Nationwide Fund Advisors as of March 31, 2013
Portfolio Holdings for Nationwide Fund Advisors
Nationwide Fund Advisors holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing
No Form 13F File Name
-- ------------- ----
{S} {C} {C}
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.
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
60 028-13826 Brookfield Investment Management In<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}
ADR
EDWARDS GROUP LTD
ADR REP 1 ORD
SH SPONSORED ADR 281736108 1,282,461.60 1,282 159,312 SH Sole 30 159,312
ELAN CORP
ADR-EACH CNV
INTO 1 ORD
EUR0.05 ADR 284131208 1,387,916.00 1,388 117,620 SH Sole 46 117,620
FOMENTO ECONOMICO
MEXCANO SAB DE
CV ADR REP 10 ADR 344419106 8,372,441.00 8,372 73,766 SH Sole 41, 51 73,766
HSBC HLDGS ADR
EACH REPR 5
USD0.50 ADR 404280406 19,008,455.76 19,008 356,364 SH Sole 33 356,364
LLOYDS BANKING
GROUP PLC ADR
EACH REP 4 ORD ADR 539439109 230,751.00 231 76,917 SH Sole 33 76,917
MINDRAY MEDICAL
INTL LTD ADR
EACH REPR 1 ORD
SH ADR 602675100 1,461,005.20 1,461 36,580 SH Sole 51 36,580
MOBILE
TELESYSTEMS
OJSC ADR EACH
REPR 2 COM ADR 607409109 3,443,669.60 3,444 166,040 SH Sole 51 166,040
NICE SYSTEMS ADR
EACH REPR 1 ORD
ILS1 ADR 653656108 87,360.76 87 2,372 SH Sole 33 2,372
ROYAL BANK OF
SCOTLAND GROUP
PLC ADR EACH
REP 2 ADR 780097689 1,039,612.89 1,040 123,323 SH Sole 33 123,323
ROYAL DUTCH SHELL
ADR EA REP 2
CL'B' EUR0.07 ADR 780259107 4,467,050.64 4,467 66,852 SH Sole 33, 46 66,852
ROYAL DUTCH SHELL
ADR EACH REPR
2'A'SHS ADR 780259206 3,517,662.60 3,518 53,985 SH Sole 33, 41 53,985
RYANAIR HLDGS ADR
EACH REPR 5 ORD
EUR0.0127 ADR 783513104 2,444,130.00 2,444 58,500 SH Sole 28, 54 58,500
TAIWAN
SEMICONDUCTOR
MANUFACTURING
ADS EACH CNV ADR 874039100 7,209,314.10 7,209 419,390 SH Sole 51 419,390
TEVA
PHARMACEUTICAL
INDUSTRIES ADR
EACH CNV INTO 1 ADR 881624209 16,505,411.84 16,505 415,963 SH Sole 41, 54 415,963
UNILEVER NV
EUR0.16(NEW
YORK SHARES) ADR 904784709 8,653,665.00 8,654 211,065 SH Sole 11, 41 211,065
UNITED
MICROELECTRONICS
CORP ADS EACH
REPR 5 ORD ADR 910873405 1,767,803.40 1,768 982,113 SH Sole 43 982,113
WUXI PHARMATECH
(CAYMAN)INC ADS
EACH REPR 8 COM ADR 929352102 2,457,942.60 2,458 143,070 SH Sole 51 143,070
BARCLAYS ADR-EACH
REP 4 ORD STK
GBP0.25(JPM) ADR 06738E204 8,953,863.84 8,954 504,159 SH Sole 33 504,159
VALE SA ADR REPR
1 PREF SHS NPV
SPON ADR 91912E204 4,386,731.40 4,387 265,380 SH Sole 46, 51 265,380
AMERICA MOVIL SAB
DE CV ADR EACH
REP 20 SHS NPV ADR 02364W105 5,027,696.16 5,028 239,871 SH Sole 41 239,871
COMPANHIA DE
BEBIDAS DAS
AMERICAS ADR
EACH REP 1 ADR 20441W203 968,510.40 969 22,880 SH Sole 51 22,880
EMBRAER SA ADR
EACH REP 4 COM
STK SHS ADR 29082A107 3,873,726.33 3,874 108,599 SH Sole 43, 46 108,599
FOCUS MEDIA HLDG
ADR EACH REPR 5
ORD SHS(SPONS) ADR 34415V109 1,132,722.50 1,133 42,250 SH Sole 51 42,250
GLAXOSMITHKLINE
ADR EACH REPR 2
ORD GBP0.25 ADR 37733W105 6,310,567.75 6,311 134,525 SH Sole 41, 50 134,525
GRUPO TELEVISA SA
DE CV ADR-EACH
REPR 5 ORD PTG ADR 40049J206 10,786,044.18 10,786 405,338 SH Sole 41 405,338
ICICI BANK ADR
EACH REPR 2 ORD
INR10(SPON) ADR 45104G104 2,408,406.00 2,408 56,140 SH Sole 46 56,140
KB FINANCIAL
GROUP INC ADR
EACH REPR 1 SH ADR 48241A105 2,176,840.40 2,177 65,885 SH Sole 46 65,885
PETROLEO
BRASILEIRO SA
PETROBRAS SPONS
ADR- EACH ADR 71654V101 1,474,143.00 1,474 81,220 SH Sole 46 81,220
SANOFI ADR ECH
REP 1/2 ORD
EUR2 SPON ADR 80105N105 3,029,044.00 3,029 59,300 SH Sole 41 59,300
VODAFONE GROUP
SPON ADR REP 10
ORD SHS ADR 92857W209 18,641,732.88 18,642 656,168 SH Sole 33, 41 656,168
Subtotal--ADR 152,506,682.83 6,104,947
COMMON STOCK
BOSTON BEER CO
INC CLASS'A'COM COMMON
STK USD0.01 STOCK 100557107 2,102,139.52 2,102 13,168 SH Sole 11, 28 13,168
BOSTON PRIVATE
FINANCIAL HLDGS COMMON
INC COM STK USD1 STOCK 101119105 1,348,995.44 1,349 136,538 SH Sole 8, 28, 33, 37 136,538
BOSTON SCIENTIFIC
CORP COM STK COMMON
USD0.01 STOCK 101137107 24,296,277.39 24,296 3,110,919 SH Sole 23, 28, 31, 43 3,110,919
BOTTOMLINE
TECHNOLOGIES COMMON
COM STK USD0.001 STOCK 101388106 831,893.29 832 29,179 SH Sole 28 29,179
BOULDER BRANDS COMMON
INC USD0.01 STOCK 101405108 3,445,599.06 3,446 383,697 SH Sole 28, 33, 38, 47 383,697
BOYD GAMING CORP COMMON
COM STK USD0.01 STOCK 103304101 473,134.97 473 57,211 SH Sole 28, 33 57,211
BRADY CORP COMMON
'A'NON.V USD0.01 STOCK 104674106 3,696,481.32 3,696 110,244 SH Sole 8, 23, 28, 33 110,244
BRIDGE CAPITAL
HLDGS COM STK COMMON
USD0.001 STOCK 108030107 113,888.52 114 7,473 SH Sole 28 7,473
BRIDGE BANCORP COMMON
INC USD0.01 STOCK 108035106 151,946.64 152 7,064 SH Sole 28, 33 7,064
BRIGGS & STRATTON
CORP COM STK COMMON
USD0.01 STOCK 109043109 3,578,640.00 3,579 144,300 SH Sole 8, 28, 33 144,300
BRIGHT HORIZONS
FAMILY
SOLUTIONS COMMON
USD0.001 STOCK 109194100 546,519.46 547 16,174 SH Sole 8, 28, 47 16,174
BRINKER
INTERNATIONAL COMMON
COM STK USD0.10 STOCK 109641100 8,917,063.65 8,917 236,841 SH Sole 11, 25, 28, 37 236,841
BRINK'S COMPANY
BRINKS GROUP COMMON
COM USD1 STOCK 109696104 3,366,246.42 3,366 119,117 SH Sole 28 119,117
BRISTOL-MYERS
SQUIBB CO COM COMMON 23, 28, 41,
STK USD0.10 STOCK 110122108 57,169,166.22 57,169 1,387,938 SH Sole 51, 58 1,387,938
BRISTOW GROUP INC COMMON
COM STK USD0.01 STOCK 110394103 2,246,773.62 2,247 34,073 SH Sole 28, 33 34,073
BROADCOM CORP
CLASS'A'COM STK COMMON
USD0.0001 STOCK 111320107 35,651,473.03 35,651 1,028,309 SH Sole 28, 51, 53, 59 1,028,309
BROADVISION INC
COM STK COMMON
USD0.0001 STOCK 111412706 4,669.30 5 530 SH Sole 33 530
BROCADE
COMMUNICATIONS COMMON
SYSTEMS INC STOCK 111621306 127,101.56 127 22,028 SH Sole 33 22,028
BROOKFIELD OFFICE COMMON
PROPERTIES INC STOCK 112900105 604,418.34 604 35,202 SH Sole 60 35,202
BROOKS AUTOMATION COMMON
INC STOCK 114340102 635,659.56 636 62,442 SH Sole 28, 33 62,442
BROWN & BROWN INC COMMON
COM STK USD0.10 STOCK 115236101 6,483,165.84 6,483 202,346 SH Sole 28 202,346
BROWN-FORMAN CORP
COM STK COMMON
CLASS'B'USD0.15 STOCK 115637209 4,640,286.00 4,640 64,990 SH Sole 23, 28 64,990
BROWN SHOE CO INC COMMON
COM STK USD0.01 STOCK 115736100 2,363,936.00 2,364 147,746 SH Sole 8, 28, 33 147,746
BRUKER CORP COM COMMON
STK USD0.01 STOCK 116794108 6,785,026.70 6,785 355,237 SH Sole 37, 38, 56 355,237
BRUNSWICK CORP COMMON
COM STK USD0.75 STOCK 117043109 4,037,480.92 4,037 117,986 SH Sole 28, 30 117,986
BRYN MAWR BANK
CORP COM STK COMMON
USD1 STOCK 117665109 225,280.56 225 9,677 SH Sole 28, 33 9,677
BUCKEYE
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 118255108 2,864,567.75 2,865 95,645 SH Sole 8, 28, 33 95,645
BUCKLE COM STK COMMON
USD0.05 STOCK 118440106 1,019,769.00 1,020 21,860 SH Sole 28 21,860
BUFFALO WILD
WINGS INC COM COMMON
STK NPV STOCK 119848109 7,033,823.27 7,034 80,359 SH Sole 11, 28, 37, 47 80,359
BUILD A BEAR
WORKSHOP INC COMMON
COM STK USD0.01 STOCK 120076104 21,560.00 22 4,000 SH Sole 33 4,000
CBIZ INC COM STK COMMON
USD0.01 STOCK 124805102 239,932.66 240 37,607 SH Sole 28, 33 37,607
CBS CORP CLASS'B' COMMON
COM STK USD0.001 STOCK 124857202 17,065,241.69 17,065 365,501 SH Sole 23, 28, 50 365,501
CCA INDUSTRIES COMMON
COM STK USD0.01 STOCK 124867102 2,000.00 2 500 SH Sole 33 500
CDI CORP COM STK COMMON
USD0.10 STOCK 125071100 241,419.20 241 14,036 SH Sole 28, 33 14,036
CEC ENTERTAINMENT COMMON
COM STK USD0.10 STOCK 125137109 2,319,846.25 2,320 70,835 SH Sole 23, 28 70,835
CECO
ENVIRONMENTAL
CORP COM STK COMMON
USD0.01 STOCK 125141101 486,336.09 486 37,613 SH Sole 8, 28 37,613
CF INDUSTRIES
HOLDINGS INC COMMON
COM STK USD0.01 STOCK 125269100 17,485,674.87 17,486 91,851 SH Sole 28, 35, 53, 58 91,851
CIGNA CORP COM COMMON 23, 28, 35,
STK USD0.25 STOCK 125509109 22,061,828.25 22,062 353,725 SH Sole 43, 51 353,725
CIT GROUP INC COMMON
USD0.01 STOCK 125581801 7,028,063.72 7,028 161,639 SH Sole 43 161,639
CMS ENERGY CORP COMMON
COM STK USD0.01 STOCK 125896100 10,846,335.94 10,846 388,201 SH Sole 28, 30, 35 388,201
CSS INDUSTRIES
INC COM STK COMMON
USD0.10 STOCK 125906107 227,133.62 227 8,746 SH Sole 28, 33 8,746
CPI
AEROSTRUCTURES COMMON
COM STK USD0.001 STOCK 125919308 50,134.50 50 5,850 SH Sole 28, 33 5,850
CNB FINANCIAL
CORP(PA) COM COMMON
STK USD1 STOCK 126128107 229,782.85 230 13,477 SH Sole 8, 28 13,477
CSG SYSTEMS INTL
INC COM STK COMMON
USD0.01 STOCK 126349109 1,239,085.25 1,239 58,475 SH Sole 8, 28, 33 58,475
CSX CORP COM STK COMMON
USD1 STOCK 126408103 24,684,087.48 24,684 1,002,196 SH Sole 11, 23, 28, 59 1,002,196
CTS CORP NPV COMMON
STOCK 126501105 282,694.32 283 27,078 SH Sole 28 27,078
CVB FINANCIAL NPV COMMON
STOCK 126600105 3,394,760.67 3,395 301,221 SH Sole 8, 25, 28, 33 301,221
CVS CAREMARK CORP 23, 28, 39,
COM STK USD0.01 COMMON 41, 50, 51,
STOCK 126650100 99,535,749.30 99,536 1,810,070 SH Sole 58, 59 1,810,070
CABELAS INC COM COMMON
STK USD0.01 STOCK 126804301 13,196,918.28 13,197 217,126 SH Sole 8, 11, 28, 33 217,126
CABOT CORP COM COMMON
STK USD1 STOCK 127055101 10,230,382.80 10,230 299,134 SH Sole 28, 30, 33, 37 299,134
CABOT OIL & GAS COMMON 11, 28, 38,
CO COM USD0.10 STOCK 127097103 27,178,205.85 27,178 401,985 SH Sole 50, 53, 58 401,985
CACHE INC COM STK COMMON
USD0.01 STOCK 127150308 6,988.32 7 1,656 SH Sole 33 1,656
CACI INTL INC COMMON
CLASS A COM STOCK 127190304 2,098,481.94 2,098 36,262 SH Sole 8, 28, 33 36,262
CADENCE DESIGN
SYSTEMS INC COM COMMON
STK USD0.01 STOCK 127387108 7,500,413.48 7,500 538,436 SH Sole 23, 28 538,436
CADIZ INC NEW COMMON
STOCK 127537207 70,324.28 70 10,403 SH Sole 28 10,403
CAESARS
ENTERTAINMENT COMMON
CORP USD0.01 STOCK 127686103 465,015.20 465 29,320 SH Sole 28 29,320
CAL MAINE FOODS
INC COM STK COMMON
USD0.01 STOCK 128030202 608,480.32 608 14,297 SH Sole 28, 33 14,297
CALAMP CORP COM COMMON
STOCK 128126109 294,226.37 294 26,821 SH Sole 28 26,821
CALAVO GROWERS
INC COM STK COMMON
USD0.001 STOCK 128246105 273,179.76 273 9,492 SH Sole 28 9,492
CALGON CARBON
CORP COM STK COMMON
USD0.01 STOCK 129603106 795,060.60 795 43,926 SH Sole 28 43,926
CALIFORNIA FIRST
NATIONAL
BANCORP COM STK COMMON
USD0.01 STOCK 130222102 32,453.33 32 1,877 SH Sole 28 1,877
CALIFORNIA WATER
SERVICE GROUP COMMON
COM STK NPV STOCK 130788102 869,431.00 869 43,690 SH Sole 8, 28 43,690
CALLAWAY GOLF CO COMMON
COM STK USD0.01 STOCK 131193104 450,987.50 451 68,125 SH Sole 28, 33 68,125
CAMBREX CORP COM COMMON
STK USD0.10 STOCK 132011107 1,220,191.58 1,220 95,402 SH Sole 8, 28 95,402
CAMDEN NATIONAL
CORPORATION COM COMMON
NPV STOCK 133034108 313,002.96 313 9,462 SH Sole 8, 28 9,462
CAMPBELL SOUP CO
CAP STK COMMON
USD0.0375 STOCK 134429109 3,160,140.48 3,160 69,668 SH Sole 28 69,668
CANADIAN NATIONAL
RAILWAY CO COM COMMON
NPV STOCK 136375102 14,653,830.00 14,654 146,100 SH Sole 39 146,100
CANADIAN NATURAL
RESOURCES COM COMMON
NPV STOCK 136385101 14,946,265.53 14,946 465,181 SH Sole 33, 37 465,181
CANTEL MEDICAL
CORP
CLASS'B'CNV COMMON
USD0.10 STOCK 138098108 858,844.26 859 28,571 SH Sole 8, 28, 33, 56 28,571
CAPE BANCORP INC COMMON
USD0.01 STOCK 139209100 90,757.28 91 9,908 SH Sole 28, 33 9,908
CAPELLA EDUCATION COMMON
CO COM STK USD1 STOCK 139594105 310,372.38 310 9,967 SH Sole 28 9,967
CAPITAL CITY BANK
GROUP INC COM COMMON
STK USD0.01 STOCK 139674105 142,556.05 143 11,543 SH Sole 28, 33 11,543
CAPITAL BANK
FINANCIALL CORP COMMON
USD0.01 STOCK 139794101 124,873.32 125 7,277 SH Sole 28, 33 7,277
CAPITAL SENIOR
LIVING CORP COM COMMON
STK USD0.01 STOCK 140475104 2,293,701.12 2,294 86,784 SH Sole 28, 33, 47 86,784
CAPITAL SOUTHWEST
CORP COM STK COMMON
USD1 STOCK 140501107 312,340.00 312 2,716 SH Sole 28, 33 2,716
CARBO CERAMICS COMMON
COM STK USD0.01 STOCK 140781105 4,232,660.39 4,233 46,477 SH Sole 11, 28, 56 46,477
CARBONITE INC COMMON
USD0.01 STOCK 141337105 99,360.30 99 9,074 SH Sole 28 9,074
CARDIOVASCULAR COMMON
SYSTEMS INC NPV STOCK 141619106 285,347.84 285 13,933 SH Sole 28 13,933
CAREER EDUCATION
CORP COM STK COMMON
USD0.01 STOCK 141665109 125,941.80 126 53,140 SH Sole 28, 33 53,140
CARLISLE COS INC COMMON
COM STK USD1 STOCK 142339100 7,372,433.66 7,372 108,754 SH Sole 28 108,754
CARMAX INC COM COMMON
STK USD0.50 STOCK 143130102 3,705,795.60 3,706 88,868 SH Sole 28 88,868
CARMIKE CINEMAS
INC COM STK COMMON
USD0.03 STOCK 143436400 766,747.80 767 42,315 SH Sole 8, 28 42,315
CARNIVAL CORP COM
STK
USD0.01(PAIRED COMMON
STOCK) STOCK 143658300 18,163,050.50 18,163 529,535 SH Sole 23, 28, 41, 51 529,535
CARRIAGE SERVICES
INC COM STK COMMON
USD0.01 STOCK 143905107 435,476.25 435 20,493 SH Sole 8, 28, 33 20,493
CARPENTER
TECHNOLOGY CORP COMMON
COM STK USD5 STOCK 144285103 3,740,075.91 3,740 75,879 SH Sole 28 75,879
CARRIZO OIL & GAS
INC COM STK COMMON
USD0.01 STOCK 144577103 807,631.80 808 31,340 SH Sole 28 31,340
CARTERS INC COM COMMON
STK USD0.01 STOCK 146229109 5,008,719.66 5,009 87,458 SH Sole 28 87,458
CASCADE BANCORP COMMON
NPV STOCK 147154207 33,941.96 34 5,021 SH Sole 28 5,021
CASCADE CORP COM COMMON
STK USD0.50 STOCK 147195101 717,249.24 717 11,038 SH Sole 8, 28, 33 11,038
CASCADE MICROTECH
INC COM STK COMMON
USD0.01 STOCK 147322101 10,868.88 11 1,518 SH Sole 33 1,518
CASELLA WASTE
SYSTEMS COM STK COMMON
USD0.01 'A' STOCK 147448104 136,252.23 136 31,179 SH Sole 28, 33 31,179
CASEY'S GENERAL
STORES INC COM COMMON
STK NPV STOCK 147528103 2,715,847.20 2,716 46,584 SH Sole 28, 37 46,584
CASTLE(A.M.)& CO COMMON
COM STK NPV STOCK 148411101 330,697.50 331 18,897 SH Sole 28, 33 18,897
CATAMARAN CORP NPV COMMON
STOCK 148887102 17,001,418.00 17,001 320,600 SH Sole 11, 38, 53 320,600
CATERPILLAR INC COMMON
COM STK USD1 STOCK 149123101 33,359,082.90 33,359 383,570 SH Sole 23, 28, 53, 59 383,570
CATAHY GENERAL
BANCORP COM STK COMMON
USD0.01 STOCK 149150104 4,542,230.84 4,542 225,757 SH Sole 8, 28, 33 225,757
CATO CORP
CLASS'A'COM STK COMMON
USD0.03 1/3 STOCK 149205106 529,873.00 530 21,950 SH Sole 28, 33 21,950
CAVCO INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 149568107 312,820.32 313 6,576 SH Sole 28, 33 6,576
CBEYOND INC COMMON
USD0.01 STOCK 149847105 202,898.44 203 27,308 SH Sole 28, 33 27,308
CELADON GROUP COM COMMON
STK USD0.33 STOCK 150838100 410,149.32 410 19,662 SH Sole 28, 33 19,662
CELANESE CORP COM
STK USD0.0001 COMMON
CLS'A' STOCK 150870103 4,805,855.00 4,806 109,100 SH Sole 37 109,100
CELGENE CORP COM COMMON
STK USD0.01 STOCK 151020104 56,252,861.65 56,253 485,315 SH Sole 28, 50, 51, 58 485,315
CENTER BANCORP
INC COM COM STK COMMON
NPV STOCK 151408101 204,833.97 205 16,479 SH Sole 8, 28, 33 16,479
CENTRAL EUROPEAN
DISTRIBUTION
CORP COM STK COMMON
USD0.01 STOCK 153435102 23,193.06 23 69,233 SH Sole 28, 33 69,233
CENTRAL GARDEN &
PET CO COM STK COMMON
USD0.01 STOCK 153527106 18,102.00 18 2,100 SH Sole 33 2,100
CENTRAL GARDEN &
PET CO COM STK COMMON
N/V 'A' SHS STOCK 153527205 283,737.96 284 34,518 SH Sole 28, 33 34,518
CENTRAL PAC FINL COMMON
CORP COM STOCK 154760409 506,968.70 507 32,291 SH Sole 8, 28, 33 32,291
CENTURY ALUMINIUM COMMON
COM STK USD0.01 STOCK 156431108 418,788.18 419 54,107 SH Sole 28, 33 54,107
CENTURY BANCORP
INC
CLASS'A'NON-VTG COMMON
COM STK USD1 STOCK 156432106 100,610.97 101 2,967 SH Sole 28, 33 2,967
CENTURYLINK INC COMMON
STOCK 156700106 15,989,489.76 15,989 455,152 SH Sole 23, 28, 43 455,152
CERES INC USD0.01 COMMON
STOCK 156773103 16,895.40 17 4,855 SH Sole 28 4,855
CERNER CORP COM COMMON
STK USD0.01 STOCK 156782104 20,183,266.00 20,183 213,016 SH Sole 11, 28, 50, 53 213,016
CERUS CORP COM COMMON
STK USD0.001 STOCK 157085101 202,679.10 203 45,855 SH Sole 28 45,855
CEVA INC USD0.001 COMMON
STOCK 157210105 285,526.80 286 18,303 SH Sole 28 18,303
CHARLES & COLVARD COMMON
COM STK USD0.01 STOCK 159765106 7,029.23 7 1,807 SH Sole 33 1,807
CHARLES RIVER
LABORATORIES COMMON
COM STK USD0.01 STOCK 159864107 3,655,860.87 3,656 82,581 SH Sole 28 82,581
CHECKPOINT
SYSTEMS COM STK COMMON
USD0.10 STOCK 162825103 627,350.16 627 48,036 SH Sole 8, 28, 33 48,036
CHEESECAKE
FACTORY COM STK COMMON
USD0.01 STOCK 163072101 5,478,334.29 5,478 141,889 SH Sole 11, 28 141,889
CHEFS WAREHOUSE COMMON
INC USD0.01 STOCK 163086101 162,222.01 162 8,783 SH Sole 28 8,783
CHEMICAL
FINANCIAL CORP COMMON
COM STK USD1 STOCK 163731102 869,062.72 869 32,944 SH Sole 8, 28, 33 32,944
CHEMTURA CORP COMMON
USD0.01 STOCK 163893209 4,052,307.20 4,052 187,520 SH Sole 25, 28, 33 187,520
CHESAPEAKE ENERGY
CORP COM STK COMMON
USD0.01 STOCK 165167107 4,139,413.33 4,139 202,813 SH Sole 28 202,813
CHESAPEAKE
UTILITIES CORP
COM STK COMMON
USD0.4867 STOCK 165303108 1,267,991.55 1,268 25,851 SH Sole 8, 11, 28 25,851
CHEVRON CORP COM COMMON 23, 28, 39,
STK USD0.75 STOCK 166764100 151,837,463.96 151,837 1,277,878 SH Sole 41, 51, 58 1,277,878
CHICOS FAS INC COMMON
COM STK USD0.01 STOCK 168615102 10,199,078.40 10,199 607,088 SH Sole 23, 28, 38 607,088
CHILDRENS PLACE
RETAIL STORE
INC COM STK COMMON
USD0.10 STOCK 168905107 855,300.06 855 19,083 SH Sole 28 19,083
CHINDEX
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 169467107 161,912.16 162 11,784 SH Sole 28, 33 11,784
CHIPOTLE MEXICAN
GRILL COM STK COMMON
USD0.01 STOCK 169656105 3,941,397.65 3,941 12,095 SH Sole 28 12,095
CHIQUITA BRANDS
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 170032809 1,706,113.60 1,706 219,860 SH Sole 28, 30, 33 219,860
CHRISTOPHER &
BANKS CORP COM COMMON
STK USD0.01 STOCK 171046105 39,608.80 40 6,160 SH Sole 33 6,160
CHUBB CORP COM COMMON
STK USD1 STOCK 171232101 32,098,126.30 32,098 366,710 SH Sole 23, 28, 31, 51 366,710
CHURCH & DWIGHT COMMON
COM STK USD1 STOCK 171340102 22,314,800.10 22,315 345,270 SH Sole 11, 23, 28 345,270
CHURCHILL DOWNS COMMON
INC COM STK NPV STOCK 171484108 817,156.68 817 11,667 SH Sole 28, 33 11,667
CHUYS HLDGS INC COMMON
USD0.01 STOCK 171604101 168,699.24 169 5,178 SH Sole 28 5,178
CIENA CORP COM COMMON
STK USD0.01. STOCK 171779309 4,040,363.65 4,040 252,365 SH Sole 28 252,365
CIMAREX ENERGY CO COMMON
COM STK USD0.01 STOCK 171798101 13,179,292.56 13,179 174,699 SH Sole 11, 28 174,699
CINCINNATI BELL COMMON
NC USD0.01 STOCK 171871106 509,531.48 510 156,298 SH Sole 28 156,298
CINCINNATI
FINANCIAL CORP COMMON
COM STK USD2 STOCK 172062101 2,698,512.96 2,699 57,184 SH Sole 28 57,184
CIRRUS LOGIC INC COMMON
COM STK NPV STOCK 172755100 1,157,724.75 1,158 50,889 SH Sole 28 50,889
CINTAS CORP COM COMMON
NPV STOCK 172908105 1,805,843.73 1,806 40,921 SH Sole 28 40,921
CITIZENS AND
NORTHERN CORP COMMON
