Nationwide Fund Advisors as of Dec. 31, 2012
Portfolio Holdings for Nationwide Fund Advisors
Nationwide Fund Advisors holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing
No Form 13F File Name
-- ------------- ----
{S} {C} {C}
05 028-04559 Waddell & Reed Investment Management Company
08 028-11937 J.P. Morgan Investment Management, Inc.
11 028-00595 Neuberger & Berman Management, Inc.
23 028-01091 American Century Investment Management, Inc.
25 028-10968 Epoch Investment Partners, Inc.
26 028-11866 Morgan Stanley Investment Management, Inc.
28 028-12016 Blackrock Investment Management, LLC
30 028-00090 Putnam Investment Management LLC
31 028-10648 Diamond Hill Capital Management, Inc.
33 028-01186 Dimensional Fund Advisors L.P.
34 028-10981 Goldman Sachs Asset Management, L.P.
35 028-04041 Thompson, Siegel & Walmsley LLC
37 028-04557 Wellington Management Co. LLP
38 028-00165 Wells Capital Management, Inc.
39 028-11020 Aberdeen Asset Management, Inc.
41 028-11293 Invesco Advisers, Inc.
43 028-10477 Columbia Management Investment Advisers, LLC
45 028-04375 Federated Investment Management Company
46 028-01074 Templeton Investment Counsel LLC
47 028-00203 OppenheimerFunds, Inc.
48 028-05837 Logan Capital Management, Inc.
50 028-03676 Winslow Capital Management, Inc.
51 028-12592 BNY Mellon
53 028-02924 Turner Investment Partners, Inc.
54 028-02682 UBS Global Asset Management, Inc.
56 028-03139 Brown Capital Management LLC
58 028-04968 Massachusetts Financial Services Company
59 028-12282 Pyramis Global Advisors, LLC<br /><br />SHARES
OR VOTING AUTHORITY
TITLE OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------- -------- --------- ---------------- -------- ---------- --- ---- ---------- ---------- ---- --------- ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
ABB LTD ADR EACH REPR
I CHF2.50(SPON) ADR 000375204 2,883,136.41 2,883 138,679 SH Sole 23 138,679
BP AMOCO P.L.C ADR-
EACH CNV INTO 6 ORD
USD0.25 ADR 055622104 19,465,200.96 19,465 467,464 SH Sole 33, 41 467,464
BAIDU INC ADR EACH
REPR 0.10 SHARE A ADR 056752108 13,162,260.18 13,162 131,242 SH Sole 41 131,242
BANCO BRADESCO SA
ADR EACH REPR 1 PRF
NPV SPON ADR 059460303 13,661,939.25 13,662 786,525 SH Sole 41 786,525
BHP BILLITON LIMITED
ADR EACH REP 2 ORD
NPV(MGT) ADR 088606108 3,452,301.28 3,452 44,012 SH Sole 11 44,012
EDWARDS GROUP LTD
ADR REP 1 ORD SH
SPONSORED ADR 281736108 968,616.96 969 159,312 SH Sole 30 159,312
FOMENTO ECONOMICO
MEXCANO SAB DE CV
ADR REP 10 ADR 344419106 9,301,256.20 9,301 92,366 SH Sole 41, 51 92,366
HSBC HLDGS ADR EACH
REPR 5 USD0.50 ADR 404280406 20,919,716.37 20,920 394,191 SH Sole 33 394,191
LLOYDS BANKING GROUP
PLC ADR EACH REP 4 ORD ADR 539439109 246,134.40 246 76,917 SH Sole 33 76,917
MINDRAY MEDICAL INTL
LTD ADR EACH REPR 1
ORD SH ADR 602675100 1,196,166.00 1,196 36,580 SH Sole 51 36,580
MOBILE TELESYSTEMS
OJSC ADR EACH REPR 2
COM ADR 607409109 3,096,646.00 3,097 166,040 SH Sole 51 166,040
NICE SYSTEMS ADR EACH
REPR 1 ORD ILS1 ADR 653656108 79,414.56 79 2,372 SH Sole 33 2,372
ROYAL BANK OF
SCOTLAND GROUP PLC
ADR EACH REP 2 ADR 780097689 1,330,655.17 1,331 123,323 SH Sole 33 123,323
ROYAL DUTCH SHELL
ADR EA REP 2 CL'B'
EUR0.07 ADR 780259107 3,864,213.90 3,864 54,510 SH Sole 46 54,510
ROYAL DUTCH SHELL
ADR EACH REPR 2'A'SHS ADR 780259206 3,333,870.40 3,334 48,352 SH Sole 41 48,352
RYANAIR HLDGS ADR
EACH REPR 5 ORD
EUR0.0127 ADR 783513104 2,005,380.00 2,005 58,500 SH Sole 28, 54 58,500
TAIWAN
SEMICONDUCTOR
MANUFACTURING ADS
EACH CNV ADR 874039100 8,454,903.60 8,455 492,710 SH Sole 51 492,710
TEVA PHARMACEUTICAL
INDUSTRIES ADR EACH
CNV INTO 1 ADR 881624209 17,490,280.04 17,490 468,406 SH Sole 8, 41, 54 468,406
UNILEVER NV
EUR0.16(NEW YORK
SHARES) ADR 904784709 8,582,915.10 8,583 224,097 SH Sole 11, 41 224,097
WUXI
PHARMATECH(CAYMAN)
INC ADS EACH REPR 8
COM ADR 929352102 2,253,352.50 2,253 143,070 SH Sole 51 143,070
BARCLAYS ADR-EACH
REP 4 ORD STK
GBP0.25(JPM) ADR 06738E204 8,732,033.88 8,732 504,159 SH Sole 33 504,159
VALE SA ADR REPR 1
PREF SHS NPV SPON ADR 91912E204 5,387,214.00 5,387 265,380 SH Sole 46, 51 265,380
AMERICA MOVIL SAB DE
CV ADR EACH REP 20 SHS
NPV ADR 02364W105 8,978,481.98 8,978 388,007 SH Sole 41 388,007
COMPANHIA DE BEBIDAS
DAS AMERICAS ADR
EACH REP 1 ADR 20441W203 960,731.20 961 22,880 SH Sole 51 22,880
EMBRAER SA ADR EACH
REP 4 COM STK SHS ADR 29082A107 3,111,011.20 3,111 109,120 SH Sole 43, 51 109,120
FOCUS MEDIA HLDG ADR
EACH REPR 5 ORD
SHS(SPONS) ADR 34415V109 1,584,199.20 1,584 61,690 SH Sole 51 61,690
GLAXOSMITHKLINE ADR
EACH REPR 2 ORD
GBP0.25 ADR 37733W105 5,862,364.20 5,862 134,860 SH Sole 41, 50 134,860
GRUPO TELEVISA SA DE
CV ADR-EACH REPR 5
ORD PTG ADR 40049J206 13,050,461.04 13,050 490,988 SH Sole 41 490,988
ICON SPON ADR EACH 1
REP I SHR ADR 45103T107 4,544,395.28 4,544 163,703 SH Sole 11, 23, 47 163,703
ICICI BANK ADR EACH
REPR 2 ORD INR10(SPON) ADR 45104G104 3,121,603.80 3,122 71,580 SH Sole 46 71,580
KB FINANCIAL GROUP
INC ADR EACH REPR 1 SH ADR 48241A105 2,365,271.50 2,365 65,885 SH Sole 46 65,885
PETROLEO BRASILEIRO
SA PETROBRAS SPONS
ADR-EACH ADR 71654V101 1,902,787.00 1,903 98,590 SH Sole 46 98,590
SANOFI ADR ECH REP 1/2
ORD EUR2 SPON ADR 80105N105 2,728,282.54 2,728 57,583 SH Sole 41 57,583
VODAFONE GROUP SPON
ADR REP 10 ORD SHS ADR 92857W209 16,541,240.21 16,541 656,659 SH Sole 33, 41 656,659
SUBTOTAL - ADR 214,618,436.31 7,199,752
COMMON STOCK
AAON INC COM STK COMMON
USD0.004 STOCK 000360206 1,023,923.94 1,024 49,062 SH Sole 11, 28 49,062
AAR CORP COM STK USD1 COMMON
STOCK 000361105 745,145.20 745 39,890 SH Sole 8, 28, 33 39,890
ABM INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 000957100 1,114,446.90 1,114 55,862 SH Sole 8, 28, 33 55,862
AEP INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 001031103 196,228.99 196 3,313 SH Sole 28 3,313
AFLAC INC COM STK COMMON 28, 39,
USD0.10 STOCK 001055102 32,504,340.48 32,504 611,904 SH Sole 41, 58 611,904
AGCO CORP COM STK COMMON
USD0.01 STOCK 001084102 13,749,228.32 13,749 279,911 SH Sole 28, 37, 43 279,911
AGL RESOURCES USD5 COMMON
STOCK 001204106 5,512,462.55 5,512 137,915 SH Sole 23, 28 137,915
A H BELO CORP USD0.01 COMMON
SER'A' STOCK 001282102 12,029.55 12 2,587 SH Sole 33 2,587
AK STEEL HOLDING CORP COMMON
COM STK USD0.01 STOCK 001547108 494,881.80 495 107,583 SH Sole 28 107,583
AMN HEALTHCARE
SERVICES INC COM STK COMMON
USD0.01 STOCK 001744101 489,754.65 490 42,403 SH Sole 28, 33 42,403
AVX CORP COM STK COMMON
USD0.01 STOCK 002444107 148,764.00 149 13,800 SH Sole 33 13,800
AZZ INC COM STK USD1 COMMON
STOCK 002474104 935,463.06 935 24,342 SH Sole 28, 33 24,342
AARON'S INC COMMON
CLASS'A'COM VTG USD0.5 STOCK 002535300 5,020,972.60 5,021 177,545 SH Sole 28, 30, 33 177,545
ABAXIS INC COM STK COMMON
USD1 STOCK 002567105 2,289,070.00 2,289 61,700 SH Sole 11, 28, 56 61,700
ABBOTT LABS COM NPV COMMON 23, 28, 31,
STOCK 002824100 79,729,023.50 79,729 1,217,237 SH Sole 53, 54, 58 1,217,237
ABERCROMBIE & FITCH
CO CLASS'A'COM STK COMMON
USD0.01 STOCK 002896207 1,502,084.61 1,502 31,313 SH Sole 28 31,313
ABIOMED INC COM STK COMMON
USD0.01 STOCK 003654100 357,632.20 358 26,570 SH Sole 28 26,570
ABRAXAS PETROLEUM COMMON
CORP COM STK USD0.01 STOCK 003830106 145,740.12 146 66,548 SH Sole 28 66,548
ACACIA RESEARCH CORP
COM STK COMMON
USD0.001(ACACIA STOCK 003881307 1,011,687.30 1,012 39,442 SH Sole 28 39,442
ACCESS NATIONAL CORP COMMON
COM STK USD1.67 STOCK 004337101 75,751.00 76 5,827 SH Sole 28, 33 5,827
ACCURAY INC COM STK COMMON
USD0.001 STOCK 004397105 384,784.06 385 59,842 SH Sole 28, 33 59,842
ACETO CORP COM STK COMMON
USD0.01 STOCK 004446100 258,128.40 258 25,710 SH Sole 28, 33 25,710
ACI WORLDWIDE INC COMMON
COM STK USD0.005 STOCK 004498101 10,301,184.51 10,301 235,779 SH Sole 28, 38, 56 235,779
ACME UNITED CORP COM COMMON
STK USD2.50 STOCK 004816104 2,206.00 2 200 SH Sole 33 200
ACORN ENERGY INC COM COMMON
STK USD0.01 STOCK 004848107 124,928.76 125 15,996 SH Sole 28, 33 15,996
ACXIOM CORP COM STK COMMON
USD0.10 STOCK 005125109 3,524,615.28 3,525 201,868 SH Sole 28, 33 201,868
ADA-ES INC NPV COMMON
STOCK 005208103 123,629.12 124 7,324 SH Sole 28 7,324
ADAMS RESOURCES &
ENERGY INC COM STK COMMON
USD0.10 STOCK 006351308 61,407.57 61 1,751 SH Sole 28 1,751
ADDUS HOMECARE CORP COMMON
USD0.001 STOCK 006739106 954,635.36 955 134,078 SH Sole 30, 33 134,078
ADEPT TECHNOLOGY INC COMMON
COM STK NPV STOCK 006854202 3,995.91 4 1,531 SH Sole 33 1,531
AEROFLEX HLDGS CORP COMMON
USD0.01 STOCK 007767106 110,887.00 111 15,841 SH Sole 28 15,841
AEROPOSTALE INC COM COMMON
STK USD0.01 STOCK 007865108 2,648,575.80 2,649 203,580 SH Sole 28 203,580
ADVANCED MICRO
DEVICES INC COM STK COMMON
USD0.01 STOCK 007903107 570,249.60 570 237,604 SH Sole 28 237,604
ADVANCED ENERGY
INDUSTRIES COM STK COMMON
USD0.001 STOCK 007973100 543,050.63 543 39,323 SH Sole 28, 33 39,323
ADVENT SOFTWARE INC COMMON
COM USD0.01 STOCK 007974108 1,728,444.72 1,728 80,844 SH Sole 28 80,844
AEROVIRONMENT INC COMMON
COM STK USD0.0001 STOCK 008073108 399,211.62 399 18,363 SH Sole 28, 33 18,363
AFFILIATED MANAGERS
GROUP INC COM STK COMMON 11, 28,
USD0.01 STOCK 008252108 27,737,698.15 27,738 213,121 SH Sole 38, 53 213,121
AGNICO EAGLE MINES COMMON
COM NPV STOCK 008474108 141,642.00 142 2,700 SH Sole 33 2,700
AGRIUM INC COM NPV COMMON
STOCK 008916108 2,398,939.01 2,399 24,011 SH Sole 23, 43 24,011
AIR METHODS CORP COM COMMON
STK USD0.06 STOCK 009128307 3,313,459.80 3,313 89,820 SH Sole 28, 47 89,820
AIR PRODUCTS &
CHEMICALS COMMON
INC COM STK USD1 STOCK 009158106 14,226,014.34 14,226 169,317 SH Sole 28, 31 169,317
AIRGAS INC COM STK COMMON 11, 28,
USD0.01 STOCK 009363102 18,413,101.71 18,413 201,699 SH Sole 38, 58 201,699
AKORN COM STK NPV COMMON
STOCK 009728106 1,574,489.36 1,574 117,851 SH Sole 28, 47 117,851
ALAMO GROUP INC COM COMMON
STK USD0.10 STOCK 011311107 243,984.00 244 7,475 SH Sole 28, 33 7,475
ALASKA AIR GROUP INC COMMON 8, 23,
COM STK USD1 STOCK 011659109 10,277,525.17 10,278 238,513 SH Sole 28, 33 238,513
ALBANY
INTERNATIONAL CORP
CLASS'A'COM STK COMMON
USD0.001 STOCK 012348108 595,350.00 595 26,250 SH Sole 28, 33 26,250
ALBANY MOLECULAR
RESEARCH COM STK COMMON
USD0.01 STOCK 012423109 18,701.76 19 3,542 SH Sole 33 3,542
ALBEMARLE CORP COM COMMON
STK USD0.01 STOCK 012653101 9,852,728.96 9,853 158,608 SH Sole 28 158,608
ALCOA INC COM STK COMMON
USD1 STOCK 013817101 5,682,457.48 5,682 654,661 SH Sole 28, 41 654,661
ALEXANDER & BALDWIN COMMON
INC NPV STOCK 014491104 2,454,421.53 2,454 83,569 SH Sole 28, 33 83,569
ALEXION
PHARMACEUTICAL INC COMMON 11, 23, 28,
COM NPV USD0.001 STOCK 015351109 33,396,360.00 33,396 356,000 SH Sole 51, 53 356,000
ALICO INC COM STK USD1 COMMON
STOCK 016230104 107,252.64 107 2,928 SH Sole 28 2,928
ALIGN TECHNOLOGY INC COMMON
COM STK USD0.0001 STOCK 016255101 4,895,821.50 4,896 176,426 SH Sole 28, 38 176,426
ALLEGHANY CORP COM COMMON
STK USD1 STOCK 017175100 10,232,657.94 10,233 30,507 SH Sole 28, 33 30,507
ALLERGAN INC COM STK COMMON 23, 28, 50,
USD0.01 STOCK 018490102 32,099,170.63 32,099 349,931 SH Sole 51, 53 349,931
ALLETE COM NPV COMMON
STOCK 018522300 1,242,964.38 1,243 30,331 SH Sole 28 30,331
ALLIANCE DATA SYSTEM COMMON 11, 28,
COM STK USD0.01 STOCK 018581108 39,067,105.00 39,067 269,875 SH Sole 38, 39 269,875
ALLIANCE ONE
INTERNATIONAL INC COMMON
COM STOCK 018772103 321,856.08 322 88,422 SH Sole 28, 33 88,422
ALLIANT ENERGY CORP COMMON
COM STK USD5 STOCK 018802108 16,773,224.81 16,773 381,991 SH Sole 28, 35, 58 381,991
ALLIANT TECHSYSTEMS COMMON
INC COM STK USD0.01 STOCK 018804104 3,687,549.40 3,688 59,515 SH Sole 28, 33 59,515
ALLIANCE FINANCIAL COMMON
CORP COM STK USD1 STOCK 019205103 376,666.07 377 8,657 SH Sole 8, 28, 33 8,657
ALLIED MOTION COMMON
TECHNOLOGIES INC STOCK 019330109 3,507.76 4 538 SH Sole 33 538
ALLSTATE CORP COM COMMON 23, 28,
STK USD0.01 STOCK 020002101 21,116,043.39 21,116 525,667 SH Sole 35, 41 525,667
ALMOST FAMILY INC COMMON
COM STK USD0.10 STOCK 020409108 991,808.04 992 48,954 SH Sole 8, 28, 33 48,954
ALON USA ENERGY INC COMMON
COM STK USD0.01 STOCK 020520102 276,469.47 276 15,283 SH Sole 28, 33 15,283
ALTERA CORP COM STK COMMON
USD0.001 STOCK 021441100 19,843,157.04 19,843 576,166 SH Sole 11, 28, 58 576,166
AMAZON COM INC COM COMMON 23, 28, 50,
STK USD0.01 STOCK 023135106 88,446,736.34 88,447 352,181 SH Sole 51, 53, 58 352,181
AMBASSADORS GROUP COMMON
INC COM STK USD0.01 STOCK 023177108 856.26 1 201 SH Sole 33 201
AMEDISYS INC COM STK COMMON
USD0.001 STOCK 023436108 400,952.79 401 35,577 SH Sole 8, 28, 33 35,577
AMERCO COM USD0.25 COMMON
STOCK 023586100 2,279,156.13 2,279 17,973 SH Sole 8, 28, 33 17,973
AMEREN CORP COM STK COMMON
USD0.01 STOCK 023608102 4,711,065.60 4,711 153,355 SH Sole 28, 43 153,355
AMERICAN AXLE &
MANUFACTURING HLDGS COMMON
COM STK STOCK 024061103 594,104.00 594 53,045 SH Sole 28 53,045
AMERICAN DG ENERGY COMMON
INC COM STK USD0.001 STOCK 025398108 42,282.24 42 18,304 SH Sole 28 18,304
AMERICAN ELECTRIC
POWER CO INC COM STK COMMON
USD6.50 STOCK 025537101 11,345,923.16 11,346 265,837 SH Sole 28, 58 265,837
AMERICAN EQUITY INVT
LIFE HLDG CO COM STK COMMON
USD1 STOCK 025676206 2,589,264.81 2,589 212,061 SH Sole 8, 28, 33 212,061
AMERICAN EXPRESS CO COMMON
COM USD0.20 STOCK 025816109 27,064,400.52 27,064 470,849 SH Sole 11, 28 470,849
AMERICAN FINANCIAL
GROUP INC OHIO COM COMMON
STK USD1 STOCK 025932104 7,095,065.12 7,095 179,531 SH Sole 28, 30, 33 179,531
AMERICAN GREETINGS
CORP COM STK COMMON
CLASS'A'USD1 STOCK 026375105 837,980.46 838 49,614 SH Sole 8, 28 49,614
AMERICAN INTERNATIONAL
GROUP INC COM COMMON 11, 28, 31,
STK USD2.50 STOCK 026874784 66,501,881.80 66,502 1,883,906 SH Sole 37, 51, 58 1,883,906
AMERICAN NATIONAL
BANKSHARES COM STK COMMON
USD1 STOCK 027745108 127,641.18 128 6,322 SH Sole 28, 33 6,322
AMERICAN NATIONAL
INSURANCE CO COM STK COMMON
USD1 STOCK 028591105 79,284.69 79 1,161 SH Sole 33 1,161
AMERICAN PACIFIC CORP COMMON
COM STK USD0.10 STOCK 028740108 10,521.45 11 681 SH Sole 33 681
ARC DOCUMENT
SOLUTIONS INC COM COMMON
USD0.001 STOCK 029263100 78,976.00 79 30,850 SH Sole 28, 33 30,850
AMERICAN SCIENCE &
ENGINEERING INC COM COMMON
STK USD0.66 STOCK 029429107 436,776.58 437 6,698 SH Sole 28 6,698
AMERICAN SOFTWARE INC
CLASS'A' COM STK COMMON
USD0.10 STOCK 029683109 197,080.72 197 25,397 SH Sole 28, 56 25,397
AMERICAN STATES
WATER CO COM STK COMMON
USD2.5 STOCK 029899101 1,818,969.78 1,819 37,911 SH Sole 8, 11, 28 37,911
AMERICAN
SUPERCONDUCTOR CORP COMMON
COM STK USD0.01 STOCK 030111108 99,125.08 99 37,834 SH Sole 28, 33 37,834
AMERICAN VANGUARD COMMON 5, 28,
CORP COM STK USD0.10 STOCK 030371108 2,870,805.86 2,871 92,398 SH Sole 33, 47 92,398
AMERICAN WATER COMMON
WORKS CO INC NPV STOCK 030420103 3,828,103.00 3,828 103,100 SH Sole 35 103,100
AMERICAN WOODMARK COMMON
CORP COM STK NPV STOCK 030506109 255,526.70 256 9,185 SH Sole 28, 33 9,185
AMES NATL CORP COM COMMON
STK STOCK 031001100 149,379.90 149 6,821 SH Sole 28 6,821
AMETEK INC COM STK COMMON
USD0.01 STOCK 031100100 25,788,724.26 25,789 686,418 SH Sole 11, 28, 53 686,418
AMGEN INC COM STK COMMON
USD0.0001 STOCK 031162100 29,094,156.00 29,094 337,050 SH Sole 23, 28, 58 337,050
AMKOR TECHNOLOGY COMMON
INC COM STK USD0.001 STOCK 031652100 1,410,111.75 1,410 331,791 SH Sole 8, 28, 33 331,791
AMPCO-PITTSBURGH COMMON
CORP COM STK USD1 STOCK 032037103 150,669.18 151 7,541 SH Sole 28, 33 7,541
AMPHENOL CORP
CLASS'A'COM COMMON
STK USD0.001 STOCK 032095101 9,697,624.20 9,698 149,886 SH Sole 28, 43, 58 149,886
AMREP CORP COM STK COMMON
USD0.10 STOCK 032159105 2,707.20 3 180 SH Sole 33 180
AMTECH SYSTEMS INC COMMON
USD0.01 STOCK 032332504 10,674.30 11 3,315 SH Sole 33 3,315
AMTRUST FINANCIAL
SERVICE COM STK COMMON
USD0.01 STOCK 032359309 2,053,343.30 2,053 71,570 SH Sole 8, 28, 30 71,570
ANACOR
PHARMACEUTICALS INC COMMON
COM STK USD0.001 STOCK 032420101 64,355.20 64 12,376 SH Sole 28 12,376
ANADARKO PETROLEUM COMMON 11, 28, 37,
CORP COM STK USD0.10 STOCK 032511107 30,083,363.16 30,083 404,836 SH Sole 51, 53 404,836
ANADIGICS INC COM STK COMMON
USD0.01 STOCK 032515108 159,677.28 160 63,364 SH Sole 28, 33 63,364
ANALOG DEVICES INC COMMON
COM STK USD0.16 2/3 STOCK 032654105 26,501,333.04 26,501 630,084 SH Sole 23, 28, 43, 51 630,084
ANALOGIC CORP COM COMMON
STK USD0.05 STOCK 032657207 823,912.70 824 11,089 SH Sole 28, 33 11,089
ANAREN INC COM STK COMMON
USD0.01 STOCK 032744104 273,583.70 274 14,066 SH Sole 28, 33 14,066
ANDERSONS INC COM COMMON
STK NPV STOCK 034164103 1,398,497.10 1,398 32,599 SH Sole 8, 28, 33 32,599
ANGIES LIST INC COMMON
USD0.001 STOCK 034754101 2,492,840.90 2,493 207,910 SH Sole 28, 38 207,910
ANIKA THERAPEUTICS COMMON
INC COM STK USD0.01 STOCK 035255108 116,566.38 117 11,727 SH Sole 28, 33 11,727
ANIXTER INTERNATIONAL COMMON
INC COM STK USD1 STOCK 035290105 1,895,279.54 1,895 29,623 SH Sole 8, 28 29,623
ANN INC USD0.0068 COMMON
STOCK 035623107 5,407,902.72 5,408 159,808 SH Sole 28, 30 159,808
ANTARES PHARMA INC COMMON
USD0.01 STOCK 036642106 321,042.03 321 84,263 SH Sole 28 84,263
APACHE CORP USD0.625 COMMON 23, 28, 31,
STOCK 037411105 40,130,534.50 40,131 511,217 SH Sole 39, 58 511,217
APOGEE ENTERPRISES COMMON
INC COM STK USD0.33 1/3 STOCK 037598109 674,779.47 675 28,151 SH Sole 28, 33 28,151
APOLLO GROUP INC COMMON
CLASS'A'COM STK NPV STOCK 037604105 821,737.60 822 39,280 SH Sole 28 39,280
23, 28, 50,
APPLE INC COM STK NPV COMMON 51, 53, 54,
STOCK 037833100 371,529,905.45 371,530 697,015 SH Sole 58, 59 697,015
APPLIED MATERIALS INC COMMON
COM STK USD0.01 STOCK 038222105 16,761,968.08 16,762 1,465,207 SH Sole 23, 28, 35 1,465,207
APTARGROUP INC COM COMMON
STK USD0.01 STOCK 038336103 7,198,323.40 7,198 150,845 SH Sole 11, 28 150,845
ARABIAN AMERICAN
DEVELOPMENT CO COM COMMON
STK USD0.10 STOCK 038465100 136,541.61 137 16,431 SH Sole 28, 33 16,431
ARCH COAL INC COM STK COMMON
USD0.01 STOCK 039380100 4,124,446.68 4,124 563,449 SH Sole 28, 33 563,449
ARCHER DANIELS
MIDLAND CO COM STK COMMON
NPV STOCK 039483102 12,591,402.12 12,591 459,708 SH Sole 28, 37, 41 459,708
ARCTIC CAT INC COM COMMON
STK USD0.01 STOCK 039670104 431,398.80 431 12,920 SH Sole 28, 33 12,920
ARDEN GROUP INC
CLASS'A'COM STK COMMON
USD0.25 STOCK 039762109 82,142.61 82 913 SH Sole 28 913
ARENA
PHARMACEUTICALS INC COMMON
COM STK USD0.0001 STOCK 040047102 1,561,316.90 1,561 173,095 SH Sole 28 173,095
ARK RESTAURANTS CORP COMMON
COM STK USD0.01 STOCK 040712101 5,358.30 5 318 SH Sole 33 318
ARKANSAS BEST CORP COMMON
COM STK USD0.01 STOCK 040790107 231,530.20 232 24,244 SH Sole 28, 33 24,244
ARLINGTON ASSET
INVESTMENT CORP COMMON
CLASS'A'COM STK STOCK 041356205 178,206.60 178 8,580 SH Sole 28 8,580
ARRHYTHMIA RESEARCH
TECHNOLOGY COM STK COMMON
USD0.01 STOCK 042698308 460.00 0 200 SH Sole 33 200
ARROW ELECTRONICS COMMON
INC COM STK USD1 STOCK 042735100 11,639,875.52 11,640 305,669 SH Sole 28, 33, 37 305,669
ARROW FINANCIAL CORP COMMON
COM STK USD1 STOCK 042744102 224,749.60 225 9,008 SH Sole 28, 33 9,008
ARTESIAN RESOURCES CORP COMMON
CLASS'A'COM STK USD1 STOCK 043113208 250,341.23 250 11,161 SH Sole 8, 28 11,161
ARTHROCARE
CORPORATION COM STK COMMON
USD0.001 STOCK 043136100 762,017.70 762 22,030 SH Sole 28 22,030
ARUBA NETWORKS INC COMMON
COM STK USD0.0001 STOCK 043176106 3,087,641.50 3,088 148,802 SH Sole 11, 28 148,802
ASBURY AUTOMOTIVE
GROUP INC COM STK COMMON
USD0.01 STOCK 043436104 3,041,696.92 3,042 94,964 SH Sole 28, 33, 47 94,964
ASCENT CAPITAL GROUP COMMON
INC SER'A'USD0.01 STOCK 043632108 792,274.54 792 12,791 SH Sole 28, 33 12,791
ASCENT SOLAR
TECHNOLOGIES INC COM COMMON
STK USD0.0001 STOCK 043635101 1,736.00 2 2,800 SH Sole 33 2,800
ASHLAND INC COM STK COMMON 11, 28,
USD1 STOCK 044209104 27,582,720.66 27,583 343,026 SH Sole 33, 59 343,026
ASPEN TECHNOLOGY INC COMMON 8, 11, 28,
COM STK USD0.10 STOCK 045327103 17,308,610.24 17,309 626,216 SH Sole 38, 47 626,216
ASSOCIATED BANC-CORP COMMON
COM STK USD0.10 STOCK 045487105 4,091,458.88 4,091 311,849 SH Sole 28, 33 311,849
ASTA FUNDING INC COM COMMON
STK USD0.01 STOCK 046220109 93,635.46 94 9,846 SH Sole 28, 33 9,846
ASTEC INDUSTRIES INC COMMON
COM STK USD0.20 STOCK 046224101 586,641.33 587 17,601 SH Sole 28, 33 17,601
ASTORIA FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 046265104 2,156,525.28 2,157 230,398 SH Sole 28, 33 230,398
ASTRONICS CORP USD0.01 COMMON
STOCK 046433108 222,393.60 222 9,720 SH Sole 28 9,720
ATLANTIC COAST COMMON
FINANCIAL CORP USD0.01 STOCK 048426100 481.75 0 235 SH Sole 33 235
ATLANTIC TELE
NETWORK INC COM STK COMMON
USD0.01 STOCK 049079205 287,512.72 288 7,832 SH Sole 28, 33 7,832
ATLAS AIR WORLDWIDE
HOLDINGS INC COMMON
COM STK USD0.01 STOCK 049164205 1,274,134.05 1,274 28,755 SH Sole 8, 28, 33 28,755
ATMEL CORP COM COMMON
STK USD0.001 STOCK 049513104 5,659,645.40 5,660 864,068 SH Sole 28, 54 864,068
ATMOS ENERGY CORP COMMON
COM STK NPV STOCK 049560105 5,622,922.72 5,623 160,106 SH Sole 28 160,106
ATRION CORP COM STK COMMON
USD0.1 STOCK 049904105 245,980.00 246 1,255 SH Sole 28 1,255
ATWOOD OCEANICS INC COMMON
COM STK USD1 STOCK 050095108 7,125,427.69 7,125 155,611 SH Sole 28, 47 155,611
AUTODESK INC COM COMMON
STK NPV STOCK 052769106 3,119,778.90 3,120 88,254 SH Sole 28 88,254
AUTOLIV INC COM STK COMMON
USD1 STOCK 052800109 1,175,618.55 1,176 17,445 SH Sole 23 17,445
AUTOMATIC DATA
PROCESSING INC COM COMMON
STK USD0.10 STOCK 053015103 10,876,310.79 10,876 190,779 SH Sole 28 190,779
AUTOZONE INC COM STK COMMON
USD0.01 STOCK 053332102 6,512,651.25 6,513 18,375 SH Sole 28, 53 18,375
AVEO PHARMACEUTICALS COMMON
INC USD0.001 STOCK 053588109 252,005.25 252 31,305 SH Sole 28 31,305
AVERY DENNISON CORP COMMON
COM STK USD1 STOCK 053611109 2,171,639.88 2,172 62,189 SH Sole 23, 28 62,189
AVIS BUDGET GROUP INC COMMON
COM STK USD0.01 STOCK 053774105 2,048,238.44 2,048 103,342 SH Sole 28, 33 103,342
AVNET INC COM STK COMMON 23, 28,
USD1 STOCK 053807103 11,377,339.07 11,377 371,687 SH Sole 33, 43 371,687
AVON PRODUCTS INC COMMON
COM STK USD0.25 STOCK 054303102 2,440,525.08 2,441 169,953 SH Sole 28 169,953
AXCELIS TECHNOLOGIES COMMON
INC COM STK USD0.001 STOCK 054540109 138,884.63 139 99,917 SH Sole 28, 33 99,917
BB^T CORP COM STK COMMON
USD5 STOCK 054937107 8,011,246.66 8,011 275,206 SH Sole 28 275,206
BCB BANCORP INC COM COMMON
STK USD0.01 STOCK 055298103 2,064.14 2 221 SH Sole 33 221
BPZ RESOURCES INC COMMON
COM STK NPV STOCK 055639108 340,864.65 341 108,211 SH Sole 28, 33 108,211
BMC SOFTWARE INC COM COMMON
STK USD0.01 STOCK 055921100 2,224,053.48 2,224 56,078 SH Sole 28 56,078
BTU INTERNATIONAL COMMON
COM STK USD0.01 STOCK 056032105 1,791.00 2 900 SH Sole 33 900
BADGER METER INC COM COMMON
STK USD1 STOCK 056525108 1,834,198.08 1,834 38,688 SH Sole 11, 28 38,688
BAKER(MICHAEL) COMMON
CORP COM STK USD1 STOCK 057149106 670,243.05 670 26,885 SH Sole 8, 28, 33 26,885
BAKER HUGHES INC COM COMMON
STK USD1 STOCK 057224107 16,807,048.56 16,807 411,534 SH Sole 28, 37 411,534
BALCHEM CORP COM STK COMMON
USD0.0666 STOCK 057665200 1,937,936.00 1,938 53,240 SH Sole 11, 28, 56 53,240
BALDWIN & LYONS INC COMMON
CLASS'B'NPV STOCK 057755209 177,375.24 177 7,434 SH Sole 28 7,434
BALL CORP COM STK NPV COMMON
STOCK 058498106 2,704,242.50 2,704 60,430 SH Sole 28 60,430
BALLANTYNE STRONG COMMON
INC STOCK 058516105 4,963.20 5 1,504 SH Sole 33 1,504
BANCORPSOUTH INC COMMON
COM USD2.50 STOCK 059692103 3,371,942.32 3,372 231,908 SH Sole 28, 33 231,908
BANK OF AMERICA CORP COMMON 11, 28, 37,
COM STK USD0.01 STOCK 060505104 78,341,145.20 78,341 6,753,547 SH Sole 41, 51, 58 6,753,547
BANK OF HAWAII CORP COMMON
COM STK USD2 STOCK 062540109 6,087,489.75 6,087 138,195 SH Sole 11, 25, 28 138,195
BANK KENTUCKY
FINANCIAL CORP COM COMMON
STK USD0.01 STOCK 062896105 200,387.19 200 8,103 SH Sole 8, 28, 33 8,103
BANK OF MARIN COMMON
BANCORP COM STK NPV STOCK 063425102 166,771.92 167 4,452 SH Sole 28 4,452
BANK MUTUAL CORP COMMON
COM USD0.01 STOCK 063750103 187,256.40 187 43,548 SH Sole 28, 33 43,548
BANK OF THE OZARKS COMMON
COM STK USD0.01 STOCK 063904106 1,139,017.57 1,139 34,031 SH Sole 8, 28 34,031
BK OF NY MELLON CP COMMON
COM STK USD0.01 STOCK 064058100 19,890,001.00 19,890 773,930 SH Sole 11, 28, 41 773,930
BAR HARBOUR
BANKSHARES COM STK COMMON
USD2 STOCK 066849100 100,781.75 101 2,995 SH Sole 28, 33 2,995
BARD(C.R.) INC COM STK COMMON
USD0.25 STOCK 067383109 2,939,628.24 2,940 30,076 SH Sole 28 30,076
BARNES & NOBLE INC COMMON
COM STK USD0.001 STOCK 067774109 1,519,955.34 1,520 100,726 SH Sole 28, 33 100,726
BARNES GROUP INC COM COMMON
STK USD0.01 STOCK 067806109 1,184,293.34 1,184 52,729 SH Sole 28, 33 52,729
BARRICK GOLD CORP COMMON
COM NPV STOCK 067901108 4,735,872.72 4,736 135,272 SH Sole 23, 33 135,272
BARRETT BUSINESS
SERVICES COM STK COMMON
USD0.01 STOCK 068463108 271,124.62 271 7,118 SH Sole 28, 33 7,118
BARRY(R.G.)CORP COM COMMON
STK USD1 STOCK 068798107 247,110.63 247 17,439 SH Sole 8, 28, 33 17,439
BASSETT FURNITURE
INDUSTRIES INC COM COMMON
STK USD5 STOCK 070203104 129,737.88 130 10,404 SH Sole 28, 33 10,404
BAXTER INTERNATIONAL COMMON 28, 31, 39,
INC COM STK USD1 STOCK 071813109 56,038,195.62 56,038 840,657 SH Sole 51, 59 840,657
BAZAARVOICE INC COMMON
USD0.0001 STOCK 073271108 167,916.65 168 17,959 SH Sole 8, 28 17,959
BBCN BANCORP INC COMMON
STOCK 073295107 1,094,221.18 1,094 94,574 SH Sole 8, 28, 33 94,574
B/E AEROSPACE INC COMMON 11, 28,
STOCK 073302101 17,593,563.00 17,594 356,145 SH Sole 47, 53 356,145
BEACON ROOFING
SUPPLY INC COM STK COMMON 11, 28,
USD0.01 CLS'A' STOCK 073685109 4,013,934.08 4,014 120,611 SH Sole 33, 47 120,611
BEAM INC USD3.125 COMMON
STOCK 073730103 7,576,748.34 7,577 124,026 SH Sole 11, 23, 28 124,026
BEASLEY BROADCAST
GROUP INC CLASS'A'COM COMMON
STK STOCK 074014101 13,061.19 13 2,671 SH Sole 28 2,671
BEBE STORES INC COM COMMON
STK USD0.001 STOCK 075571109 172,188.45 172 43,155 SH Sole 28, 33 43,155
BECTON DICKINSON & CO COMMON
COM STK USD1 STOCK 075887109 16,599,346.05 16,599 212,295 SH Sole 11, 23, 28 212,295
BED BATH AND BEYOND COMMON
COM STK USD0.01 STOCK 075896100 5,039,447.85 5,039 90,135 SH Sole 28 90,135
BEL FUSE INC COMMON
CLASS'B'SHS USD0.1 STOCK 077347300 194,053.30 194 9,926 SH Sole 28, 33 9,926
BELDEN INC COM COMMON
STK USD0.01 STOCK 077454106 1,788,442.48 1,788 39,752 SH Sole 8, 28 39,752
BELO CORP USD0.01 A COMMON
STOCK 080555105 691,534.87 692 90,161 SH Sole 28, 33 90,161
BEMIS CO INC COM STK COMMON 23, 28,
USD0.10 STOCK 081437105 11,220,978.30 11,221 335,355 SH Sole 33, 35 335,355
BERKLEY(W.R.)CORP COMMON
COM STK USD0.20 STOCK 084423102 8,164,445.16 8,164 216,334 SH Sole 28, 43 216,334
BERKSHIRE BANCORP COMMON
INC DEL COM NEW STOCK 084597202 23,853.80 24 2,909 SH Sole 28 2,909
BERKSHIRE HATHAWAY COMMON
INC CLASS'A'USD5 STOCK 084670108 4,960,220.00 4,960 37 SH Sole 23 37
BERKSHIRE HATHAWAY COMMON
INC CLS'B'USD0.0033 STOCK 084670702 67,772,745.30 67,773 755,549 SH Sole 28, 58 755,549
BERKSHIRE HILLS COMMON 8, 28,
BANCORP INC USD0.01 STOCK 084680107 2,223,680.42 2,224 93,197 SH Sole 30, 33 93,197
BERRY PETROLEUM CORP
CLASS'A'COM STK COMMON
USD0.01 STOCK 085789105 1,941,270.10 1,941 57,862 SH Sole 8, 28, 33 57,862
BEST BUY CO INC COM COMMON
STK USD0.10 STOCK 086516101 4,887,212.55 4,887 412,423 SH Sole 28, 35, 59 412,423
BIG LOTS INC COM STK COMMON
USD0.01 STOCK 089302103 636,507.90 637 22,365 SH Sole 28 22,365
BIO RAD LABORATORIES
INC CLASS'A'COM STK COMMON
USD0.0001 STOCK 090572207 3,749,864.80 3,750 35,696 SH Sole 28 35,696
BIOSPECIFICS
TECHNOLOGIES CORP COMMON
COM STK USD0.001 STOCK 090931106 59,441.20 59 3,976 SH Sole 28 3,976
BLACK BOX CORP COM COMMON
STK USD0.001 STOCK 091826107 1,131,761.32 1,132 46,498 SH Sole 8, 28, 33 46,498
BLACK HILLS CORP COM COMMON
STK USD1 STOCK 092113109 4,129,641.26 4,130 113,639 SH Sole 28 113,639
BLACKROCK KELSO COMMON
CAPITAL CORP NPV STOCK 092533108 561,146.80 561 55,780 SH Sole 28 55,780
BLOCK(H & R) INC COM COMMON
STK NPV STOCK 093671105 6,393,205.32 6,393 344,276 SH Sole 28, 35 344,276
BLOOMIN BRANDS INC COMMON
USD0.01 STOCK 094235108 423,187.12 423 27,058 SH Sole 8, 28 27,058
BLOUNT INTERNATIONAL COMMON
INC NEW COM STK USD1 STOCK 095180105 615,398.00 615 38,900 SH Sole 28 38,900
BLUCORA INC USD0.0001 COMMON
STOCK 095229100 613,067.04 613 39,024 SH Sole 28, 33 39,024
BLUEGREEN CORP COM COMMON
STK USD0.01 STOCK 096231105 150,108.14 150 16,003 SH Sole 28, 33 16,003
BOB EVANS FARMS INC COMMON
COM STK USD0.01 STOCK 096761101 3,104,364.60 3,104 77,223 SH Sole 28, 33 77,223
BOEING CO COM STK COMMON
USD5 STOCK 097023105 24,131,251.68 24,131 320,213 SH Sole 23, 28, 53 320,213
BOLT TECHNOLOGY COMMON
CORP COM STK NPV STOCK 097698104 112,747.27 113 7,901 SH Sole 28, 33 7,901
BONANZA CREEK COMMON
ENERGY INC USD0.001 STOCK 097793103 477,543.36 478 17,184 SH Sole 8, 28 17,184
BOOKS-A-MILLION INC COMMON
COM STK USD0.01 STOCK 098570104 5,054.00 5 1,900 SH Sole 33 1,900
BOOZ ALLEN HAMILTON COMMON
HLDG CORP USD0.01 STOCK 099502106 5,563,824.00 5,564 399,700 SH Sole 37 399,700
BORG-WARNER INC COM COMMON 11, 28, 38,
STK USD0.01 STOCK 099724106 26,553,616.34 26,554 370,757 SH Sole 39, 50 370,757
BOSTON BEER CO INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 100557107 4,342,466.10 4,342 32,298 SH Sole 5, 11, 28 32,298
BOSTON PRIVATE
FINANCIAL HLDGS INC COMMON
COM STK USD1 STOCK 101119105 807,097.78 807 89,578 SH Sole 8, 28, 33 89,578
BOSTON SCIENTIFIC COMMON 11, 23, 28,
CORP COM STK USD0.01 STOCK 101137107 22,236,141.69 22,236 3,880,653 SH Sole 31, 43 3,880,653
BOTTOMLINE
TECHNOLOGIES COM STK COMMON
USD0.001 STOCK 101388106 735,885.15 736 27,885 SH Sole 28 27,885
BOYD GAMING CORP COMMON
COM STK USD0.01 STOCK 103304101 381,939.44 382 57,521 SH Sole 28, 33 57,521
BRADY CORP 'A'NON.V COMMON
USD0.01 STOCK 104674106 2,557,605.00 2,558 76,575 SH Sole 23, 28, 33 76,575
BRIDGE CAPITAL HLDGS COMMON
COM STK USD0.001 STOCK 108030107 118,349.36 118 7,606 SH Sole 28 7,606
BRIDGE BANCORP INC COMMON
USD0.01 STOCK 108035106 145,573.38 146 7,157 SH Sole 28, 33 7,157
BRIGGS & STRATTON COMMON
CORP COM STK USD0.01 STOCK 109043109 3,786,895.52 3,787 179,644 SH Sole 8, 28, 33 179,644
BRINKER
INTERNATIONAL COM COMMON
STK USD0.10 STOCK 109641100 6,909,096.54 6,909 222,946 SH Sole 11, 25, 28 222,946
BRINK'S COMPANY
BRINKS GROUP COM COMMON
USD1 STOCK 109696104 3,500,773.65 3,501 122,705 SH Sole 28 122,705
BRISTOL-MYERS SQUIBB COMMON 23, 28,
CO COM STK USD0.10 STOCK 110122108 40,421,898.44 40,422 1,240,316 SH Sole 41, 51 1,240,316
BRISTOW GROUP INC COMMON
COM STK USD0.01 STOCK 110394103 1,837,855.00 1,838 34,250 SH Sole 28, 33 34,250
BROADCOM CORP
CLASS'A'COM STK COMMON 28, 51,
USD0.0001 STOCK 111320107 33,748,433.73 33,748 1,016,213 SH Sole 53, 59 1,016,213
BROADVISION INC COM COMMON
STK USD0.0001 STOCK 111412706 4,727.60 5 530 SH Sole 33 530
BROCADE
COMMUNICATIONS COMMON
SYSTEMS INC STOCK 111621306 117,409.24 117 22,028 SH Sole 33 22,028
BROOKFIELD OFFICE COMMON
PROPERTIES INC STOCK 112900105 598,786.02 599 35,202 SH Sole 26 35,202
BROOKS AUTOMATION COMMON
INC STOCK 114340102 763,848.40 764 94,888 SH Sole 8, 28, 33 94,888
BROWN & BROWN INC COMMON
COM STK USD0.10 STOCK 115236101 5,340,311.38 5,340 209,753 SH Sole 28 209,753
BROWN-FORMAN CORP
COM STK COMMON
CLASS'B'USD0.15 STOCK 115637209 4,072,414.50 4,072 64,386 SH Sole 23, 28 64,386
BROWN SHOE CO INC COMMON
COM STK USD0.01 STOCK 115736100 2,665,395.15 2,665 145,095 SH Sole 8, 28, 33 145,095
BRUKER CORP COM STK COMMON
USD0.01 STOCK 116794108 4,144,842.99 4,145 271,437 SH Sole 38, 56 271,437
BRUNSWICK CORP COM COMMON
STK USD0.75 STOCK 117043109 3,444,925.07 3,445 118,423 SH Sole 28, 30 118,423
BRYN MAWR BANK CORP COMMON
COM STK USD1 STOCK 117665109 221,853.74 222 9,962 SH Sole 28, 33 9,962
BUCKEYE
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 118255108 2,702,558.43 2,703 94,133 SH Sole 8, 28, 33 94,133
BUCKLE COM STK COMMON
USD0.05 STOCK 118440106 984,758.40 985 22,060 SH Sole 28 22,060
BUFFALO WILD WINGS COMMON
INC COM STK NPV STOCK 119848109 5,523,979.56 5,524 75,858 SH Sole 11, 28, 47 75,858
BUILD A BEAR
WORKSHOP INC COM STK COMMON
USD0.01 STOCK 120076104 15,280.00 15 4,000 SH Sole 33 4,000
CBIZ INC COM STK COMMON
USD0.01 STOCK 124805102 224,130.84 224 37,924 SH Sole 28, 33 37,924
CBS CORP CLASS'B' COM COMMON 23, 28,
STK USD0.001 STOCK 124857202 16,128,557.90 16,129 423,878 SH Sole 50, 53 423,878
CCA INDUSTRIES COM COMMON
STK USD0.01 STOCK 124867102 2,165.00 2 500 SH Sole 33 500
CDI CORP COM STK COMMON
USD0.10 STOCK 125071100 242,543.67 243 14,159 SH Sole 28, 33 14,159
CEC ENTERTAINMENT COMMON
COM STK USD0.10 STOCK 125137109 2,506,873.89 2,507 75,531 SH Sole 23, 28 75,531
CECO ENVIRONMENTAL COMMON
CORP COM STK USD0.01 STOCK 125141101 317,454.75 317 31,905 SH Sole 8, 28 31,905
CF INDUSTRIES
HOLDINGS INC COM STK COMMON
USD0.01 STOCK 125269100 16,477,088.64 16,477 81,104 SH Sole 28, 35, 58 81,104
CIGNA CORP COM STK COMMON 11, 23, 28,
USD0.25 STOCK 125509109 21,246,607.80 21,247 397,430 SH Sole 35, 43, 51 397,430
CIT GROUP INC USD0.01 COMMON
STOCK 125581801 5,109,135.36 5,109 132,224 SH Sole 43 132,224
CMS ENERGY CORP COM COMMON
STK USD0.01 STOCK 125896100 11,349,889.58 11,350 465,541 SH Sole 28, 30, 35 465,541
CSS INDUSTRIES INC COM COMMON
STK USD0.10 STOCK 125906107 193,398.15 193 8,835 SH Sole 28, 33 8,835
CPI AEROSTRUCTURES COMMON
COM STK USD0.001 STOCK 125919308 58,558.50 59 5,850 SH Sole 28, 33 5,850
CNB FINANCIAL COMMON
CORP(PA) COM STK USD1 STOCK 126128107 226,928.52 227 13,854 SH Sole 8, 28 13,854
CSG SYSTEMS INTL INC COMMON
COM STK USD0.01 STOCK 126349109 1,055,876.22 1,056 58,079 SH Sole 8, 28, 33 58,079
CSX CORP COM STK USD1 COMMON
STOCK 126408103 14,998,114.64 14,998 760,168 SH Sole 11, 23, 760,168
CTS CORP NPV COMMON 28, 59
STOCK 126501105 289,858.84 290 27,268 SH Sole 28 27,268
CVB FINANCIAL NPV COMMON 8, 25,
STOCK 126600105 2,497,903.20 2,498 240,183 SH Sole 28, 33 240,183
23, 28, 39,
CVS CAREMARK CORP COMMON 41, 50, 51,
COM STK USD0.01 STOCK 126650100 78,888,827.00 78,889 1,631,620 SH Sole 58, 59 1,631,620
CABELAS INC COM STK COMMON 8, 11,
USD0.01 STOCK 126804301 9,987,268.00 9,987 239,216 SH Sole 28, 33 239,216
CABOT CORP COM STK COMMON 28, 30,
USD1 STOCK 127055101 9,617,083.84 9,617 241,696 SH Sole 33, 37 241,696
CABOT OIL & GAS CO COMMON 11, 28, 38,
COM USD0.10 STOCK 127097103 23,591,831.22 23,592 474,303 SH Sole 50, 53, 58 474,303
CACHE INC COM STK COMMON
USD0.01 STOCK 127150308 4,007.52 4 1,656 SH Sole 33 1,656
CACI INTL INC CLASS A COMMON
COM STOCK 127190304 1,979,043.89 1,979 35,963 SH Sole 8, 28, 33 35,963
CADENCE DESIGN
SYSTEMS INC COM STK COMMON
USD0.01 STOCK 127387108 7,487,404.12 7,487 554,212 SH Sole 23, 28 554,212
CADIZ INC NEW COMMON
STOCK 127537207 82,391.76 82 10,403 SH Sole 28 10,403
CAESARS
ENTERTAINMENT CORP COMMON
USD0.01 STOCK 127686103 205,697.00 206 29,725 SH Sole 28 29,725
CAL MAINE FOODS INC COMMON
COM STK USD0.01 STOCK 128030202 579,811.52 580 14,416 SH Sole 28, 33 14,416
CALAMP CORP COM COMMON
STOCK 128126109 191,967.36 192 23,073 SH Sole 28 23,073
CALAVO GROWERS INC COMMON
COM STK USD0.001 STOCK 128246105 241,259.70 241 9,570 SH Sole 28 9,570
CALGON CARBON CORP COMMON
COM STK USD0.01 STOCK 129603106 641,645.00 642 45,250 SH Sole 28 45,250
CALIFORNIA FIRST
NATIONAL BANCORP COMMON
COM STK USD0.01 STOCK 130222102 32,187.35 32 2,153 SH Sole 28 2,153
CALIFORNIA WATER
SERVICE GROUP COM COMMON
STK NPV STOCK 130788102 780,939.30 781 42,558 SH Sole 8, 28 42,558
CALLAWAY GOLF CO COMMON
COM STK USD0.01 STOCK 131193104 444,769.00 445 68,426 SH Sole 28, 33 68,426
CAMBREX CORP COM COMMON
STK USD0.10 STOCK 132011107 1,158,415.72 1,158 101,794 SH Sole 8, 28, 33 101,794
CAMDEN NATIONAL COMMON
CORPORATION COM NPV STOCK 133034108 327,436.83 327 9,639 SH Sole 8, 28 9,639
CAMPBELL SOUP CO CAP COMMON
STK USD0.0375 STOCK 134429109 4,022,468.10 4,022 115,290 SH Sole 23, 28 115,290
CANADIAN NATIONAL COMMON
RAILWAY CO COM NPV STOCK 136375102 13,788,015.00 13,788 151,500 SH Sole 39 151,500
CANADIAN NATURAL COMMON
RESOURCES COM NPV STOCK 136385101 13,155,106.29 13,155 455,667 SH Sole 33, 37 455,667
CANTEL MEDICAL CORP COMMON 8, 28,
CLASS'B'CNV USD0.10 STOCK 138098108 883,932.36 884 29,732 SH Sole 33, 56 29,732
CAPE BANCORP INC COMMON
USD0.01 STOCK 139209100 89,898.05 90 10,345 SH Sole 28, 33 10,345
CAPELLA EDUCATION CO COMMON
COM STK USD1 STOCK 139594105 283,118.67 283 10,029 SH Sole 28 10,029
CAPITAL CITY BANK
GROUP INC COM STK COMMON
USD0.01 STOCK 139674105 131,243.91 131 11,543 SH Sole 28, 33 11,543
CAPITAL BANK
FINANCIALL CORP COMMON
USD0.01 STOCK 139794101 108,257.94 108 6,342 SH Sole 28, 33 6,342
CAPITAL SENIOR LIVING COMMON
CORP COM STK USD0.01 STOCK 140475104 504,966.42 505 27,018 SH Sole 28, 33 27,018
CAPITAL SOUTHWEST COMMON
CORP COM STK USD1 STOCK 140501107 275,277.69 275 2,763 SH Sole 28, 33 2,763
CARBO CERAMICS COM COMMON
STK USD0.01 STOCK 140781105 3,691,302.46 3,691 47,119 SH Sole 11, 28, 56 47,119
CARBONITE INC USD0.01 COMMON
STOCK 141337105 85,849.25 86 9,281 SH Sole 28 9,281
CARDIOVASCULAR COMMON
SYSTEMS INC NPV STOCK 141619106 170,090.15 170 13,553 SH Sole 28 13,553
CAREER EDUCATION COMMON
CORP COM STK USD0.01 STOCK 141665109 187,052.80 187 53,140 SH Sole 28, 33 53,140
CARIBOU COFFEE CO INC COMMON
COM STK USD0.01 STOCK 142042209 274,922.39 275 16,981 SH Sole 28 16,981
CARLISLE COS INC COM COMMON
STK USD1 STOCK 142339100 6,565,959.92 6,566 111,742 SH Sole 28 111,742
CARMAX INC COM STK COMMON
USD0.50 STOCK 143130102 3,373,907.50 3,374 89,875 SH Sole 28 89,875
CARMIKE CINEMAS INC COMMON
COM STK USD0.03 STOCK 143436400 472,575.00 473 31,505 SH Sole 8, 28 31,505
CARNIVAL CORP COM
STK USD0.01(PAIRED COMMON 11, 23, 28,
STOCK) STOCK 143658300 17,710,196.96 17,710 481,648 SH Sole 41, 51 481,648
CARRIAGE SERVICES INC COMMON
COM STK USD0.01 STOCK 143905107 234,764.86 235 19,778 SH Sole 8, 28, 33 19,778
CARPENTER TECHNOLOGY COMMON
CORP COM STK USD5 STOCK 144285103 5,084,728.92 5,085 98,484 SH Sole 11, 28 98,484
CARRIZO OIL & GAS INC COMMON
COM STK USD0.01 STOCK 144577103 660,590.84 661 31,577 SH Sole 28 31,577
CARTERS INC COM STK COMMON
USD0.01 STOCK 146229109 5,009,891.25 5,010 90,025 SH Sole 28 90,025
CASCADE BANCORP NPV COMMON
STOCK 147154207 31,431.46 31 5,021 SH Sole 28 5,021
CASCADE CORP COM COMMON
STK USD0.50 STOCK 147195101 696,883.40 697 10,838 SH Sole 8, 28, 33 10,838
CASCADE MICROTECH COMMON
INC COM STK USD0.01 STOCK 147322101 8,500.80 9 1,518 SH Sole 33 1,518
CASELLA WASTE
SYSTEMS COM STK COMMON
USD0.01 'A' STOCK 147448104 134,076.18 134 30,611 SH Sole 28, 33 30,611
CASEY'S GENERAL
STORES INC COM STK COMMON
NPV STOCK 147528103 1,604,841.30 1,605 30,223 SH Sole 28 30,223
CASTLE(A.M.)& CO COM COMMON
STK NPV STOCK 148411101 270,556.86 271 18,318 SH Sole 28, 33 18,318
CASUAL MALE RETAIL COMMON
GRP INC COM NEW STOCK 148711302 174,157.20 174 41,466 SH Sole 28, 33 41,466
CATAMARAN CORP NPV COMMON
STOCK 148887102 13,077,736.00 13,078 277,600 SH Sole 11, 38, 53 277,600
CATERPILLAR INC COM COMMON 11, 28,
STK USD1 STOCK 149123101 38,474,699.58 38,475 429,501 SH Sole 53, 59 429,501
CATAHY GENERAL
BANCORP COM STK COMMON
USD0.01 STOCK 149150104 4,489,758.00 4,490 230,244 SH Sole 8, 28, 33 230,244
CATO CORP CLASS'A'COM COMMON
STK USD0.03 1/3 STOCK 149205106 602,088.50 602 21,950 SH Sole 28, 33 21,950
CAVCO INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 149568107 333,216.66 333 6,667 SH Sole 28, 33 6,667
CBEYOND INC USD0.01 COMMON
STOCK 149847105 249,314.16 249 27,579 SH Sole 28, 33 27,579
CELADON GROUP COM COMMON
STK USD0.33 STOCK 150838100 359,791.77 360 19,911 SH Sole 28, 33 19,911
CELANESE CORP COM COMMON
STK USD0.0001 CLS'A' STOCK 150870103 8,077,742.00 8,078 181,400 SH Sole 37, 51 181,400
CELGENE CORP COM COMMON
STK USD0.01 STOCK 151020104 25,777,336.32 25,777 327,456 SH Sole 28, 50, 58 327,456
CENTER BANCORP INC COMMON
COM COM STK NPV STOCK 151408101 192,702.78 193 16,641 SH Sole 8, 28, 33 16,641
CENTRAL EUROPEAN
DISTRIBUTION CORP COM COMMON
STK USD0.01 STOCK 153435102 150,235.61 150 69,233 SH Sole 28, 33 69,233
CENTRAL GARDEN & PET COMMON
CO COM STK USD0.01 STOCK 153527106 21,042.00 21 2,100 SH Sole 33 2,100
CENTRAL GARDEN & PET COMMON
CO COM STK N/V 'A' SHS STOCK 153527205 370,671.95 371 35,471 SH Sole 28, 33 35,471
CENTRAL PAC FINL CORP COMMON
COM STOCK 154760409 501,857.69 502 32,191 SH Sole 8, 28, 33 32,191
CENTURY ALUMINIUM COMMON
COM STK USD0.01 STOCK 156431108 476,176.08 476 54,358 SH Sole 28, 33 54,358
CENTURY BANCORP INC
CLASS'A'NON-VTG COM COMMON
STK USD1 STOCK 156432106 103,891.35 104 3,153 SH Sole 28, 33 3,153
CENTURYLINK INC COMMON 23, 28,
STOCK 156700106 24,163,367.76 24,163 617,673 SH Sole 43, 58 617,673
CERES INC USD0.01 COMMON
STOCK 156773103 22,041.70 22 4,855 SH Sole 28 4,855
CERNER CORP COM STK COMMON 11, 28, 50,
USD0.01 STOCK 156782104 28,880,139.00 28,880 371,975 SH Sole 51, 53 371,975
CERUS CORP COM STK COMMON
USD0.001 STOCK 157085101 137,254.60 137 43,435 SH Sole 28 43,435
CEVA INC USD0.001 COMMON
STOCK 157210105 290,445.75 290 18,441 SH Sole 28 18,441
CHARLES & COLVARD COMMON
COM STK USD0.01 STOCK 159765106 7,083.44 7 1,807 SH Sole 33 1,807
CHARLES RIVER
LABORATORIES COM STK COMMON
USD0.01 STOCK 159864107 3,232,799.19 3,233 86,277 SH Sole 28 86,277
CHECKPOINT SYSTEMS COMMON
COM STK USD0.10 STOCK 162825103 509,408.94 509 47,431 SH Sole 8, 28, 33 47,431
CHEESECAKE FACTORY COMMON
COM STK USD0.01 STOCK 163072101 4,694,632.88 4,695 143,479 SH Sole 11, 28 143,479
CHEFS WAREHOUSE INC COMMON
USD0.01 STOCK 163086101 140,614.14 141 8,894 SH Sole 28 8,894
CHEMICAL FINANCIAL COMMON
CORP COM STK USD1 STOCK 163731102 777,997.44 778 32,744 SH Sole 8, 28, 33 32,744
CHEMTURA CORP COMMON
USD0.01 STOCK 163893209 3,657,357.80 3,657 172,030 SH Sole 25, 28, 33 172,030
CHESAPEAKE ENERGY COMMON
CORP COM STK USD0.01 STOCK 165167107 3,385,211.46 3,385 203,683 SH Sole 28 203,683
CHESAPEAKE UTILITIES COMMON
CORP COM STK USD0.4867 STOCK 165303108 1,168,550.60 1,169 25,739 SH Sole 8, 11, 28 25,739
11, 23, 28,
CHEVRON CORP COM STK COMMON 39, 41,
