC COM USD.01,1932,0.68,1313.76,Common,Sole,,Sole INTC,458140100,INTEL CORP COM NPV,1651,21.18,34968.18,Common,Sole,,Sole INTX,460981301,INTERSECTIONS INC COM,22,8.62,189.64,Common,Sole,,Sole IO,462044108,ION GEOPHYSICAL CORP COM USD.01,703,13.8,9701.4,Common,Sole,,Sole IOSP,45768S105,INNOSPEC INC COM USD.01,77,21.2,1632.4,Common,Sole,,Sole IP,460146103,INTL PAPER CO COM USD1,2687,27.2,73086.4,Common,Sole,,Sole IPHS,45774N108,INNOPHOS HOLDINGS INC COM USD.001,1555,16.09,25019.95,Common,Sole,,Sole IRBT,462726100,IROBOT CORP COM USD.001,206,17.11,3524.66,Common,Sole,,Sole IRF,460254105,INTL RECTIFIER CORP COM USD1,810,21.5,17415,Common,Sole,,Sole IRIX,462684101,IRIDEX CORP COM USD.01,175,1.59,278.25,Common,Sole,,Sole IRM,462846106,IRON MOUNTAIN INC COM USD.01,8494,26.44,224581.36,Common,Sole,,Sole ISBC,46146P102,INVESTORS BANCORP INC COM USD.01,117,15.35,1795.95,Common,Sole,,Sole ISIL,46069S109,INTERSIL CORP -CL A CL A COM USD.01,12961,25.67,332708.87,Common,Sole,,Sole ISTA,45031X204,ISTA PHARMACEUTICALS INC COM NPV,1251,1.93,2414.43,Common,Sole,,Sole IT,366651107,GARTNER INC COM,3645,19.34,70494.3,Common,Sole,,Sole ITC,465685105,ITC HOLDINGS CORP COM,882,52.06,45916.92,Common,Sole,,Sole ITG,46145F105,INVESTMENT 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USD.10,158,10.95,1730.1,Common,Sole,,Sole KSS,500255104,KOHLS CORP COM USD.01,350,42.89,15011.5,Common,Sole,,Sole KTEC,493143101,KEY TECHNOLOGY INC COM NPV,675,29.79,20108.25,Common,Sole,,Sole KUB,501173207,KUBOTA CORP ADR,505,31.15,15730.75,Common,Sole,,Sole KWK,74837R104,QUICKSILVER RESOURCES INC COM USD.01,1999,36.53,73023.47,Common,Sole,,Sole KWR,747316107,QUAKER CHEMICAL CORP COM USD1,983,31.29,30758.07,Common,Sole,,Sole LAB,505447102,LABRANCHE & CO INC COM USD.01,522,4.35,2270.7,Common,Sole,,Sole LAYN,521050104,LAYNE CHRISTENSEN CO COM USD.01,515,35.02,18035.3,Common,Sole,,Sole LB,502470107,LA BARGE INC COM USD.25,102,12.06,1230.12,Common,Sole,,Sole LBY,529898108,LIBBEY INC COM USD.01,2705,16.84,45552.2,Common,Sole,,Sole LCCI,501810105,LCC INTERNATIONAL INC -CL A COM USD.01,42,1.57,65.94,Common,Sole,,Sole LCM,00765E104,ADVENT/CLAYMORE ENCD GRWTH COM,2,14.07,28.14,Common,Sole,,Sole LCRD,51807U101,LASERCARD CORP COM USD.06,252,8.47,2134.44,Common,Sole,,Sole LDG,543162101,LONGS DRUG 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USD.001,1024,10.63,10885.12,Common,Sole,,Sole MAN,56418H100,MANPOWER INC/WI COM NPV,1467,56.26,82533.42,Common,Sole,,Sole MANH,562750109,MANHATTAN ASSOCIATES INC COM USD.01,341,22.93,7819.13,Common,Sole,,Sole MAPP,56509R108,MAP PHARMACEUTICALS INC COM USD.01,75,13.97,1047.75,Common,Sole,,Sole MASI,574795100,MASIMO CORP COM USD.001,1261,26,32786,Common,Sole,,Sole MAT,577081102,MATTEL INC COM USD1,20254,19.9,403054.6,Common,Sole,,Sole MATK,572901106,MARTEK BIOSCIENCES CORP COM USD.1,6036,30.57,184520.52,Common,Sole,,Sole MBT,607409109,MOBILE TELESYSTEMS OJSC SPONSORED ADR,1144,75.85,86772.4,Common,Sole,,Sole MCBI,591650106,METROCORP BANCSHARES INC COM USD1,30,12.79,383.7,Common,Sole,,Sole MCEL,60038B105,MILLENNIUM CELL INC COM USD.001,7169,0.125,896.125,Common,Sole,,Sole MCGC,58047P107,MCG CAPITAL CORP COM USD.01,1498,9.09,13616.82,Common,Sole,,Sole MCK,58155Q103,MCKESSON CORP COM USD2,2529,52.37,132443.73,Common,Sole,,Sole MCS,566330106,MARCUS CORP COM USD1,1318,19.2,25305.6,Common,Sole,,Sole MCY,589400100,MERCURY GENERAL CORP COM NPV,55,44.31,2437.05,Common,Sole,,Sole MDC,552676108,MDC HOLDINGS INC COM USD.01,430,43.79,18829.7,Common,Sole,,Sole MDCI,58449L100,MEDICAL ACTION INDUSTRIES COM USD.001,786,16.43,12913.98,Common,Sole,,Sole MDCO,584688105,MEDICINES CO COM USD.001,879,20.2,17755.8,Common,Sole,,Sole MDRX,01988P108,ALLSCRIPTS HEALTHCARE SOLTNS COM USD.01,537,10.32,5541.84,Common,Sole,,Sole MDU,552690109,MDU RESOURCES GROUP INC COM USD5,5209,24.55,127880.95,Common,Sole,,Sole ME,56845T305,MARINER ENERGY INC COM USD1,4341,27.01,117250.41,Common,Sole,,Sole MEA,591176102,METALICO INC COM,1554,9.81,15244.74,Common,Sole,,Sole MECA,559211107,MAGNA ENTERTAINMENT CORP CL A COM USD.01,1353,0.34,460.02,Common,Sole,,Sole MED,58470H101,MEDIFAST INC COM USD.001,319,4.23,1349.37,Common,Sole,,Sole MEI,591520200,METHODE ELECTRONICS INC COM USD.5,1807,11.69,21123.83,Common,Sole,,Sole MENT,587200106,MENTOR GRAPHICS CORP COM NPV,4183,8.83,36935.89,Common,Sole,,Sole MER,590188108,MERRILL LYNCH & CO INC COM USD1.333,1091,40.74,44447.34,Common,Sole,,Sole MERC,588056101,MERCER INTL INC SHS BEN INT USD1,1751,6.97,12204.47,Common,Sole,,Sole MFA,55272X102,MFA MORTGAGE INVESTMENTS INC COM USD.01,5489,6.3,34580.7,Common,Sole,,Sole MFC,56501R106,MANULIFE FINANCIAL CORP COM NPV,2333,37.98,88607.34,Common,Sole,,Sole MFLX,62541B101,MULTI-FINELINE ELECTRON INC COM USD.0001,881,18.77,16536.37,Common,Sole,,Sole MFW,552541104,M & F