COM STK USD1 STOCK 172922106 534,748.50 535 27,423 SH Sole 8, 28 27,423
CITIGROUP INC 28, 31, 37,
USD0.01 COMMON 41, 50, 51,
STOCK 172967424 114,522,141.44 114,522 2,588,656 SH Sole 53, 58 2,588,656
CITIZENS REPUBLIC COMMON
BANCORP INC NPV STOCK 174420307 2,550,607.95 2,551 113,109 SH Sole 8, 28 113,109
CITIZENS INC
CLASS 'A' COM COMMON
NPV STOCK 174740100 261,465.96 261 31,164 SH Sole 28 31,164
CITRIX SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 177376100 20,894,577.44 20,895 289,559 SH Sole 11, 28, 51 289,559
CITY HLDG CO COM COMMON
STK USD2.50 STOCK 177835105 1,241,010.31 1,241 31,189 SH Sole 8, 28, 33 31,189
CITY NATIONAL
CORP COM STK COMMON
USD1 STOCK 178566105 4,786,437.50 4,786 81,250 SH Sole 28 81,250
CLARCOR INC COM COMMON
STK USD1 STOCK 179895107 8,844,572.52 8,845 168,854 SH Sole 11, 28 168,854
CLEAN HARBORS INC COMMON
COM STK USD0.01 STOCK 184496107 14,386,278.95 14,386 247,655 SH Sole 11, 28, 38 247,655
CLEAN ENERGY
FUELS
CORPORATION COM COMMON
STK USD0.0001 STOCK 184499101 679,211.00 679 52,247 SH Sole 28 52,247
CLOROX CO COM STK COMMON
USD1 STOCK 189054109 10,054,617.69 10,055 113,573 SH Sole 23, 28, 43 113,573
CLOVIS ONCOLOGY COMMON
INC USD0.001 STOCK 189464100 312,560.34 313 10,902 SH Sole 28 10,902
COACH INC COM STK COMMON
USD0.01 STOCK 189754104 7,718,805.93 7,719 154,407 SH Sole 23, 28 154,407
COBIZ FINANCIAL
INC COM STK COMMON
USD0.01 STOCK 190897108 487,660.32 488 60,354 SH Sole 8, 28, 33 60,354
COBRA ELECTRONICS
CORP COM STK COMMON
USD0.33 1/3 STOCK 191042100 2,824.00 3 800 SH Sole 33 800
COCA-COLA
BOTTLING CO
CONSOLIDATED COMMON
COM STK USD1 STOCK 191098102 273,671.84 274 4,537 SH Sole 28, 33 4,537
COCA-COLA CO COM COMMON
STK USD0.25 STOCK 191216100 71,049,642.60 71,050 1,756,915 SH Sole 23, 28, 53, 58 1,756,915
CODEXIS INC COMMON
USD0.0001 STOCK 192005106 49,771.75 50 20,825 SH Sole 28 20,825
COEUR D'ALENE
MINE COM STK COMMON
USD1 STOCK 192108504 3,170,215.12 3,170 168,092 SH Sole 8, 23, 28, 33 168,092
COGNEX CORP COM COMMON
STK USD0.002 STOCK 192422103 1,629,771.90 1,630 38,666 SH Sole 28, 56 38,666
COGNIZANT
TECHNOLOGY
SOLUTIONS CORP COMMON 11, 28, 39,
COM STK STOCK 192446102 33,469,836.46 33,470 436,886 SH Sole 53, 59 436,886
COHERENT INC COM COMMON
STK USD0.01 STOCK 192479103 1,699,192.78 1,699 29,947 SH Sole 28, 33, 37 29,947
COHU INC COM STK COMMON
USD1 STOCK 192576106 217,629.36 218 23,251 SH Sole 28, 33 23,251
COLEMAN CABLE INC COMMON
COM STK USD0.001 STOCK 193459302 104,250.00 104 6,950 SH Sole 28 6,950
COLFAX CORP COMMON
USD0.01 STOCK 194014106 5,983,135.86 5,983 128,559 SH Sole 25, 38 128,559
COLGATE-PALMOLIVE COMMON 23, 28, 53,
CO COM STK USD1 STOCK 194162103 32,200,236.42 32,200 272,814 SH Sole 54, 58 272,814
COLUMBIA BANKING
SYSTEMS INC COM COMMON
STK NPV STOCK 197236102 757,211.00 757 34,450 SH Sole 28, 33 34,450
COLUMBIA
SPORTSWEAR CO COMMON
COM STK NPV STOCK 198516106 803,721.68 804 13,886 SH Sole 28, 33 13,886
COLUMBUS MCKINNON
CORP COM STK COMMON
USD0.01 STOCK 199333105 1,524,946.50 1,525 79,218 SH Sole 28, 30, 33 79,218
COMFORT SYSTEMS
USA COM STK COMMON
USD0.01 STOCK 199908104 460,728.91 461 32,699 SH Sole 28, 33 32,699
COMERICA INC COM COMMON
STK USD5 STOCK 200340107 21,540,269.35 21,540 599,173 SH Sole 23, 28, 43, 51 599,173
COMMERCE
BANCSHARES INC COMMON
COM STK USD5 STOCK 200525103 11,551,378.62 11,551 282,914 SH Sole 23, 28 282,914
COMMERCIAL METALS COMMON
CO COM STK USD5 STOCK 201723103 3,467,647.15 3,468 218,779 SH Sole 28, 33 218,779
COMMERCIAL
VEHICLE GROUP
INC COM STK COMMON
USD0.01 STOCK 202608105 152,107.80 152 19,501 SH Sole 28 19,501
COMMUNITY BANK
SYSTEMS NY COM COMMON
STK USD1.25 STOCK 203607106 1,593,056.95 1,593 53,765 SH Sole 8, 11, 28, 33 53,765
COMMUNITY BANKERS
TRUST CORP COM COMMON
STK USD0.01 STOCK 203612106 981.00 1 300 SH Sole 33 300
COMMUNITY HEALTH
SYSTEMS
INC(NEW) COM COMMON
STK NPV STOCK 203668108 11,550,506.87 11,551 243,733 SH Sole 11, 28, 33, 43 243,733
COMMUNICATIONS
SYSTEMS INC COM COMMON
STK USD0.05 STOCK 203900105 13,987.00 14 1,420 SH Sole 33 1,420
COMMUNITY TRUST
BANCORP INC COM COMMON
STK USD5 STOCK 204149108 1,031,415.27 1,031 30,309 SH Sole 8, 28, 33 30,309
COMMVAULT SYSTEMS
INC COM STK COMMON 23, 28, 37,
USD0.01 STOCK 204166102 26,238,764.74 26,239 320,063 SH Sole 38, 47, 58 320,063
COMPUTER
PROGRAMS &
SYSTEMS INC COM COMMON
STK USD0.001 STOCK 205306103 472,542.63 473 8,733 SH Sole 28 8,733
COMPUTER SCIENCES
CORP COM STK COMMON
USD1 STOCK 205363104 5,644,022.58 5,644 114,646 SH Sole 28, 33, 58 114,646
COMPUTER TASK
GROUP INC COM COMMON
STK USD0.01 STOCK 205477102 255,631.89 256 11,951 SH Sole 28 11,951
COMPUWARE CORP COMMON
COM STK USD0.01 STOCK 205638109 4,546,325.00 4,546 363,706 SH Sole 28 363,706
COMSTOCK
RESOURCES INC COMMON
COM STK USD0.50 STOCK 205768203 752,862.50 753 46,330 SH Sole 28, 33 46,330
COMTECH
TELECOMMUNICATIONS COMMON
COM STK USD0.10 STOCK 205826209 792,183.56 792 32,627 SH Sole 8, 28, 33 32,627
CONAGRA FOODS INC COMMON 11, 23, 28,
COM STK USD5 STOCK 205887102 38,469,823.56 38,470 1,074,276 SH Sole 31, 51 1,074,276
CON-WAY INC COM COMMON
STK USD0.625 STOCK 205944101 5,145,061.25 5,145 146,125 SH Sole 25, 28, 33 146,125
CONCEPTUS INC COM COMMON
STK USD0.003 STOCK 206016107 599,789.40 600 24,836 SH Sole 28 24,836
CONCUR
TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 206708109 8,251,009.52 8,251 120,172 SH Sole 11, 28, 56 120,172
CONCURRENT
COMPUTER CORP COMMON
COM STK USD0.01 STOCK 206710402 4,184.39 4 529 SH Sole 33 529
CONMED CORP COM COMMON
STK USD0.01 STOCK 207410101 836,854.20 837 24,570 SH Sole 28, 33 24,570
CONNECTICUT WATER
SERVICES COM COMMON
STK NPV STOCK 207797101 239,159.86 239 8,182 SH Sole 28 8,182
CONNS INC COM STK COMMON
USD0.01 STOCK 208242107 5,607,615.90 5,608 156,201 SH Sole 8, 28, 33, 47 156,201
CONSOLIDATED COMMON
COMMU COM NPV STOCK 209034107 1,408,545.45 1,409 80,259 SH Sole 8, 28, 33 80,259
CONSOLIDATED
EDISON INC COM COMMON
STK USD0.10 STOCK 209115104 6,967,489.95 6,967 114,165 SH Sole 28 114,165
CONSOLIDATED
GRAPHICS INC COMMON
COM STK USD0.01 STOCK 209341106 912,476.70 912 23,337 SH Sole 8, 28, 33 23,337
CONSOLIDATED
TOMOKA LAND COM COMMON
STK USD1 STOCK 210226106 154,527.25 155 3,937 SH Sole 28, 33 3,937
CONSTANT CONTACT
INC COM STK COMMON
USD0.01 STOCK 210313102 311,779.60 312 24,020 SH Sole 28 24,020
CONVERGYS CORP COMMON
COM STK NPV STOCK 212485106 6,290,813.88 6,291 369,396 SH Sole 28, 30, 33 369,396
COOPER COS INC COMMON 11, 23, 28,
COM STK USD0.10 STOCK 216648402 17,912,718.84 17,913 166,043 SH Sole 33, 47 166,043
COOPER TIRE &
RUBBER CO COM COMMON
STK USD1 STOCK 216831107 4,396,456.10 4,396 171,335 SH Sole 8, 28, 33 171,335
COPART INC NPV COMMON
STOCK 217204106 6,229,772.96 6,230 181,732 SH Sole 28 181,732
CORCEPT
THERAPEUTICS COMMON
INC USD0.001 STOCK 218352102 76,146.00 76 38,073 SH Sole 28 38,073
CORE-MARK HLDG CO
INC COM STK COMMON 8, 28, 30, 33,
USD0.01 STOCK 218681104 2,979,315.15 2,979 58,065 SH Sole 37 58,065
CORE MOLDING
TECHNOLOGIES COMMON
INC. USD0.01 STOCK 218683100 4,182.48 4 471 SH Sole 33 471
CORINTHIAN
COLLEGES INC
COM STK COMMON
USD0.0001 STOCK 218868107 1,027,981.50 1,028 489,515 SH Sole 8, 28, 30, 33 489,515
CORNING INC COM COMMON
STK USD0.50 STOCK 219350105 12,289,753.46 12,290 921,962 SH Sole 28, 41, 51 921,962
CORVEL CORP COM COMMON
STK USD0.0001 STOCK 221006109 661,928.75 662 13,375 SH Sole 28, 37 13,375
COURIER CORP COM COMMON
STK USD1 STOCK 222660102 656,966.31 657 45,591 SH Sole 8, 28, 33 45,591
COVANCE INC COM COMMON
STK USD0.01 STOCK 222816100 8,653,895.12 8,654 116,441 SH Sole 28, 53 116,441
COVENTRY
HEALTHCARE INC COMMON
COM STK USD0.01 STOCK 222862104 2,862,951.25 2,863 60,875 SH Sole 28, 33 60,875
COWEN GROUP INC COMMON
NEW USD0.01 'A' STOCK 223622101 2,220,513.12 2,221 787,416 SH Sole 8, 28, 30, 33 787,416
CRAFT BREW COMMON
ALLIANCE INC COM STOCK 224122101 70,955.28 71 9,537 SH Sole 28, 33 9,537
CRANE CO COM STK COMMON
USD1 STOCK 224399105 4,610,851.98 4,611 82,543 SH Sole 28 82,543
CRAWFORD & CO
CLASS'B'COM STK COMMON
USD1 STOCK 224633107 228,982.71 229 30,169 SH Sole 8, 28 30,169
CRAY INC COM STK COMMON
USD0.01 STOCK 225223304 768,947.30 769 33,130 SH Sole 28, 33 33,130
CREDIT ACCEPTANCE COMMON
CORP COM STK NPV STOCK 225310101 709,755.54 710 5,811 SH Sole 28 5,811
CREE INC COM STK COMMON
USD0.005 STOCK 225447101 11,410,098.76 11,410 208,556 SH Sole 28, 33 208,556
CRESCENT
FINANCIAL
BANCSHARES INC COMMON
COM STOCK 225743103 7,265.36 7 1,844 SH Sole 28 1,844
CROCS INC COM STK COMMON
USD0.01 STOCK 227046109 1,052,397.84 1,052 71,012 SH Sole 28 71,012
CROSS(A.T.)CO
CLASS'A'COM STK COMMON
USD1 STOCK 227478104 106,841.43 107 7,759 SH Sole 28 7,759
CROSS COUNTRY
HEAL COM STK COMMON
USD0.0001 STOCK 227483104 133,615.53 134 25,163 SH Sole 28, 33 25,163
CROWN CASTLE
INTERNATIONAL
CORP COM STK COMMON
USD0.01 STOCK 228227104 13,638,019.04 13,638 195,836 SH Sole 11, 28 195,836
CROWN HOLDINGS INC COMMON
STOCK 228368106 4,527,168.00 4,527 108,800 SH Sole 35 108,800
CROWN MEDIA
HOLDINGS
CLASS'A'COM STK COMMON
USD0.01 STOCK 228411104 56,744.00 57 27,680 SH Sole 28 27,680
CRYOLIFE INC COM COMMON
STK USD0.01 STOCK 228903100 152,822.28 153 25,428 SH Sole 28, 33 25,428
CUBIC CORP COM COMMON
STK NPV STOCK 229669106 534,598.08 535 12,514 SH Sole 28 12,514
CUBIST
PHARMACEUTI COM COMMON
USD0.001 STOCK 229678107 9,986,706.00 9,987 213,300 SH Sole 28, 37, 38, 47 213,300
CULLEN FROST
BANKERS COM STK COMMON
USD5 STOCK 229899109 9,234,680.52 9,235 147,684 SH Sole 23, 28 147,684
CULP INC COM STK COMMON
USD0.05 STOCK 230215105 122,761.56 123 7,716 SH Sole 28, 33 7,716
CUMBERLAND
PHARMACEUTICALS COMMON
INC NPV STOCK 230770109 65,128.44 65 13,078 SH Sole 28, 33 13,078
CUMMINS INC COM COMMON 11, 28, 51,
STK USD2.50 STOCK 231021106 55,390,301.66 55,390 478,286 SH Sole 53, 58, 59 478,286
CUMULUS MEDIA INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 231082108 182,340.59 182 54,107 SH Sole 28, 33 54,107
CURIS INC COM STK COMMON
USD0.01 STOCK 231269101 207,253.36 207 63,187 SH Sole 28 63,187
CURTISS-WRIGHT
CORP COM STK COMMON
USD1 STOCK 231561101 3,499,980.80 3,500 100,864 SH Sole 8, 25, 28, 33 100,864
CUTERA INC COM COMMON
STK USD0.001 STOCK 232109108 1,166,035.00 1,166 89,695 SH Sole 30, 33 89,695
CYBER OPTICS COM COMMON
STK NPV STOCK 232517102 2,248.00 2 400 SH Sole 33 400
CYMER INC COM STK COMMON
USD0.001 STOCK 232572107 2,426,332.80 2,426 25,248 SH Sole 28, 33 25,248
CYNOSURE INC COM COMMON
STK USD0.001 STOCK 232577205 289,937.43 290 11,079 SH Sole 28, 33 11,079
CYPRESS
SEMICONDUCTOR
CORP COM STK COMMON
USD0.01 STOCK 232806109 4,230,622.68 4,231 383,556 SH Sole 25, 28 383,556
CYTEC INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 232820100 8,202,952.48 8,203 110,731 SH Sole 28, 33, 47 110,731
DST SYSTEMS INC
DELAWARE COM COMMON
STK USD0.01 STOCK 233326107 3,677,175.65 3,677 51,595 SH Sole 28 51,595
DTE ENERGY CO COM COMMON
STK NPV STOCK 233331107 5,095,020.36 5,095 74,554 SH Sole 23, 28 74,554
DXP ENTERPRISES
INC COM STK COMMON
USD0.01 STOCK 233377407 2,017,945.80 2,018 27,014 SH Sole 28, 30 27,014
DAILY JOURNAL CO COMMON
COM STK USD0.01 STOCK 233912104 81,252.00 81 732 SH Sole 28 732
DAKTRONIC INC COM COMMON
STK NPV STOCK 234264109 314,496.00 314 29,952 SH Sole 28, 33 29,952
DANA HOLDING CORP COMMON
USD0.01 STOCK 235825205 4,035,053.81 4,035 226,307 SH Sole 25, 28 226,307
DANAHER CORP COM COMMON 11, 23, 28,
STK USD0.01 STOCK 235851102 64,069,627.05 64,070 1,030,887 SH Sole 50, 51, 58 1,030,887
DARDEN
RESTAURANTS INC COMMON
COM STK NPV STOCK 237194105 9,724,057.12 9,724 188,159 SH Sole 11, 28, 43 188,159
DARLING INTL INC COMMON
COM USD0.01 STOCK 237266101 3,498,051.24 3,498 194,769 SH Sole 8, 11, 28, 37 194,769
DATALINK CORP COM COMMON
STK USD0.001 STOCK 237934104 1,973,098.88 1,973 163,336 SH Sole 28, 30, 33 163,336
DAWSON
GEOPHYSICAL CO COMMON
COM USD0.33 1/3 STOCK 239359102 526,680.00 527 17,556 SH Sole 8, 28, 33 17,556
DEALERTRACK COMMON
TECHNOLOGIES INC STOCK 242309102 1,005,031.04 1,005 34,208 SH Sole 28, 33 34,208
DEAN FOODS CO COM COMMON
STK USD0.01 STOCK 242370104 4,177,913.46 4,178 230,442 SH Sole 28, 51 230,442
DECKERS OUTDOOR
CORP COM STK COMMON
USD0.01 STOCK 243537107 6,068,427.92 6,068 108,968 SH Sole 11, 28 108,968
DEERE & CO COM COMMON
STK USD1 STOCK 244199105 26,862,645.42 26,863 312,429 SH Sole 23, 28, 39, 53 312,429
DEL FRISCOS
RESTAURANT COMMON
GROUP NPV STOCK 245077102 496,174.00 496 29,890 SH Sole 8, 28, 37 29,890
DELEK US HOLDINGS
INC COM STK COMMON
USD0.01 STOCK 246647101 819,268.52 819 20,762 SH Sole 28, 33 20,762
DELIAS INC COM COMMON
STK USD0.01 STOCK 246911101 1,683.51 2 1,700 SH Sole 33 1,700
DELTA AIR LINES COMMON
INC USD0.01 STOCK 247361702 8,101,935.79 8,102 490,729 SH Sole 43, 50, 58 490,729
DELTA APPAREL INC COMMON
COM STK USD0.01 STOCK 247368103 94,867.20 95 5,760 SH Sole 28, 33 5,760
DELTA NATURAL GAS COMMON
CO COM STK USD1 STOCK 247748106 114,152.92 114 5,222 SH Sole 28 5,222
DELTIC TIMBER COMMON
CORP COM STK NPV STOCK 247850100 591,335.60 591 8,605 SH Sole 28 8,605
DENBURY RESOURCES
INC COM STK COMMON
USD0.001 STOCK 247916208 13,554,838.65 13,555 726,801 SH Sole 11, 28, 59 726,801
DELUXE CORP COM COMMON
STK USD1 STOCK 248019101 11,946,425.40 11,946 288,561 SH Sole 8, 28, 30, 37 288,561
DENTSPLY
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 249030107 2,702,026.74 2,702 63,697 SH Sole 23, 28 63,697
DERMA SCIENCES
INC COM STK COMMON
USD0.01 STOCK 249827502 105,651.68 106 8,746 SH Sole 28 8,746
DEPOMED INC COM COMMON
STK NPV STOCK 249908104 261,578.94 262 44,562 SH Sole 28 44,562
DEVRY INC COM STK COMMON
USD0.01 STOCK 251893103 7,787,481.25 7,787 245,275 SH Sole 28, 33, 37 245,275
DEXCOM INC COM COMMON
STK USD0.001 STOCK 252131107 1,622,542.24 1,623 97,042 SH Sole 28, 37 97,042
DIAMOND FOODS INC COMMON
COM STK NPV STOCK 252603105 356,959.92 357 21,172 SH Sole 28, 33 21,172
DICE HLDGS INC COMMON
COM STK NPV STOCK 253017107 337,754.46 338 33,342 SH Sole 28 33,342
DICKS SPORTING
GOODS INC COM COMMON
STK USD0.01 STOCK 253393102 13,156,400.40 13,156 278,148 SH Sole 11, 28 278,148
DIEBOLD INC COM COMMON
STK USD1.25 STOCK 253651103 4,848,622.80 4,849 159,915 SH Sole 23, 28 159,915
DIGI
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 253798102 401,787.49 402 44,993 SH Sole 8, 28, 33 44,993
DIGIRAD CORP COM COMMON
STK USD0.0001 STOCK 253827109 3,780.00 4 1,500 SH Sole 33 1,500
DIME COMMUNITY
BANCSHARES INC COMMON
COM STK USD0.01 STOCK 253922108 844,569.04 845 58,814 SH Sole 11, 28, 33 58,814
DILLARDS INC NPV A COMMON
STOCK 254067101 1,735,955.00 1,736 22,100 SH Sole 8, 33 22,100
DINEEQUITY INC COMMON
STOCK 254423106 1,034,670.39 1,035 15,041 SH Sole 28, 33 15,041
DIODES INC COM COMMON
STK USD0.66 2/3 STOCK 254543101 800,261.12 800 38,144 SH Sole 28, 33, 56 38,144
DISCOVERY
LABORATORIES
INC COM STK COMMON
USD0.001 STOCK 254668403 79,831.69 80 34,861 SH Sole 28 34,861
WALT
DISNEY(HLDG)CO
DISNEY COM STK COMMON 28, 31, 50,
USD0.01 STOCK 254687106 69,512,464.80 69,512 1,223,811 SH Sole 51, 53 1,223,811
DISCOVER
FINANCIAL
SERVICES COM COMMON
STK USD0.01 STOCK 254709108 35,159,133.68 35,159 784,102 SH Sole 28, 51, 58 784,102
DIXIE GROUP INC COMMON
COM STK USD3 STOCK 255519100 3,920.00 4 700 SH Sole 33 700
DOLE FOOD CO INC COMMON
USD0.001 STOCK 256603101 461,091.80 461 42,302 SH Sole 28, 33 42,302
DOLLAR GENERAL COMMON
CORP USD0.875 STOCK 256677105 23,165,285.94 23,165 457,993 SH Sole 28, 50, 51, 53 457,993
DOLLAR TREE INC COMMON
COM STK USD0.01 STOCK 256746108 9,001,635.67 9,002 185,869 SH Sole 11, 28 185,869
DOMTAR
CORPORATION COM COMMON 8, 28, 30, 33,
STK USD0.01 STOCK 257559203 8,921,565.18 8,922 114,939 SH Sole 43 114,939
DONALDSON CO INC COMMON
COM STK USD5 STOCK 257651109 12,981,533.95 12,982 358,705 SH Sole 11, 28 358,705
DONEGAL GROUP COM COMMON
STK USD1 CLS'A' STOCK 257701201 134,299.65 134 8,795 SH Sole 28, 33 8,795
DONNELLEY(R.R.)&
SONS CO COM STK COMMON
USD1.25 STOCK 257867101 6,593,290.05 6,593 547,161 SH Sole 28, 33, 43 547,161
DORMAN PRODUCTS COMMON
INC STOCK 258278100 1,323,373.65 1,323 35,565 SH Sole 28, 33, 47 35,565
DOUBLE EAGLE
PETROLEUM CO COMMON
COM STK USD0.10 STOCK 258570209 18,224.00 18 3,400 SH Sole 33 3,400
DOVER CORP COM COMMON
STK USD1 STOCK 260003108 25,406,551.04 25,407 348,608 SH Sole 28, 31, 37 348,608
DOVER DOWNS
GAMING &
ENTERTAINMENT COMMON
COM STK USD0.10 STOCK 260095104 2,080.00 2 1,000 SH Sole 33 1,000
DOVER
MOTORSPORTSCOM COMMON
USD0.10 STOCK 260174107 2,000.00 2 1,000 SH Sole 33 1,000
DOW CHEMICAL CO COMMON
COM STK USD2.50 STOCK 260543103 14,938,086.24 14,938 469,161 SH Sole 28 469,161
DRESSER RAND
GROUP COM STK COMMON
USD0.01 STOCK 261608103 8,019,376.28 8,019 130,058 SH Sole 28 130,058
DRIL QUIP INC COM COMMON
STK USD0.01 STOCK 262037104 12,453,542.05 12,454 142,865 SH Sole 25, 28, 47 142,865
DU PONT(E.I.)DE
NEMOURS & CO COMMON
COM STK USD0.30 STOCK 263534109 24,248,464.96 24,248 493,256 SH Sole 28, 37 493,256
DUCOMMUN INC COM COMMON
STK USD0.01 STOCK 264147109 41,440.26 41 2,094 SH Sole 33 2,094
DYCOM INDUSTRIES COMMON
COM STK USD0.333 STOCK 267475101 646,954.33 647 32,857 SH Sole 28, 33 32,857
DYNAMIC MATERIALS
CORP COM STK COMMON
USD0.05 STOCK 267888105 319,585.80 320 18,367 SH Sole 28, 33, 56 18,367
DYNAMICS RESEARCH
CORP COM STK COMMON
USD0.10 STOCK 268057106 13,112.00 13 2,200 SH Sole 33 2,200
DYNAVAX
TECHNOLOGIES
CORP COM STK COMMON
USD0.001 STOCK 268158102 312,367.32 312 140,706 SH Sole 28 140,706
EMC CORP COM STK COMMON 23, 28, 37,
USD0.01 STOCK 268648102 81,382,957.30 81,383 3,406,570 SH Sole 39, 50, 51, 53 3,406,570
EMC INSURANCE
GROUP INC COM COMMON
STK USD1 STOCK 268664109 104,424.78 104 3,966 SH Sole 28, 33 3,966
EAGLE BANCORP INC COMMON
COM STK USD0.01 STOCK 268948106 1,416,414.34 1,416 64,706 SH Sole 28, 30 64,706
E TRADE FINANCIAL COMMON
CORP USD0.01 STOCK 269246401 1,130,483.34 1,130 105,554 SH Sole 28, 33 105,554
EXCO RESOURCES
INC COM STK COMMON
USD0.001 STOCK 269279402 853,461.00 853 119,700 SH Sole 30 119,700
EARTHLINK INC COM COMMON
STK USD0.01 STOCK 270321102 1,917,156.98 1,917 353,719 SH Sole 28, 30, 33 353,719
EASTERN CO COM COMMON
STK NPV STOCK 276317104 89,874.96 90 5,124 SH Sole 28, 33 5,124
EASTERN INSURANCE
HOLDINGS I COM COMMON
STK NPV STOCK 276534104 117,512.64 118 6,264 SH Sole 28, 33 6,264
EASTMAN CHEMICAL
CO COM STK COMMON