USD0.75 STOCK 166764100 137,026,032.38 137,026 1,267,117 SH Sole 58, 59 1,267,117
CHICAGO BRIDGE & IRON COMMON
CO N.V. EUR0.01 (REG) STOCK 167250109 2,190,037.50 2,190 47,250 SH Sole 43 47,250
CHICOS FAS INC COM STK COMMON
USD0.01 STOCK 168615102 10,303,061.34 10,303 558,129 SH Sole 23, 28, 38 558,129
CHILDRENS PLACE RETAIL
STORE INC COM COMMON
STK USD0.10 STOCK 168905107 850,589.45 851 19,205 SH Sole 28 19,205
CHINDEX
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 169467107 125,643.00 126 11,966 SH Sole 28, 33 11,966
CHIPOTLE MEXICAN COMMON
GRILL COM STK USD0.01 STOCK 169656105 3,685,529.40 3,686 12,390 SH Sole 28 12,390
CHIQUITA BRANDS
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 170032809 1,629,226.50 1,629 197,482 SH Sole 28, 30, 33 197,482
CHRISTOPHER & BANKS COMMON
CORP COM STK USD0.01 STOCK 171046105 33,572.00 34 6,160 SH Sole 33 6,160
CHUBB CORP COM STK COMMON 23, 28,
USD1 STOCK 171232101 32,308,363.36 32,308 428,948 SH Sole 31, 51 428,948
CHURCH & DWIGHT COM COMMON
STK USD1 STOCK 171340102 19,473,498.55 19,473 363,515 SH Sole 11, 23, 28 363,515
CHURCHILL DOWNS INC COMMON
COM STK NPV STOCK 171484108 784,575.15 785 11,807 SH Sole 28, 33 11,807
CHUYS HLDGS INC COMMON
USD0.01 STOCK 171604101 113,040.40 113 5,060 SH Sole 28 5,060
CIENA CORP COM STK COMMON
USD0.01. STOCK 171779309 4,031,650.10 4,032 256,793 SH Sole 28 256,793
CIMAREX ENERGY CO COMMON
COM STK USD0.01 STOCK 171798101 13,237,777.65 13,238 229,305 SH Sole 11, 28 229,305
CINCINNATI BELL NC COMMON
USD0.01 STOCK 171871106 864,365.88 864 157,731 SH Sole 28 157,731
CINCINNATI FINANCIAL COMMON
CORP COM STK USD2 STOCK 172062101 2,254,637.00 2,255 57,575 SH Sole 28 57,575
CIRRUS LOGIC INC COM COMMON
STK NPV STOCK 172755100 1,485,176.02 1,485 51,266 SH Sole 28 51,266
CINTAS CORP COM NPV COMMON
STOCK 172908105 1,713,546.40 1,714 41,896 SH Sole 28 41,896
CITIZENS AND
NORTHERN CORP COM COMMON
STK USD1 STOCK 172922106 524,134.80 524 27,732 SH Sole 8, 28 27,732
11, 28, 31,
CITIGROUP INC USD0.01 COMMON 37, 41,
STOCK 172967424 106,303,733.12 106,304 2,687,152 SH Sole 51, 58 2,687,152
CITIZENS REPUBLIC COMMON
BANCORP INC NPV STOCK 174420307 2,104,683.56 2,105 110,948 SH Sole 8, 28 110,948
CITIZENS INC CLASS 'A' COMMON
COM NPV STOCK 174740100 347,776.65 348 31,473 SH Sole 28 31,473
CITRIX SYSTEMS INC COMMON 11, 28,
COM STK USD0.001 STOCK 177376100 23,048,399.50 23,048 350,546 SH Sole 51, 58 350,546
CITY HLDG CO COM STK COMMON
USD2.50 STOCK 177835105 1,111,331.65 1,111 31,889 SH Sole 8, 28, 33 31,889
CITY NATIONAL CORP COMMON
COM STK USD1 STOCK 178566105 4,219,004.96 4,219 85,198 SH Sole 28, 33 85,198
CLARCOR INC COM STK COMMON
USD1 STOCK 179895107 8,275,878.24 8,276 173,208 SH Sole 11, 28 173,208
CLEAN HARBORS INC COMMON
COM STK USD0.01 STOCK 184496107 7,357,587.50 7,358 133,750 SH Sole 11, 28 133,750
CLEAN ENERGY FUELS
CORPORATION COM STK COMMON
USD0.0001 STOCK 184499101 654,969.60 655 52,608 SH Sole 28 52,608
CLOROX CO COM STK COMMON
USD1 STOCK 189054109 7,810,889.94 7,811 106,677 SH Sole 23, 28, 43 106,677
CLOVIS ONCOLOGY INC COMMON
USD0.001 STOCK 189464100 176,144.00 176 11,009 SH Sole 28 11,009
COACH INC COM STK COMMON
USD0.01 STOCK 189754104 10,713,152.45 10,713 192,995 SH Sole 28, 50, 53 192,995
COBIZ FINANCIAL INC COMMON
COM STK USD0.01 STOCK 190897108 452,696.94 453 60,602 SH Sole 8, 28, 33 60,602
COBRA ELECTRONICS
CORP COM STK USD0.33 COMMON
1/3 STOCK 191042100 3,008.00 3 800 SH Sole 33 800
COCA-COLA BOTTLING
CO CONSOLIDATED COM COMMON
STK USD1 STOCK 191098102 303,838.50 304 4,569 SH Sole 28, 33 4,569
COCA-COLA CO COM STK COMMON 23, 28,
USD0.25 STOCK 191216100 66,186,772.50 66,187 1,825,842 SH Sole 53, 58 1,825,842
CODEXIS INC USD0.0001 COMMON
STOCK 192005106 46,023.25 46 20,825 SH Sole 28 20,825
COEUR D'ALENE MINE COMMON 8, 23, 28,
COM STK USD1 STOCK 192108504 4,963,886.40 4,964 201,784 SH Sole 33, 58 201,784
COGNEX CORP COM STK COMMON
USD0.002 STOCK 192422103 1,412,709.76 1,413 38,368 SH Sole 28, 56 38,368
COGNIZANT
TECHNOLOGY
SOLUTIONS CORP COM COMMON 11, 28, 39,
STK STOCK 192446102 33,446,089.45 33,446 451,669 SH Sole 53, 59 451,669
COHERENT INC COM STK COMMON
USD0.01 STOCK 192479103 994,632.38 995 19,649 SH Sole 28, 33 19,649
COHU INC COM STK USD1 COMMON
STOCK 192576106 254,208.84 254 23,451 SH Sole 28, 33 23,451
COLEMAN CABLE INC COMMON
COM STK USD0.001 STOCK 193459302 66,354.66 66 7,158 SH Sole 28 7,158
COLFAX CORP USD0.01 COMMON
STOCK 194014106 5,187,355.65 5,187 128,559 SH Sole 25, 38 128,559
COLGATE-PALMOLIVE CO COMMON 23, 28, 53,
COM STK USD1 STOCK 194162103 29,120,976.02 29,121 278,563 SH Sole 54, 58 278,563
COLUMBIA BANKING
SYSTEMS INC COM STK COMMON
NPV STOCK 197236102 623,576.46 624 34,759 SH Sole 28, 33 34,759
COLUMBIA SPORTSWEAR COMMON
CO COM STK NPV STOCK 198516106 954,396.96 954 17,886 SH Sole 5, 28, 33 17,886
COLUMBUS MCKINNON COMMON
CORP COM STK USD0.01 STOCK 199333105 1,310,300.32 1,310 79,316 SH Sole 28, 30, 33 79,316
COMFORT SYSTEMS USA COMMON
COM STK USD0.01 STOCK 199908104 402,325.76 402 33,086 SH Sole 28, 33 33,086
COMERICA INC COM STK COMMON 23, 28, 33,
USD5 STOCK 200340107 17,281,239.24 17,281 569,586 SH Sole 43, 51 569,586
COMMERCE
BANCSHARES INC COM COMMON
STK USD5 STOCK 200525103 10,069,063.71 10,069 287,195 SH Sole 23, 28 287,195
COMMERCIAL METALS COMMON
CO COM STK USD5 STOCK 201723103 3,362,164.16 3,362 226,256 SH Sole 28, 33 226,256
COMMERCIAL VEHICLE
GROUP INC COM STK COMMON
USD0.01 STOCK 202608105 162,196.76 162 19,756 SH Sole 28 19,756
COMMUNITY BANK
SYSTEMS NY COM STK COMMON
USD1.25 STOCK 203607106 1,270,160.64 1,270 46,424 SH Sole 8, 28, 33 46,424
COMMUNITY BANKERS
TRUST CORP COM STK COMMON
USD0.01 STOCK 203612106 795.00 1 300 SH Sole 33 300
COMMUNITY HEALTH
SYSTEMS INC(NEW) COM COMMON
STK NPV STOCK 203668108 5,303,572.20 5,304 172,530 SH Sole 28, 33 172,530
COMMUNICATIONS
SYSTEMS INC COM STK COMMON
USD0.05 STOCK 203900105 14,768.00 15 1,420 SH Sole 33 1,420
COMMUNITY TRUST
BANCORP INC COM STK COMMON
USD5 STOCK 204149108 993,332.34 993 30,303 SH Sole 8, 28, 33 30,303
COMMVAULT SYSTEMS COMMON 23, 28,
INC COM STK USD0.01 STOCK 204166102 13,159,853.80 13,160 188,780 SH Sole 38, 47 188,780
COMPUTER PROGRAMS &
SYSTEMS INC COM STK COMMON
USD0.001 STOCK 205306103 444,904.92 445 8,838 SH Sole 28 8,838
COMPUTER SCIENCES COMMON
CORP COM STK USD1 STOCK 205363104 2,464,476.75 2,464 61,535 SH Sole 28, 33 61,535
COMPUTER TASK GROUP COMMON
INC COM STK USD0.01 STOCK 205477102 223,700.33 224 12,271 SH Sole 28 12,271
COMPUWARE CORP COM COMMON
STK USD0.01 STOCK 205638109 4,115,795.06 4,116 378,638 SH Sole 28 378,638
COMSTOCK RESOURCES COMMON
INC COM STK USD0.50 STOCK 205768203 704,316.63 704 46,551 SH Sole 28, 33 46,551
COMTECH
TELECOMMUNICATIONS COMMON
COM STK USD0.10 STOCK 205826209 836,321.76 836 32,952 SH Sole 8, 28, 33 32,952
COMVERSE
TECHNOLOGY INC COM COMMON
STK USD0.10 STOCK 205862402 668,935.68 669 174,202 SH Sole 28 174,202
CONAGRA FOODS INC COMMON 23, 28,
COM STK USD5 STOCK 205887102 27,048,579.50 27,049 916,901 SH Sole 31, 51 916,901
CON-WAY INC COM STK COMMON 25, 28,
USD0.625 STOCK 205944101 5,212,577.76 5,213 187,368 SH Sole 33, 43 187,368
CONCEPTUS INC COM COMMON
STK USD0.003 STOCK 206016107 528,065.34 528 25,134 SH Sole 28 25,134
CONCUR TECHNOLOGIES COMMON
INC COM STK USD0.001 STOCK 206708109 7,575,676.48 7,576 112,199 SH Sole 11, 28, 56 112,199
CONCURRENT
COMPUTER CORP COM COMMON
STK USD0.01 STOCK 206710402 3,010.01 3 529 SH Sole 33 529
CONMED CORP COM STK COMMON
USD0.01 STOCK 207410101 691,287.35 691 24,733 SH Sole 28, 33 24,733
CONNECTICUT WATER COMMON
SERVICES COM STK NPV STOCK 207797101 233,475.20 233 7,840 SH Sole 28 7,840
CONNS INC COM STK COMMON 8, 28,
USD0.01 STOCK 208242107 4,390,277.32 4,390 143,099 SH Sole 33, 47 143,099
CONSOLIDATED COMMU COMMON
COM NPV STOCK 209034107 1,300,043.12 1,300 81,661 SH Sole 8, 28, 33 81,661
CONSOLIDATED EDISON COMMON
INC COM STK USD0.10 STOCK 209115104 6,382,545.72 6,383 114,918 SH Sole 28 114,918
CONSOLIDATED GRAPHICS COMMON
INC COM STK USD0.01 STOCK 209341106 287,636.04 288 8,237 SH Sole 28, 33 8,237
CONSOLIDATED TOMOKA COMMON
LAND COM STK USD1 STOCK 210226106 123,946.97 124 3,997 SH Sole 28, 33 3,997
CONSTANT CONTACT INC COMMON
COM STK USD0.01 STOCK 210313102 344,137.78 344 24,218 SH Sole 28 24,218
CONVERGYS CORP COM COMMON
STK NPV STOCK 212485106 6,267,553.35 6,268 381,935 SH Sole 28, 30, 33 381,935
COOPER COS INC COM COMMON 11, 23, 28,
STK USD0.10 STOCK 216648402 14,509,834.56 14,510 156,897 SH Sole 33, 47 156,897
COOPER TIRE & RUBBER COMMON
CO COM STK USD1 STOCK 216831107 4,265,120.88 4,265 168,183 SH Sole 8, 28, 33 168,183
COPART INC NPV COMMON
STOCK 217204106 5,556,767.50 5,557 188,365 SH Sole 28 188,365
CORCEPT THERAPEUTICS COMMON
INC USD0.001 STOCK 218352102 52,749.84 53 36,888 SH Sole 28 36,888
CORE-MARK HLDG CO COMMON
INC COM STK USD0.01 STOCK 218681104 2,029,089.55 2,029 42,853 SH Sole 28, 30, 33 42,853
CORE MOLDING
TECHNOLOGIES INC. COMMON
USD0.01 STOCK 218683100 3,108.60 3 471 SH Sole 33 471
CORINTHIAN COLLEGES COMMON 8, 28,
INC COM STK USD0.0001 STOCK 218868107 1,193,984.72 1,194 489,338 SH Sole 30, 33 489,338
CORNING INC COM STK COMMON 11, 28,
USD0.50 STOCK 219350105 12,514,988.98 12,515 991,679 SH Sole 41, 51 991,679
CORVEL CORP COM STK COMMON
USD0.0001 STOCK 221006109 225,046.60 225 5,020 SH Sole 28 5,020
COURIER CORP COM STK COMMON
USD1 STOCK 222660102 494,626.00 495 44,966 SH Sole 8, 28, 33 44,966
COVANCE INC COM STK COMMON
USD0.01 STOCK 222816100 5,623,505.11 5,624 97,343 SH Sole 28 97,343
COVENTRY HEALTHCARE COMMON
INC COM STK USD0.01 STOCK 222862104 2,747,585.87 2,748 61,289 SH Sole 28, 33 61,289
COWEN GROUP INC NEW COMMON 8, 28,
USD0.01 'A' STOCK 223622101 1,918,788.55 1,919 783,179 SH Sole 30, 33 783,179
CRAFT BREW ALLIANCE COMMON
INC COM STOCK 224122101 63,763.20 64 9,840 SH Sole 28, 33 9,840
CRANE CO COM STK USD1 COMMON
STOCK 224399105 3,938,335.44 3,938 85,098 SH Sole 28 85,098
CRAWFORD & CO COMMON
CLASS'B'COM STK USD1 STOCK 224633107 242,328.66 242 30,367 SH Sole 8, 28 30,367
CRAY INC COM STK COMMON
USD0.01 STOCK 225223304 520,289.00 520 32,620 SH Sole 28, 33 32,620
CREDIT ACCEPTANCE COMMON
CORP COM STK NPV STOCK 225310101 640,889.04 641 6,303 SH Sole 28 6,303
CREE INC COM STK COMMON
USD0.005 STOCK 225447101 7,318,408.52 7,318 215,374 SH Sole 28, 33 215,374
CRESCENT FINANCIAL COMMON
BANCSHARES INC COM STOCK 225743103 8,463.96 8 1,844 SH Sole 28 1,844
CROCS INC COM STK COMMON
USD0.01 STOCK 227046109 1,024,438.49 1,024 71,191 SH Sole 28 71,191
CROSS(A.T.)CO COMMON
CLASS'A'COM STK USD1 STOCK 227478104 85,366.82 85 7,919 SH Sole 28 7,919
CROSS COUNTRY HEAL COMMON
COM STK USD0.0001 STOCK 227483104 122,524.80 123 25,526 SH Sole 28, 33 25,526
CROWN CASTLE
INTERNATIONAL CORP COMMON
COM STK USD0.01 STOCK 228227104 15,752,744.48 15,753 218,303 SH Sole 11, 23, 28 218,303
CROWN HOLDINGS INC COMMON
STOCK 228368106 3,784,068.00 3,784 102,800 SH Sole 35 102,800
CROWN MEDIA
HOLDINGS CLASS'A'COM COMMON
STK USD0.01 STOCK 228411104 51,208.00 51 27,680 SH Sole 28 27,680
CRYOLIFE INC COM STK COMMON
USD0.01 STOCK 228903100 160,466.11 160 25,757 SH Sole 28, 33 25,757
CUBIC CORP COM STK COMMON
NPV STOCK 229669106 607,588.02 608 12,666 SH Sole 28 12,666
CUBIST PHARMACEUTI COMMON 5, 11, 28,
COM USD0.001 STOCK 229678107 13,332,473.22 13,332 316,987 SH Sole 38, 47 316,987
CULLEN FROST BANKERS COMMON
COM STK USD5 STOCK 229899109 7,317,603.99 7,318 134,837 SH Sole 23, 28 134,837
CULP INC COM STK COMMON
USD0.05 STOCK 230215105 108,222.10 108 7,210 SH Sole 28, 33 7,210
CUMBERLAND
PHARMACEUTICALS INC COMMON
NPV STOCK 230770109 50,723.40 51 12,077 SH Sole 28, 33 12,077
CUMMINS INC COM STK COMMON 11, 28, 51,
USD2.50 STOCK 231021106 54,534,071.90 54,534 503,314 SH Sole 53, 58, 59 503,314
CUMULUS MEDIA INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 231082108 141,830.40 142 53,120 SH Sole 28, 33 53,120
CURIS INC COM STK COMMON
USD0.01 STOCK 231269101 219,122.12 219 63,884 SH Sole 28 63,884
CURTISS-WRIGHT CORP COMMON 8, 25,
COM STK USD1 STOCK 231561101 3,287,694.69 3,288 100,143 SH Sole 28, 33 100,143
CUTERA INC COM STK COMMON
USD0.001 STOCK 232109108 1,185,525.00 1,186 131,725 SH Sole 30, 33 131,725
CYBER OPTICS COM STK COMMON
NPV STOCK 232517102 2,968.00 3 400 SH Sole 33 400
CYMER INC COM STK COMMON
USD0.001 STOCK 232572107 2,295,475.12 2,295 25,384 SH Sole 28, 33 25,384
CYNOSURE INC COM STK COMMON
USD0.001 STOCK 232577205 269,646.24 270 11,184 SH Sole 28, 33 11,184
CYPRESS
SEMICONDUCTOR CORP COMMON
COM STK USD0.01 STOCK 232806109 4,197,670.76 4,198 387,239 SH Sole 25, 28 387,239
CYTEC INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 232820100 7,694,092.72 7,694 111,784 SH Sole 28, 33, 47 111,784
DST SYSTEMS INC
DELAWARE COM STK COMMON
USD0.01 STOCK 233326107 3,299,367.00 3,299 54,445 SH Sole 28 54,445
DTE ENERGY CO COM COMMON
STK NPV STOCK 233331107 7,794,129.70 7,794 129,794 SH Sole 23, 28, 43 129,794
DXP ENTERPRISES INC COMMON
COM STK USD0.01 STOCK 233377407 1,406,248.06 1,406 28,658 SH Sole 28, 30 28,658
DAILY JOURNAL CO COM COMMON
STK USD0.01 STOCK 233912104 58,954.35 59 637 SH Sole 28 637
DAKTRONIC INC COM COMMON
STK NPV STOCK 234264109 321,483.87 321 29,041 SH Sole 28 29,041
DANA HOLDING CORP COMMON
USD0.01 STOCK 235825205 3,550,697.43 3,551 227,463 SH Sole 25, 28, 33 227,463
DANAHER CORP COM STK COMMON 11, 23, 28,
USD0.01 STOCK 235851102 58,047,230.80 58,047 1,038,412 SH Sole 50, 51, 58 1,038,412
DARDEN RESTAURANTS COMMON
INC COM STK NPV STOCK 237194105 4,161,268.03 4,161 92,329 SH Sole 28, 43 92,329
DARLING INTL INC COM COMMON
USD0.01 STOCK 237266101 2,686,956.64 2,687 167,516 SH Sole 8, 11, 28 167,516
DATALINK CORP COM COMMON
STK USD0.001 STOCK 237934104 1,495,796.85 1,496 174,947 SH Sole 28, 30, 33 174,947
DATARAM CORP COM COMMON
USD1 STOCK 238108203 198.00 0 600 SH Sole 33 600
DAWSON GEOPHYSICAL COMMON
CO COM USD0.33 1/3 STOCK 239359102 211,646.74 212 8,023 SH Sole 28, 33 8,023
DEALERTRACK COMMON
TECHNOLOGIES INC STOCK 242309102 988,456.24 988 34,417 SH Sole 28, 33 34,417
DEAN FOODS CO COM COMMON
STK USD0.01 STOCK 242370104 3,829,362.42 3,829 231,942 SH Sole 28, 51 231,942
DECKERS OUTDOOR COMMON
CORP COM STK USD0.01 STOCK 243537107 2,524,687.38 2,525 62,694 SH Sole 28 62,694
DEERE & CO COM STK USD1 COMMON 11, 23, 28,
STOCK 244199105 30,757,828.62 30,758 355,911 SH Sole 39, 53 355,911
DEL FRISCOS
RESTAURANT GROUP COMMON
NPV STOCK 245077102 301,697.68 302 19,352 SH Sole 8, 28 19,352
DELEK US HOLDINGS INC COMMON
COM STK USD0.01 STOCK 246647101 531,998.52 532 21,011 SH Sole 28, 33 21,011
DELIAS INC COM STK COMMON
USD0.01 STOCK 246911101 1,989.00 2 1,700 SH Sole 33 1,700
DELTA APPAREL INC COMMON
COM STK USD0.01 STOCK 247368103 80,524.80 81 5,760 SH Sole 28, 33 5,760
DELTA NATURAL GAS CO COMMON
COM STK USD1 STOCK 247748106 91,572.20 92 4,684 SH Sole 28 4,684
DELTIC TIMBER CORP COMMON
COM STK NPV STOCK 247850100 612,204.78 612 8,669 SH Sole 28 8,669
DENBURY RESOURCES COMMON
INC COM STK USD0.001 STOCK 247916208 11,873,644.20 11,874 732,941 SH Sole 11, 28, 59 732,941
DELUXE CORP COM STK COMMON
USD1 STOCK 248019101 8,758,930.96 8,759 271,679 SH Sole 8, 28, 30 271,679
DENTSPLY
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 249030107 2,568,748.11 2,569 64,851 SH Sole 23, 28 64,851
DERMA SCIENCES INC COMMON
COM STK USD0.01 STOCK 249827502 86,158.05 86 7,755 SH Sole 28 7,755
DEPOMED INC COM STK COMMON
NPV STOCK 249908104 277,881.48 278 44,892 SH Sole 28 44,892
DEVRY INC COM STK COMMON
USD0.01 STOCK 251893103 6,046,926.06 6,047 254,822 SH Sole 28, 37 254,822
DEXCOM INC COM STK COMMON
USD0.001 STOCK 252131107 4,191,811.95 4,192 307,995 SH Sole 5, 28 307,995
DIAMOND FOODS INC COMMON
COM STK NPV STOCK 252603105 291,088.98 291 21,294 SH Sole 28, 33 21,294
DICE HLDGS INC COM COMMON
STK NPV STOCK 253017107 307,924.74 308 33,543 SH Sole 28 33,543
DICKS SPORTING GOODS COMMON
INC COM STK USD0.01 STOCK 253393102 20,558,386.68 20,558 451,932 SH Sole 11, 28, 51 451,932
DIEBOLD INC COM STK COMMON
USD1.25 STOCK 253651103 6,466,025.79 6,466 211,239 SH Sole 23, 25, 28 211,239
DIGI INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 253798102 426,235.23 426 45,009 SH Sole 8, 28, 33 45,009
DIGIRAD CORP COM STK COMMON
USD0.0001 STOCK 253827109 3,075.00 3 1,500 SH Sole 33 1,500
DIME COMMUNITY
BANCSHARES INC COM COMMON
STK USD0.01 STOCK 253922108 823,788.12 824 59,308 SH Sole 11, 28, 33 59,308
DILLARDS INC NPV A COMMON
STOCK 254067101 1,817,809.00 1,818 21,700 SH Sole 8, 33 21,700
DINEEQUITY INC COMMON
STOCK 254423106 1,014,782.00 1,015 15,146 SH Sole 28, 33 15,146
DIODES INC COM STK COMMON
USD0.66 2/3 STOCK 254543101 640,509.95 641 36,917 SH Sole 28, 33, 56 36,917
DISCOVERY LABORATORIES COMMON
INC COM STK USD0.001 STOCK 254668403 73,556.71 74 34,861 SH Sole 28 34,861
WALT DISNEY(HLDG)CO COMMON
DISNEY COM STK USD0.01 STOCK 254687106 54,317,653.65 54,318 1,090,935 SH Sole 28, 31, 51 1,090,935
DISCOVER FINANCIAL
SERVICES COM STK COMMON 11, 28,
USD0.01 STOCK 254709108 36,950,136.45 36,950 958,499 SH Sole 51, 58 958,499
DIXIE GROUP INC COM COMMON
STK USD3 STOCK 255519100 2,317.00 2 700 SH Sole 33 700
DOLE FOOD CO INC COMMON
USD0.001 STOCK 256603101 705,313.24 705 61,492 SH Sole 8, 28, 33 61,492
DOLLAR GENERAL CORP COMMON 28, 50,
USD0.875 STOCK 256677105 21,643,913.27 21,644 490,903 SH Sole 51, 58 490,903
DOLLAR TREE INC COM COMMON
STK USD0.01 STOCK 256746108 7,578,149.28 7,578 186,838 SH Sole 11, 28 186,838
DOMTAR CORPORATION COMMON 8, 28, 30,
COM STK USD0.01 STOCK 257559203 10,462,968.00 10,463 125,275 SH Sole 33, 43 125,275
DONALDSON CO INC COM COMMON
STK USD5 STOCK 257651109 12,055,038.56 12,055 367,084 SH Sole 11, 28 367,084
DONEGAL GROUP COM COMMON
STK USD1 CLS'A' STOCK 257701201 125,559.72 126 8,943 SH Sole 28, 33 8,943
DONNELLEY(R.R.)& SONS COMMON
CO COM STK USD1.25 STOCK 257867101 3,702,177.00 3,702 411,353 SH Sole 28, 33, 43 411,353
DORMAN PRODUCTS INC COMMON
STOCK 258278100 737,934.54 738 20,881 SH Sole 28, 33 20,881
DOUBLE EAGLE
PETROLEUM CO COM STK COMMON
USD0.10 STOCK 258570209 13,396.00 13 3,400 SH Sole 33 3,400
DOVER CORP COM STK USD1 COMMON 11, 28,
STOCK 260003108 25,395,797.93 25,396 386,483 SH Sole 31, 37 386,483
DOVER DOWNS GAMING
& ENTERTAINMENT COM
STK USD0.10 COMMON
STOCK 260095104 2,200.00 2 1,000 SH Sole 33 1,000
DOVER
MOTORSPORTSCOM COMMON
USD0.10 STOCK 260174107 1,690.00 2 1,000 SH Sole 33 1,000
DOW CHEMICAL CO COMMON
COM STK USD2.50 STOCK 260543103 16,428,191.36 16,428 508,298 SH Sole 11, 28 508,298
DRESSER RAND GROUP COMMON
COM STK USD0.01 STOCK 261608103 7,538,872.18 7,539 134,287 SH Sole 28 134,287
DRIL QUIP INC COM STK COMMON 5, 25,
USD0.01 STOCK 262037104 14,838,427.35 14,838 203,127 SH Sole 28, 47 203,127
DU PONT(E.I.)DE
NEMOURS & CO COM STK COMMON
USD0.30 STOCK 263534109 16,484,338.11 16,484 366,563 SH Sole 28 366,563
DUCOMMUN INC COM COMMON
STK USD0.01 STOCK 264147109 33,859.98 34 2,094 SH Sole 33 2,094
DYCOM INDUSTRIES COM COMMON
STK USD0.333 STOCK 267475101 653,023.80 653 32,981 SH Sole 28, 33 32,981
DYNAMIC MATERIALS COMMON
CORP COM STK USD0.05 STOCK 267888105 255,301.30 255 18,367 SH Sole 28, 33, 56 18,367
DYNAMICS RESEARCH COMMON
CORP COM STK USD0.10 STOCK 268057106 12,870.00 13 2,200 SH Sole 33 2,200
DYNAVAX
TECHNOLOGIES CORP COMMON
COM STK USD0.001 STOCK 268158102 397,846.02 398 139,107 SH Sole 28 139,107
EMC CORP COM STK COMMON 23, 28, 39,
USD0.01 STOCK 268648102 80,812,096.20 80,812 3,194,154 SH Sole 50, 51, 53 3,194,154
EMC INSURANCE GROUP COMMON
INC COM STK USD1 STOCK 268664109 96,785.64 97 4,053 SH Sole 28, 33 4,053
EAGLE BANCORP INC COMMON
COM STK USD0.01 STOCK 268948106 1,623,820.61 1,624 81,313 SH Sole 28, 30 81,313
E TRADE FINANCIAL COMMON
CORP USD0.01 STOCK 269246401 968,792.75 969 108,245 SH Sole 28, 33 108,245
EXCO RESOURCES INC COMMON
COM STK USD0.001 STOCK 269279402 825,960.31 826 122,003 SH Sole 30, 33 122,003
EARTHLINK INC COM STK COMMON
USD0.01 STOCK 270321102 2,287,944.66 2,288 354,171 SH Sole 28, 30, 33 354,171
EASTERN CO COM STK COMMON
NPV STOCK 276317104 76,980.12 77 4,866 SH Sole 28, 33 4,866
EASTERN INSURANCE
HOLDINGS I COM STK COMMON
NPV STOCK 276534104 97,697.60 98 5,720 SH Sole 28, 33 5,720
EASTMAN CHEMICAL CO COMMON 28, 43,
COM STK USD0.01 STOCK 277432100 40,216,325.10 40,216 590,982 SH Sole 51, 53 590,982
EATON VANCE CORP COM COMMON
NON VTG USD0.00390625 STOCK 278265103 6,514,790.10 6,515 204,546 SH Sole 28 204,546
EBAY INC COM STK COMMON 23, 28, 41,
USD0.001 STOCK 278642103 47,987,677.32 47,988 940,566 SH Sole 50, 53, 59 940,566
EBIX. COM INC USD0.10 COMMON
STOCK 278715206 360,883.99 361 22,457 SH Sole 28 22,457
ECHOSTAR CORP COM COMMON
STK USD0.001 STOCK 278768106 139,172.74 139 4,067 SH Sole 33 4,067
ECOLAB INC COM STK COMMON 11, 28,
USD1 STOCK 278865100 21,894,340.90 21,894 304,511 SH Sole 50, 58 304,511
EDGEWATER COMMON
TECHNOLOGY INC COM STOCK 280358102 1,520.00 2 400 SH Sole 33 400
EDISON INTERNATIONAL COMMON
COM STK NPV STOCK 281020107 7,775,481.78 7,775 172,062 SH Sole 28, 58 172,062
8X8 INC COM STK COMMON
USD0.001 STOCK 282914100 416,921.63 417 56,417 SH Sole 28 56,417
EL PASO ELECTRIC CO COMMON
COM STK NPV STOCK 283677854 1,987,354.80 1,987 62,280 SH Sole 8, 28 62,280
ELECTRO RENT CORP COMMON
COM STK NPV STOCK 285218103 289,020.96 289 18,792 SH Sole 28, 33 18,792
ELECTRO SCIENTIFIC
INDUSTRIES INC COM COMMON
STK NPV STOCK 285229100 1,563,921.10 1,564 157,178 SH Sole 28, 30, 33 157,178
ELECTRONIC ARTS COM COMMON
STK USD0.01 STOCK 285512109 1,744,631.63 1,745 120,071 SH Sole 28 120,071
ELECTRONICS FOR
IMAGING INC COM STK COMMON 8, 28,
USD0.01 STOCK 286082102 2,753,037.27 2,753 144,973 SH Sole 30, 33 144,973
ELLIS PERRY
INTERNATIONAL COM COMMON 8, 25,
STK USD0.01 STOCK 288853104 2,831,670.50 2,832 142,295 SH Sole 28, 33 142,295
ELOQUA INC USD0.0001 COMMON
STOCK 290139104 806,400.56 806 34,184 SH Sole 8, 28 34,184
EMCORE CORP NPV COMMON
STOCK 290846203 16,662.50 17 3,875 SH Sole 33 3,875
EMERITUS CORP COM COMMON
STK USD0.0001 STOCK 291005106 603,217.44 603 24,402 SH Sole 28 24,402
EMERSON ELECTRIC CO COMMON 11, 23,
USD0.50 STOCK 291011104 31,697,936.96 31,698 598,526 SH Sole 28, 39, 41 598,526
EMERSON RADIO CORP COMMON
COM STK USD0.01 STOCK 291087203 5,190.00 5 3,000 SH Sole 33 3,000
EMPIRE DISTRICT
ELECTRIC CO COM STK COMMON
USD1 STOCK 291641108 3,465,985.84 3,466 170,068 SH Sole 8, 23, 28 170,068
EMPLOYERS HOLDINGS COMMON
INC COM STK USD0.01 STOCK 292218104 1,506,702.96 1,507 73,212 SH Sole 28, 30, 33 73,212
EMULEX CORP COM STK COMMON
USD0.10 STOCK 292475209 2,300,040.20 2,300 315,074 SH Sole 28, 30, 33 315,074
ENCORE CAPITAL GROUP COMMON 8, 28,
INC STOCK 292554102 3,065,643.78 3,066 100,119 SH Sole 30, 33 100,119
ENCORE WIRE CORP COM COMMON
STK USD0.01 STOCK 292562105 515,542.79 516 17,009 SH Sole 28, 33 17,009
ENERGYSOLUTIONS INC. COMMON
COM STOCK USD0.01 STOCK 292756202 952,108.56 952 305,163 SH Sole 8, 28, 33 305,163
ENERNOC INC COM STK COMMON
NPV STOCK 292764107 304,407.25 304 25,907 SH Sole 28, 33, 56 25,907
ENGLOBAL CORP. COMMON
STOCK 293306106 1,007.00 1 1,900 SH Sole 33 1,900
ENNIS INC COM STK COMMON
USD2.50 STOCK 293389102 1,556,343.88 1,556 100,604 SH Sole 28, 30, 33 100,604
ENTERCOM
COMMUNICATIONS COM COMMON
STK USD0.01 STOCK 293639100 1,327,742.58 1,328 190,221 SH Sole 8, 28, 33 190,221
ENTERPRISE BANCORP COMMON
INC COM STK USD0.01 STOCK 293668109 89,373.20 89 5,410 SH Sole 28, 33 5,410
ENTERPRISE FINANCIAL
SERVICES CORP COM STK COMMON
USD0.01 STOCK 293712105 571,237.42 571 43,706 SH Sole 8, 28, 33 43,706
ENZON
PHARMACEUTICALS INC COMMON
COM STOCK 293904108 150,323.19 150 33,933 SH Sole 28, 33 33,933
ENZO BIOCHEM INC COM COMMON
STK USD0.01 STOCK 294100102 1,350.00 1 500 SH Sole 33 500
EPLUS INC COM STK COMMON
USD0.01 STOCK 294268107 168,543.18 169 4,077 SH Sole 28, 33 4,077
EQUIFAX INC COM STK COMMON
USD1.25 STOCK 294429105 4,490,823.48 4,491 82,979 SH Sole 28, 53 82,979
ESCALADE INC COM STK COMMON
NPV STOCK 296056104 1,060.00 1 200 SH Sole 33 200
ESCO TECHNOLOGIES INC COMMON
COM STK USD0.01 STOCK 296315104 893,762.31 894 23,891 SH Sole 28, 33 23,891
ESTERLINE
TECHNOLOGIES CORP COMMON 8, 28,
COM STK USD0.20 STOCK 297425100 7,348,227.20 7,348 115,520 SH Sole 30, 33 115,520
ETHAN ALLEN INTERIORS COMMON
INC COM STK USD0.01 STOCK 297602104 557,418.51 557 21,681 SH Sole 28, 33 21,681
EURONET WORLDWIDE COMMON
INC COM STK USD0.02 STOCK 298736109 1,040,288.00 1,040 44,080 SH Sole 28, 33 44,080
EXA CORP USD0.001 COMMON
STOCK 300614500 40,145.98 40 4,126 SH Sole 28 4,126
EXAR CORP COM STK COMMON
NPV STOCK 300645108 318,735.70 319 35,813 SH Sole 28, 33 35,813
EXIDE TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 302051206 254,034.18 254 74,279 SH Sole 28, 33 74,279
EXLSERVICE HLDGS INC COMMON
COM STK USD0.001 STOCK 302081104 491,787.00 492 18,558 SH Sole 28 18,558
EXPEDITORS INTERN OF
WASHINGTON INC COM COMMON
STK STOCK 302130109 3,256,388.80 3,256 82,336 SH Sole 28 82,336
EZCORP INC CLASS'A'
COM STK NON VTG COMMON
USD0.01 STOCK 302301106 757,500.12 758 38,142 SH Sole 28 38,142
FLIR SYSTEMS INC COM COMMON
STK USD0.01 STOCK 302445101 1,419,384.51 1,419 63,621 SH Sole 28, 56 63,621
FMC CORP COM STK COMMON
USD0.10 STOCK 302491303 3,150,424.20 3,150 53,835 SH Sole 28 53,835
FNB UNITED CORP COMMON
USD2.50 STOCK 302519202 277,193.60 277 23,896 SH Sole 8, 28 23,896
FNB CORP PA COM STK COMMON
USD0.01 STOCK 302520101 2,108,080.62 2,108 198,501 SH Sole 8, 28, 33 198,501
FXCM INC USD0.01 A COMMON
STOCK 302693106 181,370.77 181 18,011 SH Sole 28 18,011
FX ENERGY INC COM STK COMMON
USD0.001 STOCK 302695101 175,102.44 175 42,604 SH Sole 28 42,604
FAB UNVL CORP COM COMMON
STOCK 302771100 613.70 1 190 SH Sole 33 190
FTI CONSULTING INC COMMON
COM STK USD0.01 STOCK 302941109 3,600,927.00 3,601 109,119 SH Sole 28, 33 109,119
FACTSET RESEARCH
SYSTEMS INC COM STK COMMON
USD0.01 STOCK 303075105 9,974,820.38 9,975 113,273 SH Sole 5, 11, 28 113,273
FAIR ISAAC CORP COM COMMON
STK USD0.01 STOCK 303250104 3,750,000.66 3,750 89,222 SH Sole 28 89,222
FAIRCHILD
SEMICONDUCTOR INTL COMMON
INC STOCK 303726103 4,478,803.20 4,479 311,028 SH Sole 28, 33, 43 311,028
FAIRPOINT
COMMUNICATIONS INC COMMON
USD0.01 STOCK 305560302 134,551.24 135 16,946 SH Sole 28 16,946
FALCONSTOR SOFTWARCOM COMMON
USD0.001 STOCK 306137100 60,023.13 60 25,761 SH Sole 28 25,761
FAMILY DOLLAR STORES COMMON
INC COM STK USD0.10 STOCK 307000109 2,393,790.91 2,394 37,751 SH Sole 28 37,751
FARMER BROS CO COM COMMON
STK USD1 STOCK 307675108 106,955.16 107 7,412 SH Sole 28, 33 7,412
FARMERS NATIONAL COMMON
BANCORP COM STK NPV STOCK 309627107 81,771.80 82 13,189 SH Sole 28 13,189
FARO TECHNOLOGIES INC COMMON
COM STK USD0.001 STOCK 311642102 1,826,780.32 1,827 51,199 SH Sole 5, 28 51,199
FASTENAL COM STK COMMON
USD0.01 STOCK 311900104 10,314,334.59 10,314 220,911 SH Sole 11, 28 220,911
FEDERAL
AGRICULTURAL
MORTGAGE CORP COMMON
CLASS'C'COM STK STOCK 313148306 305,402.50 305 9,397 SH Sole 28, 33 9,397
FEDERAL MOGUL CORP COMMON
USD0.01 STOCK 313549404 177,258.04 177 22,102 SH Sole 28, 33 22,102
FEDERAL SIGNAL CORP COMMON
COM STK USD1 STOCK 313855108 491,644.05 492 64,605 SH Sole 28, 33 64,605
FEDERATED INVESTORS
INC COM STK COMMON
CLASS'B'USD0.01 STOCK 314211103 2,160,624.69 2,161 106,803 SH Sole 28 106,803
FEMALE HEALTH CO COM COMMON
STK USD0.01 STOCK 314462102 113,831.72 114 15,854 SH Sole 28 15,854
FERRO CORP COM STK USD1 COMMON
STOCK 315405100 353,030.26 353 84,457 SH Sole 28, 33 84,457
F5 NETWORK INC COM COMMON
STK USD0.01 STOCK 315616102 7,604,804.85 7,605 78,279 SH Sole 11, 28, 53 78,279
FIDELITY SOUTHERN COMMON
CORP STOCK 316394105 137,539.10 138 14,402 SH Sole 8, 28, 33 14,402
FIDUS INVESTMENT CORP COMMON
USD0.001 STOCK 316500107 321,350.75 321 19,535 SH Sole 8, 28 19,535
FIFTH & PACIFIC COS COMMON
INC USD1 STOCK 316645100 1,074,123.75 1,074 86,275 SH Sole 28 86,275
FIFTH THIRD BANCORP COMMON 28, 41,
COM STK NPV STOCK 316773100 16,233,978.32 16,234 1,068,728 SH Sole 43, 51 1,068,728
FINANCIAL ENGINES INC COMMON
USD0.0001 STOCK 317485100 3,464,892.75 3,465 124,861 SH Sole 5, 28 124,861
FINANCIAL
INSTITUTIONS INC COM COMMON 8, 28,
STK NPV STOCK 317585404 2,200,780.53 2,201 118,131 SH Sole 30, 33 118,131
FINISH LINE INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 317923100 815,144.73 815 43,061 SH Sole 28, 33 43,061
FIRST ACCEP CORP COM COMMON
STOCK 318457108 4,255.00 4 3,404 SH Sole 33 3,404
FIRST BANCORP PUERTO COMMON
RICO USD1 STOCK 318672706 486,469.28 486 106,216 SH Sole 8, 28, 33 106,216
FIRST BANCORP NC COM COMMON
STK USD0.01 STOCK 318910106 280,386.22 280 21,871 SH Sole 8, 28, 33 21,871
FIRST BUSEY CORP COM COMMON
STK NPV STOCK 319383105 532,234.35 532 114,459 SH Sole 8, 28, 33 114,459
FIRST CALIFORNIA
FINANCIAL GRP COM STK COMMON
USD0.01 STOCK 319395109 146,764.92 147 19,011 SH Sole 28, 33 19,011
FIRST COMM'WTH FINL COMMON
CORP PA COM STK USD1 STOCK 319829107 1,705,627.44 1,706 250,092 SH Sole 8, 28, 33 250,092
FIRST CONN BANCORP COMMON
INC MD COM STOCK 319850103 814,825.00 815 59,260 SH Sole 28, 30 59,260
FIRST FINANCIAL COMMON
BANCORP NPV STOCK 320209109 1,204,249.40 1,204 82,370 SH Sole 8, 28, 33 82,370
FIRST FINANCIAL
CORPORATION IND COM COMMON
STK NPV STOCK 320218100 501,893.28 502 16,597 SH Sole 8, 28, 33 16,597
FIRST FINANCIAL HLDGS COMMON
INC COM STK USD0.01 STOCK 320239106 481,984.92 482 36,849 SH Sole 8, 28, 33 36,849
FIRST HORIZON
NATIONAL CORP COM COMMON
STK USD0.625 STOCK 320517105 963,717.77 964 97,247 SH Sole 28 97,247
FIRST OF LONG ISLAND COMMON
CORP COM STK USD0.10 STOCK 320734106 1,219,657.44 1,220 43,067 SH Sole 8, 28, 30 43,067
FIRST MARBLEHEAD COMMON
CORP COM STK USD0.01 STOCK 320771108 47,333.41 47 60,926 SH Sole 28, 33 60,926
FIRST MERCHANTS CORP COMMON
COM STK NPV STOCK 320817109 672,177.80 672 45,295 SH Sole 8, 28, 33 45,295
FIRST MIDWEST
BANCORP COM STK COMMON 8, 28,
USD0.01 STOCK 320867104 2,715,387.68 2,715 216,884 SH Sole 30, 33 216,884
FIRST SOLAR INC COM COMMON
STK USD0.001 STOCK 336433107 4,737,578.72 4,738 153,419 SH Sole 8, 28, 33 153,419
FIRST SOURCE CORP COM COMMON
STK NPV STOCK 336901103 425,961.47 426 19,283 SH Sole 8, 28, 33 19,283
FISERV INC COM STK COMMON
USD0.01 STOCK 337738108 4,148,679.85 4,149 52,495 SH Sole 28 52,495
FISHER
COMMUNICATIONS INC COMMON
COM STK USD1.25 STOCK 337756209 202,883.83 203 7,517 SH Sole 28, 33 7,517
FIRSTMERIT CORP COM COMMON
STK NPV STOCK 337915102 4,058,283.24 4,058 285,996 SH Sole 28, 33 285,996
FLAGSTAR BANCORP COMMON
USD0.001 STOCK 337930705 42,912.80 43 2,212 SH Sole 33 2,212
FIRSTENERGY CORP COM COMMON
STK USD0.10 STOCK 337932107 8,384,572.80 8,385 200,780 SH Sole 28, 41 200,780
FLEETCOR
TECHNOLOGIES INC COMMON
USD0.001 STOCK 339041105 1,357,345.00 1,357 25,300 SH Sole 35 25,300
FLEXSTEEL INDUSTRIES COMMON
INC COM STK USD1 STOCK 339382103 91,655.85 92 4,273 SH Sole 28, 33 4,273
FLOTEK INDUSTRIES COM COMMON
STK NPV STOCK 343389102 2,297,711.40 2,298 188,337 SH Sole 25, 28 188,337
FLUOR CORP(NEW) COMMON
COM STK USD0.01 STOCK 343412102 28,610,080.62 28,610 487,063 SH Sole 28, 50, 51 487,063
FLOW INTERNATIONAL COMMON
COM STK USD0.01 STOCK 343468104 150,293.50 150 42,941 SH Sole 28, 33 42,941
FLOWERS FOODS INC COMMON
USD0.01 STOCK 343498101 5,851,590.55 5,852 251,465 SH Sole 11, 28 251,465
FLUSHING FINANCIAL COMMON 8, 25, 28,
CORP COM STK USD0.01 STOCK 343873105 3,553,603.04 3,554 231,656 SH Sole 30, 33 231,656
FOOT LOCKER INC COMMON
COM STK USD0.01 STOCK 344849104 9,249,917.60 9,250 287,980 SH Sole 23, 28, 33 287,980
FORBES ENERGY COMMON
SERVICES LTD NPV STOCK 345143101 27,731.33 28 10,961 SH Sole 28, 33 10,961
FORD MOTOR CO USD0.01 COMMON 11, 28,
STOCK 345370860 29,864,849.70 29,865 2,306,166 SH Sole 37, 43 2,306,166
FOREST CITY
ENTERPRISES INC COMMON
CLASS'A'COM STK STOCK 345550107 7,644,570.20 7,645 473,348 SH Sole 26, 34 473,348
FOREST LABORATORIES COMMON
INC COM STK USD0.10 STOCK 345838106 6,881,642.84 6,882 194,837 SH Sole 28, 35 194,837
FOREST OIL CORP COMMON
USD0.10 STOCK 346091705 2,105,991.93 2,106 314,797 SH Sole 28, 33 314,797
FORESTAR GROUP INC COMMON
USD1 STOCK 346233109 581,369.51 581 33,547 SH Sole 28, 33 33,547
FORMFACTOR INC COM COMMON
STK USD0.001 STOCK 346375108 237,325.20 237 52,045 SH Sole 28, 33 52,045
FORRESTER RESEARCH INC COMMON
COM STK USD0.01 STOCK 346563109 1,877,152.40 1,877 70,043 SH Sole 11, 25, 28 70,043
FORWARD AIR
CORPORATION COM STK COMMON
USD0.01 STOCK 349853101 2,439,391.77 2,439 69,677 SH Sole 11, 28 69,677
FOSSIL INC COM STK COMMON
USD0.01 STOCK 349882100 1,977,909.50 1,978 21,245 SH Sole 28 21,245
FOSTER(L.B.)& CO COMMON
CLASS'A'USD0.01 STOCK 350060109 1,373,181.84 1,373 31,611 SH Sole 8, 28, 33 31,611
FRANCESCA'S HLDGS COMMON
CORP USD0.01 STOCK 351793104 2,349,068.48 2,349 90,488 SH Sole 5, 28, 47 90,488
FRANKLIN COVEY CO COMMON
COM STK USD0.05 STOCK 353469109 173,827.50 174 13,475 SH Sole 28, 33 13,475
FRANKLIN ELECTRIC CO COMMON
INC COM STK USD0.10 STOCK 353514102 1,166,495.71 1,166 18,763 SH Sole 28, 33 18,763
FRANKLIN RESOURCES COMMON 23, 28,
INC COM STK USD0.10 STOCK 354613101 17,099,599.50 17,100 136,035 SH Sole 50, 51 136,035
FRED'S INC CLASS'A'COM COMMON
STK NPV STOCK 356108100 502,625.53 503 37,763 SH Sole 28, 33 37,763
FREIGHTCAR AMERICA COMMON
INC COM STK USD0.01 STOCK 357023100 574,893.64 575 25,642 SH Sole 8, 28, 33 25,642
FREQUENCY
ELECTRONICS INC COM COMMON
STK USD1 STOCK 358010106 7,389.00 7 900 SH Sole 33 900
FRIEDMAN INDUSTRIES COMMON
INC COM STK USD1 STOCK 358435105 17,284.96 17 1,708 SH Sole 33 1,708
FRISCH'S RESTAURANTS COMMON
INC COM STK NPV STOCK 358748101 45,991.00 46 2,486 SH Sole 28, 33 2,486
FROZEN FOOD EXPRESS
INDUSTRIES INC COM COMMON
STK USD1.50 STOCK 359360104 712.00 1 800 SH Sole 33 800
FUEL-TECH INC COM STK COMMON
USD0.01 STOCK 359523107 10,676.40 11 2,542 SH Sole 33 2,542
FULL HOUSE RESORTS COMMON
INC COM STK USD0.0001 STOCK 359678109 13,982.85 14 4,053 SH Sole 33 4,053
FULLER(H.B.)CO COM STK COMMON 8, 28,
USD1 STOCK 359694106 2,831,040.10 2,831 81,305 SH Sole 30, 33 81,305
FULTON FINANCIAL CORP COMMON
COM STK USD2.50 STOCK 360271100 3,457,639.56 3,458 359,796 SH Sole 28, 33 359,796
FURNITURE BRANDS INTL COMMON
INC COM STK USD1 STOCK 360921100 5,748.38 6 5,423 SH Sole 33 5,423
FURMANITE CORP COM COMMON
STK NPV STOCK 361086101 178,133.64 178 33,172 SH Sole 28, 33 33,172
G^K SERVICES INC COMMON
USD0.50 A STOCK 361268105 560,230.75 560 16,405 SH Sole 28, 33 16,405
GAMCO INVESTORS INC COMMON
COM STK USD0.01 STOCK 361438104 277,237.68 277 5,224 SH Sole 28 5,224
GATX CORP COM STK COMMON
USD0.625 STOCK 361448103 4,077,647.60 4,078 94,172 SH Sole 28, 33 94,172
GFI GROUP INC COMMON
STOCK 361652209 210,655.08 211 65,017 SH Sole 28, 33 65,017
GALLAGHER(ARTHUR COMMON
J.)& CO COM USD1 STOCK 363576109 9,978,714.90 9,979 287,986 SH Sole 25, 28 287,986
GANNETT CO INC COM COMMON
STK USD1 STOCK 364730101 2,383,227.28 2,383 132,328 SH Sole 28, 33 132,328
GAP INC COM STK COMMON
USD0.05 STOCK 364760108 7,062,313.92 7,062 227,523 SH Sole 28, 58 227,523
GARDNER DENVER INC COMMON
COM STK USD0.01 STOCK 365558105 5,981,009.00 5,981 87,314 SH Sole 28 87,314
GARTNER INC COM STK COMMON
USD0.0005 STOCK 366651107 11,841,222.12 11,841 257,306 SH Sole 8, 28, 38 257,306
GASTAR EXPLORATION COMMON
NPV STOCK 367299203 58,537.38 59 48,378 SH Sole 28, 33 48,378
GENCOR INDS INC COM COMMON
STK USD0.10 STOCK 368678108 3,762.46 4 499 SH Sole 33 499
GENCORP INC COM STK COMMON
USD0.10 STOCK 368682100 435,631.50 436 47,610 SH Sole 28 47,610
GENERAC HLDGS USD0.01 COMMON
STOCK 368736104 3,537,978.58 3,538 103,118 SH Sole 11, 28, 47 103,118
GENERAL CABLE CORP COMMON
COM STK USD0.01 STOCK 369300108 4,175,293.00 4,175 137,300 SH Sole 28, 30, 33 137,300
GENERAL
COMMUNICATIONS COMMON
CLASS'A'COM NPV STOCK 369385109 359,164.68 359 37,452 SH Sole 28, 33 37,452
GENERAL DYNAMICS COMMON
CORP COM STK USD1 STOCK 369550108 18,856,956.48 18,857 272,224 SH Sole 23, 28, 37 272,224
GENERAL ELECTRIC CO. COMMON 11, 23, 28,
COM STK USD0.06 STOCK 369604103 129,680,816.81 129,681 6,178,219 SH Sole 41, 51, 58 6,178,219
GENERAL MILLS INC COMMON 23, 28,
COM STK USD0.1 STOCK 370334104 31,792,001.76 31,792 786,736 SH Sole 31, 58 786,736
GENERAL MOLY INC COM COMMON
STK USD0.10 STOCK 370373102 217,598.64 218 54,264 SH Sole 28 54,264
GENESCO INC COM STK COMMON
USD1 STOCK 371532102 3,194,345.00 3,194 58,079 SH Sole 28, 33, 47 58,079
GENESEE & WYOMING
INC CLASS'A'COM STK COMMON 11, 25,
USD0.01 STOCK 371559105 13,349,301.12 13,349 175,464 SH Sole 28, 47 175,464
GENTEX CORP COM STK COMMON
USD0.06 STOCK 371901109 5,103,569.96 5,104 271,178 SH Sole 11, 28 271,178
GENIE ENERGY LTD COMMON
USD0.01 B STOCK 372284208 87,408.10 87 12,311 SH Sole 28, 33 12,311
GENUINE PARTS CO COM COMMON
STK USD1 STOCK 372460105 3,873,675.08 3,874 60,926 SH Sole 28 60,926
GEORGIA GULF CORP COMMON
COM STK USD0.01 STOCK 373200302 3,297,983.04 3,298 79,893 SH Sole 8, 28, 33 79,893
GERMAN AMERICAN
BANCORP INC COM STK COMMON
NPV STOCK 373865104 315,092.04 315 14,507 SH Sole 8, 28, 33 14,507
GERON CORP COM STK COMMON
USD0.001 STOCK 374163103 149,299.26 149 105,886 SH Sole 28 105,886
GEVO INC USD0.01 COMMON
STOCK 374396109 36,367.10 36 23,615 SH Sole 28 23,615
GIBRALTAR INDS INC COMMON
COM USD0.01 STOCK 374689107 470,006.16 470 29,523 SH Sole 28, 33 29,523
23, 28, 39,
GILEAD SCIENCES INC COMMON 50, 51, 53,
COM STK USD0.001 STOCK 375558103 86,777,869.75 86,778 1,181,455 SH Sole 58, 59 1,181,455
GLADSTONE CAPITAL COMMON
CORP COM STOCK 376535100 245,305.92 245 30,062 SH Sole 8, 28 30,062
GLADSTONE
INVESTMENT CORP COM COMMON
STK USD1 STOCK 376546107 134,460.24 134 19,319 SH Sole 28 19,319
GLATFELTER(P.H.)CO COMMON
COM STK USD0.01 STOCK 377316104 900,482.20 900 51,515 SH Sole 8, 28, 33 51,515
GLOBAL CASH ACCESS COMMON
HOLD INC USD0.001 STOCK 378967103 310,464.00 310 39,600 SH Sole 28, 33 39,600
GLOBUS MEDICAL INC COMMON
USD0.001 A STOCK 379577208 137,838.60 138 13,140 SH Sole 28, 47 13,140
GLU MOBILE INC COMMON
USD0.0001 STOCK 379890106 100,036.36 100 43,684 SH Sole 28 43,684
GOLDCORP INC COM NPV COMMON
STOCK 380956409 3,750,079.40 3,750 102,182 SH Sole 33 102,182
GOLDEN MINERALS CO COMMON
COM STOCK 381119106 128,565.90 129 28,010 SH Sole 28, 33 28,010
GOODRICH PETROLEUM
CORPORATION COM STK COMMON
USD0.20 STOCK 382410405 194,862.56 195 20,908 SH Sole 28 20,908
GOODYEAR TIRE^RUBR COMMON
COM STK NPV STOCK 382550101 1,332,319.75 1,332 96,475 SH Sole 28 96,475
GORMAN-RUPP CO NPV COMMON
STOCK 383082104 949,518.73 950 31,831 SH Sole 11, 28 31,831
GRACO INC COM STK COMMON 5, 11,
USD1 STOCK 384109104 14,034,680.79 14,035 272,571 SH Sole 28, 38 272,571
GRAFTECH INTL LTD COMMON
COM USD0.01 STOCK 384313102 38,010.72 38 4,048 SH Sole 33 4,048
GRAHAM CORP COM STK COMMON
USD0.10 STOCK 384556106 159,549.00 160 8,182 SH Sole 28, 33 8,182
GRAINGER(W.W.) INC COMMON
COM STK USD0.50 STOCK 384802104 12,288,918.25 12,289 60,725 SH Sole 11, 28, 50 60,725
GRANITE CONSTRUCTION COMMON
COM STK USD0.01 STOCK 387328107 3,335,003.14 3,335 99,197 SH Sole 28, 33 99,197
GRAPHIC PACKAGING COMMON
HLDG CO USD0.01 STOCK 388689101 1,828,128.32 1,828 282,992 SH Sole 8, 28, 33 282,992
GRAY TELEVISION INC. COMMON
STOCK 389375106 20,240.00 20 9,200 SH Sole 33 9,200
GREAT LAKES DREDGE &
DOCK CORP NEW COM COMMON
STK USD0.01 STOCK 390607109 1,895,731.84 1,896 212,288 SH Sole 28, 30, 33 212,288
GREAT SOUTHERN
BANCORPORATION INC COMMON
COM STK USD0.01 STOCK 390905107 396,332.85 396 15,573 SH Sole 8, 28, 33 15,573
GREAT PLAINS ENERGY COMMON
INC COM STK NPV STOCK 391164100 13,935,036.27 13,935 686,117 SH Sole 23, 25, 28 686,117
GREEN MOUNTAIN
COFFEE ROASTERS INC COMMON
COM STK USD0.10 STOCK 393122106 9,048,864.88 9,049 218,783 SH Sole 28 218,783
GREEN PLAINS
RENEWABLE ENERGY INC COMMON
COM STK USD0.001 STOCK 393222104 900,949.00 901 113,900 SH Sole 8, 28, 33 113,900
GREENBRIER COMPANIES COMMON
INC COM STK USD0.001 STOCK 393657101 401,808.33 402 24,849 SH Sole 28, 33 24,849
GREENHILL & CO INC COMMON
COM STK USD0.01 STOCK 395259104 6,658,775.22 6,659 128,078 SH Sole 5, 28 128,078
GREIF INC COM STK COMMON
CLASS'A' NPV STOCK 397624107 3,732,704.50 3,733 83,881 SH Sole 28, 30 83,881
GRIFFIN LAND &
NURSERIES INC COM COMMON
USD0.01 STOCK 398231100 67,419.00 67 2,497 SH Sole 28, 33 2,497
GRIFFON CORP COM STK COMMON
USD0.25 STOCK 398433102 493,834.32 494 43,092 SH Sole 28, 33 43,092
GROUP 1 AUTOMOTIVE COMMON
INC COM STK NPV STOCK 398905109 1,288,090.21 1,288 20,779 SH Sole 28, 33 20,779
GUESS INC COM STK COMMON
USD0.01 STOCK 401617105 2,672,013.36 2,672 108,884 SH Sole 28 108,884
GUIDANCE SOFTWARE COMMON
INC COM STK USD0.001 STOCK 401692108 137,858.18 138 11,614 SH Sole 28 11,614
GULF ISLAND
FABRICATION INC COM COMMON
STK NPV STOCK 402307102 337,909.86 338 14,062 SH Sole 28, 33 14,062
GULFMARK OFFSHORE COMMON 8, 28,
INC USD0.01 CLASS A STOCK 402629208 4,364,780.55 4,365 126,699 SH Sole 33, 38 126,699
GULFPORT ENERGY CORP COMMON
COM STK USD0.01 STOCK 402635304 3,786,378.96 3,786 99,068 SH Sole 11, 28, 30 99,068
H^E EQUIPMENT COMMON
SERVICES LLC USD0.01 STOCK 404030108 2,014,346.62 2,014 133,666 SH Sole 28, 33, 47 133,666
HCC INSURANCE HLDG COMMON 23, 28,
COM STK USD1 STOCK 404132102 15,764,797.91 15,765 423,671 SH Sole 33, 35 423,671
HF FINANCIAL CORP COM COMMON
STK USD0.01 STOCK 404172108 2,036.70 2 155 SH Sole 33 155
HNI CORP COM COMMON
STOCK 404251100 3,498,773.58 3,499 116,393 SH Sole 28 116,393
HSN INC USD0.01 COMMON
STOCK 404303109 6,061,223.52 6,061 110,044 SH Sole 28, 47 110,044
HACKETT GROUP INC COMMON
COM STOCK 404609109 119,989.80 120 28,035 SH Sole 28, 33 28,035
HAEMONETICS CORP COMMON
COM STK USD0.01 STOCK 405024100 5,554,035.80 5,554 135,995 SH Sole 11, 25, 28 135,995
HAIN CELESTIAL GROUP COMMON
INC COM STK USD0.01 STOCK 405217100 1,887,452.42 1,887 34,811 SH Sole 28, 33 34,811
HALLIBURTON CO COMMON 11, 23, 28,
COM STK USD2.50 STOCK 406216101 36,037,949.33 36,038 1,038,857 SH Sole 37, 41 1,038,857
HANCOCK HOLDING CO COMMON
COM STK USD3.33 STOCK 410120109 6,703,741.92 6,704 211,208 SH Sole 28 211,208
HANDY AND HARMAN COMMON
LTD STOCK 410315105 67,528.67 68 4,481 SH Sole 28 4,481