WORLDWIDE CORP COM NPV,997,37.39,37277.83,Common,Sole,,Sole MGA,559222401,MAGNA INTERNATIONAL -CL A CL A COM NPV,4495,72.15,324314.25,Common,Sole,,Sole MGRM,60975U108,MONOGRAM BIOSCIENCES INC COM USD.001,6472,1.06,6860.32,Common,Sole,,Sole MHGC,61748W108,MORGANS HOTEL GROUP CO COM USD,1380,14.82,20451.6,Common,Sole,,Sole MHK,608190104,MOHAWK INDUSTRIES INC COM USD.01,802,71.61,57431.22,Common,Sole,,Sole MHO,55305B101,M/I HOMES INC COM USD.01,1176,16.98,19968.48,Common,Sole,,Sole MI,571837103,MARSHALL & ILSLEY CORP COM USD1,753,23.2,17469.6,Common,Sole,,Sole MIC,55608B105,MACQUARIE INFRASTRUCT CO LLC SHS BEN INT,1703,29.13,49608.39,Common,Sole,,Sole MICC,L6388F110,MILLICOM INTL CELLULAR SA COM USD2,1315,94.55,124333.25,Common,Sole,,Sole MIG,58319P108,MEADOWBROOK INS GROUP INC COM USD.01,2663,7.81,20798.03,Common,Sole,,Sole MIL,601073109,MILLIPORE CORP COM USD1,1877,67.41,126528.57,Common,Sole,,Sole MITSY,606827202,MITSUI & CO LTD ADR,35,413.14,14459.9,Common,Sole,,Sole MKC,579780206,MCCORMICK & COMPANY INC COM NPV NVTG,524,36.97,19372.28,Common,Sole,,Sole MKSI,55306N104,MKS INSTRUMENTS INC COM NPV,325,21.4,6955,Common,Sole,,Sole MKTY,583538103,MECHANICAL TECHNOLOGY INC COM USD1,374,0.54,201.96,Common,Sole,,Sole MLAN,597486109,MIDLAND CO COM NPV,190,64.93,12336.7,Common,Sole,,Sole MLM,573284106,MARTIN MARIETTA MATERIALS COM USD.01,1083,106.17,114982.11,Common,Sole,,Sole MLR,600551204,MILLER INDUSTRIES INC/TN COM USD.01,574,9.63,5527.62,Common,Sole,,Sole MMC,571748102,MARSH & MCLENNAN COS COM USD1,11854,24.35,288644.9,Common,Sole,,Sole MMPI,590473104,MERUELO MADDUX PROPERTIES COM USD.01,845,2.54,2146.3,Common,Sole,,Sole MMR,582411104,MCMORAN EXPLORATION CO COM USD.01,4384,17.29,75799.36,Common,Sole,,Sole MMS,577933104,MAXIMUS INC COM NPV,1196,36.71,43905.16,Common,Sole,,Sole MMSI,589889104,MERIT MEDICAL SYSTEMS INC COM NPV,1574,15.83,24916.42,Common,Sole,,Sole MNKD,56400P201,MANNKIND CORP COM USD.01,464,5.97,2770.08,Common,Sole,,Sole MNT,587188103,MENTOR CORP COM USD.1,1385,25.72,35622.2,Common,Sole,,Sole MOBE,60741U101,MOBILITY ELECTRONICS INC COM USD.01,407,1.27,516.89,Common,Sole,,Sole MOD,607828100,MODINE MANUFACTURING CO COM USD1.25,2157,14.49,31254.93,Common,Sole,,Sole MOH,60855R100,MOLINA HEALTHCARE INC COM USD.001,1296,24.42,31648.32,Common,Sole,,Sole MOLX,608554101,MOLEX INC COM USD.05,964,23.16,22326.24,Common,Sole,,Sole MON,61166W101,MONSANTO CO COM USD.01,1000,111.5,111500,Common,Sole,,Sole MORN,617700109,MORNINGSTAR INC 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USD.01,72781,0.48,34934.88,Common,Sole,,Sole MTCT,55377A106,MTC TECHNOLOGIES INC COM USD.001,280,23.78,6658.4,Common,Sole,,Sole MTG,552848103,MGIC INVESTMENT CORP/WI COM USD1,2798,10.53,29462.94,Common,Sole,,Sole MTSC,553777103,MTS SYSTEMS CORP COM USD.25,539,32.26,17388.14,Common,Sole,,Sole MTSN,577223100,MATTSON TECHNOLOGY INC COM NPV,2239,6.09,13635.51,Common,Sole,,Sole MTZ,576323109,MASTEC INC COM USD.1,2905,8.21,23850.05,Common,Sole,,Sole MU,595112103,MICRON TECHNOLOGY INC COM USD.1,2827,5.97,16877.19,Common,Sole,,Sole MUE,09254C107,BLACKRCK MUNIHDGS INSD FD II COM USD.10,7,11.72,82.04,Common,Sole,,Sole MUR,626717102,MURPHY OIL CORP COM USD1,4825,82.14,396325.5,Common,Sole,,Sole MV,591407101,METAVANTE HOLDING CO COM USD.01,1251,19.99,25007.49,Common,Sole,,Sole MVC,553829102,MVC CAPITAL INC COM USD.01,835,15.24,12725.4,Common,Sole,,Sole MVCO,583185103,MEADOW VALLEY CORP COM USD.001,44,8.2,360.8,Common,Sole,,Sole MVSN,555904101,MACROVISION CORP COM USD.001,6890,13.5,93015,Common,Sole,,Sole MWV,583334107,MEADWESTVACO CORP COM USD5,14053,27.22,382522.66,Common,Sole,,Sole MWY,598148104,MIDWAY GAMES INC COM USD.01,517,2.7,1395.9,Common,Sole,,Sole MXIM,57772K101,MAXIM INTEGRATED PRODUCTS COM USD.001,7761,20.39,158246.79,Common,Sole,,Sole MXT,57773A508,MAXCOM TELECOMUNICACIONES SA ADS NPV,242,11.56,2797.52,Common,Sole,,Sole MYGN,62855J104,MYRIAD GENETICS INC COM USD.01,5812,40.29,234165.48,Common,Sole,,Sole MZZ,74347R859,ULTRASHORT MDCP400 PROSHARES ULTRASHORTMIDCAP 400,6,64.78,388.68,Common,Sole,,Sole NABI,629519109,NABI BIOPHARMACEUTICALS COM USD.1,2023,4.02,8132.46,Common,Sole,,Sole NAFC,631158102,NASH FINCH CO COM USD1.66,155,33.98,5266.9,Common,Sole,,Sole NAPS,630797108,NAPSTER INC COM USD.001,2683,1.48,3970.84,Common,Sole,,Sole NAVI,63935M208,NAVISITE INC COM USD.01,3262,2.21,7209.02,Common,Sole,,Sole NBF,65488W103,NOVA BIOSOURCE FUELS INC COM,10374,1.51,15664.74,Common,Sole,,Sole NBIX,64125C109,NEUROCRINE BIOSCIENCES INC COM USD.01,808,5.4,4363.2,Common,Sole,,Sole NBL,655044105,NOBLE ENERGY INC COM USD3.33,2251,72.8,163872.8,Common,Sole,,Sole NBTB,628778102,N B T BANCORP INC COM NPV,104,22.2,2308.8,Common,Sole,,Sole NCC,635405103,NATIONAL CITY CORP COM USD4,403,9.95,4009.85,Common,Sole,,Sole NCI,63935N107,NAVIGANT