USD0.01 STOCK 277432100 33,243,377.43 33,243 475,789 SH Sole 28, 43, 51, 53 475,789
EATON VANCE CORP
COM NON VTG COMMON
USD0.00390625 STOCK 278265103 8,335,296.78 8,335 199,266 SH Sole 28 199,266
EBAY INC COM STK COMMON 23, 28, 41,
USD0.001 STOCK 278642103 49,814,462.34 49,814 918,747 SH Sole 50, 53, 59 918,747
EBIX. COM INC COMMON
USD0.10 STOCK 278715206 637,429.78 637 39,299 SH Sole 28, 37 39,299
ECHOSTAR CORP COM COMMON
STK USD0.001 STOCK 278768106 158,490.99 158 4,067 SH Sole 33 4,067
ECOLAB INC COM COMMON
STK USD1 STOCK 278865100 18,322,412.88 18,322 228,516 SH Sole 11, 28, 50 228,516
EDGEWATER
TECHNOLOGY INC COMMON
COM STOCK 280358102 1,564.00 2 400 SH Sole 33 400
EDISON
INTERNATIONAL COMMON
COM STK NPV STOCK 281020107 12,327,695.52 12,328 244,986 SH Sole 28, 58 244,986
8X8 INC COM STK COMMON
USD0.001 STOCK 282914100 382,168.35 382 55,791 SH Sole 28 55,791
EL PASO ELECTRIC COMMON
CO COM STK NPV STOCK 283677854 2,116,147.55 2,116 62,887 SH Sole 8, 28 62,887
ELECTRO RENT CORP COMMON
COM STK NPV STOCK 285218103 343,991.16 344 18,554 SH Sole 28, 33 18,554
ELECTRO
SCIENTIFIC
INDUSTRIES INC COMMON
COM STK NPV STOCK 285229100 1,734,883.15 1,735 157,003 SH Sole 28, 30, 33 157,003
ELECTRONIC ARTS COMMON
COM STK USD0.01 STOCK 285512109 2,793,750.30 2,794 157,839 SH Sole 23, 28 157,839
ELECTRONICS FOR
IMAGING INC COM COMMON
STK USD0.01 STOCK 286082102 3,682,373.44 3,682 145,204 SH Sole 8, 28, 30, 33 145,204
ELLIS PERRY
INTERNATIONAL COMMON
COM STK USD0.01 STOCK 288853104 2,645,844.64 2,646 145,456 SH Sole 8, 25, 28, 33 145,456
EMCORE CORP NPV COMMON
STOCK 290846203 1,357,660.50 1,358 233,275 SH Sole 30, 33 233,275
EMERITUS CORP COM COMMON
STK USD0.0001 STOCK 291005106 673,323.91 673 24,229 SH Sole 28 24,229
EMERSON ELECTRIC COMMON
CO USD0.50 STOCK 291011104 30,535,916.11 30,536 546,553 SH Sole 23, 28, 39, 41 546,553
EMERSON RADIO
CORP COM STK COMMON
USD0.01 STOCK 291087203 4,950.00 5 3,000 SH Sole 33 3,000
EMPIRE DISTRICT
ELECTRIC CO COM COMMON
STK USD1 STOCK 291641108 3,477,264.00 3,477 155,235 SH Sole 8, 23, 28 155,235
EMPLOYERS
HOLDINGS INC COMMON
COM STK USD0.01 STOCK 292218104 1,714,757.80 1,715 73,124 SH Sole 28, 30, 33 73,124
EMULEX CORP COM COMMON
STK USD0.10 STOCK 292475209 534,029.93 534 81,781 SH Sole 28, 33 81,781
ENCORE CAPITAL COMMON
GROUP INC STOCK 292554102 2,952,599.30 2,953 98,093 SH Sole 8, 28, 30, 33 98,093
ENCORE WIRE CORP COMMON
COM STK USD0.01 STOCK 292562105 593,553.98 594 16,949 SH Sole 28, 33 16,949
ENERGYSOLUTIONS
INC. COM STOCK COMMON
USD0.01 STOCK 292756202 1,817,861.25 1,818 484,763 SH Sole 8, 28, 33 484,763
ENERNOC INC COM COMMON
STK NPV STOCK 292764107 449,865.63 450 25,899 SH Sole 28, 33, 56 25,899
ENGLOBAL CORP. COMMON
STOCK 293306106 1,121.00 1 1,900 SH Sole 33 1,900
ENNIS INC COM STK COMMON
USD2.50 STOCK 293389102 1,511,716.91 1,512 100,313 SH Sole 28, 30, 33 100,313
ENTERCOM
COMMUNICATIONS COMMON
COM STK USD0.01 STOCK 293639100 1,297,937.76 1,298 174,454 SH Sole 8, 28, 33 174,454
ENTERPRISE
BANCORP INC COM COMMON
STK USD0.01 STOCK 293668109 87,190.80 87 5,144 SH Sole 28, 33 5,144
ENTERPRISE
FINANCIAL
SERVICES CORP COMMON
COM STK USD0.01 STOCK 293712105 634,688.40 635 44,260 SH Sole 8, 28, 33 44,260
ENZON
PHARMACEUTICALS COMMON
INC COM STOCK 293904108 127,159.40 127 33,463 SH Sole 28, 33 33,463
ENZO BIOCHEM INC COMMON
COM STK USD0.01 STOCK 294100102 1,260.00 1 500 SH Sole 33 500
EPLUS INC COM STK COMMON
USD0.01 STOCK 294268107 186,364.93 186 4,033 SH Sole 28, 33 4,033
EQUIFAX INC COM COMMON
STK USD1.25 STOCK 294429105 4,546,557.73 4,547 78,947 SH Sole 28, 53 78,947
ESCALADE INC COM COMMON
STK NPV STOCK 296056104 1,234.00 1 200 SH Sole 33 200
ESCO TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 296315104 971,609.94 972 23,779 SH Sole 28, 33 23,779
ESTERLINE
TECHNOLOGIES
CORP COM STK COMMON 8, 28, 30, 33,
USD0.20 STOCK 297425100 9,198,988.30 9,199 121,519 SH Sole 37 121,519
ETHAN ALLEN
INTERIORS INC COMMON
COM STK USD0.01 STOCK 297602104 1,225,117.80 1,225 37,215 SH Sole 28, 33, 47 37,215
EURONET WORLDWIDE
INC COM STK COMMON
USD0.02 STOCK 298736109 1,149,187.86 1,149 43,629 SH Sole 28, 33 43,629
EXA CORP USD0.001 COMMON
STOCK 300614500 42,744.80 43 4,490 SH Sole 28 4,490
EXAR CORP COM STK COMMON
NPV STOCK 300645108 376,036.50 376 35,813 SH Sole 28, 33 35,813
EXIDE
TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 302051206 198,495.90 198 73,517 SH Sole 28, 33 73,517
EXLSERVICE HLDGS
INC COM STK COMMON
USD0.001 STOCK 302081104 605,353.68 605 18,411 SH Sole 28 18,411
EXONE CO USD0.01 COMMON
STOCK 302104104 69,814.00 70 2,084 SH Sole 28 2,084
EXPEDITORS INTERN
OF WASHINGTON COMMON
INC COM STK STOCK 302130109 2,872,119.59 2,872 80,429 SH Sole 28 80,429
EZCORP INC
CLASS'A' COM
STK NON VTG COMMON
USD0.01 STOCK 302301106 805,779.00 806 37,830 SH Sole 28 37,830
FLIR SYSTEMS INC COMMON
COM STK USD0.01 STOCK 302445101 1,586,636.01 1,587 61,001 SH Sole 28, 56 61,001
FMC CORP COM STK COMMON
USD0.10 STOCK 302491303 3,062,511.00 3,063 53,700 SH Sole 28 53,700
FNB UNITED CORP COMMON
USD2.50 STOCK 302519202 233,224.96 233 23,896 SH Sole 8, 28 23,896
FNB CORP PA COM COMMON
STK USD0.01 STOCK 302520101 2,667,965.30 2,668 220,493 SH Sole 8, 11, 28, 33 220,493
FXCM INC USD0.01 A COMMON
STOCK 302693106 250,932.24 251 18,343 SH Sole 28 18,343
FX ENERGY INC COM COMMON
STK USD0.001 STOCK 302695101 143,149.44 143 42,604 SH Sole 28 42,604
FAB UNVL CORP COM COMMON
STOCK 302771100 729.60 1 190 SH Sole 33 190
FTI CONSULTING
INC COM STK COMMON
USD0.01 STOCK 302941109 3,977,573.88 3,978 105,618 SH Sole 28, 33 105,618
FACTSET RESEARCH
SYSTEMS INC COM COMMON
STK USD0.01 STOCK 303075105 7,081,029.40 7,081 76,469 SH Sole 11, 28 76,469
FAIR ISAAC CORP COMMON
COM STK USD0.01 STOCK 303250104 4,790,230.98 4,790 104,842 SH Sole 28, 37 104,842
FAIRCHILD
SEMICONDUCTOR COMMON
INTL INC STOCK 303726103 4,683,846.72 4,684 331,248 SH Sole 28, 33, 43 331,248
FAIRPOINT
COMMUNICATIONS COMMON
INC USD0.01 STOCK 305560302 124,599.60 125 16,680 SH Sole 28 16,680
FALCONSTOR
SOFTWARCOM COMMON
USD0.001 STOCK 306137100 69,039.48 69 25,761 SH Sole 28 25,761
FAMILY DOLLAR
STORES INC COM COMMON
STK USD0.10 STOCK 307000109 2,215,260.75 2,215 37,515 SH Sole 28 37,515
FARMER BROS CO COMMON
COM STK USD1 STOCK 307675108 105,810.60 106 7,198 SH Sole 28, 33 7,198
FARMERS NATIONAL
BANCORP COM STK COMMON
NPV STOCK 309627107 91,495.00 91 14,500 SH Sole 28 14,500
FARO TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 311642102 576,783.27 577 13,293 SH Sole 28 13,293
FASTENAL COM STK COMMON
USD0.01 STOCK 311900104 11,308,759.15 11,309 220,229 SH Sole 11, 28 220,229
FEDERAL
AGRICULTURAL
MORTGAGE CORP COMMON
CLASS'C'COM STK STOCK 313148306 285,577.25 286 9,275 SH Sole 28, 33 9,275
FEDERAL MOGUL COMMON
CORP USD0.01 STOCK 313549404 133,275.06 133 22,102 SH Sole 28, 33 22,102
FEDERAL SIGNAL
CORP COM STK COMMON
USD1 STOCK 313855108 523,727.60 524 64,340 SH Sole 28, 33 64,340
FEDERATED
INVESTORS INC
COM STK COMMON
CLASS'B'USD0.01 STOCK 314211103 3,812,621.58 3,813 161,074 SH Sole 28 161,074
FEMALE HEALTH CO COMMON
COM STK USD0.01 STOCK 314462102 112,668.88 113 15,562 SH Sole 28 15,562
FERRO CORP COM COMMON
STK USD1 STOCK 315405100 565,326.00 565 83,752 SH Sole 28, 33 83,752
F5 NETWORK INC COMMON
COM STK USD0.01 STOCK 315616102 4,068,105.44 4,068 45,668 SH Sole 28, 53 45,668
FIDELITY SOUTHERN COMMON
CORP STOCK 316394105 173,190.00 173 15,060 SH Sole 8, 28, 33 15,060
FIDUS INVESTMENT COMMON
CORP USD0.001 STOCK 316500107 391,196.20 391 20,428 SH Sole 8, 28 20,428
FIFTH & PACIFIC COMMON
COS INC USD1 STOCK 316645100 5,770,520.96 5,771 305,642 SH Sole 11, 28, 37 305,642
FIFTH THIRD
BANCORP COM STK COMMON 28, 41, 43,
NPV STOCK 316773100 22,694,614.74 22,695 1,391,454 SH Sole 51, 58 1,391,454
FINANCIAL ENGINES COMMON
INC USD0.0001 STOCK 317485100 1,723,637.36 1,724 47,588 SH Sole 28, 47 47,588
FINANCIAL
INSTITUTIONS COMMON
INC COM STK NPV STOCK 317585404 2,355,459.64 2,355 118,009 SH Sole 8, 28, 30, 33 118,009
FINISH LINE INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 317923100 839,059.29 839 42,831 SH Sole 28, 33 42,831
FIRST ACCEP CORP COMMON
COM STOCK 318457108 4,595.40 5 3,404 SH Sole 33 3,404
FIRST BANCORP COMMON
PUERTO RICO USD1 STOCK 318672706 680,683.57 681 109,259 SH Sole 8, 28, 33 109,259
FIRST BANCORP NC COMMON
COM STK USD0.01 STOCK 318910106 301,582.44 302 22,356 SH Sole 8, 28, 33 22,356
FIRST BUSEY CORP COMMON
COM STK NPV STOCK 319383105 521,249.63 521 114,059 SH Sole 8, 28, 33 114,059
FIRST CALIFORNIA
FINANCIAL GRP COMMON
COM STK USD0.01 STOCK 319395109 159,145.08 159 18,679 SH Sole 28, 33 18,679
FIRST COMM'WTH
FINL CORP PA COMMON
COM STK USD1 STOCK 319829107 1,850,080.00 1,850 248,000 SH Sole 8, 28, 33 248,000
FIRST CONN
BANCORP INC MD COMMON
COM STOCK 319850103 866,948.88 867 58,856 SH Sole 28, 30 58,856
FIRST FINANCIAL COMMON
BANCORP NPV STOCK 320209109 1,318,924.80 1,319 82,176 SH Sole 8, 28, 33 82,176
FIRST FINANCIAL
CORPORATION IND COMMON
COM STK NPV STOCK 320218100 516,561.96 517 16,404 SH Sole 8, 28, 33 16,404
FIRST FINANCIAL
HLDGS INC COM COMMON
STK USD0.01 STOCK 320239106 768,435.52 768 36,662 SH Sole 8, 28, 33 36,662
FIRST HORIZON
NATIONAL CORP COMMON
COM STK USD0.625 STOCK 320517105 1,018,498.20 1,018 95,365 SH Sole 28 95,365
FIRST OF LONG
ISLAND CORP COM COMMON
STK USD0.10 STOCK 320734106 1,268,427.00 1,268 42,780 SH Sole 8, 28, 30 42,780
FIRST MARBLEHEAD
CORP COM STK COMMON
USD0.01 STOCK 320771108 61,535.26 62 60,926 SH Sole 28, 33 60,926
FIRST MERCHANTS COMMON
CORP COM STK NPV STOCK 320817109 987,434.63 987 63,829 SH Sole 8, 28, 33, 37 63,829
FIRST MIDWEST
BANCORP COM STK COMMON
USD0.01 STOCK 320867104 1,444,385.92 1,444 108,764 SH Sole 8, 28, 33 108,764
FIRST SOLAR INC COMMON
COM STK USD0.001 STOCK 336433107 5,636,068.88 5,636 209,053 SH Sole 8, 28, 33 209,053
FIRST SOURCE CORP COMMON
COM STK NPV STOCK 336901103 452,622.60 453 19,098 SH Sole 8, 28, 33 19,098
FISERV INC COM COMMON
STK USD0.01 STOCK 337738108 4,559,957.94 4,560 51,918 SH Sole 28 51,918
FISHER
COMMUNICATIONS
INC COM STK COMMON
USD1.25 STOCK 337756209 290,493.72 290 7,403 SH Sole 28, 33 7,403
FIRSTMERIT CORP COMMON
COM STK NPV STOCK 337915102 4,700,718.75 4,701 284,375 SH Sole 28, 33 284,375
FLAGSTAR BANCORP COMMON
USD0.001 STOCK 337930705 39,784.08 40 2,856 SH Sole 33 2,856
FIRSTENERGY CORP COMMON
COM STK USD0.10 STOCK 337932107 8,426,031.80 8,426 199,669 SH Sole 28, 41 199,669
FLEXSTEEL
INDUSTRIES INC COMMON
COM STK USD1 STOCK 339382103 103,759.56 104 4,194 SH Sole 28, 33 4,194
FLOTEK INDUSTRIES COMMON
COM STK NPV STOCK 343389102 3,071,592.75 3,072 187,865 SH Sole 25, 28 187,865
FLUOR CORP(NEW) COMMON
COM STK USD0.01 STOCK 343412102 33,962,087.61 33,962 512,017 SH Sole 28, 43, 50, 51 512,017
FLOW
INTERNATIONAL COMMON
COM STK USD0.01 STOCK 343468104 165,862.20 166 42,420 SH Sole 28, 33 42,420
FLOWERS FOODS INC COMMON
USD0.01 STOCK 343498101 7,363,242.90 7,363 223,535 SH Sole 11, 28 223,535
FLUSHING
FINANCIAL CORP COMMON 8, 25, 28, 30,
COM STK USD0.01 STOCK 343873105 4,309,942.56 4,310 254,424 SH Sole 33, 37 254,424
FOOT LOCKER INC COMMON
COM STK USD0.01 STOCK 344849104 9,274,999.68 9,275 270,882 SH Sole 23, 28 270,882
FORBES ENERGY COMMON
SERVICES LTD NPV STOCK 345143101 42,618.08 43 11,581 SH Sole 28, 33 11,581
FORD MOTOR CO COMMON
USD0.01 STOCK 345370860 26,803,710.75 26,804 2,038,305 SH Sole 28, 37, 43 2,038,305
FOREST CITY
ENTERPRISES INC COMMON
CLASS'A'COM STK STOCK 345550107 7,710,367.46 7,710 433,898 SH Sole 34, 60 433,898
FOREST
LABORATORIES
INC COM STK COMMON
USD0.10 STOCK 345838106 7,926,851.28 7,927 208,382 SH Sole 28, 35 208,382
FOREST OIL CORP COMMON
USD0.10 STOCK 346091705 1,565,896.74 1,566 297,699 SH Sole 28 297,699
FORESTAR GROUP COMMON
INC USD1 STOCK 346233109 1,466,959.02 1,467 67,107 SH Sole 28, 30, 33 67,107
FORMFACTOR INC COMMON
COM STK USD0.001 STOCK 346375108 242,651.60 243 51,628 SH Sole 28, 33 51,628
FORRESTER
RESEARCH INC COMMON
COM STK USD0.01 STOCK 346563109 2,199,231.90 2,199 69,486 SH Sole 25, 28 69,486
FORWARD AIR
CORPORATION COM COMMON
STK USD0.01 STOCK 349853101 2,313,098.70 2,313 62,030 SH Sole 11, 28 62,030
FOSSIL INC COM COMMON
STK USD0.01 STOCK 349882100 2,014,689.60 2,015 20,856 SH Sole 28 20,856
FOSTER(L.B.)& CO COMMON
CLASS'A'USD0.01 STOCK 350060109 1,437,609.11 1,438 32,459 SH Sole 8, 28, 33 32,459
FRANCESCA'S HLDGS COMMON
CORP USD0.01 STOCK 351793104 1,943,119.34 1,943 67,799 SH Sole 28, 47 67,799
FRANKLIN COVEY CO COMMON
COM STK USD0.05 STOCK 353469109 192,972.93 193 13,281 SH Sole 28, 33 13,281
FRANKLIN ELECTRIC
CO INC COM STK COMMON
USD0.10 STOCK 353514102 1,860,852.24 1,861 55,432 SH Sole 11, 28, 33, 37 55,432
FRANKLIN
RESOURCES INC COMMON
COM STK USD0.10 STOCK 354613101 22,265,890.02 22,266 147,642 SH Sole 23, 28, 50, 51 147,642
FRED'S INC
CLASS'A'COM STK COMMON
NPV STOCK 356108100 514,641.60 515 37,620 SH Sole 28, 33 37,620
FREIGHTCAR
AMERICA INC COM COMMON
STK USD0.01 STOCK 357023100 568,432.82 568 26,051 SH Sole 8, 28, 33 26,051
FREQUENCY
ELECTRONICS INC COMMON
COM STK USD1 STOCK 358010106 8,406.00 8 900 SH Sole 33 900
FRIEDMAN
INDUSTRIES INC COMMON
COM STK USD1 STOCK 358435105 17,028.76 17 1,708 SH Sole 33 1,708
FRISCH'S
RESTAURANTS INC COMMON
COM STK NPV STOCK 358748101 47,810.10 48 2,665 SH Sole 28, 33 2,665
FROZEN FOOD
EXPRESS
INDUSTRIES INC COMMON
COM STK USD1.50 STOCK 359360104 1,104.00 1 800 SH Sole 33 800
FUEL-TECH INC COM COMMON
STK USD0.01 STOCK 359523107 10,981.44 11 2,542 SH Sole 33 2,542
FULL HOUSE
RESORTS INC COM COMMON
STK USD0.0001 STOCK 359678109 11,348.40 11 4,053 SH Sole 33 4,053
FULLER(H.B.)CO COMMON
COM STK USD1 STOCK 359694106 3,074,384.52 3,074 78,669 SH Sole 8, 28, 30, 33 78,669
FULTON FINANCIAL
CORP COM STK COMMON
USD2.50 STOCK 360271100 3,979,205.10 3,979 340,103 SH Sole 28 340,103
FURNITURE BRANDS
INTL INC COM COMMON
STK USD1 STOCK 360921100 5,423.00 5 5,423 SH Sole 33 5,423
FURMANITE CORP COMMON
COM STK NPV STOCK 361086101 219,626.01 220 32,829 SH Sole 28, 33 32,829
G^K SERVICES INC COMMON
USD0.50 A STOCK 361268105 1,874,647.92 1,875 41,192 SH Sole 28, 30, 33 41,192
GAMCO INVESTORS
INC COM STK COMMON
USD0.01 STOCK 361438104 273,144.73 273 5,143 SH Sole 28 5,143
GATX CORP COM STK COMMON
USD0.625 STOCK 361448103 4,741,742.80 4,742 91,240 SH Sole 28, 33 91,240
GFI GROUP INC COMMON
STOCK 361652209 215,216.24 215 64,436 SH Sole 28, 33 64,436
GALLAGHER(ARTHUR COMMON
J.)& CO COM USD1 STOCK 363576109 11,681,517.87 11,682 282,777 SH Sole 25, 28 282,777
GANNETT CO INC COMMON
COM STK USD1 STOCK 364730101 2,869,978.23 2,870 131,229 SH Sole 28, 33 131,229
GAP INC COM STK COMMON
USD0.05 STOCK 364760108 5,995,733.40 5,996 169,371 SH Sole 28, 43 169,371
GARDNER DENVER
INC COM STK COMMON
USD0.01 STOCK 365558105 6,328,017.50 6,328 84,250 SH Sole 28 84,250
GARTNER INC COM COMMON
STK USD0.0005 STOCK 366651107 8,705,382.36 8,705 159,996 SH Sole 28 159,996
GASTAR COMMON
EXPLORATION NPV STOCK 367299203 83,131.84 83 47,234 SH Sole 28, 33 47,234
GENCOR INDS INC COMMON
COM STK USD0.10 STOCK 368678108 3,582.82 4 499 SH Sole 33 499
GENCORP INC COM COMMON
STK USD0.10 STOCK 368682100 627,600.40 628 47,188 SH Sole 28 47,188
GENERAC HLDGS COMMON
USD0.01 STOCK 368736104 3,755,228.40 3,755 106,260 SH Sole 11, 28, 47 106,260
GENERAL CABLE
CORP COM STK COMMON
USD0.01 STOCK 369300108 4,983,548.13 4,984 136,051 SH Sole 28, 30, 33 136,051
GENERAL
COMMUNICATIONS COMMON
CLASS'A'COM NPV STOCK 369385109 341,013.96 341 37,188 SH Sole 28, 33 37,188
GENERAL DYNAMICS
CORP COM STK COMMON
USD1 STOCK 369550108 15,256,812.78 15,257 216,378 SH Sole 23, 28 216,378
GENERAL ELECTRIC
CO. COM STK COMMON 23, 28, 41,
USD0.06 STOCK 369604103 132,712,822.88 132,713 5,740,174 SH Sole 51, 58 5,740,174
GENERAL MILLS INC COMMON
COM STK USD0.1 STOCK 370334104 36,660,949.49 36,661 743,479 SH Sole 23, 28, 31, 58 743,479
GENERAL MOLY INC COMMON
COM STK USD0.10 STOCK 370373102 118,440.53 118 53,593 SH Sole 28 53,593
GENESCO INC COM COMMON
STK USD1 STOCK 371532102 1,257,984.15 1,258 20,935 SH Sole 28, 33 20,935
GENESEE & WYOMING
INC CLASS'A'COM COMMON
STK USD0.01 STOCK 371559105 16,050,488.02 16,050 172,382 SH Sole 11, 25, 28, 47 172,382
GENTEX CORP COM COMMON
STK USD0.06 STOCK 371901109 5,258,527.95 5,259 262,795 SH Sole 11, 28 262,795
GENIE ENERGY LTD COMMON
USD0.01 B STOCK 372284208 113,999.86 114 12,311 SH Sole 28, 33 12,311
GENUINE PARTS CO COMMON
COM STK USD1 STOCK 372460105 4,699,968.00 4,700 60,256 SH Sole 28 60,256
GERMAN AMERICAN
BANCORP INC COM COMMON
STK NPV STOCK 373865104 328,145.61 328 14,261 SH Sole 8, 28, 33 14,261
GERON CORP COM COMMON
STK USD0.001 STOCK 374163103 113,298.02 113 105,886 SH Sole 28 105,886
GEVO INC USD0.01 COMMON
STOCK 374396109 52,897.60 53 23,615 SH Sole 28 23,615
GIBRALTAR INDS COMMON
INC COM USD0.01 STOCK 374689107 547,189.75 547 29,983 SH Sole 28, 33 29,983
GILEAD SCIENCES 23, 28, 39,
INC COM STK COMMON 50, 51, 53,
USD0.001 STOCK 375558103 113,464,657.74 113,465 2,318,918 SH Sole 58, 59 2,318,918
GLADSTONE CAPITAL COMMON
CORP COM STOCK 376535100 274,546.40 275 29,842 SH Sole 8, 28 29,842
GLADSTONE
INVESTMENT CORP COMMON
COM STK USD1 STOCK 376546107 144,394.43 144 19,753 SH Sole 28 19,753
GLATFELTER(P.H.)CO COMMON
COM STK USD0.01 STOCK 377316104 1,202,199.60 1,202 51,420 SH Sole 8, 28, 33 51,420
GLOBAL CASH
ACCESS HOLD INC COMMON
USD0.001 STOCK 378967103 262,393.95 262 37,219 SH Sole 28 37,219
GLOBUS MEDICAL COMMON
INC USD0.001 A STOCK 379577208 486,480.52 486 33,139 SH Sole 28, 37 33,139
GLU MOBILE INC COMMON
USD0.0001 STOCK 379890106 128,223.44 128 43,028 SH Sole 28 43,028
GOLDCORP INC COM COMMON
NPV STOCK 380956409 3,436,380.66 3,436 102,182 SH Sole 33 102,182
GOLDEN MINERALS COMMON
CO COM STOCK 381119106 66,663.80 67 28,010 SH Sole 28, 33 28,010
GOODRICH
PETROLEUM
CORPORATION COM COMMON
STK USD0.20 STOCK 382410405 324,721.85 325 20,749 SH Sole 28 20,749
GOODYEAR TIRE &
RUBBER CO COM COMMON
STK NPV STOCK 382550101 1,205,667.32 1,206 95,612 SH Sole 28 95,612
GORMAN-RUPP CO NPV COMMON
STOCK 383082104 954,478.15 954 31,763 SH Sole 11, 28 31,763
GRACO INC COM STK COMMON
USD1 STOCK 384109104 14,066,239.88 14,066 242,396 SH Sole 11, 28, 38 242,396
GRAFTECH INTL LTD COMMON
COM USD0.01 STOCK 384313102 233,840.64 234 30,448 SH Sole 33, 37 30,448
GRAHAM CORP COM COMMON
STK USD0.10 STOCK 384556106 197,078.84 197 7,966 SH Sole 28 7,966
GRAINGER(W.W.)