HANESBRANDS INC COM COMMON
STK USD0 STOCK 410345102 6,236,441.10 6,236 174,105 SH Sole 28 174,105
HANMI FINANCIAL COMMON
CORP USD0.001 STOCK 410495204 2,314,050.84 2,314 170,276 SH Sole 8, 28, 33 170,276
HANOVER INSURANCE
GROUP INC COM STK COMMON
USD0.01 STOCK 410867105 3,311,030.32 3,311 85,468 SH Sole 28, 33 85,468
HANSEN MEDICAL INC COMMON
COM STK USD0.0001 STOCK 411307101 92,445.60 92 44,445 SH Sole 28 44,445
HARDINGE INC COM STK COMMON
USD0.01 STOCK 412324303 109,449.34 109 11,011 SH Sole 28, 33 11,011
HARLEY DAVIDSON COM COMMON
STK USD0.01 STOCK 412822108 5,252,107.08 5,252 107,537 SH Sole 23, 28 107,537
HARMAN
INTERNATIONAL COMMON
INDUSTRIES INC COM STK STOCK 413086109 1,185,638.40 1,186 26,560 SH Sole 28 26,560
HARMONIC INC COM STK COMMON
USD0.001 STOCK 413160102 2,700,586.20 2,701 532,660 SH Sole 25, 28, 33 532,660
HARRIS & HARRIS COMMON
COM STK USD0.01 STOCK 413833104 102,052.50 102 30,925 SH Sole 28, 33 30,925
HARRIS CORP COM STK COMMON
USD1 STOCK 413875105 4,578,298.56 4,578 93,511 SH Sole 23, 28, 37 93,511
HARRIS TEETER COMMON 11, 28,
SUPERMARKETS INC NPV STOCK 414585109 7,514,264.32 7,514 194,872 SH Sole 30, 33 194,872
HARSCO CORP COM STK COMMON 25, 28,
USD1.25 STOCK 415864107 6,740,199.50 6,740 286,817 SH Sole 33, 43 286,817
HARTE-HANKS INC COMMON
COM STK USD1 STOCK 416196103 243,540.20 244 41,278 SH Sole 28, 33 41,278
HARTFORD FINANCIAL
SERVICES GRP INC COM COMMON
STK STOCK 416515104 28,901,957.04 28,902 1,287,966 SH Sole 28, 31, 43 1,287,966
HARVARD BIOSCIENCE COMMON
INC COM STK USD0.001 STOCK 416906105 107,274.96 107 24,492 SH Sole 28, 33 24,492
HASBRO INC COM STK COMMON
USD0.50 STOCK 418056107 2,943,405.10 2,943 81,989 SH Sole 23, 28 81,989
HAVERTY FURNITURE COMMON
COS INC COM STK USD1 STOCK 419596101 317,718.80 318 19,480 SH Sole 28, 33 19,480
HAWAIIAN ELECTRIC
INDUSTRIES COM STK COMMON
NPV STOCK 419870100 4,363,424.10 4,363 173,565 SH Sole 28 173,565
HAWAIIAN HLDGS INC COMMON
COM STOCK 419879101 336,147.48 336 51,164 SH Sole 28, 33 51,164
HAWAIIAN TELCOM COMMON
HOLDCO INC USD0.01 STOCK 420031106 154,576.50 155 7,927 SH Sole 28 7,927
HAWKINS INC COM COMMON
STK USD0.10 STOCK 420261109 918,743.28 919 23,777 SH Sole 11, 28 23,777
HAYNES INTERNATIONAL COMMON
INC COM STK USD0.001 STOCK 420877201 518,077.56 518 9,988 SH Sole 28, 33 9,988
HEALTHCARE SERVICES
GROUP INC COM STK COMMON
USD0.01 STOCK 421906108 3,526,383.69 3,526 151,803 SH Sole 11, 28, 47 151,803
HEALTHSOUTH CORP
COM STK USD0.01(REV COMMON
SPLIT) STOCK 421924309 1,603,937.80 1,604 75,980 SH Sole 28 75,980
HEALTH MANAGEMENT
ASSOCIATES INC COMMON
CLASS'A'COM STK STOCK 421933102 4,253,554.80 4,254 456,390 SH Sole 28 456,390
HEALTHWAYS INC COM COMMON
STK USD0.001 STOCK 422245100 353,827.60 354 33,068 SH Sole 28, 33 33,068
HEARTLAND EXPRESS COMMON
INC COM STK USD0.01 STOCK 422347104 2,659,666.58 2,660 203,494 SH Sole 23, 28 203,494
HEARTWARE
INTERNATIONAL INC COMMON
USD0.001 STOCK 422368100 2,879,149.20 2,879 34,296 SH Sole 5, 28 34,296
HECKMANN CORP COMMON
USD0.001 STOCK 422680108 447,527.47 448 111,049 SH Sole 28, 33 111,049
HECLA MINING CO COM COMMON
STK USD0.25 STOCK 422704106 1,505,929.81 1,506 258,307 SH Sole 28, 33 258,307
HEICO CORP USD0.01 COMMON
STOCK 422806109 6,353,547.72 6,354 141,947 SH Sole 11, 28 141,947
HEICO CORP CLASS A COMMON
COM STK USD0.01 STOCK 422806208 55,965.00 56 1,750 SH Sole 25 1,750
HEIDRICK & STRUGGLES COMMON
COM STK USD0.01 STOCK 422819102 257,161.52 257 16,852 SH Sole 28, 33 16,852
HEINZ(H.J.)CO COM STK COMMON
USD0.25 STOCK 423074103 7,284,176.48 7,284 126,286 SH Sole 28 126,286
HELMERICH & PAYNE INC COMMON
COM STK USD0.10 STOCK 423452101 4,311,537.78 4,312 76,978 SH Sole 23, 28 76,978
HENRY JACK &
ASSOCIATES INC COM COMMON
STK USD0.01 STOCK 426281101 6,398,712.58 6,399 162,983 SH Sole 11, 28 162,983
HERITAGE COMMERCE COMMON
CORP COM STK NPV STOCK 426927109 143,501.82 144 20,559 SH Sole 28, 33 20,559
HERCULES OFFSHORE COMMON
INC COM STK NPV STOCK 427093109 951,497.52 951 153,964 SH Sole 28, 33 153,964
HERCULES TECHNOLOGY COMMON
GROWTH CAP INC USD1 STOCK 427096508 1,967,038.29 1,967 176,733 SH Sole 28, 30 176,733
HERSHEY CO COM STK COMMON 23, 28,
USD1 STOCK 427866108 9,882,873.68 9,883 136,844 SH Sole 43, 53 136,844
HEWLETT-PACKARD CO COMMON 23, 28,
COM STK USD0.01 STOCK 428236103 18,989,436.00 18,989 1,332,592 SH Sole 41, 58 1,332,592
HEXCEL CORP COM COMMON 5, 25,
STK USD0.01 STOCK 428291108 7,971,371.04 7,971 295,674 SH Sole 28, 47 295,674
HIBBETT SPORTS INC COMMON 11, 28,
COM STK USD0.01 STOCK 428567101 9,138,970.50 9,139 173,415 SH Sole 38, 47 173,415
HICKORY TECH CORP COMMON
COM STK NPV STOCK 429060106 124,612.11 125 12,807 SH Sole 28, 33 12,807
HILL INTERNATIONAL COMMON
INC USD0.0001 STOCK 431466101 86,130.78 86 23,533 SH Sole 28, 33 23,533
HILL-ROM HOLDINGS INC COMMON
COM STK NPV STOCK 431475102 3,079,824.00 3,080 108,064 SH Sole 28 108,064
HILLENBRAND INC NPV COMMON
STOCK 431571108 991,267.62 991 43,842 SH Sole 28 43,842
HILLSHIRE BRANDS CO COMMON
USD0.01 STOCK 432589109 7,109,036.34 7,109 252,631 SH Sole 28, 43 252,631
HILLTOP HOLDING INC COMMON
COM STK USD0.01 STOCK 432748101 525,433.24 525 38,806 SH Sole 28, 33 38,806
HINGHAM INSTITUTION
FOR SAVINGS COM STK COMMON
USD1 STOCK 433323102 50,580.80 51 808 SH Sole 28, 33 808
HOLLYFRONTIER CORP COMMON 28, 31,
USD0.01 STOCK 436106108 25,690,619.15 25,691 551,893 SH Sole 35, 58 551,893
HOLLYWOOD MEDIA CO COMMON
COM STK USD0.01 STOCK 436233100 2,343.60 2 1,736 SH Sole 33 1,736
HOLOGIC INC COM STK COMMON
USD0.01 STOCK 436440101 9,487,790.37 9,488 473,679 SH Sole 28 473,679
HOME BANCSHARES INC COMMON
COM STK USD0.01 STOCK 436893200 586,303.12 586 17,756 SH Sole 28, 33 17,756
HOME DEPOT INC COM COMMON 23, 28, 50,
STK USD0.05 STOCK 437076102 86,983,551.55 86,984 1,406,363 SH Sole 51, 53, 59 1,406,363
HOMETRUST
BANCSHARES INC COMMON
USD0.01 STOCK 437872104 211,134.28 211 15,628 SH Sole 28 15,628
HONEYWELL
INTERNATIONAL INC COMMON 23, 28, 41,
COM STK USD1 STOCK 438516106 44,956,308.76 44,956 708,308 SH Sole 51, 53, 59 708,308
HOOKER FURNITURE COMMON
CORP COM STK NPV STOCK 439038100 144,311.96 144 9,932 SH Sole 28, 33 9,932
HOPFED BANCORP INC COMMON
USD0.01 STOCK 439734104 105.72 0 12 SH Sole 33 12
HORACE MANN
EDUCATORS CORP COM COMMON
STK USD0.001 STOCK 440327104 784,707.44 785 39,314 SH Sole 8, 28, 33 39,314
HORIZON
BANCORP(INDIANA) COM COMMON
STK NPV STOCK 440407104 317,347.50 317 16,150 SH Sole 8, 28, 33 16,150
HORMEL FOODS CORP COMMON
COM STK USD0.0293 STOCK 440452100 2,717,485.91 2,717 87,071 SH Sole 28, 54 87,071
HORNBECK OFFSHORE
SERVICES INC COM STK COMMON
USD0.01 STOCK 440543106 1,872,422.84 1,872 54,526 SH Sole 28, 33, 47 54,526
HORSEHEAD HOLDING
CORPORATION COM STK COMMON
USD0.01 STOCK 440694305 466,341.75 466 45,675 SH Sole 28, 33 45,675
HOSPIRA INC COM STK COMMON
USD0.01 STOCK 441060100 6,915,817.48 6,916 221,377 SH Sole 23, 28 221,377
HOT TOPIC INC COM STK COMMON
NPV STOCK 441339108 416,117.65 416 43,121 SH Sole 28, 33 43,121
HOVNANIAN K
ENTERPRISES INC COMMON
CLASS'A'COM STK STOCK 442487203 576,191.00 576 82,313 SH Sole 28 82,313
HUB GROUP INC
CLASS'A'COM SHS COMMON
USD0.01 STOCK 443320106 991,838.40 992 29,519 SH Sole 28 29,519
HUBBELL INC COMMON
CLASS'B'USD0.01 STOCK 443510201 8,011,075.80 8,011 94,660 SH Sole 28 94,660
HUDSON CITY BANCORP COMMON
INC COM STK USD0.01 STOCK 443683107 1,646,333.13 1,646 202,501 SH Sole 28, 33 202,501
HUDSON GLOBAL INC COMMON
USD0.001 STOCK 443787106 139,112.96 139 31,052 SH Sole 28, 33 31,052
HUDSON VALLEY HLDG
CORP(NY) COM STK COMMON
USD0.2 STOCK 444172100 234,390.78 234 15,054 SH Sole 8, 28, 33 15,054
HUMANA INC COM STK COMMON 23, 28, 35,
USD0.166 STOCK 444859102 14,647,357.75 14,647 213,425 SH Sole 43, 51 213,425
HUNT(J.B.)TRANSPORT
SERVICES INC COM STK COMMON
USD0.01 STOCK 445658107 22,586,621.12 22,587 378,272 SH Sole 11, 28, 43 378,272
HUNTINGTON
BANCSHARES INC COM COMMON
STK NPV STOCK 446150104 5,623,097.76 5,623 879,984 SH Sole 28, 43 879,984
HUNTINGTON INGALLS
INDUSTRIES INC USD0.01 COMMON
WI STOCK 446413106 5,142,030.96 5,142 118,644 SH Sole 28, 30, 33 118,644
HUNTSMAN CORP COM COMMON
USD0.01 STOCK 447011107 3,344,565.00 3,345 210,350 SH Sole 33, 58 210,350
HURCO COMPANIES INC COMMON
COM NPV STOCK 447324104 141,381.00 141 6,147 SH Sole 28, 33 6,14
HURON CONSULTING
GROUP INC COM STK COMMON
USD0.01 STOCK 447462102 651,631.98 652 19,342 SH Sole 28, 33 19,342
HUTCHINSON
TECHNOLOGY INC COM COMMON
STK USD0.01 STOCK 448407106 8,852.00 9 4,426 SH Sole 33 4,426
IDT CORP CLASS'B' COMMON
USD0.01 STOCK 448947507 118,238.76 118 12,394 SH Sole 28 12,394
HYSTER-YALE MATLS COMMON
HANDLING INC USD0.01 A STOCK 449172105 1,435,647.20 1,436 29,419 SH Sole 28, 30, 33 29,419
ID SYSTEMS INC USD0.01 COMMON
STOCK 449489103 11,319.90 11 1,945 SH Sole 33 1,945
IBERIABANK CORP COM COMMON
STK USD1 STOCK 450828108 1,806,289.76 1,806 36,773 SH Sole 8, 28, 33 36,773
ITT CORP USD1 COMMON
STOCK 450911201 6,691,660.02 6,692 285,237 SH Sole 23, 28 285,237
ICONIX BRAND GROUP COMMON 8, 25,
INC COM USD STOCK 451055107 4,978,453.68 4,978 223,049 SH Sole 28, 33 223,049
IDACORP INC COM STK COMMON 8, 23,
NPV STOCK 451107106 9,953,766.90 9,954 229,614 SH Sole 28, 30 229,614
IGNITE RESTAURANT COMMON
GROUP INC USD0.01 STOCK 451730105 69,719.00 70 5,363 SH Sole 28 5,363
ILLINOIS TOOL WORKS COMMON
INC COM STK NPV STOCK 452308109 22,801,378.41 22,801 374,961 SH Sole 23, 28, 31 374,961
ILLUMINA INC COM STK COMMON
USD0.01 STOCK 452327109 20,294,241.30 20,294 365,070 SH Sole 11, 51 365,070
IMMERSION CORP COM COMMON
STK USD0.001 STOCK 452521107 155,962.74 156 22,702 SH Sole 28 22,702
IMMUNOCELLULAR
THERAPEUTICS LTD COM COMMON
STK USD0.0001 STOCK 452536105 75,093.12 75 39,111 SH Sole 28 39,111
IMMUNOMEDICS INC COMMON
COM STK USD0.01 STOCK 452907108 155,571.76 156 53,278 SH Sole 28 53,278
INDEPENDENCE HLDGS COMMON
COM STK USD1 STOCK 453440307 84,708.96 85 8,898 SH Sole 28, 33 8,898
INDEPENDENT BANK
CORP(MASS) COM STK COMMON
USD0.01 STOCK 453836108 1,097,031.30 1,097 37,894 SH Sole 8, 28, 33 37,894
INDEPENDENT BANK
CORP MICHIGAN COM COMMON
STK USD1 STOCK 453838609 1,330.00 1 380 SH Sole 33 380
INGLES MARKET INC
CLASS'A'COM STK COMMON
USD0.05 STOCK 457030104 206,067.14 206 11,939 SH Sole 28, 33 11,939
INGRAM MICRO INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 457153104 5,043,513.60 5,044 298,080 SH Sole 28, 33 298,080
INGREDION INC USD0.01 COMMON 25, 28,
STOCK 457187102 19,384,216.51 19,384 300,857 SH Sole 37, 58 300,857
INNODATA INC USD0.01 COMMON
STOCK 457642205 65,034.90 65 17,205 SH Sole 28 17,205
INTEGRA LIFESCIENCES
HLDGS CORP COM STK COMMON 8, 25,
USD0.01 STOCK 457985208 3,420,435.87 3,420 87,771 SH Sole 28, 33 87,771
INTEGRATED DEVICE
TECHNOLOGY INC COM COMMON
STK USD0.001 STOCK 458118106 2,845,145.80 2,845 389,746 SH Sole 28, 33 389,746
INTEL CORP COM STK COMMON 11, 23, 28,
USD0.001 STOCK 458140100 50,737,587.04 50,738 2,459,408 SH Sole 41, 58 2,459,408
INTER PARFUMS INC COM COMMON
STK USD0.001 STOCK 458334109 277,519.06 278 14,261 SH Sole 28, 33 14,261
INTERFACE INC USD0.1 COMMON
STOCK 458665304 741,111.12 741 46,089 SH Sole 28 46,089
INTERMEC INC COM STK COMMON
USD0.01 STOCK 458786100 494,114.18 494 50,113 SH Sole 28, 33 50,113
INTERNATIONAL
BANCSHARES CORP COM COMMON
STK USD1 STOCK 459044103 2,677,212.10 2,677 148,322 SH Sole 28, 33 148,322
INTERNATIONAL BUS
3,MACH CORP COM COMMON 23, 28 31,
STK USD0.20 STOCK 459200101 115,694,092.95 115,694 603,989 SH Sole 50, 58 603,989
INTERNATIONAL FLAVORS & COMMON
FRAGRANCES COM STK STOCK 459506101 2,132,074.68 2,132 32,042 SH Sole 28 32,042
INTERNATIONAL GAME
TECHNOLOGY COMMON
USD0.00015625 STOCK 459902102 4,572,899.89 4,573 322,717 SH Sole 23, 28 322,717
INTERNATIONAL PAPER COMMON 28, 37, 41,
CO COM STK USD1 STOCK 460146103 20,897,195.52 20,897 524,528 SH Sole 43, 51 524,528
INTERNATIONAL
RECTIFIER CORP COM COMMON
STK USD1 STOCK 460254105 3,316,857.48 3,317 187,076 SH Sole 28, 33 187,076
INTERNATIONAL
SHIPHOLDING CORP COM COMMON
STK USD1 STOCK 460321201 78,823.84 79 4,783 SH Sole 28, 33 4,783
INTERNATIONAL
SPEEDWAY CORP COMMON
CLASS'A'COM STK STOCK 460335201 5,026,453.32 5,026 181,986 SH Sole 23, 28, 33 181,986
INTERPUBLIC GROUP
COMPANIES INC COM STK COMMON 28, 35,
USD0.10 STOCK 460690100 7,585,572.92 7,586 688,346 SH Sole 43, 58 688,346
INTERVEST BANCSHARES
CORP CLASS'A'COM STK COMMON
USD0.01 STOCK 460927106 1,377.06 1 354 SH Sole 33 354
INTERSECTIONS INC COM COMMON
USD0.01 STOCK 460981301 95,207.64 95 10,043 SH Sole 28, 33 10,043
INTEVAC INC COM STK COMMON
NPV STOCK 461148108 99,525.46 100 21,778 SH Sole 28, 33 21,778
INTUIT INC COM STK COMMON
USD0.01 STOCK 461202103 25,472,069.00 25,472 428,102 SH Sole 28, 50, 51 428,102
INVACARE CORP COM COMMON
STK NPV STOCK 461203101 495,617.80 496 30,406 SH Sole 28, 33 30,406
INVENTURE FOODS INC COMMON
COM STK USD0.01 STOCK 461212102 70,163.39 70 10,811 SH Sole 28 10,811
INVESTORS TITLE CO COMMON
COM STK NPV STOCK 461804106 56,700.00 57 945 SH Sole 28, 33 945
ION GEOPHYSICAL
CORPORATION COM STK COMMON
USD0.01 STOCK 462044108 685,307.70 685 105,270 SH Sole 28 105,270
IROBOT CORP COM STK COMMON
USD0.01 STOCK 462726100 406,301.94 406 21,681 SH Sole 28 21,681
IRON MOUNTAIN INC COMMON
PA USD0.01 STOCK 462846106 2,037,904.65 2,038 65,633 SH Sole 28 65,633
ISIS PHARMACEUTICAL COMMON
COM STK USD0.001 STOCK 464330109 837,772.78 838 80,093 SH Sole 28 80,093
ISLE OF CAPRI CASINOS COMMON
INC COM STK USD0.01 STOCK 464592104 343,168.00 343 61,280 SH Sole 8, 28, 33 61,280
ISRAMCO INC COM STK COMMON
USD0.01 STOCK 465141406 88,287.51 88 849 SH Sole 28 849
ITRON INC COM STK NPV COMMON
STOCK 465741106 3,270,415.50 3,270 73,410 SH Sole 28, 33 73,410
J & J SNACK FOODS CORP COMMON
COM STK NPV STOCK 466032109 1,647,669.86 1,648 25,769 SH Sole 11, 28, 33 25,769
JABIL CIRCUIT INC COM COMMON
STK USD0.001 STOCK 466313103 1,426,919.88 1,427 73,972 SH Sole 28 73,972
JACK IN THE BOX INC COMMON
COM STK USD0.01 STOCK 466367109 1,004,918.20 1,005 35,137 SH Sole 28 35,137
JACOBS ENGINEERING
GROUP INC COM STK COMMON
USD1 STOCK 469814107 3,902,136.48 3,902 91,664 SH Sole 28, 43 91,664
JAMES RIVER COAL
TERMINAL CO COM STK COMMON
USD0.01 STOCK 470355207 26,860.80 27 8,394 SH Sole 33 8,394
JARDEN CORP COM STK COMMON
NPV STOCK 471109108 10,076,950.40 10,077 194,912 SH Sole 28, 33, 38 194,912
JEFFERIES GROUP INC COMMON
COM STK USD0.0001 STOCK 472319102 4,211,787.42 4,212 226,806 SH Sole 28 226,806
JETBLUE AIRWAYS CORP COMMON
COM STK USD0.01 STOCK 477143101 3,620,733.84 3,621 634,104 SH Sole 28, 33 634,104
JOHN BEAN
TECHNOLOGIES CORP COMMON
USD0.01 STOCK 477839104 1,954,006.97 1,954 109,961 SH Sole 25, 28 109,961
11, 23, 28,
JOHNSON & JOHNSON COMMON 31, 39,
COM STK USD1 STOCK 478160104 153,523,416.30 153,523 2,190,063 SH Sole 51, 58 2,190,063
JOHNSON CONTROLS INC COMMON
COM STK USD0.01388 STOCK 478366107 14,020,659.30 14,021 456,699 SH Sole 28, 51, 58 456,699
JOHNSON
OUTDOORSCLASS'A'COM COMMON
USD0.05 STOCK 479167108 96,731.52 97 4,856 SH Sole 28, 33 4,856
JOS A BANK CLOTHIERS COMMON
COM STK USD0.01 STOCK 480838101 2,214,756.12 2,215 52,014 SH Sole 25, 28 52,014
JOURNAL
COMMUNICATIONS INC COMMON
COM STK USD0.01 STOCK 481130102 741,056.39 741 136,979 SH Sole 8, 28, 33 136,979
JOY GLOBAL INC COM COMMON
STK USD1 STOCK 481165108 8,456,016.18 8,456 132,581 SH Sole 11, 28, 58 132,581
KBW INC COM STK COMMON
USD0.01 STOCK 482423100 427,635.00 428 27,950 SH Sole 28 27,950
KIT DIGITAL INC COMMON
USD0.0001 STOCK 482470200 4,310.88 4 8,981 SH Sole 33 8,981
KLA TENCOR CORP COM COMMON 23, 28,
STK USD0.001 STOCK 482480100 11,503,425.84 11,503 240,859 SH Sole 35, 58 240,859
KMG CHEMICALS INC COMMON
COM STK USD0.01 STOCK 482564101 134,094.24 134 7,632 SH Sole 28, 33 7,632
K-SWISS INC CLASS'A' COMMON
COM STK USD0.01 STOCK 482686102 87,312.96 87 25,986 SH Sole 28, 33 25,986
KVH INDUSTRIES COM COMMON
STK USD0.01 STOCK 482738101 177,657.84 178 12,708 SH Sole 28, 33 12,708
KAISER ALUMINUM CORP COMMON
COM STK USD0.01 STOCK 483007704 1,135,712.90 1,136 18,410 SH Sole 28, 33 18,410
KAMAN CORP NON-CUM COMMON
PTG USD1 A STOCK 483548103 805,036.80 805 21,876 SH Sole 28, 33 21,876
KANSAS CITY LIFE COMMON
INSURANCE CO USD2.50 STOCK 484836101 124,783.20 125 3,270 SH Sole 28 3,270
KANSAS CITY SOUTHERN COMMON 11, 28,
COM STK USD0.01 STOCK 485170302 39,638,891.88 39,639 474,831 SH Sole 38, 43 474,831
KAYAK SOFTWARE CORP COMMON
USD0.001 STOCK 486577109 135,604.08 136 3,414 SH Sole 8, 28 3,414
KAYDON CORP COM STK COMMON
USD0.10 STOCK 486587108 2,544,859.78 2,545 106,346 SH Sole 23, 28, 33 106,346
KEARNY FINANCIAL CORP COMMON
COM STK USD0.1 STOCK 487169104 123,201.00 123 12,636 SH Sole 28 12,636
KELLOGG CO COM STK COMMON 23, 28,
USD0.25 STOCK 487836108 32,660,074.70 32,660 584,782 SH Sole 39, 59 584,782
KELLY SERVICES INC COMMON
CLASS'A'NON V.USD1 STOCK 488152208 426,333.64 426 27,086 SH Sole 28, 33 27,086
KEMET CORP COM STK COMMON
USD0.01 STOCK 488360207 229,237.22 229 45,574 SH Sole 28, 33 45,574
KEMPER CORP USD0.10 COMMON
STOCK 488401100 3,132,015.00 3,132 106,170 SH Sole 28, 33 106,170
KENNAMETAL INC CAP COMMON
STK USD1.25 STOCK 489170100 8,799,440.00 8,799 219,986 SH Sole 25, 28, 58 219,986
KENNEDY-WILSON COMMON
HLDGS INC USD0.0001 STOCK 489398107 471,251.82 471 33,709 SH Sole 28 33,709
KERYX
BIOPHARMACEUTICALS COMMON
COM STK USD0.001 STOCK 492515101 150,432.54 150 57,417 SH Sole 28 57,417
KEWAUNEE SCIENTIFIC COMMON
CORP COM STK USD2.50 STOCK 492854104 1,117.80 1 92 SH Sole 33 92
KEY ENERGY SERVICES COMMON
INC COM STK USD0.10 STOCK 492914106 1,769,108.60 1,769 254,548 SH Sole 28, 30, 33 254,548
KEY TECHNOLOGY INC COMMON
COM STK NPV STOCK 493143101 3,132.00 3 300 SH Sole 33 300
KEY TRONIC CORP COM COMMON
NPV STOCK 493144109 115,415.04 115 11,271 SH Sole 28, 33 11,271
KEYCORP COM STK USD1 COMMON
STOCK 493267108 5,823,389.88 5,823 691,614 SH Sole 23, 28 691,614
KEYNOTE SYSTEMS INC COMMON
COM STK USD0.001 STOCK 493308100 226,102.23 226 16,047 SH Sole 28, 33 16,047
KEYW HLDG CORP COMMON
USD0.001 STOCK 493723100 242,594.73 243 19,117 SH Sole 28 19,117
KFORCE INC COM STK COMMON
USD0.01 STOCK 493732101 1,716,705.34 1,717 119,798 SH Sole 28, 30 119,798
KIMBALL INTL INC COMMON
USD0.05 B STOCK 494274103 1,182,884.85 1,183 101,885 SH Sole 8, 28, 33 101,885
KIMBERLY-CLARK CORP COMMON
COM STK USD1.25 STOCK 494368103 31,621,399.04 31,621 374,528 SH Sole 23, 28, 31 374,528
KINDRED HEALTHCARE COMMON
INC COM STK USD0.25 STOCK 494580103 572,897.36 573 52,948 SH Sole 28, 33 52,948
KIOR INC USD0.0001 A COMMON
STOCK 497217109 136,424.03 136 21,283 SH Sole 28 21,283
KIRBY CORP COM STK COMMON
USD0.10 STOCK 497266106 6,142,582.50 6,143 99,250 SH Sole 28 99,250
KIRKLAND'S INC COM COMMON
STK NPV STOCK 497498105 116,542.95 117 11,005 SH Sole 28 11,005
KNOLL INC COM STK COMMON
USD1 STOCK 498904200 894,167.04 894 58,214 SH Sole 8, 28 58,214
KNIGHT CAPITAL GROUP
INC CLASS'A' COM STK COMMON
USD0.01 STOCK 499005106 530,167.95 530 151,045 SH Sole 28, 33 151,045
KNIGHT
TRANSPORTATION INC COMMON
COM STK USD0.01 STOCK 499064103 674,764.86 675 46,122 SH Sole 28 46,122
KOHLS CORP COM STK COMMON 28, 37,
USD0.01 STOCK 500255104 9,921,632.14 9,922 230,843 SH Sole 41, 43 230,843
KOPIN CORP USD0.01 COMMON
STOCK 500600101 222,217.56 222 66,732 SH Sole 28, 33 66,732
KORN-FERRY
INTERNATIONAL COM COMMON
STK NPV STOCK 500643200 683,677.02 684 43,107 SH Sole 28, 33 43,107
KRISPY KREME
DOUGHNUTS INC COM COMMON
STK NPV STOCK 501014104 445,249.84 445 47,468 SH Sole 28 47,468
KROGER CO COM STK COMMON
USD1 STOCK 501044101 8,230,334.16 8,230 316,308 SH Sole 28, 58 316,308
KULICKE & SOFFA COMMON
INDUSTRIES INC COM NPV STOCK 501242101 123,389.09 123 10,291 SH Sole 33 10,291
KYTHERA
BIOPHARMACEUTICALS COMMON
INC USD0.00001 STOCK 501570105 101,274.92 101 3,338 SH Sole 28 3,338
LKQ CORP COM STK COMMON
USD0.01 STOCK 501889208 12,865,408.50 12,865 609,735 SH Sole 11, 23, 28 609,735
LMI AEROSPACE COM COMMON
STK USD0.02 STOCK 502079106 1,110,038.64 1,110 57,396 SH Sole 8, 28, 33 57,396
LSB INDUSTRIES INC COM COMMON
STK USD0.10 STOCK 502160104 2,469,942.86 2,470 69,733 SH Sole 11, 28, 30 69,733
LSI CORPORATION COM COMMON
STK USD0.01 STOCK 502161102 5,317,009.20 5,317 750,990 SH Sole 28, 43 750,990
LTX CREDENCE CORP COMMON
COM STK USD0.05 STOCK 502403207 1,229,829.44 1,230 187,474 SH Sole 8, 28, 33 187,474
L-3 COMMUNICATIONS COMMON 23, 28,
HLDGS INC USD0.01 STOCK 502424104 10,723,811.82 10,724 139,961 SH Sole 37, 43 139,961
LA-Z-BOY INC COM STK COMMON 28, 30,
USD1 STOCK 505336107 2,481,244.95 2,481 175,353 SH Sole 33, 47 175,353
LACLEDE GROUP INC COMMON
COM STK USD1 STOCK 505597104 1,518,029.37 1,518 39,317 SH Sole 8, 28 39,317
LAKELAND BANCORP INC COMMON
COM STK NPV STOCK 511637100 544,853.96 545 53,522 SH Sole 8, 28, 33 53,522
LAKELAND FINANCIAL COMMON 8, 28,
CORP COM STK USD0.01 STOCK 511656100 1,857,534.24 1,858 71,886 SH Sole 30, 33 71,886
LAKELAND INDUSTRIES COMMON
COM STK USD0.01 STOCK 511795106 994.00 1 200 SH Sole 33 200
LAM RESEARCH CORP COMMON
COM STK USD0.001 STOCK 512807108 6,207,242.39 6,207 171,803 SH Sole 28, 35 171,803
LAMAR ADVERTISING CO
CLASS'A'COM STK COMMON
USD0.001 STOCK 512815101 3,816,100.00 3,816 98,480 SH Sole 28 98,480
LANCASTER COLONY COMMON
CORP COM STK NPV STOCK 513847103 5,130,646.07 5,131 74,153 SH Sole 11, 28 74,153
LANDEC CORP COM STK COMMON
USD0.001 STOCK 514766104 248,334.32 248 26,168 SH Sole 28, 33 26,168
LANDSTAR SYSTEMS INC COMMON
COM STK USD0.01 STOCK 515098101 4,329,313.96 4,329 82,526 SH Sole 28 82,526
LANNETT CO INC COM COMMON
STK USD0.001 STOCK 516012101 78,120.00 78 15,750 SH Sole 28, 33 15,750
LAS VEGAS SANDS CORP COMMON
COM STK USD0.001 STOCK 517834107 18,072,563.20 18,073 391,520 SH Sole 50, 51, 53 391,520
LATTICE
SEMICONDUCTOR CORP COMMON
COM STK USD0.01 STOCK 518415104 395,010.00 395 99,000 SH Sole 28, 33 99,000
ESTEE LAUDER
COMPANIES INC USD0.01 COMMON
A STOCK 518439104 10,885,181.84 10,885 181,844 SH Sole 23, 28, 50 181,844
LAWSON PRODUCTS INC COMMON
COM STK USD1 STOCK 520776105 8,167.50 8 825 SH Sole 33 825
LAYNE CHRISTENSEN CO COMMON
COM STK USD0.01 STOCK 521050104 491,904.36 492 20,268 SH Sole 28, 33 20,268
LEAP WIRELESS
INTERNATIONAL INC COMMON
COM STK USD0.0001 STOCK 521863308 361,952.85 362 54,429 SH Sole 28, 33 54,429
LEAR CORP COM NEW WI COMMON
STOCK 521865204 4,590,320.00 4,590 98,000 SH Sole 35 98,000
LEE ENTERPRISES INC COMMON
USD0.01 STOCK 523768109 4,332.00 4 3,800 SH Sole 33 3,800
LEGGETT & PLATT INC COMMON
COM STK USD0.01 STOCK 524660107 1,512,179.88 1,512 55,554 SH Sole 28 55,554
LEGG MASON INC COM COMMON
STK USD0.10 STOCK 524901105 1,525,170.28 1,525 59,299 SH Sole 28, 33 59,299
LEMAITRE VASCULAR COMMON
INC COM NPV STOCK 525558201 4,012.26 4 699 SH Sole 33 699
LENNAR CORP COM STK COMMON 28, 33,
USD0.10 STOCK 526057104 8,728,128.36 8,728 225,708 SH Sole 50, 53 225,708
LENNAR CORP
CLASS'B'COM STK COMMON
USD0.10 STOCK 526057302 24,432.00 24 800 SH Sole 33 800
LENNOX
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 526107107 4,270,296.16 4,270 81,308 SH Sole 28 81,308
LEUCADIA NATIONAL COMMON
CORP COM STK USD1 STOCK 527288104 1,858,998.18 1,859 78,142 SH Sole 28 78,142
LEXICON
PHARMACEUTICALS INC COMMON
COM STK USD0.001 STOCK 528872104 1,069,065.42 1,069 481,561 SH Sole 8, 28, 33 481,561
LEXMARK
INTERNATIONAL INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 529771107 4,012,797.60 4,013 173,040 SH Sole 28, 30 173,040
LIBBEY INC COM STK COMMON
USD0.01 STOCK 529898108 320,358.60 320 16,556 SH Sole 28 16,556
LIBERTY MEDIA CORP- COMMON
LIBERTY CAPITAL STOCK 530322106 7,077,074.04 7,077 61,004 SH Sole 33, 35, 43 61,004
LIFEWAY FOODS INC NPV COMMON
STOCK 531914109 33,115.86 33 3,789 SH Sole 28 3,789
LILLY(ELI)& CO COM STK COMMON 23, 28,
NPV STOCK 532457108 41,355,806.40 41,356 838,520 SH Sole 37, 51 838,520
LIMITED BRANDS INC COMMON
COM STK USD0.50 STOCK 532716107 13,441,606.62 13,442 285,627 SH Sole 28, 51 285,627
LIMONEIRA CO COM STK COMMON
NPV STOCK 532746104 128,070.95 128 6,605 SH Sole 28 6,605
LIN TV CORP COM STK COMMON
USD0.01 STOCK 532774106 1,177,443.51 1,177 156,367 SH Sole 8, 28 156,367
LINCOLN EDUCATIONAL
SERVICES CORP COM STK COMMON
NPV STOCK 533535100 115,657.10 116 20,690 SH Sole 28, 33 20,690
LINCOLN ELECTRIC COMMON
HLDGS INC COM STK NPV STOCK 533900106 7,833,293.52 7,833 160,914 SH Sole 11, 23, 28 160,914
LINCOLN NATIONAL COMMON
CORP COM STK USD1.25 STOCK 534187109 10,335,524.50 10,336 399,055 SH Sole 11, 28, 43 399,055
LINDSAY CORP COM STK COMMON
USD1 STOCK 535555106 2,662,307.48 2,662 33,229 SH Sole 11, 28, 47 33,229
LINEAR TECHNOLOGY COMMON
CORP COM STK NPV STOCK 535678106 11,303,427.80 11,303 329,546 SH Sole 23, 28, 31 329,546
LIONS GATE
ENTERTAINMENT CORP COMMON
COM NPV STOCK 535919203 1,107,934.80 1,108 67,557 SH Sole 28 67,557
LIONBRIDGE
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 536252109 184,176.30 184 45,815 SH Sole 28 45,815
LITHIA MOTORS INC COMMON 28, 30,
CLASS'A'COM STK NPV STOCK 536797103 2,724,325.68 2,724 72,804 SH Sole 33, 47 72,804
LITTELFUSE INC COM COMMON
STK USD0.01 STOCK 537008104 1,693,013.85 1,693 27,435 SH Sole 8, 11, 28 27,435
LIVE NATION
ENTERTAINMENT INC COMMON
COM STK USD0.01 STOCK 538034109 1,252,427.75 1,252 134,525 SH Sole 28, 33 134,525
LIVEPERSON INC COM COMMON
STK USD0.001 STOCK 538146101 577,647.54 578 43,961 SH Sole 28 43,961
LO JACK COM STK COMMON
USD0.01 STOCK 539451104 2,859.75 3 1,025 SH Sole 33 1,025
LOCKHEED MARTIN CORP COMMON
COM STK USD1 STOCK 539830109 18,470,643.73 18,471 200,137 SH Sole 28, 58 200,137
LOEWS CORP COM STK COMMON
USD0.01 STOCK 540424108 9,919,365.00 9,919 243,420 SH Sole 28, 35 243,420
LOOKSMART, LTD COMMON
STOCK 543442503 1,157.00 1 1,300 SH Sole 33 1,300
LORAL SPACE &
COMMUNICATIONS INC COMMON
COM STK USD0.01 STOCK 543881106 478,438.98 478 8,753 SH Sole 28 8,753
LORILLARD INC USD0.01 COMMON
STOCK 544147101 10,969,896.75 10,970 94,025 SH Sole 28, 43, 58 94,025
LOUISIANA-PACIFIC COMMON
CORP COM STK USD1 STOCK 546347105 8,505,127.68 8,505 440,224 SH Sole 28, 33, 47 440,224
LOWES COMPANIES INC COMMON 23, 28,
COM STK USD0.50 STOCK 548661107 31,378,403.52 31,378 883,401 SH Sole 41, 51 883,401
LUBYS INC USD0.32 COMMON
STOCK 549282101 131,103.93 131 19,597 SH Sole 28, 33 19,597
LUCAS ENERGY INC COMMON
USD0.001 STOCK 549333201 5,449.29 5 3,707 SH Sole 33 3,707
LUFKIN INDUSTRIES INC COMMON
COM STK USD1 STOCK 549764108 2,262,535.86 2,263 38,922 SH Sole 11, 28 38,922
LULULEMON ATHLETICA COMMON
INC USD0.005 STOCK 550021109 2,286,900.00 2,287 30,000 SH Sole 11 30,000
LUMOS NETWORKS CORP COMMON
USD0.01 STOCK 550283105 956,559.30 957 95,465 SH Sole 25, 28 95,465
LYDALL INC COM STK COMMON
USD0.10 STOCK 550819106 212,934.66 213 14,849 SH Sole 28, 33 14,849
MDC HLDGS INC COM COMMON
STK USD0.01 STOCK 552676108 4,727,997.68 4,728 128,618 SH Sole 8, 28, 33 128,618
MDU RESOURCES GROUP COMMON
INC COM STK USD1 STOCK 552690109 7,742,617.20 7,743 364,530 SH Sole 28, 54 364,530
MDC PARTNERS INC
CLASS'A'SUB VTG SHS COMMON
NPV STOCK 552697104 992,015.70 992 87,789 SH Sole 28, 30 87,789
MEMC ELECTRONICS
MATERIALS INC COM STK COMMON
USD0.01 STOCK 552715104 2,021,962.95 2,022 629,895 SH Sole 28, 33 629,895
MFRI INC COM STK COMMON
USD0.01 STOCK 552721102 3,969.00 4 700 SH Sole 33 700
MGIC INVESTMENT CORP COMMON
COM STK USD1 STOCK 552848103 438,253.62 438 164,757 SH Sole 28, 33 164,757
MSC INDUSTRIAL DIRECT
CO CLASS'A'COM STK COMMON
USD0.001 STOCK 553530106 10,069,561.92 10,070 133,584 SH Sole 11, 28 133,584
MTR GAMING GROUP INC COMMON
COM STK USD0.00001 STOCK 553769100 85,939.53 86 20,609 SH Sole 28, 33 20,609
MTS SYSTEMS CORP COM COMMON
STK USD0.25 STOCK 553777103 2,351,030.66 2,351 46,162 SH Sole 25, 28 46,162
MVC CAPITAL INC COM COMMON
USD0.01 STOCK 553829102 233,851.05 234 19,247 SH Sole 28 19,247
MAC GRAY CORP COM COMMON
STK USD0.01 STOCK 554153106 377,566.75 378 30,085 SH Sole 8, 28, 33 30,085
MACATAWA BANK CORP COMMON
COM STK NPV STOCK 554225102 8,849.18 9 3,062 SH Sole 33 3,062
MADDEN(STEVEN) COM COMMON
STK USD0.0001 STOCK 556269108 4,492,666.95 4,493 106,285 SH Sole 28, 47 106,285
MAGELLAN HEALTH COMMON
SERVICES INC STOCK 559079207 1,161,986.00 1,162 23,714 SH Sole 28, 33 23,714
MAGNA INTERNATIONAL COMMON
INC NPV STOCK 559222401 10,004.00 10 200 SH Sole 33 200
MAIDENFORM BRANDS COMMON
INC COM STK USD0.01 STOCK 560305104 409,874.70 410 21,030 SH Sole 28, 33 21,030
MAKO SURGICAL CORP NPV COMMON
STOCK 560879108 1,052,302.68 1,052 81,764 SH Sole 25, 28 81,764
MANHATTAN
ASSOCIATES INC COM COMMON
STK USD0.01 STOCK 562750109 1,591,889.88 1,592 26,382 SH Sole 11, 28, 56 26,382
MANITOWOC CO INC COMMON
COM STK USD0.01 STOCK 563571108 1,163,456.00 1,163 74,200 SH Sole 30 74,200
MANNATECH INC COMMON
USD0.0001 STOCK 563771203 1,011.60 1 180 SH Sole 33 180
MANTECH
INTERNATIONAL CORP COMMON
COM STK USD0.01 STOCK 564563104 2,151,048.56 2,151 82,924 SH Sole 8, 28, 33 82,924
MARATHON OIL CORP COMMON
COM STK USD1 STOCK 565849106 11,121,792.36 11,122 362,746 SH Sole 28, 58 362,746
MARCUS CORP COM STK COMMON
USD1 STOCK 566330106 234,523.29 235 18,807 SH Sole 28, 33 18,807
MARINEMAX INC COM COMMON
STK USD0.001 STOCK 567908108 187,605.90 188 20,985 SH Sole 28, 33 20,985
MARINE PRODUCTS CORP COMMON
COM STK USD0.10 STOCK 568427108 49,026.12 49 8,571 SH Sole 28 8,571
MARLIN BUSINESS
SERVICES CORP COM STK COMMON
USD0.01 STOCK 571157106 163,489.00 163 8,150 SH Sole 28, 33 8,150
MARSH & MCLENNAN COMMON
COS INC COM USD1 STOCK 571748102 19,485,615.24 19,486 565,292 SH Sole 23, 28, 51 565,292
MARRIOTT
INTERNATIONAL INC COMMON
COM STK USD0.01 CL'A' STOCK 571903202 4,552,940.47 4,553 122,161 SH Sole 23, 28 122,161
MARTEN TRANSPORT COMMON
COM STK USD0.01 STOCK 573075108 287,895.45 288 15,655 SH Sole 28, 33 15,655
MARTHA STEWART
LIVING CLASS'A'COM STK COMMON
USD0.01 STOCK 573083102 58,758.35 59 23,983 SH Sole 28, 33 23,983
MARTIN MARIETTA
MATERIALS INC COM STK COMMON
USD0.01 STOCK 573284106 7,696,547.80 7,697 81,635 SH Sole 28 81,635
MASCO CORP COM STK USD1 COMMON
STOCK 574599106 2,339,630.44 2,340 140,434 SH Sole 28 140,434
MASIMO CORPORATION COMMON
USD0.001 STOCK 574795100 2,778,719.57 2,779 132,257 SH Sole 28 132,257
MASTEC INC COM STK COMMON
USD0.1 STOCK 576323109 1,223,639.19 1,224 49,083 SH Sole 28, 33 49,083
MATADOR RESOURCES COMMON
CO USD0.01 STOCK 576485205 93,455.40 93 11,397 SH Sole 28 11,397
MATERION CORP COMMON
COM STK USD1 STOCK 576690101 1,579,282.80 1,579 61,260 SH Sole 28, 30, 33 61,260
MATRIX SERVICE CO COMMON
COM STK USD0.01 STOCK 576853105 308,407.00 308 26,818 SH Sole 28, 33 26,818
MATTEL INC COM STK COMMON
USD1 STOCK 577081102 11,953,646.88 11,954 326,424 SH Sole 28, 58 326,424
MATTERSIGHT CORP COMMON
STOCK 577097108 36,474.83 36 7,339 SH Sole 28 7,339
MATTHEWS INTL CORP COMMON
CLASS'A'COM STK USD1 STOCK 577128101 2,309,659.20 2,310 71,952 SH Sole 28, 33 71,952
MATTSON TECHNOLOGY COMMON
INC COM STK NPV STOCK 577223100 41,895.00 42 49,875 SH Sole 28, 33 49,875
MAXWELL
TECHNOLOGIES INC COM COMMON
STK USD0.10 STOCK 577767106 195,005.67 195 23,523 SH Sole 28 23,523
MAXYGEN INC COM STK COMMON
USD0.0001 STOCK 577776107 62,646.36 63 25,466 SH Sole 28, 33 25,466
MAXIMUS INC COM STK COMMON
NPV STOCK 577933104 2,809,686.46 2,810 44,443 SH Sole 28, 47 44,443
MBT FINL CORP COM NPV COMMON
STOCK 578877102 5,214.00 5 2,200 SH Sole 33 2,200
MCCLATCHY CO
CLASS'A'COM STK COMMON
USD0.01 STOCK 579489105 201,955.20 202 61,760 SH Sole 28, 33 61,760
MCCORMICK & CO INC COMMON
COM NON.VTG NPV STOCK 579780206 6,498,547.23 6,499 102,291 SH Sole 11, 28 102,291
MCDERMOTT
INTERNATIONAL INC COMMON
COM STK USD1 STOCK 580037109 3,011,380.30 3,011 273,265 SH Sole 11, 43 273,265
MCDONALD'S CORP COM COMMON 23, 28, 31,
STK USD0.01 STOCK 580135101 59,091,261.53 59,091 669,893 SH Sole 58, 59 669,893
MCGRATH RENTCORP COMMON
COM STK NPV STOCK 580589109 650,483.30 650 22,415 SH Sole 28, 33 22,415
MCGRAW-HILL COS INC COMMON
(THE) COM STK USD1 STOCK 580645109 10,342,251.92 10,342 189,176 SH Sole 28, 50 189,176
MCMORAN
EXPLORATION COM STK COMMON
USD0.01 STOCK 582411104 1,292,715.15 1,293 80,543 SH Sole 28 80,543
MEAD JOHNSON COMMON
NUTRITION USD0.01 STOCK 582839106 6,231,942.09 6,232 94,581 SH Sole 23, 28 94,581
MEADWESTVACO COMMON
CORPORATION COM NPV STOCK 583334107 4,794,650.28 4,795 150,444 SH Sole 28, 33, 35 150,444
MEASUREMENT
SPECIALITIES INC COM COMMON
STK NPV STOCK 583421102 620,747.76 621 18,066 SH Sole 28, 33, 56 18,066
MEDALLION FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 583928106 196,421.94 196 16,731 SH Sole 28, 33 16,731
MEDASSETS USD0.01 COMMON 8, 28, 30,
STOCK 584045108 4,355,269.62 4,355 259,706 SH Sole 33, 56 259,706
MEDIA GENERAL INC COMMON
CLASS'A'COM USD5 STOCK 584404107 21,027.00 21 4,890 SH Sole 33 4,890
MEDICINES CO COM STK COMMON
USD0.001 STOCK 584688105 2,241,195.00 2,241 93,500 SH Sole 28, 30 93,500
MEDTRONIC INC COM COMMON 23, 28, 31,
STK USD0.10 STOCK 585055106 58,559,946.90 58,560 1,427,595 SH Sole 37, 59 1,427,595
MEETME INC USD0.001 COMMON
STOCK 585141104 53,295.79 53 15,271 SH Sole 28 15,271
MEMSIC INC USD0.00001 COMMON
STOCK 586264103 1,002.00 1 300 SH Sole 33 300
MENS WEARHOUSE INC COMMON
COM STK USD0.01 STOCK 587118100 1,438,844.16 1,439 46,176 SH Sole 28, 33 46,176
MENTOR GRAPHICS CORP COMMON
COM STK NPV STOCK 587200106 5,702,908.42 5,703 335,071 SH Sole 28, 30 335,071
MERCANTILE BANK CORP COMMON
COM STK NPV STOCK 587376104 124,245.00 124 7,530 SH Sole 28, 33 7,530
MERCER
INTERNATIONAL INC COMMON
COM STK USD1 STOCK 588056101 68,736.00 69 9,600 SH Sole 33 9,600
MERCHANTS
BANCSHARES INC COM COMMON
STK USD0.01 STOCK 588448100 224,225.52 224 8,376 SH Sole 8, 28, 33 8,376
MERCURY SYSTEMS INC COMMON
STOCK 589378108 265,640.80 266 28,874 SH Sole 28, 33 28,874
MERCURY GENERAL COMMON
CORP COM STK NPV STOCK 589400100 3,032,196.93 3,032 76,397 SH Sole 11, 28, 33 76,397
MEREDITH CORP COM COMMON
STK USD1 STOCK 589433101 3,370,105.70 3,370 97,826 SH Sole 28, 33 97,826
MERGE HEALTHCARE INC COMMON
STOCK 589499102 117,789.36 118 47,688 SH Sole 28 47,688
MERIDIAN BIOSCIENCE COMMON
INC COM STK NPV STOCK 589584101 2,130,077.25 2,130 105,189 SH Sole 11, 28, 56 105,189
MERIT MEDICAL
SYSTEMS INC COM COMMON
STK NPV STOCK 589889104 540,918.50 541 38,915 SH Sole 28, 33 38,915
MERRIMACK
PHARMACEUTICALS INC COMMON
USD0.01 STOCK 590328100 74,529.42 75 12,238 SH Sole 28 12,238
MET PRO CORP COM COMMON
STK USD0.10 STOCK 590876306 142,103.85 142 14,665 SH Sole 28, 33 14,665
METALICO INC COM COMMON
USD0.001 STOCK 591176102 93,045.12 93 47,472 SH Sole 8, 28, 33 47,472
METHODE ELECTRONICS COMMON
INC COM CLASS'A'USD0.5 STOCK 591520200 376,084.88 376 37,496 SH Sole 28, 33 37,496
METROCORP BANCSHAR COMMON
COM STK USD1 STOCK 591650106 285,454.26 285 25,974 SH Sole 8, 28, 33 25,974
METROPCS
COMMUNICATIONS INC COMMON
COM STK USD0.0001 STOCK 591708102 1,411,370.66 1,411 141,989 SH Sole 28, 33 141,989
METTLER TOLEDO COM COMMON
STK USD0.01 STOCK 592688105 10,517,453.00 10,517 54,410 SH Sole 28 54,410
MICREL INC COM STK COMMON
NPV STOCK 594793101 367,602.50 368 38,695 SH Sole 28 38,695
MICROS SYSTEMS INC COMMON
COM USD0.025 STOCK 594901100 12,555,364.72 12,555 295,838 SH Sole 5, 11, 28 295,838
11, 23, 28,
MICROSOFT CORP COM COMMON 31, 41,
STK USD0.00000625 STOCK 594918104 116,542,639.62 116,543 4,359,994 SH Sole 54, 58 4,359,994
MICROSTRATEGY INC. COMMON
STOCK 594972408 632,369.36 632 6,772 SH Sole 28 6,772
MICROCHIP
TECHNOLOGY COM STK COMMON
USD0.001 STOCK 595017104 7,929,929.16 7,930 243,324 SH Sole 23, 28, 43 243,324
MICROFINANCIAL COM COMMON
STK USD0.01 STOCK 595072109 60,132.80 60 8,260 SH Sole 28, 33 8,260
MICRON TECHNOLOGY COMMON
INC COM STK USD0.10 STOCK 595112103 4,476,184.85 4,476 704,911 SH Sole 28, 35 704,911
MICROSEMI COM STK COMMON
USD0.20 STOCK 595137100 1,479,490.72 1,479 70,318 SH Sole 28 70,318
MIDDLEBURG FINANCIAL COMMON
CORP COM STK USD5 STOCK 596094102 58,631.20 59 3,320 SH Sole 28 3,320
MIDDLEBY CORP COM COMMON
STK USD0.01 STOCK 596278101 3,225,507.18 3,226 25,158 SH Sole 11, 28, 47 25,158
MIDDLESEX WATER CO COMMON
COM STK NPV STOCK 596680108 252,617.40 253 12,915 SH Sole 28 12,915
MIDSOUTH BANCORP INC COMMON
COM STK USD0.10 STOCK 598039105 125,747.85 126 7,691 SH Sole 28, 33 7,691
MIDWAY GOLD CORP COMMON
COM NPV STOCK 598153104 136,760.71 137 98,389 SH Sole 28 98,389
MIDWESTONE FINANCIAL
GROUP INC COM STK COMMON
USD1 STOCK 598511103 101,627.05 102 4,955 SH Sole 28, 33 4,955
MILLER ENERGY RES INC COMMON
COM STOCK 600527105 94,727.16 95 23,921 SH Sole 28 23,921
MILLER(HERMAN) INC COMMON
COM STK USD0.20 STOCK 600544100 7,073,805.06 7,074 330,243 SH Sole 11, 28, 54 330,243
MILLER INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 600551204 175,908.75 176 11,535 SH Sole 28, 33 11,535
MINDSPEED
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 602682205 638,880.84 639 136,513 SH Sole 8, 28 136,513
MINE SAFETY
APPLIANCES CO COMMON
COM STK NPV STOCK 602720104 3,313,356.38 3,313 77,578 SH Sole 28 77,578
MINERALS TECHNOLOGIES COMMON 23, 28,
INC COM STK USD0.10 STOCK 603158106 5,969,556.96 5,970 149,538 SH Sole 30, 33 149,538
MIPS TECHNOLOGIES INC
CLASS A COM STK COMMON
USD0.001 STOCK 604567107 298,239.16 298 38,138 SH Sole 28 38,138
MISONIX INC COM STK COMMON
USD0.01 STOCK 604871103 4,836.00 5 600 SH Sole 33 600
MITCHAM INDUSTRIES COMMON
INC USD0.01 STOCK 606501104 163,369.18 163 11,986 SH Sole 28, 33 11,986
MODINE MANUFACTURING COMMON
CO COM STK USD0.625 STOCK 607828100 588,538.83 589 72,391 SH Sole 28, 30, 33 72,391
MOHAWK INDUSTRIES COMMON
COM STK USD0.01 STOCK 608190104 10,429,833.95 10,430 115,285 SH Sole 23, 28, 33 115,285
MOLEX INC COM STK COMMON
USD0.05 STOCK 608554101 2,862,544.20 2,863 104,740 SH Sole 23, 28 104,740
MOLEX INC
CLASS'A'N.VTG COM STK COMMON
USD0.05 STOCK 608554200 991,164.24 991 44,407 SH Sole 23 44,407
MONARCH CASINO &
RESORT COM STK COMMON
USD0.01 STOCK 609027107 90,553.00 91 8,300 SH Sole 28, 33 8,300
MONDELEZ INTL INC NPV COMMON 23, 28, 41,
A STOCK 609207105 38,719,876.05 38,720 1,520,215 SH Sole 51, 59 1,520,215
MONOLITHIC POWER
SYSTEM INC COM STK COMMON
USD0.001 STOCK 609839105 2,481,524.12 2,482 111,379 SH Sole 28, 33, 47 111,379
MONRO MUFFLER BRAKE COMMON
INC COM STK USD0.01 STOCK 610236101 860,227.03 860 24,599 SH Sole 28 24,599
MONSTER BEVERAGE COMMON
CORP USD0.005 STOCK 611740101 3,584,470.80 3,584 67,785 SH Sole 23, 28 67,785
MONSTER WORLDWIDE INC COMMON
COM STK USD0.001 STOCK 611742107 1,797,551.38 1,798 319,849 SH Sole 28, 33 319,849
MOODYS CORP COM STK COMMON
USD1 STOCK 615369105 27,359,235.60 27,359 543,705 SH Sole 11, 28, 51 543,705
MOOG INC COMMON
CLASS'A'(LIM.V)USD1 STOCK 615394202 1,721,003.35 1,721 41,945 SH Sole 8, 28, 33 41,945
MORGAN STANLEY COM COMMON
STK USD0.01 STOCK 617446448 14,336,845.20 14,337 749,835 SH Sole 11, 28, 41 749,835
MOSYS INC COM COMMON
STK USD0.01 STOCK 619718109 94,534.20 95 27,165 SH Sole 28 27,165
MOTORCAR PARTS OF
AMERICA INC COM STK COMMON
USD0.01 STOCK 620071100 14,454.00 14 2,200 SH Sole 33 2,200
MOTOROLA SOLUTIONS COMMON
INC USD0.01 STOCK 620076307 6,141,838.08 6,142 110,306 SH Sole 28 110,306
MOVADO GROUP INC COMMON
COM STK USD0.01 STOCK 624580106 580,925.80 581 18,935 SH Sole 28, 33 18,935
MUELLER INDUSTRIES COMMON
INC COM STK USD0.01 STOCK 624756102 3,980,636.95 3,981 79,565 SH Sole 25, 28, 33 79,565
MUELLER WATER
PRODUCTS INC COM STK COMMON
USD0.01 SER'A' STOCK 624758108 780,839.07 781 139,187 SH Sole 28, 33 139,187
MULTI-COLOR CORP NPV COMMON
STOCK 625383104 296,060.59 296 12,341 SH Sole 28, 33 12,341
MULTIMEDIA GAMES
HLDG CO INC COM STK COMMON
USD0.01 STOCK 625453105 2,196,055.90 2,196 149,290 SH Sole 25, 28, 33 149,290
MURPHY OIL CORP COM COMMON 23, 28,
USD1 STOCK 626717102 11,128,108.50 11,128 186,870 SH Sole 35, 41 186,870
MYERS INDUSTRIES INC COMMON
COM STK NPV STOCK 628464109 477,376.50 477 31,510 SH Sole 28, 33 31,510
MYLAN INC COM STK COMMON
USD0.50 STOCK 628530107 14,447,610.00 14,448 525,750 SH Sole 28, 43, 51 525,750
NBT BANCORP INC COM COMMON
STK NPV STOCK 628778102 869,968.13 870 42,919 SH Sole 8, 28, 33 42,919
NCI BUILDING SYSTEMS COMMON
INC COM STK USD0.01 STOCK 628852204 768,294.70 768 55,273 SH Sole 28, 30 55,273
NASB FINANCIAL INC COMMON
COM STK USD0.15 STOCK 628968109 65,135.76 65 3,048 SH Sole 28 3,048
NL INDUSTRIES INC COM COMMON
STK USD0.125 STOCK 629156407 81,775.90 82 7,142 SH Sole 28, 33 7,142
NN INC COM STK USD0.01 COMMON
STOCK 629337106 525,243.56 525 57,341 SH Sole 8, 28, 33 57,341
NRG ENERGY INC COM COMMON 28, 33,
STK USD0.01 STOCK 629377508 11,676,345.12 11,676 507,888 SH Sole 51, 58 507,888
NVE CORP USD0.01 COMMON
STOCK 629445206 215,190.22 215 3,878 SH Sole 28 3,878
NYSE EURONEXT INC COMMON
COM STK USD0.01 STOCK 629491101 4,156,120.42 4,156 131,773 SH Sole 28, 43 131,773
NACCO INDUSTRIES INC COMMON
CLASS'A'COM STK USD1 STOCK 629579103 319,472.16 319 5,264 SH Sole 28, 33 5,264
NANOMETRICS COM STK COMMON
NPV STOCK 630077105 312,740.96 313 21,688 SH Sole 28, 33 21,688
NAPCO SECURITY
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 630402105 6,734.00 7 1,850 SH Sole 33 1,850
NASDAQ OMX GROUP INC COMMON 28, 33,
COM STK USD0.01 STOCK 631103108 15,412,187.41 15,412 616,241 SH Sole 37, 58 616,241
NASH FINCH CO COM STK COMMON
USD1.66 2/3 STOCK 631158102 241,102.40 241 11,330 SH Sole 28, 33 11,330
NATHANS FAMOUS INC COMMON
COM STK USD0.01 STOCK 632347100 80,408.20 80 2,386 SH Sole 28, 33 2,386
NATIONAL BANK
HOLDINGS CORP USD0.01 COMMON
A STOCK 633707104 1,543,621.14 1,544 81,286 SH Sole 8, 28, 30 81,286
NATIONAL BANKSHARES COMMON
INC COM STK USD2.50 STOCK 634865109 189,319.55 189 5,845 SH Sole 28 5,845
NATIONAL BEVERAGE COMMON
CORP COM STK USD0.01 STOCK 635017106 132,024.91 132 9,049 SH Sole 28 9,049
NATIONAL CINEMEDIA COMMON
INC COM STK USD0.01 STOCK 635309107 1,422,170.37 1,422 100,649 SH Sole 8, 28, 43 100,649
NATIONAL HEALTH CARE COMMON
CORP COM STK USD0.01 STOCK 635906100 435,311.16 435 9,258 SH Sole 28, 33 9,258
NATIONAL FUEL GAS CO COMMON
COM STK USD1 STOCK 636180101 7,517,529.76 7,518 148,304 SH Sole 28 148,304
NATIONAL INSTRUMENTS COMMON
CORP COM STK USD0.01 STOCK 636518102 10,631,242.24 10,631 411,904 SH Sole 11, 25, 28 411,904