CONSULTING INC COM USD.001,476,18.98,9034.48,Common,Sole,,Sole NCIT,62886K104,NCI INC CL A COM USD,138,18.82,2597.16,Common,Sole,,Sole NCMI,635309107,NATIONAL CINEMEDIA INC COM USD.01,335,22.48,7530.8,Common,Sole,,Sole NCS,628852105,NCI BUILDING SYSTEMS INC COM USD.01,608,24.2,14713.6,Common,Sole,,Sole NCT,65105M108,NEWCASTLE INVESTMENT CORP COM USD.01,1383,8.26,11423.58,Common,Sole,,Sole NDAQ,631103108,NASDAQ OMX GROUP INC COM USD.01,306,38.66,11829.96,Common,Sole,,Sole NEM,651639106,NEWMONT MINING CORP COM USD1.6,5919,45.3,268130.7,Common,Sole,,Sole NFG,636180101,NATIONAL FUEL GAS CO COM NPV,1011,47.21,47729.31,Common,Sole,,Sole NFLD,666135108,NORTHFIELD LABORATORIES INC COM USD.01,327,0.99,323.73,Common,Sole,,Sole NFLX,64110L106,NETFLIX INC COM USD.001,2006,34.65,69507.9,Common,Sole,,Sole NFS,638612101,NATIONWIDE FINL SVCS -CL A CL A COM USD.01,143,47.28,6761.04,Common,Sole,,Sole NFX,651290108,NEWFIELD EXPLORATION CO COM USD.01,5050,52.85,266892.5,Common,Sole,,Sole NGA,65686Y109,NORTH AMER GALV & COATINGS COM USD.1,585,5.5,3217.5,Common,Sole,,Sole NGAS,62912T103,NGAS RESOURCES INC COM NPV,695,5.63,3912.85,Common,Sole,,Sole NHC,635906100,NATIONAL HEALTHCARE CORP LP UNTS BEN INT NPV,66,48.7,3214.2,Common,Sole,,Sole NHI,63633D104,NATIONAL HEALTH INVESTORS COM USD.01,11,31.25,343.75,Common,Sole,,Sole NHWK,65411N105,NIGHTHAWK RADIOLOGY HLDGS COM USD,2610,9.36,24429.6,Common,Sole,,Sole NI,65473P105,NISOURCE INC COM NPV,10072,17.24,173641.28,Common,Sole,,Sole NIHD,62913F201,NII HOLDINGS INC CL B NEW,2644,31.78,84026.32,Common,Sole,,Sole NINE,654407105,NINETOWNS INTERNET TECH -ADR ADR,301,2.34,704.34,Common,Sole,,Sole NJ,654090109,NIDEC CORP SP 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NNN,637417106,NATIONAL RETAIL PROPERTIES COM USD.01,242,22.05,5336.1,Common,Sole,,Sole NOA,656844107,NORTH AMERICAN ENERGY PRTNRS COM NPV,1510,15.34,23163.4,Common,Sole,,Sole NOC,666807102,NORTHROP GRUMMAN CORP COM NPV,5270,77.81,410058.7,Common,Sole,,Sole NOIZ,595125105,MICRONETICS INC COM USD.01,10,7.07,70.7,Common,Sole,,Sole NOK,654902204,NOKIA (AB) OY SPON ADR,4235,31.83,134800.05,Common,Sole,,Sole NOOF,644398109,NEW FRONTIER MEDIA INC COM USD.0001,1076,4.46,4798.96,Common,Sole,,Sole NPK,637215104,NATIONAL PRESTO INDS INC COM USD1,154,52.4,8069.6,Common,Sole,,Sole NPO,29355X107,ENPRO INDUSTRIES INC COM USD.01,883,31.19,27540.77,Common,Sole,,Sole NRF,66704R100,NORTHSTAR REALTY FINANCE CP COM USD.01,1218,8.17,9951.06,Common,Sole,,Sole NRG,629377508,NRG ENERGY INC COM NEW,7993,38.99,311647.07,Common,Sole,,Sole NSC,655844108,NORFOLK SOUTHERN CORP COM USD1,948,54.32,51495.36,Common,Sole,,Sole NSPH,63009F105,NANOSPHERE INC COM USD.01,477,8.66,4130.82,Common,Sole,,Sole NSSC,630402105,NAPCO SECURITY SYSTEMS INC COM USD.01,104,4.92,511.68,Common,Sole,,Sole NSTC,64104X108,NESS TECHNOLOGIES INC COM,1555,9.49,14756.95,Common,Sole,,Sole NSTR,66704V101,NORTHSTAR NEUROSCIENCE INC COM USD.001,9668,1.58,15275.44,Common,Sole,,Sole NT,656568508,NORTEL NETWORKS CORP COM NPV,15966,6.69,106812.54,Common,Sole,,Sole NTCT,64115T104,NETSCOUT SYSTEMS INC COM USD.001,3051,9.3,28374.3,Common,Sole,,Sole NTG,63227W203,NATCO GROUP INC COM USD.01,882,46.75,41233.5,Common,Sole,,Sole NTMD,654798503,NITROMED INC COM USD.01,807,1.07,863.49,Common,Sole,,Sole NTRS,665859104,NORTHERN TRUST CORP COM USD3.17,2680,66.47,178139.6,Common,Sole,,Sole NTY,628782104,NBTY INC COM USD.008,3227,29.95,96648.65,Common,Sole,,Sole NU,664397106,NORTHEAST UTILITIES COM USD5,14860,24.54,364664.4,Common,Sole,,Sole NUAN,67020Y100,NUANCE COMMUNICATIONS INC COM USD.001,237,17.41,4126.17,Common,Sole,,Sole NUE,670346105,NUCOR CORP COM USD.4,4302,67.74,291417.48,Common,Sole,,Sole NUVO,67072M301,NUVELO INC 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USD.001,2309,9.47,21866.23,Common,Sole,,Sole OC,690742101,OWENS CORNING COM NEW USD.01,1367,18.13,24783.71,Common,Sole,,Sole OCFC,675234108,OCEANFIRST FINANCIAL CORP COM USD.01,381,17.49,6663.69,Common,Sole,,Sole OCN,675746309,OCWEN FINANCIAL CORP COM USD.01,681,4.44,3023.64,Common,Sole,,Sole ODP,676220106,OFFICE DEPOT INC COM USD.01,21585,11.05,238514.25,Common,Sole,,Sole OEH,G67743107,ORIENT-EXPRESS HOTELS CL A COM.01,2434,43.16,105051.44,Common,Sole,,Sole OFC,22002T108,CORP OFFICE PPTYS TR INC COM USD.01,984,33.61,33072.24,Common,Sole,,Sole OFG,68618W100,ORIENTAL FINANCIAL GROUP INC COM USD1,1537,19.71,30294.27,Common,Sole,,Sole OHB,686588104,ORLEANS HOMEBUILDERS INC COM USD1,172,5.7,980.4,Common,Sole,,Sole OHI,681936100,OMEGA HEALTHCARE INVS INC COM NPV,110,17.36,1909.6,Common,Sole,,Sole OIIM,67107W100,O2MICRO INTERNATIONAL LTD ADR,495,7.73,3826.35,Common,Sole,,Sole OLN,680665205,OLIN CORP COM USD1,5212,19.76,102989.12,Common,Sole,,Sole OMAB,400501102,GRUPO AEROPORTUARIO DEL CENT ADR NPV,1141,22.3,25444.3,Common,Sole,,Sole