INC COM STK COMMON
USD0.50 STOCK 384802104 13,625,913.70 13,626 60,565 SH Sole 11, 28, 50 60,565
GRANITE
CONSTRUCTION COMMON
COM STK USD0.01 STOCK 387328107 3,136,494.72 3,136 98,508 SH Sole 28, 33 98,508
GRAPHIC PACKAGING COMMON
HLDG CO USD0.01 STOCK 388689101 2,884,593.74 2,885 385,126 SH Sole 8, 28, 33, 37 385,126
GRAY TELEVISION COMMON
INC. STOCK 389375106 43,148.00 43 9,200 SH Sole 33 9,200
GREAT LAKES
DREDGE & DOCK
CORP NEW COM COMMON
STK USD0.01 STOCK 390607109 1,554,677.11 1,555 231,007 SH Sole 28, 30, 33 231,007
GREAT SOUTHERN
BANCORPORATION
INC COM STK COMMON
USD0.01 STOCK 390905107 377,337.69 377 15,471 SH Sole 8, 28, 33 15,471
GREAT PLAINS
ENERGY INC COM COMMON
STK NPV STOCK 391164100 15,369,033.36 15,369 662,744 SH Sole 23, 25, 28 662,744
GREEN MOUNTAIN
COFFEE ROASTERS
INC COM STK COMMON
USD0.10 STOCK 393122106 12,014,218.92 12,014 211,667 SH Sole 28 211,667
GREEN PLAINS
RENEWABLE
ENERGY INC COM COMMON
STK USD0.001 STOCK 393222104 1,325,896.00 1,326 115,900 SH Sole 8, 28, 33 115,900
GREENBRIER
COMPANIES INC COMMON
USD0.001 STOCK 393657101 559,869.63 560 24,653 SH Sole 28, 33 24,653
GREENHILL & CO
INC COM STK COMMON
USD0.01 STOCK 395259104 3,578,808.72 3,579 67,044 SH Sole 28 67,044
GREIF INC COM STK COMMON
CLASS'A' NPV STOCK 397624107 4,400,378.92 4,400 82,066 SH Sole 28, 30 82,066
GRIFFIN LAND &
NURSERIES INC COMMON
COM USD0.01 STOCK 398231100 72,931.35 73 2,427 SH Sole 28, 33 2,427
GRIFFON CORP COM COMMON
STK USD0.25 STOCK 398433102 515,873.76 516 43,278 SH Sole 28, 33 43,278
GROUP 1
AUTOMOTIVE INC COMMON
COM STK NPV STOCK 398905109 1,906,681.87 1,907 31,741 SH Sole 28, 33, 37 31,741
GUESS INC COM STK COMMON
USD0.01 STOCK 401617105 2,612,041.51 2,612 105,197 SH Sole 28 105,197
GUIDANCE SOFTWARE
INC COM STK COMMON
USD0.001 STOCK 401692108 123,798.50 124 11,410 SH Sole 28 11,410
GULF ISLAND
FABRICATION INC COMMON
COM STK NPV STOCK 402307102 294,250.32 294 13,972 SH Sole 28, 33 13,972
GULFMARK OFFSHORE
INC USD0.01 COMMON
CLASS A STOCK 402629208 2,019,764.32 2,020 51,842 SH Sole 8, 28, 33 51,842
GULFPORT ENERGY
CORP COM STK COMMON 11, 28, 30,
USD0.01 STOCK 402635304 9,337,495.86 9,337 203,742 SH Sole 37, 38 203,742
H^E EQUIPMENT
SERVICES LLC COMMON
USD0.01 STOCK 404030108 3,211,837.20 3,212 157,443 SH Sole 28, 33, 47 157,443
HCC INSURANCE
HLDG COM STK COMMON
USD1 STOCK 404132102 16,480,635.48 16,481 392,116 SH Sole 23, 28, 35 392,116
HF FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 404172108 2,125.05 2 155 SH Sole 33 155
HNI CORP COM COMMON
STOCK 404251100 4,008,666.48 4,009 112,952 SH Sole 28 112,952
HSN INC USD0.01 COMMON
STOCK 404303109 6,839,889.94 6,840 124,679 SH Sole 28, 37, 47 124,679
HACKETT GROUP INC COMMON
COM STOCK 404609109 126,177.70 126 27,610 SH Sole 28, 33 27,610
HAEMONETICS CORP COMMON
COM STK USD0.01 STOCK 405024100 5,656,219.86 5,656 135,771 SH Sole 11, 25, 28 135,771
HAIN CELESTIAL
GROUP INC COM COMMON
STK USD0.01 STOCK 405217100 1,777,672.32 1,778 29,104 SH Sole 28 29,104
HALLIBURTON CO COMMON
COM STK USD2.50 STOCK 406216101 32,886,829.89 32,887 813,829 SH Sole 23, 28, 37, 41 813,829
HANCOCK HOLDING
CO COM STK COMMON
USD3.33 STOCK 410120109 6,361,851.84 6,362 205,752 SH Sole 28 205,752
HANDY AND HARMAN COMMON
LTD STOCK 410315105 66,884.94 67 4,346 SH Sole 28 4,346
HANESBRANDS INC COMMON
COM STK USD0 STOCK 410345102 20,834,724.68 20,835 457,303 SH Sole 11, 28, 58 457,303
HANMI FINANCIAL COMMON
CORP USD0.001 STOCK 410495204 2,785,872.00 2,786 174,117 SH Sole 8, 28, 33 174,117
HANOVER INSURANCE
GROUP INC COM COMMON
STK USD0.01 STOCK 410867105 4,220,266.32 4,220 84,949 SH Sole 28, 33 84,949
HANSEN MEDICAL
INC COM STK COMMON
USD0.0001 STOCK 411307101 87,561.63 88 43,563 SH Sole 28 43,563
HARDINGE INC COM COMMON
STK USD0.01 STOCK 412324303 152,574.22 153 11,194 SH Sole 28, 33 11,194
HARLEY DAVIDSON COMMON
COM STK USD0.01 STOCK 412822108 5,595,220.80 5,595 104,976 SH Sole 23, 28 104,976
HARMAN
INTERNATIONAL
INDUSTRIES INC COMMON
COM STK STOCK 413086109 1,180,329.61 1,180 26,447 SH Sole 28 26,447
HARMONIC INC COM COMMON
STK USD0.001 STOCK 413160102 3,268,223.40 3,268 564,460 SH Sole 8, 25, 28, 33 564,460
HARRIS & HARRIS COMMON
COM STK USD0.01 STOCK 413833104 111,330.00 111 30,925 SH Sole 28, 33 30,925
HARRIS CORP COM COMMON
STK USD1 STOCK 413875105 4,010,773.34 4,011 86,551 SH Sole 28, 37 86,551
HARRIS TEETER
SUPERMARKETS COMMON
INC NPV STOCK 414585109 7,818,449.89 7,818 183,059 SH Sole 11, 28, 30 183,059
HARSCO CORP COM COMMON
STK USD1.25 STOCK 415864107 7,007,903.63 7,008 282,919 SH Sole 25, 28, 33, 43 282,919
HARTE-HANKS INC COMMON
COM STK USD1 STOCK 416196103 335,756.79 336 43,101 SH Sole 28, 33 43,101
HARTFORD
FINANCIAL
SERVICES GRP COMMON
INC COM STK STOCK 416515104 31,491,144.60 31,491 1,220,587 SH Sole 28, 31, 43 1,220,587
HARVARD
BIOSCIENCE INC COMMON
COM STK USD0.001 STOCK 416906105 136,385.35 136 24,139 SH Sole 28, 33 24,139
HASBRO INC COM COMMON
STK USD0.50 STOCK 418056107 3,208,938.20 3,209 73,030 SH Sole 23, 28 73,030
HAVERTY FURNITURE
COS INC COM STK COMMON
USD1 STOCK 419596101 413,297.12 413 20,102 SH Sole 28, 33 20,102
HAWAIIAN ELECTRIC
INDUSTRIES COM COMMON
STK NPV STOCK 419870100 4,658,078.71 4,658 168,101 SH Sole 28 168,101
HAWAIIAN HLDGS COMMON
INC COM STOCK 419879101 292,855.68 293 50,843 SH Sole 28, 33 50,843
HAWAIIAN TELCOM
HOLDCO INC COMMON
USD0.01 STOCK 420031106 186,405.60 186 8,080 SH Sole 28 8,080
HAWKINS INC COM COMMON
STK USD0.10 STOCK 420261109 945,376.80 945 23,664 SH Sole 11, 28 23,664
HAYNES
INTERNATIONAL
INC COM STK COMMON
USD0.001 STOCK 420877201 701,093.40 701 12,678 SH Sole 25, 28, 33 12,678
HEALTHCARE
SERVICES GROUP
INC COM STK COMMON
USD0.01 STOCK 421906108 4,017,938.21 4,018 156,767 SH Sole 11, 28, 47 156,767
HEALTHSOUTH CORP
COM STK
USD0.01(REV COMMON
SPLIT) STOCK 421924309 2,648,655.54 2,649 100,442 SH Sole 28, 37 100,442
HEALTH MANAGEMENT
ASSOCIATES INC COMMON
CLASS'A'COM STK STOCK 421933102 5,674,511.70 5,675 440,910 SH Sole 28 440,910
HEALTHWAYS INC COMMON
COM STK USD0.001 STOCK 422245100 400,648.50 401 32,706 SH Sole 28, 33 32,706
HEARTLAND EXPRESS
INC COM STK COMMON
USD0.01 STOCK 422347104 3,147,759.76 3,148 235,964 SH Sole 23, 28 235,964
HEARTWARE
INTERNATIONAL COMMON
INC USD0.001 STOCK 422368100 3,759,866.74 3,760 42,518 SH Sole 28, 37, 38 42,518
HECKMANN CORP COMMON
USD0.001 STOCK 422680108 482,590.68 483 112,492 SH Sole 28, 33 112,492
HECLA MINING CO COMMON
COM STK USD0.25 STOCK 422704106 1,018,191.50 1,018 257,770 SH Sole 28, 33 257,770
HEICO CORP USD0.01 COMMON
STOCK 422806109 4,517,765.52 4,518 104,072 SH Sole 11, 28, 37 104,072
HEICO CORP CLASS
A COM STK COMMON
USD0.01 STOCK 422806208 60,042.50 60 1,750 SH Sole 25 1,750
HEIDRICK &
STRUGGLES COM COMMON
STK USD0.01 STOCK 422819102 249,724.80 250 16,704 SH Sole 28, 33 16,704
HEINZ(H.J.)CO COM COMMON
STK USD0.25 STOCK 423074103 9,028,185.21 9,028 124,923 SH Sole 28 124,923
HELMERICH & PAYNE
INC COM STK COMMON
USD0.10 STOCK 423452101 3,357,317.00 3,357 55,310 SH Sole 23, 28 55,310
HENRY JACK &
ASSOCIATES INC COMMON
COM STK USD0.01 STOCK 426281101 7,301,180.00 7,301 158,000 SH Sole 11, 28 158,000
HERITAGE COMMERCE COMMON
CORP COM STK NPV STOCK 426927109 135,730.64 136 20,168 SH Sole 28, 33 20,168
HERCULES OFFSHORE COMMON
INC COM STK NPV STOCK 427093109 1,151,109.12 1,151 155,136 SH Sole 28, 33 155,136
HERCULES
TECHNOLOGY
GROWTH CAP INC COMMON
USD1 STOCK 427096508 1,980,996.50 1,981 161,714 SH Sole 28, 30 161,714
HERSHEY CO COM COMMON
STK USD1 STOCK 427866108 8,826,787.79 8,827 100,843 SH Sole 23, 28, 53 100,843
HEWLETT-PACKARD
CO COM STK COMMON
USD0.01 STOCK 428236103 33,292,488.48 33,292 1,396,497 SH Sole 23, 28, 41, 58 1,396,497
HEXCEL CORP COM COMMON
STK USD0.01 STOCK 428291108 6,864,259.17 6,864 236,617 SH Sole 25, 28, 47 236,617
HIBBETT SPORTS
INC COM STK COMMON
USD0.01 STOCK 428567101 2,841,860.08 2,842 50,504 SH Sole 11, 28 50,504
HICKORY TECH CORP COMMON
COM STK NPV STOCK 429060106 127,818.95 128 12,593 SH Sole 28, 33 12,593
HILL
INTERNATIONAL COMMON
INC USD0.0001 STOCK 431466101 68,393.26 68 22,874 SH Sole 28, 33 22,874
HILL-ROM HOLDINGS COMMON
INC COM STK NPV STOCK 431475102 8,925,170.64 8,925 253,412 SH Sole 11, 28 253,412
HILLENBRAND INC COMMON
NPV STOCK 431571108 1,102,511.36 1,103 43,612 SH Sole 28 43,612
HILLSHIRE BRANDS COMMON
CO USD0.01 STOCK 432589109 8,476,211.60 8,476 241,144 SH Sole 28, 43 241,144
HILLTOP HOLDING
INC COM STK COMMON
USD0.01 STOCK 432748101 519,405.47 519 38,503 SH Sole 28, 33 38,503
HINGHAM
INSTITUTION FOR
SAVINGS COM STK COMMON
USD1 STOCK 433323102 70,466.70 70 1,011 SH Sole 28, 33 1,011
HOLLYFRONTIER COMMON
CORP USD0.01 STOCK 436106108 21,481,249.65 21,481 417,517 SH Sole 28, 35, 43 417,517
HOLLYWOOD MEDIA
CO COM STK COMMON
USD0.01 STOCK 436233100 2,170.00 2 1,736 SH Sole 33 1,736
HOLOGIC INC COM COMMON
STK USD0.01 STOCK 436440101 10,366,439.20 10,366 458,692 SH Sole 28 458,692
HOME BANCSHARES
INC COM STK COMMON
USD0.01 STOCK 436893200 661,221.51 661 17,553 SH Sole 28 17,553
HOME DEPOT INC COMMON 23, 28, 50,
COM STK USD0.05 STOCK 437076102 95,936,823.66 95,937 1,374,847 SH Sole 51, 53, 59 1,374,847
HOMETRUST
BANCSHARES INC COMMON
USD0.01 STOCK 437872104 257,634.80 258 16,306 SH Sole 28 16,306
HONEYWELL
INTERNATIONAL COMMON 23, 28, 41,
INC COM STK USD1 STOCK 438516106 51,658,528.35 51,659 685,581 SH Sole 51, 53, 59 685,581
HOOKER FURNITURE COMMON
CORP COM STK NPV STOCK 439038100 158,316.08 158 9,932 SH Sole 28, 33 9,932
HOPFED BANCORP COMMON
INC USD0.01 STOCK 439734104 128.88 0 12 SH Sole 33 12
HORACE MANN
EDUCATORS CORP COMMON
USD0.001 STOCK 440327104 819,696.90 820 39,314 SH Sole 8, 28, 33 39,314
HORIZON
BANCORP(INDIANA) COMMON
COM STK NPV STOCK 440407104 348,299.14 348 17,234 SH Sole 8, 28, 33 17,234
HORMEL FOODS CORP
COM STK COMMON
USD0.0293 STOCK 440452100 3,565,998.64 3,566 86,302 SH Sole 28, 54 86,302
HORNBECK OFFSHORE
SERVICES INC COMMON
COM STK USD0.01 STOCK 440543106 1,607,144.32 1,607 34,592 SH Sole 28, 33 34,592
HORSEHEAD HOLDING
CORPORATION COM COMMON
STK USD0.01 STOCK 440694305 1,569,864.32 1,570 144,289 SH Sole 28, 30, 33 144,289
HOSPIRA INC COM COMMON
STK USD0.01 STOCK 441060100 8,169,778.33 8,170 248,851 SH Sole 23, 28 248,851
HOT TOPIC INC COM COMMON
STK NPV STOCK 441339108 480,622.76 481 34,627 SH Sole 28, 33 34,627
HOVNANIAN K
ENTERPRISES INC COMMON
CLASS'A'COM STK STOCK 442487203 474,946.01 475 82,313 SH Sole 28 82,313
HUB GROUP INC
CLASS'A'COM SHS COMMON
USD0.01 STOCK 443320106 1,124,339.64 1,124 29,234 SH Sole 28 29,234
HUBBELL INC COMMON
CLASS'B'USD0.01 STOCK 443510201 8,880,515.28 8,881 91,448 SH Sole 28 91,448
HUDSON CITY
BANCORP INC COM COMMON
STK USD0.01 STOCK 443683107 1,720,085.76 1,720 199,084 SH Sole 28, 33 199,084
HUDSON GLOBAL INC COMMON
USD0.001 STOCK 443787106 120,363.06 120 30,549 SH Sole 28, 33 30,549
HUDSON VALLEY
HLDG CORP(NY) COMMON
COM STK USD0.2 STOCK 444172100 222,427.38 222 14,918 SH Sole 8, 28, 33 14,918
HUMANA INC COM COMMON
STK USD0.166 STOCK 444859102 11,652,637.10 11,653 168,610 SH Sole 23, 28, 35, 51 168,610
HUNT(J.B.)TRANSPORT
SERVICES INC COMMON
COM STK USD0.01 STOCK 445658107 27,448,635.76 27,449 368,537 SH Sole 11, 28, 43 368,537
HUNTINGTON
BANCSHARES INC COMMON
COM STK NPV STOCK 446150104 7,531,119.44 7,531 1,019,096 SH Sole 28, 43 1,019,096
HUNTINGTON
INGALLS
INDUSTRIES INC COMMON
USD0.01 WI STOCK 446413106 6,107,724.91 6,108 114,527 SH Sole 28, 30 114,527
HUNTSMAN CORP COM COMMON
USD0.01 STOCK 447011107 4,309,608.16 4,310 231,824 SH Sole 23, 33, 58 231,824
HURCO COMPANIES COMMON
INC COM NPV STOCK 447324104 165,395.02 165 6,074 SH Sole 28, 33 6,074
HURON CONSULTING
GROUP INC COM COMMON
STK USD0.01 STOCK 447462102 774,466.56 774 19,208 SH Sole 28, 33 19,208
HUTCHINSON
TECHNOLOGY INC COMMON
COM STK USD0.01 STOCK 448407106 12,171.50 12 4,426 SH Sole 33 4,426
HYATT HOTELS COMMON
CORPS 'A'USD0.01 STOCK 448579102 7,349,100.00 7,349 170,000 SH Sole 11 170,000
IDT CORP COMMON
CLASS'B'USD0.01 STOCK 448947507 147,445.56 147 12,226 SH Sole 28 12,226
HYSTER-YALE MATLS
HANDLING INC COMMON
USD0.01 A STOCK 449172105 1,675,077.69 1,675 29,341 SH Sole 28, 30, 33 29,341
ID SYSTEMS INC COMMON
USD0.01 STOCK 449489103 11,086.50 11 1,945 SH Sole 33 1,945
IBERIABANK CORP COMMON
COM STK USD1 STOCK 450828108 1,850,439.88 1,850 36,994 SH Sole 8, 28, 33 36,994
ITT CORP USD1 COMMON
STOCK 450911201 6,478,031.37 6,478 227,859 SH Sole 23, 28 227,859
ICONIX BRAND
GROUP INC COM COMMON
USD STOCK 451055107 5,862,555.92 5,863 226,616 SH Sole 8, 25, 28, 33 226,616
IDACORP INC COM COMMON
STK NPV STOCK 451107106 10,817,644.89 10,818 224,107 SH Sole 8, 23, 28, 30 224,107
IGNITE RESTAURANT
GROUP INC COMMON
USD0.01 STOCK 451730105 525,984.40 526 35,830 SH Sole 28, 37 35,830
ILLINOIS TOOL
WORKS INC COM COMMON
STK NPV STOCK 452308109 21,286,585.76 21,287 349,304 SH Sole 28, 31 349,304
ILLUMINA INC COM COMMON
STK USD0.01 STOCK 452327109 12,422,484.00 12,422 230,046 SH Sole 11, 51 230,046
IMMERSION CORP COMMON
COM STK USD0.001 STOCK 452521107 263,163.84 263 22,416 SH Sole 28 22,416
IMMUNOCELLULAR
THERAPEUTICS
LTD COM STK COMMON
USD0.0001 STOCK 452536105 109,534.24 110 39,976 SH Sole 28 39,976
IMPERIAL HLDGS COMMON
INC USD0.01 STOCK 452834104 9,643.05 10 2,381 SH Sole 33 2,381
IMMUNOMEDICS INC COMMON
COM STK USD0.01 STOCK 452907108 131,123.28 131 54,408 SH Sole 28 54,408
INDEPENDENCE
HLDGS COM STK COMMON
USD1 STOCK 453440307 88,433.66 88 8,687 SH Sole 28, 33 8,687
INDEPENDENT BANK
CORP(MASS) COM COMMON
STK USD0.01 STOCK 453836108 1,241,483.46 1,241 38,094 SH Sole 8, 28, 33 38,094
INDEPENDENT BANK
CORP MICHIGAN COMMON
COM STK USD1 STOCK 453838609 3,214.80 3 380 SH Sole 33 380
INGLES MARKET INC
CLASS'A'COM STK COMMON
USD0.05 STOCK 457030104 251,509.32 252 11,709 SH Sole 28, 33 11,709
INGRAM MICRO INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 457153104 5,695,943.04 5,696 289,428 SH Sole 28, 33 289,428
INGREDION INC COMMON
USD0.01 STOCK 457187102 15,523,632.64 15,524 214,652 SH Sole 25, 28, 58 214,652
INNODATA INC COMMON
USD0.01 STOCK 457642205 59,357.25 59 17,205 SH Sole 28 17,205
INTEGRA
LIFESCIENCES
HLDGS CORP COM COMMON
STK USD0.01 STOCK 457985208 2,593,150.74 2,593 66,474 SH Sole 8, 25, 28, 33 66,474
INTEGRATED DEVICE
TECHNOLOGY INC COMMON
COM STK USD0.001 STOCK 458118106 2,874,172.14 2,874 384,762 SH Sole 28, 33 384,762
INTEL CORP COM COMMON 23, 28, 37,
STK USD0.001 STOCK 458140100 55,368,337.00 55,368 2,534,020 SH Sole 41, 58 2,534,020
INTER PARFUMS INC COMMON
COM STK USD0.001 STOCK 458334109 342,410.88 342 14,016 SH Sole 28, 33 14,016
INTERFACE INC COMMON
USD0.1 STOCK 458665304 886,003.56 886 46,098 SH Sole 28 46,098
INTERMEC INC COM COMMON
STK USD0.01 STOCK 458786100 492,610.79 493 50,113 SH Sole 28, 33 50,113
INTERNATIONAL
BANCSHARES CORP COMMON
COM STK USD1 STOCK 459044103 3,005,558.40 3,006 144,498 SH Sole 28, 33 144,498
INTERNATIONAL BUS
MACH CORP COM COMMON 23, 28, 31,
STK USD0.20 STOCK 459200101 177,542,388.00 177,542 832,360 SH Sole 50, 51, 58 832,360
INTERNATIONAL
FLAVORS &
FRAGRANCES COM COMMON
STK STOCK 459506101 2,431,282.37 2,431 31,711 SH Sole 28 31,711
INTERNATIONAL
GAME TECHNOLOGY COMMON
USD0.00015625 STOCK 459902102 4,940,991.00 4,941 299,454 SH Sole 23, 28 299,454
INTERNATIONAL
PAPER CO COM COMMON
STK USD1 STOCK 460146103 20,446,244.42 20,446 438,949 SH Sole 28, 41, 43, 51 438,949
INTERNATIONAL
RECTIFIER CORP COMMON
COM STK USD1 STOCK 460254105 3,857,273.55 3,857 182,377 SH Sole 28, 33 182,377
INTERNATIONAL
SHIPHOLDING
CORP COM STK COMMON
USD1 STOCK 460321201 84,939.40 85 4,667 SH Sole 28, 33 4,667
INTERNATIONAL
SPEEDWAY CORP COMMON
CLASS'A'COM STK STOCK 460335201 5,804,262.12 5,804 177,609 SH Sole 23, 28, 33 177,609
INTERPUBLIC GROUP
COMPANIES INC COMMON
COM STK USD0.10 STOCK 460690100 9,599,735.23 9,600 736,741 SH Sole 28, 35, 43, 58 736,741
INTERVEST
BANCSHARES CORP
CLASS'A'COM STK COMMON
USD0.01 STOCK 460927106 2,081.52 2 354 SH Sole 33 354
INTERSECTIONS INC COMMON
COM USD0.01 STOCK 460981301 94,504.63 95 10,043 SH Sole 28, 33 10,043
INTEVAC INC COM COMMON
STK NPV STOCK 461148108 100,890.00 101 21,375 SH Sole 28, 33 21,375
INTUIT INC COM COMMON
STK USD0.01 STOCK 461202103 22,928,065.55 22,928 349,247 SH Sole 28, 51 349,247
INVACARE CORP COM COMMON
STK NPV STOCK 461203101 396,798.30 397 30,406 SH Sole 28, 33 30,406
INVENTURE FOODS
INC COM STK COMMON
USD0.01 STOCK 461212102 81,923.40 82 10,530 SH Sole 28 10,530
INVESTORS TITLE COMMON
CO COM STK NPV STOCK 461804106 71,901.87 72 1,041 SH Sole 28, 33 1,041
ION GEOPHYSICAL
CORPORATION COM COMMON
STK USD0.01 STOCK 462044108 1,285,019.76 1,285 188,696 SH Sole 28, 37 188,696
IROBOT CORP COM COMMON
STK USD0.01 STOCK 462726100 554,256.00 554 21,600 SH Sole 28 21,600
IRON MOUNTAIN INC COMMON
PA USD0.01 STOCK 462846106 2,359,786.90 2,360 64,990 SH Sole 28 64,990
ISIS
PHARMACEUTICAL COMMON
COM STK USD0.001 STOCK 464330109 1,340,174.22 1,340 79,113 SH Sole 28 79,113
ISLE OF CAPRI
CASINOS INC COM COMMON
STK USD0.01 STOCK 464592104 384,797.04 385 61,176 SH Sole 8, 28, 33 61,176
ISRAMCO INC COM COMMON
STK USD0.01 STOCK 465141406 82,087.92 82 828 SH Sole 28 828
ITRON INC COM STK COMMON
NPV STOCK 465741106 3,311,336.00 3,311 71,365 SH Sole 28, 33 71,365
J & J SNACK FOODS COMMON
CORP COM STK NPV STOCK 466032109 1,963,924.38 1,964 25,542 SH Sole 11, 28 25,542
JABIL CIRCUIT INC COMMON
USD0.001 STOCK 466313103 1,332,943.92 1,333 72,129 SH Sole 28 72,129
JACK IN THE BOX
INC COM STK COMMON
USD0.01 STOCK 466367109 1,204,908.06 1,205 34,834 SH Sole 28 34,834
JACOBS
ENGINEERING
GROUP INC COM COMMON
STK USD1 STOCK 469814107 6,036,070.48 6,036 107,327 SH Sole 28, 43 107,327
JAMES RIVER COAL
TERMINAL CO COM COMMON
STK USD0.01 STOCK 470355207 14,689.50 15 8,394 SH Sole 33 8,394
JARDEN CORP COM COMMON
STK NPV STOCK 471109108 9,967,145.68 9,967 232,606 SH Sole 28, 33, 38 232,606
JETBLUE AIRWAYS
CORP COM STK COMMON
USD0.01 STOCK 477143101 4,272,059.10 4,272 619,139 SH Sole 28, 33 619,139
JOHN BEAN
TECHNOLOGIES COMMON
CORP USD0.01 STOCK 477839104 2,281,690.75 2,282 109,961 SH Sole 25, 28 109,961
JOHNSON & JOHNSON COMMON 23, 28, 39,
COM STK USD1 STOCK 478160104 152,008,363.91 152,008 1,864,447 SH Sole 51, 58 1,864,447
JOHNSON CONTROLS COMMON
INC USD1 STOCK 478366107 17,262,365.82 17,262 492,226 SH Sole 28, 41, 51, 58 492,226
JOHNSON
OUTDOORSCLASS'A'COM COMMON
USD0.05 STOCK 479167108 137,580.64 138 5,771 SH Sole 8, 28, 33 5,771
JOS A BANK
CLOTHIERS COM COMMON
STK USD0.01 STOCK 480838101 2,242,419.90 2,242 56,201 SH Sole 25, 28 56,201
JOURNAL
COMMUNICATIONS
INC COM STK COMMON
USD0.01 STOCK 481130102 932,621.76 933 138,783 SH Sole 8, 28, 33 138,783
JOY GLOBAL INC COMMON
COM STK USD1 STOCK 481165108 6,247,100.16 6,247 104,958 SH Sole 28, 43, 58 104,958
KIT DIGITAL INC COMMON
USD0.0001 STOCK 482470200 2,604.49 3 8,981 SH Sole 33 8,981
KLA TENCOR CORP COMMON
COM STK USD0.001 STOCK 482480100 9,577,953.18 9,578 181,607 SH Sole 23, 28, 35 181,607
KMG CHEMICALS INC COMMON
COM STK USD0.01 STOCK 482564101 146,149.92 146 7,518 SH Sole 28, 33 7,518
K-SWISS INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 482686102 121,163.88 121 25,562 SH Sole 28, 33 25,562
KVH INDUSTRIES COMMON
COM STK USD0.01 STOCK 482738101 170,289.93 170 12,549 SH Sole 28, 33 12,549
KAISER ALUMINUM
CORP COM STK COMMON
USD0.01 STOCK 483007704 1,174,949.10 1,175 18,174 SH Sole 28, 33 18,174
KAMAN CORP
NON-CUM PTG COMMON
USD1 A STOCK 483548103 770,834.04 771 21,732 SH Sole 28, 33 21,732
KANSAS CITY LIFE
INSURANCE CO COMMON
USD2.50 STOCK 484836101 127,955.10 128 3,270 SH Sole 28 3,270
KANSAS CITY
SOUTHERN COM COMMON
STK USD0.01 STOCK 485170302 45,407,561.40 45,408 409,446 SH Sole 11, 28, 38, 43 409,446
KAYAK SOFTWARE COMMON
CORP USD0.001 STOCK 486577109 110,489.40 110 2,765 SH Sole 28 2,765
KAYDON CORP COM COMMON
STK USD0.10 STOCK 486587108 2,427,976.86 2,428 94,917 SH Sole 23, 28, 33 94,917
KEARNY FINANCIAL
CORP COM STK COMMON
USD0.1 STOCK 487169104 123,358.80 123 12,094 SH Sole 28 12,094
KELLOGG CO COM COMMON
STK USD0.25 STOCK 487836108 29,126,225.80 29,126 452,060 SH Sole 23, 28, 39, 59 452,060
KELLY SERVICES
INC CLASS'A'NON COMMON
V.USD1 STOCK 488152208 585,375.16 585 31,337 SH Sole 8, 28, 33 31,337
KEMET CORP COM COMMON