NATIONAL OILWELL
VARCO INC COM STK COMMON 28, 39,
USD0.01 STOCK 637071101 35,143,929.60 35,144 514,176 SH Sole 51, 58 514,176
NATIONAL PENN
BANCSHARES COM STK COMMON
NPV STOCK 637138108 1,465,169.24 1,465 157,207 SH Sole 8, 28, 33 157,207
NATIONAL PRESTO
INDUSTRIES INC COM COMMON
STK USD1 STOCK 637215104 280,822.40 281 4,064 SH Sole 28, 33 4,064
NATIONAL RESEARCH COMMON
CORP COM STK USD0.001 STOCK 637372103 111,543.60 112 2,058 SH Sole 28 2,058
NATIONAL TECHNICAL
SYSTEMS INC COM STK COMMON
NPV STOCK 638104109 3,080.00 3 400 SH Sole 33 400
NATIONAL WESTERN
LIFE INSURANCE CO COM COMMON
STK STOCK 638522102 273,521.16 274 1,734 SH Sole 28, 33 1,734
NAVIGATORS GROUP INC COMMON
COM STK USD0.10 STOCK 638904102 453,910.16 454 8,888 SH Sole 28, 33 8,888
NATURE'S SUNSHINE
PRODUCTS INC COM STK COMMON
NPV STOCK 639027101 132,520.96 133 9,152 SH Sole 28 9,152
NATUS MEDICAL INC COMMON
COM STK USD0.001 STOCK 639050103 351,219.70 351 31,415 SH Sole 28, 33 31,415
NEENAH PAPER INC COM COMMON
STK USD0.01 STOCK 640079109 422,323.98 422 14,834 SH Sole 28, 33 14,834
NEKTAR THERAPEUTICS COMMON
COM STK USD0.0001 STOCK 640268108 678,192.84 678 91,524 SH Sole 28 91,524
NEOGEN CORP USD0.16 COMMON
STOCK 640491106 2,062,875.76 2,063 45,518 SH Sole 5, 28, 56 45,518
NEW JERSEY RESOURCES COMMON
CORP COM STK USD2.50 STOCK 646025106 3,017,657.30 3,018 76,165 SH Sole 8, 11, 28 76,165
NEW MOUNTAIN COMMON
FINANCE CORP USD0.01 STOCK 647551100 1,705,468.90 1,705 114,461 SH Sole 28, 30 114,461
NEW YORK & CO INC COMMON
COM STK USD0.01 STOCK 649295102 98,183.70 98 25,770 SH Sole 28, 33 25,770
NEW YORK COMMUNITY
BANCORP INC COM STK COMMON
USD0.01 STOCK 649445103 10,204,179.50 10,204 778,945 SH Sole 28 778,945
NEW YORK TIMES CO
COM CLASS'A'STK COMMON
USD0.10 STOCK 650111107 2,859,093.93 2,859 335,181 SH Sole 28, 33 335,181
NEWELL RUBBERMAID INC COMMON 11, 28, 30,
COM STK USD1 STOCK 651229106 16,471,248.32 16,471 739,616 SH Sole 41, 43, 51 739,616
NEWFIELD EXPLORATION COMMON
CO COM STK USD0.01 STOCK 651290108 6,081,818.34 6,082 227,103 SH Sole 28, 37 227,103
NEWLINK GENETICS COMMON
CORP USD0.01 STOCK 651511107 127,737.50 128 10,219 SH Sole 28 10,219
NEWMARKET CORP COM COMMON
NPV STOCK 651587107 5,676,367.80 5,676 21,649 SH Sole 11, 28 21,649
NEWMONT MINING CORP COMMON 11, 23,
COM STK USD1.60 STOCK 651639106 18,487,067.40 18,487 398,085 SH Sole 28, 58 398,085
NEWPARK RESOURCES COMMON
INC COM STK USD0.01 STOCK 651718504 673,569.25 674 85,805 SH Sole 28, 33 85,805
NEWPORT CORP COM COMMON
NPV STOCK 651824104 711,545.35 712 52,903 SH Sole 8, 28, 33 52,903
NIKE INC CLASS'B'COM COMMON
STK NPV STOCK 654106103 24,976,876.80 24,977 484,048 SH Sole 28, 31 484,048
NOBLE ENERGY INC COMMON
USD0.01 STOCK 655044105 12,890,356.26 12,890 126,699 SH Sole 11, 23, 28 126,699
NORDSON CORP COM STK COMMON
NPV STOCK 655663102 8,908,819.92 8,909 141,141 SH Sole 5, 11, 28 141,141
NORDSTROM INC COM COMMON
STK NPV STOCK 655664100 12,577,796.50 12,578 235,099 SH Sole 28, 51 235,099
NORFOLK SOUTHERN COMMON
CORP COM STK USD1 STOCK 655844108 11,810,017.68 11,810 190,977 SH Sole 28, 37 190,977
NORTEK INC COM NEW COMMON
STOCK 656559309 408,497.50 408 6,166 SH Sole 28 6,166
NORTHEAST
COMMUNITY BANCORP
INC COM STK USD0.01 COMMON
STOCK 664112109 1,581.00 2 300 SH Sole 33 300
NORTHEAST UTILITIES COMMON
COM STK USD5 STOCK 664397106 6,370,899.76 6,371 163,022 SH Sole 23, 28 163,022
NORTHERN OIL & GAS
INC(NEV) COM STK COMMON
USD0.001 STOCK 665531109 2,617,713.42 2,618 155,631 SH Sole 28 155,631
NORTHERN TRUST CORP COMMON
COM STK USD1.666 STOCK 665859104 20,021,664.96 20,022 399,156 SH Sole 23, 28 399,156
NORTHRIM BANK COMMON
ALASKA COM STK USD1 STOCK 666762109 112,525.20 113 4,968 SH Sole 28, 33 4,968
NORTHROP GRUMMAN COMMON 23, 28,
CORP COM STK USD1 STOCK 666807102 17,071,113.48 17,071 252,606 SH Sole 35, 58 252,606
NORTHWEST
BANCSHARES INC COMMON
USD0.01 STOCK 667340103 1,038,965.48 1,039 85,582 SH Sole 28, 33 85,582
NORTHWEST NATURAL
GAS CO COM STK COMMON
USD3.167 STOCK 667655104 2,384,236.40 2,384 53,942 SH Sole 8, 11, 28 53,942
NORTHWEST PIPE CO COMMON
COM STK USD0.01 STOCK 667746101 227,576.68 228 9,538 SH Sole 28, 33 9,538
NORTHWESTERN
CORPORATION COM STK COMMON
USD0.01 STOCK 668074305 2,106,582.88 2,107 60,656 SH Sole 8, 11, 28 60,656
NOVAVAX INC COM STK COMMON
USD0.01 STOCK 670002104 185,463.81 185 98,129 SH Sole 28 98,129
NUCOR CORP COM STK COMMON
USD0.40 STOCK 670346105 9,647,405.14 9,647 223,423 SH Sole 11, 23, 28 223,423
NUVASIVE INC COM STK COMMON
USD0.001 STOCK 670704105 643,568.88 644 41,628 SH Sole 28, 33 41,628
OGE ENERGY CORP COM COMMON
STK USD0.01 STOCK 670837103 9,882,067.14 9,882 175,494 SH Sole 28 175,494
OM GROUP INC COM STK COMMON
USD0.01 STOCK 670872100 1,727,692.80 1,728 77,824 SH Sole 28, 30, 33 77,824
OSI SYSTEMS INC COM COMMON
STK NPV STOCK 671044105 4,466,661.92 4,467 69,748 SH Sole 28, 33, 47 69,748
OASIS PETROLEUM INC COMMON
USD0.01 STOCK 674215108 6,793,815.60 6,794 213,642 SH Sole 11, 28, 47 213,642
OCCIDENTAL 23, 28, 31,
PETROLEUM CORP COM COMMON 41, 51, 54,
USD0.20 STOCK 674599105 75,852,556.93 75,853 990,113 SH Sole 58, 59 990,113
OCEAN POWER
TECHNOLOGIES INC COM COMMON
STK USD0.001 STOCK 674870308 6,912.00 7 3,200 SH Sole 33 3,200
OCEANEERING
INTERNATIONAL INC COMMON
COM STK USD0.25 STOCK 675232102 14,918,602.71 14,919 277,349 SH Sole 11, 23, 28 277,349
OCEANFIRST FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 675234108 359,205.00 359 26,124 SH Sole 8, 28, 33 26,124
OCWEN FINANCIAL CORP COMMON 8, 11,
COM STK USD0.01 STOCK 675746309 11,662,329.81 11,662 337,159 SH Sole 28, 33 337,159
ODYSSEY MARINE
EXPLORATION COM STK COMMON
USD0.0001 STOCK 676118102 176,076.45 176 59,285 SH Sole 28 59,285
OFFICE DEPOT INC COM COMMON
STK USD0.01 STOCK 676220106 2,559,931.76 2,560 780,467 SH Sole 28, 33 780,467
OIL DRI CORP OF
AMERICA COM STK COMMON
USD0.10 STOCK 677864100 125,248.80 125 4,538 SH Sole 28, 33 4,538
OIL STATES
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 678026105 15,580,696.60 15,581 217,790 SH Sole 11, 28, 38 217,790
OLD DOMINION FREIGHT
LINE INC COM STK COMMON
USD0.10 STOCK 679580100 1,939,356.72 1,939 56,574 SH Sole 28 56,574
OLD NATIONAL
BANCORP(INDIANA) COM COMMON
STK USD1 STOCK 680033107 1,023,977.42 1,024 86,266 SH Sole 28, 33 86,266
OLD REPUBLIC
INTERNATIONAL CORP COMMON
USD1 STOCK 680223104 4,768,750.50 4,769 447,770 SH Sole 28, 33 447,770
OLD SECOND BANCORP COMMON
INC COM STK NPV STOCK 680277100 1,830.00 2 1,500 SH Sole 33 1,500
OLIN CORP COM STK COMMON
USD1 STOCK 680665205 5,703,991.64 5,704 264,196 SH Sole 28, 30, 33 264,196
OMNICARE INC COM STK COMMON
USD1 STOCK 681904108 7,465,191.20 7,465 206,792 SH Sole 28, 33 206,792
OMNICOM GROUP INC COMMON
COM STK USD0.15 STOCK 681919106 14,788,559.68 14,789 296,008 SH Sole 28, 51, 59 296,008
OMEGA FLEX INC COM COMMON
STK USD0.01 STOCK 682095104 27,748.20 28 2,245 SH Sole 28 2,245
OMNIVISION
TECHNOLOGIES INC COM COMMON
STK USD0.001 STOCK 682128103 711,420.16 711 50,527 SH Sole 28, 33 50,527
OMNOVA SOLUTIONS INC COMMON
COM STK USD0.1 STOCK 682129101 265,812.19 266 37,919 SH Sole 28, 33 37,919
OMEROS CORP NPV COMMON
STOCK 682143102 103,919.37 104 20,023 SH Sole 28 20,023
ON ASSIGNMENT COM COMMON
STK USD0.01 STOCK 682159108 2,406,140.88 2,406 118,646 SH Sole 28, 33, 47 118,646
ON SEMICONDUCTOR COMMON
CORP COM STK USD0.01 STOCK 682189105 2,759,045.70 2,759 391,354 SH Sole 43 391,354
ONCOTHYREON INC COM COMMON
NPV STOCK 682324108 87,932.16 88 45,798 SH Sole 28 45,798
ONEOK INC COM USD0.01 COMMON
STOCK 682680103 3,441,674.25 3,442 80,507 SH Sole 28 80,507
ONYX
PHARMACEUTICALS COM COMMON
STK USD0.001 STOCK 683399109 13,986,645.40 13,987 185,180 SH Sole 11, 38, 51 185,180
OPPENHEIMER HOLDINGS COMMON
INC CLS'A'NON-VTG NPV STOCK 683797104 149,299.15 149 8,645 SH Sole 28, 33 8,645
OPTICAL CABLE CORP. COMMON
STOCK 683827208 1,128.00 1 300 SH Sole 33 300
ORBITAL SCIENCES COM COMMON
STK USD0.01 STOCK 685564106 709,540.56 710 51,528 SH Sole 28, 33 51,528
ORCHARD SUPPLY
HARDWARE STORES COMMON
CORP USD0.01 A STOCK 685691404 11,559.60 12 1,560 SH Sole 28 1,560
OREXIGEN THERAPEUT COMMON
COM STK USD0.001 STOCK 686164104 2,131,683.38 2,132 404,494 SH Sole 28, 38 404,494
ORION ENERGY SYSTEMS COMMON
INC NPV STOCK 686275108 4,633.06 5 2,791 SH Sole 33 2,791
ORMAT TECHNOLOGIES COMMON
COM STK USD0.001 STOCK 686688102 328,743.28 329 17,051 SH Sole 28, 33 17,051
OSHKOSH CORPORATION COMMON
STOCK 688239201 4,879,885.95 4,880 164,583 SH Sole 28, 33 164,583
OTTER TAIL CORP COM COMMON
STK USD5 STOCK 689648103 719,300.00 719 28,772 SH Sole 28 28,772
OUTDOOR CHANNEL COMMON
HLDGS INC COM USD0.02 STOCK 690027206 117,549.20 118 15,467 SH Sole 28, 33 15,467
OVERHILL FARMS INC COMMON
COM STOCK STOCK 690212105 2,260.26 2 522 SH Sole 33 522
OVERSEAS SHIPHOLDING
GROUP INC COM STK COMMON
USD1 STOCK 690368105 2,890.00 3 3,400 SH Sole 33 3,400
OVERSTOCK.COM INC COMMON
COM STK USD0.0001 STOCK 690370101 134,599.86 135 9,406 SH Sole 28 9,406
OWENS & MINOR INC COMMON
COM STK USD2 STOCK 690732102 5,052,827.30 5,053 177,230 SH Sole 11, 28 177,230
OWENS CORNING INC COMMON
COM STK USD0.01 STOCK 690742101 1,302,528.87 1,303 35,213 SH Sole 33, 54 35,213
OWENS-ILLINOIS INC COMMON
COM STK USD0.01 STOCK 690768403 1,868,803.47 1,869 87,861 SH Sole 11, 28 87,861
OXFORD INDUSTRIES INC COMMON
COM STK USD1 STOCK 691497309 517,841.20 518 11,170 SH Sole 28 11,170
PAM TRANSPORTATION
SERVICES INC. COM STK COMMON
USD0.01 STOCK 693149106 11,989.56 12 1,172 SH Sole 33 1,172
PDF SOLUTIONS INC COM COMMON
STK USD0.00015 STOCK 693282105 271,590.02 272 19,709 SH Sole 28, 33 19,709
PHH CORP COM STK NPV COMMON 8, 28,
STOCK 693320202 5,300,408.75 5,300 232,985 SH Sole 30, 33 232,985
PICO HOLDING INC COM COMMON
STK USD0.001 STOCK 693366205 400,008.18 400 19,734 SH Sole 28, 33 19,734
PLX TECHNOLOGY COM COMMON
STK USD0.001 STOCK 693417107 148,143.93 148 40,811 SH Sole 28, 33 40,811
PNC FINANCIAL 23, 28, 31,
SERVICES GROUP COM COMMON 37, 41, 51,
STK USD5 STOCK 693475105 61,474,017.22 61,474 1,054,262 SH Sole 54, 58 1,054,262
PPG INDUSTRIES INC COM COMMON 28, 31,
STK USD1.666 STOCK 693506107 44,690,269.05 44,690 330,183 SH Sole 43, 51 330,183
PHILLIPS VAN HEUSEN COMMON 11, 28, 30,
CORP COM STK USD1 STOCK 693656100 44,114,263.90 44,114 397,390 SH Sole 38, 51 397,390
PACCAR INC COM STK COMMON
USD1 STOCK 693718108 11,888,964.12 11,889 262,972 SH Sole 11, 28, 37 262,972
PACIFIC MERCANTILE COMMON
BANCORP COM STK NPV STOCK 694552100 54,358.18 54 8,642 SH Sole 28, 33 8,642
PACIFIC SUNWEAR OF
CALIFORNIA INC COM COMMON
STK USD0.01 STOCK 694873100 11,607.00 12 7,300 SH Sole 33 7,300
PACIRA
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 695127100 260,774.69 261 14,927 SH Sole 28 14,927
PACKAGING CORP OF
AMERICA COM STK COMMON 11, 28,
USD0.01 STOCK 695156109 13,125,540.83 13,126 341,189 SH Sole 51, 58 341,189
PACWEST BANCORP COM COMMON
STK NPV STOCK 695263103 1,288,312.20 1,288 51,990 SH Sole 8, 28, 33 51,990
PALL CORP COM STK COMMON
USD0.10 STOCK 696429307 10,799,074.08 10,799 179,208 SH Sole 11, 28 179,208
PALO ALTO NETWORKS COMMON
INC USD0.0001 STOCK 697435105 2,164,616.40 2,165 40,445 SH Sole 23, 47, 53 40,445
PALOMAR MEDICAL
TECHNOLOGIES INC COM
STK USD0.01 COMMON
STOCK 697529303 169,970.55 170 18,455 SH Sole 28, 33 18,455
PANHANDLE OIL & GAS
INC CLASS'A'COM STK COMMON
USD0.01666 STOCK 698477106 157,721.01 158 5,587 SH Sole 28 5,587
PANTRY INC COM STK COMMON
USD0.01 STOCK 698657103 1,490,861.91 1,491 122,907 SH Sole 8, 28, 33 122,907
PAPA JOHNS
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 698813102 861,184.50 861 15,675 SH Sole 8, 28 15,675
PAR TECHNOLOGY CORP COMMON
COM STK USD0.02 STOCK 698884103 8,330.00 8 1,700 SH Sole 33 1,700
PARAMETRIC
TECHNOLOGY CORP NEW COMMON
COM STK USD0.01 STOCK 699173209 6,916,242.52 6,916 307,252 SH Sole 28 307,252
PAREXEL
INTERNATIONAL CORP COMMON
COM STK USD0.01 STOCK 699462107 2,307,013.94 2,307 77,966 SH Sole 11, 28, 33 77,966
PARK
ELECTROCHEMICAL COMMON
CORP COM STK USD0.10 STOCK 700416209 465,507.16 466 18,092 SH Sole 28, 33 18,092
PARK NATIONAL CORP COMMON
NPV STOCK 700658107 911,476.89 911 14,103 SH Sole 8, 28, 33 14,103
PARK OHIO HOLDINGS COMMON
COM USD1 STOCK 700666100 367,725.36 368 17,256 SH Sole 8, 28 17,256
PARKER DRILLING CO COMMON
COM STK USD0.1666 STOCK 701081101 501,561.00 502 109,035 SH Sole 28, 33 109,035
PARKER-HANNIFIN CORP COMMON 28, 31, 43,
COM STK USD0.50 STOCK 701094104 26,690,807.28 26,691 313,788 SH Sole 53, 59 313,788
PARKERVISION COM STK COMMON
USD0.01 STOCK 701354102 125,265.21 125 61,707 SH Sole 28 61,707
PATRICK INDUSTRIES INC COMMON
COM STK NPV STOCK 703343103 50,538.88 51 3,248 SH Sole 28 3,248
PATTERSON COS INC COMMON
COM STK USD0.01 STOCK 703395103 3,464,863.29 3,465 101,223 SH Sole 23, 28 101,223
PATTERSON
UTI ENERGY INC COMMON
COM STK USD0.01 STOCK 703481101 5,223,218.58 5,223 280,366 SH Sole 28, 33 280,366
PAYCHEX INC COM STK COMMON
USD0.01 STOCK 704326107 17,657,812.44 17,658 567,046 SH Sole 28, 37, 51 567,046
PEABODY ENERGY CORP COMMON
COM STK USD0.01 STOCK 704549104 4,775,909.58 4,776 179,478 SH Sole 23, 28 179,478
PEAPACK GLADSTONE
FINANCIAL CORP COM COMMON
STK NPV STOCK 704699107 100,390.40 100 7,130 SH Sole 28, 33 7,130
PEGASYSTEMS INC COM COMMON
STK USD0.01 STOCK 705573103 308,878.92 309 13,619 SH Sole 28 13,619
PENFORD CORP COM STK COMMON
USD1 STOCK 707051108 11,808.00 12 1,600 SH Sole 33 1,600
PENN NATIONAL GAMING COMMON
INC COM STK USD0.01 STOCK 707569109 2,209,164.24 2,209 44,984 SH Sole 43 44,984
PENN VIRGINIA CORP COMMON
USD0.01 STOCK 707882106 237,835.71 238 53,931 SH Sole 28, 33 53,931
PENNANTPARK
INVESTMENT CORP COM COMMON
STK USD0.001 STOCK 708062104 565,714.75 566 51,452 SH Sole 28 51,452
PENNEY(J.C.)CO INC COM COMMON
STK USD0.50 STOCK 708160106 1,110,638.79 1,111 56,349 SH Sole 28 56,349
PENNS WOODS BANCORP COMMON
INC COM STOCK 708430103 124,575.30 125 3,330 SH Sole 28 3,330
PEOPLES BANCORP INC COMMON
COM STK NPV STOCK 709789101 557,391.69 557 27,283 SH Sole 8, 28, 33 27,283
PEOPLES FEDERAL
BANCSHARES INC COMMON
USD0.01 STOCK 711037101 66,777.60 67 3,840 SH Sole 28 3,840
PEOPLE'S UTD FINL COM COMMON
STK USD0.01 STOCK 712704105 4,643,575.56 4,644 384,084 SH Sole 23, 28, 33 384,084
PEP BOYS MANNY MOE & COMMON
JACK COM STK USD1 STOCK 713278109 1,698,289.78 1,698 172,766 SH Sole 28, 30, 33 172,766
PEPCO HLDGS INC COM COMMON
STK USD0.01 STOCK 713291102 4,109,648.09 4,110 209,569 SH Sole 28, 43 209,569
23, 28, 31,
PEPSICO INC CAP STK COMMON 39, 51,
USD0.0166 STOCK 713448108 134,434,088.07 134,434 1,964,549 SH Sole 58, 59 1,964,549
PERICOM
SEMICONDUCTOR CORP COMMON
COM STK NPV STOCK 713831105 184,714.09 185 23,003 SH Sole 28, 33 23,003
PERKINELMER INC COM COMMON
STK USD1 STOCK 714046109 1,789,405.98 1,789 56,377 SH Sole 28, 33 56,377
PERRIGO CO COM STK COMMON
NPV STOCK 714290103 7,577,129.08 7,577 72,836 SH Sole 11, 28 72,836
PERVASIVE SOFTWARE COMMON
INC COM STK USD0.01 STOCK 715710109 91,995.75 92 10,325 SH Sole 28, 33 10,325
PETMED EXPRESS INC COMMON
COM STK USD0.001 STOCK 716382106 181,818.00 182 16,380 SH Sole 28 16,380
PETROQUEST ENERGY COMMON
INC USD0.001 STOCK 716748108 268,492.95 268 54,241 SH Sole 28, 33 54,241
PETSMART INC COM STK COMMON
USD0.0001 STOCK 716768106 9,197,948.94 9,198 134,591 SH Sole 11, 28, 58 134,591
PHARMACYCLICS INC COMMON
COM STK USD0.0001 STOCK 716933106 2,505,912.00 2,506 43,280 SH Sole 28 43,280
23, 28, 31,
PFIZER INC COM STK COMMON 39, 41, 51,
USD0.05 STOCK 717081103 161,280,476.28 161,280 6,430,641 SH Sole 58, 59 6,430,641
PHILIP MORRIS COMMON 23, 28, 39,
INTERNATIONAL INC NPV STOCK 718172109 142,342,901.28 142,343 1,701,852 SH Sole 51, 58, 59 1,701,852
PHILLIPS 66 USD0.01 COMMON
STOCK 718546104 16,519,781.70 16,520 311,107 SH Sole 28, 51 311,107
PHOTOMEDEX INC USD0.01 COMMON
STOCK 719358301 153,922.08 154 10,608 SH Sole 28 10,608
PHOTRONICS INC COM COMMON 8, 28,
STK USD0.01 STOCK 719405102 2,170,190.96 2,170 364,126 SH Sole 30, 33 364,126
PIEDMONT NATURAL GAS COMMON
CO INC NPV STOCK 720186105 2,004,685.37 2,005 64,027 SH Sole 11, 28 64,027
PIER 1 IMPORTS INC COM COMMON
STK USD1 STOCK 720279108 3,313,480.00 3,313 165,674 SH Sole 28, 47 165,674
PIKE ELECTRIC
CORPORATION COM STK COMMON
USD0.001 STOCK 721283109 208,161.35 208 21,797 SH Sole 28, 33 21,797
PINNACLE
ENTERTAINMENT INC COMMON
COM STK USD0.10 STOCK 723456109 741,176.43 741 46,821 SH Sole 28 46,821
PINNACLE WEST CAPITAL COMMON
CORP COM STK USD2.50 STOCK 723484101 2,193,210.58 2,193 43,021 SH Sole 28 43,021
PIONEER ENERGY COMMON
SERVICES CORP USD0.10 STOCK 723664108 1,401,187.26 1,401 193,001 SH Sole 28, 30, 33 193,001
PIONEER NATURAL
RESOURCES CO COM STK COMMON
USD0.01 STOCK 723787107 9,983,006.22 9,983 93,658 SH Sole 11, 28, 43 93,658
PIPER JAFFRAY
COMPANIES COM STK COMMON
USD0.01 STOCK 724078100 1,670,888.52 1,671 52,004 SH Sole 8, 28, 33 52,004
PITNEY BOWES INC COM COMMON
STK USD1 STOCK 724479100 3,408,779.36 3,409 320,374 SH Sole 28, 35 320,374
PLAINS EXPLORATION &
PRODUCTION CO COM COMMON
STK USD0.01 STOCK 726505100 11,021,371.18 11,021 234,797 SH Sole 28, 33 234,797
PLANAR SYSTEMS INC COMMON
COM STK NPV STOCK 726900103 2,717.00 3 1,900 SH Sole 33 1,900
PLANTRONICS INC COM COMMON
STK USD0.01 STOCK 727493108 4,646,615.49 4,647 126,027 SH Sole 8, 28 126,027
PLEXUS CORP COM STK COMMON
USD0.01 STOCK 729132100 840,564.00 841 32,580 SH Sole 28, 33 32,580
POLARIS INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 731068102 10,767,076.65 10,767 127,951 SH Sole 11, 28 127,951
POPULAR INC NPV COMMON
STOCK 733174700 1,580,310.27 1,580 76,013 SH Sole 30, 33 76,013
PORTLAND GENERAL COMMON 8, 23,
ELECTRIC CO COM NPV STOCK 736508847 5,844,287.52 5,844 213,607 SH Sole 28, 30 213,607
POST HLDGS INC USD0.01 COMMON 28, 30,
STOCK 737446104 5,280,493.75 5,280 154,175 SH Sole 33, 43 154,175
POWELL INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 739128106 343,619.22 344 8,274 SH Sole 28, 33 8,274
POWER INTEGRATIONS COMMON
INC COM STK USD0.001 STOCK 739276103 1,279,599.92 1,280 38,072 SH Sole 11, 28 38,072
PRECISION CASTPARTS COMMON 11, 23, 28,
CORP COM NPV STOCK 740189105 50,458,836.12 50,459 266,386 SH Sole 50, 51, 53 266,386
PREFERRED BK LOS
ANGELES CALIFORNIA COMMON
USD0.01 STOCK 740367404 252,902.00 253 17,810 SH Sole 8, 28, 33 17,810
PREFORMED LINE COMMON
PRODUCTS CO COM NPV STOCK 740444104 121,811.00 122 2,050 SH Sole 28, 33 2,050
PREMIERE GLOBAL
SERVICES INC COM STK COMMON
USD0.01 STOCK 740585104 1,424,202.72 1,424 145,624 SH Sole 8, 28, 33 145,624
PRICELINE.COM INC COM COMMON 28, 50,
STK USD0.008 STOCK 741503403 43,288,322.00 43,288 69,685 SH Sole 51, 58 69,685
PRICESMART INC COM COMMON
STK USD0.0001 STOCK 741511109 4,847,908.95 4,848 62,919 SH Sole 11, 28 62,919
PRIMUS TELECOMS GP COMMON
USD0.001 STOCK 741929301 117,689.49 118 10,827 SH Sole 28, 33 10,827
PROCTER & GAMBLE CO COMMON 31, 39,
COM STK NPV STOCK 742718109 127,796,271.78 127,796 1,882,402 SH Sole 41, 58 1,882,402
PRIVATEBANCORP INC COMMON 28, 30,
COM STK NPV STOCK 742962103 2,519,343.36 2,519 164,448 SH Sole 33, 47 164,448
PROGENICS
PHARMACEUTICALS INC COMMON
COM STK USD0.0013 STOCK 743187106 162,874.88 163 54,656 SH Sole 8, 28 54,656
PROGRESS SOFTWARE COMMON
CORP COM STK USD0.01 STOCK 743312100 1,144,605.69 1,145 54,531 SH Sole 28, 33 54,531
PROGRESSIVE
CORP(OHIO) COM STK COMMON 11, 28,
USD1 STOCK 743315103 22,288,626.30 22,289 1,056,333 SH Sole 31, 35 1,056,333
PROOFPOINT INC COMMON
USD0.0001 STOCK 743424103 103,859.47 104 8,437 SH Sole 8, 28 8,437
PROSPERITY
BANCSHARES INC COM COMMON
STK USD1 STOCK 743606105 4,963,560.00 4,964 118,180 SH Sole 28, 33 118,180
PROTECTIVE LIFE CORP COMMON
COM STK USD0.50 STOCK 743674103 4,404,406.64 4,404 154,108 SH Sole 28, 33 154,108
PROTO LABS INC COMMON
USD0.001 STOCK 743713109 1,800,114.30 1,800 45,665 SH Sole 5, 8, 28 45,665
PROVIDENCE SERVICE COMMON
CORP COM STK USD0.001 STOCK 743815102 1,422,436.78 1,422 83,722 SH Sole 28, 30, 33 83,722
PROVIDENT FINANCIAL
HOLDINGS COM STK COMMON
USD0.01 STOCK 743868101 258,545.00 259 14,774 SH Sole 8, 28, 33 14,774
PROVIDENT NEW YORK
BANCORP COMMON
CPM STK USD0.01 STOCK 744028101 300,861.96 301 32,316 SH Sole 28, 33 32,316
PRUDENTIAL FINANCIAL COMMON 23, 28, 31,
INC COM STK USD0.01 STOCK 744320102 35,045,382.86 35,045 657,142 SH Sole 51, 58 657,142
PUBLIC SERVICE
ENTERPRISE GROUP INC
COM STK NPV COMMON
STOCK 744573106 6,072,141.60 6,072 198,436 SH Sole 28 198,436
PULASKI FINAN CORP COMMON
COM USD0.01 STOCK 745548107 5,128.35 5 573 SH Sole 33 573
PULTE GROUP INC COM COMMON
STK USD0.01 STOCK 745867101 3,213,393.84 3,213 176,949 SH Sole 23, 28, 33 176,949
QLOGIC CORP COM STK COMMON
USD0.001 STOCK 747277101 3,387,567.61 3,388 348,157 SH Sole 23, 28 348,157
QUAD / GRAPHICS INC COMMON
USD0.025 A STOCK 747301109 2,263,534.68 2,264 111,012 SH Sole 8, 28, 33 111,012
QUAKER CHEMICAL COMMON
CORP COM STK USD1 STOCK 747316107 567,253.52 567 10,532 SH Sole 28, 33 10,532
23, 28, 39,
QUALCOMM INC COM COMMON 50, 51, 53,
STK USD0.0001 STOCK 747525103 144,714,056.90 144,714 2,333,345 SH Sole 58, 59 2,333,345
QUALITY SYSTEMS INC COMMON
COM STK USD0.001 STOCK 747582104 669,366.88 669 38,558 SH Sole 28, 56 38,558
QUANEX BUILDING
PRODUCTS CORP COM COMMON
STK USD0.01 WI STOCK 747619104 648,242.01 648 31,761 SH Sole 28, 33 31,761
QUANTUM-DLT &
STORAGE SYSTEMS COMMON
GROUP COM STK STOCK 747906204 234,410.84 234 189,041 SH Sole 28 189,041
QUESTAR CORP COMMON
COM STK NPV STOCK 748356102 9,324,012.88 9,324 471,863 SH Sole 28, 43 471,863
RCM TECHNOLOGIES INC COMMON
COM STK USD0.05 STOCK 749360400 2,020.00 2 400 SH Sole 33 400
RF INDUSTRIES COM STK COMMON
USD0.01 STOCK 749552105 1,869.46 2 443 SH Sole 33 443
RLI CORP COM STK USD1 COMMON
STOCK 749607107 2,297,757.76 2,298 35,536 SH Sole 11, 28, 33 35,536
RPC INC COM STK COMMON
USD0.10 STOCK 749660106 258,508.80 259 21,120 SH Sole 8 21,120
RPM INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 749685103 8,546,696.00 8,547 291,100 SH Sole 28, 30 291,100
RF MICRO DEVICES INC COMMON
COM STK NPV STOCK 749941100 4,965,004.80 4,965 1,108,260 SH Sole 28, 30 1,108,260
RACKSPACE HOSTING COMMON
INC COM STK USD0.001 STOCK 750086100 26,930,896.16 26,931 362,608 SH Sole 11, 28, 38 362,608
RADIAN GROUP INC COM COMMON
STK USD0.001 STOCK 750236101 708,265.09 708 115,919 SH Sole 28, 33 115,919
RADIOSHACK CORP COM COMMON
STK USD1 STOCK 750438103 196,227.20 196 92,560 SH Sole 28, 33 92,560
RADISYS CORP COM STK COMMON
NPV STOCK 750459109 126,247.70 126 42,365 SH Sole 8, 28, 33 42,365
RAMBUS INC COM STK COMMON
USD0.001 STOCK 750917106 454,176.72 454 93,069 SH Sole 28, 33 93,069
RALCORP HOLDINGS INC COMMON
COM STK USD0.01 STOCK 751028101 8,873,198.40 8,873 98,976 SH Sole 28, 33 98,976
RALPH LAUREN CORP COMMON
USD0.01 A STOCK 751212101 11,155,547.20 11,156 74,410 SH Sole 28, 50, 53 74,410
RAND LOGISTICS INC COMMON
COM STK USD0.0001 STOCK 752182105 84,415.50 84 12,987 SH Sole 28 12,987
RAVEN INDUSTRIES INC COMMON
COM STK USD1 STOCK 754212108 3,541,650.52 3,542 134,357 SH Sole 5, 11, 28 134,357
RAYMOND JAMES FINANCIAL COMMON
INC COM STK USD0.01 STOCK 754730109 10,909,114.49 10,909 283,133 SH Sole 11, 28 283,133
RAYTHEON CO COM STK COMMON
USD0.01 STOCK 755111507 8,648,505.12 8,649 150,252 SH Sole 28, 43 150,252
READING
INTERNATIONAL INC COMMON
CLASS'A'COM STK USD0.01 STOCK 755408101 80,281.58 80 13,358 SH Sole 28 13,358
RED HAT USD0.0001 COMMON
STOCK 756577102 21,907,274.72 21,907 413,657 SH Sole 11, 28, 51 413,657
RED LION HOTELS CORP COMMON
COM STK USD0.01 STOCK 756764106 97,488.84 97 12,356 SH Sole 28, 33 12,356
REGAL BELOIT CORP COMMON 8, 28,
COM STK USD0.01 STOCK 758750103 10,682,899.65 10,683 151,595 SH Sole 33, 38 151,595
REGAL ENTERTAINMENT COMMON
GROUP USD0.001 A STOCK 758766109 308,811.15 309 22,137 SH Sole 43 22,137
REGIS CORP COM STK COMMON
USD0.05 STOCK 758932107 2,633,834.88 2,634 155,664 SH Sole 28, 33 155,664
11, 23, 28,
REINSURANCE GROUP OF COMMON 30, 33,
AMERICA USD0.01 STOCK 759351604 26,904,718.08 26,905 502,704 SH Sole 37, 43 502,704
RELIANCE STEEL &
ALUMINIUM COM STK COMMON
NPV STOCK 759509102 8,658,416.70 8,658 139,427 SH Sole 28, 33 139,427
REPLIGEN CORP COM STK COMMON
USD0.01 STOCK 759916109 172,314.55 172 27,395 SH Sole 28, 33 27,395
RENTECH INC COM STK COMMON
USD0.01 STOCK 760112102 442,978.79 443 168,433 SH Sole 28 168,433
RENTRAK CORP COM STK COMMON
USD0.001 STOCK 760174102 147,734.20 148 7,580 SH Sole 28 7,580
REPUBLIC AIRWAYS
HLDGS INC COM STK COMMON
USD0.001 STOCK 760276105 1,678,934.16 1,679 295,587 SH Sole 8, 28, 33 295,587
REPUBLIC BANCORP INC COMMON
CLASS'A' COM STK NPV STOCK 760281204 443,708.87 444 20,999 SH Sole 8, 28, 33 20,999
REPUBLIC FIRST
BANCORP INC COM STK COMMON
USD0.01 STOCK 760416107 3,566.61 4 1,723 SH Sole 33 1,723
REPUBLIC SERVICES INC COMMON
COM STK USD0.01 STOCK 760759100 21,781,719.19 21,782 742,643 SH Sole 23, 28 742,643
RESMED INC COM STK COMMON
USD0.004 STOCK 761152107 11,071,130.25 11,071 266,325 SH Sole 23, 28 266,325
RESOURCE AMERICA INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 761195205 69,908.27 70 10,481 SH Sole 28, 33 10,481
RESPONSYS INC COMMON
USD0.0001 STOCK 761248103 172,035.40 172 28,865 SH Sole 28 28,865
RESTORATION
HARDWARE HLDGS INC COMMON
USD0.0001 STOCK 761283100 503,049.22 503 14,914 SH Sole 8, 28, 47 14,914
REVETT MINERALS INC COMMON
COM NPV STOCK 761505205 195,747.48 196 69,414 SH Sole 8, 28 69,414
REVLON INC CLASS'A' COMMON
COM STK USD0.01 STOCK 761525609 309,140.00 309 21,320 SH Sole 8, 28 21,320
REX ENERGY
CORPORATION COM STK COMMON
NPV STOCK 761565100 1,743,755.58 1,744 133,929 SH Sole 28, 33, 47 133,929
REX AMERICAN COMMON
RESOURCES CORP STOCK 761624105 86,399.91 86 4,479 SH Sole 28 4,479
REYNOLDS AMERICAN COMMON
INC COM STK USD0.0001 STOCK 761713106 5,281,952.13 5,282 127,491 SH Sole 28 127,491
RICHARDSON ELECTRONICS COMMON
LTD COM STK USD0.05 STOCK 763165107 147,522.24 148 13,032 SH Sole 28, 33 13,032
RICKS CABARET
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 765641303 17,082.10 17 2,122 SH Sole 33 2,122
RIGEL PHARMACEUTIC COMMON
COM USD0.001 STOCK 766559603 437,651.50 438 67,331 SH Sole 28, 33 67,331
RIGNET INC USD0.001 COMMON
STOCK 766582100 204,443.01 204 10,007 SH Sole 28 10,007
RIMAGE CORPN COM STK COMMON
USD0.01 STOCK 766721104 1,469.60 1 220 SH Sole 33 220
RITCHIE BROS COMMON
AUCTIONEERS COM NPV STOCK 767744105 564,030.00 564 27,000 SH Sole 11 27,000
RITE AID CORP COM STK COMMON
USD1 STOCK 767754104 714,280.16 714 525,206 SH Sole 28 525,206
RIVERBED TECHNOLOGY COMMON
COM STK USD0.0001 STOCK 768573107 6,494,249.56 6,494 329,323 SH Sole 23, 28 329,323
RIVERVIEW BANCORP COMMON
INC COM STK USD0.01 STOCK 769397100 1,132.30 1 670 SH Sole 33 670
ROBBINS & MYERS INC COMMON
COM NPV STOCK 770196103 1,861,795.65 1,862 31,317 SH Sole 8, 28 31,317
ROBERT HALF
INTERNATIONAL INC COMMON
COM STK USD1 STOCK 770323103 1,757,259.50 1,757 55,225 SH Sole 28 55,225
ROCHESTER MEDICAL COMMON
CORP COM STK NPV STOCK 771497104 90,800.64 91 9,008 SH Sole 28, 33 9,008
ROCK-TENN CO CLASS'A' COMMON 8, 28, 30,
COM STK USD0.01 STOCK 772739207 13,519,475.44 13,519 193,384 SH Sole 33, 43 193,384
ROCKWELL
AUTOMATION INC COM COMMON
STK USD1 STOCK 773903109 7,783,269.31 7,783 92,669 SH Sole 28, 43 92,669
ROCKVILLE FINANCIAL COMMON
INC COM STK USD1 STOCK 774188106 1,795,989.60 1,796 139,224 SH Sole 28, 30, 33 139,224
ROCKWELL COLLINS INC COMMON
COM STK USD0.01 STOCK 774341101 4,488,571.71 4,489 77,163 SH Sole 23, 28 77,163
ROCKWELL MEDICAL INC. COMMON
STOCK 774374102 135,392.95 135 16,819 SH Sole 28 16,819
ROCKY BRANDS INC COM COMMON
STK NPV STOCK 774515100 11,600.82 12 891 SH Sole 33 891
ROFIN-SINAR
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 775043102 560,341.28 560 25,846 SH Sole 28, 33 25,846
ROGERS CORP CAP STK COMMON
USD1 STOCK 775133101 770,375.58 770 15,513 SH Sole 28, 33 15,513
ROLLINS INC COM COMMON
STK USD1 STOCK 775711104 3,860,217.84 3,860 175,146 SH Sole 11, 28 175,146
ROPER INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 776696106 13,963,761.84 13,964 125,258 SH Sole 11, 28, 58 125,258
ROSETTA RESOURCES COMMON
INC USD0.001 STOCK 777779307 6,130,041.12 6,130 135,142 SH Sole 28 135,142
ROSETTA STONE INC COMMON
USD0.00005 STOCK 777780107 130,174.66 130 10,549 SH Sole 28, 33 10,549
ROSS STORES INC COMMON
COM STK USD0.01 STOCK 778296103 12,423,851.10 12,424 229,434 SH Sole 11, 28, 50 229,434
ROUNDYS INC USD0.01 COMMON
STOCK 779268101 71,787.40 72 16,132 SH Sole 28 16,132
ROVI CORP COM COMMON
STOCK 779376102 2,854,210.54 2,854 184,978 SH Sole 28, 56 184,978
ROYAL GOLD INC COM COMMON
STK USD0.01 STOCK 780287108 9,389,516.18 9,390 115,478 SH Sole 28 115,478
RUBY TUESDAY INC COM COMMON
USD0.01 STOCK 781182100 491,407.20 491 62,520 SH Sole 28, 33 62,520
RUCKUS WIRELESS INC COMMON
USD0.001 STOCK 781220108 870,716.91 871 38,647 SH Sole 8, 28 38,647
RUDOPLH
TECHNOLOGIES INC COM COMMON
STK USD0.001 STOCK 781270103 630,657.05 631 46,889 SH Sole 8, 28, 33 46,889
RUE21 INC NPV COMMON
STOCK 781295100 349,679.63 350 12,317 SH Sole 28 12,31
RUSH ENTERPRISES INC.- COMMON
CL. A STOCK 781846209 630,683.04 631 30,512 SH Sole 28, 33 30,512
RUTH'S HOSPITALITY
GROUP INC COM STK COMMON
USD0.01 STOCK 783332109 922,104.99 922 126,837 SH Sole 8, 28 126,837
RYDER SYSTEM INC COM COMMON
STK USD0.50 STOCK 783549108 2,254,189.71 2,254 45,147 SH Sole 28, 30, 33 45,147
RYLAND GROUP INC COM COMMON 25, 28,
STK USD1 STOCK 783764103 5,386,962.00 5,387 147,588 SH Sole 33, 47 147,588
S & T BANCORP INC COM COMMON
STK USD2.50 STOCK 783859101 445,046.03 445 24,629 SH Sole 28, 33 24,629
SEI INVESTMENT CO COM COMMON
STK USD0.01 STOCK 784117103 5,599,896.18 5,600 239,927 SH Sole 28 239,927
SJW CORP COM STK COMMON
USD1.042 STOCK 784305104 326,009.60 326 12,256 SH Sole 28, 33 12,256
SPX CORP COM STK COMMON
USD10 STOCK 784635104 6,318,620.95 6,319 90,073 SH Sole 28 90,073
STEC INC COM STK COMMON
USD0.001 STOCK 784774101 174,872.03 175 35,471 SH Sole 28, 33 35,471
SABA SOFTWARE INC COMMON
COM STK USD0.001 STOCK 784932600 205,984.32 206 23,568 SH Sole 28 23,568
SY BANCORP INC COM COMMON
STK NPV STOCK 785060104 363,316.10 363 16,205 SH Sole 8, 28 16,205
SAFEGUARD SCIENTIFICS COMMON
INC COM STK USD0.10 STOCK 786449207 297,006.00 297 20,136 SH Sole 28, 33 20,136
SAFEWAY INC COM STK COMMON
USD0.01 STOCK 786514208 1,696,082.22 1,696 93,758 SH Sole 28 93,758
SAGA COMMUNICATIONS
CLASS'A'COM STK COMMON
USD0.01 STOCK 786598300 149,730.00 150 3,220 SH Sole 28, 33 3,220
SAGENT
PHARMACEUTICALS INC COMMON
USD0.01 STOCK 786692103 121,624.31 122 7,559 SH Sole 28 7,559
ST JOE CO COM STK NPV COMMON
STOCK 790148100 86,942.36 87 3,767 SH Sole 33 3,767
ST.JUDE MEDICAL INC COMMON
COM STK USD0.10 STOCK 790849103 10,689,200.08 10,689 295,772 SH Sole 28, 54, 58 295,772
SALEM COMMUNICATIONS
CORP CLASS'A' COMMON
COM STK USD0.01 STOCK 794093104 132,503.28 133 24,268 SH Sole 8, 28, 33 24,268
SANDERSON FARM INC COMMON
COM STK USD1 STOCK 800013104 1,950,691.20 1,951 41,024 SH Sole 28, 30, 33 41,024
SANDY SPRING BANCORP COMMON
INC COM USD1 STOCK 800363103 400,789.96 401 20,638 SH Sole 28, 33 20,638
SANFILIPPO(JOHN B)&
SON INC COM STK COMMON
USD0.01 STOCK 800422107 120,787.92 121 6,644 SH Sole 28, 33 6,644
SANGAMO BIOSCIENCES COMMON
INC COM STK USD0.01 STOCK 800677106 283,647.96 284 47,196 SH Sole 28, 33 47,196
SANMINA CORP COMMON
USD0.01 STOCK 801056102 2,288,478.96 2,288 206,728 SH Sole 8, 28, 33 206,728
SANTARUS INC COM STK COMMON
USD0.0001 STOCK 802817304 481,692.60 482 43,870 SH Sole 28 43,870
SAPIENT CORP COM STK COMMON
USD0.01 STOCK 803062108 2,729,443.20 2,729 258,470 SH Sole 5, 11, 28 258,470
SARATOGA RES INC COM COMMON
STK USD0.001 STOCK 803521103 51,492.84 51 14,546 SH Sole 28 14,546
SAUER-DANFOSS INC COMMON
COM STK USD0.01 STOCK 804137107 3,242,334.24 3,242 60,752 SH Sole 28, 58 60,752
SCANSOURCE INC COMMON
COM STK NPV STOCK 806037107 797,840.01 798 25,113 SH Sole 28, 33 25,113
SCHAWK INC
CLASS'A'COM STK COMMON
USD0.008 STOCK 806373106 165,842.32 166 12,602 SH Sole 28, 33 12,602
HENRY SCHEIN INC COM COMMON
STK NPV STOCK 806407102 12,569,943.96 12,570 156,226 SH Sole 28 156,226
11, 23, 28,
SCHLUMBERGER COM COMMON 39, 51,
STK USD0.01 STOCK 806857108 85,045,298.78 85,045 1,227,382 SH Sole 53, 58 1,227,382
SCHNITZER STEEL COM COMMON
STK CLASS'A'USD1 STOCK 806882106 714,150.18 714 23,546 SH Sole 28, 33 23,546
SCHOLASTIC CORP COM COMMON
STK USD0.01 STOCK 807066105 1,990,067.88 1,990 67,323 SH Sole 28, 33 67,323
SCHOOL SPECIALTY INC COMMON
COM STK USD0.001 STOCK 807863105 4,180.00 4 4,400 SH Sole 33 4,400
SCHULMAN(A.) INC COM COMMON
STK USD1 STOCK 808194104 805,931.94 806 27,858 SH Sole 28, 33 27,858
SCHWAB(CHARLES)CORP COMMON 11, 23, 28,
COM STK USD0.01 STOCK 808513105 40,848,757.56 40,849 2,844,621 SH Sole 31, 39, 59 2,844,621
SCHWEITZER-MAUDUIT
INTL INC COM STK COMMON
USD0.10 STOCK 808541106 1,168,831.41 1,169 29,947 SH Sole 8, 28 29,947
SCOTTS MIRACLE-GRO
CO CLASS'A'COM STK COMMON
NPV STOCK 810186106 3,015,090.35 3,015 68,447 SH Sole 28 68,447
SCRIPPS(EW)CO NEW
CLASS'A'COM STK COMMON
USD0.01 STOCK 811054402 359,994.62 360 33,302 SH Sole 28, 33 33,302
SCRIPPS NETWORKS
INTERACTIVE INC 'A' COMMON
USD0.01 STOCK 811065101 7,439,360.64 7,439 128,442 SH Sole 11, 23, 28 128,442
SEABOARD CORP ORD COMMON
STOCK 811543107 771,613.40 772 305 SH Sole 28, 33 305
SEABRIGHT HLDGS INC COMMON
STOCK 811656107 206,754.39 207 18,677 SH Sole 28, 33 18,677
SEACHANGE
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 811699107 274,511.96 275 28,388 SH Sole 28, 33 28,388
SEACOAST BANKING COMMON
COM USD0.10 STOCK 811707306 107,903.81 108 67,021 SH Sole 28, 33 67,021
SEACOR HLDGS INC COM COMMON
STK USD0.01 STOCK 811904101 237,489.20 237 2,834 SH Sole 33 2,834
SEALY CORP COM STK COMMON
USD0.01 STOCK 812139301 89,306.35 89 41,155 SH Sole 28 41,155
SEARS HLDGS CORP COM COMMON
STK USD0.01 STOCK 812350106 231,616.00 232 5,600 SH Sole 33 5,600
SEATTLE GENETICS INC COMMON
COM STK USD0.01 STOCK 812578102 1,757,191.20 1,757 75,741 SH Sole 28 75,741
SELECTIVE INSURANCE COMMON
GROUP COM USD2 STOCK 816300107 1,377,284.71 1,377 71,473 SH Sole 8, 28, 33 71,473
SEMTECH CORP COM STK COMMON
USD0.01 STOCK 816850101 5,212,852.80 5,213 180,064 SH Sole 8, 28 180,064
SEMPRA ENERGY CORP COMMON
COM STK NPV STOCK 816851109 13,219,314.30 13,219 186,345 SH Sole 28, 43, 58 186,345
SENECA FOODS
CLASS'A'COM STK COMMON
USD0.25 STOCK 817070501 253,201.60 253 8,329 SH Sole 28, 33 8,329
SEQUENOM INC COM STK COMMON
USD0.001 STOCK 817337405 432,012.16 432 91,528 SH Sole 28 91,528
SERVICE CORPORATION
INTERNATIONAL COM COMMON
STK USD1 STOCK 817565104 7,389,565.28 7,390 535,088 SH Sole 25, 28, 33 535,088
SHAW GROUP INC COM COMMON
STK NPV STOCK 820280105 5,516,573.16 5,517 118,356 SH Sole 28 118,356
SHERWIN-WILLIAMS CO COMMON
COM STK USD1 STOCK 824348106 5,184,964.56 5,185 33,708 SH Sole 28 33,708
SHILOH INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 824543102 66,064.20 66 6,414 SH Sole 28, 33 6,414
SHOE CARNIVAL INC COMMON
COM STK USD0.10 STOCK 824889109 329,397.24 329 16,076 SH Sole 28, 33 16,076
SHORETEL INC USD0.001 COMMON
STOCK 825211105 169,629.68 170 40,007 SH Sole 28, 33 40,007
SHUTTERSTOCK INC COMMON
USD0.01 STOCK 825690100 224,146.00 224 8,621 SH Sole 8, 28 8,621
SIFCO INDUSTRIES INC COMMON
COM STK USD1 STOCK 826546103 36,036.00 36 2,288 SH Sole 28, 33 2,288
SIGMA ALDRICH CORP COMMON
COM STK USD1 STOCK 826552101 3,479,303.88 3,479 47,286 SH Sole 28 47,286
SIGMA DESIGNS INC COM COMMON
STK NPV STOCK 826565103 174,430.50 174 33,870 SH Sole 28, 33 33,870
SIGA TECHNOLOGIES INC COMMON
COM STK USD0.0001 STOCK 826917106 73,695.36 74 28,128 SH Sole 28 28,128
SILICON LABORATORIES COMMON
COM STK USD0.0001 STOCK 826919102 2,843,038.19 2,843 67,999 SH Sole 28 67,999
SILGAN HLDGS INC COM COMMON
STK USD0.01 STOCK 827048109 6,308,121.66 6,308 151,674 SH Sole 11, 25, 28 151,674
SIMMONS FIRST
NATIONAL CORP COMMON
CLASS'A'COM STK USD5 STOCK 828730200 402,082.80 402 15,855 SH Sole 28, 33 15,855
SIMPLICITY BANCORP COMMON
INC USD0.01 STOCK 828867101 101,495.55 101 6,789 SH Sole 28, 33 6,789
SIMPSON MFG CO INC COMMON
COM STK USD0.01 STOCK 829073105 2,373,143.46 2,373 72,374 SH Sole 25, 28, 33 72,374
SINCLAIR BROADCAST
GROUP INC CLASS'A'COM COMMON
STK STOCK 829226109 1,742,519.12 1,743 138,076 SH Sole 8, 28 138,076
SKECHERS USA INC
CLASS'A'COM STK COMMON
USD0.001 STOCK 830566105 682,909.00 683 36,914 SH Sole 28, 33 36,914
SKYLINE CORP COM STK COMMON
USD0.027 STOCK 830830105 4,263.00 4 1,050 SH Sole 33 1,050
SKYWEST INC COM STK COMMON 8, 28,
NPV STOCK 830879102 1,889,833.12 1,890 151,672 SH Sole 30, 33 151,672
SMITH & WESSON HLDGS COMMON
CORP COM STK USD0.001 STOCK 831756101 453,042.32 453 53,678 SH Sole 28, 33 53,678
SMITH(A.O.)CORP COM COMMON
STK USD1 STOCK 831865209 8,827,466.41 8,827 139,963 SH Sole 28, 43, 47 139,963
SMITH MICRO SOFTWARE COMMON
COM STK USD0.001 STOCK 832154108 8,806.32 9 5,832 SH Sole 33 5,832
SMITHFIELD FOODS INC COMMON 28, 33,
COM STK USD0.5 STOCK 832248108 8,295,606.30 8,296 384,590 SH Sole 43, 58 384,590
SMTC CORP USD0.01 COMMON
STOCK 832682207 5,275.49 5 2,189 SH Sole 33 2,189
SMUCKER(J.M.)CO COM COMMON
STK NPV STOCK 832696405 9,042,867.68 9,043 104,857 SH Sole 11, 28, 43 104,857
SNAP-ON INC COM STK COMMON
USD1 STOCK 833034101 1,802,077.86 1,802 22,814 SH Sole 28 22,814
SNYDER'S-LANCE INC COMMON
USD0.833 STOCK 833551104 946,703.26 947 39,266 SH Sole 28, 33 39,266
SOMERSET HILLS
BANCORP COM STK COMMON
USD0.01 STOCK 834728107 3,725.40 4 420 SH Sole 33 420
SONIC CORP COM STK COMMON
USD0.01 STOCK 835451105 470,542.41 471 45,201 SH Sole 28 45,201
SONOCO PRODUCTS CO COMMON
COM STK NPV STOCK 835495102 8,132,165.82 8,132 273,534 SH Sole 23, 28 273,534
SOTHEBYS INC
CLASS'A'LIM.V COM STK COMMON
USD0.10 BR STOCK 835898107 5,854,048.88 5,854 174,124 SH Sole 28 174,124
SONUS NETWORKS INC COMMON
COM STK USD0.001 STOCK 835916107 327,107.20 327 192,416 SH Sole 28, 33 192,416
SOUNDBITE
COMMUNICATIONS INC COMMON
COM STK NPV STOCK 836091108 4,004.00 4 1,400 SH Sole 33 1,400
SOUTH JERSEY
INDUSTRIES INC COM COMMON
STK USD1.25 STOCK 838518108 2,670,207.82 2,670 53,054 SH Sole 8, 11, 28 53,054
SOUTHERN CO COM STK COMMON
USD5 STOCK 842587107 14,718,848.58 14,719 343,818 SH Sole 28 343,818
SOUTHWEST AIRLINES COMMON
CO COM STK USD1 STOCK 844741108 11,066,552.32 11,067 1,080,718 SH Sole 23, 28, 35 1,080,718
SOUTHWEST BANCORP
INC OKLAHOMA COM COMMON
STK USD1 STOCK 844767103 1,113,649.60 1,114 99,433 SH Sole 8, 28, 33 99,433
SOUTHWEST GAS CORP COMMON
COM STK USD1 STOCK 844895102 5,351,336.21 5,351 126,181 SH Sole 8, 28, 30 126,181
SOUTHWESTERN ENERGY COMMON 23, 28,
CO USD0.01 STOCK 845467109 20,246,025.67 20,246 605,987 SH Sole 37, 43 605,987
SPARTAN MOTORS COM COMMON
STK USD0.01 STOCK 846819100 166,500.89 167 33,773 SH Sole 28, 33 33,773
SPARTAN STORES INC COMMON 8, 25, 28,
COM STK USD0.01 STOCK 846822104 4,761,031.68 4,761 309,963 SH Sole 30, 33 309,963
SPARTECH CORP COM COMMON
STK USD0.75 STOCK 847220209 269,750.87 270 29,741 SH Sole 28, 33 29,741
SPARTON CORP COM STK COMMON
USD1.25 STOCK 847235108 14,605.11 15 1,053 SH Sole 33 1,053
SPECTRA ENERGY CORP COMMON
COM USD0.001 STOCK 847560109 10,300,821.46 10,301 376,217 SH Sole 28, 43 376,217
SPEEDWAY MOTOR SPORTS COMMON 8, 23,
INC COM STK USD0.01 STOCK 847788106 2,083,997.44 2,084 116,816 SH Sole 28, 33 116,816
SPIRIT AIRLINES INC COMMON
USD0.0001 STOCK 848577102 586,638.32 587 33,106 SH Sole 28 33,106
SPLUNK INC USD0.001 COMMON
STOCK 848637104 2,854,523.28 2,855 98,364 SH Sole 11, 23, 47 98,364
SPRINT NEXTEL CORP COMMON
FON COM STK USD2 STOCK 852061100 6,709,826.97 6,710 1,183,391 SH Sole 28 1,183,391
STAAR SURGICAL CO COMMON
COM STK USD0.01 STOCK 852312305 178,168.80 178 29,208 SH Sole 28 29,208
STAMPS.COM, INC COMMON
STOCK 852857200 267,901.20 268 10,631 SH Sole 28 10,631
STANCORP FINANCIAL COMMON
GROUP COM STK NPV STOCK 852891100 5,436,840.88 5,437 148,264 SH Sole 28, 33, 37 148,264
STANDARD MOTOR
PRODUCTS INC COM STK COMMON
USD2 STOCK 853666105 926,907.30 927 41,715 SH Sole 8, 28, 33 41,715
STANDARD PARKING COMMON
CORP COM STK USD0.001 STOCK 853790103 275,204.85 275 12,515 SH Sole 28 12,515
STANDARD REGISTER CO COMMON
COM STK USD1 STOCK 853887107 2,221.38 2 3,526 SH Sole 33 3,526
STANDEX
INTERNATIONAL CORP COMMON
COM STK USD1.5 STOCK 854231107 903,063.03 903 17,607 SH Sole 8, 28, 33 17,607
STANLEY FURNITURE INC COMMON
COM STK USD0.02 STOCK 854305208 7,290.00 7 1,620 SH Sole 33 1,620
STANLEY BLACK & COMMON
DECKER INC USD2.50 STOCK 854502101 8,412,386.19 8,412 113,727 SH Sole 28, 58 113,727
STAPLES INC COM STK COMMON 28, 35,
USD0.0006 STOCK 855030102 20,091,679.20 20,092 1,762,428 SH Sole 39, 41 1,762,428
STARBUCKS CORP COMMON 23, 28, 50,
COM STK NPV STOCK 855244109 50,202,153.96 50,202 936,258 SH Sole 51, 53, 58 936,258
STATE AUTO FINANCIAL COMMON
CORP COM STK NPV STOCK 855707105 224,607.96 225 15,034 SH Sole 28, 33 15,034
STATE BANK FINANCIAL COMMON
CORP USD0.01 STOCK 856190103 1,831,154.56 1,831 115,312 SH Sole 28, 30 115,312
STATE STREET CORP COM COMMON 23, 28,
STK USD1 STOCK 857477103 22,773,477.39 22,773 484,439 SH Sole 39, 41 484,439
STEEL DYNAMICS INC COMMON
COM STK USD0.01 STOCK 858119100 5,772,229.30 5,772 420,410 SH Sole 28, 33 420,410
STEELCASE INC COM STK COMMON
NPV STOCK 858155203 2,258,547.20 2,259 177,280 SH Sole 28, 30, 33 177,280
STEIN MART COM STK COMMON
USD0.01 STOCK 858375108 228,529.86 229 30,309 SH Sole 28, 33 30,309
STEINWAY MUSICAL
INSTRUMENTS COM STK COMMON
USD0.001 STOCK 858495104 158,223.15 158 7,481 SH Sole 28, 33 7,481
STELLUS CAP INVT CORP COMMON
USD0.01 STOCK 858568108 45,864.00 46 2,800 SH Sole 28 2,800
STEPAN CO COM STK COMMON
USD1 STOCK 858586100 1,121,352.60 1,121 20,190 SH Sole 11, 28 20,190
STERICYCLE INC COM COMMON
STK USD0.01 STOCK 858912108 10,624,385.70 10,624 113,910 SH Sole 11, 28 113,910
STERIS CORP COM STK COMMON
NPV STOCK 859152100 7,368,351.53 7,368 212,161 SH Sole 23, 28 212,161
STERLING BANCORP COM COMMON
STK USD1 STOCK 859158107 250,169.71 250 27,461 SH Sole 28, 33 27,461
STERLING