OMCL,68213N109,OMNICELL INC COM NPV,1039,20.1,20883.9,Common,Sole,,Sole OME,68210P107,OMEGA PROTEIN CORP COM USD.01,1274,13.65,17390.1,Common,Sole,,Sole OMI,690732102,OWENS & MINOR INC COM USD2,987,39.34,38828.58,Common,Sole,,Sole OMNI,68210T208,OMNI ENERGY SERVICES CORP COM USD.01,2420,3.7,8954,Common,Sole,,Sole OMX,67622P101,OFFICEMAX INC COM USD2.5,7443,19.14,142459.02,Common,Sole,,Sole ONAV,Y6476R105,OMEGA NAVIGATION ENT INC CL A COM USD,1516,14.98,22709.68,Common,Sole,,Sole ONNN,682189105,ON SEMICONDUCTOR CORP COM USD.01,5349,5.68,30382.32,Common,Sole,,Sole ONT,68338A107,ON2 TECHNOLOGIES INC COM NPV,4862,1.02,4959.24,Common,Sole,,Sole OPMR,68388R208,OPTIMAL GROUP INC CL A COM NPV,489,3.2,1564.8,Common,Sole,,Sole OPNT,683757108,OPNET TECHNOLOGIES INC COM USD.001,44,8.14,358.16,Common,Sole,,Sole OPTC,683818207,OPTELECOM-NKF INC COM USD.03,77,7.05,542.85,Common,Sole,,Sole OPTV,G67543101,OPEN TV CORP CL A ORD NPV,14218,1.18,16777.24,Common,Sole,,Sole OPXT,68375V105,OPNEXT INC COM USD.01,682,5.45,3716.9,Common,Sole,,Sole OPY,683797104,OPPENHEIMER HLDGS INC -CL A CL A COM NPV,209,43.35,9060.15,Common,Sole,,Sole ORCH,68573C107,ORCHID CELLMARK INC COM USD.001,22,2.85,62.7,Common,Sole,,Sole ORCT,M7531S206,ORCKIT COMMUNICATI ORD NIS.1,690,7.37,5085.3,Common,Sole,,Sole ORGN,68619E208,ORIGEN FINANCIAL INC COM USD.01,714,1.2,856.8,Common,Sole,,Sole ORI,680223104,OLD REPUBLIC INTL CORP COM USD1,11501,12.91,148477.91,Common,Sole,,Sole OSCI,68812R303,OSCIENT PHARMACEUTICALS CORP COM USD.1,352,1.74,612.48,Common,Sole,,Sole OSG,690368105,OVERSEAS SHIPHOLDING GROUP COM USD1,489,70.04,34249.56,Common,Sole,,Sole OSK,688239201,OSHKOSH CORP COM USD.01,3554,36.28,128939.12,Common,Sole,,Sole OSTE,688582105,OSTEOTECH INC COM USD.01,381,4.75,1809.75,Common,Sole,,Sole OSTK,690370101,OVERSTOCK.COM INC COM NPV,788,11.91,9385.08,Common,Sole,,Sole OTT,688823202,OTELCO INC IDS,433,15.59,6750.47,Common,Sole,,Sole OTTR,689648103,OTTER TAIL CORP COM USD5,990,35.39,35036.1,Common,Sole,,Sole OVEN,900006206,TURBOCHEF TECHNOLOGIES INC COM USD.01,1661,6.52,10829.72,Common,Sole,,Sole OVRL,690310107,OVERLAND STORAGE INC COM NPV,2,1.13,2.26,Common,Sole,,Sole OVTI,682128103,OMNIVISION TECHNOLOGIES INC COM USD.001,10277,16.82,172859.14,Common,Sole,,Sole OWW,68557K109,ORBITZ WORLDWIDE INC COM USD.01,4541,6.89,31287.49,Common,Sole,,Sole OXM,691497309,OXFORD INDUSTRIES INC COM USD1,49,22.53,1103.97,Common,Sole,,Sole OXY,674599105,OCCIDENTAL PETROLEUM CORP COM USD.2,2562,73.17,187461.54,Common,Sole,,Sole OYOG,671074102,OYO GEOSPACE CORP COM USD.01,899,45.42,40832.58,Common,Sole,,Sole OZM,67551U105,OCH-ZIFF CAPITAL MGMT LP COM NPV,330,21,6930,Common,Sole,,Sole OZRK,063904106,BANK OF THE OZARKS INC COM USD.01,518,23.9,12380.2,Common,Sole,,Sole PACR,69373H106,PACER INTERNATIONAL INC COM USD.01,1820,16.43,29902.6,Common,Sole,,Sole PACT,69511V207,PACIFICNET INC COM USD.0001,146,1.48,216.08,Common,Sole,,Sole PANC,69811Q106,PANACOS PHARMACEUTICALS INC COM USD.01,14726,0.7,10308.2,Common,Sole,,Sole PAR,88580F109,3PAR INC COM USD.001,66,6.76,446.16,Common,Sole,,Sole PARL,701645103,PARLUX FRAGRANCES INC COM USD.01,711,2.94,2090.34,Common,Sole,,Sole PAS,71343P200,PEPSIAMERICAS INC COM NPV,2611,25.53,66658.83,Common,Sole,,Sole PBG,713409100,PEPSI BOTTLING GROUP INC COM USD.01,3734,33.91,126619.94,Common,Sole,,Sole PBI,724479100,PITNEY BOWES INC COM USD2,4443,35.02,155593.86,Common,Sole,,Sole PBKS,743859100,PROVIDENT BANKSHARES CORP COM USD1,833,10.74,8946.42,Common,Sole,,Sole PBNY,744028101,PROVIDENT NEW YORK BANCORP COM USD.1,1032,13.5,13932,Common,Sole,,Sole PBS,73935X823,POWERSHARES DYNM MEDIA PTFL Dynamic Media PTFL,11,12.78,140.58,Common,Sole,,Sole PCAR,693718108,PACCAR INC COM USD12,436,45,19620,Common,Sole,,Sole PCCC,69318J100,PC CONNECTION INC COM USD.01,1127,7.92,8925.84,Common,Sole,,Sole PCG,69331C108,PG&E CORP COM USD5,2511,36.82,92455.02,Common,Sole,,Sole PCP,740189105,PRECISION CASTPARTS CORP COM NPV,1063,102.08,108511.04,Common,Sole,,Sole PCR,713839108,PERINI CORP COM USD1,2631,36.23,95321.13,Common,Sole,,Sole PCTI,69325Q105,PCTEL INC COM USD.001,1518,6.8,10322.4,Common,Sole,,Sole PCX,70336T104,PATRIOT COAL CORP COM USD.01,330,46.97,15500.1,Common,Sole,,Sole PDA,71361V303,PERDIGAO S/A SPON ADR NPV,10,45.53,455.3,Common,Sole,,Sole PDC,723655106,PIONEER DRILLING CO COM USD.1,1274,15.93,20294.82,Common,Sole,,Sole PDCO,703395103,PATTERSON COMPANIES INC COM USD.01,5641,36.3,204768.3,Common,Sole,,Sole PDGI,717148100,PHARMANET DEVELOPMNT GRP INC COM USD.001,2585,25.23,65219.55,Common,Sole,,Sole PDLI,69329Y104,PDL BIOPHARMA INC COM USD.01,7223,10.59,76491.57,Common,Sole,,Sole PDRT,70212G101,PARTICLE DRILLING TECH INC COM,451,1.94,874.94,Common,Sole,,Sole PEC,721283109,PIKE ELECTRIC CORP COM NPV,19,13.93,264.67,Common,Sole,,Sole