STK USD0.01 STOCK 488360207 282,843.75 283 45,255 SH Sole 28, 33 45,255
KEMPER CORP COMMON
USD0.10 STOCK 488401100 3,357,982.14 3,358 102,974 SH Sole 28, 33 102,974
KENNAMETAL INC COMMON
CAP STK USD1.25 STOCK 489170100 8,376,071.04 8,376 214,551 SH Sole 25, 28, 58 214,551
KENNEDY-WILSON
HLDGS INC COMMON
USD0.0001 STOCK 489398107 563,462.79 563 36,329 SH Sole 28 36,329
KERYX
BIOPHARMACEUTICALS COMMON
COM STK USD0.001 STOCK 492515101 449,961.60 450 63,915 SH Sole 28 63,915
KEWAUNEE
SCIENTIFIC CORP COMMON
COM STK USD2.50 STOCK 492854104 1,178.52 1 92 SH Sole 33 92
KEY ENERGY
SERVICES INC COMMON
COM STK USD0.10 STOCK 492914106 2,048,376.96 2,048 253,512 SH Sole 28, 30, 33 253,512
KEY TECHNOLOGY COMMON
INC COM STK NPV STOCK 493143101 3,792.00 4 300 SH Sole 33 300
KEY TRONIC CORP COMMON
COM NPV STOCK 493144109 126,919.50 127 11,075 SH Sole 28, 33 11,075
KEYCORP COM STK COMMON
USD1 STOCK 493267108 6,418,393.32 6,418 644,417 SH Sole 23, 28 644,417
KEYNOTE SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 493308100 604,677.40 605 43,315 SH Sole 28, 33, 37 43,315
KEYW HLDG CORP COMMON
USD0.001 STOCK 493723100 312,889.74 313 19,398 SH Sole 28 19,398
KFORCE INC COM COMMON
STK USD0.01 STOCK 493732101 1,726,134.65 1,726 105,445 SH Sole 28, 30 105,445
KIMBALL INTL INC COMMON
USD0.05 B STOCK 494274103 924,699.84 925 102,064 SH Sole 8, 28, 33 102,064
KIMBERLY-CLARK
CORP COM STK COMMON
USD1.25 STOCK 494368103 35,273,877.78 35,274 360,011 SH Sole 23, 28, 31 360,011
KINDRED
HEALTHCARE INC COMMON
COM STK USD0.25 STOCK 494580103 560,364.48 560 53,216 SH Sole 28, 33 53,216
KIOR INC COMMON
USD0.0001 A STOCK 497217109 97,291.95 97 20,923 SH Sole 28 20,923
KIRBY CORP COM COMMON
STK USD0.10 STOCK 497266106 7,464,038.40 7,464 97,188 SH Sole 28 97,188
KIRKLAND'S INC COMMON
COM STK NPV STOCK 497498105 124,088.88 124 10,828 SH Sole 28 10,828
KNOLL INC COM STK COMMON
USD1 STOCK 498904200 1,634,220.07 1,634 90,139 SH Sole 8, 11, 28 90,139
KNIGHT CAPITAL
GROUP INC
CLASS'A' COM COMMON
STK USD0.01 STOCK 499005106 563,896.20 564 151,585 SH Sole 28, 33 151,585
KNIGHT
TRANSPORTATION
INC COM STK COMMON
USD0.01 STOCK 499064103 738,088.40 738 45,844 SH Sole 28 45,844
KOHLS CORP COM COMMON
STK USD0.01 STOCK 500255104 8,993,827.71 8,994 194,967 SH Sole 28, 37, 41, 43 194,967
KOPIN CORP USD0.01 COMMON
STOCK 500600101 244,625.50 245 66,115 SH Sole 28, 33 66,115
KORN-FERRY
INTERNATIONAL COMMON
COM STK NPV STOCK 500643200 948,437.44 948 53,104 SH Sole 8, 28, 33 53,104
KRISPY KREME
DOUGHNUTS INC COMMON
COM STK NPV STOCK 501014104 678,564.48 679 46,992 SH Sole 28 46,992
KROGER CO COM STK COMMON
USD1 STOCK 501044101 15,703,753.54 15,704 473,861 SH Sole 28, 58 473,861
KULICKE & SOFFA
INDUSTRIES INC COMMON
COM NPV STOCK 501242101 118,963.96 119 10,291 SH Sole 33 10,291
KYTHERA
BIOPHARMACEUTICALS COMMON
INC USD0.00001 STOCK 501570105 91,374.36 91 3,751 SH Sole 28 3,751
LKQ CORP COM STK COMMON
USD0.01 STOCK 501889208 13,926,312.96 13,926 639,996 SH Sole 11, 23, 28 639,996
LMI AEROSPACE COM COMMON
STK USD0.02 STOCK 502079106 1,190,955.15 1,191 57,285 SH Sole 8, 28, 33 57,285
LSB INDUSTRIES
INC COM STK COMMON
USD0.10 STOCK 502160104 2,108,363.60 2,108 60,620 SH Sole 11, 28, 30 60,620
LSI CORPORATION COMMON
COM STK USD0.01 STOCK 502161102 5,060,076.72 5,060 746,324 SH Sole 28, 43 746,324
LTX CREDENCE CORP COMMON
COM STK USD0.05 STOCK 502403207 1,151,254.20 1,151 190,605 SH Sole 8, 28, 33 190,605
L-3
COMMUNICATIONS
HLDGS INC COMMON
USD0.01 STOCK 502424104 7,761,522.72 7,762 95,916 SH Sole 28, 37, 43 95,916
LA-Z-BOY INC COM COMMON
STK USD1 STOCK 505336107 3,255,697.71 3,256 172,533 SH Sole 28, 30, 33, 47 172,533
LACLEDE GROUP INC COMMON
COM STK USD1 STOCK 505597104 1,706,548.20 1,707 39,966 SH Sole 8, 28 39,966
LAKELAND BANCORP COMMON
INC COM STK NPV STOCK 511637100 531,240.05 531 53,933 SH Sole 8, 28, 33 53,933
LAKELAND
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 511656100 2,031,722.87 2,032 76,123 SH Sole 8, 28, 30, 33 76,123
LAKELAND
INDUSTRIES COM COMMON
STK USD0.01 STOCK 511795106 714.00 1 200 SH Sole 33 200
LAM RESEARCH CORP COMMON
COM STK USD0.001 STOCK 512807108 7,239,164.76 7,239 174,606 SH Sole 28, 35 174,606
LAMAR ADVERTISING
CO CLASS'A'COM COMMON
STK USD0.001 STOCK 512815101 4,612,700.12 4,613 94,892 SH Sole 28 94,892
LANCASTER COLONY COMMON
CORP COM STK NPV STOCK 513847103 5,368,209.00 5,368 69,717 SH Sole 11, 28 69,717
LANDEC CORP COM COMMON
STK USD0.001 STOCK 514766104 373,543.05 374 25,815 SH Sole 28, 33 25,815
LANDSTAR SYSTEMS
INC COM STK COMMON
USD0.01 STOCK 515098101 4,551,271.89 4,551 79,721 SH Sole 28 79,721
LANNETT CO INC COMMON
COM STK USD0.001 STOCK 516012101 156,260.16 156 15,456 SH Sole 28, 33 15,456
LAS VEGAS SANDS
CORP COM STK COMMON
USD0.001 STOCK 517834107 24,562,965.00 24,563 435,900 SH Sole 50, 51, 53 435,900
LATTICE
SEMICONDUCTOR
CORP COM STK COMMON
USD0.01 STOCK 518415104 558,477.85 558 102,473 SH Sole 28, 33 102,473
ESTEE LAUDER
COMPANIES INC COMMON
USD0.01 A STOCK 518439104 14,315,571.28 14,316 223,576 SH Sole 23, 28, 50, 53 223,576
LAWSON PRODUCTS COMMON
INC COM STK USD1 STOCK 520776105 14,503.50 15 825 SH Sole 33 825
LAYNE CHRISTENSEN
CO COM STK COMMON
USD0.01 STOCK 521050104 431,384.26 431 20,177 SH Sole 28, 33 20,177
LEAP WIRELESS
INTERNATIONAL
INC COM STK COMMON
USD0.0001 STOCK 521863308 318,507.64 319 54,076 SH Sole 28, 33 54,076
LEAR CORP COM NEW COMMON
WI STOCK 521865204 3,643,368.00 3,643 66,400 SH Sole 35 66,400
LEE ENTERPRISES COMMON
INC USD0.01 STOCK 523768109 4,826.00 5 3,800 SH Sole 33 3,800
LEGGETT & PLATT
INC COM STK COMMON
USD0.01 STOCK 524660107 1,881,647.34 1,882 55,703 SH Sole 28 55,703
LEGG MASON INC COMMON
COM STK USD0.10 STOCK 524901105 1,864,249.90 1,864 57,986 SH Sole 28, 33 57,986
LEMAITRE VASCULAR COMMON
INC COM NPV STOCK 525558201 6,368.40 6 1,044 SH Sole 33 1,044
LENNAR CORP COM COMMON
STK USD0.10 STOCK 526057104 9,645,344.40 9,645 232,530 SH Sole 28, 33, 50, 53 232,530
LENNAR CORP
CLASS'B'COM STK COMMON
USD0.10 STOCK 526057302 25,808.00 26 800 SH Sole 33 800
LENNOX
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 526107107 5,700,195.69 5,700 89,781 SH Sole 28, 37 89,781
LEUCADIA NATIONAL
CORP COM STK COMMON
USD1 STOCK 527288104 3,129,186.97 3,129 114,079 SH Sole 28 114,079
LEXICON
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 528872104 534,544.72 535 245,204 SH Sole 8, 28 245,204
LEXMARK
INTERNATIONAL
INC CLASS'A'COM COMMON
STK USD0.01 STOCK 529771107 2,989,773.60 2,990 113,249 SH Sole 28, 33 113,249
LIBBEY INC COM COMMON
STK USD0.01 STOCK 529898108 311,174.34 311 16,098 SH Sole 28 16,098
LIBERTY MEDIA
CORP (NEW) COMMON
USD0.01 A STOCK 531229102 6,296,266.89 6,296 56,403 SH Sole 33, 35, 43 56,403
LIFEWAY FOODS INC COMMON
NPV STOCK 531914109 50,234.60 50 3,614 SH Sole 28 3,614
LILLY(ELI)& CO COMMON
COM STK NPV STOCK 532457108 45,776,828.88 45,777 806,072 SH Sole 23, 28, 37, 51 806,072
LIMONEIRA CO COM COMMON
STK NPV STOCK 532746104 134,003.52 134 6,936 SH Sole 28 6,936
LIN TV CORP COM COMMON
STK USD0.01 STOCK 532774106 1,749,816.81 1,750 159,219 SH Sole 8, 28 159,219
LINCOLN
EDUCATIONAL
SERVICES CORP COMMON
COM STK NPV STOCK 533535100 121,243.40 121 20,690 SH Sole 28, 33 20,690
LINCOLN ELECTRIC
HLDGS INC COM COMMON
STK NPV STOCK 533900106 8,428,674.24 8,429 155,568 SH Sole 11, 23, 28 155,568
LINCOLN NATIONAL
CORP COM STK COMMON
USD1.25 STOCK 534187109 9,972,985.86 9,973 305,826 SH Sole 28, 43 305,826
LINDSAY CORP COM COMMON
STK USD1 STOCK 535555106 3,442,018.12 3,442 39,034 SH Sole 11, 28, 37, 47 39,034
LINEAR TECHNOLOGY COMMON
CORP COM STK NPV STOCK 535678106 14,791,136.19 14,791 385,487 SH Sole 23, 28, 31, 58 385,487
LIONS GATE
ENTERTAINMENT COMMON
CORP COM NPV STOCK 535919203 2,235,259.49 2,235 94,037 SH Sole 28, 47 94,037
LIONBRIDGE
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 536252109 175,055.58 175 45,234 SH Sole 28 45,234
LITHIA MOTORS INC
CLASS'A'COM STK COMMON
NPV STOCK 536797103 5,253,851.92 5,254 110,654 SH Sole 28, 30, 33, 47 110,654
LITTELFUSE INC COMMON
COM STK USD0.01 STOCK 537008104 1,927,279.25 1,927 28,405 SH Sole 8, 11, 28 28,405
LIVE NATION
ENTERTAINMENT
INC COM STK COMMON
USD0.01 STOCK 538034109 1,649,131.29 1,649 133,317 SH Sole 28, 33 133,317
LIVEPERSON INC COMMON
COM STK USD0.001 STOCK 538146101 1,178,947.70 1,179 86,815 SH Sole 28, 37 86,815
LO JACK COM STK COMMON
USD0.01 STOCK 539451104 3,198.00 3 1,025 SH Sole 33 1,025
LOCKHEED MARTIN
CORP COM STK COMMON
USD1 STOCK 539830109 21,525,504.32 21,526 223,016 SH Sole 28, 58 223,016
LOEWS CORP COM COMMON
STK USD0.01 STOCK 540424108 10,641,009.99 10,641 241,457 SH Sole 28, 35 241,457
LORAL SPACE &
COMMUNICATIONS
INC COM STK COMMON
USD0.01 STOCK 543881106 537,180.28 537 8,681 SH Sole 28 8,681
LORILLARD INC COMMON
USD0.01 STOCK 544147101 12,685,999.65 12,686 314,399 SH Sole 28, 43, 58 314,399
LOUISIANA-PACIFIC
CORP COM STK COMMON
USD1 STOCK 546347105 9,495,230.40 9,495 439,594 SH Sole 28, 33, 47 439,594
LOWES COMPANIES
INC COM STK COMMON
USD0.50 STOCK 548661107 31,233,035.52 31,233 823,656 SH Sole 23, 28, 41, 51 823,656
LUBYS INC USD0.32 COMMON
STOCK 549282101 144,738.00 145 19,350 SH Sole 28, 33 19,350
LUCAS ENERGY INC COMMON
USD0.001 STOCK 549333201 4,930.31 5 3,707 SH Sole 33 3,707
LUFKIN INDUSTRIES COMMON
INC COM STK USD1 STOCK 549764108 2,567,500.47 2,568 38,673 SH Sole 11, 28 38,673
LULULEMON
ATHLETICA INC COMMON
USD0.005 STOCK 550021109 2,805,750.00 2,806 45,000 SH Sole 11 45,000
LUMOS NETWORKS COMMON
CORP USD0.01 STOCK 550283105 1,542,475.96 1,542 114,427 SH Sole 25, 28 114,427
LYDALL INC COM COMMON
STK USD0.10 STOCK 550819106 223,756.95 224 14,577 SH Sole 28, 33 14,577
MDC HLDGS INC COM COMMON
STK USD0.01 STOCK 552676108 4,631,094.00 4,631 126,360 SH Sole 8, 28, 33 126,360
MDU RESOURCES
GROUP INC COM COMMON
STK USD1 STOCK 552690109 8,768,791.08 8,769 350,892 SH Sole 28, 54 350,892
MDC PARTNERS INC
CLASS'A'SUB VTG COMMON
SHS NPV STOCK 552697104 1,414,794.15 1,415 87,495 SH Sole 28, 30 87,495
MEMC ELECTRONICS
MATERIALS INC COMMON
COM STK USD0.01 STOCK 552715104 2,698,383.60 2,698 613,269 SH Sole 28, 33 613,269
MFRI INC COM STK COMMON
USD0.01 STOCK 552721102 5,047.00 5 700 SH Sole 33 700
MGIC INVESTMENT
CORP COM STK COMMON
USD1 STOCK 552848103 1,025,456.85 1,025 207,163 SH Sole 28, 33 207,163
MSC INDUSTRIAL
DIRECT CO
CLASS'A'COM STK COMMON
USD0.001 STOCK 553530106 6,868,747.72 6,869 80,074 SH Sole 28 80,074
MTR GAMING GROUP
INC COM STK COMMON
USD0.00001 STOCK 553769100 66,283.80 66 20,086 SH Sole 28, 33 20,086
MTS SYSTEMS CORP COMMON
COM STK USD0.25 STOCK 553777103 2,684,320.30 2,684 46,162 SH Sole 25, 28 46,162
MVC CAPITAL INC COMMON
COM USD0.01 STOCK 553829102 244,899.04 245 19,088 SH Sole 28 19,088
MAC GRAY CORP COM COMMON
STK USD0.01 STOCK 554153106 352,294.40 352 27,523 SH Sole 8, 28, 33 27,523
MACATAWA BANK COMMON
CORP COM STK NPV STOCK 554225102 16,565.42 17 3,062 SH Sole 33 3,062
MADDEN(STEVEN)
COM STK COMMON
USD0.0001 STOCK 556269108 4,950,703.26 4,951 114,759 SH Sole 28, 37, 47 114,759
MAGELLAN HEALTH COMMON
SERVICES INC STOCK 559079207 1,237,295.70 1,237 26,010 SH Sole 28, 33 26,010
MAGNA
INTERNATIONAL COMMON
INC NPV STOCK 559222401 11,740.00 12 200 SH Sole 33 200
MAIDENFORM BRANDS
INC COM STK COMMON
USD0.01 STOCK 560305104 364,448.70 364 20,790 SH Sole 28, 33 20,790
MAKO SURGICAL COMMON
CORP NPV STOCK 560879108 920,555.15 921 82,561 SH Sole 25, 28 82,561
MANHATTAN
ASSOCIATES INC COMMON
COM STK USD0.01 STOCK 562750109 2,155,152.90 2,155 29,010 SH Sole 11, 28, 56 29,010
MANITOWOC CO INC COMMON
COM STK USD0.01 STOCK 563571108 2,847,354.40 2,847 138,490 SH Sole 30, 47 138,490
MANNATECH INC COMMON
USD0.0001 STOCK 563771203 1,152.00 1 180 SH Sole 33 180
MANTECH
INTERNATIONAL
CORP COM STK COMMON
USD0.01 STOCK 564563104 2,070,360.37 2,070 77,051 SH Sole 8, 28, 33 77,051
MARATHON OIL CORP COMMON
COM STK USD1 STOCK 565849106 12,161,084.28 12,161 360,649 SH Sole 28, 58 360,649
MARCUS CORP COM COMMON
STK USD1 STOCK 566330106 215,727.28 216 17,272 SH Sole 28, 33 17,272
MARINEMAX INC COM COMMON
STK USD0.001 STOCK 567908108 293,054.76 293 21,564 SH Sole 28, 33 21,564
MARINE PRODUCTS
CORP COM STK COMMON
USD0.10 STOCK 568427108 63,082.56 63 8,571 SH Sole 28 8,571
MARLIN BUSINESS
SERVICES CORP COMMON
COM STK USD0.01 STOCK 571157106 186,980.97 187 8,063 SH Sole 28, 33 8,063
MARSH & MCLENNAN COMMON
COS INC COM USD1 STOCK 571748102 19,196,492.90 19,196 505,570 SH Sole 23, 28, 51 505,570
MARRIOTT
INTERNATIONAL
INC COM STK COMMON
USD0.01 CL'A' STOCK 571903202 5,360,465.05 5,360 126,935 SH Sole 23, 28 126,935
MARTEN TRANSPORT COMMON
COM STK USD0.01 STOCK 573075108 542,624.28 543 26,956 SH Sole 28, 33, 37 26,956
MARTHA STEWART
LIVING
CLASS'A'COM STK COMMON
USD0.01 STOCK 573083102 61,385.28 61 23,252 SH Sole 28, 33 23,252
MARTIN MARIETTA
MATERIALS INC COMMON
COM STK USD0.01 STOCK 573284106 18,161,396.36 18,161 178,018 SH Sole 28, 51 178,018
MASCO CORP COM COMMON
STK USD1 STOCK 574599106 2,811,449.25 2,811 138,837 SH Sole 28 138,837
MASIMO
CORPORATION COMMON
USD0.001 STOCK 574795100 2,528,174.34 2,528 128,857 SH Sole 28 128,857
MASTEC INC COM COMMON
STK USD0.1 STOCK 576323109 1,426,280.35 1,426 48,929 SH Sole 28, 33 48,929
MATADOR RESOURCES COMMON
CO USD0.01 STOCK 576485205 98,975.06 99 11,171 SH Sole 28 11,171
MATERION CORP COM COMMON
STK USD1 STOCK 576690101 1,874,217.00 1,874 65,762 SH Sole 28, 30, 33 65,762
MATRIX SERVICE CO COMMON
COM STK USD0.01 STOCK 576853105 1,647,209.90 1,647 110,551 SH Sole 28, 30, 33 110,551
MATTEL INC COM COMMON
STK USD1 STOCK 577081102 21,025,856.08 21,026 480,152 SH Sole 11, 28, 58 480,152
MATTERSIGHT CORP COMMON
STOCK 577097108 33,444.84 33 7,796 SH Sole 28 7,796
MATTHEWS INTL
CORP
CLASS'A'COM STK COMMON
USD1 STOCK 577128101 2,467,385.91 2,467 70,719 SH Sole 28, 33 70,719
MATTSON
TECHNOLOGY INC COMMON
COM STK NPV STOCK 577223100 68,827.50 69 49,875 SH Sole 28, 33 49,875
MAXWELL
TECHNOLOGIES
INC COM STK COMMON
USD0.10 STOCK 577767106 125,597.78 126 23,302 SH Sole 28 23,302
MAXYGEN INC COM COMMON
STK USD0.0001 STOCK 577776107 61,373.06 61 25,466 SH Sole 28, 33 25,466
MAXIMUS INC COM COMMON
STK NPV STOCK 577933104 4,466,084.59 4,466 55,847 SH Sole 28, 47 55,847
MBT FINL CORP COM COMMON
NPV STOCK 578877102 8,580.00 9 2,200 SH Sole 33 2,200
MCCLATCHY CO
CLASS'A'COM STK COMMON
USD0.01 STOCK 579489105 179,104.00 179 61,760 SH Sole 28, 33 61,760
MCCORMICK & CO
INC COM NON.VTG COMMON
NPV STOCK 579780206 7,252,912.60 7,253 98,612 SH Sole 11, 28 98,612
MCDERMOTT
INTERNATIONAL COMMON
INC COM STK USD1 STOCK 580037109 3,022,250.00 3,022 275,000 SH Sole 11 275,000
MCDONALD'S CORP COMMON 23, 28, 31,
COM STK USD0.01 STOCK 580135101 71,672,125.50 71,672 718,950 SH Sole 58, 59 718,950
MCGRATH RENTCORP COMMON
COM STK NPV STOCK 580589109 702,922.20 703 22,602 SH Sole 28, 33 22,602
MCGRAW-HILL COS
INC (THE) COM COMMON
STK USD1 STOCK 580645109 5,696,250.00 5,696 109,375 SH Sole 28 109,375
MCMORAN
EXPLORATION COM COMMON
STK USD0.01 STOCK 582411104 1,311,024.75 1,311 80,185 SH Sole 28 80,185
MEAD JOHNSON
NUTRITION COMMON
USD0.01 STOCK 582839106 8,186,929.70 8,187 105,706 SH Sole 23, 28, 43 105,706
MEADWESTVACO
CORPORATION COM COMMON
NPV STOCK 583334107 2,484,480.90 2,484 68,443 SH Sole 28 68,443
MEASUREMENT
SPECIALITIES COMMON
INC COM STK NPV STOCK 583421102 714,189.66 714 17,958 SH Sole 28, 33, 56 17,958
MEDALLION
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 583928106 216,305.64 216 16,362 SH Sole 28, 33 16,362
MEDASSETS USD0.01 COMMON 8, 28, 30, 33,
STOCK 584045108 2,843,205.75 2,843 147,699 SH Sole 56 147,699
MEDIA GENERAL INC COMMON
CLASS'A'COM USD5 STOCK 584404107 29,046.60 29 4,890 SH Sole 33 4,890
MEDICINES CO COM COMMON
STK USD0.001 STOCK 584688105 4,762,817.88 4,763 142,514 SH Sole 28, 30, 37, 47 142,514
MEDTRONIC INC COM COMMON 23, 28, 31,
STK USD0.10 STOCK 585055106 70,569,703.52 70,570 1,502,762 SH Sole 37, 59 1,502,762
MEETME INC COMMON
USD0.001 STOCK 585141104 34,817.88 35 15,271 SH Sole 28 15,271
MEMSIC INC COMMON
USD0.00001 STOCK 586264103 816.00 1 300 SH Sole 33 300
MENS WEARHOUSE
INC COM STK COMMON
USD0.01 STOCK 587118100 1,534,211.94 1,534 45,907 SH Sole 28, 33 45,907
MENTOR GRAPHICS COMMON
CORP COM STK NPV STOCK 587200106 6,150,014.05 6,150 340,721 SH Sole 28, 30, 33 340,721
MERCANTILE BANK COMMON
CORP COM STK NPV STOCK 587376104 127,848.21 128 7,651 SH Sole 28, 33 7,651
MERCER
INTERNATIONAL COMMON
INC COM STK USD1 STOCK 588056101 66,336.00 66 9,600 SH Sole 33 9,600
MERCHANTS
BANCSHARES INC COMMON
COM STK USD0.01 STOCK 588448100 244,756.48 245 8,122 SH Sole 8, 28, 33 8,122
MERCURY SYSTEMS COMMON
INC STOCK 589378108 212,801.38 213 28,874 SH Sole 28, 33 28,874
MERCURY GENERAL COMMON
CORP COM STK NPV STOCK 589400100 2,332,581.21 2,333 61,497 SH Sole 28 61,497
MEREDITH CORP COM COMMON
STK USD1 STOCK 589433101 3,646,407.56 3,646 95,306 SH Sole 28, 33 95,306
MERGE HEALTHCARE COMMON
INC STOCK 589499102 329,442.66 329 113,994 SH Sole 28, 37 113,994
MERIDIAN
BIOSCIENCE INC COMMON
COM STK NPV STOCK 589584101 2,408,559.72 2,409 105,546 SH Sole 11, 28, 56 105,546
MERIT MEDICAL
SYSTEMS INC COM COMMON
STK NPV STOCK 589889104 472,745.60 473 38,560 SH Sole 28, 33 38,560
MERRIMACK
PHARMACEUTICALS COMMON
INC USD0.01 STOCK 590328100 74,651.80 75 12,238 SH Sole 28 12,238
MET PRO CORP COM COMMON
STK USD0.10 STOCK 590876306 149,444.11 149 14,467 SH Sole 28, 33 14,467
METALICO INC COM COMMON
USD0.001 STOCK 591176102 63,810.18 64 39,389 SH Sole 8, 28, 33 39,389
METHODE
ELECTRONICS INC
COM COMMON
CLASS'A'USD0.5 STOCK 591520200 502,616.24 503 39,023 SH Sole 28, 33 39,023
METROCORP
BANCSHAR COM COMMON
STK USD1 STOCK 591650106 268,575.62 269 26,618 SH Sole 8, 28, 33 26,618
METROPCS
COMMUNICATIONS
INC COM STK COMMON
USD0.0001 STOCK 591708102 14,770,862.50 14,771 1,355,125 SH Sole 28, 33, 35, 58 1,355,125
METTLER TOLEDO COMMON
COM STK USD0.01 STOCK 592688105 11,072,514.60 11,073 51,930 SH Sole 28 51,930
MICREL INC COM COMMON
STK NPV STOCK 594793101 402,606.57 403 38,307 SH Sole 28 38,307
MICROS SYSTEMS COMMON
INC COM USD0.025 STOCK 594901100 11,336,950.59 11,337 249,109 SH Sole 11, 28 249,109
MICROSOFT CORP
COM STK COMMON 23, 28, 31,
USD0.00000625 STOCK 594918104 119,749,386.58 119,749 4,185,578 SH Sole 41, 54, 58 4,185,578
MICROSTRATEGY INC. COMMON
STOCK 594972408 1,154,131.44 1,154 11,418 SH Sole 28, 37 11,418
MICROCHIP
TECHNOLOGY COM COMMON
STK USD0.001 STOCK 595017104 9,220,547.56 9,221 250,831 SH Sole 11, 23, 28, 43 250,831
MICROFINANCIAL COMMON
COM STK USD0.01 STOCK 595072109 69,631.80 70 8,260 SH Sole 28, 33 8,260
MICRON TECHNOLOGY
INC COM STK COMMON
USD0.10 STOCK 595112103 6,075,504.64 6,076 608,768 SH Sole 28, 35 608,768
MICROSEMI COM STK COMMON
USD0.20 STOCK 595137100 1,621,459.77 1,621 69,981 SH Sole 28 69,981
MIDDLEBURG
FINANCIAL CORP COMMON
COM STK USD5 STOCK 596094102 80,532.09 81 4,149 SH Sole 28 4,149
MIDDLEBY CORP COM COMMON
STK USD0.01 STOCK 596278101 4,952,178.20 4,952 32,548 SH Sole 11, 28, 47 32,548
MIDDLESEX WATER COMMON
CO COM STK NPV STOCK 596680108 245,854.40 246 12,595 SH Sole 28 12,595
MIDSOUTH BANCORP
INC COM STK COMMON
USD0.10 STOCK 598039105 122,697.96 123 7,546 SH Sole 28, 33 7,546
MIDWAY GOLD CORP COMMON
COM NPV STOCK 598153104 120,034.58 120 98,389 SH Sole 28 98,389
MIDWESTONE
FINANCIAL GROUP COMMON
INC COM STK USD1 STOCK 598511103 127,002.54 127 5,334 SH Sole 28, 33 5,334
MILLER ENERGY RES COMMON
INC COM STOCK 600527105 88,746.91 89 23,921 SH Sole 28 23,921
MILLER(HERMAN)
INC COM STK COMMON
USD0.20 STOCK 600544100 10,041,775.04 10,042 362,912 SH Sole 11, 25, 28, 54 362,912
MILLER INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 600551204 183,178.65 183 11,413 SH Sole 28, 33 11,413
MINDSPEED
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 602682205 624,065.31 624 187,407 SH Sole 8, 28, 37 187,407
MINE SAFETY
APPLIANCES CO COMMON
COM STK NPV STOCK 602720104 3,729,885.78 3,730 75,169 SH Sole 28 75,169
MINERALS
TECHNOLOGIES
INC COM STK COMMON
USD0.10 STOCK 603158106 6,653,181.29 6,653 160,279 SH Sole 8, 28, 30, 33 160,279
MISONIX INC COM COMMON
STK USD0.01 STOCK 604871103 3,432.00 3 600 SH Sole 33 600
MITCHAM
INDUSTRIES INC COMMON
USD0.01 STOCK 606501104 200,569.68 201 11,854 SH Sole 28, 33 11,854