CONSTRUCTION CO INC COMMON
COM STK USD0.01 STOCK 859241101 161,674.10 162 16,265 SH Sole 28, 33 16,265
STERLING FINANCIAL COMMON
CORP(WASH) USD1 STOCK 859319303 812,357.28 812 38,906 SH Sole 8, 28 38,906
STEWART ENTERPRISES
INC CLASS'A'COM COMMON
STK NPV STOCK 860370105 918,832.24 919 120,266 SH Sole 8, 28, 33 120,266
STEWART INFORMATION
SERVICES CORP COM STK
USD1 COMMON
STOCK 860372101 828,568.00 829 31,868 SH Sole 8, 28, 33 31,868
STIFEL FINANCIAL CORP COMMON
COM STK USD0.15 STOCK 860630102 5,293,976.24 5,294 165,592 SH Sole 28, 38 165,592
STONE ENERGY CORP COMMON
COM STK USD0.01 STOCK 861642106 928,940.40 929 45,270 SH Sole 28, 33 45,270
STRAYER EDUCATION COMMON
INC COM STK USD0.01 STOCK 863236105 1,707,006.30 1,707 30,390 SH Sole 28 30,390
STRYKER CORP COM STK COMMON
USD0.10 STOCK 863667101 11,851,480.98 11,851 216,189 SH Sole 23, 28 216,189
STURM RUGER & CO COMMON
INC COM STK USD1 STOCK 864159108 695,255.60 695 15,314 SH Sole 28 15,314
SUFFOLK BANCORP COM COMMON
STK USD2.5 STOCK 864739107 159,178.10 159 12,151 SH Sole 8, 28, 33 12,151
SUCAMPO
PHARMACEUTICALS INC
CLS'A' COM STK USD0.01 COMMON
STOCK 864909106 43,972.60 44 8,974 SH Sole 28 8,974
SUN HYDRAULICS INC COMMON
COM STK USD0.001 STOCK 866942105 558,737.92 559 21,424 SH Sole 28, 56 21,424
SUNESIS PHARMACEUTICALS COMMON
INC USD0.0001 STOCK 867328601 95,293.80 95 22,689 SH Sole 28 22,689
COMMON
SUNPOWER CORP COM STOCK 867652406 241,969.10 242 43,055 SH Sole 28, 33 43,055
SUNTRUST BANKS INC COMMON 11, 23, 28,
COM STK USD1 STOCK 867914103 19,453,656.60 19,454 686,196 SH Sole 43, 51, 58 686,196
SUPERIOR ENERGY
SERVICES INC COM STK COMMON
USD0.001 STOCK 868157108 6,332,777.92 6,333 305,636 SH Sole 8, 28, 33 305,636
SUPERIOR INDUSTRIES
INTERNATIONAL COM COMMON
STK USD0.50 STOCK 868168105 467,812.80 468 22,932 SH Sole 28, 33 22,932
SUPERIOR UNIFORM
GROUP INC COM STK COMMON
USD0.001 STOCK 868358102 3,432.00 3 300 SH Sole 33 300
COMMON
SUPERMEDIA INC USD0.01 STOCK 868447103 2,226.42 2 651 SH Sole 48 651
SUPERNUS
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 868459108 23,818.74 24 3,322 SH Sole 28 3,322
SUPERTEX INC COM STK COMMON
NPV STOCK 868532102 1,102,175.10 1,102 62,802 SH Sole 25, 28, 33 62,802
SUPERVALU INC COMMON
COM STK USD1 STOCK 868536103 1,364,988.69 1,365 552,627 SH Sole 28, 33 552,627
SURMODICS INC COM COMMON
STK USD0.05 STOCK 868873100 284,508.64 285 12,724 SH Sole 28, 33 12,724
SUSQUEHANNA
BANCHARE COM STK COMMON
USD2 STOCK 869099101 2,342,374.32 2,342 223,509 SH Sole 8, 28, 33 223,509
COMMON
SUSSER HLDGS CORP NPV STOCK 869233106 1,758,886.53 1,759 50,997 SH Sole 28, 33, 47 50,997
SWIFT ENERGY CO COM COMMON
STK USD0.01 STOCK 870738101 1,919,763.99 1,920 124,741 SH Sole 28, 30, 33 124,741
SWISHER HYGIENE INC COMMON
NPV STOCK 870808102 157,778.25 158 90,159 SH Sole 28 90,159
SYCAMORE NETWORK COMMON
USD0.001 STOCK 871206405 47,346.88 47 21,137 SH Sole 28, 33 21,137
SYKES ENTERPRISES INC COMMON
COM STK USD0.01 STOCK 871237103 505,623.62 506 33,221 SH Sole 28, 33 33,221
SYMANTEC CORP COM COMMON
STK USD0.01 STOCK 871503108 9,829,899.09 9,830 522,589 SH Sole 28, 35, 54 522,589
SYMMETRICOM INC COMMON
USD0.0001 STOCK 871543104 375,176.94 375 65,022 SH Sole 8, 28, 33 65,022
SYMMETRY MEDICAL INC COMMON
COM STK USD0.0001 STOCK 871546206 385,579.04 386 36,652 SH Sole 28, 33 36,652
COMMON
SYNACOR INC USD0.01 STOCK 871561106 30,227.22 30 5,526 SH Sole 28 5,526
SYNALLOY CORP COM COMMON
STK USD1 STOCK 871565107 5,248.00 5 400 SH Sole 33 400
SYNOPSYS INC COM STK COMMON
USD0.01 STOCK 871607107 8,424,864.00 8,425 264,600 SH Sole 28 264,600
SYNTHESIS ENERGY
SYSTEMS INC USD0.01 COMMON
STOCK 871628103 448.33 0 419 SH Sole 33 419
SYNERGY
PHARMACEUTICALS INC COMMON
USD0.0001 STOCK 871639308 174,169.12 174 33,112 SH Sole 28 33,112
SYPRIS SOLUTIONS INC COMMON
COM STK USD0.01 STOCK 871655106 126,561.60 127 31,960 SH Sole 8, 28, 33 31,960
SYSCO CORP COM STK COMMON
USD1 STOCK 871829107 24,550,810.32 24,551 775,452 SH Sole 23, 28, 31 775,452
SYSTEMAX INC COM STK COMMON
USD0.01 STOCK 871851101 105,802.60 106 10,964 SH Sole 28, 33 10,964
TCF FINANCIAL COM STK COMMON
USD0.01 STOCK 872275102 7,007,548.95 7,008 576,753 SH Sole 28, 30, 43 576,753
TECO ENERGY INC COM COMMON
STK USD1 STOCK 872375100 1,351,710.76 1,352 80,651 SH Sole 28 80,651
TESSCO TECHOLOGIES COMMON
INC COM STK USD0.01 STOCK 872386107 140,323.32 140 6,338 SH Sole 28, 33 6,338
TGC INDUSTRIES INC COM COMMON
STK USD0.01 STOCK 872417308 113,513.40 114 13,860 SH Sole 28, 33 13,860
THL CREDIT INC USD0.001 COMMON
STOCK 872438106 1,617,079.44 1,617 109,336 SH Sole 28, 30 109,336
THQ INC USD0.01 COMMON
STOCK 872443601 217.58 0 750 SH Sole 33 750
TJX COS INC COM STK COMMON 28, 31,
USD1 STOCK 872540109 51,067,350.00 51,067 1,203,000 SH Sole 39, 59 1,203,000
TRC COS INC COM STK COMMON
USD0.10 STOCK 872625108 72,895.50 73 12,525 SH Sole 28 12,525
TNS INC COM STK COMMON
USD0.001 STOCK 872960109 400,068.27 400 19,299 SH Sole 28 19,299
TAKE TWO INTERACTIVE
SOFTWARE INC COM STK COMMON
USD0.01 STOCK 874054109 682,763.13 683 62,013 SH Sole 28 62,013
TAL INTERNATIONAL
GROUP COM STK COMMON
USD0.001 STOCK 874083108 1,061,386.50 1,061 29,175 SH Sole 28, 33 29,175
TANDY BRANDS
ACCESSORIES COM STK COMMON
USD1 STOCK 875378101 755.00 1 500 SH Sole 33 500
TAYLOR CAPITAL GROUP COMMON
INC COM STK USD0.01 STOCK 876851106 454,300.45 454 25,169 SH Sole 8, 28, 33 25,169
TEAM INC COM STK COMMON
USD0.30 STOCK 878155100 651,168.72 651 17,118 SH Sole 11, 28 17,118
TECH DATA CORP COM COMMON
STK USD0.0015 STOCK 878237106 3,401,273.12 3,401 74,704 SH Sole 28, 33 74,704
TECHE HLDG CO COM COMMON
STK USD0.01 STOCK 878330109 2,682.38 3 71 SH Sole 33 71
TECHNE CORP COM STK COMMON
USD0.01 STOCK 878377100 4,356,196.62 4,356 63,743 SH Sole 28, 56 63,743
TECUMSEH PRODUCTS COMMON
CO CLASS'A'COM USD1 STOCK 878895200 13,060.74 13 2,827 SH Sole 33 2,827
TEJON RANCH CO COM COMMON
STK USD0.50 STOCK 879080109 298,630.80 299 10,635 SH Sole 28 10,635
TELEDYNE TECHNOLOGIES COMMON
INC COM STK USD0.01 STOCK 879360105 1,901,280.33 1,901 29,219 SH Sole 28 29,219
TELEFLEX INC COM STK COMMON 25, 28,
USD1 STOCK 879369106 12,528,453.90 12,528 175,690 SH Sole 33, 43 175,690
TELEPHONE & DATA COMMON
SYSTEMS INC USD0.01 STOCK 879433829 4,120,696.80 4,121 186,120 SH Sole 28, 33 186,120
TELENAV INC USD0.001 COMMON
STOCK 879455103 121,160.34 121 15,183 SH Sole 28, 33 15,183
TELLABS INC COMMON
COM STK USD0.01 STOCK 879664100 2,151,510.60 2,152 943,645 SH Sole 28, 33 943,645
TELETECH HLDGS COM COMMON
STK USD0.01 STOCK 879939106 452,137.80 452 25,401 SH Sole 8, 28, 33 25,401
TENNANT CO COM STK COMMON
USD0.375 STOCK 880345103 1,157,774.85 1,158 26,343 SH Sole 11, 28 26,343
TENNECO AUTOMOTIVE COMMON
INC COM STK USD0.01 STOCK 880349105 1,692,442.44 1,692 48,204 SH Sole 28 48,204
TERADYNE INC COM STK COMMON 23, 25,
USD0.125 STOCK 880770102 13,646,072.82 13,646 807,938 SH Sole 28, 37 807,938
TEREX CORP COM STK COMMON
USD0.01 STOCK 880779103 5,878,447.53 5,878 209,123 SH Sole 28, 33 209,123
TESARO INC USD0.0001 COMMON
STOCK 881569107 54,189.15 54 3,197 SH Sole 28 3,197
TESORO CORP COM STK COMMON
USD0.1666 STOCK 881609101 3,430,129.45 3,430 77,869 SH Sole 28, 33 77,869
TEXAS INDUSTRIES INC COMMON
COM STK USD1 STOCK 882491103 1,121,913.94 1,122 21,994 SH Sole 28, 33 21,994
TEXAS INSTRUMENTS INC COMMON 11, 23,
COM STK USD1 STOCK 882508104 54,269,007.52 54,269 1,754,008 SH Sole 28, 51 1,754,008
TEXAS ROADHOUSE COM COMMON
STK CL'A' USD0.001 STOCK 882681109 833,464.80 833 49,611 SH Sole 28 49,611
TEXTRON INC COM STK COMMON
USD0.125 STOCK 883203101 11,497,899.48 11,498 463,812 SH Sole 23, 28, 41, 58 463,812
THERAGENICS CORP COM COMMON
STK USD0.01 STOCK 883375107 4,770.00 5 3,000 SH Sole 33 3,000
THERMO FISHER
SCIENTIFIC INC COM STK COMMON 28, 51,
USD1 STOCK 883556102 23,022,730.38 23,023 360,971 SH Sole 54, 58 360,971
THOR INDUSTRIES COM COMMON
STK USD0.10 STOCK 885160101 5,633,215.00 5,633 150,500 SH Sole 28, 33, 58 150,500
THORATEC CORP COM COMMON
STK NPV STOCK 885175307 10,404,145.92 10,404 277,296 SH Sole 28, 38, 47 277,296
THRESHOLD
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 885807206 153,311.36 153 36,416 SH Sole 28 36,416
TIDEWATER INC COM COMMON
STK USD0.10 STOCK 886423102 5,335,909.00 5,336 119,425 SH Sole 28, 30, 33 119,425
TIFFANY & CO COM STK COMMON
USD0.01 STOCK 886547108 2,689,246.00 2,689 46,900 SH Sole 28 46,900
TILLYS INC USD0.001 A COMMON
STOCK 886885102 100,068.82 100 7,418 SH Sole 28 7,418
TIME WARNER INC COMMON 28, 37,
USD0.01 STOCK 887317303 29,049,789.65 29,050 607,355 SH Sole 41, 51 607,355
COMMON
TIMKEN CO COM STK NPV STOCK 887389104 7,350,466.57 7,350 153,679 SH Sole 28, 54 153,679
TIVO INC COM COMMON
STK USD0.001 STOCK 888706108 1,217,203.68 1,217 98,799 SH Sole 28 98,799
TOLL BROS INC COM STK COMMON
USD0.01 STOCK 889478103 9,866,857.36 9,867 305,192 SH Sole 28, 33, 51 305,192
TOMPKINS FINANCIAL COMMON
CORP COM STK USD0.10 STOCK 890110109 579,972.84 580 14,631 SH Sole 8, 28, 33 14,631
TOOTSIE ROLL
INDUSTRIES INC COM COMMON
STK USD0.694 STOCK 890516107 1,482,390.72 1,482 57,191 SH Sole 28, 33 57,191
TORCHMARK CORP COM COMMON
STK USD1 STOCK 891027104 1,924,397.48 1,924 37,244 SH Sole 28 37,244
TORO CO COM STK USD1 COMMON
STOCK 891092108 912,121.56 912 21,222 SH Sole 11 21,222
TOWER GROUP INC COM COMMON
STK USD0.01 STOCK 891777104 614,646.53 615 34,589 SH Sole 8, 28, 33 34,589
TOWER INTL INC USD0.01 COMMON
STOCK 891826109 37,947.70 38 4,714 SH Sole 28 4,714
TOWERS WATSON & CO COMMON
CLASS A USD0.01 STOCK 891894107 11,703,090.63 11,703 208,203 SH Sole 11, 28, 35 208,203
TOTAL SYSTEM SERVICES COMMON
INC USD0.1 STOCK 891906109 1,352,758.68 1,353 63,154 SH Sole 28 63,154
TOWERSTREAM CORP COMMON
COM STK USD0.001 STOCK 892000100 125,586.50 126 38,642 SH Sole 28 38,642
TRACTOR SUPPLY CO COMMON
COM STK USD0.008 STOCK 892356106 16,634,388.52 16,634 188,257 SH Sole 11, 28 188,257
TRANSDIGM GROUP INC COMMON
USD0.01 STOCK 893641100 8,017,968.00 8,018 58,800 SH Sole 38 58,800
TREDEGAR CORP COM COMMON
NPV STOCK 894650100 390,083.26 390 19,103 SH Sole 28 19,103
TREE COM INC USD0.01 COMMON
STOCK 894675107 106,413.06 106 5,902 SH Sole 28, 33 5,902
TRIANGLE CAPITAL
CORPORATION COM STK COMMON
USD0.001 STOCK 895848109 556,905.52 557 21,848 SH Sole 28 21,848
TRICO BANCSHARES COM COMMON
STK NPV STOCK 896095106 236,711.00 237 14,132 SH Sole 8, 28 14,132
TRIMAS CORP USD0.01 COMMON
STOCK 896215209 1,712,605.92 1,713 61,252 SH Sole 28, 30 61,252
TRIMBLE NAVIGATION COMMON 11, 23,
COM STK NPV STOCK 896239100 24,105,746.98 24,106 403,241 SH Sole 28, 53 403,241
TRINITY INDUSTRIES INC COMMON
COM STK USD1 STOCK 896522109 5,584,875.30 5,585 155,915 SH Sole 28, 33 155,915
TRIPLE-S MANAGEMENT
CORPORATION COM STK COMMON 8, 28,
USD1 'B' STOCK 896749108 3,346,062.14 3,346 181,162 SH Sole 30, 33 181,162
TRIUMPH GROUP INC COMMON 8, 28,
COM STK USD0.001 STOCK 896818101 14,587,367.00 14,587 223,390 SH Sole 33, 38 223,390
TRIPADVISOR INC COMMON
USD0.001 STOCK 896945201 1,818,966.00 1,819 43,350 SH Sole 28 43,350
TRULIA INC USD0.000033 COMMON
STOCK 897888103 195,123.60 195 12,015 SH Sole 8, 28 12,015
TRUSTCO BANK CORP NY COMMON
COM STK USD1 STOCK 898349105 556,279.68 556 105,356 SH Sole 8, 28, 33 105,356
TRUSTMARK CORP COM COMMON
STK NPV STOCK 898402102 4,195,572.92 4,196 186,802 SH Sole 8, 28, 33 186,802
TUESDAY MORNING COMMON
CORP COM STK NPV STOCK 899035505 621,100.00 621 99,376 SH Sole 8, 28 99,376
TUPPERWARE BRANDS COMMON
CORP COM STK USD0.01 STOCK 899896104 6,299,555.70 6,300 98,277 SH Sole 28 98,277
TUTOR PERINI CORP COMMON
COM STK USD1 STOCK 901109108 472,444.50 472 34,485 SH Sole 28, 33 34,485
TWIN DISC INC COM STK COMMON
NPV STOCK 901476101 119,813.82 120 6,874 SH Sole 28 6,874
II-VI INC NPV COMMON
STOCK 902104108 759,319.47 759 41,561 SH Sole 28 41,561
TYLER TECHNOLOGIES COMMON 5, 11,
INC COM STK.USD0.01 STOCK 902252105 3,835,430.76 3,835 79,179 SH Sole 28, 56 79,179
TYSON FOODS INC(DEL) COMMON 28, 41,
CLASS'A'COM STK USD0.10 STOCK 902494103 6,220,901.00 6,221 320,665 SH Sole 43, 58 320,665
UFP TECHNOLOGIES COM COMMON
STK USD0.01 STOCK 902673102 73,507.84 74 4,102 SH Sole 28 4,102
UGI CORP COM NPV COMMON
STOCK 902681105 10,024,470.15 10,024 306,465 SH Sole 28, 33, 37 306,465
UIL HOLDINGS CORP COM COMMON
STK NPV STOCK 902748102 2,914,181.99 2,914 81,379 SH Sole 8, 28, 30 81,379
UMB FINANCIAL CORP COMMON
COM STK USD12.50 STOCK 902788108 1,233,350.72 1,233 28,133 SH Sole 28, 33 28,133
USA TRUCK INC COM STK COMMON
USD0.01 STOCK 902925106 4,973.50 5 1,450 SH Sole 33 1,450
US BANCORP DELAWARE COMMON 23, 28,
COM STK USD0.01 STOCK 902973304 34,586,356.76 34,586 1,082,854 SH Sole 41, 51 1,082,854
UNS ENERGY CORP NPV COMMON
STOCK 903119105 4,487,230.02 4,487 105,781 SH Sole 8, 28, 30 105,781
URS CORP COM STK COMMON 28, 33,
USD0.01 STOCK 903236107 12,172,955.60 12,173 310,060 SH Sole 35, 58 310,060
USG CORP COM STK COMMON
USD0.10 STOCK 903293405 1,661,968.56 1,662 59,208 SH Sole 28, 33 59,208
ULTRALIFE CORP COM COMMON
STK USD0.10 STOCK 903899102 5,676.48 6 1,752 SH Sole 33 1,752
ULTRA PETROLEUM CORP COMMON
COM NPV STOCK 903914109 3,001,185.81 3,001 165,537 SH Sole 23 165,537
ULTRA TECH INC COMMON
STOCK 904034105 811,424.20 811 21,754 SH Sole 28, 33 21,754
UMPQUA HOLDINGS COMMON
CORP COM STK USD0.01 STOCK 904214103 1,245,436.65 1,245 105,635 SH Sole 28, 33 105,635
UNDER ARMOUR INC
COM STK USD0.000333 COMMON 5, 11, 28,
CLASS 'A' STOCK 904311107 31,006,156.71 31,006 638,907 SH Sole 38, 47, 51 638,907
UNIFI INC USD0.1 COMMON
STOCK 904677200 179,082.65 179 13,765 SH Sole 28, 33 13,765
UNIFIRST CORP COM STK COMMON
USD0.10 STOCK 904708104 1,013,062.44 1,013 13,817 SH Sole 28, 33 13,817
UNION PACIFIC CORP COMMON 23, 28, 50,
COM STK USD2.50 STOCK 907818108 74,699,178.12 74,699 594,171 SH Sole 51, 53, 58 594,171
UNISYS CORP COM STK COMMON
USD0.01 STOCK 909214306 999,490.20 999 57,774 SH Sole 8, 28 57,774
UNIT CORP COM STK COMMON
USD0.20 STOCK 909218109 3,703,695.65 3,704 82,213 SH Sole 28, 33 82,213
UNITED COMMUNITY COMMON
FINANCIAL CORP NPV STOCK 909839102 2,205.07 2 763 SH Sole 33 763
UNITED BANKSHARES INC COMMON
COM STK USD2.50 STOCK 909907107 704,817.92 705 28,981 SH Sole 28, 33 28,981
UNITED CONTINENTAL COMMON
HLDGS INC USD0.01 STOCK 910047109 1,366,677.90 1,367 58,455 SH Sole 43 58,455
UNITED FIRE GROUP INC COMMON
STOCK 910340108 395,653.44 396 18,116 SH Sole 28, 33 18,116
UNITED NATURAL FOODS COMMON
INC COM STK USD0.01 STOCK 911163103 8,206,772.60 8,207 153,140 SH Sole 28, 33, 47 153,140
UNITED ONLINE INC COM COMMON
STK USD0.001 STOCK 911268100 1,111,940.44 1,112 198,916 SH Sole 8, 28, 33 198,916
UNITED PARCEL SERVICE
INC CLASS'B'COM STK COMMON 23, 28, 37,
USD0.01 STOCK 911312106 45,373,147.08 45,373 615,396 SH Sole 58, 59 615,396
UNITED RENTALS INC COMMON 11, 28,
COM STK USD0.01 STOCK 911363109 14,938,025.28 14,938 328,164 SH Sole 47, 58 328,164
UNITED SECURITY BANK COMMON
COM STK NPV STOCK 911460103 686.28 1 266 SH Sole 33 266
US ANTIMONY CORP CAP COMMON
STK USD0.01 STOCK 911549103 73,568.00 74 41,800 SH Sole 28 41,800
UNITED STATES
CELLULAR CORP COM COMMON
STK USD1 STOCK 911684108 70,761.92 71 2,008 SH Sole 33 2,008
UNITED STATES LIME &
MINERALS INC COM STK COMMON
USD0.10 STOCK 911922102 66,674.80 67 1,415 SH Sole 28 1,415
UNITED STATES STEEL COMMON
CORP COM STK USD1 STOCK 912909108 1,374,291.38 1,374 57,574 SH Sole 28, 33 57,574
UNITED STATIONERS INC COMMON 8, 11,
COM STK USD0.10 STOCK 913004107 2,757,707.13 2,758 88,987 SH Sole 28, 33 88,987
23, 28, 31,
UNITED TECHNOLOGIES COMMON 39, 50,
CORP COM STK USD1 STOCK 913017109 85,634,431.95 85,634 1,044,195 SH Sole 58, 59 1,044,195
UNITIL CORP COM STK COMMON
NPV STOCK 913259107 290,381.76 290 11,203 SH Sole 28 11,203
UNIVERSAL CORP COM COMMON
STK NPV STOCK 913456109 3,680,014.03 3,680 73,733 SH Sole 8, 28, 33 73,733
UNIVERSAL
ELECTRONICS INC COM COMMON
STK USD0.01 STOCK 913483103 249,150.60 249 12,876 SH Sole 28, 33 12,876
UNIVERSAL FOREST
PRODUCTS COM STK COMMON
USD0.01 STOCK 913543104 678,899.88 679 17,847 SH Sole 28, 33 17,847
UNIVERSAL STAINLESS &
ALLOY PRODCTS COM COMMON
STK STOCK 913837100 260,294.83 260 7,079 SH Sole 28, 33 7,079
UNIVERSAL HEALTH
SERVICES INC COMMON
CLASS'B'COM USD0.01 STOCK 913903100 18,115,004.40 18,115 374,664 SH Sole 28, 37 374,664
UNIVERSAL TECHNICAL
INSTITUTE COM STK COMMON
USD0.0001 STOCK 913915104 173,300.44 173 17,261 SH Sole 28 17,261
UNIVEST CORP OF PA COMMON
COM STK USD5 STOCK 915271100 261,852.30 262 15,313 SH Sole 28, 33 15,313
URANIUM ENERGY CORP COMMON
COM STK USD0.001 STOCK 916896103 174,138.88 174 68,023 SH Sole 28 68,023
URBAN OUTFITTERS INC COMMON 11, 23,
COM STK USD0.0001 STOCK 917047102 20,638,376.64 20,638 524,349 SH Sole 28, 51 524,349
UTAH MEDICAL
PRODUCTS COM STK COMMON
USD0.01 STOCK 917488108 83,383.65 83 2,313 SH Sole 28 2,313
VCA ANTECH INC COM COMMON
STK USD0.01 STOCK 918194101 3,492,889.65 3,493 165,933 SH Sole 28, 33 165,933
VF CORP COM STK NPV COMMON
STOCK 918204108 19,849,686.57 19,850 131,481 SH Sole 28, 31, 53 131,481
VSE CORP COM STK COMMON
USD0.05 STOCK 918284100 548,166.15 548 22,365 SH Sole 8, 28, 33 22,365
VALASSIS
COMMUNICATIONS INC COMMON
COM STK USD0.01 STOCK 918866104 2,782,074.48 2,782 107,916 SH Sole 28, 33 107,916
VALLEY NATIONAL COMMON
BANCORP COM STK NPV STOCK 919794107 3,271,609.80 3,272 351,786 SH Sole 28 351,786
VALMONT INDUSTRIES COMMON
INC COM STK USD1 STOCK 920253101 7,095,684.20 7,096 51,964 SH Sole 11, 28 51,964
VALSPAR CORP COM STK COMMON
USD0.50 STOCK 920355104 9,714,244.80 9,714 155,677 SH Sole 28, 33 155,677
VALUE LINE INC COM COMMON
STK USD0.10 STOCK 920437100 10,315.50 10 1,150 SH Sole 28 1,150
VANDA
PHARMACEUTICALS INC COMMON
COM STK USD0.001 STOCK 921659108 84,977.90 85 22,967 SH Sole 28 22,967
VANGUARD HEALTH COMMON
SYSTEMS INC USD0.01 STOCK 922036207 306,311.25 306 25,005 SH Sole 28 25,005
VEECO FEI INC COMMON
COM USD0.01 STOCK 922417100 2,410,130.88 2,410 81,644 SH Sole 25, 28, 33 81,644
VENTRUS BIOSCIENCES COMMON
INC USD0.001 STOCK 922822101 21,880.80 22 10,130 SH Sole 28 10,130
VERSAR INC COM STK COMMON
USD0.01 STOCK 925297103 2,316.00 2 600 SH Sole 33 600
VICAL INC COM STK COMMON
USD0.01 STOCK 925602104 178,423.74 178 61,314 SH Sole 28 61,314
VICON INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 925811101 1,068.48 1 371 SH Sole 33 371
VICOR CORP COM STK COMMON
USD0.01 STOCK 925815102 104,194.08 104 19,224 SH Sole 28, 33 19,224
VILLAGE SUPER MARKET
INC CLASS'A'COM STK COMMON
NPV STOCK 927107409 239,187.94 239 7,279 SH Sole 28, 33 7,279
VIRCO MANUFACTURING COMMON
CORP COM STK USD0.01 STOCK 927651109 3,885.00 4 1,500 SH Sole 33 1,500
VISTA GOLD CORP COMMON
COM NPV (NEW) STOCK 927926303 127,496.70 127 47,221 SH Sole 28 47,221
VIROPHARMA INC COM COMMON
STK USD0.002 STOCK 928241108 1,428,326.56 1,428 62,756 SH Sole 28, 33 62,756
VISHAY INTL USD0.10 COMMON
STOCK 928298108 2,675,230.84 2,675 251,668 SH Sole 28, 33 251,668
VIVUS INC COM STK NPV COMMON
STOCK 928551100 1,066,004.28 1,066 79,434 SH Sole 28 79,434
VMWARE INC CLS'A'COM COMMON
STK USD0.01 STOCK 928563402 14,888,241.00 14,888 158,150 SH Sole 50, 51, 53 158,150
VOLCANO CORPORATION COMMON 5, 11,
COM STK USD0.001 STOCK 928645100 6,477,946.53 6,478 274,373 SH Sole 28, 47 274,373
VOLTERRA
SEMICONDUCTOR CORP COMMON
COM STK USD0.001 STOCK 928708106 2,184,092.68 2,184 127,204 SH Sole 11, 25, 28 127,204
VULCAN MATERIALS CO COMMON
COM STK USD1 STOCK 929160109 2,653,561.05 2,654 50,981 SH Sole 28 50,981
WD-40 CO COM STK NPV COMMON
STOCK 929236107 598,155.67 598 12,697 SH Sole 28 12,697
WMS INDUSTRIES COM COMMON
STK USD0.50 STOCK 929297109 2,592,030.00 2,592 148,116 SH Sole 28, 33 148,116
WSFS FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 929328102 407,628.00 408 9,648 SH Sole 8, 28, 33 9,648
WABASH NATIONAL COMMON
CORP COM STK USD0.01 STOCK 929566107 484,317.21 484 53,993 SH Sole 28 53,993
WABTEC
CORPORATIONCOM COMMON 5, 11, 25,
USD0.01 STOCK 929740108 21,890,164.86 21,890 250,059 SH Sole 28, 38, 47 250,059
WADDELL & REED FIN CL COMMON
A COM USD0.01 STOCK 930059100 6,591,878.66 6,592 189,313 SH Sole 25, 28 189,313
WAGEWORKS INC COMMON
USD0.001 STOCK 930427109 657,852.40 658 36,958 SH Sole 5, 28 36,958
WAL-MART STORES INC COMMON 23, 28,
USD0.10 STOCK 931142103 75,389,646.82 75,390 1,104,934 SH Sole 41, 51 1,104,934
WALGREEN CO COM STK COMMON
USD0.078125 STOCK 931422109 17,700,846.72 17,701 478,272 SH Sole 28, 58 478,272
WARNACO GROUP INC COMMON
CLS'A'COM STK USD0.01 STOCK 934390402 9,370,373.82 9,370 130,926 SH Sole 25, 28 130,926
WASHINGTON BANKING COMMON
CO COM STK NPV STOCK 937303105 192,518.70 193 14,135 SH Sole 28, 33 14,135
WASHINGTON FEDERAL COMMON
INC COM STK USD1 STOCK 938824109 3,336,211.20 3,336 197,760 SH Sole 28, 33 197,760
WASHINGTON POST CO COMMON
COM STK CLASS'B'USD1 STOCK 939640108 971,823.81 972 2,661 SH Sole 28, 33 2,661
WASHINGTON TRUST
BANCORP INC COM STK COMMON
USD0.0625 STOCK 940610108 562,244.70 562 21,370 SH Sole 8, 28, 33 21,370
WASTE CONNECTIONS COMMON
INC COM STK USD0.01 STOCK 941053100 10,127,606.38 10,128 299,722 SH Sole 5, 28 299,722
WATERS CORP COM STK COMMON
USD0.01 STOCK 941848103 3,609,730.08 3,610 41,434 SH Sole 23, 28 41,434
WATERSTONE FINANCIAL COMMON
INC STOCK 941888109 50,754.60 51 6,507 SH Sole 28, 33 6,507
WATSCO INC
CLASS'A'COM STK COMMON
USD0.50 STOCK 942622200 8,119,234.90 8,119 108,401 SH Sole 5, 11, 28 108,401
WATSON
PHARMACEUTICALS INC COMMON 28, 43,
COM STK USD0.0033 STOCK 942683103 29,418,622.00 29,419 342,077 SH Sole 51, 58 342,077
WATTS WATER
TECHNOLOGIES
CLASS'A'COM STK COMMON
USD0.10 STOCK 942749102 1,119,760.53 1,120 26,047 SH Sole 28, 33 26,047
WAUSAU PAPER CORP COMMON
COM STK NPV STOCK 943315101 308,659.72 309 35,642 SH Sole 28, 33 35,642
WAYSIDE TECHNOLOGY
GROUP INC COM STK COMMON
USD0.01 STOCK 946760105 2,218.00 2 200 SH Sole 33 200
WEBSENSE INC COM STK COMMON
USD0.01 STOCK 947684106 444,747.84 445 29,571 SH Sole 28 29,571
WEBSTER FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 947890109 4,315,561.65 4,316 210,003 SH Sole 28, 33 210,003
WEIS MARKETS INC COMMON
COM STK NPV STOCK 948849104 437,881.43 438 11,179 SH Sole 28, 33 11,179
11, 23, 28,
31, 37, 39,
41, 50, 51,
WELLS FARGO & CO COM COMMON 53, 54,
STK USD1 2/3 STOCK 949746101 156,885,208.78 156,885 4,589,971 SH Sole 58, 59 4,589,971
WERNER ENTERPRISES COMMON
INC COM STK USD0.01 STOCK 950755108 4,061,976.49 4,062 187,447 SH Sole 28, 33, 43 187,447
WESBANCO INC COM STK COMMON
USD2.0833 STOCK 950810101 803,208.56 803 36,148 SH Sole 8, 28, 33 36,148
WESCO AIRCRAFT HLDGS COMMON
INC USD0.001 STOCK 950814103 756,193.24 756 57,244 SH Sole 8, 28 57,244
WEST COAST BANCORP COMMON
ORE COM STK USD0.01 STOCK 952145209 639,337.60 639 28,864 SH Sole 8, 28, 33 28,864
WEST MARINE INC COM COMMON
USD0.001 STOCK 954235107 171,290.50 171 15,934 SH Sole 28, 33 15,934
WEST PHARMACEUTICAL
SERVICES INC COM STK COMMON
USD0.25 STOCK 955306105 3,779,830.50 3,780 69,038 SH Sole 11, 28, 33 69,038
WESTAMERICA BANCORP COMMON
COM STK NPV STOCK 957090103 5,393,342.06 5,393 126,634 SH Sole 11, 23, 28 126,634
WESTELL TECHNOLOGIES COMMON
CLASS'A'COM STK NPV STOCK 957541105 83,695.85 84 45,241 SH Sole 28, 33 45,241
WESTERN ALLIANCE COMMON
BANCORP COM STK NPV STOCK 957638109 2,393,363.70 2,393 227,290 SH Sole 28, 30, 33 227,290
WESTERN DIGITAL CORP COMMON
COM STK USD0.01 STOCK 958102105 9,260,355.58 9,260 217,942 SH Sole 23, 28, 35 217,942
WESTERN REFINING INC COMMON
COM STK USD0.01 STOCK 959319104 2,181,793.24 2,182 77,396 SH Sole 8, 28, 33 77,396
WESTERN UNION
COMPANY (THE) COM COMMON
STK USD0.01 STOCK 959802109 11,850,009.24 11,850 870,684 SH Sole 28, 35, 37 870,684
WESTLAKE CHEMICAL COMMON
CORP COM STK USD0.01 STOCK 960413102 396,500.00 397 5,000 SH Sole 33 5,000
WESTMORELAND COAL COMMON
CO COM STK USD2.50 STOCK 960878106 141,360.90 141 15,135 SH Sole 8, 28 15,135
WESTWOOD HOLDINGS
GROUP INC COM STK COMMON
USD0.01 STOCK 961765104 220,900.90 221 5,401 SH Sole 28 5,401
WET SEAL INC COMMON
CLASS'A'USD0.10 STOCK 961840105 256,887.00 257 93,075 SH Sole 28, 33 93,075
WEYCO GROUP COM STK COMMON
USD1 STOCK 962149100 140,603.84 141 6,019 SH Sole 28, 33 6,019
WHIRLPOOL CORP COM COMMON
STK USD1 STOCK 963320106 3,984,835.25 3,985 39,163 SH Sole 23, 28 39,163
WHITEWAVE FOODS CO COMMON
USD0.01 A STOCK 966244105 936,751.20 937 60,280 SH Sole 5, 8, 47 60,280
WHITING PETROLEUM COMMON
CORP COM STK USD0.001 STOCK 966387102 6,414,509.74 6,415 147,902 SH Sole 37, 43 147,902
WHOLE FOODS MARKET COMMON 11, 23, 28,
INC COM STK NPV STOCK 966837106 37,848,521.95 37,849 414,415 SH Sole 51, 53, 58 414,415
WILEY(JOHN)& SONS INC COMMON
CLASS'A'COM STK USD1 STOCK 968223206 3,245,516.24 3,246 83,368 SH Sole 28 83,368
WILLBROS GROUP COMMON
INC(DELAWARE) USD0.05 STOCK 969203108 214,764.48 215 40,068 SH Sole 28, 33 40,068
WILLIAMS COMPANIES COMMON
INC COM STK USD1 STOCK 969457100 17,335,960.96 17,336 529,504 SH Sole 28, 35, 50 529,504
CLAYTON WILLIAMS
ENERGY INC COM STK COMMON
USD0.1 STOCK 969490101 238,000.00 238 5,950 SH Sole 28, 33 5,950
WILLIAMS-SONOMA INC COMMON
COM STK USD0.01 STOCK 969904101 15,726,473.46 15,726 359,298 SH Sole 11, 28, 38 359,298
WILLIS LEASE FINANCE COMMON
CORP COM STK NPV STOCK 970646105 64,251.90 64 4,490 SH Sole 28, 33 4,490
WINMARK CORP COM COMMON
STOCK 974250102 105,621.00 106 1,853 SH Sole 28 1,853
WINNEBAGO INDUSTRIES COMMON
INC COM STK USD0.50 STOCK 974637100 401,098.95 401 23,415 SH Sole 28 23,415
WISCONSIN ENERGY COMMON 23, 28,
CORP COM STK USD0.01 STOCK 976657106 11,882,798.40 11,883 322,464 SH Sole 35, 43 322,464
WOLVERINE WORLD COMMON
WIDE INC COM STK USD1 STOCK 978097103 2,151,900.78 2,152 52,511 SH Sole 11, 28 52,511
WOODWARD INC COM COMMON
STK USD0.00875 STOCK 980745103 10,556,404.89 10,556 276,853 SH Sole 23, 25, 28 276,853
WORLD ACCEPTANCE COMMON
CORP COM STK NPV STOCK 981419104 2,236,352.64 2,236 29,994 SH Sole 8, 28 29,994
WORLD FUEL SERVICES COMMON
CORP COM STK USD0.01 STOCK 981475106 5,656,099.28 5,656 137,384 SH Sole 8, 28 137,384
WORTHINGTON COMMON
INDUSTRIES INC NPV STOCK 981811102 6,823,466.58 6,823 262,542 SH Sole 8, 28, 33 262,542
WYNN RESORTS COM STK COMMON
USD0.01 STOCK 983134107 3,501,926.19 3,502 31,131 SH Sole 28 31,131
XO GROUP INC COMMON
STOCK 983772104 262,427.40 262 28,218 SH Sole 28, 33 28,218
XPO LOGISTICS INC COM COMMON
STOCK 983793100 271,771.06 272 15,637 SH Sole 28, 33 15,637
XILINX INC COM STK COMMON
USD0.01 STOCK 983919101 14,839,624.00 14,840 413,360 SH Sole 23, 28, 51 413,360
XEROX CORP COM STK COMMON
USD1 STOCK 984121103 3,389,662.76 3,390 497,018 SH Sole 28 497,018
YADKIN VALLEY BANK & COMMON
TRUST CO COM STK USD1 STOCK 984314104 5,880.00 6 2,000 SH Sole 33 2,000
YAHOO INC COM STK COMMON
USD0.001 STOCK 984332106 12,878,702.90 12,879 647,171 SH Sole 11, 28, 41 647,171
YELP INC USD0.000001 COMMON
STOCK 985817105 128,952.85 129 6,841 SH Sole 28 6,841
YORK WATER CO COM COMMON
STOCK 987184108 185,785.18 186 10,574 SH Sole 28 10,574
YOUNG INNOVATIONS COMMON
INC COM STK USD0.01 STOCK 987520103 215,296.83 215 5,463 SH Sole 28, 33 5,463
YUM BRANDS INC COM COMMON
STK NPV STOCK 988498101 17,471,234.40 17,471 263,121 SH Sole 28, 50, 53 263,121
ZALE CORP COM STK COMMON
USD0.01 STOCK 988858106 57,215.31 57 13,921 SH Sole 33 13,921
ZEBRA TECHNOLOGIES
CLASS'A'COM STK COMMON
USD0.01 STOCK 989207105 4,470,771.04 4,471 113,818 SH Sole 11, 28 113,818
ZIONS BANCORP COM COMMON
STK NPV STOCK 989701107 3,488,178.60 3,488 162,999 SH Sole 11, 28, 33 162,999
ZUMIEZ INC COM STK COMMON
NPV STOCK 989817101 2,544,049.29 2,544 131,069 SH Sole 5, 28 131,069
ZYGO CORP COM STK COMMON
USD0.10 STOCK 989855101 234,087.00 234 14,910 SH Sole 28, 33 14,910
DUN & BRADSTREET
CORP(DELAWARE) COM
STK USD0.01 COMMON
STOCK 26483E100 5,110,047.80 5,110 64,972 SH Sole 28, 35 64,972
AEGERION
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 00767E102 497,567.83 498 19,597 SH Sole 28 19,597
KCAP FINANCIAL INC COMMON
USD0.01 STOCK 48668E101 615,463.49 615 66,971 SH Sole 8, 28 66,971
UNIVERSAL AMERICAN COMMON
CORP COM STK NPV STOCK 91338E101 335,465.27 335 39,053 SH Sole 28, 33 39,053
VITAMIN SHOPPE COMMON
INC(DEL) USD0.01 STOCK 92849E101 4,960,550.16 4,961 86,481 SH Sole 28, 47 86,481
COVANTA HOLDING COMMON
CORP STOCK 22282E102 331,560.00 332 18,000 SH Sole 33 18,000
LENDER PROCESSING COMMON
SERVICES INC USD0.01 STOCK 52602E102 3,817,355.62 3,817 155,051 SH Sole 11, 28 155,051
LUMINEX CORP(DEL) COMMON
COM STK USD0.001 STOCK 55027E102 553,582.80 554 33,030 SH Sole 28 33,030
PREMIER EXHIBITIONS COMMON
COM NPV STOCK 74051E102 56,400.52 56 20,812 SH Sole 28 20,812
QUANTA SERVICES INC COMMON
COM STK USD0.00001 STOCK 74762E102 2,285,291.89 2,285 83,741 SH Sole 28 83,741
VERISIGN COM COMMON
STK USD0.001 STOCK 92343E102 2,380,636.50 2,381 61,325 SH Sole 28 61,325
CNO FINANCIAL GROUP COMMON
INC COM STK USD0.01 STOCK 12621E103 4,539,026.34 4,539 486,498 SH Sole 8, 28, 33 486,498
DYAX CORP COM STK COMMON
USD0.01 STOCK 26746E103 275,518.56 276 79,172 SH Sole 28 79,172
EXPRESS INC USD0.01 COMMON
STOCK 30219E103 2,833,720.92 2,834 187,788 SH Sole 25, 28 187,788
HOMEOWNERS CHOICE COMMON
INC NPV STOCK 43741E103 168,191.10 168 8,090 SH Sole 28, 33 8,090
US SILICA HLDGS INC COMMON
USD0.01 STOCK 90346E103 841,385.16 841 50,292 SH Sole 8, 28 50,292
UNILIFE CORP USD0.01 COMMON
STOCK 90478E103 141,539.04 142 62,352 SH Sole 28 62,352
AMERISOURCEBERGEN COMMON
CORP COM STK NPV STOCK 03073E105 10,475,079.38 10,475 242,591 SH Sole 23, 28, 35 242,591
NEWS CORP CLASS'A'NON COMMON
VTG COM STKUSD0.01 STOCK 65248E104 39,617,699.08 39,618 1,551,202 SH Sole 28, 51 1,551,202
SALLY BEAUTY
HOLDINGS INC COM STK COMMON
USD0.01 STOCK 79546E104 2,822,507.50 2,823 119,750 SH Sole 11, 47 119,750
AMERICAN EAGLE
OUTFITTER COM STK COMMON 28, 30,
USD0.01 STOCK 02553E106 14,571,678.17 14,572 710,467 SH Sole 51, 58 710,467
IKANOS COMUNICATIONS COMMON
COM STK USD0.001 STOCK 45173E105 6,804.00 7 4,200 SH Sole 33 4,200
PERFORMANT FINANCIAL COMMON
USD0.0001 STOCK 71377E105 266,215.80 266 26,358 SH Sole 8, 28 26,358
CYBEX INTERNATIONAL COMMON
INC COM STK USD0.10 STOCK 23252E106 3,486.00 3 1,400 SH Sole 33 1,400
ARQULE INC COM STK COMMON
USD0.01 STOCK 04269E107 132,474.78 132 47,482 SH Sole 28 47,482
JAKKS PACIFIC INC COM COMMON
STK USD0.001 STOCK 47012E106 226,637.04 227 18,102 SH Sole 28, 33 18,102
TARGET CORP COM STK COMMON 11, 23, 28,
USD0.0833 STOCK 87612E106 39,760,879.09 39,761 671,977 SH Sole 39, 41 671,977
AMERESCO INC USD0.0001 COMMON
STOCK 02361E108 159,628.32 160 16,272 SH Sole 28 16,272
HOME BANCORP INC COMMON
USD0.01 STOCK 43689E107 103,678.25 104 5,681 SH Sole 28, 33 5,681
RENASANT COMMON
CORPORATION COM STK STOCK 75970E107 838,236.30 838 43,795 SH Sole 8, 28, 33 43,795
EDWARDS LIFESCIENCES COMMON
CORP COM STK USD1 STOCK 28176E108 9,401,755.39 9,402 104,267 SH Sole 11, 28, 50 104,267
ARGAN INC COM STK COMMON
USD0.15 STOCK 04010E109 145,836.00 146 8,102 SH Sole 28, 33 8,102
NCR CORP COM STK COMMON
USD0.01 STOCK 62886E108 11,055,084.04 11,055 433,873 SH Sole 28, 43 433,873
NAVISTAR
INTERNATIONAL CORP COMMON
COM STK USD0.10 STOCK 63934E108 561,666.00 562 25,800 SH Sole 30 25,800
USEC INC COM STK COMMON
USD0.10 STOCK 90333E108 6,266.72 6 11,824 SH Sole 33 11,824
DR PEPPER SNAPPLE COMMON
GROUP INC USD0.01 STOCK 26138E109 13,769,094.62 13,769 311,659 SH Sole 23, 28, 35 311,659
EXACTECH INC COMMON
COM STK USD0.01 STOCK 30064E109 132,718.50 133 7,830 SH Sole 28, 33 7,830
FORTINET INC USD0.001 COMMON 38, 47,
STOCK 34959E109 9,443,489.72 9,443 448,196 SH Sole 53, 58 448,196
INCONTACT INC COM STK COMMON
NPV STOCK 45336E109 150,188.92 150 28,994 SH Sole 28 28,994
TRAVELERS COS INC/THE COMMON 23, 28, 31,
STOCK 89417E109 24,588,510.66 24,589 342,363 SH Sole 41, 58 342,363
API TECHNOLOGIES CORP COMMON
COM NEW STOCK 00187E203 71,430.24 71 24,296 SH Sole 28 24,296
NEWS CORP CLASS'B'VTG COMMON
COM STK USD0.01 STOCK 65248E203 3,102,565.12 3,103 118,238 SH Sole 41 118,238
INTEGRATED
ELECTRICAL SERVICES
COM STK USD0.01 COMMON
STOCK 45811E301 5,592.00 6 1,200 SH Sole 33 1,200
OCZ TECHNOLOGY COMMON
GROUP INC COM STOCK 67086E303 103,602.22 104 54,242 SH Sole 28 54,242
ACCO BRANDS CORP COMMON
COM STK USD0.01 STOCK 00081T108 2,151,097.10 2,151 293,065 SH Sole 28, 30, 33 293,065
ADT CORP USD0.01 COMMON
STOCK 00101J106 7,742,863.01 7,743 166,549 SH Sole 23, 28 166,549
AFC ENTERPRISES INC COMMON
USD0.01 STOCK 00104Q107 506,817.48 507 19,396 SH Sole 28 19,396
AES CORP COM STK COMMON
USD0.01 STOCK 00130H105 8,801,295.70 8,801 822,551 SH Sole 28, 58 822,551
AMAG
PHARMACEUTICALS INC COMMON
COM STK USD0.01 STOCK 00163U106 253,012.00 253 17,200 SH Sole 28 17,200
AMC NETWORKS INC COMMON
USD0.01 STOCK 00164V103 9,624,136.50 9,624 194,427 SH Sole 11, 28 194,427
AOL INC USD0.01 COMMON
STOCK 00184X105 7,198,072.56 7,198 243,096 SH Sole 28, 33, 58 243,096
AT^T INC COM STK USD1 COMMON 23, 28, 37,
STOCK 00206R102 95,311,654.00 95,312 2,827,400 SH Sole 41, 58 2,827,400
ATMI INC COM STK COMMON
USD0.01 STOCK 00207R101 587,312.64 587 28,128 SH Sole 28, 33 28,128
AV HOMES INC USD1 COMMON
STOCK 00234P102 144,034.38 144 10,129 SH Sole 28, 33 10,129
AXT INC USD0.001 COMMON
STOCK 00246W103 86,550.81 87 30,801 SH Sole 28, 33 30,801
ACADIA HEALTHCARE CO COMMON
INC USD0.01 STOCK 00404A109 1,183,250.94 1,183 50,718 SH Sole 28, 47 50,718
ACCELRYS INC COM COMMON
STOCK 00430U103 570,575.35 571 63,047 SH Sole 28, 33, 56 63,047
ACCRETIVE HEALTH INC COMMON
USD0.01 STOCK 00438V103 515,541.32 516 44,597 SH Sole 28 44,597
ACCURIDE CORP USD0.01 COMMON
STOCK 00439T206 135,185.94 135 42,114 SH Sole 28, 33 42,114
ACHILLION
PHARMACEUTICALS INC COMMON
NPV STOCK 00448Q201 1,452,261.60 1,452 181,080 SH Sole 8, 28, 38 181,080
ACORDA THERAPEUTICS COMMON
INC COM STK USD0.001 STOCK 00484M106 795,047.66 795 31,981 SH Sole 28 31,981
ACTIVE NETWORK INC COMMON
USD0.001 STOCK 00506D100 153,354.03 153 31,233 SH Sole 28 31,233
ACTIVISION BLIZZARD COMMON
INC COM STK USD0.000001 STOCK 00507V109 11,355,753.60 11,356 1,069,280 SH Sole 35, 58 1,069,280
ACTUATE CORP COM STK COMMON
USD0.001 STOCK 00508B102 2,894,528.00 2,895 516,880 SH Sole 25, 28, 30 516,880
ACTUANT CORP CLS'A' COMMON
COM STK USD0.20 STOCK 00508X203 2,882,935.54 2,883 103,294 SH Sole 8, 28, 33 103,294
ACUITY BRANDS INC COMMON
COM STK USD0.01 STOCK 00508Y102 9,107,246.72 9,107 134,464 SH Sole 5, 28 134,464
ACURA
PHARMACEUTICALS INC COMMON
COM STK USD0.01 STOCK 00509L703 21,356.40 21 9,620 SH Sole 28 9,620
ADOBE SYSTEMS INC COMMON
COM STK USD0.0001 STOCK 00724F101 14,959,487.52 14,959 397,014 SH Sole 28, 59 397,014
ADTRAN INC COM STK COMMON
USD0.01 STOCK 00738A106 3,174,741.96 3,175 162,474 SH Sole 28 162,474
ADVANCE AUTO PARTS COMMON
INC COM STK USD0.0001 STOCK 00751Y106 9,414,471.40 9,414 130,124 SH Sole 28 130,124
ADVISORY BOARD CO COMMON 11, 28,
COM STK USD0.01 STOCK 00762W107 11,365,244.21 11,365 242,899 SH Sole 38, 47 242,899
AECOM TECHNOLOGY COMMON
CORP COM STK USD0.01 STOCK 00766T100 4,675,224.40 4,675 196,438 SH Sole 28, 33 196,438
AEGION CORP USD0.01 COMMON
STOCK 00770F104 827,487.29 827 37,291 SH Sole 28, 33 37,291
AETNA INC NEW COMMON 11, 23, 28,
COM STK USD0.001 STOCK 00817Y108 36,409,301.40 36,409 786,378 SH Sole 37, 39, 58 786,378
AFFYMAX INC COM STK COMMON
USD0.001 STOCK 00826A109 548,625.00 549 28,875 SH Sole 28 28,875
AFFYMETRIX INC COM COMMON
STK USD0.01 STOCK 00826T108 239,300.13 239 75,489 SH Sole 28, 33 75,489
AGILENT TECHNOLOGIES COMMON 23, 28,
INC COM STK USD0.01 STOCK 00846U101 18,711,217.60 18,711 457,040 SH Sole 37, 43 457,040
AGENUS INC USD0.01 COMMON
STOCK 00847G705 78,732.30 79 19,203 SH Sole 28 19,203
AGILYSYS INC COMMON
STOCK 00847J105 130,948.65 131 15,645 SH Sole 28, 33 15,645
AIR TRANSPORT
SERVICES GROUP INC
COM STK USD0.01 COMMON
STOCK 00922R105 198,490.99 198 49,499 SH Sole 28, 33 49,499
AKAMAI TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 00971T101 4,643,121.36 4,643 113,496 SH Sole 28, 53 113,496
ALERE INC COMMON
STOCK 01449J105 902,134.00 902 48,764 SH Sole 25, 33 48,764
ALLEGHENY
TECHNOLOGIES INC COM COMMON
STK USD0.10 STOCK 01741R102 1,295,795.16 1,296 42,681 SH Sole 28 42,681
ALLEGIANT TRAVEL COM COMMON
STK USD0.001 STOCK 01748X102 872,184.21 872 11,881 SH Sole 28 11,881
ALLSCRIPTS
HEALTHCARE COMMON
SOLUTIONS INC COM STK STOCK 01988P108 2,872,271.04 2,872 304,912 SH Sole 28 304,912
ALNYLAM
PHARMACEUTICALS INC COMMON
COM STK USD0.01 STOCK 02043Q107 673,589.25 674 36,909 SH Sole 28 36,909
ALPHA NATURAL
RESOURCES COM STK COMMON
USD0.01 STOCK 02076X102 3,825,248.64 3,825 392,736 SH Sole 28 392,736
ALPHATEC HLDGS INC COMMON
USD0.0001 STOCK 02081G102 80,843.40 81 48,996 SH Sole 28, 33 48,996
ALTISOURCE
RESIDENTIAL CORP COMMON
USD0.01 B STOCK 02153W100 71,802.72 72 4,533 SH Sole 11 4,533
ALTRA HOLDINGS INC COMMON
COM STK USD0.001 STOCK 02208R106 777,196.35 777 35,247 SH Sole 8, 28, 33 35,247
ALTRIA GROUP INC COM COMMON
STK USD0.333 STOCK 02209S103 25,011,513.96 25,012 796,038 SH Sole 28 796,038
AMBIENT CORP USD0.001 COMMON
(POST REV-SPLIT) STOCK 02318N201 7,245.07 7 2,407 SH Sole 28 2,407
AMCOL INTERNATIONAL COMMON
CORP COM STK USD0.01 STOCK 02341W103 615,716.92 616 20,069 SH Sole 28 20,069
AMERICAN CAPITAL LTD COMMON
COM STK USD0.01 STOCK 02503Y103 1,424,040.00 1,424 118,670 SH Sole 8, 33 118,670
AMERICAN PUBLIC
EDUCATION INC COM COMMON
STK USD0.01 STOCK 02913V103 516,084.12 516 14,292 SH Sole 28 14,292
AMERICAN RAILCAR
INDUSTRIES COM STK COMMON
USD0.01 STOCK 02916P103 352,107.81 352 11,097 SH Sole 28, 33 11,097
AMERICA'S CAR MART COMMON
INC COM STK USD0.01 STOCK 03062T105 329,103.44 329 8,122 SH Sole 28, 33 8,122
AMERISTAR CASINOS INC COMMON
COM STK USD0.01 STOCK 03070Q101 680,744.32 681 25,943 SH Sole 28 25,943
AMERISAFE INC COM STK COMMON
USD0.01 STOCK 03071H100 1,562,106.25 1,562 57,325 SH Sole 8, 28, 33 57,325
AMERISERV FINANCIAL COMMON
INC COM STK USD2.50 STOCK 03074A102 5,418.00 5 1,800 SH Sole 33 1,800
AMERIPRISE FINANCIAL COMMON
INC COM STK USD0.01 STOCK 03076C106 19,303,129.67 19,303 308,209 SH Sole 28, 37, 51 308,209
AMERIS BANCORP COM COMMON
STK USD1 STOCK 03076K108 265,699.77 266 21,273 SH Sole 28, 33 21,273
AMICUS THERAPEUTICS COMMON
COM STK NPV STOCK 03152W109 65,260.68 65 24,351 SH Sole 28 24,351
AMPIO
PHARMACEUTICALS INC COMMON
USD0.01 STOCK 03209T109 71,868.21 72 20,019 SH Sole 28 20,019
AMSURG CORP COM STK COMMON
NPV STOCK 03232P405 1,447,142.22 1,447 48,222 SH Sole 11, 28, 33 48,222
AMYRIS INC USD0.0001 COMMON
STOCK 03236M101 75,660.00 76 24,250 SH Sole 28 24,250
ANGIODYNAMICA INC COMMON
COM STK USD0.01 STOCK 03475V101 250,088.44 250 22,756 SH Sole 28, 33 22,756
ANNIES INC USD0.001 COMMON 5, 23, 28,
STOCK 03600T104 5,868,669.93 5,869 175,551 SH Sole 38, 47 175,551
ANSYS INC COM STK COMMON
USD0.01 STOCK 03662Q105 16,556,347.08 16,556 245,862 SH Sole 11, 28, 56 245,862
APOLLO INVESTMENT COMMON
CORP COM STK USD0.001 STOCK 03761U106 5,274,332.36 5,274 630,901 SH Sole 8, 28 630,901
APPLIED INDUSTRIAL
TECHNOLOGIES INC COM COMMON 8, 11,
STK NPV STOCK 03820C105 4,717,638.98 4,718 112,298 SH Sole 28, 33 112,298
APPLIED MICROCIRCUITS COMMON
CORP COM STK USD0.01 STOCK 03822W406 467,199.60 467 55,619 SH Sole 28, 33 55,619
APPROACH RESOURCES COMMON 28, 33,
INC COM STK USD0.01 STOCK 03834A103 4,707,832.38 4,708 188,238 SH Sole 38, 47 188,238
AQUA AMERICA INC COM COMMON
USD0.50 STOCK 03836W103 6,331,359.40 6,331 249,070 SH Sole 28 249,070
ARBITRON INC COM STK COMMON
USD0.50 STOCK 03875Q108 985,134.72 985 21,104 SH Sole 28 21,104
ARES COMMERCIAL REAL COMMON
ESTATE CORP USD0.01 STOCK 04013V108 102,444.38 102 6,239 SH Sole 28 6,239
ARIAD
PHARMACEUTICALS INC COMMON
COM STK USD0.001 STOCK 04033A100 1,881,903.24 1,882 98,118 SH Sole 8, 11, 47 98,118
ARMSTRONG WORLD
INDUSTRIES INC COM COMMON
STK USD0.01 STOCK 04247X102 1,232,739.00 1,233 24,300 SH Sole 25 24,300
ARRIS GROUP INC COM COMMON
STK USD0.01 STOCK 04269Q100 2,755,130.22 2,755 184,413 SH Sole 8, 28, 33 184,413
ARRAY BIOPHARMA INC COMMON
USD0.001 STOCK 04269X105 341,663.40 342 91,845 SH Sole 28 91,845
ARTIO GLOBAL COMMON
INVESTORS INC USD0.01 STOCK 04315B107 46,709.60 47 24,584 SH Sole 28 24,584
ASCENA RETAIL GROUP COMMON
INC USD0.05 STOCK 04351G101 4,138,709.15 4,139 223,835 SH Sole 28 223,835
ASIAINFO LINKAGE INC COMMON
COM STK USD0.01 STOCK 04518A104 53,165.00 53 4,900 SH Sole 33 4,900
ASSET ACCEPTANCE
CAPITAL CORP COM STK COMMON
USD0.01 STOCK 04543P100 64,845.00 65 14,410 SH Sole 28, 33 14,410
ASSISTED LIVING
CONCEPTS INC COMMON
CLASS'A'COM STK STOCK 04544X300 2,057,298.75 2,057 211,005 SH Sole 26, 28, 33 211,005
ASSURANT INC COM COMMON
STK USD0.01 STOCK 04621X108 1,478,428.20 1,478 42,606 SH Sole 28, 33 42,606
ASTEX
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 04624B103 249,826.41 250 85,851 SH Sole 28, 33 85,851
ATHENAHEALTH INC ORD COMMON
USD0.01 STOCK 04685W103 5,940,415.65 5,940 80,877 SH Sole 28, 38 80,877
ATLANTIC POWER CORP COMMON
NPV STOCK 04878Q863 1,034,174.97 1,034 90,479 SH Sole 28 90,479
ATLANTICUS HLDGS COMMON
CORP NPV STOCK 04914Y102 6,683.25 7 1,995 SH Sole 33 1,995
ATRICURE INC COM STK COMMON
USD0.001 STOCK 04963C209 81,633.90 82 11,831 SH Sole 28 11,831
AUDIENCE INC USD0.001 COMMON
STOCK 05070J102 197,420.39 197 19,001 SH Sole 8, 28 19,001
AURICO GOLD INC NPV COMMON
STOCK 05155C105 135,984.32 136 16,624 SH Sole 33 16,624
AUTONATION INC COM COMMON
STK USD0.01 STOCK 05329W102 601,455.00 601 15,150 SH Sole 28 15,150
AUXILIUM
PHARMACEUTICALS INC COMMON
COM STK USD0.01 STOCK 05334D107 718,259.86 718 38,762 SH Sole 28 38,762
AVANIR
PHARMACEUTICALS COM COMMON
STK NPV CLASS 'A' STOCK 05348P401 287,530.01 288 109,327 SH Sole 28 109,327
AVIAT NETWORKS INC COMMON
INC COM STK USD0.01 STOCK 05366Y102 339,047.66 339 103,054 SH Sole 8, 28, 33 103,054
AVID TECHNOLOGIES INC COMMON
COM STK USD0.01 STOCK 05367P100 233,706.56 234 30,832 SH Sole 28, 33 30,832
AVISTA CORP COM STK COMMON
NPV STOCK 05379B107 1,961,444.94 1,961 81,354 SH Sole 28, 30 81,354
AWARE INC
MASSACHUSETTS COM COMMON
STK USD0.01 STOCK 05453N100 59,518.28 60 10,861 SH Sole 28, 33 10,861
B & G FOODS HLDGS COM COMMON