PEGA,705573103,PEGASYSTEMS INC COM USD.01,694,9.63,6683.22,Common,Sole,,Sole PEI,709102107,PENNSYLVANIA RE INVS TRUST COM 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SONS CO COM USD1.25,10302,30.31,312253.62,Common,Sole,,Sole RRGB,75689M101,RED ROBIN GOURMET BURGERS COM USD.001,826,37.57,31032.82,Common,Sole,,Sole RRI,75952B105,RELIANT ENERGY INC COM USD.001,16053,23.65,379653.45,Common,Sole,,Sole RRR,74972L102,RSC HOLDINGS INC COM NPV,399,10.9,4349.1,Common,Sole,,Sole RSCR,760943100,RES-CARE INC COM NPV,917,17.15,15726.55,Common,Sole,,Sole RSF,74963H102,RMK STRATEGIC INCOME FD INC COM,1,3.18,3.18,Common,Sole,,Sole RSG,760759100,REPUBLIC SERVICES INC COM USD.01,7738,29.24,226259.12,Common,Sole,,Sole RT,781182100,RUBY TUESDAY INC COM USD2,1241,7.5,9307.5,Common,Sole,,Sole RTI,74973W107,RTI INTL METALS INC COM USD.01,1746,45.21,78936.66,Common,Sole,,Sole RTK,760112102,RENTECH INC COM USD.01,5693,0.89,5066.77,Common,Sole,,Sole RTPR,76131K107,RETAIL PRO INC COM USD.0001,115000,0.07,8050,Common,Sole,,Sole RUK,758205207,REED ELSEVIER PLC SP ADR,289,51,14739,Common,Sole,,Sole RURL,781748108,RURAL/METRO CORP COM USD.01,262,2.33,610.46,Common,Sole,,Sole 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INC COM USD1,1186,20.53,24348.58,Common,Sole,,Sole SHOO,556269108,MADDEN STEVEN LTD COM USD.0001,4951,17.13,84810.63,Common,Sole,,Sole SHPGY,82481R106,SHIRE PLC SPONSORED ADR,2895,57.96,167794.2,Common,Sole,,Sole SIAL,826552101,SIGMA-ALDRICH CORP COM USD1,1120,59.65,66808,Common,Sole,,Sole SIG,82668L872,SIGNET GROUP PLC ADR,10,12.3,123,Common,Sole,,Sole SIGA,826917106,SIGA TECHNOLOGIES INC COM USD.0001,703,2.3,1616.9,Common,Sole,,Sole SIGI,816300107,SELECTIVE INS GROUP INC COM USD2,490,23.88,11701.2,Common,Sole,,Sole SII,832110100,SMITH INTERNATIONAL INC COM NPV,3798,64.23,243945.54,Common,Sole,,Sole SILC,M84116108,SILICOM LTD ORD NIS.01,1203,13.87,16685.61,Common,Sole,,Sole SIMO,82706C108,SILICON MOTION TECH -ADR ADR,1,14.12,14.12,Common,Sole,,Sole SINA,G81477104,SINA CORP ORD,6322,35.25,222850.5,Common,Sole,,Sole SIRF,82967H101,SIRF TECHNOLOGY HOLDINGS INC COM USD.0001,355,5.09,1806.95,Common,Sole,,Sole SIRO,82966C103,SIRONA DENTAL SYSTEMS INC COM,1265,26.97,34117.05,Common,Sole,,Sole SIX,83001P109,SIX FLAGS INC COM USD1,18542,1.64,30408.88,Common,Sole,,Sole SJI,838518108,SOUTH JERSEY INDUSTRIES INC COM USD1.25,404,35.11,14184.44,Common,Sole,,Sole SJM,832696405,SMUCKER (JM) CO COM NPV,1888,50.61,95551.68,Common,Sole,,Sole SKH,83066R107,SKILLED HEALTHCARE GROUP INC COM USD.001,3345,10.98,36728.1,Common,Sole,,Sole SKIL,830928107,SKILLSOFT PLC -ADR SPON ADR,2456,10.47,25714.32,Common,Sole,,Sole SKP,78402P104,SCPIE HOLDINGS INC COM USD.0001,44,27.55,1212.2,Common,Sole,,Sole SKS,79377W108,SAKS INC COM USD.1,5914,12.47,73747.58,Common,Sole,,Sole SKT,875465106,TANGER FACTORY OUTLET CTRS COM USD.01,605,38.47,23274.35,Common,Sole,,Sole SKX,830566105,SKECHERS U S A INC CL A COM USD.001,2721,20.21,54991.41,Common,Sole,,Sole SKYW,830879102,SKYWEST INC COM NPV,2707,21.12,57171.84,Common,Sole,,Sole SLB,806857108,SCHLUMBERGER LTD COM USD.01,1687,87,146769,Common,Sole,,Sole SLG,78440X101,SL GREEN REALTY CORP COM USD.01,495,81.47,40327.65,Common,Sole,,Sole SLH,83421A104,SOLERA HOLDINGS INC COM USD.01,45,24.36,1096.2,Common,Sole,,Sole SLM,78442P106,SLM CORP COM USD.2 VTG,3412,15.35,52374.2,Common,Sole,,Sole SLXP,795435106,SALIX PHARMACEUTICALS LTD COM NPV,2069,6.28,12993.32,Common,Sole,,Sole SM,792228108,ST MARY LAND & EXPLOR CO COM USD.01,4649,38.5,178986.5,Common,Sole,,Sole SMCI,86800U104,SUPER MICRO COMPUTER INC COM USD.001,931,8.35,7773.85,Common,Sole,,Sole SMG,810186106,SCOTTS MIRACLE-GRO CO CL A COM USD.01,3337,32.42,108185.54,Common,Sole,,Sole SMSC,853626109,STANDARD MICROSYSTEMS CORP COM USD.1,478,29.18,13948.04,Common,Sole,,Sole SMTS,834445405,SOMANETICS CORP COM NPV,1384,15.57,21548.88,Common,Sole,,Sole SNA,833034101,SNAP-ON INC COM USD1,2554,50.85,129870.9,Common,Sole,,Sole SNDK,80004C101,SANDISK CORP COM USD.001,3393,22.57,76580.01,Common,Sole,,Sole SNH,81721M109,SENIOR HOUSING PPTYS TRUST COM USD.01,132,23.7,3128.4,Common,Sole,,Sole SNHY,866942105,SUN HYDRAULICS CORP COM USD.001,1320,29.27,38636.4,Common,Sole,,Sole SNTA,87162T206,SYNTA PHARMACEUTICALS CORP COM USD.0001,2354,8.09,19043.86,Common,Sole,,Sole SNTS,802817304,SANTARUS INC COM USD.0001,6453,2.57,16584.21,Common,Sole,,Sole SNUS,835692104,SONUS PHARMACEUTICALS INC COM USD.001,11,0.36,3.96,Common,Sole,,Sole SNV,87161C105,SYNOVUS FINANCIAL CORP COM USD2.5,4972,11.06,54990.32,Common,Sole,,Sole SNWL,835470105,SONICWALL INC COM NPV,3330,8.17,27206.1,Common,Sole,,Sole SNX,87162W100,SYNNEX CORP COM USD.001,2058,21.22,43670.76,Common,Sole,,Sole SOHU,83408W103,SOHU.COM INC COM USD.001,1821,45.13,82181.73,Common,Sole,,Sole SOMX,834453102,SOMAXON