MITEK SYSTEMS INC COMMON
COM STK USD0.001 STOCK 606710200 342,576.00 343 73,200 SH Sole 37 73,200
MODINE
MANUFACTURING
CO COM STK COMMON
USD0.625 STOCK 607828100 394,475.90 394 43,349 SH Sole 28, 33 43,349
MOHAWK INDUSTRIES COMMON
COM STK USD0.01 STOCK 608190104 12,752,130.72 12,752 112,731 SH Sole 23, 28, 33 112,731
MOLEX INC COM STK COMMON
USD0.05 STOCK 608554101 3,056,246.40 3,056 104,380 SH Sole 23, 28 104,380
MOLEX INC
CLASS'A'N.VTG COMMON
COM STK USD0.05 STOCK 608554200 957,009.24 957 39,677 SH Sole 23 39,677
MONARCH CASINO &
RESORT COM STK COMMON
USD0.01 STOCK 609027107 85,020.74 85 8,738 SH Sole 28, 33 8,738
MONDELEZ INTL INC COMMON 11, 23, 28,
NPV A STOCK 609207105 50,227,214.36 50,227 1,640,876 SH Sole 41, 51, 59 1,640,876
MONOLITHIC POWER
SYSTEM INC COM COMMON
STK USD0.001 STOCK 609839105 3,291,192.87 3,291 135,051 SH Sole 28, 47 135,051
MONRO MUFFLER
BRAKE INC COM COMMON
STK USD0.01 STOCK 610236101 965,469.23 965 24,313 SH Sole 28 24,313
MONSTER BEVERAGE COMMON
CORP USD0.005 STOCK 611740101 5,265,005.90 5,265 110,285 SH Sole 11, 23, 28 110,285
MONSTER WORLDWIDE
INC COM STK COMMON
USD0.001 STOCK 611742107 1,571,831.82 1,572 310,026 SH Sole 28, 33 310,026
MOODYS CORP COM COMMON
STK USD1 STOCK 615369105 29,112,400.08 29,112 545,994 SH Sole 28, 51, 58 545,994
MOOG INC COMMON
CLASS'A'(LIM.V)USD1 STOCK 615394202 2,443,380.62 2,443 53,314 SH Sole 8, 28, 33, 37 53,314
MORGAN STANLEY COMMON
COM STK USD0.01 STOCK 617446448 33,872,059.20 33,872 1,541,040 SH Sole 28, 31, 41, 51 1,541,040
MOSYS INC COM STK COMMON
USD0.01 STOCK 619718109 134,720.13 135 28,603 SH Sole 28, 33 28,603
MOTORCAR PARTS OF
AMERICA INC COM COMMON
STK USD0.01 STOCK 620071100 13,486.00 13 2,200 SH Sole 33 2,200
MOTOROLA
SOLUTIONS INC COMMON
USD0.01 STOCK 620076307 6,885,914.26 6,886 107,542 SH Sole 28 107,542
MOVADO GROUP INC COMMON
COM STK USD0.01 STOCK 624580106 3,024,006.80 3,024 90,215 SH Sole 28, 33, 38 90,215
MUELLER
INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 624756102 4,050,199.87 4,050 76,003 SH Sole 25, 28, 33 76,003
MUELLER WATER
PRODUCTS INC
COM STK USD0.01 COMMON
SER'A' STOCK 624758108 820,213.88 820 138,316 SH Sole 28, 33 138,316
MULTI-COLOR CORP COMMON
NPV STOCK 625383104 316,108.03 316 12,257 SH Sole 28, 33 12,257
MULTIMEDIA GAMES
HLDG CO INC COM COMMON
STK USD0.01 STOCK 625453105 2,139,905.45 2,140 102,535 SH Sole 25, 28, 33 102,535
MURPHY OIL CORP COMMON
COM USD1 STOCK 626717102 12,177,719.59 12,178 191,083 SH Sole 23, 28, 35, 41 191,083
MYERS INDUSTRIES COMMON
INC COM STK NPV STOCK 628464109 437,939.16 438 31,371 SH Sole 28, 33 31,371
MYLAN INC COM STK COMMON
USD0.50 STOCK 628530107 8,721,040.06 8,721 301,349 SH Sole 28, 51 301,349
NBT BANCORP INC COMMON
COM STK NPV STOCK 628778102 1,357,174.80 1,357 61,272 SH Sole 8, 28, 33 61,272
NCI BUILDING
SYSTEMS INC COM COMMON
STK USD0.01 STOCK 628852204 252,455.58 252 14,534 SH Sole 28 14,534
NASB FINANCIAL
INC COM STK COMMON
USD0.15 STOCK 628968109 67,381.05 67 3,201 SH Sole 28 3,201
NL INDUSTRIES INC COMMON
COM STK USD0.125 STOCK 629156407 88,775.06 89 7,142 SH Sole 28, 33 7,142
NN INC COM STK COMMON
USD0.01 STOCK 629337106 545,018.98 545 57,613 SH Sole 8, 28, 33 57,613
NRG ENERGY INC COMMON
COM STK USD0.01 STOCK 629377508 16,509,680.58 16,510 623,242 SH Sole 28, 33, 51, 58 623,242
NVE CORP USD0.01 COMMON
STOCK 629445206 216,201.44 216 3,832 SH Sole 28 3,832
NYSE EURONEXT INC COMMON
COM STK USD0.01 STOCK 629491101 3,652,368.72 3,652 94,523 SH Sole 28 94,523
NACCO INDUSTRIES
INC CLASS'A'COM COMMON
STK USD1 STOCK 629579103 312,956.40 313 5,865 SH Sole 28, 33 5,865
NANOMETRICS COM COMMON
STK NPV STOCK 630077105 711,225.84 711 49,288 SH Sole 28, 33, 37 49,288
NAPCO SECURITY
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 630402105 7,400.00 7 1,850 SH Sole 33 1,850
NASDAQ OMX GROUP
INC COM STK COMMON
USD0.01 STOCK 631103108 13,744,554.40 13,745 425,528 SH Sole 28, 33, 37, 58 425,528
NASH FINCH CO COM COMMON
STK USD1.66 2/3 STOCK 631158102 232,414.60 232 11,870 SH Sole 28, 33 11,870
NATHANS FAMOUS
INC COM STK COMMON
USD0.01 STOCK 632347100 97,513.00 98 2,308 SH Sole 28, 33 2,308
NATIONAL BANK
HOLDINGS CORP COMMON
USD0.01 A STOCK 633707104 1,224,013.80 1,224 66,886 SH Sole 8, 28, 30 66,886
NATIONAL
BANKSHARES INC COMMON
COM STK USD2.50 STOCK 634865109 197,633.94 198 5,658 SH Sole 28 5,658
NATIONAL BEVERAGE
CORP COM STK COMMON
USD0.01 STOCK 635017106 127,138.45 127 9,049 SH Sole 28 9,049
NATIONAL
CINEMEDIA INC COMMON
COM STK USD0.01 STOCK 635309107 817,908.96 818 51,832 SH Sole 8, 28 51,832
NATIONAL HEALTH
CARE CORP COM COMMON
STK USD0.01 STOCK 635906100 421,264.08 421 9,214 SH Sole 28, 33 9,214
NATIONAL FUEL GAS COMMON
CO COM STK USD1 STOCK 636180101 16,140,510.15 16,141 263,089 SH Sole 11, 28 263,089
NATIONAL
INSTRUMENTS
CORP COM STK COMMON
USD0.01 STOCK 636518102 12,734,182.50 12,734 388,830 SH Sole 11, 25, 28 388,830
NATIONAL OILWELL
VARCO INC COM COMMON 28, 37, 39,
STK USD0.01 STOCK 637071101 46,075,442.25 46,075 651,243 SH Sole 51, 58 651,243
NATIONAL PENN
BANCSHARES COM COMMON
STK NPV STOCK 637138108 1,681,804.25 1,682 157,325 SH Sole 8, 28, 33 157,325
NATIONAL PRESTO
INDUSTRIES INC COMMON
COM STK USD1 STOCK 637215104 317,975.00 318 3,950 SH Sole 28, 33 3,950
NATIONAL RESEARCH
CORP COM STK COMMON
USD0.001 STOCK 637372103 115,325.48 115 1,987 SH Sole 28 1,987
NATIONAL
TECHNICAL
SYSTEMS INC COM COMMON
STK NPV STOCK 638104109 3,704.00 4 400 SH Sole 33 400
NATIONAL WESTERN
LIFE INSURANCE COMMON
CO COM STK STOCK 638522102 316,976.00 317 1,801 SH Sole 28, 33 1,801
NAVIGATORS GROUP
INC COM STK COMMON
USD0.10 STOCK 638904102 520,113.75 520 8,853 SH Sole 28, 33 8,853
NATURE'S SUNSHINE
PRODUCTS INC COMMON
COM STK NPV STOCK 639027101 137,358.12 137 9,013 SH Sole 28 9,013
NATUS MEDICAL INC COMMON
COM STK USD0.001 STOCK 639050103 419,865.60 420 31,240 SH Sole 28, 33 31,240
NEENAH PAPER INC COMMON
COM STK USD0.01 STOCK 640079109 451,802.88 452 14,688 SH Sole 28, 33 14,688
NEKTAR
THERAPEUTICS
COM STK COMMON
USD0.0001 STOCK 640268108 994,917.00 995 90,447 SH Sole 28 90,447
NEOGEN CORP COMMON
USD0.16 STOCK 640491106 1,135,053.86 1,135 22,898 SH Sole 28, 56 22,898
NEW JERSEY
RESOURCES CORP COMMON
COM STK USD2.50 STOCK 646025106 2,851,787.25 2,852 63,585 SH Sole 8, 11, 28 63,585
NEW MOUNTAIN
FINANCE CORP COMMON
USD0.01 STOCK 647551100 1,711,475.68 1,711 117,064 SH Sole 28, 30 117,064
NEW YORK & CO INC COMMON
COM STK USD0.01 STOCK 649295102 105,399.30 105 25,770 SH Sole 28, 33 25,770
NEW YORK
COMMUNITY
BANCORP INC COM COMMON
STK USD0.01 STOCK 649445103 10,827,649.00 10,828 754,540 SH Sole 28 754,540
NEW YORK TIMES CO
COM CLASS'A'STK COMMON
USD0.10 STOCK 650111107 3,098,436.60 3,098 316,167 SH Sole 28 316,167
NEWELL RUBBERMAID COMMON 11, 28, 30,
INC COM STK USD1 STOCK 651229106 23,484,231.90 23,484 899,779 SH Sole 41, 43, 51 899,779
NEWFIELD
EXPLORATION CO COMMON
COM STK USD0.01 STOCK 651290108 5,176,195.08 5,176 230,874 SH Sole 28, 37 230,874
NEWLINK GENETICS COMMON
CORP USD0.01 STOCK 651511107 142,405.62 142 11,606 SH Sole 28 11,606
NEWMARKET CORP COMMON
COM NPV STOCK 651587107 5,465,216.76 5,465 20,991 SH Sole 11, 28 20,991
NEWMONT MINING COMMON
CORP USD1.60 STOCK 651639106 11,596,743.82 11,597 276,838 SH Sole 23, 28 276,838
NEWPARK RESOURCES
INC COM STK COMMON
USD0.01 STOCK 651718504 830,810.56 831 89,527 SH Sole 28, 33 89,527
NEWPORT CORP COM COMMON
NPV STOCK 651824104 916,387.20 916 54,160 SH Sole 8, 28, 33 54,160
NIKE INC
CLASS'B'COM STK COMMON
NPV STOCK 654106103 38,182,125.45 38,182 647,045 SH Sole 28, 31, 51 647,045
NOBLE ENERGY INC COMMON
USD0.01 STOCK 655044105 14,633,650.18 14,634 126,523 SH Sole 11, 23, 28 126,523
NORDSON CORP COM COMMON
STK NPV STOCK 655663102 8,305,743.00 8,306 125,940 SH Sole 11, 28, 37 125,940
NORDSTROM INC COM COMMON
STK NPV STOCK 655664100 15,790,643.61 15,791 285,907 SH Sole 28, 37, 51 285,907
NORFOLK SOUTHERN
CORP COM STK COMMON
USD1 STOCK 655844108 14,802,366.12 14,802 192,039 SH Sole 28, 37 192,039
NORTEK INC COM NEW COMMON
STOCK 656559309 436,366.40 436 6,115 SH Sole 28 6,115
NORTHEAST
COMMUNITY
BANCORP INC COM COMMON
STK USD0.01 STOCK 664112109 1,635.00 2 300 SH Sole 33 300
NORTHEAST
UTILITIES COM COMMON
STK USD5 STOCK 664397106 6,811,703.10 6,812 156,735 SH Sole 23, 28 156,735
NORTHERN OIL &
GAS INC(NEV) COMMON
COM STK USD0.001 STOCK 665531109 2,179,490.32 2,179 151,564 SH Sole 28 151,564
NORTHERN TRUST
CORP COM STK COMMON
USD1.666 STOCK 665859104 21,284,074.24 21,284 390,104 SH Sole 23, 28 390,104
NORTHRIM BANK
ALASKA COM STK COMMON
USD1 STOCK 666762109 123,854.64 124 5,512 SH Sole 28, 33 5,512
NORTHROP GRUMMAN
CORP COM STK COMMON
USD1 STOCK 666807102 16,082,939.75 16,083 229,265 SH Sole 23, 28, 35 229,265
NORTHWEST
BANCSHARES INC COMMON
USD0.01 STOCK 667340103 1,112,519.61 1,113 87,669 SH Sole 28, 33 87,669
NORTHWEST NATURAL
GAS CO COM STK COMMON
USD3.167 STOCK 667655104 2,275,484.96 2,275 51,928 SH Sole 8, 11, 28 51,928
NORTHWEST PIPE CO COMMON
COM STK USD0.01 STOCK 667746101 264,634.84 265 9,458 SH Sole 28, 33 9,458
NORTHWESTERN
CORPORATION COM COMMON
STK USD0.01 STOCK 668074305 2,631,318.04 2,631 66,014 SH Sole 8, 11, 28 66,014
NOVAVAX INC COM COMMON
STK USD0.01 STOCK 670002104 231,445.08 231 101,511 SH Sole 28 101,511
NUCOR CORP COM COMMON
STK USD0.40 STOCK 670346105 7,727,125.25 7,727 167,435 SH Sole 23, 28 167,435
NUVASIVE INC COM COMMON
STK USD0.001 STOCK 670704105 936,041.75 936 43,925 SH Sole 8, 28, 33 43,925
OGE ENERGY CORP COMMON
COM STK USD0.01 STOCK 670837103 11,846,774.24 11,847 169,288 SH Sole 28 169,288
OM GROUP INC COM COMMON
STK USD0.01 STOCK 670872100 1,789,340.36 1,789 76,207 SH Sole 28, 30, 33 76,207
OSI SYSTEMS INC COMMON
COM STK NPV STOCK 671044105 2,311,021.29 2,311 37,101 SH Sole 28, 47 37,101
OASIS PETROLEUM COMMON
INC USD0.01 STOCK 674215108 13,087,628.46 13,088 343,778 SH Sole 11, 28, 38, 47 343,778
OCCIDENTAL 23, 28, 31,
PETROLEUM CORP COMMON 41, 51, 54,
COM USD0.20 STOCK 674599105 77,147,506.37 77,148 984,401 SH Sole 58, 59 984,401
OCEAN POWER
TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 674870308 4,864.00 5 3,200 SH Sole 33 3,200
OCEANEERING
INTERNATIONAL
INC COM STK COMMON
USD0.25 STOCK 675232102 17,798,809.74 17,799 268,014 SH Sole 11, 23, 28 268,014
OCEANFIRST
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 675234108 369,382.72 369 25,616 SH Sole 8, 28, 33 25,616
OCWEN FINANCIAL
CORP COM STK COMMON 8, 11, 28, 33,
USD0.01 STOCK 675746309 13,859,987.52 13,860 365,506 SH Sole 37 365,506
ODYSSEY MARINE
EXPLORATION COM COMMON
STK USD0.0001 STOCK 676118102 193,536.42 194 59,367 SH Sole 28 59,367
OFFICE DEPOT INC COMMON
COM STK USD0.01 STOCK 676220106 2,978,794.59 2,979 757,963 SH Sole 28, 33 757,963
OIL DRI CORP OF
AMERICA COM STK COMMON
USD0.10 STOCK 677864100 121,554.72 122 4,464 SH Sole 28, 33 4,464
OIL STATES
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 678026105 11,748,853.38 11,749 144,034 SH Sole 11, 28 144,034
OLD DOMINION
FREIGHT LINE
INC COM STK COMMON
USD0.10 STOCK 679580100 2,147,795.00 2,148 56,225 SH Sole 28 56,225
OLD NATIONAL
BANCORP(INDIANA) COMMON
COM STK USD1 STOCK 680033107 1,199,495.00 1,199 87,236 SH Sole 28, 33 87,236
OLD REPUBLIC
INTERNATIONAL COMMON
CORP USD1 STOCK 680223104 5,512,632.04 5,513 433,724 SH Sole 28, 33 433,724
OLD SECOND
BANCORP INC COM COMMON
STK NPV STOCK 680277100 4,770.00 5 1,500 SH Sole 33 1,500
OLIN CORP COM STK COMMON
USD1 STOCK 680665205 7,176,653.64 7,177 284,562 SH Sole 28, 30, 33, 37 284,562
OMNICARE INC COM COMMON
STK USD1 STOCK 681904108 7,729,388.96 7,729 189,818 SH Sole 28, 33 189,818
OMNICOM GROUP INC COMMON 11, 28, 43,
COM STK USD0.15 STOCK 681919106 25,924,717.20 25,925 440,148 SH Sole 51, 59 440,148
OMEGA FLEX INC COMMON
COM STK USD0.01 STOCK 682095104 36,270.90 36 2,110 SH Sole 28 2,110
OMNIVISION
TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 682128103 691,149.68 691 50,156 SH Sole 28, 33 50,156
OMNOVA SOLUTIONS
INC COM STK COMMON
USD0.1 STOCK 682129101 420,868.24 421 54,872 SH Sole 28, 33, 37 54,872
OMEROS CORP NPV COMMON
STOCK 682143102 82,494.76 82 20,023 SH Sole 28 20,023
ON ASSIGNMENT COM COMMON
STK USD0.01 STOCK 682159108 4,446,460.80 4,446 175,680 SH Sole 28, 33, 37, 47 175,680
ON SEMICONDUCTOR
CORP COM STK COMMON
USD0.01 STOCK 682189105 2,944,218.96 2,944 355,582 SH Sole 43 355,582
ONCOTHYREON INC COMMON
COM NPV STOCK 682324108 95,259.84 95 45,798 SH Sole 28 45,798
ONEOK INC NEW COM COMMON
STOCK 682680103 3,812,408.25 3,812 79,975 SH Sole 28 79,975
ONYX
PHARMACEUTICALS COMMON
COM STK USD0.001 STOCK 683399109 18,605,506.80 18,606 209,380 SH Sole 11, 38, 51 209,380
OPPENHEIMER
HOLDINGS INC
CLS'A'NON-VTG COMMON
NPV STOCK 683797104 166,156.98 166 8,534 SH Sole 28, 33 8,534
OPTICAL CABLE COMMON
CORP. STOCK 683827208 1,251.00 1 300 SH Sole 33 300
ORBITAL SCIENCES COMMON
COM STK USD0.01 STOCK 685564106 854,644.83 855 51,207 SH Sole 28, 33 51,207
ORCHARD SUPPLY
HARDWARE STORES COMMON
CORP USD0.01 A STOCK 685691404 6,177.60 6 1,560 SH Sole 28 1,560
OREXIGEN
THERAPEUT COM COMMON
STK USD0.001 STOCK 686164104 2,546,725.00 2,547 407,476 SH Sole 28, 38 407,476
ORION ENERGY COMMON
SYSTEMS INC NPV STOCK 686275108 6,921.68 7 2,791 SH Sole 33 2,791
ORMAT
TECHNOLOGIES COMMON
COM STK USD0.001 STOCK 686688102 352,103.15 352 17,051 SH Sole 28, 33 17,051
OSHKOSH COMMON
CORPORATION STOCK 688239201 6,476,368.29 6,476 152,421 SH Sole 28, 33 152,421
OTTER TAIL CORP COMMON
COM STK USD5 STOCK 689648103 890,261.46 890 28,589 SH Sole 28 28,589
OUTDOOR CHANNEL
HLDGS INC COM COMMON
USD0.02 STOCK 690027206 137,965.64 138 15,467 SH Sole 28, 33 15,467
OVERHILL FARMS COMMON
INC COM STOCK STOCK 690212105 2,061.90 2 522 SH Sole 33 522
OVERSTOCK.COM INC
COM STK COMMON
USD0.0001 STOCK 690370101 113,812.16 114 9,238 SH Sole 28 9,238
OWENS & MINOR INC COMMON
COM STK USD2 STOCK 690732102 5,799,554.64 5,800 178,119 SH Sole 11, 28, 37 178,119
OWENS CORNING INC COMMON
COM STK USD0.01 STOCK 690742101 5,023,894.59 5,024 127,413 SH Sole 33, 38, 54 127,413
OWENS-ILLINOIS
INC COM STK COMMON
USD0.01 STOCK 690768403 1,708,984.55 1,709 64,127 SH Sole 28 64,127
OXFORD INDUSTRIES COMMON
INC COM STK USD1 STOCK 691497309 864,096.30 864 16,273 SH Sole 28, 37 16,273
PAM
TRANSPORTATION
SERVICES INC. COMMON
COM STK USD0.01 STOCK 693149106 12,411.48 12 1,172 SH Sole 33 1,172
PDF SOLUTIONS INC
COM STK COMMON
USD0.00015 STOCK 693282105 313,607.52 314 19,576 SH Sole 28, 33 19,576
PHH CORP COM STK COMMON
NPV STOCK 693320202 5,043,092.04 5,043 229,649 SH Sole 8, 28, 30, 33 229,649
PICO HOLDING INC COMMON
COM STK USD0.001 STOCK 693366205 435,985.80 436 19,639 SH Sole 28, 33 19,639
PLX TECHNOLOGY COMMON
COM STK USD0.001 STOCK 693417107 174,078.00 174 38,175 SH Sole 28, 33 38,175
PNC FINANCIAL 23, 28, 31,
SERVICES GROUP COMMON 37, 41, 51,
COM STK USD5 STOCK 693475105 68,324,228.00 68,324 1,027,432 SH Sole 54, 58 1,027,432
PPG INDUSTRIES
INC COM STK COMMON
USD1.666 STOCK 693506107 17,576,276.50 17,576 131,225 SH Sole 28, 43, 58 131,225
PHILLIPS VAN
HEUSEN CORP COM COMMON 11, 23, 28,
STK USD1 STOCK 693656100 33,083,115.78 33,083 309,738 SH Sole 30, 38, 51 309,738
PACCAR INC COM COMMON
STK USD1 STOCK 693718108 10,490,795.52 10,491 207,492 SH Sole 28, 37 207,492
PACIFIC
MERCANTILE
BANCORP COM STK COMMON
NPV STOCK 694552100 53,077.05 53 9,073 SH Sole 28, 33 9,073
PACIFIC SUNWEAR
OF CALIFORNIA
INC COM STK COMMON
USD0.01 STOCK 694873100 15,257.00 15 7,300 SH Sole 33 7,300
PACIRA
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 695127100 424,444.02 424 14,707 SH Sole 28 14,707
PACKAGING CORP OF
AMERICA COM STK COMMON
USD0.01 STOCK 695156109 18,766,114.71 18,766 418,233 SH Sole 11, 28, 51, 58 418,233
PACWEST BANCORP COMMON
COM STK NPV STOCK 695263103 1,820,102.75 1,820 62,525 SH Sole 8, 11, 28, 33 62,525
PALL CORP COM STK COMMON
USD0.10 STOCK 696429307 11,251,650.90 11,252 164,570 SH Sole 11, 28 164,570
PALO ALTO
NETWORKS INC COMMON
USD0.0001 STOCK 697435105 372,767.60 373 6,586 SH Sole 23 6,586
PALOMAR MEDICAL
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 697529303 246,651.16 247 18,284 SH Sole 28, 33 18,284
PANHANDLE OIL &
GAS INC
CLASS'A'COM STK COMMON
USD0.01666 STOCK 698477106 158,062.05 158 5,517 SH Sole 28 5,517
PANTRY INC COM COMMON
STK USD0.01 STOCK 698657103 1,566,319.29 1,566 125,607 SH Sole 8, 28, 33 125,607
PAPA JOHNS
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 698813102 2,361,709.46 2,362 38,203 SH Sole 8, 11, 25, 28 38,203
PAR TECHNOLOGY
CORP COM STK COMMON
USD0.02 STOCK 698884103 8,007.00 8 1,700 SH Sole 33 1,700
PAREXEL
INTERNATIONAL
CORP COM STK COMMON
USD0.01 STOCK 699462107 3,797,622.18 3,798 96,118 SH Sole 11, 28, 33, 37 96,118
PARK
ELECTROCHEMICAL
CORP COM STK COMMON
USD0.10 STOCK 700416209 455,537.18 456 17,977 SH Sole 28, 33 17,977
PARK NATIONAL COMMON
CORP NPV STOCK 700658107 980,130.76 980 14,044 SH Sole 8, 28, 33 14,044
PARK OHIO
HOLDINGS COM COMMON
USD1 STOCK 700666100 579,543.09 580 17,493 SH Sole 8, 28 17,493
PARKER DRILLING
CO COM STK COMMON
USD0.1666 STOCK 701081101 473,774.60 474 110,695 SH Sole 28, 33 110,695
PARKER-HANNIFIN
CORP COM STK COMMON 23, 28, 31,
USD0.50 STOCK 701094104 27,680,421.32 27,680 302,254 SH Sole 43, 53 302,254
PARKERVISION INC COMMON
COM STK USD0.01 STOCK 701354102 226,747.28 227 61,784 SH Sole 28 61,784
PATRICK
INDUSTRIES INC COMMON
COM STK NPV STOCK 703343103 51,188.48 51 3,248 SH Sole 28 3,248
PATTERSON COS INC COMMON
COM STK USD0.01 STOCK 703395103 3,524,976.60 3,525 92,665 SH Sole 23, 28 92,665
PATTERSON UTI
ENERGY INC COM COMMON
STK USD0.01 STOCK 703481101 6,321,342.88 6,321 265,157 SH Sole 28, 33 265,157
PAYCHEX INC COM COMMON
STK USD0.01 STOCK 704326107 15,637,677.93 15,638 445,899 SH Sole 28, 51 445,899
PEABODY ENERGY
CORP COM STK COMMON
USD0.01 STOCK 704549104 4,180,783.95 4,181 197,673 SH Sole 23, 28 197,673
PEAPACK GLADSTONE
FINANCIAL CORP COMMON
COM STK NPV STOCK 704699107 112,466.13 112 7,543 SH Sole 28, 33 7,543
PEGASYSTEMS INC COMMON
COM STK USD0.01 STOCK 705573103 380,203.20 380 13,540 SH Sole 28 13,540
PENFORD CORP COM COMMON
STK USD1 STOCK 707051108 17,552.00 18 1,600 SH Sole 33 1,600
PENN NATIONAL
GAMING INC COM COMMON
STK USD0.01 STOCK 707569109 1,409,682.57 1,410 25,899 SH Sole 43 25,899
PENN VIRGINIA COMMON
CORP USD0.01 STOCK 707882106 221,004.16 221 54,704 SH Sole 28, 33 54,704
PENNANTPARK
INVESTMENT CORP COMMON
COM STK USD0.001 STOCK 708062104 583,004.31 583 51,639 SH Sole 28 51,639
PENNEY(J.C.)CO
INC COM STK COMMON
USD0.50 STOCK 708160106 1,558,400.07 1,558 103,137 SH Sole 28, 43 103,137
PENNS WOODS COMMON
BANCORP INC COM STOCK 708430103 127,662.52 128 3,116 SH Sole 28 3,116
PEOPLES BANCORP COMMON
INC COM STK NPV STOCK 709789101 608,157.18 608 27,162 SH Sole 8, 28, 33 27,162
PEOPLES FEDERAL
BANCSHARES INC COMMON
USD0.01 STOCK 711037101 88,261.10 88 4,621 SH Sole 28 4,621
PEOPLES UNITED
FINANCIAL INC COMMON
COM STOCK 712704105 4,721,391.36 4,721 351,294 SH Sole 23, 28, 33 351,294
PEP BOYS MANNY
MOE & JACK COM COMMON
STK USD1 STOCK 713278109 2,034,836.10 2,035 172,590 SH Sole 28, 30, 33 172,590
PEPCO HLDGS INC COMMON
COM STK USD0.01 STOCK 713291102 4,643,757.20 4,644 216,998 SH Sole 28, 43 216,998
PEPSICO INC CAP COMMON 23, 28, 31,
STK USD0.0166 STOCK 713448108 153,164,712.78 153,165 1,936,098 SH Sole 39, 51, 58, 59 1,936,098
PERICOM
SEMICONDUCTOR COMMON
CORP COM STK NPV STOCK 713831105 352,199.58 352 51,718 SH Sole 8, 28, 33 51,718
PERKINELMER INC COMMON
COM STK USD1 STOCK 714046109 1,869,845.76 1,870 55,584 SH Sole 28, 33 55,584
PERRIGO CO COM COMMON
STK NPV STOCK 714290103 13,065,049.20 13,065 110,040 SH Sole 11, 28, 51 110,040
PERVASIVE
SOFTWARE INC COMMON
COM STK USD0.01 STOCK 715710109 98,348.25 98 10,725 SH Sole 28, 33 10,725
PETMED EXPRESS
INC COM STK COMMON
USD0.001 STOCK 716382106 217,551.06 218 16,217 SH Sole 28 16,217
PETROQUEST ENERGY COMMON
INC USD0.001 STOCK 716748108 236,247.96 236 53,209 SH Sole 28, 33 53,209
PETSMART INC COM COMMON
STK USD0.0001 STOCK 716768106 8,562,348.00 8,562 137,880 SH Sole 11, 28, 58 137,880
PHARMACYCLICS INC
COM STK COMMON
USD0.0001 STOCK 716933106 3,455,137.29 3,455 42,969 SH Sole 28 42,969
PFIZER INC COM 11, 23, 28,
STK USD0.05 COMMON 31, 39, 41,