CLASS 'A' USD0.01 STOCK 05508R106 1,191,539.59 1,192 42,089 SH Sole 28, 33 42,089
BBX CAPITAL CORP COMMON
USD0.01 A STOCK 05540P100 11,912.60 12 1,778 SH Sole 33 1,778
BGC PARTNERS INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 05541T101 598,386.24 598 172,944 SH Sole 8, 28 172,944
BOFI HLDG INC COM STK COMMON 8, 28,
USD0.01 STOCK 05566U108 2,182,081.65 2,182 78,295 SH Sole 30, 33 78,295
BSB BANCORP INC MD COMMON
USD0.01 STOCK 05573H108 71,667.80 72 5,860 SH Sole 28 5,860
BALLY TECHNOLOGIES COMMON
INC COM STK USD0.1 STOCK 05874B107 4,168,358.01 4,168 93,231 SH Sole 11, 28 93,231
BANCFIRST CORP COM COMMON
STK USD1 STOCK 05945F103 453,294.36 453 10,701 SH Sole 8, 28, 33 10,701
BANCORP INC DEL NEW COMMON
COM STK NPV STOCK 05969A105 1,642,450.34 1,642 149,722 SH Sole 28, 30, 33 149,722
BANCTRUST FINL GR INC COMMON
STOCK 05978R107 3,058.00 3 1,100 SH Sole 33 1,100
BANKFINANCIAL CORP COMMON
COM USD0.01 STOCK 06643P104 304,264.52 304 41,006 SH Sole 8, 28, 33 41,006
BANKRATE INC DEL COMMON
USD0.01 STOCK 06647F102 452,980.80 453 36,384 SH Sole 28 36,384
BANKUNITED INC COMMON
USD0.01 STOCK 06652K103 1,928,560.40 1,929 78,910 SH Sole 25 78,910
BANNER CORP USD0.01 COMMON
STOCK 06652V208 932,655.50 933 30,350 SH Sole 8, 28, 33 30,350
BILL BARRETT CORP COM COMMON
NPV STOCK 06846N104 2,339,616.27 2,340 131,513 SH Sole 28, 33 131,513
BASIC ENERGY SERVICES COMMON
INC COM STK USD0.01 STOCK 06985P100 348,301.66 348 30,526 SH Sole 28, 33 30,526
BEAZER HOMES USA INC COMMON
USD0.01 STOCK 07556Q881 401,576.64 402 23,776 SH Sole 28, 33 23,776
BENCHMARK
ELECTRONICS INC COM COMMON
STK USD0.10 STOCK 08160H101 841,237.92 841 50,616 SH Sole 28, 33 50,616
BENEFICIAL MUTUAL
BANCORP IN COM STK COMMON
USD0.01 STOCK 08173R104 308,417.50 308 32,465 SH Sole 28, 33 32,465
BERRY PLASTICS GROUP COMMON
INC USD0.01 STOCK 08579W103 1,447,682.40 1,448 90,030 SH Sole 8, 28 90,030
BG MEDICINE INC COMMON
USD0.001 STOCK 08861T107 20,316.45 20 8,795 SH Sole 28 8,795
BIG 5 SPORTING GOODS COMMON
CORP COM STK USD0.01 STOCK 08915P101 201,163.60 201 15,356 SH Sole 28, 33 15,356
BIGLARI HLDGS INC COMMON
USD0.5 STOCK 08986R101 453,203.24 453 1,162 SH Sole 28, 33 1,162
BIO-REFERENCE
LABORATORIES INC COMMON
USD0.01 STOCK 09057G602 2,775,843.57 2,776 96,753 SH Sole 25, 28 96,753
BIOCRYST
PHARMACEUTICALS INC COMMON
COM STK USD0.01 STOCK 09058V103 56,420.86 56 39,733 SH Sole 28 39,733
BIODELIVERY SCIENCES
INTERNATIONAL COM COMMON
STK STOCK 09060J106 83,299.37 83 19,327 SH Sole 28 19,327
BIOMARIN
PHARMACEUTICAL COM COMMON
STK USD0.001 STOCK 09061G101 6,848,311.00 6,848 139,052 SH Sole 11, 38 139,052
BIOGEN IDEC INC COM COMMON 28, 50,
STK USD0.0005 STOCK 09062X103 38,820,468.93 38,820 264,679 SH Sole 51, 53 264,679
BIOMIMETIC
THERAPEUTICS COM STK COMMON
USD0.001 STOCK 09064X101 58,644.00 59 8,100 SH Sole 33 8,100
BIOTIME INC COM STK COMMON
NPV STOCK 09066L105 77,708.72 78 24,748 SH Sole 28 24,748
BIOSCRIP INC COM STK COMMON
USD0.0001 STOCK 09069N108 491,704.35 492 45,655 SH Sole 28, 33 45,655
BIOCLINICA INC COMMON
STOCK 09071B100 8,385.52 8 1,466 SH Sole 33 1,466
BJS RESTAURANTS INC COMMON
COM STOCK 09180C106 1,878,425.50 1,878 57,095 SH Sole 5, 28 57,095
BLACK DIAMOND INC COMMON
USD1 STOCK 09202G101 139,277.00 139 16,985 SH Sole 28 16,985
BLACKBAUD INC COM COMMON
STK USD0.001 STOCK 09227Q100 1,266,197.46 1,266 55,462 SH Sole 11, 28, 56 55,462
BLACKROCK INC COMMON 11, 28,
CLASS'A'COM STK NPV STOCK 09247X101 27,211,511.11 27,212 131,641 SH Sole 37, 50 131,641
BLUE NILE INC COM STK COMMON
USD0.001 STOCK 09578R103 379,879.50 380 9,867 SH Sole 28 9,867
BLUELINX HLDGS INC COMMON
COM USD0.01 STOCK 09624H109 47,157.42 47 16,782 SH Sole 28 16,782
BLYTH INC USD0.02 COMMON
STOCK 09643P207 144,319.55 144 9,281 SH Sole 28, 33 9,281
BODY CENTRAL CORP COMMON
USD0.001 STOCK 09689U102 130,017.84 130 13,054 SH Sole 28 13,054
BOINGO WIRELESS INC COMMON
USD0.0001 STOCK 09739C102 97,651.70 98 12,934 SH Sole 28 12,934
BOISE INC COM STK COMMON
USD0.0001 STOCK 09746Y105 1,328,095.20 1,328 167,056 SH Sole 8, 28, 33 167,056
BONTON STORES COM COMMON
STK USD0.01 STOCK 09776J101 123,733.08 124 10,209 SH Sole 28 10,209
BRAVO BRIO
RESTAURANT GROUP INC COMMON
NPV STOCK 10567B109 210,824.14 211 15,698 SH Sole 28 15,698
BRIDGEPOINT COMMON
EDUCATION INC USD0.01 STOCK 10807M105 143,654.10 144 13,947 SH Sole 28 13,947
BRIGHTCOVE INC COMMON
USD0.001 STOCK 10921T101 44,169.44 44 4,886 SH Sole 28 4,886
BROADSOFT INC USD0.01 COMMON 5, 28,
STOCK 11133B409 10,002,884.22 10,003 275,334 SH Sole 38, 47 275,334
BROADRIDGE FINANCIAL COMMON
SOL COM STK NPV STOCK 11133T103 4,967,270.88 4,967 217,101 SH Sole 28 217,101
BROOKLINE BANCORP COMMON 11, 25, 28,
STOCK 11373M107 4,031,949.50 4,032 474,347 SH Sole 30, 33 474,347
BSQUARE CORP NEW COMMON
COM STK NPV STOCK 11776U300 1,475.00 1 500 SH Sole 33 500
BUILDERS FIRSTSOURCE COMMON
INC USD0.01 STOCK 12008R107 217,251.72 217 38,934 SH Sole 28, 33 38,934
C^F FINANCIAL CORP COMMON
COM STK USD1 STOCK 12466Q104 95,636.64 96 2,456 SH Sole 28, 33 2,456
C^J ENERGY SERVICES COMMON
INC USD0.01 STOCK 12467B304 3,543,045.76 3,543 165,254 SH Sole 8, 28, 43 165,254
CAI INTL INC COM STK COMMON
USD0.0001 STOCK 12477X106 288,181.55 288 13,129 SH Sole 28, 33 13,129
CBOE HLDGS INC USD0.01 COMMON
STOCK 12503M108 6,150,982.86 6,151 208,791 SH Sole 25, 28 208,791
CBRE GROUP INC USD0.01 COMMON
STOCK 12504L109 8,343,970.50 8,344 419,295 SH Sole 23, 28, 38 419,295
CH ENERGY GROUP INC COMMON
COM STK USD0.10 STOCK 12541M102 779,835.54 780 11,957 SH Sole 28 11,957
CH ROBINSON
WORLDWIDE INC COM COMMON
STK USD0.10 STOCK 12541W209 3,999,802.96 4,000 63,268 SH Sole 28 63,268
CIFC CORP USD0.001 COMMON
STOCK 12547R105 43,480.00 43 5,435 SH Sole 28 5,435
CLECO CORP COM STK COMMON
USD2 STOCK 12561W105 7,394,528.17 7,395 184,817 SH Sole 8, 28 184,817
CME GROUP INC COM STK COMMON
USD0.01 CLASS'A' STOCK 12572Q105 10,869,840.63 10,870 214,353 SH Sole 11, 28, 59 214,353
CRA INTERNATIONAL INC COMMON
COM STOCK 12618T105 198,016.32 198 10,016 SH Sole 28, 33 10,016
CTC MEDIA INC COM NPV COMMON
STOCK 12642X106 58,474.48 58 7,516 SH Sole 33 7,516
CVR ENERGY INC COM COMMON
STK USD0.01 STOCK 12662P108 2,468,969.16 2,469 50,604 SH Sole 8, 28 50,604
CA INC COM STK USD0.10 COMMON
STOCK 12673P105 7,349,760.32 7,350 334,384 SH Sole 28, 35 334,384
CABLEVISION SYSTEMS
CORP NY GROUP COM COMMON
STK USD0.01 STOCK 12686C109 5,240,877.30 5,241 350,795 SH Sole 28, 35 350,795
CABOT
MICROELECTRONICS COMMON
CORP COM STK USD0.001 STOCK 12709P103 705,299.62 705 19,862 SH Sole 28, 33 19,862
CADENCE
PHARMACEUTICALS INC COMMON
COM STK USD0.0001 STOCK 12738T100 231,146.24 231 48,256 SH Sole 28 48,256
CAFEPRESS INC USD0.0001 COMMON
STOCK 12769A103 21,522.10 22 3,730 SH Sole 28 3,730
CAL DIVE INTL INC DEL COMMON
COM STK USD0.01 STOCK 12802T101 156,720.70 157 90,590 SH Sole 28, 33 90,590
CALAMOS ASSET
MANAGEMENT INC COM COMMON
STK USD0.01 STOCK 12811R104 172,026.75 172 16,275 SH Sole 28, 33 16,275
CALIX NETWORKS INC COMMON
USD0.01 STOCK 13100M509 287,905.91 288 37,439 SH Sole 28, 33 37,439
CALLIDUS SOFTWARE INC COMMON
COM USD0.001 STOCK 13123E500 127,424.18 127 28,067 SH Sole 28 28,067
CALLON PETROLEUM CO COMMON
COM STK USD0.01 STOCK 13123X102 177,128.90 177 37,687 SH Sole 28, 33 37,687
CAMBIUM LEARNING COMMON
GROUP INC COM USD0.001 STOCK 13201A107 333.00 0 300 SH Sole 33 300
CAMECO CORP COM NPV COMMON
STOCK 13321L108 491,028.00 491 24,900 SH Sole 43 24,900
CAMERON
INTERNATIONAL CORP COMMON 11, 28, 51,
COM STK USD0.01 STOCK 13342B105 28,994,016.72 28,994 513,532 SH Sole 58, 59 513,532
CANADIAN PACIFIC COMMON
RAILWAYS COM NPV STOCK 13645T100 3,302,650.00 3,303 32,500 SH Sole 11 32,500
CAPITAL ONE FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 14040H105 25,871,769.72 25,872 446,604 SH Sole 28, 51, 59 446,604
CAPITALSOURCE INC COMMON
COM STK USD0.01 STOCK 14055X102 1,602,844.06 1,603 211,457 SH Sole 33, 58 211,457
CAPITOL FEDERAL COMMON
FINANCIAL INC USD0.01 STOCK 14057J101 2,291,929.71 2,292 196,059 SH Sole 23, 33 196,059
CAPSTONE TURBINE COMMON
CORP COM STK USD0.001 STOCK 14067D102 214,405.45 214 240,905 SH Sole 28 240,905
CARDINAL FINANCIAL COMMON
CORP USD1 STOCK 14149F109 631,162.11 631 38,793 SH Sole 8, 28, 33 38,793
CARDINAL HEALTH INC COMMON
COM STK NPV STOCK 14149Y108 7,028,973.02 7,029 170,689 SH Sole 28, 41 170,689
CARDIONET INC USD0.001 COMMON
STOCK 14159L103 3,442.80 3 1,510 SH Sole 33 1,510
CARDTRONICS INC COM COMMON
STK USD0.0001 STOCK 14161H108 1,742,397.30 1,742 73,395 SH Sole 28, 47 73,395
CAREFUSION CORP COMMON
USD0.01 STOCK 14170T101 15,600,993.18 15,601 545,871 SH Sole 23, 28 545,871
CARROLS RESTAURANT
GROUP INC COM STK COMMON
USD0.01 STOCK 14574X104 89,807.64 90 15,018 SH Sole 28, 33 15,018
CASH AMERICA
INTERNATIONAL COM COMMON
STK USD0.10 STOCK 14754D100 1,455,333.62 1,455 36,686 SH Sole 8, 28, 33 36,686
CASS INFORMATION
SYSTEMS COM STK COMMON
USD0.5 STOCK 14808P109 342,389.70 342 8,114 SH Sole 28 8,114
CAVIUM INC USD0.001 COMMON 11, 28,
STOCK 14964U108 7,487,778.36 7,488 239,916 SH Sole 47, 53 239,916
CELLDEX THERAPEUTICS COMMON
INC USD0.001 STOCK 15117B103 500,545.87 501 74,597 SH Sole 8, 28, 33 74,597
CEMPRA INC USD0.001 COMMON
STOCK 15130J109 21,900.80 22 3,422 SH Sole 28 3,422
CENTENE CORP(DEL) COMMON
COM STK USD0.001 STOCK 15135B101 2,929,778.00 2,930 71,458 SH Sole 28, 30, 33 71,458
CENTERPOINT ENERGY COMMON
INC COM STK NPV STOCK 15189T107 8,072,064.00 8,072 419,328 SH Sole 28, 35 419,328
CENTERSTATE BANKS INC COMMON
COM STK USD0.01 STOCK 15201P109 216,448.75 216 25,375 SH Sole 28, 33 25,375
CEPHEID COM STK NPV COMMON 11, 28,
STOCK 15670R107 8,340,284.61 8,340 246,681 SH Sole 38, 47 246,681
CENVEO INC COM COMMON
USD0.01 STOCK 15670S105 810,909.90 811 300,337 SH Sole 8, 28 300,337
CHART INDUSTRIES INC COMMON 11, 28, 33,
COM STK NPV STOCK 16115Q308 8,177,608.86 8,178 122,658 SH Sole 38, 47 122,658
CHARTER FINANCIAL
CORP WEST PT GA COM COMMON
STK USD0.01 STOCK 16122M100 60,812.20 61 5,737 SH Sole 28 5,737
CHASE CORP(MASS) COM COMMON
STK USD0.10 STOCK 16150R104 109,535.40 110 5,889 SH Sole 28, 33 5,889
CHEMED CORP CAP USD1 COMMON
STOCK 16359R103 1,048,260.97 1,048 15,283 SH Sole 28 15,283
CHEMOCENTRYX INC COMMON
USD0.001 STOCK 16383L106 47,862.50 48 4,375 SH Sole 28 4,375
CHEROKEE INC COM STK COMMON
USD0.02 STOCK 16444H102 92,844.12 93 6,772 SH Sole 28 6,772
CIBER INC COM STK COMMON
USD0.01 STOCK 17163B102 1,346,991.94 1,347 403,291 SH Sole 28, 30, 33 403,291
CINEMARK HOLDINGS COMMON
INC COM STK USD0.001 STOCK 17243V102 4,756,002.72 4,756 183,064 SH Sole 28, 33 183,064
CIRCOR INTERNATIONAL COMMON
INC COM STK USD0.01 STOCK 17273K109 619,464.73 619 15,647 SH Sole 28, 33 15,647
11, 23, 28,
31, 37, 39,
CISCO SYSTEMS INC COM COMMON 41, 51,
STK USD0.001 STOCK 17275R102 106,896,137.55 106,896 5,440,007 SH Sole 58, 59 5,440,007
CITI TRENDS INC COM COMMON
STK USD1 STOCK 17306X102 186,544.32 187 13,557 SH Sole 28, 33 13,557
CLEAR CHANNEL
OUTDOOR HLDGS INC COMMON
COM STK USD0.01 STOCK 18451C109 3,889.08 4 554 SH Sole 33 554
CLEARWATER PAPER COMMON
CORPORATION USD0.0001 STOCK 18538R103 832,228.32 832 21,252 SH Sole 28, 33 21,252
CLIFFS NATURAL
RESOURCES INC COM STK COMMON
USD0.125 STOCK 18683K101 5,397,937.28 5,398 139,988 SH Sole 28, 58 139,988
CLIFTON SAVINGS
BANCORP INC COM STK COMMON
USD0.01 STOCK 18712Q103 79,983.19 80 7,097 SH Sole 28 7,097
CLOUD PEAK ENERGY COMMON
INC USD0.01 STOCK 18911Q102 1,827,380.88 1,827 94,536 SH Sole 8, 28, 33 94,536
COBALT INTERNATIONAL COMMON
ENERGY INC USD0.01 STOCK 19075F106 10,943,936.00 10,944 445,600 SH Sole 37 445,600
COCA-COLA COMMON
ENTERPRISES INC USD1 STOCK 19122T109 30,811,733.80 30,812 971,060 SH Sole 28, 51, 58 971,060
COGENT
COMMUNICATIONS
GROUP INC NEW COM COMMON
STK STOCK 19239V302 2,030,694.80 2,031 89,695 SH Sole 28, 30 89,695
COHEN & STEERS INC COMMON
COM STK USD0.01 STOCK 19247A100 449,280.15 449 14,745 SH Sole 28 14,745
COINSTAR INC COM STK COMMON
USD0.001 STOCK 19259P300 1,293,696.74 1,294 24,874 SH Sole 28 24,874
COLLECTORS UNIVERSE COMMON
INC COM STK USD0.001 STOCK 19421R200 44,342.63 44 4,421 SH Sole 28 4,421
11, 23, 28,
COMCAST CORP COM CLS COMMON 31, 39, 41,
'A' USD 0.01 STOCK 20030N101 85,995,867.30 85,996 2,300,585 SH Sole 53, 58 2,300,585
COMPASS MINERALS
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 20451N101 6,184,344.38 6,184 82,778 SH Sole 11, 28 82,778
COMPLETE GENOMICS COMMON
INC USD0.001 STOCK 20454K104 10,395.00 10 3,300 SH Sole 33 3,300
COMPX INTERNATIONAL COMMON
INC COM STK USD0.01 STOCK 20563P101 14,431.48 14 1,036 SH Sole 28 1,036
COMSCORE INC COM NPV COMMON
STOCK 20564W105 387,548.72 388 28,124 SH Sole 28 28,124
COMVERSE INC USD0.01 COMMON
STOCK 20585P105 496,964.07 497 17,419 SH Sole 28 17,419
CONCHO RESOURCES INC COMMON
COM STK USD0.001 STOCK 20605P101 4,680,536.00 4,681 58,100 SH Sole 11, 53 58,100
CONOCOPHILLIPS USD0.01 COMMON
STOCK 20825C104 27,673,697.85 27,674 477,215 SH Sole 28 477,215
CONSOL ENERGY INC COMMON
COM STK USD0.01 STOCK 20854P109 7,906,743.60 7,907 246,316 SH Sole 28, 37 246,316
CONSTELLATION
BRANDS INC
CLASS'A'COM STK COMMON 11, 28,
USD0.01 STOCK 21036P108 7,835,310.61 7,835 221,399 SH Sole 33, 38 221,399
CONTANGO OIL & GAS COMMON
COM USD0.04 STOCK 21075N204 497,052.24 497 11,734 SH Sole 28, 33 11,734
CORELOGIC INC USD1 COMMON 28, 33,
STOCK 21871D103 11,534,223.96 11,534 428,463 SH Sole 38, 58 428,463
CORNERSTONE
THERAPEUTICS INC COM COMMON
STK USD0.001 STOCK 21924P103 32,504.56 33 6,872 SH Sole 28 6,872
CORNERSTONE
ONDEMAND INC COMMON
USD0.0001 STOCK 21925Y103 5,128,032.15 5,128 173,655 SH Sole 5, 28, 47 173,655
CORONADO BIOSCIENCES COMMON
INC COM USD0.001 STOCK 21976U109 61,877.20 62 13,720 SH Sole 28 13,720
CORPORATE EXECUTIVE
BOARD CO COM STK COMMON
USD0.01 STOCK 21988R102 4,104,056.04 4,104 86,474 SH Sole 28 86,474
CORRECTIONS
CORPORATIONS OF
AMERICA COM USD0.01 COMMON
STOCK 22025Y407 8,751,087.46 8,751 246,718 SH Sole 23, 28 246,718
COSTCO WHOLESALE CORP COMMON 23, 28,
COM STK USD0.005 STOCK 22160K105 25,064,171.51 25,064 253,763 SH Sole 50, 53 253,763
COSTAR GROUP INC COM COMMON
STK USD0.01 STOCK 22160N109 8,087,716.89 8,088 90,497 SH Sole 28, 38, 47 90,497
COVENANT
TRANSPORTATION
GROUP INC CLASS'A'COM COMMON
STK STOCK 22284P105 2,615.69 3 473 SH Sole 33 473
CRACKER BARREL OLD COMMON
COUNTRY STORE INC STOCK 22410J106 2,426,843.16 2,427 37,766 SH Sole 8, 28 37,766
CRIMSON EXPLORATION COMMON
INC COM STK USD0.001 STOCK 22662K207 62,776.14 63 22,911 SH Sole 28, 33 22,911
CROSSTEX ENERGY INC COMMON
COM STK USD0.01 STOCK 22765Y104 527,310.48 527 36,772 SH Sole 28, 33 36,772
CYBERONICS INC COM COMMON
STK USD0.01 STOCK 23251P102 4,300,578.57 4,301 81,869 SH Sole 5, 28 81,869
CYTORI THERAPEUTICS COMMON
INC COM STK STOCK 23283K105 130,284.00 130 46,200 SH Sole 28 46,200
DFC GLOBAL CORP COMMON
USD0.001 STOCK 23324T107 1,826,270.64 1,826 98,664 SH Sole 8, 28 98,664
DR HORTON INC COM STK COMMON
USD0.01 STOCK 23331A109 2,245,643.18 2,246 113,531 SH Sole 28, 33 113,531
DSP GROUP INC COM STK COMMON
USD0.001 STOCK 23332B106 248,238.72 248 43,097 SH Sole 8, 28, 33 43,097
DSW INC COM STK COMMON
CLASS 'A' NPV STOCK 23334L102 10,083,612.07 10,084 153,503 SH Sole 11, 38 153,503
DTS INC COM COMMON
STOCK 23335C101 268,202.00 268 16,060 SH Sole 28, 56 16,060
DAVITA HEALTHCARE
PARTNERS INC COM STK COMMON
USD0.001 STOCK 23918K108 7,789,933.34 7,790 70,478 SH Sole 11, 28 70,478
DELL INC COM STK COMMON
USD0.01 STOCK 24702R101 6,929,426.50 6,929 684,050 SH Sole 28, 43 684,050
DEMAND MEDIA INC COMMON
USD0.0001 STOCK 24802N109 971,399.56 971 104,564 SH Sole 8, 28 104,564
DEMANDWARE INC COMMON 5, 8,
USD0.01 STOCK 24802Y105 1,335,565.52 1,336 48,886 SH Sole 28, 47 48,886
DENDREON CORP COM COMMON
USD0.001 STOCK 24823Q107 649,878.24 650 123,083 SH Sole 28 123,083
DENNY'S CORP COM COMMON
USD0.01 STOCK 24869P104 374,803.52 375 76,804 SH Sole 28 76,804
DESTINATION COMMON
MATERNITY CORP STOCK 25065D100 232,934.24 233 10,804 SH Sole 28 10,804
DEVON ENERGY
CORP(NEW) COM STK COMMON
USD0.10 STOCK 25179M103 27,676,641.36 27,677 531,834 SH Sole 23, 28, 31 531,834
DEX ONE CORP USD0.001 COMMON
STOCK 25212W100 34,861.12 35 22,064 SH Sole 33, 48 22,064
DIAMOND HILL INVES COMMON
CLASS 'A' COM NPV STOCK 25264R207 147,663.36 148 2,176 SH Sole 28 2,176
DIAMOND OFFSHORE
DRILLING INC COM STK COMMON
USD0.01 STOCK 25271C102 5,052,622.12 5,053 74,347 SH Sole 11, 28 74,347
DIAMONDBACK ENERGY COMMON
INC USD0.01 STOCK 25278X109 657,116.16 657 34,368 SH Sole 8, 28 34,368
DIGIMARC CORP (NEW) COMMON
USD0.001 STOCK 25381B101 119,232.00 119 5,760 SH Sole 28 5,760
DIGITAL RIVER INC COM COMMON
STK USD0.01 STOCK 25388B104 508,226.02 508 35,318 SH Sole 28, 33 35,318
DIGITALGLOBE INC COM COMMON
STK USD0.001 STOCK 25389M877 785,330.52 785 32,133 SH Sole 28, 33 32,133
DIGITAL GENERATION COMMON
INC STOCK 25400B108 309,271.08 309 28,478 SH Sole 28, 33 28,478
DISCOVERY
COMMUNICATIONS INC COMMON
CLS 'A' USD0.01 STOCK 25470F104 9,168,479.88 9,168 144,431 SH Sole 11, 28 144,431
DISH NETWORK CORP
CLASS'A'COM STK COMMON
USD0.01 STOCK 25470M109 3,815,593.60 3,816 104,824 SH Sole 43 104,824
DIRECTV USD0.01 COMMON
STOCK 25490A309 11,915,207.04 11,915 237,544 SH Sole 28 237,544
DOLAN CO(THE) USD0.001 COMMON
STOCK 25659P402 104,819.94 105 26,946 SH Sole 28, 33 26,946
DOLBY LABORATORIES
INC COM STK USD0.001 COMMON
CLASS 'A' STOCK 25659T107 3,420,435.27 3,420 116,619 SH Sole 35, 56 116,619
DOMINION RESOURCES
INC(VIRGINIA) COM STK COMMON
NPV STOCK 25746U109 11,696,543.60 11,697 225,802 SH Sole 28 225,802
DOMINOS PIZZA INC COM COMMON
STK USD0.01 STOCK 25754A201 3,168,131.85 3,168 72,747 SH Sole 5, 28 72,747
DORAL FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 25811P886 80,096.32 80 110,615 SH Sole 28, 33 110,615
DOUGLAS DYNAMICS INC COMMON 11, 25,
USD0.01 STOCK 25960R105 2,113,689.54 2,114 146,886 SH Sole 28, 33 146,886
DREAMWORKS
ANIMATION SKG INC COMMON
CLASS 'A' COM STK STOCK 26153C103 2,263,296.30 2,263 136,590 SH Sole 28, 33 136,590
DREW INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 26168L205 527,739.00 528 16,364 SH Sole 28, 33 16,364
DUFF & PHELPS CORP COMMON
COM STK USD0.01 CL 'A' STOCK 26433B107 394,529.96 395 25,258 SH Sole 28 25,258
DUKE ENERGY CORP COMMON
COM STK NPV STOCK 26441C204 20,990,200.00 20,990 329,000 SH Sole 28, 58 329,000
DURATA THERAPEUTICS COMMON
INC USD0.01 STOCK 26658A107 43,914.72 44 5,748 SH Sole 28 5,748
DYNACQ HEALTHCARE COMMON
INC USD0.001 STOCK 26779V105 1.28 0 256 SH Sole 33 256
DYNEGY INC(NEW) COMMON
USD0.01 STOCK 26817R108 1,492.14 1 78 SH Sole 33 78
EOG RESOURCES INC COMMON 23, 28, 31,
COM STK USD0.01 STOCK 26875P101 74,601,836.64 74,602 617,616 SH Sole 39, 51 617,616
EPIQ SYSTEMS INC COM COMMON
STK USD0.01 STOCK 26882D109 602,640.90 603 47,155 SH Sole 8, 28, 33 47,155
EPL OIL & GAS INC COMMON 8, 28,
USD0.001 STOCK 26883D108 4,427,692.50 4,428 196,350 SH Sole 30, 33 196,350
ESB FINANCIAL CORP COMMON
USD0.01 STOCK 26884F102 131,959.18 132 9,514 SH Sole 28, 33 9,514
EQT CORP COM STK NPV COMMON
STOCK 26884L109 7,699,072.26 7,699 130,537 SH Sole 23, 28, 43 130,537
EAGLE MATERIALS INC COMMON
COM STK USD0.01 STOCK 26969P108 5,707,845.00 5,708 97,570 SH Sole 11, 28, 47 97,570
EAST WEST BANCORP INC COMMON
USD0.001 STOCK 27579R104 5,703,961.76 5,704 265,424 SH Sole 8, 28, 33 265,424
ECHELON CORP COM STK COMMON
USD0.01 STOCK 27874N105 74,974.90 75 30,602 SH Sole 28 30,602
ECHO GLOBAL LOGISTICS COMMON
INC USD0.01 STOCK 27875T101 214,615.71 215 11,943 SH Sole 28 11,943
EDGEN GROUP INC COMMON
USD0.0001 STOCK 28014Q107 86,040.22 86 12,187 SH Sole 28 12,187
EDUCATION
MANAGEMENT CORP COMMON
USD0.01 STOCK 28140M103 90,552.12 91 20,674 SH Sole 28 20,674
EHEALTH INC COM NPV COMMON
STOCK 28238P109 431,243.64 431 15,693 SH Sole 28 15,693
EINSTEIN NOAH
RESTAURANT GROUP INC COMMON
COM STK NPV STOCK 28257U104 61,025.58 61 4,998 SH Sole 28 4,998
ELIZABETH ARDEN INC COMMON
COM STK USD0.01 STOCK 28660G106 3,378,900.70 3,379 75,070 SH Sole 28, 33, 47 75,070
ELLIE MAE INC USD0.0001 COMMON
STOCK 28849P100 2,178,486.00 2,178 78,504 SH Sole 28, 47 78,504
EMCOR GROUP COM STK COMMON 8, 28,
USD0.01 STOCK 29084Q100 5,926,720.23 5,927 171,243 SH Sole 30, 33 171,243
EMERGENT
BIOSOLUTIONS COM STK COMMON
USD0.001 STOCK 29089Q105 385,040.20 385 24,005 SH Sole 28, 33 24,005
EMERALD OIL INC COMMON
USD0.001 STOCK 29101U209 60,857.36 61 11,614 SH Sole 28 11,614
ENDEAVOUR SILVER C COMMON
COM NPV STOCK 29258Y103 173,580.00 174 22,000 SH Sole 11 22,000
ENDEAVOUR INTL CORP COMMON
COM STK USD0.001 STOCK 29259G200 189,888.44 190 36,658 SH Sole 28 36,658
ENDO HEALTH COMMON
SOLUTIONS INC STOCK 29264F205 12,729,338.66 12,729 484,558 SH Sole 25, 28, 35 484,558
ENERGEN CORP COM STK COMMON
USD0.01 STOCK 29265N108 7,513,707.42 7,514 166,638 SH Sole 28, 30 166,638
ENERGIZER HLDGS INC COMMON
COM STK USD0.01 STOCK 29266R108 9,246,007.92 9,246 115,604 SH Sole 23, 28 115,604
ENDOLOGIX INC COMMON
STOCK 29266S106 1,954,397.28 1,954 137,247 SH Sole 28, 47 137,247
ENDOCYTE INC USD0.001 COMMON
STOCK 29269A102 214,559.14 215 23,893 SH Sole 28 23,893
ENERGY RECOVERY INC COMMON
USD0.001 STOCK 29270J100 130,009.20 130 38,238 SH Sole 28, 33 38,238
ENERSYS COM USD0.01 COMMON
STOCK 29275Y102 3,133,261.95 3,133 83,265 SH Sole 8, 28, 33 83,265
ENGILITY HLDGS INC COMMON
NPV STOCK 29285W104 34,629.48 35 1,798 SH Sole 33 1,798
ENPHASE ENERGY INC COMMON
USD0.00001 STOCK 29355A107 23,418.40 23 6,416 SH Sole 28 6,416
ENPRO INDUSTRIES INC COMMON 8, 28,
COM STK USD0.01 STOCK 29355X107 3,729,180.20 3,729 91,178 SH Sole 30, 33 91,178
ENSIGN GROUP INC COM COMMON
NPV STOCK 29358P101 2,049,065.59 2,049 75,361 SH Sole 28, 30, 33 75,361
ENTEGRIS INC COM STK COMMON
USD0.01 STOCK 29362U104 1,515,452.76 1,515 165,082 SH Sole 8, 28 165,082
ENTERGY CORP COM STK COMMON
USD0.01 STOCK 29364G103 16,258,927.50 16,259 255,042 SH Sole 28, 37, 43 255,042
ENTEROMEDICS INC NPV COMMON
STOCK 29365M208 58,097.20 58 20,749 SH Sole 28 20,749
ENTRAVISION
COMMUNICATIONS CORP
CLASS'A' COM STK COMMON
STOCK 29382R107 69,273.46 69 41,731 SH Sole 28 41,731
ENTROPIC
COMMUNICATIONS INC COMMON
USD0.001 STOCK 29384R105 2,034,872.56 2,035 384,664 SH Sole 28, 30, 33 384,664
ENVESTNET INC USD0.005 COMMON
STOCK 29404K106 236,633.85 237 16,963 SH Sole 28 16,963
ENVIVIO INC USD0.001 COMMON
STOCK 29413T106 41,316.80 41 24,304 SH Sole 8, 28 24,304
EPAM SYSTEMS INC COMMON
USD0.001 STOCK 29414B104 71,386.40 71 3,944 SH Sole 28 3,944
EPOCH HLDGS COM STK COMMON
USD0.01 STOCK 29428R103 355,808.70 356 12,753 SH Sole 28 12,753
EPOCRATES INC USD0.001 COMMON
STOCK 29429D103 130,580.10 131 14,805 SH Sole 28 14,805
EQUINIX INC USD0.001 COMMON
STOCK 29444U502 22,323,830.60 22,324 108,263 SH Sole 28, 58 108,263
ESSA BANCORP INC COM COMMON
STK USD0.01 STOCK 29667D104 105,436.98 105 9,682 SH Sole 28, 33 9,682
E2OPEN INC USD0.001 COMMON
STOCK 29788A104 47,096.16 47 3,326 SH Sole 28 3,326
EVERCORE PARTNERS COMMON
INC COM STK NPV STOCK 29977A105 688,694.28 689 22,812 SH Sole 28 22,812
EVERBANK FINANCIAL COMMON
CORP USD0.01 STOCK 29977G102 1,656,515.91 1,657 111,101 SH Sole 28, 30 111,101
EVOLUTION PETROLEUM COMMON
CORP COM STK USD0.001 STOCK 30049A107 110,397.27 110 13,579 SH Sole 28 13,579
EXACT SCIENCES CORP COMMON
COM STK USD0.01 STOCK 30063P105 535,822.23 536 50,597 SH Sole 28 50,597
EXACTTARGET INC COMMON
USD0.0005 STOCK 30064K105 4,909,880.00 4,910 245,494 SH Sole 8, 28, 38 245,494
EXAMWORKS GROUP INC COMMON
USD0.0001 STOCK 30066A105 363,362.27 363 25,973 SH Sole 28, 33 25,973
EXELON CORP COM STK COMMON
NPV STOCK 30161N101 9,991,866.76 9,992 335,974 SH Sole 28 335,974
EXELIXIS INC COM STK COMMON
USD0.001 STOCK 30161Q104 662,147.30 662 144,890 SH Sole 28 144,890
EXELIS INC USD0.01 COMMON
STOCK 30162A108 3,771,742.17 3,772 334,671 SH Sole 28, 33 334,671
11, 23, 28,
EXPEDIA INC USD0.001 COMMON 38, 53,
STOCK 30212P303 18,564,290.80 18,564 302,104 SH Sole 58, 59 302,104
EXPONENT INC COM STK COMMON
USD0.001 STOCK 30214U102 2,316,889.17 2,317 41,499 SH Sole 11, 28 41,499
EXPRESS SCRIPTS HLDG COMMON 23, 28, 50,
CO USD0.01 STOCK 30219G108 32,985,414.00 32,985 610,841 SH Sole 53, 59 610,841
EXTERRAN HLDGS INC COMMON
COM STOCK 30225X103 1,367,654.56 1,368 62,393 SH Sole 28, 33 62,393
EXTREME NETWORKS COMMON
COM STK USD0.001 STOCK 30226D106 1,831,833.64 1,832 503,251 SH Sole 28, 30, 33 503,251
EXXON MOBIL CORP COM COMMON 11, 23, 28,
STK NPV STOCK 30231G102 230,062,449.75 230,062 2,658,145 SH Sole 31, 39, 58 2,658,145
FBL FINANCIAL GROUP COMMON
INC COM STK NPV STOCK 30239F106 340,594.76 341 9,956 SH Sole 28, 33 9,956
FEI CO COM STK NPV COMMON 8, 11, 28,
STOCK 30241L109 8,202,755.84 8,203 147,904 SH Sole 33, 38, 56 147,904
FBR & CO USD0.001 COMMON
STOCK 30247C301 119,672.01 120 30,923 SH Sole 28 30,923
FMC TECHNOLOGIES INC COMMON
COM STK USD0.01 STOCK 30249U101 7,056,114.01 7,056 164,747 SH Sole 28, 50 164,747
FACEBOOK INC COMMON
USD0.000006 A STOCK 30303M102 9,807,589.33 9,808 368,291 SH Sole 50, 53, 54 368,291
FEDERATED NATL HLDG COMMON
CO USD0.01 STOCK 31422T101 6,238.42 6 1,151 SH Sole 33 1,151
FEDEX CORP COM STK COMMON
USD0.10 STOCK 31428X106 33,405,983.24 33,406 364,217 SH Sole 28, 51 364,217
FIDELITY NATIONAL INFO COMMON
SERVICES INC COM STK STOCK 31620M106 3,411,797.72 3,412 98,012 SH Sole 28 98,012
FIDELITY NATIONAL
FINANCIAL INC CLASS 'A' COMMON
COM STK STOCK 31620R105 8,857,531.80 8,858 376,116 SH Sole 28 376,116
FIESTA RESTAURANT COMMON
GROUP INC USD0.01 STOCK 31660B101 199,757.48 200 13,039 SH Sole 28 13,039
FIFTH STREET FINANCE COMMON
CORP USD0.01 STOCK 31678A103 868,507.00 869 83,350 SH Sole 28 83,350
FINISAR CORP USD0.001 COMMON
STOCK 31787A507 1,178,538.90 1,179 72,303 SH Sole 28 72,303
FIRST AMERICAN
FINANCIAL CORP COMMON
USD0.00001 STOCK 31847R102 7,016,862.93 7,017 291,277 SH Sole 28, 33 291,277
FIRST BANCORP INC COMMON
MAINE COM STK USD0.01 STOCK 31866P102 168,356.34 168 10,222 SH Sole 8, 28, 33 10,222
FIRST CASH FINANCIAL
SERVICES INC COM STK COMMON
USD0.01 STOCK 31942D107 1,134,908.64 1,135 22,872 SH Sole 28 22,872
FIRST CITIZENS
BANCSHARES INC NRTH COMMON
CLASS'A'SHS STOCK 31946M103 834,013.50 834 5,101 SH Sole 30 5,101
FIRST COMMUNITY
BANCSHARES INC COM COMMON
STK USD1 STOCK 31983A103 718,107.02 718 44,966 SH Sole 8, 28, 33 44,966
FIRST DEFIANCE
FINANCIAL CORP COM COMMON
STK USD0.01 STOCK 32006W106 170,426.39 170 8,881 SH Sole 28, 33 8,881
FIRST FEDERAL
BANCSHARES ARKANSAS COMMON
USD0.01 STOCK 32020F303 23,858.25 24 2,447 SH Sole 28 2,447
FIRST FINANCIAL
BANKSHARES INC COM COMMON
STK USD0.01 STOCK 32020R109 2,318,949.45 2,319 59,445 SH Sole 11, 28 59,445
FIRST FINANCIAL
NORTHWEST INC COM COMMON
STK USD0.01 STOCK 32022K102 105,677.35 106 13,997 SH Sole 28, 33 13,997
FIRST INTERSTATE
BANCSYSTEM INC NPV COMMON
CLS A STOCK 32055Y201 218,997.99 219 14,193 SH Sole 28, 33 14,193
FIRST NIAGARA
FINANCIAL GROUP INC COMMON
COM STOCK 33582V108 5,470,018.84 5,470 689,788 SH Sole 8, 28, 33 689,788
FIRST PACTRUST
BANCORP INC COM STK COMMON
USD0.01 STOCK 33589V101 119,031.27 119 9,701 SH Sole 28, 33 9,701
FIRST REPUBLIC BANK COMMON
SAN FRANCISCO USD0.01 STOCK 33616C100 6,569,112.00 6,569 200,400 SH Sole 35 200,400
FIRST SOUTH BANCORP COMMON
INC COM STK USD0.01 STOCK 33646W100 6,480.00 6 1,350 SH Sole 33 1,350
1ST UNITED BANCORP COMMON
INC USD0.01 STOCK 33740N105 161,650.00 162 25,864 SH Sole 28, 33 25,864
FIRSTCITY FINANCIAL COMMON
CORP COM STK USD0.01 STOCK 33761X107 9,740.00 10 1,000 SH Sole 33 1,000
FIVE BELOW INC USD0.01 COMMON
STOCK 33829M101 1,339,912.80 1,340 41,820 SH Sole 8, 28, 47 41,820
FIVE STAR QUALITY
CARE INC COM STK COMMON
USD0.01 STOCK 33832D106 1,469,638.41 1,470 293,341 SH Sole 8, 28, 33 293,341
FLOWSERVE CORP COMMON
COM STK USD1.25 STOCK 34354P105 3,276,869.60 3,277 22,322 SH Sole 23, 28 22,322
FLUIDIGM CORP USD0.001 COMMON
STOCK 34385P108 270,272.97 270 18,887 SH Sole 28 18,887
FORTEGRA FINANCIAL COMMON
CORP USD0.01 STOCK 34954W104 51,019.71 51 5,739 SH Sole 28 5,739
FORTUNE BRANDS HOME
& SECURITY INC USD0.01 COMMON
WI STOCK 34964C106 12,099,739.02 12,100 414,091 SH Sole 11, 28 414,091
FORUM ENERGY
TECHNOLOGIES INC COMMON 5, 8,
USD0.01 STOCK 34984V100 4,326,201.00 4,326 174,796 SH Sole 28, 47 174,796
FOX CHASE BANCORP COMMON
INC USD0.01 STOCK 35137T108 186,213.60 186 11,184 SH Sole 28, 33 11,184
FRANKLIN FINANCIAL COMMON
CORP(VA) USD0.01 STOCK 35353C102 202,773.40 203 12,230 SH Sole 28, 33 12,230
FREEPORT-MCMORAN
COPPER & GOLD INC COM COMMON 11, 23,
STK USD0.10 STOCK 35671D857 19,250,359.20 19,250 562,876 SH Sole 28, 59 562,876
FRESH MARKET INC (THE) COMMON
USD0.01 STOCK 35804H106 6,132,340.62 6,132 127,518 SH Sole 38, 47 127,518
FRONTIER COMMUNICATIONS COMMON
CORP CLASS'B'COM STK STOCK 35906A108 1,770,374.92 1,770 413,639 SH Sole 28, 33 413,639
FUELCELL ENERGY INC COMMON
COM STK USD0.0001 STOCK 35952H106 112,523.24 113 122,708 SH Sole 28 122,708
FUEL SYSTEMS
SOLUTIONS INC COM STK COMMON
USD0.001 STOCK 35952W103 207,564.00 208 14,120 SH Sole 28, 33 14,120
FURIEX
PHARMACEUTICALS INC COMMON
USD0.001(WI) STOCK 36106P101 119,662.38 120 6,213 SH Sole 28, 33 6,213
FUSION-IO INC USD0.0002 COMMON
STOCK 36112J107 321,020.00 321 14,000 SH Sole 8 14,000
FUTUREFUEL CORP COM COMMON
USD0.0001 STOCK 36116M106 234,585.92 235 19,813 SH Sole 8, 28, 33 19,813
GEO GROUP INC COM COMMON
USD0.01 STOCK 36159R103 1,701,898.20 1,702 60,351 SH Sole 28, 33 60,351
GSI GROUP INC CDA NEW COMMON
USD0.001 STOCK 36191C205 498,668.78 499 57,583 SH Sole 8, 28, 33 57,583
GNC HLDGS INC USD0.001 COMMON
STOCK 36191G107 8,706,048.00 8,706 261,600 SH Sole 23, 38, 53 261,600
GSV CAPITAL CORP COMMON
USD0.01 STOCK 36191J101 131,120.22 131 15,554 SH Sole 28 15,554
GT ADVANCED
TECHNOLOGIES INC COMMON
USD0.01 STOCK 36191U106 1,515,937.32 1,516 501,966 SH Sole 8, 28 501,966
GSE HLDG INC USD0.01 COMMON
STOCK 36191X100 41,025.40 41 6,617 SH Sole 28 6,617
GP STRATEGIES CORP COMMON
COM STK USD0.01 STOCK 36225V104 611,653.00 612 29,620 SH Sole 8, 28, 33 29,620
GSE SYSTEMS INC COMMON
COM STK USD0.01 STOCK 36227K106 5,425.92 5 2,512 SH Sole 33 2,512
G-III APPAREL GROUP COMMON 8, 25, 28,
COM STK USD0.01 STOCK 36237H101 3,460,173.78 3,460 101,086 SH Sole 30, 33 101,086
GSI TECHNOLOGY INC COMMON
COM STK USD0.001 STOCK 36241U106 119,857.32 120 19,116 SH Sole 28, 33 19,116
GAIAM INC CLASS'A'COM COMMON
STK USD0.0001 STOCK 36268Q103 1,911.80 2 605 SH Sole 33 605
GAIN CAPITAL HLDGS INC COMMON
USD0.00001 STOCK 36268W100 50,793.71 51 12,419 SH Sole 28 12,419
GAMING PARTNERS
INTERNATIONAL COMMON
CORPORATION STOCK 36467A107 2,369.95 2 341 SH Sole 33 341
GAMESTOP
CORPORATION NEW COMMON 28, 30, 33,
CLASS 'A' COM USD0.001 STOCK 36467W109 7,320,057.68 7,320 291,752 SH Sole 35, 43 291,752
GEEKNET INC COM COMMON
STK USD0.001 STOCK 36846Q203 58,700.60 59 3,646 SH Sole 28 3,646
GENERAL MOTORS CO COMMON 23, 41, 45,
USD0.01 STOCK 37045V100 17,208,223.38 17,208 596,886 SH Sole 51, 58, 59 596,886
GENOMIC HEALTH INC COMMON
COM STK USD0.0001 STOCK 37244C101 352,526.32 353 12,932 SH Sole 28 12,932
GENTIVA HEALTH
SERVICES INC COM STK COMMON
USD0.01 STOCK 37247A102 327,338.55 327 32,571 SH Sole 28, 33 32,571
GENWORTH FINANCIAL COMMON
INC COM STK USD0.001 STOCK 37247D106 1,437,669.34 1,438 191,434 SH Sole 28 191,434
GEOEYE INC COM STK COMMON
USD0.01 STOCK 37250W108 440,729.66 441 14,342 SH Sole 28, 33 14,342
GENTHERM INC NPV COMMON
STOCK 37253A103 316,393.70 316 23,789 SH Sole 28 23,789
GEOSPACE
TECHNOLOGIES CORP COMMON
USD0.01 STOCK 37364X109 1,023,338.05 1,023 11,515 SH Sole 28, 56 11,515
GIGOPTIX INC USD0.001 COMMON
STOCK 37517Y103 819.84 1 427 SH Sole 33 427
GLACIER BANCORP COM COMMON
STK USD0.01 STOCK 37637Q105 921,184.33 921 62,623 SH Sole 28, 33 62,623
GLOBAL PAYMENTS INC COMMON
COM STK USD0.001 STOCK 37940X102 12,490,433.10 12,490 275,727 SH Sole 11, 28, 35 275,727
GLOBAL POWER
EQUIPMENT GROUP INC COMMON
COM STK USD0.01 STOCK 37941P306 243,787.25 244 14,215 SH Sole 28, 33 14,215
GLOBAL GEOPHYSICAL COMMON
SERVICES INC USD0.01 STOCK 37946S107 81,866.40 82 21,264 SH Sole 28, 33 21,264
GLOBE SPECIALTY COMMON
METALS INC USD0.0001 STOCK 37954N206 1,612,091.25 1,612 117,243 SH Sole 8, 28 117,243
GLOBECOMM SYSTEMS COMMON
INC COM STK USD0.001 STOCK 37956X103 260,532.80 261 23,056 SH Sole 28, 33 23,056
GOLD RESERVE INC COMMON
CLASS'A'COM STK NPV STOCK 38068N108 135,749.72 136 41,012 SH Sole 28 41,012
GOLD RESOURCE CORP COMMON
USD0.001 STOCK 38068T105 367,728.83 368 23,863 SH Sole 28 23,863
GOLDEN STAR COMMON
RESOURCES COM NPV STOCK 38119T104 380,462.32 380 206,773 SH Sole 28 206,773
11, 23, 28,
GOLDMAN SACHS GROUP COMMON 37, 41,
INC COM STK USD0.01 STOCK 38141G104 53,332,708.44 53,333 418,099 SH Sole 51, 58 418,099
GOLUB CAPITAL BDC INC COMMON
USD0.001 STOCK 38173M102 192,431.16 192 12,042 SH Sole 28 12,042
11, 23, 28,
37, 50, 51,
GOOGLE INC COM STK COMMON 53, 54,
USD0.001 CLS A STOCK 38259P508 203,512,578.04 203,513 286,892 SH Sole 58, 59 286,892
GORDMANS STORES INC COMMON
USD0.001 STOCK 38269P100 955,842.76 956 63,638 SH Sole 28, 30 63,638
GRACE(W.R.)& CO COM COMMON
STK USD0.01 STOCK 38388F108 353,965.95 354 5,265 SH Sole 23 5,265
GRAND CANYON COMMON
EDUCATION INC USD0.01 STOCK 38526M106 745,876.60 746 31,780 SH Sole 28 31,780
GREATBATCH INC COM COMMON
STK USD0.001 STOCK 39153L106 1,642,231.36 1,642 70,664 SH Sole 8, 28, 33 70,664
GREEN DOT CORP COMMON
USD0.001 A STOCK 39304D102 235,765.00 236 19,325 SH Sole 28 19,325
GREENWAY MEDICAL
TECHNOLOGIES INC COMMON
USD0.0001 STOCK 39679B103 98,503.68 99 6,413 SH Sole 28 6,413
GTX INC COM STK COMMON
USD0.001 STOCK 40052B108 89,317.20 89 21,266 SH Sole 28 21,266
GUARANTY BANCROP COMMON
STOCK 40075T102 121,305.60 121 62,208 SH Sole 28, 33 62,208
GUIDEWIRE SOFTWARE COMMON 8, 28,
INC USD0.0001 STOCK 40171V100 8,071,595.36 8,072 271,588 SH Sole 38, 47 271,588
HCA HLDGS INC USD0.01 COMMON
STOCK 40412C101 12,695,536.00 12,696 420,800 SH Sole 50, 58 420,800
HFF INC COM STK COMMON
USD0.01 CLASS 'A' STOCK 40418F108 393,568.60 394 26,414 SH Sole 28 26,414
HMS HOLDING CORP COM COMMON
STK USD0.01 STOCK 40425J101 5,775,183.36 5,775 222,808 SH Sole 28 222,808
HALCON RESOURCES COMMON
CORP USD0.0001 STOCK 40537Q209 669,281.64 669 96,717 SH Sole 28, 33 96,717
HALLADOR ENERGY CO COMMON
USD0.01 STOCK 40609P105 42,324.24 42 5,124 SH Sole 28 5,124
HALLMARK FINANCIAL
SERVICES INC COM STK COMMON
USD0.18 STOCK 40624Q203 130,971.72 131 13,948 SH Sole 28, 33 13,948
HALOZYME
THERAPEUTICS INC COM COMMON
STK USD0.001 STOCK 40637H109 480,214.57 480 71,567 SH Sole 28 71,567
HANGER INC USD0.01 COMMON
STOCK 41043F208 5,495,502.24 5,496 200,859 SH Sole 28, 33, 38 200,859
HARBINGER GROUP INC COMMON
USD0.01 STOCK 41146A106 246,110.76 246 32,004 SH Sole 28 32,004
HARVEST NATURAL
RESOURCES COM STK COMMON
USD0.01 STOCK 41754V103 359,135.72 359 39,596 SH Sole 28, 33 39,596
HEADWATERS INC COM COMMON
STK USD0.001 STOCK 42210P102 481,508.56 482 56,251 SH Sole 28, 33 56,251
HEALTH NET INC COM COMMON
STK USD0.001 STOCK 42222G108 3,505,420.80 3,505 144,256 SH Sole 28 144,256
HEALTHSTREAM INC COMMON
USD0.01 STOCK 42222N103 379,284.62 379 15,602 SH Sole 28 15,602
HEARTLAND FINANCIAL COMMON
USA INC COM STK USD1 STOCK 42234Q102 779,374.60 779 29,804 SH Sole 8, 28, 33 29,804
HEARTLAND PAYMENT
SYSTEMS INC COM STK COMMON
USD0.001 STOCK 42235N108 905,060.00 905 30,680 SH Sole 28 30,680
HEELYS INC COM COMMON
STOCK 42279M107 4,906.00 5 2,200 SH Sole 33 2,200
HELIX ENERGY
SOLUTIONS GROUP INC COMMON
COM STK NPV STOCK 42330P107 7,296,116.16 7,296 353,494 SH Sole 8, 28, 33 353,494
HERITAGE FINANCIAL COMMON
CORP COM STK NPV STOCK 42722X106 190,353.02 190 12,958 SH Sole 28 12,958
HERITAGE OAKS COMMON
BANCORP COM STK NPV STOCK 42724R107 82,638.40 83 14,248 SH Sole 28 14,248
HERITAGE CRYSTAL COMMON
CLEAN INC USD0.01 STOCK 42726M106 93,647.39 94 6,239 SH Sole 28 6,239
HERITAGE FINANCIAL COMMON
GROUP INC USD0.01 STOCK 42726X102 81,623.01 82 5,919 SH Sole 28 5,919
HERTZ GLOBAL
HOLDINGS INC COM STK COMMON
USD0.01 STOCK 42805T105 6,182,892.86 6,183 380,018 SH Sole 38 380,018
HESS CORP COM STK COMMON
USD1 STOCK 42809H107 11,151,469.44 11,151 210,564 SH Sole 28, 51, 54 210,564
HHGREGG INC COM STK COMMON
USD0.0001 STOCK 42833L108 131,400.36 131 18,718 SH Sole 28, 33 18,718
HI-TECH PHARMACAL COMMON
COM STK USD0.01 STOCK 42840B101 322,900.38 323 9,231 SH Sole 28, 33 9,231
HIGHER ONE HLDG INC COMMON
USD0.001 STOCK 42983D104 272,690.88 273 25,872 SH Sole 28 25,872
HITTITE MICROWAVE COMMON 5, 11,
CORP COM STK USD0.01 STOCK 43365Y104 5,822,558.10 5,823 93,761 SH Sole 28, 56 93,761
HOME FEDERAL BANCORP COMMON
INC MD COM STK USD0.01 STOCK 43710G105 171,049.23 171 13,761 SH Sole 28, 33 13,761
HOMESTREET INC NPV COMMON
STOCK 43785V102 1,189,837.95 1,190 46,569 SH Sole 8, 28 46,569
HORIZON TECHNOLOGY COMMON
FINANCE CORP USD0.001 STOCK 44045A102 1,290,024.93 1,290 86,637 SH Sole 28, 30 86,637
HORIZON PHARMA INC COMMON
USD0.0001 STOCK 44047T109 65,177.09 65 27,973 SH Sole 28 27,973
HOUSTON WIRE & CABLE COMMON
CO COM STK NPV STOCK 44244K109 177,375.12 177 14,456 SH Sole 28 14,456
HOWARD HUGHES CORP COMMON
USD0.01 STOCK 44267D107 172,619.28 173 2,364 SH Sole 33 2,364
HYPERION
THERAPEUTICS INC COMMON
USD0.0001 STOCK 44915N101 25,402.56 25 2,252 SH Sole 28 2,252
IAC/INTERACTIVE CORP COMMON
COM STK USD0.001 STOCK 44919P508 4,079,625.00 4,080 86,250 SH Sole 33, 59 86,250
ICF INTERNATIONAL INC COMMON
COM STK USD0.001 STOCK 44925C103 431,413.20 431 18,405 SH Sole 28, 33 18,405
ICG GROUP INC COMMON
STOCK 44928D108 377,612.91 378 33,037 SH Sole 28, 33 33,037
ICU MEDICAL INC COM COMMON
STK USD0.10 STOCK 44930G107 660,359.34 660 10,838 SH Sole 28, 33 10,838
IEC ELECTRONICS COM COMMON
STK USD0.01 STOCK 44949L105 7,706.40 8 1,140 SH Sole 33 1,140
IPG PHOTONICS CORP COMMON
COM STK USD0.001 STOCK 44980X109 4,348,445.95 4,348 65,243 SH Sole 38, 47 65,243
IPC THE HOSPITALIST CO COMMON
INC USD0.001 STOCK 44984A105 523,814.61 524 13,191 SH Sole 28 13,191
ITT EDUCATIONAL
SERVICES INC COM STK COMMON
USD0.01 STOCK 45068B109 223,212.45 223 12,895 SH Sole 28 12,895
IXIA INC COM STK NPV COMMON
STOCK 45071R109 569,984.64 570 33,568 SH Sole 28 33,568
IDENIX PHARMACEUTICALS COMMON
INC COM USD0.001 STOCK 45166R204 346,323.95 346 71,407 SH Sole 28 71,407
IDEX CORP COM STK COMMON
USD0.01 STOCK 45167R104 6,826,788.54 6,827 146,718 SH Sole 28 146,718
IDEXX LABORATORIES COMMON
INC COM STK USD0.10 STOCK 45168D104 9,765,251.20 9,765 105,229 SH Sole 11, 23, 28 105,229
IGATE CORP COM STK COMMON
USD0.01 STOCK 45169U105 403,254.67 403 25,571 SH Sole 28 25,571
IDENTIVE GROUP INC COMMON
USD0.01 STOCK 45170X106 6,904.50 7 4,603 SH Sole 33 4,603
IMATION CORP COM STK COMMON
USD0.01 STOCK 45245A107 132,062.93 132 28,279 SH Sole 28, 33 28,279
IMMUNOGEN INC COM COMMON
STK USD0.01 STOCK 45253H101 842,724.00 843 66,096 SH Sole 28 66,096
IMPAX LABORATORIES COMMON
INC COM STK USD0.01 STOCK 45256B101 7,253,705.88 7,254 354,012 SH Sole 8, 28, 38 354,012
IMPERVA INC USD0.0001 COMMON
STOCK 45321L100 1,976,741.82 1,977 62,694 SH Sole 28, 47 62,694
INCYTE CORP COM STK COMMON
USD0.001 STOCK 45337C102 1,800,557.22 1,801 108,402 SH Sole 5, 8, 56 108,402
INFINITY
PHARMACEUTICALS INC COMMON
COM STK NPV STOCK 45665G303 785,995.00 786 22,457 SH Sole 28 22,457
INFINITY PROPERTY &
CASUALTY CORP COM COMMON
NPV STOCK 45665Q103 1,682,029.44 1,682 28,881 SH Sole 11, 28 28,881
INFORMATICA CORP COM COMMON
STK USD0.001 STOCK 45666Q102 8,223,420.72 8,223 271,221 SH Sole 11, 28 271,221
INFINERA CORP COM STK COMMON
USD0.001 STOCK 45667G103 571,128.81 571 98,301 SH Sole 28, 33 98,301
INFOBLOX INC USD0.0001 COMMON
STOCK 45672H104 351,924.48 352 19,584 SH Sole 8, 28 19,584
INSIGHT ENTERPRISE INC COMMON
COM STK USD0.01 STOCK 45765U103 1,146,941.10 1,147 66,030 SH Sole 8, 28, 33 66,030
INNOSPEC INC COM STK COMMON
USD0.01 STOCK 45768S105 819,896.28 820 23,772 SH Sole 8, 28, 33 23,772
INNOVATIVE SOLUTIONS
& SUPPORT COM STK COMMON
USD0.001 STOCK 45769N105 313,291.12 313 91,073 SH Sole 30, 33 91,073
INPHI CORP USD0.001 COMMON
STOCK 45772F107 179,749.54 180 18,763 SH Sole 28 18,763
INNERWORKINGS INC COMMON
COM STK USD0.0001 STOCK 45773Y105 348,220.60 348 25,270 SH Sole 28 25,270
INNOPHOS HOLDINGS INC COMMON
COM STOCK 45774N108 1,614,201.00 1,614 34,714 SH Sole 11, 28 34,714
INSTEEL INDUSTRIES INC COMMON
COM NPV STOCK 45774W108 226,761.60 227 18,170 SH Sole 28, 33 18,170
INSPERITY INC COM STK COMMON
USD0.01 STOCK 45778Q107 581,716.96 582 17,866 SH Sole 28 17,866
INSULET CORPORATION COMMON
COM STK USD0.001 STOCK 45784P101 1,739,891.46 1,740 81,993 SH Sole 28, 47 81,993
INTEGRATED SILICON
SOLUTIONS INC COM STK COMMON 8, 28,
USD0.0001 STOCK 45812P107 2,210,382.00 2,210 245,598 SH Sole 30, 33 245,598
INTEGRYS ENERGY
GROUP INC COM STK COMMON
USD1 STOCK 45822P105 1,595,999.86 1,596 30,563 SH Sole 28 30,563
INTERACTIVE BROKERS
GROUP INC COM STK COMMON
USD1 STOCK 45841N107 46,648.80 47 3,410 SH Sole 33 3,410
INTERACTIVE
INTELLIGENCE GROUP COMMON
COM STOCK 45841V109 390,170.82 390 11,633 SH Sole 28 11,633
INTERCEPT
PHARMACEUTICALS INC COMMON
USD0.001 STOCK 45845P108 82,176.00 82 2,400 SH Sole 28 2,400
INTERCONTINENTAL
EXCHANGE INC COM STK COMMON 11, 28, 39,
USD0.01 STOCK 45865V100 33,096,641.58 33,097 267,318 SH Sole 51, 53 267,318
INTERDIGITAL INC COM COMMON
STK USD0.01 STOCK 45867G101 4,328,569.80 4,329 105,318 SH Sole 28 105,318
INTERMOLECULAR INC COMMON
USD0.001 STOCK 45882D109 292,151.40 292 32,826 SH Sole 8, 28 32,826
INTERMUNE INC COM COMMON
STK USD0.001 STOCK 45884X103 505,624.20 506 52,180 SH Sole 28 52,180
INTERNAP NETWORK
SERVICES COM STK COMMON
USD0.001 STOCK 45885A300 378,230.00 378 54,500 SH Sole 28, 33 54,500
INTERSIL CORP CLASS'A' COMMON
COM STK USD0.01 STOCK 46069S109 2,870,114.06 2,870 346,214 SH Sole 28, 33 346,214
INTERVAL LEISURE COMMON
GROUP INC USD0.01 STOCK 46113M108 597,599.80 598 30,820 SH Sole 28 30,820
INTL FCSTONE INC COMMON
STOCK 46116V105 207,527.20 208 11,920 SH Sole 28, 33 11,920
INTRALINKS HLDGS COMMON
INC USD0.001 STOCK 46118H104 223,458.89 223 36,217 SH Sole 28, 33 36,217
INTUITIVE SURGICAL INC COMMON 11, 28,
COM STK USD0.001 STOCK 46120E602 19,662,856.26 19,663 40,098 SH Sole 50, 53 40,098