PHARMACEUTICALS INC COM USD.01,711,4.75,3377.25,Common,Sole,,Sole SONE,78463B101,S1 CORP COM USD.01,3869,7.11,27508.59,Common,Sole,,Sole SORL,78461U101,SORL AUTO PARTS INC COM USD.002,187,5.07,948.09,Common,Sole,,Sole SOV,845905108,SOVEREIGN BANCORP INC COM NPV,5244,9.32,48874.08,Common,Sole,,Sole SPAR,846819100,SPARTAN MOTORS INC COM NPV,1527,8.46,12918.42,Common,Sole,,Sole SPG,828806109,SIMON PROPERTY GROUP INC COM USD.0001,210,92.91,19511.1,Common,Sole,,Sole SPLS,855030102,STAPLES INC COM USD.0006,1381,22.11,30533.91,Common,Sole,,Sole SPSN,84649R101,SPANSION INC CL A COM USD.001,13213,2.75,36335.75,Common,Sole,,Sole SPSX,86815V105,SUPERIOR ESSEX INC COM,691,28.12,19430.92,Common,Sole,,Sole SPW,784635104,SPX CORP COM USD1,985,104.9,103326.5,Common,Sole,,Sole SPWR,867652109,SUNPOWER CORP CL A COM USD.001,2200,74.51,163922,Common,Sole,,Sole SRE,816851109,SEMPRA ENERGY COM NPV,1988,53.28,105920.64,Common,Sole,,Sole SRI,86183P102,STONERIDGE INC COM NPV,381,13.45,5124.45,Common,Sole,,Sole SRP,826428104,SIERRA PACIFIC RESOURCES COM USD1,3069,12.63,38761.47,Common,Sole,,Sole SRZ,86768K106,SUNRISE SENIOR LIVING INC COM USD.01,641,22.28,14281.48,Common,Sole,,Sole SSO,74347R107,ULTRA S&P500 PROSHARES SHS,1223,66,80718,Common,Sole,,Sole SSP,811054204,EW SCRIPPS -CL A CL A COM USD.01,7186,42.01,301883.86,Common,Sole,,Sole SSS,84610H108,SOVRAN SELF STORAGE INC COM USD.01,26,42.71,1110.46,Common,Sole,,Sole SSW,Y75638109,SEASPAN CORP COM,264,28.49,7521.36,Common,Sole,,Sole STAR,85528P108,STARENT NETWORKS CORP COM USD.001,263,13.5,3550.5,Common,Sole,,Sole STBC,855716106,STATE BANCORP/NY COM NPV,55,11.8,649,Common,Sole,,Sole STC,860372101,STEWART INFORMATION SERVICES COM USD1,328,27.99,9180.72,Common,Sole,,Sole STI,867914103,SUNTRUST BANKS INC COM USD1,4701,55.14,259213.14,Common,Sole,,Sole STKL,8676EP108,SUNOPTA INC COM NPV,2713,5.1,13836.3,Common,Sole,,Sole STLY,854305208,STANLEY FURNITURE CO INC COM USD.02,192,12.41,2382.72,Common,Sole,,Sole STM,861012102,STMICROELECTRONICS NV ADR,235,10.66,2505.10000000001,Common,Sole,,Sole STO,85771P102,STATOILHYDRO ASA SPONSORED ADR,571,29.87,17055.77,Common,Sole,,Sole STR,748356102,QUESTAR CORP COM USD2.5,1282,56.56,72509.92,Common,Sole,,Sole STRA,863236105,STRAYER EDUCATION INC COM USD.01,228,152.5,34770,Common,Sole,,Sole STSA,859319105,STERLING FINANCIAL CORP/WA COM NPV,757,15.61,11816.77,Common,Sole,,Sole STT,857477103,STATE STREET CORP COM USD1,2833,79,223807,Common,Sole,,Sole STU,863902102,STUDENT LOAN CORP COM USD.01,6,98.9,593.4,Common,Sole,,Sole STV,16938G107,CHINA DIGITALTV HLDG CO -ADS ADR,10,18.64,186.4,Common,Sole,,Sole STX,G7945J104,SEAGATE TECHNOLOGY COM USD.00001,10540,20.94,220707.6,Common,Sole,,Sole SUG,844030106,SOUTHERN UNION CO COM USD1,527,23.27,12263.29,Common,Sole,,Sole SUI,866674104,SUN COMMUNITIES INC COM USD.01,187,20.5,3833.5,Common,Sole,,Sole SUN,86764P109,SUNOCO INC COM USD1,2329,52.47,122202.63,Common,Sole,,Sole SUSQ,869099101,SUSQUEHANNA BANCSHARES INC COM USD2,68,20.37,1385.16,Common,Sole,,Sole SVN,86688Q100,SUN-TIMES MEDIA GROUP INC CL A COM USD.01,4079,0.72,2936.88,Common,Sole,,Sole SVNT,80517Q100,SAVIENT PHARMACEUTICALS INC COM USD.01,1693,20,33860,Common,Sole,,Sole SVR,87163F106,SYNIVERSE HOLDINGS INC COM USD.001,409,16.66,6813.94,Common,Sole,,Sole SVU,868536103,SUPERVALU INC COM USD1,7107,29.98,213067.86,Common,Sole,,Sole SVVS,805423308,SAVVIS INC COM USD.01,1252,16.27,20370.04,Common,Sole,,Sole SWC,86074Q102,STILLWATER MINING CO COM USD.01,51,15.47,788.970000000001,Common,Sole,,Sole SWIM,46145P103,INVESTOOLS INC COM USD.001,325,10.99,3571.75,Common,Sole,,Sole SWKS,83088M102,SKYWORKS SOLUTIONS INC COM USD.25,8492,7.28,61821.76,Common,Sole,,Sole SWM,808541106,SCHWEITZER-MAUDUIT INTL INC COM USD.1,37,23.14,856.18,Common,Sole,,Sole SWN,845467109,SOUTHWESTERN ENERGY CO COM USD2.5,4166,33.69,140352.54,Common,Sole,,Sole SWS,78503N107,SWS GROUP INC COM USD.1,494,12.23,6041.62,Common,Sole,,Sole SWSI,86837X105,SUPERIOR WELL SERVICES INC COM USD.01,2267,21.87,49579.29,Common,Sole,,Sole SWWC,845331107,SOUTHWEST WATER CO COM USD1,90,11.07,996.300000000001,Common,Sole,,Sole SWY,786514208,SAFEWAY INC COM NPV,14274,29.35,418941.9,Common,Sole,,Sole SXCI,78505P100,SXC HEALTH SOLUTIONS CORP COM NPV,952,11.87,11300.24,Common,Sole,,Sole SYMM,871543104,SYMMETRICOM INC COM USD1,1119,3.49,3905.31,Common,Sole,,Sole SYNA,87157D109,SYNAPTICS INC COM NPV,1640,23.88,39163.2,Common,Sole,,Sole SYNL,871565107,SYNALLOY CORP COM USD1,163,12.16,1982.08,Common,Sole,,Sole SYNT,87162H103,SYNTEL INC COM NPV,2008,26.65,53513.2,Common,Sole,,Sole T,00206R102,AT&T INC COM USD1,3013,38.3,115397.9,Common,Sole,,Sole TAC,89346D107,TRANSALTA CORP COM NPV,2,31.07,62.14,Common,Sole,,Sole TAL,874083108,TAL INTERNATIONAL GROUP INC COM,1425,23.57,33587.25,Common,Sole,,Sole TAM,87484D103,TAM