STOCK 717081103 192,026,532.36 192,027 6,653,726 SH Sole 51, 58, 59 6,653,726
PHILIP MORRIS
INTERNATIONAL COMMON 23, 28, 31,
INC NPV STOCK 718172109 160,291,232.63 160,291 1,728,953 SH Sole 39, 51, 58, 59 1,728,953
PHILLIPS 66 COMMON
USD0.01 STOCK 718546104 21,965,472.19 21,965 313,927 SH Sole 28, 51 313,927
PHOTOMEDEX INC COMMON
USD0.01 STOCK 719358301 168,478.39 168 10,471 SH Sole 28 10,471
PHOTRONICS INC COMMON
COM STK USD0.01 STOCK 719405102 2,432,922.80 2,433 364,210 SH Sole 8, 28, 30, 33 364,210
PIEDMONT NATURAL COMMON
GAS CO INC NPV STOCK 720186105 2,140,488.00 2,140 65,100 SH Sole 11, 28 65,100
PIER 1 IMPORTS COMMON
INC COM STK USD1 STOCK 720279108 4,023,620.00 4,024 174,940 SH Sole 28, 47 174,940
PIKE ELECTRIC
CORPORATION COM COMMON
STK USD0.001 STOCK 721283109 307,994.12 308 21,644 SH Sole 28, 33 21,644
PINNACLE
ENTERTAINMENT
INC COM STK COMMON
USD0.10 STOCK 723456109 680,327.08 680 46,534 SH Sole 28 46,534
PINNACLE WEST
CAPITAL CORP COMMON
COM STK USD2.50 STOCK 723484101 2,470,803.09 2,471 42,681 SH Sole 28 42,681
PIONEER ENERGY
SERVICES CORP COMMON
USD0.10 STOCK 723664108 1,587,399.00 1,587 192,412 SH Sole 28, 30, 33 192,412
PIONEER NATURAL
RESOURCES CO COMMON
COM STK USD0.01 STOCK 723787107 16,010,233.75 16,010 128,855 SH Sole 28, 37, 43 128,855
PIPER JAFFRAY
COMPANIES COM COMMON
STK USD0.01 STOCK 724078100 1,817,659.90 1,818 52,993 SH Sole 8, 28, 33 52,993
PITNEY BOWES INC COMMON
COM STK USD1 STOCK 724479100 5,407,583.72 5,408 363,902 SH Sole 28, 35, 51 363,902
PLAINS
EXPLORATION &
PRODUCTION CO COMMON
COM STK USD0.01 STOCK 726505100 10,776,354.58 10,776 227,014 SH Sole 28, 33 227,014
PLANAR SYSTEMS COMMON
INC COM STK NPV STOCK 726900103 3,572.00 4 1,900 SH Sole 33 1,900
PLANTRONICS INC COMMON
COM STK USD0.01 STOCK 727493108 5,330,197.80 5,330 120,620 SH Sole 28, 37 120,620
PLEXUS CORP COM COMMON
STK USD0.01 STOCK 729132100 784,119.05 784 32,255 SH Sole 28, 33 32,255
POLARIS
INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 731068102 11,382,744.30 11,383 123,070 SH Sole 11, 28 123,070
POPULAR INC NPV COMMON
STOCK 733174700 1,822,618.93 1,823 66,013 SH Sole 30, 33 66,013
PORTLAND GENERAL
ELECTRIC CO COM COMMON
NPV STOCK 736508847 6,439,908.24 6,440 212,328 SH Sole 8, 23, 28, 30 212,328
POST HLDGS INC COMMON
USD0.01 STOCK 737446104 6,573,785.04 6,574 153,128 SH Sole 28, 30, 33, 43 153,128
POWELL INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 739128106 424,870.74 425 8,082 SH Sole 28, 33 8,082
POWER
INTEGRATIONS
INC COM STK COMMON
USD0.001 STOCK 739276103 1,753,069.44 1,753 40,384 SH Sole 11, 28 40,384
PRECISION
CASTPARTS CORP COMMON 11, 23, 28,
COM NPV STOCK 740189105 54,096,879.42 54,097 285,291 SH Sole 50, 51, 53, 58 285,291
PREFERRED BK LOS
ANGELES
CALIFORNIA COMMON
USD0.01 STOCK 740367404 280,000.32 280 17,744 SH Sole 8, 28, 33 17,744
PREFORMED LINE
PRODUCTS CO COM COMMON
NPV STOCK 740444104 147,286.85 147 2,105 SH Sole 28, 33 2,105
PREMIERE GLOBAL
SERVICES INC COMMON
COM STK USD0.01 STOCK 740585104 1,625,761.69 1,626 147,931 SH Sole 8, 28, 33 147,931
PRICELINE.COM INC COMMON
COM STK USD0.008 STOCK 741503403 40,781,866.26 40,782 59,282 SH Sole 28, 50, 51, 58 59,282
PRICESMART INC
COM STK COMMON
USD0.0001 STOCK 741511109 4,890,603.71 4,891 62,837 SH Sole 11, 28 62,837
PRIMUS
TELECOMMUNICATIONS COMMON
GRP COM STOCK 741929301 122,378.75 122 11,075 SH Sole 28, 33 11,075
PROCTER & GAMBLE 11, 23, 28,
CO COM STK NPV COMMON 31, 39, 41,
STOCK 742718109 156,293,477.30 156,293 2,028,205 SH Sole 54, 58 2,028,205
PRIVATEBANCORP COMMON
INC COM STK NPV STOCK 742962103 2,584,694.44 2,585 136,684 SH Sole 28, 33, 47 136,684
PROGENICS
PHARMACEUTICALS
INC COM STK COMMON
USD0.0013 STOCK 743187106 326,887.33 327 60,647 SH Sole 8, 28 60,647
PROGRESS SOFTWARE
CORP COM STK COMMON
USD0.01 STOCK 743312100 1,144,672.22 1,145 50,249 SH Sole 28, 33 50,249
PROGRESSIVE
CORP(OHIO) COM COMMON
STK USD1 STOCK 743315103 31,416,927.50 31,417 1,243,250 SH Sole 11, 28, 31, 35 1,243,250
PROOFPOINT INC COMMON
USD0.0001 STOCK 743424103 140,207.76 140 8,316 SH Sole 8, 28 8,316
PROSPERITY
BANCSHARES INC COMMON
COM STK USD1 STOCK 743606105 5,390,091.21 5,390 113,739 SH Sole 28 113,739
PROTECTIVE LIFE
CORP COM STK COMMON
USD0.50 STOCK 743674103 5,754,384.60 5,754 160,737 SH Sole 28, 33, 37 160,737
PROTO LABS INC COMMON
USD0.001 STOCK 743713109 934,618.50 935 19,035 SH Sole 8, 28, 47 19,035
PROVIDENCE
SERVICE CORP COMMON
COM STK USD0.001 STOCK 743815102 1,501,683.84 1,502 81,216 SH Sole 28, 30, 33 81,216
PROVIDENT
FINANCIAL
HOLDINGS COM COMMON
STK USD0.01 STOCK 743868101 263,365.83 263 15,483 SH Sole 8, 28, 33 15,483
PROVIDENT NEW
YORK BANCORP COMMON
CPM STK USD0.01 STOCK 744028101 1,592,701.07 1,593 175,601 SH Sole 28, 30, 33 175,601
PRUDENTIAL
FINANCIAL INC COMMON 23, 28, 31,
COM STK USD0.01 STOCK 744320102 37,817,250.21 37,817 641,079 SH Sole 51, 54, 58 641,079
PUBLIC SERVICE
ENTERPRISE
GROUP INC COM COMMON
STK NPV STOCK 744573106 6,773,118.58 6,773 197,237 SH Sole 28 197,237
PULASKI FINAN COMMON
CORP COM USD0.01 STOCK 745548107 6,056.61 6 573 SH Sole 33 573
PULTE GROUP INC COMMON
COM STK USD0.01 STOCK 745867101 2,692,122.40 2,692 133,010 SH Sole 28, 33 133,010
QLOGIC CORP COM COMMON
STK USD0.001 STOCK 747277101 3,394,218.00 3,394 292,605 SH Sole 23, 28 292,605
QUAD / GRAPHICS COMMON
INC USD0.025 A STOCK 747301109 2,710,821.96 2,711 113,234 SH Sole 8, 28, 33 113,234
QUAKER CHEMICAL
CORP COM STK COMMON
USD1 STOCK 747316107 616,995.08 617 10,454 SH Sole 28, 33 10,454
QUALCOMM INC COM 23, 28, 39,
STK USD0.0001 COMMON 50, 51, 53,
STOCK 747525103 134,045,348.45 134,045 2,002,171 SH Sole 58, 59 2,002,171
QUALITY SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 747582104 701,842.32 702 38,394 SH Sole 28, 56 38,394
QUANEX BUILDING
PRODUCTS CORP
COM STK USD0.01 COMMON
WI STOCK 747619104 507,681.30 508 31,533 SH Sole 28, 33 31,533
QUANTUM-DLT &
STORAGE SYSTEMS COMMON
GROUP COM STK STOCK 747906204 239,842.56 240 187,377 SH Sole 28 187,377
QUESTAR CORP COM COMMON
STK NPV STOCK 748356102 11,406,852.87 11,407 468,839 SH Sole 28, 43 468,839
RCM TECHNOLOGIES
INC COM STK COMMON
USD0.05 STOCK 749360400 2,424.00 2 400 SH Sole 33 400
RF INDUSTRIES COM COMMON
STK USD0.01 STOCK 749552105 3,030.12 3 443 SH Sole 33 443
RLI CORP COM STK COMMON
USD1 STOCK 749607107 2,546,292.15 2,546 35,439 SH Sole 11, 28, 33 35,439
RPC INC COM STK COMMON
USD0.10 STOCK 749660106 324,941.40 325 21,420 SH Sole 8 21,420
RPM INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 749685103 8,969,351.60 8,969 284,020 SH Sole 28, 30 284,020
RF MICRO DEVICES COMMON
INC COM STK NPV STOCK 749941100 5,556,287.80 5,556 1,044,415 SH Sole 28, 30 1,044,415
RACKSPACE HOSTING
INC COM STK COMMON
USD0.001 STOCK 750086100 14,964,493.12 14,964 296,444 SH Sole 11, 28, 38 296,444
RADIAN GROUP INC COMMON
USD0.001 STOCK 750236101 1,380,497.58 1,380 128,898 SH Sole 28, 33 128,898
RADIOSHACK CORP COMMON
COM STK USD1 STOCK 750438103 311,001.60 311 92,560 SH Sole 28, 33 92,560
RADISYS CORP COM COMMON
STK NPV STOCK 750459109 103,964.52 104 21,131 SH Sole 28, 33 21,131
RAMBUS INC COM COMMON
STK USD0.001 STOCK 750917106 519,721.62 520 92,642 SH Sole 28, 33 92,642
RALPH LAUREN CORP COMMON
USD0.01 A STOCK 751212101 12,590,738.15 12,591 74,365 SH Sole 28, 50, 53 74,365
RAND LOGISTICS
INC COM STK COMMON
USD0.0001 STOCK 752182105 84,929.25 85 13,866 SH Sole 28 13,866
RAVEN INDUSTRIES COMMON
INC COM STK USD1 STOCK 754212108 2,216,613.11 2,217 65,951 SH Sole 11, 28 65,951
RAYMOND JAMES
FINANCIAL INC COMMON
COM STK USD0.01 STOCK 754730109 15,375,779.10 15,376 333,531 SH Sole 11, 28, 53 333,531
RAYTHEON CO COM COMMON
STK USD0.01 STOCK 755111507 16,219,514.31 16,220 275,889 SH Sole 11, 23, 28, 43 275,889
READING
INTERNATIONAL
INC CLASS'A'COM COMMON
STK USD0.01 STOCK 755408101 74,804.80 75 13,358 SH Sole 28 13,358
RED HAT USD0.0001 COMMON
STOCK 756577102 6,833,891.84 6,834 135,164 SH Sole 11, 28 135,164
RED LION HOTELS
CORP COM STK COMMON
USD0.01 STOCK 756764106 85,917.24 86 12,084 SH Sole 28, 33 12,084
REGAL BELOIT CORP COMMON
COM STK USD0.01 STOCK 758750103 9,858,157.20 9,858 120,870 SH Sole 23, 28, 38 120,870
REGIS CORP COM COMMON
STK USD0.05 STOCK 758932107 2,738,613.64 2,739 150,556 SH Sole 28, 33 150,556
REINSURANCE GROUP
OF AMERICA COMMON 23, 28, 30,
USD0.01 STOCK 759351604 29,351,195.64 29,351 491,892 SH Sole 33, 37, 43 491,892
RELIANCE STEEL &
ALUMINIUM COM COMMON
STK NPV STOCK 759509102 14,896,379.19 14,896 209,307 SH Sole 28, 33, 37 209,307
REPLIGEN CORP COM COMMON
STK USD0.01 STOCK 759916109 187,067.52 187 27,072 SH Sole 28, 33 27,072
RENTECH INC COM COMMON
STK USD0.01 STOCK 760112102 395,817.55 396 168,433 SH Sole 28 168,433
RENTRAK CORP COM COMMON
STK USD0.001 STOCK 760174102 164,014.76 164 7,462 SH Sole 28 7,462
REPUBLIC AIRWAYS
HLDGS INC COM COMMON
STK USD0.001 STOCK 760276105 3,548,676.94 3,549 307,511 SH Sole 8, 28, 33 307,511
REPUBLIC BANCORP
INC CLASS'A' COMMON
COM STK NPV STOCK 760281204 475,462.64 475 21,001 SH Sole 8, 28, 33 21,001
REPUBLIC FIRST
BANCORP INC COM COMMON
STK USD0.01 STOCK 760416107 4,772.71 5 1,723 SH Sole 33 1,723
REPUBLIC SERVICES
INC COM STK COMMON
USD0.01 STOCK 760759100 23,810,556.00 23,811 721,532 SH Sole 23, 28 721,532
RESEARCH IN COMMON
MOTION COM NPV STOCK 760975102 539,880.90 540 37,362 SH Sole 23, 33 37,362
RESMED INC COM COMMON
STK USD0.004 STOCK 761152107 11,798,249.12 11,798 254,492 SH Sole 23, 28 254,492
RESOURCE AMERICA
INC CLASS'A'COM COMMON
STK USD0.01 STOCK 761195205 115,615.68 116 11,608 SH Sole 28, 33 11,608
RESPONSYS INC COMMON
USD0.0001 STOCK 761248103 253,048.05 253 28,593 SH Sole 28 28,593
RESTORATION
HARDWARE HLDGS COMMON
INC USD0.0001 STOCK 761283100 412,790.00 413 11,794 SH Sole 8, 28, 47 11,794
REVETT MINERALS COMMON
INC COM NPV STOCK 761505205 155,872.20 156 68,365 SH Sole 8, 28 68,365
REVLON INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 761525609 474,658.08 475 21,228 SH Sole 8, 28 21,228
REX ENERGY
CORPORATION COM COMMON
STK NPV STOCK 761565100 2,803,379.84 2,803 170,108 SH Sole 28, 33, 37, 47 170,108
REX AMERICAN COMMON
RESOURCES CORP STOCK 761624105 97,084.68 97 4,389 SH Sole 28 4,389
REYNOLDS AMERICAN
INC COM STK COMMON
USD0.0001 STOCK 761713106 5,574,152.10 5,574 125,290 SH Sole 28 125,290
RICHARDSON
ELECTRONICS LTD COMMON
COM STK USD0.05 STOCK 763165107 154,559.52 155 13,032 SH Sole 28, 33 13,032
RICKS CABARET
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 765641303 18,758.48 19 2,122 SH Sole 33 2,122
RIGEL
PHARMACEUTIC COMMON
COM USD0.001 STOCK 766559603 792,698.55 793 116,745 SH Sole 28, 33, 37 116,745
RIGNET INC COMMON
USD0.001 STOCK 766582100 242,815.84 243 9,736 SH Sole 28 9,736
RIMAGE CORPN COM COMMON
STK USD0.01 STOCK 766721104 1,984.40 2 220 SH Sole 33 220
RITCHIE BROS
AUCTIONEERS COM COMMON
NPV STOCK 767744105 585,900.00 586 27,000 SH Sole 11 27,000
RITE AID CORP COM COMMON
STK USD1 STOCK 767754104 2,221,314.70 2,221 1,169,113 SH Sole 8, 28 1,169,113
RIVERBED
TECHNOLOGY COM COMMON
STK USD0.0001 STOCK 768573107 4,898,382.30 4,898 328,530 SH Sole 23, 28 328,530
RIVERVIEW BANCORP
INC COM STK COMMON
USD0.01 STOCK 769397100 1,768.80 2 670 SH Sole 33 670
ROBERT HALF
INTERNATIONAL COMMON
INC COM STK USD1 STOCK 770323103 2,035,739.79 2,036 54,243 SH Sole 28 54,243
ROCHESTER MEDICAL COMMON
CORP COM STK NPV STOCK 771497104 140,322.76 140 9,598 SH Sole 28, 33 9,598
ROCK-TENN CO
CLASS'A'COM STK COMMON 8, 28, 30, 33,
USD0.01 STOCK 772739207 17,397,197.10 17,397 187,490 SH Sole 43 187,490
ROCKWELL
AUTOMATION INC COMMON
COM STK USD1 STOCK 773903109 13,341,852.15 13,342 154,509 SH Sole 11, 23, 28, 43 154,509
ROCKVILLE
FINANCIAL INC COMMON
COM STK USD1 STOCK 774188106 1,799,496.00 1,799 138,850 SH Sole 28, 30, 33 138,850
ROCKWELL COLLINS
INC COM STK COMMON
USD0.01 STOCK 774341101 4,569,067.44 4,569 72,387 SH Sole 23, 28 72,387
ROCKWELL MEDICAL COMMON
INC. STOCK 774374102 71,901.72 72 18,157 SH Sole 28 18,157
ROCKY BRANDS INC COMMON
COM STK NPV STOCK 774515100 12,126.51 12 891 SH Sole 33 891
ROFIN-SINAR
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 775043102 696,050.46 696 25,694 SH Sole 28, 33 25,694
ROGERS CORP CAP COMMON
STK USD1 STOCK 775133101 734,681.36 735 15,428 SH Sole 28, 33 15,428
ROLLINS INC COM COMMON
STK USD1 STOCK 775711104 4,213,025.50 4,213 171,610 SH Sole 11, 28 171,610
ROPER INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 776696106 15,919,988.19 15,920 125,049 SH Sole 11, 28, 58 125,049
ROSETTA RESOURCES COMMON
INC USD0.001 STOCK 777779307 7,256,806.44 7,257 152,518 SH Sole 28, 37 152,518
ROSETTA STONE INC COMMON
USD0.00005 STOCK 777780107 160,121.18 160 10,411 SH Sole 28, 33 10,411
ROSS STORES INC COMMON
COM STK USD0.01 STOCK 778296103 13,839,061.04 13,839 228,292 SH Sole 11, 28, 50 228,292
ROUNDYS INC COMMON
USD0.01 STOCK 779268101 103,976.82 104 15,826 SH Sole 28 15,826
ROVI CORP COM COMMON
STOCK 779376102 5,451,392.79 5,451 254,619 SH Sole 25, 28, 33, 56 254,619
ROYAL GOLD INC COMMON
COM STK USD0.01 STOCK 780287108 7,917,074.83 7,917 111,461 SH Sole 28 111,461
RUBY TUESDAY INC COMMON
COM USD0.01 STOCK 781182100 488,977.39 489 66,347 SH Sole 28, 33 66,347
RUCKUS WIRELESS COMMON
INC USD0.001 STOCK 781220108 137,487.00 137 6,547 SH Sole 28 6,547
RUDOPLH
TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 781270103 549,760.82 550 46,669 SH Sole 8, 28, 33 46,669
RUE21 INC NPV COMMON
STOCK 781295100 1,004,168.13 1,004 34,167 SH Sole 28, 37 34,167
RUSH ENTERPRISES COMMON
INC.-- CL. A STOCK 781846209 735,032.88 735 30,474 SH Sole 28, 33 30,474
RUTH'S
HOSPITALITY
GROUP INC COM COMMON
STK USD0.01 STOCK 783332109 1,258,678.98 1,259 131,937 SH Sole 8, 28 131,937
RYDER SYSTEM INC COMMON
COM STK USD0.50 STOCK 783549108 2,647,642.00 2,648 44,312 SH Sole 28, 30, 33 44,312
RYLAND GROUP INC COMMON
COM STK USD1 STOCK 783764103 7,071,779.06 7,072 169,913 SH Sole 25, 28, 33, 47 169,913
S & T BANCORP INC COMMON
COM STK USD2.50 STOCK 783859101 463,685.40 464 25,010 SH Sole 28, 33 25,010
SEI INVESTMENT CO COMMON
COM STK USD0.01 STOCK 784117103 6,657,685.65 6,658 230,769 SH Sole 28 230,769
SJW CORP COM STK COMMON
USD1.042 STOCK 784305104 309,520.00 310 11,680 SH Sole 28, 33 11,680
SPX CORP COM STK COMMON
USD10 STOCK 784635104 7,402,500.00 7,403 93,750 SH Sole 28, 43 93,750
STEC INC COM STK COMMON
USD0.001 STOCK 784774101 154,863.54 155 35,037 SH Sole 28, 33 35,037
SABA SOFTWARE INC COMMON
COM STK USD0.001 STOCK 784932600 185,481.45 185 23,331 SH Sole 28 23,331
SY BANCORP INC COMMON
COM STK NPV STOCK 785060104 358,357.50 358 15,927 SH Sole 8, 28 15,927
SAFEGUARD
SCIENTIFICS INC COMMON
COM STK USD0.10 STOCK 786449207 316,047.40 316 20,003 SH Sole 28, 33 20,003
SAFEWAY INC COM COMMON
STK USD0.01 STOCK 786514208 2,464,805.35 2,465 93,541 SH Sole 28 93,541
SAGA
COMMUNICATIONS
CLASS'A'COM STK COMMON
USD0.01 STOCK 786598300 194,985.90 195 4,215 SH Sole 28, 33 4,215
SAGENT
PHARMACEUTICALS COMMON
INC USD0.01 STOCK 786692103 130,519.35 131 7,437 SH Sole 28 7,437
ST JOE CO COM STK COMMON
NPV STOCK 790148100 51,552.50 52 2,426 SH Sole 33 2,426
ST JUDE MEDICAL
INC COM STK COMMON
USD0.10 STOCK 790849103 11,450,019.84 11,450 283,136 SH Sole 28, 54, 58 283,136
SALEM
COMMUNICATIONS
CORP
CLASS'A'COM STK COMMON
USD0.01 STOCK 794093104 190,494.46 190 24,022 SH Sole 8, 28, 33 24,022
SALIX
PHARMACEUTICALS COMMON
LTD COM NPV STOCK 795435106 4,539,666.00 4,540 88,700 SH Sole 35 88,700
SANDERSON FARM COMMON
INC COM STK USD1 STOCK 800013104 2,238,218.36 2,238 40,978 SH Sole 28, 30, 33 40,978
SANDY SPRING
BANCORP INC COM COMMON
USD1 STOCK 800363103 423,848.70 424 21,087 SH Sole 28, 33 21,087
SANFILIPPO(JOHN
B)& SON INC COM COMMON
STK USD0.01 STOCK 800422107 132,747.12 133 6,644 SH Sole 28, 33 6,644
SANGAMO
BIOSCIENCES INC COMMON
COM STK USD0.01 STOCK 800677106 437,589.88 438 45,773 SH Sole 28, 33 45,773
SANMINA CORP COMMON
USD0.01 STOCK 801056102 3,442,897.92 3,443 303,072 SH Sole 8, 28, 33 303,072
SANTARUS INC COM COMMON
STK USD0.0001 STOCK 802817304 2,684,243.70 2,684 154,890 SH Sole 28, 38 154,890
SAPIENT CORP COM COMMON
STK USD0.01 STOCK 803062108 2,507,629.28 2,508 205,712 SH Sole 11, 28, 37 205,712
SARATOGA RES INC COMMON
COM STK USD0.001 STOCK 803521103 40,477.22 40 15,217 SH Sole 28 15,217
SAUER-DANFOSS INC COMMON
COM STK USD0.01 STOCK 804137107 539,133.61 539 9,227 SH Sole 28 9,227
SCANSOURCE INC COMMON
COM STK NPV STOCK 806037107 713,881.34 714 25,297 SH Sole 28, 33 25,297
SCHAWK INC
CLASS'A'COM STK COMMON
USD0.008 STOCK 806373106 136,495.80 136 12,420 SH Sole 28, 33 12,420
HENRY SCHEIN INC COMMON
COM STK NPV STOCK 806407102 18,515,645.55 18,516 200,061 SH Sole 11, 28 200,061
SCHLUMBERGER COM COMMON 11, 23, 28,
STK USD0.01 STOCK 806857108 89,669,766.17 89,670 1,197,353 SH Sole 39, 51, 53, 58 1,197,353
SCHNITZER STEEL
COM STK COMMON
CLASS'A'USD1 STOCK 806882106 637,413.94 637 23,909 SH Sole 28, 33 23,909
SCHOLASTIC CORP COMMON
COM STK USD0.01 STOCK 807066105 1,765,935.60 1,766 66,264 SH Sole 28, 33 66,264
SCHULMAN(A.) INC COMMON
COM STK USD1 STOCK 808194104 1,302,102.48 1,302 41,258 SH Sole 8, 28, 33 41,258
SCHWAB(CHARLES)CORP COMMON 23, 28, 31,
COM STK USD0.01 STOCK 808513105 42,189,818.57 42,190 2,384,953 SH Sole 39, 59 2,384,953
SCHWEITZER-MAUDUIT
INTL INC COM COMMON
STK USD0.10 STOCK 808541106 1,168,096.80 1,168 30,160 SH Sole 8, 28 30,160
SCOTTS
MIRACLE-GRO CO
CLASS'A'COM STK COMMON
NPV STOCK 810186106 7,202,140.88 7,202 166,562 SH Sole 11, 28 166,562
SCRIPPS(EW)CO NEW
CLASS'A'COM STK COMMON
USD0.01 STOCK 811054402 398,614.05 399 33,135 SH Sole 28, 33 33,135
SCRIPPS NETWORKS
INTERACTIVE INC COMMON
'A' USD0.01 STOCK 811065101 7,970,632.22 7,971 123,883 SH Sole 11, 23, 28 123,883
SEABOARD CORP ORD COMMON
STOCK 811543107 848,396.97 848 303 SH Sole 28, 33 303
SEACHANGE
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 811699107 335,274.22 335 28,198 SH Sole 28, 33 28,198
SEACOAST BANKING COMMON
COM USD0.10 STOCK 811707306 140,073.89 140 67,021 SH Sole 28, 33 67,021
SEACOR HLDGS INC COMMON
COM STK USD0.01 STOCK 811904101 341,580.48 342 4,636 SH Sole 33 4,636
SEARS HLDGS CORP COMMON
COM STK USD0.01 STOCK 812350106 279,832.00 280 5,600 SH Sole 33 5,600
SEATTLE GENETICS
INC COM STK COMMON
USD0.01 STOCK 812578102 3,653,304.31 3,653 102,881 SH Sole 28, 37 102,881
SELECTIVE
INSURANCE GROUP COMMON
COM USD2 STOCK 816300107 1,717,771.44 1,718 71,544 SH Sole 8, 28, 33 71,544
SEMTECH CORP COM COMMON
STK USD0.01 STOCK 816850101 6,953,851.88 6,954 196,492 SH Sole 28, 47 196,492
SEMPRA ENERGY COMMON
CORP COM STK NPV STOCK 816851109 15,284,128.30 15,284 191,195 SH Sole 28, 43, 58 191,195
SENECA FOODS
CLASS'A'COM STK COMMON
USD0.25 STOCK 817070501 272,910.30 273 8,265 SH Sole 28, 33 8,265
SEQUENOM INC COM COMMON
STK USD0.001 STOCK 817337405 375,263.75 375 90,425 SH Sole 28 90,425
SERVICE
CORPORATION
INTERNATIONAL COMMON
COM STK USD1 STOCK 817565104 8,573,439.07 8,573 512,459 SH Sole 25, 28, 33 512,459
SHERWIN-WILLIAMS COMMON
CO COM STK USD1 STOCK 824348106 5,645,992.70 5,646 33,430 SH Sole 28 33,430
SHILOH INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 824543102 69,078.78 69 6,414 SH Sole 28, 33 6,414
SHOE CARNIVAL INC COMMON
COM STK USD0.10 STOCK 824889109 321,316.80 321 15,720 SH Sole 28, 33 15,720
SHORETEL INC COMMON
USD0.001 STOCK 825211105 143,257.95 143 39,465 SH Sole 28, 33 39,465
SHUTTERSTOCK INC COMMON
USD0.01 STOCK 825690100 180,864.58 181 4,021 SH Sole 28 4,021
SIFCO INDUSTRIES COMMON
INC COM STK USD1 STOCK 826546103 42,122.08 42 2,288 SH Sole 28, 33 2,288
SIGMA ALDRICH
CORP COM STK COMMON
USD1 STOCK 826552101 3,637,132.96 3,637 46,822 SH Sole 28 46,822
SIGMA DESIGNS INC COMMON
COM STK NPV STOCK 826565103 162,984.29 163 33,467 SH Sole 28, 33 33,467
SIGA TECHNOLOGIES
INC COM STK COMMON
USD0.0001 STOCK 826917106 100,698.24 101 28,128 SH Sole 28 28,128
SILICON
LABORATORIES
COM STK COMMON
USD0.0001 STOCK 826919102 2,736,749.84 2,737 66,169 SH Sole 28 66,169
SILGAN HLDGS INC COMMON
COM STK USD0.01 STOCK 827048109 7,384,513.50 7,385 156,286 SH Sole 11, 25, 28, 37 156,286
SIMMONS FIRST
NATIONAL CORP
CLASS'A'COM STK COMMON
USD5 STOCK 828730200 396,865.68 397 15,674 SH Sole 28, 33 15,674
SIMPLICITY
BANCORP INC COMMON
USD0.01 STOCK 828867101 107,644.86 108 7,162 SH Sole 28, 33 7,162