INTREPID POTASH INC COMMON
USD0.001 STOCK 46121Y102 2,728,185.76 2,728 128,144 SH Sole 11, 28 128,144
INVENSENSE INC COMMON
USD0.001 STOCK 46123D205 322,212.22 322 29,002 SH Sole 28 29,002
INVESTMENT TECHNOLOGY COMMON
GROUP COM STK USD0.01 STOCK 46145F105 294,129.00 294 32,681 SH Sole 28, 33 32,681
INVESTORS BANCORP INC COMMON
COM STK USD0.01 STOCK 46146P102 4,178,424.46 4,178 235,007 SH Sole 25, 28, 30 235,007
IPASS INC COM STK COMMON
USD0.001 STOCK 46261V108 71,172.36 71 38,892 SH Sole 28 38,892
IRIDIUM COMMON
COMMUNICATIONS INC STOCK 46269C102 3,713,659.12 3,714 550,988 SH Sole 28, 33, 38 550,988
IRONWOOD
PHARMACEUTICALS INC COMMON
USD0.001 A STOCK 46333X108 1,846,252.11 1,846 166,479 SH Sole 5, 28 166,479
ITERIS INC NEW COM STK COMMON
USD0.1 STOCK 46564T107 2,890.00 3 1,700 SH Sole 33 1,700
IXYS CORP COM STK COMMON
USD0.01 STOCK 46600W106 331,882.54 332 36,311 SH Sole 8, 28, 33 36,311
JDS UNIPHASE CORP COM COMMON
STK USD0.008 STOCK 46612J507 1,243,107.40 1,243 91,810 SH Sole 28 91,810
11, 23, 28,
31, 37, 39,
JPMORGAN CHASE & CO COMMON 41, 51,
COM STK USD1 STOCK 46625H100 175,570,143.41 175,570 3,992,953 SH Sole 54, 58 3,992,953
JMP GROUP INC COM STK COMMON
USD0.001 STOCK 46629U107 93,629.75 94 15,425 SH Sole 28, 33 15,425
JAMBA INC COM STK COMMON
USD0.001 STOCK 47023A101 130,296.32 130 58,168 SH Sole 28 58,168
JANUS CAPITAL GROUP COMMON
INC COM STK USD0.01 STOCK 47102X105 3,073,402.56 3,073 360,728 SH Sole 28, 33 360,728
JIVE SOFTWARE INC COMMON
USD0.0001 STOCK 47760A108 189,703.68 190 13,056 SH Sole 28 13,056
JONES LANG LASALLE COMMON
INC COM STK USD0.01 STOCK 48020Q107 11,748,158.46 11,748 139,959 SH Sole 11, 28 139,959
THE JONES GROUP INC COMMON
STOCK 48020T101 1,252,710.90 1,253 113,265 SH Sole 8, 28, 33 113,265
J2 GLOBAL INC USD0.001 COMMON
STOCK 48123V102 1,114,977.38 1,115 36,461 SH Sole 28 36,461
JUNIPER NETWORKS COM COMMON 28, 31, 37,
STK USD0.00001 STOCK 48203R104 22,399,291.18 22,399 1,138,754 SH Sole 53, 58 1,138,754
KAR AUCTION SERVICES COMMON
INC USD0.01 STOCK 48238T109 1,176,672.64 1,177 58,136 SH Sole 30, 33 58,136
KBR INC COM STK COMMON
USD0.001 STOCK 48242W106 13,182,931.52 13,183 440,606 SH Sole 28, 37, 43 440,606
K12 INC USD0.0001 COMMON
STOCK 48273U102 468,464.36 468 22,919 SH Sole 28, 33 22,919
KADANT INC COM STK COMMON
USD0.01 STOCK 48282T104 1,145,841.73 1,146 43,223 SH Sole 8, 28, 33 43,223
KAPSTONE PAPER &
PACKAGING CORP COM COMMON
STK NPV STOCK 48562P103 885,270.05 885 39,895 SH Sole 28, 33 39,895
KB HOME COM STK USD1 COMMON
STOCK 48666K109 3,564,701.20 3,565 225,614 SH Sole 8, 28, 33 225,614
KID BRANDS INC COMMON
STOCK 49375T100 2,945.00 3 1,900 SH Sole 33 1,900
KINDER MORGAN INC COMMON
DELAWARE USD0.01 STOCK 49456B101 10,503,750.32 10,504 297,304 SH Sole 28, 43 297,304
KODIAK OIL & GAS CORP COMMON
COM NPV STOCK 50015Q100 4,503,039.30 4,503 508,818 SH Sole 11, 28, 30 508,818
KOPPERS INC COM STK COMMON
USD0.01 STOCK 50060P106 892,481.10 892 23,394 SH Sole 8, 28 23,394
KRAFT FOODS GROUP INC COMMON 23, 28, 39,
NPV STOCK 50076Q106 54,939,900.49 54,940 1,208,267 SH Sole 41, 51, 59 1,208,267
KRATOS DEFENSE^SECURITY
SOLUTIONS COM STK COMMON
USD0.001 STOCK 50077B207 386,610.83 387 76,861 SH Sole 8, 28, 33 76,861
KRATON PERFORMANCE COMMON
POLYMERS INC USD0.01 STOCK 50077C106 657,172.44 657 27,348 SH Sole 28, 33 27,348
LHC GROUP INC COM STK COMMON
USD0.01 STOCK 50187A107 347,701.20 348 16,324 SH Sole 28, 33 16,324
LSI INDUSTRIES COM STK COMMON
USD0.01 STOCK 50216C108 190,861.27 191 27,227 SH Sole 8, 28, 33 27,227
LABORATORY CORP OF
AMERICA HOLDINGS COMMON
COM STK USD0.1 STOCK 50540R409 5,247,352.98 5,247 60,579 SH Sole 28, 38 60,579
LADENBURG THALMANN COMMON
FINL SERVS INC COM STK STOCK 50575Q102 118,281.80 118 84,487 SH Sole 28 84,487
LANDAUER INC COM STK COMMON
USD0.10 STOCK 51476K103 1,684,682.83 1,685 27,523 SH Sole 11, 25, 28 27,523
LEAPFROG ENTERPRISES
INC CLASS'A'COM STK COMMON 28, 30,
USD0.0001 STOCK 52186N106 5,709,789.23 5,710 661,621 SH Sole 33, 38 661,621
LIBERTY INTERACTIVE COMMON
CORP STOCK 53071M104 6,300,217.44 6,300 320,133 SH Sole 35, 43 320,133
LIBERTY VENTURES - SER COMMON
A STOCK 53071M880 920,587.36 921 13,586 SH Sole 43 13,586
LIFE TIME FITNESS INC COMMON 5, 25,
COM STK USD0.02 STOCK 53217R207 7,494,584.58 7,495 152,298 SH Sole 28, 33 152,298
LIFE TECHNOLOGIES COMMON
CORP COM STOCK 53217V109 4,221,076.32 4,221 86,004 SH Sole 23, 28 86,004
LIFEPOINT HOSPITALS COMMON
INC COM STK USD0.01 STOCK 53219L109 9,125,118.75 9,125 241,725 SH Sole 23, 28, 33 241,725
LIGAND
PHARMACEUTICAL INC COMMON
USD0.001 B STOCK 53220K504 291,210.34 291 14,041 SH Sole 28 14,041
LIFETIME BRANDS INC COMMON
COM STK USD0.01 STOCK 53222Q103 278,607.99 279 26,259 SH Sole 8, 28, 33 26,259
LIFELOCK INC USD0.001 COMMON
STOCK 53224V100 113,795.61 114 13,997 SH Sole 28 13,997
LIMELIGHT NETWORKS COMMON
INC COM STK USD0.001 STOCK 53261M104 128,535.78 129 57,899 SH Sole 28, 33 57,899
LINKEDIN CORP COMMON
USD0.0001 A STOCK 53578A108 12,843,765.20 12,844 111,860 SH Sole 51 111,860
LIQUIDITY SERVICES INC COMMON
COM STK USD0.001 STOCK 53635B107 5,273,677.62 5,274 129,067 SH Sole 11, 28, 47 129,067
LOGMEIN INC NPV COMMON
STOCK 54142L109 1,961,883.45 1,962 87,545 SH Sole 5, 28 87,545
LOUISIANA BANCORP INC COMMON
COM NPV STOCK 54619P104 9,528.00 10 600 SH Sole 33 600
LUMBER LIQUIDATORS COMMON
HLDGS INC USD0.001 STOCK 55003T107 5,076,910.17 5,077 96,099 SH Sole 28, 38 96,099
M & T BANK CORP COM COMMON
STK USD5 STOCK 55261F104 7,677,804.37 7,678 77,971 SH Sole 28, 43 77,971
MBIA INC COM STK USD1 COMMON
STOCK 55262C100 166,121.70 166 21,162 SH Sole 33 21,162
MB FINANCIAL INC COM COMMON
STK USD0.01 STOCK 55264U108 1,024,037.50 1,024 51,850 SH Sole 28, 33 51,850
MGE ENERGY INC COM COMMON
STK USD1 STOCK 55277P104 1,401,940.20 1,402 27,516 SH Sole 8, 28 27,516
MGP INGREDIENTS INC COMMON
STOCK 55303J106 7,182.00 7 2,100 SH Sole 33 2,100
M/I HOMES,INC. COM COMMON
USD0.01 STOCK 55305B101 2,550,015.50 2,550 96,227 SH Sole 28, 30, 33 96,227
MKS INSTRUMENTS INC COMMON
COM STK NPV STOCK 55306N104 1,790,549.90 1,791 69,455 SH Sole 8, 28, 33 69,455
MRC GLOBAL INC COMMON
USD0.01 STOCK 55345K103 1,110,505.50 1,111 39,975 SH Sole 30 39,975
MSCI INC COM STK COMMON
USD0.01 CLS'A' STOCK 55354G100 6,728,083.95 6,728 217,105 SH Sole 28 217,105
MWI VETERINARY
SUPPLY INC COM STK COMMON
USD0.01 STOCK 55402X105 5,721,760.00 5,722 52,016 SH Sole 11, 28, 47 52,016
MYR GROUP INC USD0.01 COMMON
STOCK 55405W104 456,748.00 457 20,528 SH Sole 28, 33 20,528
M/A-COM TECH
SOLUTIONS HLDGS INC COMMON
USD0.001 STOCK 55405Y100 160,493.37 160 10,721 SH Sole 8, 28 10,721
MACY'S INC COM STK COMMON 23, 28, 43,
USD0.01 STOCK 55616P104 34,768,263.74 34,768 891,037 SH Sole 51, 58 891,037
MADISON SQUARE COMMON
GARDEN CO/THE STOCK 55826P100 255,145.55 255 5,753 SH Sole 33 5,753
MAGNUM HUNTER
RESOURCES CORP COM COMMON
STK USD0.01 STOCK 55973B102 518,700.00 519 130,000 SH Sole 28, 33 130,000
MAIN STREET CAPITAL
CORPORATION COM STK COMMON
USD0.01 STOCK 56035L104 741,118.41 741 24,291 SH Sole 28 24,291
MAINSOURCE FINANCIAL COMMON
GROUP COM STK USD1 STOCK 56062Y102 612,771.88 613 48,364 SH Sole 8, 28, 33 48,364
MANNING & NAPIER INC COMMON
USD0.01 A STOCK 56382Q102 138,411.00 138 10,985 SH Sole 28 10,985
MANNKIND CORP COM COMMON
USD0.01 STOCK 56400P201 209,630.19 210 90,749 SH Sole 28 90,749
MANPOWER INC COMMON
STOCK 56418H100 12,668,552.20 12,669 298,505 SH Sole 28, 33, 37 298,505
MAP PHARMACEUTICALS COMMON
INC COM STK USD0.01 STOCK 56509R108 345,855.65 346 22,015 SH Sole 28 22,015
MARATHON PETROLEUM COMMON
CORP USD0.01 STOCK 56585A102 16,345,854.00 16,346 259,458 SH Sole 28, 51, 58 259,458
MARCHEX INC COM STK COMMON
USD0.01 STOCK 56624R108 105,372.18 105 25,638 SH Sole 28, 33 25,638
MARKET LEADER INC COMMON
USD0.001 STOCK 57056R103 131,045.85 131 20,007 SH Sole 28, 33 20,007
MARKETAXESS COMMON
HOLDINGS INC STOCK 57060D108 1,024,617.80 1,025 29,026 SH Sole 28 29,026
MARRIOTT VACATIONS
WORLDWIDE CORP COMMON
USD0.01 STOCK 57164Y107 2,255,847.12 2,256 54,136 SH Sole 28, 30, 33 54,136
MASTERCARD INC COM COMMON 11, 23, 28,
STK STOCK 57636Q104 52,967,353.20 52,967 107,815 SH Sole 50, 51 107,815
MATSON INC NPV COMMON
STOCK 57686G105 2,044,269.84 2,044 82,697 SH Sole 28, 33 82,697
MATTRESS FIRM HLDG COMMON
CORP USD0.001 STOCK 57722W106 215,839.47 216 8,799 SH Sole 28 8,799
MAXIM INTEGRATED
PRODUCTS COM STK COMMON
USD0.001 STOCK 57772K101 1,433,838.00 1,434 48,770 SH Sole 53 48,770
MAXLINEAR INC USD0.01 COMMON
A STOCK 57776J100 102,568.64 103 20,432 SH Sole 28, 33 20,432
MCEWEN MINING INC COMMON
STOCK 58039P107 743,583.01 744 194,147 SH Sole 28, 33 194,147
MCG CAPITAL CORP COM COMMON
STK USD0.01 STOCK 58047P107 529,699.20 530 115,152 SH Sole 8, 28, 33 115,152
MCKESSON CORP COM COMMON 28, 51,
STK USD0.01 STOCK 58155Q103 37,608,456.96 37,608 387,876 SH Sole 54, 58 387,876
MEADOWBROOK
INSURANCE GROUP INC
COM STK USD0.01 COMMON
STOCK 58319P108 469,642.34 470 81,253 SH Sole 8, 28, 33 81,253
MEDCATH CORP COM COMMON
STK USD0.01 STOCK 58404W109 2,897.55 3 2,115 SH Sole 33 2,115
MEDICAL ACTION
INDUSTRIES INC COM COMMON
STK USD0.001 STOCK 58449L100 4,304.00 4 1,600 SH Sole 33 1,600
MEDICINOVA INC COM COMMON
STK USD0.1 (POST SPLIT) STOCK 58468P206 2,453.23 2 1,469 SH Sole 33 1,469
MEDIFAST INC COM STK COMMON
USD0.001 STOCK 58470H101 292,902.61 293 11,099 SH Sole 28 11,099
MEDIDATA SOLUITION COMMON
INC USD0.01 STOCK 58471A105 908,541.77 909 23,183 SH Sole 28, 56 23,183
MEDIVATION INC COM COMMON
STK USD0.01 STOCK 58501N101 3,450,742.00 3,451 67,450 SH Sole 11, 47 67,450
MEDNAX INC COM STK COMMON
USD0.01 STOCK 58502B106 11,346,788.32 11,347 142,691 SH Sole 28, 35 142,691
MEDLEY CAPITAL COMMON
CORPORATION USD0.001 STOCK 58503F106 1,873,959.36 1,874 128,706 SH Sole 28, 30 128,706
MERCADOLIBRE INC COM COMMON
STK USD0.001 STOCK 58733R102 4,258,494.00 4,258 54,200 SH Sole 38 54,200
11, 23, 28,
MERCK & CO INC(NEW) COMMON 31, 37, 41,
COM STK USD0.50 STOCK 58933Y105 107,107,268.94 107,107 2,616,201 SH Sole 51, 58, 59 2,616,201
MERIDIAN INTERSTATE
BANCORP INC COM STK COMMON
NPV STOCK 58964Q104 123,500.80 124 7,360 SH Sole 28, 33 7,360
MERITAGE HOMES COMMON
CORPORATION STOCK 59001A102 1,120,873.50 1,121 30,010 SH Sole 28, 33 30,010
MERITOR INC COMMON
STOCK 59001K100 363,268.73 363 76,801 SH Sole 28 76,801
MESA LABORATORIES COMMON
INC COM STK USD0.01 STOCK 59064R109 95,710.10 96 1,910 SH Sole 28 1,910
METALS USA HLDGS COMMON
CORP 0.01 STOCK 59132A104 1,899,431.49 1,899 108,601 SH Sole 28, 30, 33 108,601
METHANEX CORP COM COMMON
NPV STOCK 59151K108 7,833,582.26 7,834 245,798 SH Sole 25, 37 245,798
METLIFE INC COM STK COMMON 23, 28,
USD0.01 STOCK 59156R108 24,460,618.14 24,461 742,581 SH Sole 41, 51 742,581
METRO BANCORP INC COMMON
STOCK 59161R101 977,658.66 978 73,953 SH Sole 28, 30, 33 73,953
MIDSTATES PETROLEUM COMMON
CO INC USD0.01 STOCK 59804T100 1,008,971.60 1,009 146,440 SH Sole 28, 30 146,440
MILLENNIAL MEDIA INC COMMON
USD0.001 STOCK 60040N105 116,253.34 116 9,278 SH Sole 28 9,278
MISTRAS GROUP INC 0.01 COMMON
USD STOCK 60649T107 312,575.40 313 12,660 SH Sole 28 12,660
MOBILE MINI COM STK COMMON
USD0.01 STOCK 60740F105 775,188.45 775 37,215 SH Sole 28, 33 37,215
MODUSLINK GLOBAL COMMON
SOLUTIONS INC USD0.01 STOCK 60786L107 101,819.00 102 35,110 SH Sole 28, 33 35,110
MOLINA HEALTHCARE COMMON
INC COM STK USD0.001 STOCK 60855R100 782,764.62 783 28,927 SH Sole 8, 28, 33 28,927
MOLSON COORS
BREWING CO CLASS 'B' COMMON
COM STOCK STOCK 60871R209 11,899,513.89 11,900 278,091 SH Sole 28, 37 278,091
MOMENTA
PHARMACEUTICALS INC COMMON
COM STK USD0.0001 STOCK 60877T100 439,865.20 440 37,340 SH Sole 28 37,340
MONEYGRAM INTL INC COMMON
COM NEW STOCK 60935Y208 230,661.24 231 17,356 SH Sole 28 17,356
MONOTYPE IMAGING COMMON
HLDGS INC USD0.001 STOCK 61022P100 464,714.38 465 29,081 SH Sole 28 29,081
11, 23, 28,
MONSANTO CO COM STK COMMON 39, 50,
USD0.01 STOCK 61166W101 76,391,068.50 76,391 807,090 SH Sole 51, 53 807,090
MORGANS HOTEL GROUP COMMON
COM STK NPV STOCK 61748W108 353,407.68 353 63,792 SH Sole 28, 30 63,792
MOSAIC CO(THE) USD0.01 COMMON
STOCK 61945C103 18,232,424.91 18,232 321,957 SH Sole 28, 37, 51 321,957
MOVE INC COM USD0.001 COMMON
STOCK 62458M207 235,517.70 236 31,030 SH Sole 28 31,030
MULTI FINELINE
ELECTRONIX INC COM COMMON
STK NPV STOCK 62541B101 180,556.14 181 8,934 SH Sole 28, 33 8,934
MYREXIS INC COM COMMON
USD0.01 STOCK 62856H107 4,878.92 5 1,724 SH Sole 33 1,724
NCI INC COM STK NPV COMMON
STOCK 62886K104 5,407.57 5 1,153 SH Sole 33 1,153
NGP CAPITAL
RESOURCES COM STK COMMON
USD0.001 STOCK 62912R107 127,115.32 127 17,606 SH Sole 28 17,606
NII HOLDINGS INC COM COMMON
STK USD0.001 STOCK 62913F201 60,255.63 60 8,451 SH Sole 33 8,451
NIC INC COM NPV COMMON
STOCK 62914B100 1,031,642.24 1,032 63,136 SH Sole 28, 56 63,136
NPS PHARMACEUTICALS COMMON
INC COM STK USD0.001 STOCK 62936P103 623,832.30 624 68,553 SH Sole 28 68,553
NVR INC COM STK COMMON
USD0.01 STOCK 62944T105 7,498,920.00 7,499 8,151 SH Sole 28 8,151
NATIONAL AMERICAN COMMON
UNI HLDG INC NPV STOCK 63245Q105 32,251.45 32 8,377 SH Sole 28 8,377
NATIONAL FINANCIAL
PARTNERS COM STK COMMON
USD0.10 STOCK 63607P208 2,238,021.22 2,238 130,573 SH Sole 8, 28 130,573
NATIONAL INTERSTATE COMMON
CORP COM STK USD0.01 STOCK 63654U100 145,368.08 145 5,044 SH Sole 28 5,044
NATIONSTAR MTG HLDGS COMMON
INC USD0.01 STOCK 63861C109 476,410.44 476 15,378 SH Sole 28 15,378
NATURAL GAS SERVICES COMMON
GROUP COM STK USD0.01 STOCK 63886Q109 1,563,988.58 1,564 95,249 SH Sole 11, 28, 33 95,249
NATURAL GROCERS BY COMMON
VITA COTTAGE USD0.001 STOCK 63888U108 99,783.43 100 5,227 SH Sole 28 5,227
NAUTILUS INC COM STK COMMON
NPV STOCK 63910B102 9,828.00 10 2,800 SH Sole 33 2,800
NAVIGANT CONSULTING COMMON
INC COM STK USD0.001 STOCK 63935N107 881,349.84 881 78,974 SH Sole 8, 28, 33 78,974
NAVIDEA
BIOPHARMACEUTICALS COMMON
INC USD0.001 STOCK 63937X103 221,076.77 221 78,119 SH Sole 28 78,119
NELNET INC COM STK COMMON
USD0.01 STOCK 64031N108 1,744,174.71 1,744 58,549 SH Sole 8, 28, 33 58,549
NEONODE INC USD0.001 COMMON
STOCK 64051M402 88,879.68 89 18,288 SH Sole 28 18,288
NEOPHOTONICS CORP COMMON
USD0.0025 STOCK 64051T100 90,043.38 90 15,687 SH Sole 28 15,687
NETAPP INC COM STK COMMON
NPV STOCK 64110D104 6,811,119.70 6,811 203,014 SH Sole 23, 28 203,014
NETFLIX COM INC COM COMMON
STK USD0.001 STOCK 64110L106 2,041,345.56 2,041 22,002 SH Sole 28 22,002
NETGEAR INC COM STK COMMON
USD0.001 STOCK 64111Q104 2,016,608.94 2,017 51,157 SH Sole 11, 28 51,157
NETSCOUT SYSTEMS INC COMMON
COM STK USD0.001 STOCK 64115T104 1,167,938.62 1,168 44,938 SH Sole 8, 28, 56 44,938
NETSUITE INC USD0.01 COMMON
STOCK 64118Q107 4,180,272.20 4,180 62,114 SH Sole 23, 47 62,114
NETSPEND HLDGS INC COMMON
USD0.001 STOCK 64118V106 269,330.52 269 22,786 SH Sole 28 22,786
NEUROCRINE
BIOSCIENCES INC COM COMMON
STK 0.001 USD STOCK 64125C109 399,065.48 399 53,351 SH Sole 28 53,351
NEUSTAR INC USD0.001 COMMON
CLS'A' STOCK 64126X201 7,742,542.22 7,743 184,654 SH Sole 25, 28 184,654
INTELIQUENT INC COMMON
USD0.001 STOCK 64128B108 67,647.54 68 26,322 SH Sole 28, 33 26,322
NEWBRIDGE BANCORP COMMON
COM STK USD5 STOCK 65080T102 11,343.50 11 2,450 SH Sole 33 2,450
NEWSTAR FINANCIAL INC COMMON
COM STK USD0.01 STOCK 65251F105 385,765.35 386 27,535 SH Sole 28, 33 27,535
NEXSTAR
BROADCASTING GROUP COMMON
INC COM STK USD0.01 STOCK 65336K103 96,030.12 96 9,068 SH Sole 28 9,068
NEXTERA ENERGY INC COMMON
USD0.01 STOCK 65339F101 11,511,278.68 11,511 166,372 SH Sole 28 166,372
NICHOLAS FINANCIAL COMMON
INC COM NPV STOCK 65373J209 103,763.20 104 8,368 SH Sole 28 8,368
NISOURCE INC COM STK COMMON
NPV STOCK 65473P105 3,030,656.18 3,031 121,762 SH Sole 28 121,762
NORANDA ALUMINIUM COMMON
HLDG CORP USD0.01 STOCK 65542W107 213,226.78 213 34,898 SH Sole 28, 33 34,898
NORTH VALLEY COMMON
BANCORP USD0.01 STOCK 66304M204 1,106.82 1 78 SH Sole 33 78
NORTHFIELD BANCORP COMMON
INC COM STK USD0.001 STOCK 66611L105 183,610.00 184 12,040 SH Sole 28, 33 12,040
NOVATEL WIRELESS INC COMMON
STOCK 66987M604 3,886.00 4 2,900 SH Sole 33 2,900
NU SKIN ENTERPRISES
INC CLASS'A'COM STK COMMON
USD0.001 STOCK 67018T105 4,033,633.50 4,034 108,870 SH Sole 58 108,870
NTELOS HLDGS CORP COMMON
USD0.01 STOCK 67020Q305 166,274.13 166 12,683 SH Sole 28, 33 12,683
NUANCE
COMMUNICATIONS INC COMMON
COM STK USD0.001 STOCK 67020Y100 95,016.24 95 4,257 SH Sole 56 4,257
NUMEREX CORP COM COMMON
STK NPV STOCK 67053A102 106,683.66 107 8,119 SH Sole 28 8,119
NUTRACEUTICAL
INTERNATIONAL CORP
COM STK USD0.01 COMMON
STOCK 67060Y101 152,168.00 152 9,200 SH Sole 28, 33 9,200
NVIDIA CORP COM STK COMMON
USD0.001 STOCK 67066G104 3,014,847.61 3,015 245,309 SH Sole 28 245,309
NUTRISYSTEM INC COM COMMON
STK USD0.001 STOCK 67069D108 185,683.68 186 22,672 SH Sole 28 22,672
NXSTAGE MEDICAL INC COMMON
COM STK NPV STOCK 67072V103 451,766.25 452 40,157 SH Sole 28 40,157
NV ENERGY INC COM STK COMMON 23, 28, 30,
USD0.01 STOCK 67073Y106 24,383,116.82 24,383 1,344,163 SH Sole 37, 43, 58 1,344,163
OFS CAP CORP USD0.01 COMMON
STOCK 67103B100 68,805.94 69 5,026 SH Sole 28 5,026
O REILLY AUTOMOTIVE COMMON
INC USD0.01 STOCK 67103H107 12,834,005.50 12,834 143,525 SH Sole 11, 28 143,525
OBAGI MEDICAL COMMON
PRODUCTS INC USD0.001 STOCK 67423R108 188,901.00 189 13,900 SH Sole 28 13,900
OCLARO INC COM NEW COMMON
STOCK 67555N206 115,421.69 115 73,517 SH Sole 28, 33 73,517
OFFICEMAX INC COM STK COMMON
USD2.50 STOCK 67622P101 2,884,158.08 2,884 295,508 SH Sole 8, 28, 33 295,508
OLYMPIC STEEL INC COM COMMON
STK NPV STOCK 68162K106 225,119.52 225 10,168 SH Sole 28, 33 10,168
OMEGA PROTEIN CORP COMMON
COM STK USD0.01 STOCK 68210P107 122,326.56 122 19,988 SH Sole 28, 33 19,988
OMNICELL INC COM STK COMMON
NPV STOCK 68213N109 474,100.21 474 31,883 SH Sole 28, 33 31,883
OMNIAMERICAN COMMON
BANCORP INC USD0.01 STOCK 68216R107 260,883.27 261 11,279 SH Sole 28, 33 11,279
ONCOGENEX
PHARMACEUTICALS INC COMMON
COM STK USD0.001 STOCK 68230A106 153,464.64 153 11,697 SH Sole 28 11,697
1-800-FLOWERS.COM INC COMMON
COM STK USD0.01 STOCK 68243Q106 101,611.29 102 27,687 SH Sole 28, 33 27,687
ONLINE RESOURCES &
COMMUNICATIONS COM COMMON
STK STOCK 68273G101 8,507.96 9 3,748 SH Sole 33 3,748
OPENTABLE INC NPV COMMON
STOCK 68372A104 3,091,089.60 3,091 63,342 SH Sole 5, 28 63,342
OPKO HEALTH INC COM COMMON
STK USD0.01 STOCK 68375N103 410,216.04 410 85,284 SH Sole 28 85,284
OPLINK COMMUNICATIONS COMMON 8, 28,
INC COM NEW STOCK 68375Q403 2,041,696.68 2,042 131,046 SH Sole 30, 33 131,046
11, 23, 28,
37, 39, 51,
ORACLE CORP USD0.01 COMMON 53, 54,
STOCK 68389X105 152,519,434.48 152,519 4,577,414 SH Sole 58, 59 4,577,414
OPTIMER
PHARMACEUTICALS INC COMMON
NPV STOCK 68401H104 342,886.40 343 37,888 SH Sole 28 37,888
ORASURE
TECHNOLOGIES INC COM COMMON
STK NPV STOCK 68554V108 307,110.14 307 42,773 SH Sole 28 42,773
ORBCOMM INC COM STK COMMON
NPV STOCK 68555P100 142,970.24 143 36,472 SH Sole 28, 33 36,472
ORBITZ WORLDWIDE INC COMMON
COM STK USD0.01 STOCK 68557K109 60,892.64 61 22,387 SH Sole 28, 33 22,387
ORCHIDS PAPER
PRODUCTS CO COM STK COMMON
USD0.001 STOCK 68572N104 114,465.42 114 5,661 SH Sole 28, 33 5,661
ORIENTAL FINANCIAL
GROUP INC COM STK COMMON 8, 28,
USD1 STOCK 68618W100 3,700,379.70 3,700 277,182 SH Sole 30, 33 277,182
ORION MARINE GROUP COMMON
COM STK USD0.01 '144A' STOCK 68628V308 717,958.96 718 98,216 SH Sole 28, 30, 33 98,216
ORITANI FINANCIAL COMMON
CORP USD0.01 STOCK 68633D103 571,589.20 572 37,310 SH Sole 28, 33 37,310
OSIRIS THERAPE INC COM COMMON
STK USD0.001 STOCK 68827R108 119,829.12 120 13,344 SH Sole 28 13,344
PBF ENERGY INC COMMON
USD0.001 A STOCK 69318G106 537,425.00 537 18,500 SH Sole 30 18,500
PC CONNECTION COM COMMON
STK USD0.01 STOCK 69318J100 103,500.00 104 9,000 SH Sole 28, 33 9,000
PMC INC USD0.001 COMMON
STOCK 69323K100 12,873.33 13 2,073 SH Sole 33 2,073
PC-TEL INC COM COMMON
STK USD0.001 STOCK 69325Q105 106,437.60 106 14,783 SH Sole 28, 33 14,783
PDC ENERGY INC NPV COMMON
STOCK 69327R101 5,207,095.53 5,207 156,793 SH Sole 28, 33, 38 156,793
PDI INC COM STK USD0.01 COMMON
STOCK 69329V100 72,215.20 72 9,502 SH Sole 28, 33 9,502
PDL BIOPHARMA INC COMMON
COM STK USD0.01 STOCK 69329Y104 786,808.20 787 111,604 SH Sole 28 111,604
PG^E CORP COM STK NPV COMMON
STOCK 69331C108 15,155,815.64 15,156 377,198 SH Sole 23, 28 377,198
PHI INC NON-VTG USD0.10 COMMON
STOCK 69336T205 417,084.46 417 12,454 SH Sole 28, 33 12,454
PGT INC COM STK NPV COMMON
STOCK 69336V101 65,043.00 65 14,454 SH Sole 28 14,454
PMC SIERRA INC COM COMMON
STK USD0.001 STOCK 69344F106 296,407.32 296 56,892 SH Sole 8, 33 56,892
PMFG INC USD0.01 COMMON
STOCK 69345P103 151,157.61 151 16,629 SH Sole 28 16,629
PNM RESOURCES INC COMMON
COM STK USD5 STOCK 69349H107 4,205,452.44 4,205 205,044 SH Sole 28 205,044
PPL CORP COM STK COMMON
USD0.01 STOCK 69351T106 10,801,068.32 10,801 377,264 SH Sole 11, 28, 41 377,264
PRGX GLOBAL INC COM COMMON
NPV STOCK 69357C503 112,971.75 113 17,515 SH Sole 28 17,515
PSS WORLD MEDICAL INC COMMON
COM STK USD0.01 STOCK 69366A100 1,162,362.24 1,162 40,248 SH Sole 28 40,248
PACER INTL INC COM COMMON
STOCK 69373H106 122,522.40 123 31,416 SH Sole 28, 33 31,416
PACIFIC BIOSCIENCES OF COMMON
CALIFORNIA USD0.0001 STOCK 69404D108 50,619.20 51 29,776 SH Sole 28 29,776
PACIFIC CONTINETAL COMMON
CORP COM STK USD1 STOCK 69412V108 164,651.06 165 16,922 SH Sole 28, 33 16,922
PACIFIC PREMIER COMMON
BANCORP STOCK 69478X105 6,727.68 7 657 SH Sole 33 657
PAIN THERAPEUTICS COMMON
COM STK NPV STOCK 69562K100 82,343.35 82 30,385 SH Sole 28 30,385
PANERA BREAD CO
CLASS'A'COM STK COMMON 5, 28,
USD0.0001 STOCK 69840W108 18,658,554.25 18,659 117,475 SH Sole 38, 47 117,475
PARAMOUNT GOLD &
SILVER CORP COM STK COMMON
USD0.01 STOCK 69924P102 245,082.48 245 105,639 SH Sole 28 105,639
PARK STERLING CORP COMMON
STOCK 70086Y105 403,876.29 404 77,223 SH Sole 8, 28, 33 77,223
PATRIOT
TRANSPORTATION HLDG
INC COM STK USD0.10 COMMON
STOCK 70337B102 151,588.76 152 5,332 SH Sole 28, 33 5,332
PENDRELL CORP USD0.01 COMMON
A STOCK 70686R104 155,893.77 156 122,751 SH Sole 28 122,751
PENSKE AUTOMOTIVE
GROUP INC COM STK COMMON
USD0.0001 STOCK 70959W103 1,336,627.89 1,337 44,421 SH Sole 28, 33 44,421
PERCEPTRON INC COM COMMON
STK USD0.01 STOCK 71361F100 8,732.00 9 1,480 SH Sole 33 1,480
PEREGRINE
SEMICONDUCTOR CORP COMMON
USD0.001 STOCK 71366R703 883,080.80 883 57,680 SH Sole 8, 28 57,680
PERFICIENT INC COM STK COMMON
USD0.001 STOCK 71375U101 1,528,419.66 1,528 129,747 SH Sole 28, 30, 33 129,747
PERFUMANIA HOLDINGS COMMON
INC STOCK 71376C100 21,593.88 22 4,389 SH Sole 28, 33 4,389
PERFORMANCE
TECHNOLOGIES INC COM COMMON
STK USD0.01 STOCK 71376K102 913.50 1 1,121 SH Sole 33 1,121
PERNIX THERAPEUTICS COMMON
HOLDINGS INC USD0.01 STOCK 71426V108 56,675.75 57 7,313 SH Sole 28 7,313
PHARMERICA
CORPORATION COM STK COMMON
USD0.01 STOCK 71714F104 2,403,042.72 2,403 168,753 SH Sole 28, 30, 33 168,753
PHOENIX COMPANIES INC COMMON
NPV STOCK 71902E604 139,600.85 140 5,645 SH Sole 28, 33 5,645
PILGRIMS PRIDE CORP COMMON
NEW USD0.01 STOCK 72147K108 411,169.25 411 56,713 SH Sole 28, 33 56,713
PINNACLE FINANCIAL
PARTNERS COM STK COMMON
USD1 STOCK 72346Q104 2,188,397.88 2,188 116,157 SH Sole 8, 28, 33 116,157
POLYCOM INC COM STK COMMON
USD0.0005 STOCK 73172K104 4,848,136.78 4,848 463,493 SH Sole 28, 30 463,493
POLYONE CORP COM STK COMMON
USD0.01 STOCK 73179P106 1,798,307.72 1,798 88,066 SH Sole 8, 28, 33 88,066
POOL CORP COM STK COMMON
USD0.001 STOCK 73278L105 2,736,411.20 2,736 64,660 SH Sole 11, 28 64,660
PORTFOLIO RECOVERY
ASSOCIATES INC COM
STK USD0.01 COMMON 5, 28,
STOCK 73640Q105 7,459,148.58 7,459 69,803 SH Sole 30, 33 69,803
POTASH CORP OF
SASKATCHEWAN INC COMMON
COM NPV STOCK 73755L107 12,565,072.00 12,565 308,800 SH Sole 39 308,800
POWER-ONE INC USD0.001 COMMON
STOCK 73930R102 293,178.63 293 71,333 SH Sole 28, 33 71,333
POWERSECURE INTL INC COMMON
COM STK USD0.01 STOCK 73936N105 22,852.06 23 2,926 SH Sole 33 2,926
POZEN INC COM STK COMMON
USD0.001 STOCK 73941U102 118,857.24 119 23,724 SH Sole 28, 33 23,724
PRAXAIR INC COM STK COMMON
USD0.01 STOCK 74005P104 33,428,875.70 33,429 305,426 SH Sole 11, 28, 39 305,426
PRESTIGE BRANDS
HLDGS INC COM STK COMMON
USD0.01 STOCK 74112D101 2,857,079.20 2,857 142,640 SH Sole 8, 28, 33 142,640
PRICE T ROWE GROUP COMMON
INC COM STK USD0.20 STOCK 74144T108 16,333,431.66 16,333 250,782 SH Sole 28, 51 250,782
PRIMORIS SERVICES COMMON
CORP COM STK NPV STOCK 74164F103 357,064.64 357 23,741 SH Sole 28 23,741
PRIMERICA INC USD0.01 COMMON
STOCK 74164M108 1,058,212.62 1,058 35,262 SH Sole 28 35,262
PRIMO WATER CORP COMMON
USD0.001 STOCK 74165N105 5,712.00 6 4,800 SH Sole 33 4,800
PRINCIPAL FINANCIAL COMMON 23, 28,
GROUP COM STK USD0.01 STOCK 74251V102 12,797,351.80 12,797 448,715 SH Sole 37, 43 448,715
PROASSURANCE CORP COMMON
COM STK USD0.01 STOCK 74267C106 3,051,687.08 3,052 72,332 SH Sole 8, 33, 47 72,332
PROCERA NETWORKS INC COMMON
COM STK USD0.001 STOCK 74269U203 2,095,686.25 2,096 112,975 SH Sole 28, 47 112,975
PROS HLDGS INC COMMON
USD0.001 STOCK 74346Y103 438,319.85 438 23,965 SH Sole 28, 56 23,965
PROSPECT CAPITAL CORP COMMON
COM STK USD0.001 STOCK 74348T102 2,929,945.33 2,930 269,544 SH Sole 8, 28 269,544
PROVIDENT FINANCIAL
SERVICES INC COM STK COMMON
USD0.01 STOCK 74386T105 1,159,015.44 1,159 77,682 SH Sole 8, 28, 33 77,682
PUMA BIOTECHNOLOGY COMMON
INC USD0.0001 STOCK 74587V107 373,125.00 373 19,900 SH Sole 8 19,900
QAD INC USD0.001 A COMMON
STOCK 74727D306 75,441.60 75 5,239 SH Sole 28 5,239
QC HLDGS INC COM STK COMMON
USD0.01 STOCK 74729T101 119.88 0 37 SH Sole 33 37
PZENA INVESTMENT
MANAGEMENT, INC COM COMMON
STK 'A' STOCK 74731Q103 43,459.20 43 8,048 SH Sole 28 8,048
QLIK TECHNOLOGIES INC COMMON
USD0.0001 STOCK 74733T105 1,471,269.36 1,471 67,738 SH Sole 28 67,738
QEP RESOURCES INC COMMON 28, 37,
USD0.01 STOCK 74733V100 14,999,693.10 15,000 495,530 SH Sole 41, 43 495,530
QUALITY DISTRIBUTION COMMON
INC NPV STOCK 74756M102 914,340.00 914 152,390 SH Sole 8, 28, 30 152,390
QUALYS INC USD0.001 COMMON
STOCK 74758T303 98,427.45 98 6,655 SH Sole 28 6,655
QUEST DIAGNOSTICS INC COMMON
COM STK USD0.01 STOCK 74834L100 27,460,728.09 27,461 471,267 SH Sole 28, 31, 39 471,267
QUESTCOR
PHARMACEUTICAL INC COMMON
COM STK NPV STOCK 74835Y101 3,593,492.64 3,593 134,487 SH Sole 28, 35 134,487
QUICKLOGIC CORP COMMON
USD0.001 STOCK 74837P108 71,349.60 71 32,880 SH Sole 28 32,880
QUICKSILVER
RESOURCES INC COM STK COMMON
USD0.01 STOCK 74837R104 944,632.26 945 330,291 SH Sole 28, 33 330,291
QUIKSILVER INC COM COMMON
STK USD0.01 STOCK 74838C106 550,217.75 550 129,463 SH Sole 28, 33 129,463
QUIDEL CORP VTG COM COMMON
STK USD0.001 STOCK 74838J101 421,083.18 421 22,554 SH Sole 28 22,554
QUINSTREET INC COMMON
USD0.001 STOCK 74874Q100 197,870.40 198 29,445 SH Sole 28, 33 29,445
RPX CORP USD0.0001 COMMON
STOCK 74972G103 229,977.60 230 25,440 SH Sole 8, 28 25,440
RTI INTERNATIONAL
METALS INC COM STK COMMON
USD0.01 STOCK 74973W107 813,212.92 813 29,507 SH Sole 28, 33 29,507
RTI BIOLOGICS INC COM COMMON
USD0.001 STOCK 74975N105 237,497.40 237 55,620 SH Sole 28, 33 55,620
RADIO ONE INC COM STK COMMON
USD0.001 CLASS'D' STOCK 75040P405 5,548.00 6 7,300 SH Sole 33 7,300
RANGE RESOURCES CORP COMMON
COM STK USD0.01 STOCK 75281A109 11,691,155.08 11,691 186,076 SH Sole 11, 28, 50 186,076
RAPTOR
PHARMACEUTICAL CORP COMMON
COM STK USD0.001 STOCK 75382F106 234,251.55 234 40,043 SH Sole 28 40,043
RBC BEARINGS INC COMMON
USD0.01 STOCK 75524B104 880,831.44 881 17,592 SH Sole 28 17,592
REACHLOCAL INC COMMON
USD0.00001 STOCK 75525F104 107,140.09 107 8,299 SH Sole 28 8,299
REALD INC USD0.0001 COMMON
STOCK 75604L105 367,654.37 368 32,797 SH Sole 28 32,797
REALNETWORKS INC COMMON
COM STK USD0.001 STOCK 75605L708 168,497.28 168 22,288 SH Sole 28, 33 22,288
REALOGY HLDGS CORP COMMON
USD0.01 STOCK 75605Y106 650,380.00 650 15,500 SH Sole 8 15,500
REALPAGE INC USD0.001 COMMON
STOCK 75606N109 612,846.84 613 28,412 SH Sole 28 28,412
RED ROBIN GOURMET
BURGERS INC COM STK COMMON
USD0.001 STOCK 75689M101 508,599.48 509 14,412 SH Sole 28, 33 14,412
REGENERON
PHARMACEUTICALS INC
COM STK USD0.001 COMMON
STOCK 75886F107 22,872,059.00 22,872 133,700 SH Sole 28 133,700
REGIONAL MGMT CORP COMMON
NPV STOCK 75902K106 67,209.55 67 4,061 SH Sole 28 4,061
REGULUS THERAPEUTICS COMMON
INC USD0.001 STOCK 75915K101 23,209.20 23 3,684 SH Sole 28 3,684
REGIONS FINANCIAL
CORP (NEW) COM STK COMMON
USD0.01 STOCK 7591EP100 5,466,038.24 5,466 767,702 SH Sole 11, 28 767,702
REIS INC COM STK COMMON
USD0.01 STOCK 75936P105 5,212.00 5 400 SH Sole 33 400
RENEWABLE ENERGY COMMON
GROUP INC USD0.0001 STOCK 75972A301 182,896.46 183 31,211 SH Sole 8, 28 31,211
RENT-A-CENTER INC COM COMMON
STK USD0.01 STOCK 76009N100 5,354,799.84 5,355 155,844 SH Sole 28, 33 155,844
REPROS THERAPEUTICS COMMON
INC COM STK USD0.001 STOCK 76028H209 209,585.25 210 13,307 SH Sole 28 13,307
RESOLUTE ENERGY CORP COMMON
USD0.0001 STOCK 76116A108 315,053.76 315 38,752 SH Sole 28 38,752
RESOLUTE FOREST COMMON
PRODUCTS INC USD0.001 STOCK 76117W109 1,463,721.72 1,464 110,553 SH Sole 8, 28, 33 110,553
RESOURCES
CONNECTION INC COM COMMON
STK USD0.01 STOCK 76122Q105 1,931,127.84 1,931 161,736 SH Sole 25, 28, 33 161,736
REXNORD CORP USD0.01 COMMON
STOCK 76169B102 487,088.40 487 22,868 SH Sole 28 22,868
ROADRUNNER
TRANSPORTATION COMMON
SYSTEMS USD0.01 STOCK 76973Q105 1,130,521.08 1,131 62,322 SH Sole 28, 30, 33 62,322
ROMA FINANCIAL
CORPORATION COM STK COMMON
USD0.1 STOCK 77581P109 96,586.56 97 6,388 SH Sole 28 6,388
RUBICON TECHNOLOGY COMMON
INC COM STK USD0.001 STOCK 78112T107 119,456.61 119 19,551 SH Sole 28, 33 19,551
RYMAN HOSPITALITY COMMON
PROPERTIES INC USD0.01 STOCK 78377T107 2,142,683.52 2,143 55,712 SH Sole 28, 33, 47 55,712
SBA COMMUNICATIONS COMMON 11, 23,
COM STK USD0.01 STOCK 78388J106 28,169,514.84 28,170 396,642 SH Sole 38, 50 396,642
SAIC INC COM STK COMMON
USD0.0001 STOCK 78390X101 1,273,183.04 1,273 112,472 SH Sole 28 112,472
SCBT FINANCIAL CORP COMMON
COM STK USD2.50 STOCK 78401V102 541,465.68 541 13,476 SH Sole 28, 33 13,476
SHFL ENTERTAINMENT COMMON
INC USD0.01 STOCK 78423R105 2,223,531.50 2,224 153,347 SH Sole 25, 28 153,347
SI FINANCIAL GROUP INC COMMON
MD USD0.01 STOCK 78425V104 96,370.00 96 8,380 SH Sole 28, 33 8,380
SLM CORP COM STK COMMON
USD0.20 STOCK 78442P106 3,107,382.00 3,107 181,400 SH Sole 28 181,400
SM ENERGY CO COMMON
STOCK 78454L100 7,167,023.33 7,167 137,273 SH Sole 28, 30 137,273
SPS COMMERCE INC COMMON
USD0.001 STOCK 78463M107 359,282.80 359 9,640 SH Sole 28 9,640
SS^C TECHNOLOGIES COMMON
HLDGS INC USD0.01 STOCK 78467J100 693,368.80 693 29,990 SH Sole 28, 33 29,990
STR HLDGS INC USD0.01 COMMON
STOCK 78478V100 199,649.52 200 79,226 SH Sole 8, 28, 33 79,226
SVB FINANCIAL GROUP COMMON
COM STK USD0.001 STOCK 78486Q101 4,416,033.00 4,416 78,900 SH Sole 28 78,900
SWS GROUP INC COM STK COMMON
USD0.10 STOCK 78503N107 338,575.87 339 64,003 SH Sole 8, 28, 33 64,003
SAFETY INSURANCE GROUP COMMON
INC COM STK USD0.01 STOCK 78648T100 1,732,344.57 1,732 37,521 SH Sole 11, 28, 33 37,521
SAIA INC COM STK COMMON
USD0.001 STOCK 78709Y105 1,228,874.24 1,229 53,152 SH Sole 28, 30, 33 53,152
SAKS INC COM STK COMMON
USD0.10 STOCK 79377W108 3,093,292.69 3,093 294,319 SH Sole 28, 33 294,319
SALESFORCE.COM INC COMMON 11, 23, 28,
COM STK USD0.001 STOCK 79466L302 41,227,197.40 41,227 245,254 SH Sole 50, 51, 53 245,254
SANCHEZ ENERGY CORP COMMON
USD0.01 STOCK 79970Y105 167,922.00 168 9,329 SH Sole 28 9,329
SANDISK CORP COM STK COMMON 11, 23,
USD0.001 STOCK 80004C101 11,903,292.72 11,903 273,262 SH Sole 28, 51 273,262
SANDRIDGE ENERGY INC COMMON
COM STK USD0.001 STOCK 80007P307 63.50 0 10 SH Sole 33 10
SCANA CORP(NEW) COM COMMON
STK NPV STOCK 80589M102 2,371,682.60 2,372 51,965 SH Sole 28 51,965
SCICLONE
PHARMACEUTICALS COM COMMON
STK NPV STOCK 80862K104 238,950.71 239 55,441 SH Sole 28, 33 55,441
SCIENTIFIC GAMES COMMON
CLASS'A'COM USD0.01 STOCK 80874P109 1,255,858.17 1,256 144,851 SH Sole 28, 33 144,851
SCIQUEST INC. USD0.001 COMMON
STOCK 80908T101 228,954.96 229 14,436 SH Sole 28 14,436
SEALED AIR CORP COM COMMON 11, 28,
STK USD0.1 STOCK 81211K100 4,403,362.27 4,403 251,477 SH Sole 33, 35 251,477
SELECT COMFORT CORP COMMON
COM STK USD0.01 STOCK 81616X103 1,181,496.99 1,181 45,147 SH Sole 28 45,147
SELECT MEDICAL HLDGS COMMON
CORP USD0.001 STOCK 81619Q105 474,989.10 475 50,370 SH Sole 8, 28, 33 50,370
SEMGROUP CORP COM COMMON
STK 'CLS A' STOCK 81663A105 1,321,763.76 1,322 33,822 SH Sole 28, 33 33,822
SENSIENT
TECHNOLOGIES CORP COMMON
COM STK USD0.10 STOCK 81725T100 6,586,209.84 6,586 185,214 SH Sole 11, 28, 33 185,214
SERVICENOW INC COMMON 23, 38,
USD0.001 STOCK 81762P102 4,469,304.84 4,469 148,828 SH Sole 47, 53 148,828
SERVICESOURCE INTL COMMON
INC USD0.0001 STOCK 81763U100 232,631.10 233 39,766 SH Sole 28 39,766
SHENANDOAH
TELECOMUNICATIONS COMMON
COM STK USD10 STOCK 82312B106 322,214.26 322 21,046 SH Sole 28, 33 21,046
SHUTTERFLY INC COM COMMON
STK USD0.0001 STOCK 82568P304 904,583.08 905 30,284 SH Sole 28, 33 30,284
SIERRA BANCORP COM COMMON
STK NPV STOCK 82620P102 381,727.71 382 33,397 SH Sole 8, 28, 33 33,397
SIGNATURE BANK COMMON
COMMON SHS STOCK 82669G104 9,372,363.84 9,372 131,376 SH Sole 28, 47, 53 131,376
SILICON IMAGE INC COM COMMON
STK USD0.001 STOCK 82705T102 1,927,128.64 1,927 388,534 SH Sole 28, 30, 33 388,534
SILICON GRAPHICS
INTERNATIONAL CORP COMMON
COM STK STOCK 82706L108 258,726.93 259 25,291 SH Sole 28 25,291
SIRONA DENTAL
SYSTEMS INC COM STK COMMON 11, 25,
USD0.01 STOCK 82966C103 11,194,897.12 11,195 173,672 SH Sole 38, 47 173,672
SIRIUS XM RADIO INC COMMON
STOCK 82967N108 4,576,026.00 4,576 1,583,400 SH Sole 50 1,583,400
SIX FLAGS ENTMT CORP COMMON
NEW COM STOCK 83001A102 1,931,472.00 1,931 31,560 SH Sole 28 31,560
SKILLED HEALTHCARE
GROUP CLASS'A'COM STK COMMON
USD0.001 STOCK 83066R107 1,025,926.72 1,026 161,056 SH Sole 8, 28, 33 161,056
SKULLCANDY INC COMMON
USD0.0001 STOCK 83083J104 483,875.85 484 62,115 SH Sole 25, 28 62,115
SKYWORKS SOLUTIONS COMMON
INCCOM STOCK 83088M102 11,016,525.80 11,017 542,686 SH Sole 8, 28, 38 542,686
SMART BALANCE INC COMMON 28, 33,
COM STK USD0.01 STOCK 83169Y108 5,028,652.20 5,029 389,818 SH Sole 38, 47 389,818
SOLAR CAPITAL LTD COMMON
USD0.01 STOCK 83413U100 723,062.31 723 30,241 SH Sole 28 30,241
SOLAZYME INC USD0.001 COMMON
STOCK 83415T101 207,150.30 207 26,355 SH Sole 28 26,355
SOLARWINDS INC COMMON
USD0.001 STOCK 83416B109 9,333,057.90 9,333 177,942 SH Sole 28, 58 177,942
SOLAR SENIOR CAPITAL COMMON
LTD USD0.01 STOCK 83416M105 144,801.60 145 7,760 SH Sole 28 7,760
SOLERA HOLDINGS INC COMMON 5, 11,
COM STK USD0.01 STOCK 83421A104 19,477,570.37 19,478 364,271 SH Sole 28, 39 364,271
SOLTA MEDICAL INC COMMON
COM STK USD0.001 STOCK 83438K103 157,062.75 157 58,825 SH Sole 28, 33 58,825
SONIC AUTOMOTIVE INC
COM STK USD0.01 COMMON 25, 28,
CLASS'A' STOCK 83545G102 4,447,773.46 4,448 212,914 SH Sole 30, 33 212,914
SOURCEFIRE INC COM COMMON
STK USD0.001 STOCK 83616T108 2,676,051.84 2,676 56,672 SH Sole 28, 47 56,672
SOUTHSIDE BANCSHARES COMMON
INC USD1.25 STOCK 84470P109 583,235.64 583 27,694 SH Sole 8, 28, 33 27,694
SPANSION INC USD0.001 A COMMON
STOCK 84649R200 1,063,586.42 1,064 76,462 SH Sole 8, 28, 33 76,462
SPARK NETWORKS INC COMMON
COM STK USD0.001 STOCK 84651P100 65,496.60 65 8,397 SH Sole 28 8,397
SPECTRANETICS CORP COMMON
COM STK USD0.001 STOCK 84760C107 404,461.68 404 27,384 SH Sole 28 27,384
SPECTRUM COMMON
PHARMACEUTICALS INC STOCK 84763A108 532,409.01 532 47,579 SH Sole 28 47,579
SPECTRUM BRANDS COMMON
HLDGS INC USD0.01 STOCK 84763R101 1,006,476.93 1,006 22,401 SH Sole 28, 33 22,401
STAGE STORES INC COM COMMON
STK USD0.01 STOCK 85254C305 2,193,500.82 2,194 88,519 SH Sole 28, 30, 33 88,519
STANDARD PACIFIC CORP COMMON
COM STK USD0.01 STOCK 85375C101 3,078,209.40 3,078 418,804 SH Sole 28, 47 418,804
STAR SCIENTIFIC COMMON
USD0.0001 STOCK 85517P101 310,239.48 310 115,761 SH Sole 28 115,761
STARTEK INC COM STK COMMON
USD0.01 STOCK 85569C107 11,138.92 11 2,764 SH Sole 33 2,764
STARWOOD HTLS WRLD
PAIRED CERT COMMON 11, 26, 28,
CLASS'B'USD0.01 STOCK 85590A401 28,268,614.08 28,269 492,828 SH Sole 39, 53 492,828
STELLARONE CORP COM COMMON
STK USD5 STOCK 85856G100 530,052.04 530 37,486 SH Sole 8, 28, 33 37,486
STILLWATER MINING COMMON
CO COM STK USD0.01 STOCK 86074Q102 1,426,248.00 1,426 111,600 SH Sole 28, 33 111,600
STONERIDGE INC COM COMMON
STK NPV STOCK 86183P102 879,774.72 880 171,831 SH Sole 28, 30, 33 171,831
SUN BANCORP INC NEW COMMON
JERSEY COM STK USD1 STOCK 86663B102 122,590.20 123 34,630 SH Sole 28, 33 34,630
SUNCOKE ENERGY INC COMMON
USD0.01 STOCK 86722A103 970,648.99 971 62,261 SH Sole 28, 33 62,261
SUNLINK HEALTH SYSTEMS
INC COM STK COMMON
NPV STOCK 86737U102 833.00 1 700 SH Sole 33 700
SUNRISE SENIOR LIVING
REAL ESTATE COM STK COMMON
USD0.01 STOCK 86768K106 669,058.26 669 46,527 SH Sole 28 46,527
SUPER MICRO COMPUTER COMMON
INC COM STK USD0.001 STOCK 86800U104 237,955.80 238 23,329 SH Sole 28 23,329
SUPPORT.COM INC COMMON
STOCK 86858W101 179,175.70 179 42,865 SH Sole 28, 33 42,865
SWIFT TRANSPORTATION COMMON
CO INC USD0.01 CL A STOCK 87074U101 897,371.52 897 98,396 SH Sole 8, 28 98,396
SYMETRA FINANCIAL COMMON 8, 23,
CORP USD0.01 STOCK 87151Q106 2,905,871.54 2,906 223,873 SH Sole 28, 33 223,873
SYNCHRONOSS
TECHNOLOGIES INC COM COMMON
STK USD0.0001 STOCK 87157B103 463,958.91 464 21,999 SH Sole 28 21,999
SYNAPTICS INC COM STK COMMON
USD0.001 STOCK 87157D109 797,321.88 797 26,604 SH Sole 28 26,604
SYNAGEVA BIOPHARMA COMMON
CORP USD0.001 STOCK 87159A103 382,494.27 382 8,263 SH Sole 28 8,263
SYNOVUS FINANCIAL COMMON
CORP COM STK USD1 STOCK 87161C105 3,631,350.80 3,631 1,482,184 SH Sole 28, 33 1,482,184
SYNTEL INC COM STK COMMON
NPV STOCK 87162H103 1,367,616.80 1,368 25,520 SH Sole 11, 28 25,520
SYNTA
PHARMACEUTICALS COMMON
CORP COM STK USD0.0001 STOCK 87162T206 278,230.92 278 30,846 SH Sole 28 30,846
SYNNEX CORP COM STK COMMON
USD0.001 STOCK 87162W100 2,408,456.52 2,408 70,054 SH Sole 8, 28, 33 70,054
SYNUTRA
INTERNATIONAL INC COMMON
COM STK NPV STOCK 87164C102 64,607.02 65 13,954 SH Sole 28 13,954
SYNERGY RESOURCES COMMON
CORP USD0.001 STOCK 87164P103 163,953.02 164 30,418 SH Sole 28 30,418
TD AMERITRADE
HOLDING CORP COM STK COMMON
USD0.01 STOCK 87236Y108 2,903,423.20 2,903 172,720 SH Sole 51 172,720
TCP CAPITAL CORP COMMON
USD0.001 STOCK 87238Q103 68,570.48 69 4,652 SH Sole 28 4,652
TICC CAPITAL CORP COM COMMON
STOCK 87244T109 323,809.64 324 31,997 SH Sole 28 31,997
TMS INTL CORP USD0.001 COMMON
A STOCK 87261Q103 131,071.88 131 10,469 SH Sole 28 10,469
TRW AUTOMOTIVE
HLDGS CORP COM STK COMMON
USD0.01 STOCK 87264S106 9,916,295.31 9,916 184,971 SH Sole 43, 59 184,971
TTM TECHNOLOGIES INC COMMON
COM STK USD0.001 STOCK 87305R109 485,134.40 485 52,732 SH Sole 28, 33 52,732
TW TELECOM INC COMMON
CLS'A'COM STK USD0.01 STOCK 87311L104 12,043,591.38 12,044 472,854 SH Sole 11, 23, 28 472,854
TANDY LEATHER FACTORY
INC COM STK COMMON
USD STOCK 87538X105 1,104.00 1 200 SH Sole 33 200
TANGOE INC USD0.0001 COMMON
STOCK 87582Y108 285,129.27 285 24,021 SH Sole 28 24,021
TARGACEPT INC COM COMMON
STK USD0.001 STOCK 87611R306 137,448.78 137 31,381 SH Sole 28, 33 31,381
TARGA RESOURCES CORP COMMON
USD0.001 STOCK 87612G101 1,218,014.84 1,218 23,051 SH Sole 28 23,051
TASER INTERNATIONAL INC COMMON
COM STK NPV STOCK 87651B104 367,442.94 367 41,101 SH Sole 28, 33 41,101
TEAM HEALTH HLDGS COMMON
INC USD0.01 STOCK 87817A107 8,850,342.48 8,850 307,624 SH Sole 28, 38, 47 307,624
TEAVANA HLDGS INC COMMON
USD0.0001 STOCK 87819P102 110,050.00 110 7,100 SH Sole 28 7,100
TECHTARGET COM STK COMMON
USD0.001 STOCK 87874R100 93,967.05 94 16,931 SH Sole 28, 33 16,931
TELECOMMUNICATIONS
SYSTEMS INC COM STK COMMON
USD0.01 STOCK 87929J103 26,498.16 26 10,728 SH Sole 33 10,728
TELULAR CORP COM STK COMMON
USD0.01 STOCK 87970T208 149,408.19 149 15,777 SH Sole 28, 33 15,777
TELUS CORP NON-VTG COMMON
NPV STOCK 87971M202 3,926,183.22 3,926 60,273 SH Sole 39 60,273
TEMPUR PEDIC
INTERNATIONAL INC COMMON
COM STK USD0.01 STOCK 88023U101 3,341,183.47 3,341 106,103 SH Sole 28 106,103
TENET HEALTHCARE
COM USD0.05 (POST REV COMMON
SPLIT STOCK 88033G407 1,361,044.99 1,361 41,917 SH Sole 28 41,917
TERADATA CORP DEL COMMON 11, 28,
COM STOCK 88076W103 19,024,428.99 19,024 307,391 SH Sole 50, 51 307,391
TERRITORIAL BANCORP COMMON
INC USD0.01 STOCK 88145X108 223,884.30 224 9,798 SH Sole 28, 33 9,798
TESCO CORP COM NPV COMMON
STOCK 88157K101 303,953.54 304 26,686 SH Sole 28, 33 26,686
TESLA MOTORS INC COMMON
USD0.001 STOCK 88160R101 5,361,824.22 5,362 158,306 SH Sole 38 158,306
TETRA TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 88162F105 534,161.43 534 70,377 SH Sole 28, 33 70,377
TETRA TECH INC COM COMMON
STK USD0.01 STOCK 88162G103 1,425,020.20 1,425 53,876 SH Sole 28, 33 53,876
TESSERA TECHNOLOGIES COMMON
INC COM STK USD0.01 STOCK 88164L100 790,573.74 791 48,147 SH Sole 28, 33 48,147
TEXAS CAPITAL
BANCSHARES INC COM COMMON
STK USD0.01 STOCK 88224Q107 3,667,710.24 3,668 81,832 SH Sole 28, 33, 47 81,832
THERAVANCE INC COM COMMON
STK USD1 STOCK 88338T104 1,077,400.33 1,077 48,379 SH Sole 28 48,379
THERMON GROUP HLDGS COMMON
USD0.001 STOCK 88362T103 616,893.93 617 27,381 SH Sole 11, 28 27,381
THESTREET INC USD0.01 COMMON
STOCK 88368Q103 6,753.48 7 4,044 SH Sole 33 4,044
3 D SYSTEMS INC COM COMMON
STK USD0.001 STOCK 88554D205 1,983,659.70 1,984 37,182 SH Sole 28 37,182
3M CO COM STK USD0.01 COMMON 11, 28,
STOCK 88579Y101 44,324,825.85 44,325 477,381 SH Sole 31, 58 477,381
TIBCO SOFTWARE INC COMMON
COM STK USD0.001 STOCK 88632Q103 9,994,256.78 9,994 454,078 SH Sole 11, 28, 53 454,078
TIME WARNER CABLE COMMON
INC USD0.01 STOCK 88732J207 27,573,580.52 27,574 283,708 SH Sole 28, 41, 58 283,708
TITAN INTL INC USD1 COMMON
STOCK 88830M102 825,729.24 826 38,017 SH Sole 28, 33 38,017
TITAN MACHINERY INC COMMON
COM STK USD0.00001 STOCK 88830R101 1,625,457.60 1,625 65,808 SH Sole 25, 28, 33 65,808
TOWN SPORTS INTL INC COMMON
USD0.001 STOCK 89214A102 198,345.60 198 18,624 SH Sole 28 18,624