SA ADR USD.01 repr PFD,539,19.19,10343.41,Common,Sole,,Sole TARR,876287103,TARRAGON CORP SHS BEN INT NPV,1792,2.15,3852.8,Common,Sole,,Sole TASR,87651B104,TASER INTERNATIONAL INC COM USD.00001,6353,9.4,59718.2,Common,Sole,,Sole TAXI,583928106,MEDALLION FINANCIAL CORP COM USD.01,131,9.04,1184.24,Common,Sole,,Sole TAYD,877163105,TAYLOR DEVICES INC COM USD.025,30,4.99,149.7,Common,Sole,,Sole TBSI,G86975151,TBS INTERNATIONAL LTD CL A COM USD.01,3729,30.2,112615.8,Common,Sole,,Sole TCHC,90136Q100,21ST CENTURY HOLDING CO COM USD.01,143,12.81,1831.83,Common,Sole,,Sole TD,891160509,TORONTO DOMINION BANK COM NPV,2028,61.35,124417.8,Common,Sole,,Sole TDC,88076W103,TERADATA CORP COM USD.01,3816,22.06,84180.96,Common,Sole,,Sole TDG,893641100,TRANSDIGM GROUP INC COM USD.01,1460,37.05,54093,Common,Sole,,Sole TDW,886423102,TIDEWATER INC COM USD.5,153,55.11,8431.83,Common,Sole,,Sole TE,872375100,TECO ENERGY INC COM USD1,496,15.95,7911.19999999998,Common,Sole,,Sole TECD,878237106,TECH DATA CORP COM USD.0015,2374,32.8,77867.2,Common,Sole,,Sole TEF,879382208,TELEFONICA SA ADR,662,86.51,57269.62,Common,Sole,,Sole TEG,45822P105,INTEGRYS ENERGY GROUP INC COM USD4,1641,46.64,76536.24,Common,Sole,,Sole TEI,880192109,TEMPLETON EMERGING MKTS INCM COM,4,13.93,55.72,Common,Sole,,Sole TELK,87959M109,TELIK INC COM USD.01,4292,2.44,10472.48,Common,Sole,,Sole TEN,880349105,TENNECO INC COM USD5,3913,27.94,109329.22,Common,Sole,,Sole TER,880770102,TERADYNE INC COM USD.125,13185,12.42,163757.7,Common,Sole,,Sole TEX,880779103,TEREX CORP COM USD.01,1154,62.5,72125,Common,Sole,,Sole TFR,M87482101,TEFRON LTD ORD NIS1,99,4.42,437.58,Common,Sole,,Sole TFSL,87240R107,TFS FINANCIAL CORP COM USD.01,2032,12.03,24444.96,Common,Sole,,Sole TFX,879369106,TELEFLEX INC COM USD1,1706,47.71,81393.26,Common,Sole,,Sole TGA,893662106,TRANSGLOBE ENERGY CORP COM NPV,1188,4.87,5785.56,Common,Sole,,Sole TGC,88033R205,TENGASCO INC COM USD.001,286,0.58,165.88,Common,Sole,,Sole TGH,G8766E109,TEXTAINER GROUP HOLDINGS LTD COM USD.01,894,15.08,13481.52,Common,Sole,,Sole TGI,896818101,TRIUMPH GROUP INC COM USD.001,1915,56.93,109020.95,Common,Sole,,Sole THC,88033G100,TENET HEALTHCARE CORP COM USD.15,41732,5.66,236203.12,Common,Sole,,Sole THFF,320218100,FIRST FINANCIAL CORP/IN COM NPV,76,30.78,2339.28,Common,Sole,,Sole THG,410867105,HANOVER INSURANCE GROUP INC COM USD.01,501,41.14,20611.14,Common,Sole,,Sole THK,88409N101,THINK PARTNERSHIP INC COM,11,0.95,10.45,Common,Sole,,Sole THRM,88343R101,THERMAGE INC COM USD.001,1037,3.3,3422.1,Common,Sole,,Sole THRX,88338T104,THERAVANCE INC COM USD.01,152,10.53,1600.56,Common,Sole,,Sole THS,89469A104,TREEHOUSE FOODS INC COM,1596,22.86,36484.56,Common,Sole,,Sole TI,87927Y102,TELECOM ITALIA SPA - NEW SPON ADR ORD,1144,20.89,23898.16,Common,Sole,,Sole TIF,886547108,TIFFANY & CO COM USD.01,5270,41.84,220496.8,Common,Sole,,Sole TIN,879868107,TEMPLE-INLAND INC COM USD1,4113,12.72,52317.36,Common,Sole,,Sole TISI,878155100,TEAM INC COM USD.3,598,27.3,16325.4,Common,Sole,,Sole TIVO,888706108,TIVO INC COM USD.001,6617,8.76,57964.92,Common,Sole,,Sole TJX,872540109,TJX COMPANIES INC COM USD1,4062,33.07,134330.34,Common,Sole,,Sole TKC,900111204,TURKCELL ILETISIM HIZMET SPONSORED ADR,8844,20.89,184751.16,Common,Sole,,Sole TLB,874161102,TALBOTS INC COM USD.01,1614,10.78,17398.92,Common,Sole,,Sole TLGD,889542106,TOLLGRADE COMMUNICATIONS INC COM USD.2,635,5.24,3327.4,Common,Sole,,Sole TLK,715684106,TELEKOMUNIKASI INDONESIA SPON ADR,318,41.94,13336.92,Common,Sole,,Sole TLM,87425E103,TALISMAN ENERGY INC COM NPV,6505,17.7,115138.5,Common,Sole,,Sole TLVT,E90215109,TELVENT GIT SA ORD,428,23.65,10122.2,Common,Sole,,Sole TMA,885218107,THORNBURG MORTGAGE INC COM USD.01,72206,1.06,76538.36,Common,Sole,,Sole TMCV,87972L104,TEMECULA VALLEY BANCORP INC COM,99,9.46,936.54,Common,Sole,,Sole TMP,890110109,TOMPKINS FINANCIAL CORP COM NPV,73,49.2,3591.6,Common,Sole,,Sole TNB,884315102,THOMAS & BETTS CORP COM USD.5,3362,36.37,122275.94,Common,Sole,,Sole TNDM,64128B108,NEUTRAL TANDEM INC COM USD.001,1061,18.01,19108.61,Common,Sole,,Sole TNP,G9108L108,TSAKOS ENERGY NAVIGATION LTD COM USD1,356,30.76,10950.56,Common,Sole,,Sole TNS,872960109,TNS INC COM USD.001,579,20.64,11950.56,Common,Sole,,Sole TQNT,89674K103,TRIQUINT SEMICONDUCTOR INC COM NPV,5422,5.06,27435.32,Common,Sole,,Sole TRA,880915103,TERRA INDUSTRIES INC COM USD1,9098,35.53,323251.94,Common,Sole,,Sole TRAD,89267P105,TRADESTATION GROUP INC COM USD.01,2151,8.52,18326.52,Common,Sole,,Sole TRCR,893929208,TRANSCEND SERVICES INC COM USD.01,309,9.12,2818.08,Common,Sole,,Sole TRGT,87611R306,TARGACEPT INC COM USD.001,55,7.33,403.15,Common,Sole,,Sole TRH,893521104,TRANSATLANTIC HOLDINGS INC COM USD1,88,66.35,5838.8,Common,Sole,,Sole TRID,895919108,TRIDENT MICROSYSTEMS INC COM USD.001,5341,5.15,27506.15,Common,Sole,,Sole