TOWNEBANK(PORTSMOU COMMON
TH VIRGINIA) NPV STOCK 89214P109 363,860.10 364 23,490 SH Sole 28, 33 23,490
TRANS WORLD
ENTERTAINMENT CORP COMMON
COM STK USD0.01 STOCK 89336Q100 7,482.00 7 2,150 SH Sole 33 2,150
TRANSCEPT
PHARMACEUTICALS INC
COM STK USD0.001 COMMON
STOCK 89354M106 50,787.85 51 11,413 SH Sole 28, 33 11,413
TRANS1 INC COM STK COMMON
USD0.0001 STOCK 89385X105 8,508.88 9 3,431 SH Sole 33 3,431
TRAVELZOO INC COM COMMON
STK USD0.01 STOCK 89421Q106 109,686.24 110 5,776 SH Sole 28 5,776
TREEHOUSE FOODS INC COMMON
COM STK USD0.01 STOCK 89469A104 3,172,840.32 3,173 60,864 SH Sole 25, 28, 33 60,864
TREX COMPANY COM COMMON
STK USD0.01 STOCK 89531P105 434,734.71 435 11,677 SH Sole 28 11,677
TRIANGLE PETROLEUM COMMON
CORP USD0.00001 STOCK 89600B201 276,815.87 277 46,213 SH Sole 28, 33 46,213
TRIQUINT SEMI
CONDUCTOR INC COM COMMON
STK USD0.001 STOCK 89674K103 759,821.92 760 156,988 SH Sole 28, 33 156,988
TRIUS THERAPEUTICS COMMON
INC USD0.0001 STOCK 89685K100 95,982.40 96 20,080 SH Sole 28 20,080
TRUE RELIGION APPAREL COMMON
INC COM STK USD0.00001 STOCK 89784N104 518,644.26 519 20,403 SH Sole 28 20,403
TRUEBLUE INC COM STK COMMON
NPV STOCK 89785X101 505,370.25 505 32,087 SH Sole 28 32,087
TUMI HLDGS INC USD0.01 COMMON
STOCK 89969Q104 357,285.60 357 17,136 SH Sole 28 17,136
USANA INC COM STK NPV COMMON
STOCK 90328M107 158,195.72 158 4,804 SH Sole 28 4,804
US PHYSICAL THERAPY COMMON
COM STK USD0.01 STOCK 90337L108 261,354.60 261 9,490 SH Sole 28 9,490
USA MOBILITY INC COM COMMON
STK USD1 STOCK 90341G103 237,045.60 237 20,295 SH Sole 28, 33 20,295
US AIRWAYS GROUP INC COMMON
STOCK 90341W108 1,742,512.50 1,743 129,075 SH Sole 28 129,075
US AUTO PARTS
NETWORK COM STK COMMON
USD0.01 STOCK 90343C100 22,280.25 22 12,175 SH Sole 28 12,175
UBIQUITI NETWORKS COMMON
INC USD0.001 STOCK 90347A100 102,922.92 103 8,478 SH Sole 28 8,478
ULTA SALON COM STK COMMON
USD0 STOCK 90384S303 9,499,187.24 9,499 96,674 SH Sole 38, 50 96,674
ULTIMATE SOFTWARE COMMON 5, 11,
INC COM STK USD0.01 STOCK 90385D107 9,657,387.72 9,657 102,292 SH Sole 28, 47 102,292
ULTRA CLEAN HLDGS COMMON
INC COM STK USD0.001 STOCK 90385V107 251,701.33 252 51,263 SH Sole 8, 28, 33 51,263
UNION FIRST MARKET COMMON
BANKSHARES CORP USD2 STOCK 90662P104 305,181.04 305 19,352 SH Sole 28, 33 19,352
UNITED COMMUNITY
BANKS(GEORGIA) COM COMMON
STK USD1 STOCK 90984P303 330,189.84 330 35,052 SH Sole 28, 33 35,052
UNITED FINL BANCORP COMMON
INC MD COM STOCK 91030T109 1,629,566.64 1,630 103,662 SH Sole 28, 30, 33 103,662
UNITED THERAPEUTICS COMMON
CORP COM STK USD0.01 STOCK 91307C102 7,063,673.18 7,064 132,229 SH Sole 28, 35 132,229
UNITEDHEALTH GROUP COMMON 23, 28, 37,
INC COM STK USD0.01 STOCK 91324P102 39,247,847.04 39,248 723,596 SH Sole 41, 50, 54 723,596
UNITEK GLOBAL COMMON
SERVICES INC USD0.00002 STOCK 91324T302 225,500.66 226 62,293 SH Sole 30 62,293
UNIVERSAL DISPLAY COMMON
CORP COM STK USD0.01 STOCK 91347P105 805,313.46 805 31,433 SH Sole 28 31,433
UNIVERSAL INSURANCE
HLDGS INC COM STK COMMON
USD0.01 STOCK 91359V107 88,918.38 89 20,301 SH Sole 28, 33 20,301
UNIVERSAL TRUCKLOAD
SERVICES INC COM STK COMMON
NPV STOCK 91388P105 229,183.50 229 12,558 SH Sole 8, 28, 33 12,558
UNUM GROUP COM COMMON
STOCK 91529Y106 16,062,650.82 16,063 771,501 SH Sole 23, 28, 37 771,501
UNWIRED PLANET INC COMMON
USD0.001 STOCK 91531F103 79,284.00 79 66,070 SH Sole 28 66,070
URANERZ ENERGY CORP COMMON
COM USD0.001 STOCK 91688T104 74,775.05 75 53,795 SH Sole 28 53,795
US ECOLOGY INC COM COMMON
STK USD0.01 STOCK 91732J102 345,167.02 345 14,663 SH Sole 28 14,663
VOXX INTL CORP COMMON
USD0.01 A STOCK 91829F104 746,740.61 747 110,957 SH Sole 28, 30, 33 110,957
VAALCO ENERGY COMMON
COM STK USD0.10 STOCK 91851C201 916,363.70 916 105,938 SH Sole 8, 28 105,938
VAIL RESORTS INC COM COMMON
STK USD0.01 STOCK 91879Q109 1,778,803.74 1,779 32,886 SH Sole 28, 33 32,886
VALERO ENERGY COMMON 28, 35, 43,
CORP(NEW) USD0.01 STOCK 91913Y100 23,629,328.32 23,629 692,536 SH Sole 51, 58 692,536
VALUECLICK INC COM COMMON
STK USD0.001 STOCK 92046N102 3,588,850.77 3,589 184,897 SH Sole 28 184,897
VALUEVISION MEDIA INC. COMMON
CLASS A STOCK 92047K107 12,803.40 13 7,113 SH Sole 33 7,113
VANTIV INC USD0.00001 A COMMON
STOCK 92210H105 2,961,124.62 2,961 145,011 SH Sole 38 145,011
VARIAN MEDICAL
SYSTEMS INC COM STK COMMON
USD1 STOCK 92220P105 3,016,456.80 3,016 42,945 SH Sole 28 42,945
VASCO DATA SECURITY
INTERNATIONAL COM COMMON
STK USD0.001 STOCK 92230Y104 185,329.92 185 22,712 SH Sole 28 22,712
VASCULAR SOLUTIONS COMMON
INC COM STK USD0.01 STOCK 92231M109 208,086.00 208 13,170 SH Sole 28 13,170
VECTREN CORP COM NPV COMMON
STOCK 92240G101 6,456,093.00 6,456 219,595 SH Sole 25, 28 219,595
VECTOR GROUP COM STK COMMON
USD0.1 STOCK 92240M108 659,529.11 660 44,353 SH Sole 28 44,353
VERA BRADLEY INC NPV COMMON
STOCK 92335C106 400,696.40 401 15,964 SH Sole 28 15,964
VERASTEM INC USD0.0001 COMMON
STOCK 92337C104 44,661.99 45 5,081 SH Sole 28 5,081
VERENIUM CORP COM COMMON
STK USD0.001 STOCK 92340P209 512.12 1 236 SH Sole 33 236
VERIFONE SYSTEMS INC COMMON
STOCK 92342Y109 12,661,220.88 12,661 426,591 SH Sole 28, 37, 54 426,591
VERIZON
COMMUNICATIONS INC COMMON 23, 28,
COM STK USD0.10 STOCK 92343V104 56,214,350.31 56,214 1,299,153 SH Sole 41, 58 1,299,153
VERINT SYSTEMS INC COMMON
COM STK USD0.001 STOCK 92343X100 508,221.60 508 17,310 SH Sole 28 17,310
VERISK ANALYTICS INC COMMON
NPV STOCK 92345Y106 11,630,805.00 11,631 228,055 SH Sole 11, 38 228,055
VERTEX
PHARMACEUTICAL COM COMMON
STK USD0.01 STOCK 92532F100 23,781,364.02 23,781 567,033 SH Sole 28, 51 567,033
VIAD CORP COM STOCK COMMON
USD1.5 STOCK 92552R406 552,706.00 553 20,350 SH Sole 28, 33 20,350
VIASAT INC COM STK COMMON
USD0.01 STOCK 92552V100 1,153,540.60 1,154 29,654 SH Sole 28 29,654
VIASYSTEMS GROUP, INC. COMMON
STOCK 92553H803 42,968.40 43 3,522 SH Sole 28, 33 3,522
VIACOM INC NEW 23, 28, 41,
CLASS'B' NON-VTG COM COMMON 51, 54,
USD0.001 STOCK 92553P201 47,155,203.18 47,155 894,107 SH Sole 58, 59 894,107
VIEWPOINT FINL GP COMMON 11, 25,
INC MD USD0.01 STOCK 92672A101 3,429,720.72 3,430 163,788 SH Sole 28, 33 163,788
VIRGIN MEDIA INC COM COMMON
STK USD0.01 STOCK 92769L101 13,647,186.00 13,647 371,352 SH Sole 38, 43, 58 371,352
VIRGINIA COMMERCE
BANCORP COM STK COMMON
USD0.01 STOCK 92778Q109 459,349.80 459 51,324 SH Sole 8, 28, 33 51,324
VIRNETX HLDGS CORP COMMON
COM STK USD0.01 STOCK 92823T108 975,638.88 976 33,321 SH Sole 28 33,321
VISA INC USD0.0001 'A' COMMON 28, 39, 50,
STOCK 92826C839 72,022,782.26 72,023 475,147 SH Sole 53, 58 475,147
VIRTUSA CORP COM STK COMMON
USD0.01 STOCK 92827P102 282,316.69 282 17,183 SH Sole 28, 33 17,183
VIRTUS INVESTMENT COMMON
PARTNERS INC USD0.01 STOCK 92828Q109 584,865.84 585 4,836 SH Sole 28 4,836
VISHAY PRECISION COMMON
GROUP INC USD0.10 STOCK 92835K103 142,789.22 143 10,801 SH Sole 28, 33 10,801
VISTEON CORP USD0.01 COMMON
WI STOCK 92839U206 3,336,194.16 3,336 61,988 SH Sole 43 61,988
VITACOST.COM INC NPV COMMON
STOCK 92847A200 120,053.46 120 17,707 SH Sole 28 17,707
VOCERA
COMMUNICATIONS INC COMMON
USD0.0003 STOCK 92857F107 3,095,959.50 3,096 123,345 SH Sole 5, 28, 47 123,345
VOCUS INC COM STK COMMON
USD0.01 STOCK 92858J108 285,049.38 285 16,401 SH Sole 28 16,401
VONAGE HOLDINGS CORP COMMON
NEW COM STK USD0.001 STOCK 92886T201 255,625.83 256 107,859 SH Sole 28 107,859
W & T OFFSHORE INC COMMON
COM STK USD0.00001 STOCK 92922P106 1,436,448.30 1,436 89,610 SH Sole 8, 28 89,610
WGL HLDGS INC COM COMMON
STK USD1 STOCK 92924F106 7,193,481.26 7,193 183,554 SH Sole 8, 23, 28 183,554
WALKER & DUNLOP INC COMMON
USD0.01 STOCK 93148P102 1,558,659.62 1,559 93,557 SH Sole 28, 30, 33 93,557
WALTER INVESTMENT
MANAGEMENT CORP COMMON
USD0.01 STOCK 93317W102 2,228,995.26 2,229 51,813 SH Sole 28, 47 51,813
WARREN RESOURCES INC COMMON
COM STK USD0.001 STOCK 93564A100 196,598.84 197 69,964 SH Sole 28, 33 69,964
WASTE MANAGEMENT COMMON
INC COM STK USD0.01 STOCK 94106L109 10,326,059.52 10,326 306,048 SH Sole 23, 28 306,048
WEB.COM GROUP INC COMMON 28, 30,
STOCK 94733A104 3,376,871.60 3,377 228,167 SH Sole 33, 47 228,167
WEBMD HEALTH CORP COMMON
USD0.01 STOCK 94770V102 571,578.06 572 39,859 SH Sole 28 39,859
WELLCARE HEALTH
PLANS INC COM STK COMMON
USD0.01 STOCK 94946T106 7,531,320.51 7,531 154,679 SH Sole 25, 28 154,679
WELLPOINT INC COM STK COMMON 28, 41,
USD0.01 STOCK 94973V107 14,244,131.64 14,244 233,817 SH Sole 54, 59 233,817
WENDY'S COMPANY(THE) COMMON
USD0.10 A STOCK 95058W100 2,607,752.70 2,608 554,841 SH Sole 28, 33 554,841
WESCO INTERNATIONAL COMMON
INC COM STK USD0.01 STOCK 95082P105 4,672,899.00 4,673 69,300 SH Sole 33, 38 69,300
WEST BANCORPORATION COMMON
COM STK NPV STOCK 95123P106 506,519.86 507 46,987 SH Sole 8, 28, 33 46,987
WESTAR ENERGY INC COMMON 8, 23, 25,
COM USD5 STOCK 95709T100 20,021,722.02 20,022 699,571 SH Sole 28, 35 699,571
WESTFIELD FINANCIAL COMMON
INC COM STK USD0.01 STOCK 96008P104 563,245.92 563 77,904 SH Sole 11, 28, 33 77,904
WESTWAY GROUP INC COMMON
COM STK USD0.0001 STOCK 96169B100 55,294.30 55 8,290 SH Sole 28 8,290
WEX INC USD0.01 COMMON
STOCK 96208T104 8,578,010.44 8,578 113,812 SH Sole 28, 47 113,812
WILSHIRE STATE BAN COMMON
COM NPV STOCK 97186T108 1,010,549.85 1,011 172,155 SH Sole 8, 28, 33 172,155
WINDSTREAM CORP COM COMMON
STK USD0.0001 STOCK 97381W104 6,301,924.56 6,302 761,102 SH Sole 28, 35 761,102
WINTRUST FINANCIAL COMMON
CORP COM STK NPV STOCK 97650W108 1,295,987.10 1,296 35,313 SH Sole 28, 33 35,313
WISDOMTREE INVTS INC COMMON
STOCK 97717P104 287,462.52 287 46,971 SH Sole 28 46,971
WORKDAY INC USD0.001 COMMON
STOCK 98138H101 327,000.00 327 6,000 SH Sole 8 6,000
WORLD WRESTLING COMMON
ENTERTAINMENT, INC. STOCK 98156Q108 172,538.52 173 21,868 SH Sole 28 21,868
WPX ENERGY INC USD1 COMMON
STOCK 98212B103 4,709,177.76 4,709 316,477 SH Sole 28, 58 316,477
WRIGHT MEDICAL GROUP COMMON
INC COM STK USD0.01 STOCK 98235T107 2,984,106.32 2,984 142,168 SH Sole 25, 28, 33 142,168
WYNDHAM WORLDWIDE COMMON
USD0.01 STOCK 98310W108 3,522,235.95 3,522 66,195 SH Sole 28, 58 66,195
XCEL ENERGY INC COM COMMON 23, 28, 35,
STK USD2.5 STOCK 98389B100 25,566,651.74 25,567 957,194 SH Sole 37, 43 957,194
XENOPORT INC COM STK COMMON
USD1 STOCK 98411C100 306,029.22 306 39,386 SH Sole 28, 33 39,386
XOMA CORP USD0.0005 COMMON
STOCK 98419J107 151,014.33 151 63,054 SH Sole 28 63,054
XYLEM INC USD0.01 COMMON
STOCK 98419M100 1,964,479.00 1,964 72,490 SH Sole 28 72,490
YAMANA GOLD INC COM COMMON
NPV STOCK 98462Y100 2,380,091.37 2,380 138,297 SH Sole 23, 53 138,297
ZAGG INC COM STK COMMON
USD0.001 STOCK 98884U108 151,468.80 151 20,580 SH Sole 28 20,580
ZAZA ENERGY CORP COMMON
USD0.01 STOCK 98919T100 41,196.80 41 20,096 SH Sole 28 20,096
ZELTIQ AESTHETICS INC COMMON
USD0.001 STOCK 98933Q108 63,690.28 64 13,756 SH Sole 28 13,756
ZEP INC COM STK USD0.01 COMMON
STOCK 98944B108 636,529.64 637 44,081 SH Sole 8, 28 44,081
ZILLOW INC USD0.0001 COMMON
STOCK 98954A107 2,501,357.25 2,501 90,139 SH Sole 28, 38 90,139
ZIMMER HOLDINGS INC COMMON 11, 23, 28,
COM STK USD0.01 STOCK 98956P102 19,066,759.80 19,067 286,030 SH Sole 35, 43 286,030
ZIOPHARM ONCOLOGY COMMON
INC COM STK NPV STOCK 98973P101 222,293.76 222 53,436 SH Sole 28 53,436
ZIX CORPORATION COMMON
STOCK 98974P100 139,426.00 139 49,795 SH Sole 28 49,795
ZIPREALTY INC COM STK COMMON
USD0.001 STOCK 98974V107 5,320.00 5 1,900 SH Sole 33 1,900
ZIPCAR INC USD0.001 COMMON
STOCK 98974X103 177,440.16 177 21,534 SH Sole 28 21,534
ZOLTEK COS INC COM COMMON
STK USD0.01 STOCK 98975W104 227,183.50 227 29,314 SH Sole 28, 33 29,314
ZOGENIX INC USD0.001 COMMON
STOCK 98978L105 54,309.22 54 40,834 SH Sole 28 40,834
AIRCASTLE NPV COMMON
STOCK G0129K104 1,014,084.72 1,014 80,868 SH Sole 8, 28, 33 80,868
ALKERMES PLC USD0.01 COMMON
STOCK G01767105 5,141,744.64 5,142 277,632 SH Sole 8, 25, 28 277,632
ALTERRA CAPITAL COMMON
HLDGS LTD USD0.01 STOCK G0229R108 2,782,775.85 2,783 98,715 SH Sole 8, 28, 33 98,715
AMDOCS ORD GBP0.01 COMMON
STOCK G02602103 8,534,481.12 8,534 251,088 SH Sole 35, 43 251,088
AMBARELLA INC COMMON
USD0.00045 STOCK G037AX101 1,352,706.85 1,353 121,319 SH Sole 28, 30 121,319
AON PLC USD0.01 A COMMON 23, 28,
STOCK G0408V102 17,292,211.60 17,292 311,011 SH Sole 35, 51 311,011
ARCH CAPITAL GROUP COMMON
COM STK USD0.01 STOCK G0450A105 1,140,118.00 1,140 25,900 SH Sole 30 25,900
ARGO GROUP INTL COMMON
HLDGS COM STK USD0.01 STOCK G0464B107 793,798.88 794 23,632 SH Sole 28, 33 23,632
APCO OIL & GAS INTL INC COMMON
COM STK USD0.01 STOCK G0471F109 85,800.70 86 6,970 SH Sole 28 6,970
ASPEN INSURANCE
HLDGS COM STK COMMON
USD0.15144558 STOCK G05384105 5,034,538.96 5,035 156,937 SH Sole 8, 28, 33 156,937
ASSURED GUARANTY COMMON
LTD COM STK USD0.01 STOCK G0585R106 853,301.95 853 59,965 SH Sole 8, 33 59,965
AXIS CAPITAL HLDGS COMMON
COM STK USD0.0125 STOCK G0692U109 6,051,885.12 6,052 174,708 SH Sole 33, 43 174,708
ENERGY XXI(BERMUDA) COMMON
USD0.005 STOCK G10082140 4,829,433.51 4,829 150,029 SH Sole 8, 28, 35 150,029
ACCENTURE PLC COMMON
CLS'A'USD0.0000225 STOCK G1151C101 22,655,685.50 22,656 340,687 SH Sole 28, 54, 58 340,687
BUNGE LTD COM STK COMMON
USD0.01 STOCK G16962105 6,651,861.90 6,652 91,510 SH Sole 58 91,510
CENTRAL EUROPEAN
MEDIA ENTERPRISES
COM STK USD0.08 COMMON
STOCK G20045202 223,898.25 224 36,525 SH Sole 28, 33 36,525
CONSOLIDATED WATER COMMON
CO LTD USD0.6 STOCK G23773107 132,830.00 133 17,950 SH Sole 8, 28, 33 17,950
CREDICORP COM STK COMMON
USD5 STOCK G2519Y108 1,637,075.20 1,637 11,170 SH Sole 51 11,170
COVIDIEN PLC USD0.20 COMMON 11, 23, 28,
STOCK G2554F113 22,915,042.84 22,915 396,866 SH Sole 50, 54 396,866
DELPHI AUTOMOTIVE COMMON
PLC ORD USD0.01 STOCK G27823106 24,145,886.25 24,146 631,265 SH Sole 28, 51, 58 631,265
EATON CORP PLC NPV COMMON 28, 37, 43,
STOCK G29183103 51,437,805.40 51,438 949,037 SH Sole 51, 58 949,037
ENDURANCE SPECIALTY COMMON
HLDGS LTD USD1 STOCK G30397106 244,252.26 244 6,154 SH Sole 33 6,154
ENSTAR GROUP LIMITED COMMON
SHS STOCK G3075P101 855,415.22 855 7,639 SH Sole 28, 33 7,639
ENSCO PLC ORD USD0.10A COMMON
STOCK G3157S106 8,973,924.96 8,974 151,382 SH Sole 28, 43 151,382
EVEREST RE GROUP COM COMMON 28, 33, 35,
STK USD0.01 STOCK G3223R108 24,659,366.10 24,659 224,278 SH Sole 43, 58 224,278
FABRINET USD0.01 COMMON
STOCK G3323L100 252,064.62 252 19,183 SH Sole 28, 33 19,183
FLEETMATICS GROUP COMMON
PLC EUR0.015 STOCK G35569105 175,792.92 176 6,987 SH Sole 28 6,987
FRESH DEL MONTE
PRODUCE NV COM STK COMMON
USD0.01 STOCK G36738105 1,041,457.40 1,041 39,524 SH Sole 28, 33 39,524
FRONTLINE LTD COM STK COMMON
USD2.50 STOCK G3682E127 134,921.62 135 41,387 SH Sole 28 41,387
GASLOG LTD USD0.01 COMMON
STOCK G37585109 236,393.74 236 19,018 SH Sole 28 19,018
GLOBAL SOURCES COM COMMON
STK USD0.01 STOCK G39300101 99,267.12 99 15,319 SH Sole 28 15,319
GLOBAL INDEMNITY PLC COMMON
USD0.0001 STOCK G39319101 216,940.39 217 9,803 SH Sole 28, 33 9,803
GREENLIGHT CAPITAL RE
LTD CLS'A'COM STK
USD0.10 COMMON
STOCK G4095J109 524,192.96 524 22,712 SH Sole 28, 33 22,712
HELEN OF TROY COM STK COMMON
USD0.10 STOCK G4388N106 3,761,784.18 3,762 112,662 SH Sole 8, 28, 33 112,662
HOLLYSYS AUTOMATION COMMON
TECHNOLOGIES LTD STOCK G45667105 859,388.00 859 72,400 SH Sole 54 72,400
INGERSOLL-RAND PLC COMMON
USD1 STOCK G47791101 9,110,673.44 9,111 189,964 SH Sole 28, 41, 54 189,964
INVESCO LTD COM STK COMMON 11, 28,
USD0.20 STOCK G491BT108 16,302,910.48 16,303 624,872 SH Sole 43, 51 624,872
JAZZ PHARMACEUTICALS COMMON
PLC USD0.0001 STOCK G50871105 2,712,508.40 2,713 50,987 SH Sole 28, 47 50,987
LAZARD LTD COM STK COMMON
CLASS 'A' USD0.01 STOCK G54050102 5,534,156.24 5,534 185,461 SH Sole 11, 43 185,461
MAIDEN HLDGS LTD COMMON 8, 28,
USD0.01 STOCK G5753U112 1,878,353.29 1,878 204,391 SH Sole 30, 33 204,391
MARVELL TECH GROUP COMMON
COM NPV STOCK G5876H105 845,884.38 846 116,513 SH Sole 23 116,513
MICHAEL KORS HLDGS COMMON
LTD NPV STOCK G60754101 9,018,021.60 9,018 176,720 SH Sole 50, 53, 58 176,720
MONTPELIER RE HOLDINGS COMMON
COM STK USD0.0016 STOCK G62185106 1,051,948.62 1,052 46,017 SH Sole 28, 33 46,017
ALPHA & OMEGA
SEMICONDUCTOR LTD COMMON
USD0.002 STOCK G6331P104 129,066.00 129 15,365 SH Sole 28, 33 15,365
NABORS INDUSTRIES COMMON
COM STK USD0.001 STOCK G6359F103 1,783,144.45 1,783 123,401 SH Sole 28, 33 123,401
NORDIC AMERICAN COMMON
TANKERS LTD USD0.01 STOCK G65773106 375,882.50 376 42,958 SH Sole 28, 33 42,958
HOME LOAN SERVICING COMMON
SOLUTIONS LTD USD0.01 STOCK G6648D109 742,032.90 742 39,261 SH Sole 11, 28 39,261
ONEBEACON INSURANCE
GROUP LTD CLASS'A'COM COMMON
STK STOCK G67742109 270,827.60 271 19,484 SH Sole 28, 33 19,484
ORIENT EXPRESS HOTELS
LTD CLS'A'COM STK COMMON
USD0.01 STOCK G67743107 1,069,880.49 1,070 91,521 SH Sole 28, 33 91,521
PARTNERRE USD1 COMMON
STOCK G6852T105 3,767,414.94 3,767 46,806 SH Sole 30, 33, 43 46,806
PLATINUM
UNDERWRITERS HLDGS COMMON
LTD SHS STOCK G7127P100 1,417,168.00 1,417 30,808 SH Sole 28, 33 30,808
ROWAN COMPANIES PLC COMMON
SHS CL A STOCK G7665A101 1,723,477.32 1,723 55,116 SH Sole 28, 33 55,116
SEAGATE TECHNOLOGY COMMON
PLC USD0.00001 STOCK G7945M107 4,027,535.76 4,028 132,137 SH Sole 28 132,137
SEACUBE CONTAINER COMMON
LEASING LTD USD0.01 STOCK G79978105 1,372,883.20 1,373 72,832 SH Sole 8, 28, 33 72,832
SHIP FINANCE
INTERNATIONAL COM COMMON
STK USD1 STOCK G81075106 779,464.73 779 46,871 SH Sole 28, 33 46,871
SIGNET JEWELERS LTD COMMON
COM STK USD0.18 STOCK G81276100 7,689,279.60 7,689 143,994 SH Sole 28 143,994
UTI WORLDWIDE INC COMMON
ORD NPV STOCK G87210103 2,591,077.60 2,591 193,364 SH Sole 28, 33 193,364
TEXTAINER GROUP COMMON
HLDGS LTD USD0.01 STOCK G8766E109 334,797.32 335 10,642 SH Sole 28 10,642
UTSTARCOM HLDGS COMMON
CORP USD0.00125 STOCK G9310A106 9,279.92 9 8,923 SH Sole 33 8,923
VALIDUS HOLDING LTD COMMON 25, 30, 33,
COM STK USD0.175 STOCK G9319H102 11,566,491.30 11,566 334,485 SH Sole 43, 58 334,485
VANTAGE DRILLING COM COMMON
STK USD0.001 STOCK G93205113 280,663.44 281 153,368 SH Sole 28 153,368
WILLIS GROUP HLDGS COMMON
PLC ORD SHS USD0.000115 STOCK G96666105 3,173,815.68 3,174 94,656 SH Sole 35 94,656
XYRATEX LTD USD0.01 COMMON
STOCK G98268108 46,364.33 46 5,513 SH Sole 33 5,513
XL GROUP PLC ORD COMMON
USD0.01 STOCK G98290102 10,216,235.26 10,216 407,671 SH Sole 28, 43 407,671
ACE LIMITED CHF30.57 COMMON
STOCK H0023R105 13,706,847.00 13,707 171,765 SH Sole 23, 28 171,765
ALLIED WORLD
ASSURANCE COMMON
COMPANYHOLDINGS AG STOCK H01531104 2,500,875.60 2,501 31,737 SH Sole 30, 33 31,737
WEATHERFORD
INTERNATIONAL LTD COMMON
CHF1.16 STOCK H27013103 3,753,305.04 3,753 335,416 SH Sole 41 335,416
GARMIN LTD CHF0.01 COMMON
STOCK H2906T109 3,501,253.86 3,501 85,773 SH Sole 28, 58 85,773
NOBLE CORPORATION COMMON
CHF3.28 STOCK H5833N103 8,894,664.54 8,895 255,447 SH Sole 28, 41, 43 255,447
PENTAIR LTD USD0.16 COMMON
STOCK H6169Q108 4,049,665.10 4,050 82,394 SH Sole 28 82,394
TE CONNECTIVITY LTD COMMON
CHF0.97 STOCK H84989104 9,643,776.00 9,644 259,800 SH Sole 23, 28 259,800
TYCO INTERNATIONAL COMMON
LTD USD0.80 STOCK H89128104 10,305,184.50 10,305 352,314 SH Sole 23, 28 352,314
UBS AG CHF0.10 COMMON
STOCK H89231338 2,055,486.60 2,055 130,590 SH Sole 46 130,590
ALTISOURCE PORTFOLIO COMMON
SOLUTIONS SA USD1 STOCK L0175J104 1,204,504.50 1,205 13,900 SH Sole 11 13,900
CHECK POINT SOFTWARE COMMON
TECHNOLOGIES ORD ILS1 STOCK M22465104 4,449,576.00 4,450 93,400 SH Sole 37 93,400
EZCHIP SEMICONDUCTOR COMMON
LTD STOCK M4146Y108 3,502,113.00 3,502 105,900 SH Sole 38 105,900
MELLANOX
TECHNOLOGIES LTD COMMON
ILS0.0175 STOCK M51363113 1,331,418.36 1,331 22,422 SH Sole 23 22,422
MAGICJACK VOCALTEC COMMON
LTD ILS0.65 STOCK M6787E101 205,827.63 206 11,303 SH Sole 28 11,303
STRATASYS LTD USD0 COMMON
STOCK M85548101 7,077,245.00 7,077 88,300 SH Sole 5, 38, 47 88,300
SYNERON MEDICAL LTD COMMON
ILS0.01 STOCK M87245102 708,339.00 708 81,700 SH Sole 30 81,700
SODASTREAM
INTERNATIONAL LTD COMMON
ILS0.645 STOCK M9068E105 4,502,467.00 4,502 100,300 SH Sole 38 100,300
AVG TECHNOLOGIES NV COMMON
EUR0.01 STOCK N07831105 113,453.61 113 7,167 SH Sole 8, 28 7,167
CORE LABORATORIES NV COMMON
EUR0.02 STOCK N22717107 4,286,482.34 4,286 39,214 SH Sole 5, 11, 23 39,214
INTERXION HLDG NV COMMON
EUR0.1 STOCK N47279109 1,237,896.00 1,238 52,100 SH Sole 30 52,100
LYONDELLBASELL
INDUSTRIES NV USD0.01 COMMON 11, 28,
A STOCK N53745100 16,999,175.49 16,999 297,761 SH Sole 51, 54 297,761
ORTHOFIX INTL NV COM COMMON
STK USD0.10 STOCK N6748L102 1,549,837.98 1,550 39,406 SH Sole 28, 33, 47 39,406
SAPIENS INTERNATIONAL COMMON
CORP NV EUR2.3 STOCK N7716A151 36,700.00 37 9,175 SH Sole 28 9,175
SENSATA TECHNOLOGIES COMMON
HLDGS BV EUR0.01 STOCK N7902X106 2,436,000.00 2,436 75,000 SH Sole 11 75,000
TORNIER NV EUR0.03 COMMON
STOCK N87237108 208,112.05 208 12,395 SH Sole 28 12,395
VISTAPRINT NV EUR0.01 COMMON
STOCK N93540107 889,323.04 889 27,064 SH Sole 28 27,064
COPA HOLDINGS SA NPV COMMON
CLASS 'A' STOCK P31076105 9,822,676.50 9,823 98,770 SH Sole 38, 58 98,770
STEINER LEISURE COM COMMON
STK USD0.01 STOCK P8744Y102 1,651,037.59 1,651 34,261 SH Sole 28, 30 34,261
EXCEL MARITIME
CARRIERS COM STK COMMON
USD0.01 STOCK V3267N107 3,664.44 4 8,424 SH Sole 33 8,424
ROYAL CARIBBEAN
CRUISES COM STK COMMON 43, 51,
USD0.01 STOCK V7780T103 17,789,820.00 17,790 523,230 SH Sole 54, 58 523,230
AEGEAN MARINE
PETROLEUM NETWORK COMMON
INC COM STK STOCK Y0017S102 1,068,144.00 1,068 202,300 SH Sole 30 202,300
AVAGO TECHNOLOGIES COMMON
LTD NPV STOCK Y0486S104 12,349,141.30 12,349 390,055 SH Sole 11, 41 390,055
BALTIC TRADING LTD COMMON
USD0.01 STOCK Y0553W103 2,693.92 3 904 SH Sole 33 904
DHT HLDGS INC USD0.01 COMMON
STOCK Y2065G121 3,005.30 3 733 SH Sole 33 733
EAGLE BULK SHIPPING COMMON
INC USD0.01 STOCK Y2187A119 2,175.00 2 1,450 SH Sole 33 1,450
FLEXTRONICS
INTERNATIONAL COMMON
ORD USD0.01 STOCK Y2573F102 6,019,974.00 6,020 969,400 SH Sole 37 969,400
GENCO SHIPPING &
TRADING LIMITED COM COMMON
STK USD0.01 STOCK Y2685T107 119,734.92 120 34,308 SH Sole 28, 33 34,308
SCORPIO TANKERS INC COMMON
USD0.01 STOCK Y7542C106 1,498,446.72 1,498 210,752 SH Sole 28, 30 210,752
TEEKAY CORP COM STK COMMON
NPV STOCK Y8564W103 261,294.00 261 8,140 SH Sole 33 8,140
TEEKAY TANKERS LTD COMMON
USD0.01 STOCK Y8565N102 146,763.20 147 50,608 SH Sole 28 50,608
SUBTOTAL - COMMON
STOCK 16,599,939,877.50 466,363,288
EQUITIES - REIT
AG MORTGAGE
INVESTMENT TRUST INC EQUITIES
USD0.01 - REIT 001228105 415,877.76 416 17,712 SH Sole 28 17,712
ACADIA REALTY TRUST SHS EQUITIES
BEN INT USD0.001 - REIT 004239109 2,117,654.88 2,118 84,436 SH Sole 26, 28, 34 84,436
AGREE REALTY CORP EQUITIES
USD0.0001 - REIT 008492100 250,727.61 251 9,359 SH Sole 28 9,359
ALEXANDER'S INC COM EQUITIES
STK USD1 - REIT 014752109 554,090.00 554 1,675 SH Sole 28 1,675
ALEXANDRIA REAL
ESTATE EQUITIES INC EQUITIES
COM STK - REIT 015271109 8,927,029.60 8,927 128,780 SH Sole 26, 28, 34 128,780
AMERICAN ASSETS EQUITIES
TRUST INC USD0.01 - REIT 024013104 1,956,440.64 1,956 70,048 SH Sole 28, 30 70,048
AMERICAN CAMPUS
COMMUNITIES INC COM
STK USD0.01 EQUITIES 8, 23,
- REIT 024835100 10,991,256.71 10,991 238,267 SH Sole 28, 34 238,267
ANNALY CAPITAL
MANAGEMENT INC EQUITIES
CLASS'A'COM STK - REIT 035710409 7,319,052.00 7,319 521,300 SH Sole 35 521,300
ANWORTH MORTGAGE ASSET EQUITIES
CORP COM STK USD0.01 - REIT 037347101 2,796,832.18 2,797 483,881 SH Sole 8, 28 483,881
ARMOUR RESIDENTIAL EQUITIES
REIT INC USD0.0001 - REIT 042315101 1,530,252.05 1,530 236,515 SH Sole 28 236,515
ASHFORD HOSPITALITY
TRUST INC COM STK EQUITIES 8, 26,
USD0.01 - REIT 044103109 2,775,291.62 2,775 264,062 SH Sole 28, 34 264,062
ASSOCIATED ESTATES EQUITIES
REALTY CORP COM NPV - REIT 045604105 625,439.88 625 38,799 SH Sole 28 38,799
AVALONBAY
COMMUNITIES INC COM EQUITIES
STK USD0.01 - REIT 053484101 17,850,152.32 17,850 131,648 SH Sole 26, 28, 34 131,648
BOSTON PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 101121101 19,476,658.32 19,477 184,072 SH Sole 26, 28, 34 184,072
BRANDYWINE REALTY
TRUST SHS BEN INT EQUITIES
USD0.01 - REIT 105368203 46,480.47 46 3,813 SH Sole 34 3,813
CBL & ASSOCIATES
PROPERTIES INC COM EQUITIES
STK USD0.01 - REIT 124830100 91,287.84 91 4,304 SH Sole 34 4,304
CAMDEN PROPERTY
TRUST SHS BEN INT COM EQUITIES
STK USD0.01 - REIT 133131102 17,629,556.60 17,630 258,460 SH Sole 26, 28, 34 258,460
CAPLEASE INC COM STK EQUITIES
USD0.01 - REIT 140288101 987,967.61 988 177,373 SH Sole 8, 28 177,373
CEDAR REALTY TRUST EQUITIES
INC - REIT 150602209 979,793.76 980 185,567 SH Sole 8, 28 185,567
CHESAPEAKE LODGING EQUITIES
TRUST SBI USD0.01 - REIT 165240102 1,484,066.88 1,484 71,076 SH Sole 8, 28 71,076
COLONIAL PROPERTIES EQUITIES
TRUST COM STK USD0.01 - REIT 195872106 1,546,546.90 1,547 72,370 SH Sole 28, 34 72,370
COMMONWEALTH REIT EQUITIES
SHS OF BNF INT USD0.01 - REIT 203233101 38,111.04 38 2,406 SH Sole 34 2,406
COUSINS PROPERTIES INC EQUITIES
COM STK USD1 - REIT 222795106 3,483,386.20 3,483 417,172 SH Sole 26, 28, 34 417,172
CREXUS INVESTMENT EQUITIES
CORP USD0.01 - REIT 226553105 660,238.25 660 53,897 SH Sole 28 53,897
CUBESMART USD0.01 EQUITIES
- REIT 229663109 1,473,318.40 1,473 101,120 SH Sole 28, 34 101,120
DCT INDUSTRIAL TRUST EQUITIES 8, 26,
INC COM STK USD0.01 - REIT 233153105 6,054,936.36 6,055 932,964 SH Sole 28, 34 932,964
DIAMONDROCK HOSPIT EQUITIES
COM USD0.01 - REIT 252784301 1,384,884.00 1,385 153,876 SH Sole 28, 34 153,876
DIGITAL REALTY TRUST EQUITIES
INC COM STK USD0.01 - REIT 253868103 3,164,488.68 3,164 46,612 SH Sole 26, 34 46,612
DUKE REALTY CORP COM EQUITIES
STK USD0.01 - REIT 264411505 9,292,775.17 9,293 669,991 SH Sole 26, 28, 34 669,991
EASTGROUP PROPERTIES EQUITIES
INC COM STK USD0.0001 - REIT 277276101 1,474,609.24 1,475 27,404 SH Sole 8, 28, 34 27,404
EQUITY ONE INC COM EQUITIES
STK USD0.01 - REIT 294752100 3,256,423.94 3,256 154,994 SH Sole 28, 34 154,994
ESSEX PROPERTY TRUST EQUITIES
INC COM STK USD0.0001 - REIT 297178105 10,703,250.25 10,703 72,985 SH Sole 26, 28, 34 72,985
FEDERAL REALTY
INVESTMENT TRUST SHS EQUITIES 26, 28,
BNF INT NPV - REIT 313747206 19,114,507.16 19,115 183,758 SH Sole 34, 58 183,758
GENERAL GROWTH EQUITIES
PROPERTIES INC USD0.01 - REIT 370023103 10,412,694.65 10,413 524,569 SH Sole 26, 34, 43 524,569
GETTY REALTY CORP EQUITIES
COM STK USD0.10 - REIT 374297109 605,353.14 605 33,519 SH Sole 8, 28 33,519
GLADSTONE
COMMERICAL CORP COM EQUITIES
STK US0.001 - REIT 376536108 165,086.15 165 9,197 SH Sole 28 9,197
GLIMCHER REALTY
TRUST SHS OF EQUITIES
BENEFICIAL INTEREST - REIT 379302102 1,278,322.12 1,278 115,268 SH Sole 28, 34 115,268
GRAMERCY CAPITAL EQUITIES
CORP COM STK USD0.001 - REIT 384871109 109,947.18 110 37,397 SH Sole 28 37,397
GYRODYNE CO OF
AMERICA INC COM STK EQUITIES
USD1 - REIT 403820103 63,556.92 64 882 SH Sole 28 882
HEALTHCARE REALTY
TRUST INC COM STK EQUITIES
USD0.01 - REIT 421946104 5,370,892.94 5,371 223,694 SH Sole 26, 28, 34 223,694
HERSHA HOSPITALITY TRUST
CLASS'A'SHS BEN EQUITIES
INTEREST - REIT 427825104 707,690.00 708 141,538 SH Sole 28, 34 141,538
HIGHWOODS PROPERTIES EQUITIES
INC COM STK USD0.01 - REIT 431284108 6,374,232.00 6,374 190,560 SH Sole 28, 34 190,560
HOME PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 437306103 5,941,613.41 5,942 96,911 SH Sole 8, 28, 34 96,911
HUDSON PACIFIC EQUITIES
PROPERTIES INC USD0.01 - REIT 444097109 3,528,329.22 3,528 167,537 SH Sole 26, 28 167,537
INLAND REAL ESTATE EQUITIES
CORP COM STK USD0.01 - REIT 457461200 533,060.18 533 63,611 SH Sole 28, 34 63,611
INVESTORS REAL EST SBI EQUITIES
NPV - REIT 461730103 613,701.54 614 70,298 SH Sole 28 70,298
LTC PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 502175102 1,879,673.85 1,880 53,415 SH Sole 8, 28, 34 53,415
LASALLE HOTEL
PROPERTIES COM STK EQUITIES
USD0.01 - REIT 517942108 2,036,938.14 2,037 80,226 SH Sole 8, 28, 34 80,226
LEXINGTON REALTY
TRUST COM STK EQUITIES
USD0.0001 - REIT 529043101 3,130,360.20 3,130 299,556 SH Sole 8, 26, 28 299,556
LIBERTY PROPERTY EQUITIES
TRUST COM STK USD0.001 - REIT 531172104 7,630,277.55 7,630 213,315 SH Sole 28, 34 213,315
MACERICH CO COM STK EQUITIES
USD0.01 - REIT 554382101 19,370,466.50 19,370 332,255 SH Sole 26, 28, 34 332,255
MACK CALI REALTY EQUITIES
CORP COM STK USD0.01 - REIT 554489104 9,290,016.33 9,290 355,803 SH Sole 26, 28, 34 355,803
MONMOUTH REAL
ESTATE INVT CORP COM EQUITIES
STK USD0.01 - REIT 609720107 342,025.04 342 33,014 SH Sole 28 33,014
NATL RETAIL PPTYS COM EQUITIES
USD0.01 - REIT 637417106 6,815,140.80 6,815 218,434 SH Sole 8, 28 218,434
NEW YORK MORTGAGE
TRUST INC COM STK EQUITIES
USD0.01 - REIT 649604501 241,145.92 241 38,156 SH Sole 28 38,156
OMEGA HEALTHCARE
INVESTORS COM STK EQUITIES
USD0.10 - REIT 681936100 9,436,443.30 9,436 395,658 SH Sole 8, 28, 43 395,658
ONE LIBERTY PROPERTIES EQUITIES
COM STK USD1 - REIT 682406103 1,525,990.61 1,526 75,209 SH Sole 28, 30 75,209
PENNSYLVANIA REAL
ESTATE INV TRUST SHS EQUITIES
BNF INT - REIT 709102107 2,781,104.76 2,781 157,659 SH Sole 8, 28, 34 157,659
PIEDMONT OFFICE
REALTY TRUST INC CLS A EQUITIES
USD0.01 - REIT 720190206 4,273,445.80 4,273 236,756 SH Sole 23, 30, 34 236,756
PLUM CREEK TIMBER CO EQUITIES
INC COM STK NPV - REIT 729251108 2,800,856.25 2,801 63,125 SH Sole 28 63,125
POST PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 737464107 73,926.00 74 1,480 SH Sole 34 1,480
POTLATCH CORP COM EQUITIES
STK USD1 - REIT 737630103 4,088,026.47 4,088 104,313 SH Sole 28 104,313
RAIT FINANCIAL TRUST EQUITIES
USD0.03 - REIT 749227609 228,994.50 229 40,530 SH Sole 28 40,530
RAMCO-GERSHENSON
PROPERTIES TRUST SBI EQUITIES
USD0.01 - REIT 751452202 860,291.85 860 64,635 SH Sole 8, 28, 34 64,635
RAYONIER INC COM STK EQUITIES
NPV - REIT 754907103 15,160,845.13 15,161 292,511 SH Sole 28, 43 292,511
REALTY INCOME CORP EQUITIES
COM STK USD1 - REIT 756109104 9,519,194.77 9,519 236,737 SH Sole 28 236,737
REDWOOD TRUST INC EQUITIES
COM STK USD0.01 - REIT 758075402 3,864,820.47 3,865 228,823 SH Sole 8, 28 228,823
REGENCY CENTERS CORP EQUITIES
COM STK USD0.01 - REIT 758849103 18,552,510.48 18,553 393,729 SH Sole 26, 28, 34 393,729
ROUSE PROPERTIES INC EQUITIES
USD0.01 - REIT 779287101 303,443.28 303 17,934 SH Sole 28 17,934
SAUL CENTERS INC COM EQUITIES
STK USD0.01 - REIT 804395101 277,878.26 278 6,494 SH Sole 28, 34 6,494
SIMON PROPERTY GROUP EQUITIES 23, 26, 28,
INC COM STK USD0.0001 - REIT 828806109 72,304,042.40 72,304 457,360 SH Sole 34, 53, 58 457,360
SUMMIT HOTEL PROPERTIES EQUITIES
INC USD0.01 - REIT 866082100 2,737,339.50 2,737 288,141 SH Sole 28, 30 288,141
SUN COMMUNITIES INC EQUITIES
COM STK USD0.01 - REIT 866674104 1,492,963.03 1,493 37,427 SH Sole 8, 28, 34 37,427
SUNSTONE HOTEL
INVESTORS INC COM STK EQUITIES
USD0.01 - REIT 867892101 1,203,579.09 1,204 112,379 SH Sole 28, 34 112,379
TANGER FACTORY
OUTLET CENTERS COM EQUITIES
STK USD0.01 - REIT 875465106 1,692,147.60 1,692 49,478 SH Sole 25, 34 49,478
TAUBMAN CENTRES INC EQUITIES 28, 30,
COM STK USD0.01 - REIT 876664103 10,757,560.32 10,758 136,656 SH Sole 34, 43 136,656
THOMAS PROPERTIES
GROUP INC COM STK EQUITIES
USD0.01 - REIT 884453101 185,297.91 185 34,251 SH Sole 28, 33 34,251
UDR INC COM STK EQUITIES
USD0.01 - REIT 902653104 13,100,758.70 13,101 550,915 SH Sole 26, 28, 34 550,915
UMH PROPERTIES INC EQUITIES
COM STK USD0.10 - REIT 903002103 114,776.63 115 11,111 SH Sole 28 11,111
URSTADT BIDDLE
PROPERTIES CLASS EQUITIES
'A'COM NPV - REIT 917286205 382,421.76 382 19,432 SH Sole 28 19,432
VORNADO REALTY EQUITIES 26, 28,
TRUST USD0.04 - REIT 929042109 27,884,496.64 27,884 348,208 SH Sole 34, 58 348,208
WASHINGTON REAL
ESTATE INVEST TRUST EQUITIES
SHS BNF INT - REIT 939653101 1,434,039.85 1,434 54,839 SH Sole 28, 34 54,839
WEINGARTEN REALTY
INVESTORS SHS OF BEN EQUITIES
INT USD0.03 - REIT 948741103 5,391,692.16 5,392 201,408 SH Sole 28, 34 201,408
WEYERHAEUSER CO COM EQUITIES
STK USD1.25 - REIT 962166104 8,870,490.46 8,870 318,853 SH Sole 23, 28, 58 318,853
WHITESTONE REIT EQUITIES
USD0.001 - REIT 966084204 140,612.40 141 10,008 SH Sole 28 10,008
WINTHROP REALTY EQUITIES
TRUST SHS BNF INT USD1 - REIT 976391300 1,728,109.50 1,728 156,390 SH Sole 8, 26, 28 156,390
BRE PROPERTIES INC
CLASS'A'COM STK EQUITIES
USD0.01 - REIT 05564E106 9,041,081.27 9,041 177,869 SH Sole 26, 28, 34 177,869
UNIVERSAL HLTH RLT EQUITIES
SHS BEN INT USD0.01 - REIT 91359E105 490,663.95 491 9,695 SH Sole 28, 34 9,695
AMERICAN CAPITAL EQUITIES
AGENCY CORP USD0.01 - REIT 02503X105 1,010,006.00 1,010 34,900 SH Sole 30 34,900
AMERICAN CAPITAL MTG EQUITIES
INV CORP USD0.01 - REIT 02504A104 687,324.77 687 29,161 SH Sole 28 29,161
AMERICAN REALTY
CAPITAL TRUST INC EQUITIES
USD0.01 - REIT 02917L101 1,469,148.45 1,469 127,199 SH Sole 28 127,199
AMERICAN TOWER EQUITIES 23, 28,
CORPORATION - REIT 03027X100 26,226,906.13 26,227 339,419 SH Sole 50, 58 339,419
AMREIT INC NEW USD0.01 EQUITIES
- REIT 03216B208 39,290.65 39 2,291 SH Sole 28 2,291
APARTMENT
INVESTMENT &
MANAGEMENT COM STK EQUITIES
USD0.01 - REIT 03748R101 2,322,208.02 2,322 85,817 SH Sole 26, 28, 34 85,817
APOLLO COMMERCIAL EQUITIES
REAL ESTATE USD0.01 - REIT 03762U105 286,589.34 287 17,658 SH Sole 28 17,658
APOLLO RESIDENTIAL EQUITIES
MORTGAGE INC USD0.01 - REIT 03763V102 395,360.58 395 19,582 SH Sole 28 19,582
BIOMED REALTY TRUST EQUITIES
INC COM STK USD0.01 - REIT 09063H107 5,384,236.19 5,384 278,543 SH Sole 28, 34 278,543
CYS INVESTMENTS INC EQUITIES
USD0.01 - REIT 12673A108 2,715,803.98 2,716 229,958 SH Sole 8, 28 229,958
CAMPUS CREST
COMMUNITIES INC EQUITIES
USD0.01 - REIT 13466Y105 1,796,739.78 1,797 146,553 SH Sole 28, 30 146,553
CAPSTEAD MTGE.CORP EQUITIES
COM STK USD0.01 - REIT 14067E506 3,268,628.84 3,269 284,972 SH Sole 8, 28 284,972
CHATHAM LODGING EQUITIES
TRUST USD0.01 - REIT 16208T102 176,177.90 176 11,455 SH Sole 28 11,455
COLONY FINANCIAL INC EQUITIES
USD0.01 - REIT 19624R106 2,484,495.00 2,484 127,410 SH Sole 28, 30 127,410
CORESITE REALTY CORP EQUITIES
USD0.01 - REIT 21870Q105 2,989,050.24 2,989 108,064 SH Sole 8, 28, 47 108,064
CORPORATE OFFICE
PROPERTIES TRUST COM EQUITIES
STK USD0.01 - REIT 22002T108 3,636,788.24 3,637 145,588 SH Sole 28, 34 145,588
DDR CORP NPV EQUITIES
- REIT 23317H102 102,933.18 103 6,573 SH Sole 34 6,573
DOUGLAS EMMETT INC EQUITIES
COM STK USD0.01 - REIT 25960P109 86,210.00 86 3,700 SH Sole 34 3,700
DUPONT FABROS
TECHNOLOGY COM STK EQUITIES
USD1 - REIT 26613Q106 1,225,056.96 1,225 50,706 SH Sole 28, 34 50,706
DYNEX CAPITAL INC EQUITIES
COM STK USD0.01 - REIT 26817Q506 416,464.48 416 44,117 SH Sole 28 44,117
EPR PROPERTIES SBI EQUITIES
USD0.01 - REIT 26884U109 3,691,797.15 3,692 80,065 SH Sole 8, 28, 30 80,065
EDUCATION REALTY
TRUST INC COM STK EQUITIES
USD0.01 - REIT 28140H104 2,112,550.72 2,113 198,548 SH Sole 28, 30, 34 198,548
EQUITY LIFESTYLE
PROPERTIES INC COM EQUITIES 26, 34,
STK USD0.01 - REIT 29472R108 13,219,322.37 13,219 196,453 SH Sole 37, 43 196,453
EQUITY RESIDENTIAL
PROPERTIES TRUST SHS EQUITIES
OF - REIT 29476L107 35,987,830.14 35,988 635,042 SH Sole 26, 28, 34 635,042
EXCEL TRUST INC EQUITIES
USD0.001 - REIT 30068C109 442,423.73 442 34,919 SH Sole 28 34,919
EXTRA SPACE STORAGE EQUITIES
INC COM STK USD0.01 - REIT 30225T102 646,068.06 646 17,754 SH Sole 8, 34 17,754
FELCOR LODGINGS
TRUST INC COM STK EQUITIES
USD0.01 - REIT 31430F101 1,004,073.35 1,004 215,005 SH Sole 8, 28, 34 215,005
FIRST INDUSTRIAL
REALTY TRUST COM STK EQUITIES
USD0.01 - REIT 32054K103 3,641,242.88 3,641 258,611 SH Sole 8, 28, 34 258,611
FIRST POTOMAC REALTY EQUITIES
TRUST SBI USD0.001 - REIT 33610F109 526,202.28 526 42,573 SH Sole 28, 34 42,573
FRANKLIN STREET
PROPERTIES CORP/MA EQUITIES
COM STK - REIT 35471R106 734,746.97 735 59,687 SH Sole 28, 34 59,687
GOVERNMENT
PROPERTIES INCOME EQUITIES
USD0.01 - REIT 38376A103 801,412.98 801 33,434 SH Sole 28 33,434
HCP INC COM STK USD1 EQUITIES 23, 26,
- REIT 40414L109 27,949,477.50 27,949 618,625 SH Sole 28, 34 618,625
HATTERAS FINANCIAL EQUITIES
CORP USD0.001 - REIT 41902R103 4,086,207.00 4,086 164,700 SH Sole 37 164,700
HEALTH CARE REIT INC EQUITIES
COM STK USD1 - REIT 42217K106 10,005,163.47 10,005 163,243 SH Sole 28, 34, 37 163,243
HOSPITALITY
PROPERTIES TRUST COM EQUITIES
STK USD0.01 - REIT 44106M102 6,146,110.60 6,146 262,430 SH Sole 28, 34, 43 262,430
HOST HOTELS & RESORTS EQUITIES
INC USD0.01 - REIT 44107P104 23,728,924.30 23,729 1,514,290 SH Sole 26, 28, 34 1,514,290
ISTAR FINANCIAL INC
NEW CLASS'A'SHS BEN EQUITIES
INT - REIT 45031U101 549,937.55 550 67,477 SH Sole 28 67,477
INVESCO MORTGAGE EQUITIES
CAPITAL INC USD0.01 - REIT 46131B100 2,097,952.11 2,098 106,441 SH Sole 8, 28 106,441
JAVELIN MTG INVT CORP EQUITIES
USD0.001 - REIT 47200B104 103,295.99 103 5,411 SH Sole 28 5,411
KILROY REALTY CORP EQUITIES
COM STK USD0.01 - REIT 49427F108 95,024.22 95 2,006 SH Sole 34 2,006
KIMCO REALTY CORP EQUITIES
USD0.01 - REIT 49446R109 3,320,760.24 3,321 171,882 SH Sole 28, 34 171,882
KITE REALTY GROUP EQUITIES
TRUST COM STK USD0.01 - REIT 49803T102 565,607.38 566 101,182 SH Sole 8, 28, 34 101,182
MFA FINANCIAL INC COM EQUITIES
STK USD0.01 - REIT 55272X102 2,271,748.87 2,272 280,117 SH Sole 8, 30 280,117
MEDICAL PROPERTIES
TRUST INC COM STK EQUITIES
USD0.001 - REIT 58463J304 1,296,703.20 1,297 108,420 SH Sole 28 108,420
MID-AMERICA
APARTMENT
COMMUNITIES COM STK EQUITIES
USD0.01 - REIT 59522J103 71,030.75 71 1,097 SH Sole 34 1,097
NATIONAL HEALTH
INVESTORS INC COM STK EQUITIES
USD0.01 - REIT 63633D104 2,036,888.96 2,037 36,032 SH Sole 28, 30 36,032
NORTHSTAR REALTY
FINANCE CORP COM STK EQUITIES
USD0.01 - REIT 66704R100 913,264.00 913 129,725 SH Sole 28 129,725
PS BUSINESS PARKS INC EQUITIES 26, 28,
CALIF COM SER'A'USD0.01 - REIT 69360J107 3,418,792.74 3,419 52,613 SH Sole 30, 34 52,613
PARKWAY PROPERTIES EQUITIES
INC COM STK USD0.001 - REIT 70159Q104 1,476,952.28 1,477 105,572 SH Sole 8, 28 105,572
PEBBLEBROOK HOTEL EQUITIES
TRUST USD0.01 - REIT 70509V100 1,139,292.00 1,139 49,320 SH Sole 28, 34 49,320
PENNYMAC MORTGAGE
INVESTMENT TRUST EQUITIES
USD0.01 - REIT 70931T103 1,184,684.76 1,185 46,844 SH Sole 28 46,844
PROLOGIS INC EQUITIES
- REIT 74340W103 12,179,997.10 12,180 333,790 SH Sole 26, 28, 34 333,790
PUBLIC STORAGE COM EQUITIES 26, 28,
STK USD0.10 - REIT 74460D109 26,071,345.92 26,071 179,852 SH Sole 34, 58 179,852
RLJ LODGING TRUST EQUITIES
USD0.01 - REIT 74965L101 1,647,747.79 1,648 85,067 SH Sole 28 85,067
RESOURCE CAPITAL EQUITIES
CORP USD0.001 - REIT 76120W302 436,318.40 436 77,914 SH Sole 28 77,914
RETAIL OPPORTUNITY
INVESTMENTS CORP COM EQUITIES
STK - REIT 76131N101 1,473,717.42 1,474 114,597 SH Sole 26, 28 114,597
SL GREEN REALTY CORP EQUITIES
COM STK USD0.01 - REIT 78440X101 14,600,751.90 14,601 190,486 SH Sole 26, 28, 34 190,486
SABRA HEALTH CARE EQUITIES
REIT INC USD0.01 - REIT 78573L106 644,931.96 645 29,693 SH Sole 28 29,693
SELECT INCOME REIT EQUITIES
USD0.01 SH BEN INT - REIT 81618T100 206,755.19 207 8,347 SH Sole 28 8,347
SENIOR HOUSING
PROPERTIES TRUST SHS
OF BENEFICIAL EQUITIES
- REIT 81721M109 14,117,831.64 14,118 597,201 SH Sole 26, 28, 34 597,201
SOVRAN SELF STORAGE EQUITIES
INC COM STK USD0.01 - REIT 84610H108 2,747,800.80 2,748 44,248 SH Sole 26, 28, 34 44,248
SPIRIT REALTY CAPITAL EQUITIES
USD0.001 - REIT 84860F109 468,467.44 468 26,348 SH Sole 28 26,348
STAG INDUSTRIAL INC EQUITIES
USD0.01 - REIT 85254J102 438,054.69 438 24,377 SH Sole 28 24,377
STARWOOD PROPERTY EQUITIES
TRUST INC USD0.01 - REIT 85571B105 2,757,886.32 2,758 120,117 SH Sole 26, 28 120,117
STRATEGIC HOTELS &
RESORTS INC COM STK EQUITIES
USD0.01 - REIT 86272T106 923,872.00 924 144,355 SH Sole 28 144,355
TERRENO REALTY CORP EQUITIES
USD0.01 - REIT 88146M101 168,604.80 169 10,920 SH Sole 28 10,920
TWO HARBORS
INVESTMENT CORP EQUITIES
USD0.0001 - REIT 90187B101 3,833,225.72 3,833 345,959 SH Sole 28, 30 345,959
VENTAS INC COM STK EQUITIES
USD0.25 - REIT 92276F100 12,007,631.04 12,008 185,532 SH Sole 26, 28, 34 185,532
WESTERN ASSET
MORTGAGE CAPITAL EQUITIES
USD0.01 - REIT 95790D105 286,744.08 287 14,504 SH Sole 28 14,504
Subtotal - EQUITIES - REIT 786,590,344.69 24,976,355
CONVERTIBLE BONDS
E TRADE FINANCIAL
CORP 0% CNV BDS FIXED
INCOME -
31/AUG/2019 CORPORATE
BONDS 269246AZ7 53,587.50 54 60,000 PRN Sole 48 60,000
SUBTOTAL - FIXED INCOME -
CORPORATE BONDS 53,587.50 60,000
INVESTMENT COMPANIES - EXCHANGE TRADED FUND
ISHARES TRUST INVESTMENT
MSCI EMERGING COMPANIES -
MKS IDX FD EXCHANGE
TRADED FUND 464287234 1,660,907.50 1,661 37,450 SH Sole 51 37,450
ISHARES INC MSCI INVESTMENT
EAFE INDEX COMPANIES -
EXCHANGE
TRADED FUND 464287465 1,420,500.00 1,421 25,000 SH Sole 54 25,000
INVESTMENT
ISHARES TRUST COMPANIES -
RUSSELL MIDCAP EXCHANGE
VALUE IDX FD TRADED FUND 464287473 9,250,339.52 9,250 184,123 SH Sole 23 184,123
ISHARES TRUST INVESTMENT
RUSSELL 1000 COMPANIES -
VALUE INDEX FD EXCHANGE
TRADED FUND 464287598 1,471,692.20 1,472 20,210 SH Sole 51 20,210
ISHARES TRUST INVESTMENT
RUSSELL 1000 COMPANIES -
GROWTH INDEX FUND EXCHANGE
TRADED FUND 464287614 641,867.49 642 9,801 SH Sole 23 9,801
SUBTOTAL - INVESTMENT
COMPANIES -
EXCHANGE TRADED
FUND 14,445,306.71 276,584
INVESTMENT
COMPANIES -
MUTUAL FUNDS
FIRSTHAND
TECHNOLOGY INVESTMENT
VALUE FD INC COMPANIES -
USD0.001 MUTUAL FUNDS 33766Y100 115,138.88 115 6,602 SH Sole 28 6,602
SUBTOTAL -
INVESTMENT
COMPANIES -
MUTUAL
FUNDS 115,138.88 6,602
MISCELLANEOUS -
LIMITED
PARTNERSHIP
ALLIANCEBERNSTEIN MISCELLANEOUS
HOLDING LP - LIMITED
UNITS LIMITED PARTNERSHIP 01881G106 1,962,618.00 1,963 112,600 SH Sole 5 112,600
SPECTRA ENERGY MISCELLANEOUS
PARTNERS - LIMITED
LP COM STK NPV PARTNERSHIP 84756N109 1,233,303.93 1,233 39,491 SH Sole 23 39,491
SUBTOTAL -
MISCELLANEOUS -
LIMITED
PARTNERSHIP 3,195,921.93 152,091
MISCELLANEOUS -
WARRANTS
DYNEGY INC(NEW)
WTS 02/OCT/2017 MISCELLANEOUS
(TO SUB FOR ORD) - WARRANTS 26817R116 1,538.46 2 1,221 SH Sole 33 1,221
KINDER MORGAN INC
DELAWARE WTS MISCELLANEOUS
(TO SUB FOR P SHS) - WARRANTS 49456B119 208,633.32 209 55,194 SH Sole 43 55,194
SUBTOTAL -
MISCELLANEOUS -
WARRANTS 210,171.78 56,415
GRAND TOTALS 17,619,168,785.30 499,091,086.89