TRLG,89784N104,TRUE RELIGION APPAREL INC COM,3662,18.55,67930.1,Common,Sole,,Sole TRMA,896106200,TRICO MARINE SERVICES INC COM NEW,854,38.97,33280.38,Common,Sole,,Sole TRMB,896239100,TRIMBLE NAVIGATION LTD COM NPV,2110,28.59,60324.9,Common,Sole,,Sole TRN,896522109,TRINITY INDUSTRIES COM USD1,1810,26.65,48236.5,Common,Sole,,Sole TRR,872625108,TRC COS INC COM USD.1,108,4.37,471.96,Common,Sole,,Sole TRV,89417E109,TRAVELERS COS INC COM,3952,47.85,189103.2,Common,Sole,,Sole TRW,87264S106,TRW AUTOMOTIVE HOLDINGS CORP COM USD.01,2382,23.37,55667.34,Common,Sole,,Sole TSCO,892356106,TRACTOR SUPPLY CO COM USD.008,3154,39.52,124646.08,Common,Sole,,Sole TSFG,837841105,SOUTH FINANCIAL GROUP INC COM NPV,138,14.86,2050.68,Common,Sole,,Sole TSL,89628E104,TRINA SOLAR LTD -ADR ADR NPV,1016,30.74,31231.84,Common,Sole,,Sole TSM,874039100,TAIWAN SEMICONDUCTOR MFG CO SPON ADR,22653,10.27,232646.31,Common,Sole,,Sole TSN,902494103,TYSON FOODS INC -CL A CL A COM USD.1,6767,15.95,107933.65,Common,Sole,,Sole TSTC,87953J102,TELESTONE TECHNOLOGIES CORP COM NPV,308,4.66,1435.28,Common,Sole,,Sole TTC,891092108,TORO CO COM USD1,2497,41.39,103350.83,Common,Sole,,Sole TTGT,87874R100,TECHTARGET INC COM USD.001,11,14.17,155.87,Common,Sole,,Sole TTI,88162F105,TETRA TECHNOLOGIES INC/DE COM USD.01,5261,15.84,83334.24,Common,Sole,,Sole TTM,876568502,TATA MOTORS LTD SPONSORED ADR,1156,15.62,18056.72,Common,Sole,,Sole TTMI,87305R109,TTM TECHNOLOGIES INC COM NPV,1781,11.32,20160.92,Common,Sole,,Sole TUTR,72764Y100,PLATO LEARNING INC COM USD.01,134,2.93,392.62,Common,Sole,,Sole TWB,901166108,TWEEN BRANDS INC COM NPV,7591,24.74,187801.34,Common,Sole,,Sole TWC,88732J108,TIME WARNER CABLE INC CL A,185,24.98,4621.3,Common,Sole,,Sole TWI,88830M102,TITAN INTERNATIONAL INC COM NPV,1146,30.61,35079.06,Common,Sole,,Sole TWIN,901476101,TWIN DISC INC COM NPV,22,15.82,348.04,Common,Sole,,Sole TWTC,887319101,TIME WARNER TELECOM INC CL A COM USD.01,226,15.49,3500.74,Common,Sole,,Sole TWX,887317105,TIME WARNER INC COM USD.01,38790,14.02,543835.8,Common,Sole,,Sole TXCO,87311M102,TXCO RESOURCES INC COM USD.01,2991,12.38,37028.58,Common,Sole,,Sole TXI,882491103,TEXAS INDUSTRIES INC COM USD1,406,60.11,24404.66,Common,Sole,,Sole TXN,882508104,TEXAS INSTRUMENTS INC COM USD1,4254,28.27,120260.58,Common,Sole,,Sole TXRH,882681109,TEXAS ROADHOUSE INC CL A COM USD.001,1771,9.8,17355.8,Common,Sole,,Sole TZIX,896882107,TRIZETTO GROUP INC COM USD.001,1741,16.69,29057.29,Common,Sole,,Sole UA,904311107,UNDER ARMOUR INC CL A COM USD.000333,2772,36.6,101455.2,Common,Sole,,Sole UAHC,90934C105,UNITED AMERICAN HEALTHCARE COM NPV,38,2.82,107.16,Common,Sole,,Sole 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WW,942712100,WATSON WYATT WORLDWIDE INC CL A COM USD.01,486,56.75,27580.5,Common,Sole,,Sole WWIN,941057101,WASTE INDUSTRIES USA INC COM NPV,853,36.15,30835.95,Common,Sole,,Sole WXS,98233Q105,WRIGHT EXPRESS CORP COM USD.01,134,30.73,4117.82,Common,Sole,,Sole WYN,98310W108,WYNDHAM WORLDWIDE CORP COM USD,2411,20.68,49859.48,Common,Sole,,Sole WZEN,94846M102,WEBZEN INC SPONSORED ADR,9,3.08,27.72,Common,Sole,,Sole X,912909108,UNITED STATES STEEL CORP COM NPV,1604,126.87,203499.48,Common,Sole,,Sole XCO,269279402,EXCO RESOURCES INC COM USD.001,6893,18.5,127520.5,Common,Sole,,Sole XEC,171798101,CIMAREX ENERGY CO COM USD.01,3618,54.74,198049.32,Common,Sole,,Sole XEL,98389B100,XCEL ENERGY INC COM USD2.5,530,19.95,10573.5,Common,Sole,,Sole XHB,78464A888,SPDR S&P HOMEBUILDERS ETF UNTS USD,341,21.78,7426.98,Common,Sole,,Sole XIDE,302051206,EXIDE TECHNOLOGIES COM NEW,1657,13.1,21706.7,Common,Sole,,Sole XING,G7303A109,QIAO XING UNVERSAL TELEPHONE COM USD.001,2,5.48,10.96,Common,Sole,,Sole 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COM,2817,16.55,46621.35,Common,Sole,,Sole YUM,988498101,YUM BRANDS INC COM NPV,1751,37.21,65154.71,Common,Sole,,Sole ZBRA,989207105,ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01,1542,33.32,51379.44,Common,Sole,,Sole ZEP,98944B108,ZEP INC COM USD.01,25,16.22,405.5,Common,Sole,,Sole ZEUS,68162K106,OLYMPIC STEEL INC COM NPV,200,45.1,9020,Common,Sole,,Sole ZGEN,98985T109,ZYMOGENETICS INC COM NPV,3546,9.8,34750.8,Common,Sole,,Sole ZHNE,98950P108,ZHONE TECHNOLOGIES INC COM,941,0.98,922.18,Common,Sole,,Sole ZIXI,98974P100,ZIX CORP COM USD.01,1576,3.87,6099.12,Common,Sole,,Sole ZL,989139100,ZARLINK SEMICONDUCTOR INC COM NPV,495,0.797355,394.690725,Common,Sole,,Sole ZMH,98956P102,ZIMMER HOLDINGS INC COM USD.01,1344,77.86,104643.84,Common,Sole,,Sole ZOLL,989922109,ZOLL MEDICAL CORP COM USD.02,163,26.59,4334.17,Common,Sole,,Sole ZOLT,98975W104,ZOLTEK COS INC COM USD.01,185,26.52,4906.2,Common,Sole,,Sole ZRAN,98975F101,ZORAN CORP COM USD.001,4211,13.66,57522.26,Common,Sole,,Sole 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