SIMPSON MFG CO
INC COM STK COMMON
USD0.01 STOCK 829073105 2,205,052.57 2,205 72,037 SH Sole 25, 28, 33 72,037
SINCLAIR
BROADCAST GROUP
INC CLASS'A'COM COMMON
STK STOCK 829226109 998,115.36 998 49,314 SH Sole 8, 28 49,314
SKECHERS USA INC
CLASS'A'COM STK COMMON
USD0.001 STOCK 830566105 1,762,091.10 1,762 83,314 SH Sole 28, 30, 33 83,314
SKYLINE CORP COM COMMON
STK USD0.027 STOCK 830830105 6,268.50 6 1,050 SH Sole 33 1,050
SKYWEST INC COM COMMON
STK NPV STOCK 830879102 2,628,059.10 2,628 163,742 SH Sole 8, 28, 30, 33 163,742
SMITH & WESSON
HLDGS CORP COM COMMON
STK USD0.001 STOCK 831756101 461,664.00 462 51,296 SH Sole 28 51,296
SMITH(A.O.)CORP COMMON
COM STK USD1 STOCK 831865209 11,786,723.27 11,787 160,211 SH Sole 28, 37, 43, 47 160,211
SMITH MICRO
SOFTWARE COM COMMON
STK USD0.001 STOCK 832154108 7,698.24 8 5,832 SH Sole 33 5,832
SMITHFIELD FOODS
INC COM STK COMMON
USD0.5 STOCK 832248108 8,930,750.72 8,931 337,264 SH Sole 28, 33, 58 337,264
SMTC CORP USD0.01 COMMON
STOCK 832682207 5,187.93 5 2,189 SH Sole 33 2,189
SMUCKER(J.M.)CO COMMON
COM STK NPV STOCK 832696405 11,458,731.28 11,459 115,558 SH Sole 11, 28, 43, 53 115,558
SNAP-ON INC COM COMMON
STK USD1 STOCK 833034101 1,871,583.70 1,872 22,631 SH Sole 28 22,631
SNYDER'S-LANCE COMMON
INC USD0.833 STOCK 833551104 984,710.58 985 38,983 SH Sole 28, 33 38,983
SOMERSET HILLS
BANCORP COM STK COMMON
USD0.01 STOCK 834728107 4,872.00 5 420 SH Sole 33 420
SONIC CORP COM COMMON
STK USD0.01 STOCK 835451105 579,857.60 580 45,020 SH Sole 28 45,020
SONOCO PRODUCTS COMMON
CO COM STK NPV STOCK 835495102 9,545,446.95 9,545 272,805 SH Sole 23, 28 272,805
SOTHEBYS INC
CLASS'A'LIM.V
COM STK USD0.10 COMMON
BR STOCK 835898107 6,895,486.02 6,895 184,322 SH Sole 28, 37 184,322
SONUS NETWORKS
INC COM STK COMMON
USD0.001 STOCK 835916107 490,426.86 490 189,354 SH Sole 28, 33 189,354
SOUNDBITE
COMMUNICATIONS COMMON
INC COM STK NPV STOCK 836091108 4,312.00 4 1,400 SH Sole 33 1,400
SOUTH JERSEY
INDUSTRIES INC COMMON
COM STK USD1.25 STOCK 838518108 2,962,780.23 2,963 53,297 SH Sole 8, 11, 28 53,297
SOUTHERN CO COM COMMON
STK USD5 STOCK 842587107 15,885,329.04 15,885 338,562 SH Sole 28 338,562
SOUTHWEST
AIRLINES CO COM COMMON
STK USD1 STOCK 844741108 10,129,599.92 10,130 751,454 SH Sole 23, 28, 35 751,454
SOUTHWEST BANCORP
INC OKLAHOMA COMMON
COM STK USD1 STOCK 844767103 1,246,919.12 1,247 99,277 SH Sole 8, 28, 33 99,277
SOUTHWEST GAS
CORP COM STK COMMON
USD1 STOCK 844895102 6,088,216.26 6,088 128,281 SH Sole 8, 28, 30 128,281
SOUTHWESTERN
ENERGY CO COMMON
USD0.01 STOCK 845467109 25,475,817.06 25,476 683,731 SH Sole 23, 28, 37, 43 683,731
SPARTAN MOTORS COMMON
COM STK USD0.01 STOCK 846819100 181,272.78 181 34,138 SH Sole 28, 33 34,138
SPARTAN STORES
INC COM STK COMMON 8, 25, 28, 30,
USD0.01 STOCK 846822104 5,788,867.50 5,789 329,850 SH Sole 33 329,850
SPARTON CORP COM COMMON
STK USD1.25 STOCK 847235108 14,110.20 14 1,053 SH Sole 33 1,053
SPECTRA ENERGY
CORP COM COMMON
USD0.001 STOCK 847560109 11,704,710.75 11,705 380,641 SH Sole 28, 43 380,641
SPEEDWAY MOTOR
SPORTS INC COM COMMON
STK USD0.01 STOCK 847788106 2,110,514.84 2,111 117,316 SH Sole 8, 23, 28, 33 117,316
SPIRIT AIRLINES COMMON
INC USD0.0001 STOCK 848577102 834,420.08 834 32,903 SH Sole 28 32,903
SPLUNK INC COMMON 11, 23, 37,
USD0.001 STOCK 848637104 11,083,626.49 11,084 276,883 SH Sole 38, 47, 53 276,883
SPRINT NEXTEL
CORP FON COM COMMON
STK USD2 STOCK 852061100 7,282,895.49 7,283 1,172,769 SH Sole 28 1,172,769
STAAR SURGICAL CO COMMON
COM STK USD0.01 STOCK 852312305 164,441.04 164 29,208 SH Sole 28 29,208
STAMPS.COM, INC COMMON
STOCK 852857200 263,383.56 263 10,548 SH Sole 28 10,548
STANCORP
FINANCIAL GROUP COMMON
COM STK NPV STOCK 852891100 6,223,204.88 6,223 145,538 SH Sole 28, 33, 37 145,538
STANDARD MOTOR
PRODUCTS INC COMMON
COM STK USD2 STOCK 853666105 1,244,433.96 1,244 44,893 SH Sole 8, 28, 33 44,893
STANDARD PARKING
CORP COM STK COMMON
USD0.001 STOCK 853790103 257,031.90 257 12,417 SH Sole 28 12,417
STANDARD REGISTER COMMON
CO COM STK USD1 STOCK 853887107 2,963.96 3 3,526 SH Sole 33 3,526
STANDEX
INTERNATIONAL
CORP COM STK COMMON
USD1.5 STOCK 854231107 969,442.32 969 17,556 SH Sole 8, 28, 33 17,556
STANLEY FURNITURE
INC COM STK COMMON
USD0.02 STOCK 854305208 9,412.80 9 2,120 SH Sole 33 2,120
STANLEY BLACK &
DECKER INC COMMON
USD2.50 STOCK 854502101 8,864,757.54 8,865 109,482 SH Sole 28, 58 109,482
STAPLES INC COM COMMON
STK USD0.0006 STOCK 855030102 22,376,595.95 22,377 1,666,165 SH Sole 28, 35, 39, 41 1,666,165
STARBUCKS CORP COMMON 23, 28, 50,
COM STK NPV STOCK 855244109 53,797,808.64 53,798 944,484 SH Sole 51, 53, 58 944,484
STATE AUTO
FINANCIAL CORP COMMON
COM STK NPV STOCK 855707105 259,662.52 260 14,906 SH Sole 28, 33 14,906
STATE BANK
FINANCIAL CORP COMMON
USD0.01 STOCK 856190103 1,786,850.98 1,787 109,154 SH Sole 28, 30 109,154
STATE STREET CORP COMMON
COM STK USD1 STOCK 857477103 15,857,746.94 15,858 268,366 SH Sole 23, 28, 41 268,366
STEEL DYNAMICS
INC COM STK COMMON
USD0.01 STOCK 858119100 6,484,053.51 6,484 408,573 SH Sole 28, 33 408,573
STEELCASE INC COM COMMON
STK NPV STOCK 858155203 3,481,774.29 3,482 236,373 SH Sole 8, 28, 30, 33 236,373
STEIN MART COM COMMON
STK USD0.01 STOCK 858375108 253,989.42 254 30,309 SH Sole 28, 33 30,309
STEINWAY MUSICAL
INSTRUMENTS COM COMMON
STK USD0.001 STOCK 858495104 177,507.80 178 7,390 SH Sole 28, 33 7,390
STEPAN CO COM STK COMMON
USD1 STOCK 858586100 1,283,706.40 1,284 20,344 SH Sole 11, 28 20,344
STERICYCLE INC COMMON
COM STK USD0.01 STOCK 858912108 12,061,729.46 12,062 113,597 SH Sole 11, 28 113,597
STERIS CORP COM COMMON
STK NPV STOCK 859152100 8,337,562.14 8,338 200,374 SH Sole 23, 28 200,374
STERLING BANCORP COMMON
COM STK USD1 STOCK 859158107 273,771.36 274 26,946 SH Sole 28, 33 26,946
STERLING
CONSTRUCTION CO
INC COM STK COMMON
USD0.01 STOCK 859241101 175,176.54 175 16,086 SH Sole 28, 33 16,086
STERLING
FINANCIAL COMMON
CORP(WASH) USD1 STOCK 859319303 843,741.00 844 38,900 SH Sole 8, 28 38,900
STEWART
ENTERPRISES INC
CLASS'A'COM STK COMMON
NPV STOCK 860370105 579,798.19 580 62,411 SH Sole 28, 33 62,411
STEWART
INFORMATION
SERVICES CORP COMMON
COM STK USD1 STOCK 860372101 826,323.21 826 32,443 SH Sole 8, 28, 33 32,443
STIFEL FINANCIAL
CORP COM STK COMMON
USD0.15 STOCK 860630102 1,678,062.67 1,678 48,401 SH Sole 28 48,401
STONE ENERGY CORP COMMON
COM STK USD0.01 STOCK 861642106 977,858.25 978 44,959 SH Sole 28, 33 44,959
STRAYER EDUCATION
INC COM STK COMMON
USD0.01 STOCK 863236105 1,394,311.60 1,394 28,820 SH Sole 28 28,820
STRYKER CORP COM COMMON
STK USD0.10 STOCK 863667101 14,516,356.68 14,516 222,507 SH Sole 23, 28 222,507
STURM RUGER & CO COMMON
INC COM STK USD1 STOCK 864159108 767,088.33 767 15,121 SH Sole 28 15,121
SUFFOLK BANCORP COMMON
COM STK USD2.5 STOCK 864739107 170,324.64 170 11,961 SH Sole 8, 28, 33 11,961
SUCAMPO
PHARMACEUTICALS
INC CLS'A' COM COMMON
STK USD0.01 STOCK 864909106 56,557.92 57 8,648 SH Sole 28 8,648
SUN HYDRAULICS
INC COM STK COMMON
USD0.001 STOCK 866942105 1,131,445.53 1,131 34,803 SH Sole 28, 37, 56 34,803
SUNESIS
PHARMACEUTICALS COMMON
INC USD0.0001 STOCK 867328601 127,013.40 127 23,220 SH Sole 28 23,220
SUNPOWER CORP COM COMMON
STOCK 867652406 553,550.72 554 47,968 SH Sole 28, 33 47,968
SUNTRUST BANKS COMMON
INC COM STK USD1 STOCK 867914103 15,562,124.84 15,562 540,164 SH Sole 23, 28, 43, 58 540,164
SUPERIOR ENERGY
SERVICES INC COMMON
USD0.001 STOCK 868157108 7,789,182.10 7,789 299,930 SH Sole 8, 28, 33 299,930
SUPERIOR
INDUSTRIES
INTERNATIONAL COMMON
COM STK USD0.50 STOCK 868168105 424,615.08 425 22,731 SH Sole 28, 33 22,731
SUPERIOR UNIFORM
GROUP INC COM COMMON
STK USD0.001 STOCK 868358102 3,585.00 4 300 SH Sole 33 300
SUPERMEDIA INC COMMON
USD0.01 STOCK 868447103 2,519.37 3 651 SH Sole 48 651
SUPERNUS
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 868459108 18,669.64 19 3,322 SH Sole 28 3,322
SUPERTEX INC COM COMMON
STK NPV STOCK 868532102 1,392,811.31 1,393 62,711 SH Sole 25, 28, 33 62,711
SUPERVALU INC COMMON
USD0.01 STOCK 868536103 2,688,562.80 2,689 533,445 SH Sole 28 533,445
SURMODICS INC COM COMMON
STK USD0.05 STOCK 868873100 344,576.25 345 12,645 SH Sole 28, 33 12,645
SUSQUEHANNA
BANCHARE COM COMMON
STK USD2 STOCK 869099101 2,781,324.37 2,781 223,759 SH Sole 8, 28, 33 223,759
SUSSER HLDGS CORP COMMON
NPV STOCK 869233106 3,042,578.30 3,043 59,530 SH Sole 28, 33, 47 59,530
SWIFT ENERGY CO COMMON
COM STK USD0.01 STOCK 870738101 1,845,163.09 1,845 124,589 SH Sole 28, 30, 33 124,589
SWISHER HYGIENE COMMON
INC NPV STOCK 870808102 116,305.11 116 90,159 SH Sole 28 90,159
SYKES ENTERPRISES
INC COM STK COMMON
USD0.01 STOCK 871237103 538,187.16 538 33,721 SH Sole 28, 33 33,721
SYMANTEC CORP COM COMMON
STK USD0.01 STOCK 871503108 12,929,432.44 12,929 523,883 SH Sole 23, 28, 54, 58 523,883
SYMMETRICOM INC COMMON
USD0.0001 STOCK 871543104 293,297.62 293 64,603 SH Sole 8, 28, 33 64,603
SYMMETRY MEDICAL
INC COM STK COMMON
USD0.0001 STOCK 871546206 415,394.55 415 36,279 SH Sole 28, 33 36,279
SYNACOR INC COMMON
USD0.01 STOCK 871561106 16,522.74 17 5,526 SH Sole 28 5,526
SYNALLOY CORP COM COMMON
STK USD1 STOCK 871565107 5,552.00 6 400 SH Sole 33 400
SYNOPSYS INC COM COMMON
STK USD0.01 STOCK 871607107 9,454,846.44 9,455 263,513 SH Sole 28 263,513
SYNTHESIS ENERGY
SYSTEMS INC COMMON
USD0.01 STOCK 871628103 435.76 0 419 SH Sole 33 419
SYNERGY
PHARMACEUTICALS COMMON
INC USD0.0001 STOCK 871639308 198,701.45 199 32,735 SH Sole 28 32,735
SYPRIS SOLUTIONS
INC COM STK COMMON
USD0.01 STOCK 871655106 178,063.82 178 42,599 SH Sole 8, 28, 33 42,599
SYSCO CORP COM COMMON
STK USD1 STOCK 871829107 28,579,915.74 28,580 812,622 SH Sole 23, 28, 31 812,622
SYSTEMAX INC COM COMMON
STK USD0.01 STOCK 871851101 108,543.60 109 10,964 SH Sole 28, 33 10,964
TCF FINANCIAL COM COMMON
STK USD0.01 STOCK 872275102 8,860,284.40 8,860 592,265 SH Sole 28, 30, 43 592,265
TECO ENERGY INC COMMON
COM STK USD1 STOCK 872375100 1,411,611.30 1,412 79,215 SH Sole 28 79,215
TESSCO
TECHOLOGIES INC COMMON
COM STK USD0.01 STOCK 872386107 135,141.80 135 6,245 SH Sole 28, 33 6,245
TGC INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 872417308 135,065.70 135 13,643 SH Sole 28, 33 13,643
THL CREDIT INC COMMON
USD0.001 STOCK 872438106 933,179.10 933 62,295 SH Sole 28, 30 62,295
TJX COS INC COM COMMON
STK USD1 STOCK 872540109 57,486,277.75 57,486 1,229,653 SH Sole 28, 31, 39, 59 1,229,653
TRC COS INC COM COMMON
STK USD0.10 STOCK 872625108 78,922.20 79 12,236 SH Sole 28 12,236
TAKE TWO
INTERACTIVE
SOFTWARE INC COMMON
COM STK USD0.01 STOCK 874054109 994,452.40 994 61,576 SH Sole 28 61,576
TAL INTERNATIONAL
GROUP COM STK COMMON
USD0.001 STOCK 874083108 1,318,294.45 1,318 29,095 SH Sole 28, 33 29,095
TANDY BRANDS
ACCESSORIES COM COMMON
STK USD1 STOCK 875378101 250.00 0 500 SH Sole 33 500
TAYLOR CAPITAL
GROUP INC COM COMMON
STK USD0.01 STOCK 876851106 409,807.71 410 25,629 SH Sole 8, 28, 33 25,629
TEAM INC COM STK COMMON
USD0.30 STOCK 878155100 1,390,342.71 1,390 33,853 SH Sole 11, 28, 47 33,853
TECH DATA CORP
COM STK COMMON
USD0.0015 STOCK 878237106 3,303,304.25 3,303 72,425 SH Sole 28, 33 72,425
TECHE HLDG CO COM COMMON
STK USD0.01 STOCK 878330109 2,928.75 3 71 SH Sole 33 71
TECHNE CORP COM COMMON
STK USD0.01 STOCK 878377100 4,220,202.15 4,220 62,199 SH Sole 28, 56 62,199
TECUMSEH PRODUCTS
CO CLASS'A'COM COMMON
USD1 STOCK 878895200 24,651.44 25 2,827 SH Sole 33 2,827
TEJON RANCH CO COMMON
COM STK USD0.50 STOCK 879080109 314,685.26 315 10,567 SH Sole 28 10,567
TELEDYNE
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 879360105 2,997,741.48 2,998 38,217 SH Sole 28, 37 38,217
TELEFLEX INC COM COMMON
STK USD1 STOCK 879369106 14,285,485.89 14,285 169,039 SH Sole 25, 28, 33, 43 169,039
TELEPHONE & DATA
SYSTEMS INC COMMON
USD0.01 STOCK 879433829 3,776,586.80 3,777 179,240 SH Sole 28, 33 179,240
TELENAV INC COMMON
USD0.001 STOCK 879455103 622,315.35 622 96,483 SH Sole 8, 28, 33 96,483
TELLABS INC COM COMMON
STK USD0.01 STOCK 879664100 1,886,521.78 1,887 902,642 SH Sole 28, 33 902,642
TELETECH HLDGS COMMON
COM STK USD0.01 STOCK 879939106 528,489.57 528 24,917 SH Sole 8, 28, 33 24,917
TENNANT CO COM COMMON
STK USD0.375 STOCK 880345103 1,275,088.48 1,275 26,258 SH Sole 11, 28 26,258
TENNECO INC COM COMMON
STOCK 880349105 2,969,713.26 2,970 75,546 SH Sole 28, 37 75,546
TERADYNE INC COM COMMON 23, 25, 28,
STK USD0.125 STOCK 880770102 19,515,676.92 19,516 1,203,186 SH Sole 35, 37, 47 1,203,186
TEREX CORP COM COMMON
STK USD0.01 STOCK 880779103 6,978,138.70 6,978 202,735 SH Sole 28, 33 202,735
TESARO INC COMMON
USD0.0001 STOCK 881569107 341,478.00 341 15,550 SH Sole 8, 28 15,550
TESORO CORP COM COMMON
STK USD0.1666 STOCK 881609101 4,459,519.30 4,460 76,166 SH Sole 28, 33 76,166
TEXAS INDUSTRIES COMMON
INC COM STK USD1 STOCK 882491103 1,379,458.38 1,379 21,858 SH Sole 28, 33 21,858
TEXAS INSTRUMENTS COMMON
INC COM STK USD1 STOCK 882508104 58,827,472.08 58,827 1,658,046 SH Sole 11, 28, 51 1,658,046
TEXAS ROADHOUSE
COM STK CL'A' COMMON
USD0.001 STOCK 882681109 995,488.14 995 49,306 SH Sole 28 49,306
TEXTRON INC COM COMMON 23, 28, 41,
STK USD0.125 STOCK 883203101 8,746,104.95 8,746 293,395 SH Sole 53, 58 293,395
THERAGENICS CORP COMMON
COM STK USD0.01 STOCK 883375107 4,890.00 5 3,000 SH Sole 33 3,000
THERMO FISHER
SCIENTIFIC INC COMMON
COM STK USD1 STOCK 883556102 24,977,962.48 24,978 326,552 SH Sole 28, 54, 58 326,552
THOR INDUSTRIES COMMON
COM STK USD0.10 STOCK 885160101 6,309,816.11 6,310 171,509 SH Sole 23, 28, 33, 58 171,509
THORATEC CORP COM COMMON
STK NPV STOCK 885175307 7,822,162.50 7,822 208,591 SH Sole 28, 38, 47 208,591
THRESHOLD
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 885807206 165,867.80 166 35,980 SH Sole 28 35,980
TIDEWATER INC COM COMMON
STK USD0.10 STOCK 886423102 5,848,354.50 5,848 115,809 SH Sole 28, 30, 33 115,809
TIFFANY & CO COM COMMON
STK USD0.01 STOCK 886547108 3,235,070.34 3,235 46,521 SH Sole 28 46,521
TILLYS INC COMMON
USD0.001 A STOCK 886885102 92,359.92 92 7,261 SH Sole 28 7,261
TIME WARNER INC COMMON
USD0.01 STOCK 887317303 30,713,015.74 30,713 533,027 SH Sole 28, 41, 51 533,027
TIMKEN CO COM STK COMMON
NPV STOCK 887389104 8,390,757.42 8,391 148,299 SH Sole 28, 54 148,299
TIVO INC COM STK COMMON
USD0.001 STOCK 888706108 1,221,096.45 1,221 98,555 SH Sole 28 98,555
TOLL BROS INC COM COMMON
STK USD0.01 STOCK 889478103 9,079,968.64 9,080 265,186 SH Sole 28, 33 265,186
TOMPKINS
FINANCIAL CORP COMMON
COM STK USD0.10 STOCK 890110109 618,598.68 619 14,631 SH Sole 8, 28, 33 14,631
TOOTSIE ROLL
INDUSTRIES INC COMMON
COM STK USD0.694 STOCK 890516107 1,707,221.53 1,707 57,079 SH Sole 28, 33 57,079
TORCHMARK CORP COMMON
COM STK USD1 STOCK 891027104 2,183,597.00 2,184 36,515 SH Sole 28 36,515
TORO CO COM STK COMMON
USD1 STOCK 891092108 977,060.88 977 21,222 SH Sole 11 21,222
TOWER INTL INC COMMON
USD0.01 STOCK 891826109 63,476.00 63 4,534 SH Sole 28 4,534
TOWERS WATSON &
CO CLASS A COMMON
USD0.01 STOCK 891894107 14,933,191.68 14,933 215,424 SH Sole 11, 28, 35 215,424
TOTAL SYSTEM
SERVICES INC COMMON
USD0.1 STOCK 891906109 6,682,397.82 6,682 269,669 SH Sole 28, 35 269,669
TOWERSTREAM CORP COMMON
COM STK USD0.001 STOCK 892000100 94,027.95 94 42,165 SH Sole 28 42,165
TRACTOR SUPPLY CO COMMON
COM STK USD0.008 STOCK 892356106 18,659,575.35 18,660 179,195 SH Sole 11, 28 179,195
TRANSDIGM GROUP COMMON
INC USD0.01 STOCK 893641100 8,150,636.00 8,151 53,300 SH Sole 38 53,300
TREDEGAR CORP COM COMMON
NPV STOCK 894650100 560,154.88 560 19,027 SH Sole 28 19,027
TREE COM INC COMMON
USD0.01 STOCK 894675107 112,252.79 112 6,071 SH Sole 28, 33 6,071
TRIANGLE CAPITAL
CORPORATION COM COMMON
STK USD0.001 STOCK 895848109 605,703.60 606 21,640 SH Sole 28 21,640
TRICO BANCSHARES COMMON
COM STK NPV STOCK 896095106 239,519.70 240 14,007 SH Sole 8, 28 14,007
TRIMAS CORP COMMON
USD0.01 STOCK 896215209 2,689,360.22 2,689 82,826 SH Sole 28, 30, 37 82,826
TRIMBLE
NAVIGATION COM COMMON
STK NPV STOCK 896239100 21,598,673.32 21,599 720,917 SH Sole 11, 23, 28 720,917
TRINITY
INDUSTRIES INC COMMON
COM STK USD1 STOCK 896522109 6,866,089.77 6,866 151,469 SH Sole 28, 33 151,469
TRIPLE-S
MANAGEMENT
CORPORATION COM COMMON
STK USD1 'B' STOCK 896749108 2,714,872.16 2,715 155,848 SH Sole 8, 28, 30, 33 155,848
TRIUMPH GROUP INC COMMON
COM STK USD0.001 STOCK 896818101 16,733,138.50 16,733 213,161 SH Sole 8, 28, 38 213,161
TRIPADVISOR INC COMMON
USD0.001 STOCK 896945201 2,243,234.24 2,243 42,712 SH Sole 28 42,712
TRULIA INC COMMON
USD0.000033 STOCK 897888103 179,022.90 179 5,705 SH Sole 28 5,705
TRUSTCO BANK CORP COMMON
NY COM STK USD1 STOCK 898349105 582,351.12 582 104,364 SH Sole 8, 28, 33 104,364
TRUSTMARK CORP COMMON
COM STK NPV STOCK 898402102 4,682,397.21 4,682 187,221 SH Sole 8, 28, 33 187,221
TUESDAY MORNING COMMON
CORP COM STK NPV STOCK 899035505 778,576.32 779 100,332 SH Sole 8, 28 100,332
TUPPERWARE BRANDS
CORP COM STK COMMON
USD0.01 STOCK 899896104 7,566,426.58 7,566 92,567 SH Sole 28 92,567
TUTOR PERINI CORP COMMON
COM STK USD1 STOCK 901109108 1,144,740.90 1,145 59,313 SH Sole 8, 28, 33 59,313
TWIN DISC INC COM COMMON
STK NPV STOCK 901476101 170,268.12 170 6,789 SH Sole 28 6,789
II-VI INC NPV COMMON
STOCK 902104108 703,053.36 703 41,259 SH Sole 28 41,259
TYLER
TECHNOLOGIES
INC COM COMMON
STK.USD0.01 STOCK 902252105 3,328,807.14 3,329 54,339 SH Sole 11, 28, 37, 56 54,339
TYSON FOODS
INC(DEL)
CLASS'A'COM STK COMMON
USD0.10 STOCK 902494103 13,038,094.92 13,038 525,306 SH Sole 28, 41, 58 525,306
UFP TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 902673102 82,875.21 83 4,209 SH Sole 28 4,209
UGI CORP COM NPV COMMON
STOCK 902681105 10,794,193.08 10,794 281,172 SH Sole 28, 33, 37 281,172
UIL HOLDINGS CORP COMMON
COM STK NPV STOCK 902748102 3,222,032.15 3,222 81,385 SH Sole 8, 28, 30 81,385
UMB FINANCIAL
CORP COM STK COMMON
USD12.50 STOCK 902788108 1,371,800.92 1,372 27,956 SH Sole 28, 33 27,956
USA TRUCK INC COM COMMON
STK USD0.01 STOCK 902925106 7,119.50 7 1,450 SH Sole 33 1,450
US BANCORP
DELAWARE COM COMMON
STK USD0.01 STOCK 902973304 30,487,021.11 30,487 898,527 SH Sole 23, 28, 41 898,527
UNS ENERGY CORP COMMON
NPV STOCK 903119105 5,869,080.56 5,869 119,924 SH Sole 8, 28, 30, 37 119,924
URS CORP COM STK COMMON
USD0.01 STOCK 903236107 14,862,418.67 14,862 313,487 SH Sole 28, 33, 35, 58 313,487
USG CORP COM STK COMMON
USD0.10 STOCK 903293405 1,558,373.60 1,558 58,940 SH Sole 28, 33 58,940
ULTRALIFE CORP COMMON
COM STK USD0.10 STOCK 903899102 14,778.12 15 3,374 SH Sole 33 3,374
ULTRA PETROLEUM COMMON
CORP COM NPV STOCK 903914109 2,988,045.90 2,988 148,659 SH Sole 23 148,659
ULTRA TECH INC COMMON
STOCK 904034105 1,433,911.22 1,434 36,274 SH Sole 28, 37 36,274
UMPQUA HOLDINGS
CORP COM STK COMMON
USD0.01 STOCK 904214103 1,964,137.50 1,964 148,125 SH Sole 28, 33, 37 148,125
UNDER ARMOUR INC
COM STK
USD0.000333 COMMON 11, 28, 38,
CLASS 'A' STOCK 904311107 31,689,420.80 31,689 618,934 SH Sole 47, 51 618,934
UNIFI INC USD0.1 COMMON
STOCK 904677200 260,925.10 261 13,661 SH Sole 28, 33 13,661
UNIFIRST CORP COM COMMON
STK USD0.10 STOCK 904708104 1,244,284.50 1,244 13,749 SH Sole 28, 33 13,749
UNION PACIFIC
CORP COM STK COMMON 23, 28, 50,
USD2.50 STOCK 907818108 82,205,175.63 82,205 577,243 SH Sole 51, 53, 58 577,243
UNISYS CORP COM COMMON
STK USD0.01 STOCK 909214306 1,892,481.50 1,892 83,186 SH Sole 8, 28 83,186
UNIT CORP COM STK COMMON
USD0.20 STOCK 909218109 3,672,650.95 3,673 80,629 SH Sole 28, 33 80,629
UNITED COMMUNITY
FINANCIAL CORP COMMON
NPV STOCK 909839102 6,720.16 7 1,732 SH Sole 33 1,732
UNITED BANKSHARES
INC COM STK COMMON
USD2.50 STOCK 909907107 771,184.41 771 28,981 SH Sole 28, 33 28,981
UNITED
CONTINENTAL
HLDGS INC COMMON
USD0.01 STOCK 910047109 3,666,873.54 3,667 114,554 SH Sole 43 114,554
UNITED FIRE GROUP COMMON
INC STOCK 910340108 459,351.45 459 18,035 SH Sole 28, 33 18,035
UNITED NATURAL
FOODS INC COM COMMON
STK USD0.01 STOCK 911163103 6,049,435.20 6,049 122,956 SH Sole 28 122,956
UNITED ONLINE INC COMMON
COM STK USD0.001 STOCK 911268100 1,246,075.38 1,246 206,646 SH Sole 8, 28, 33 206,646
UNITED PARCEL
SERVICE INC
CLASS'B'COM STK COMMON 23, 28, 37,
USD0.01 STOCK 911312106 53,794,789.10 53,795 626,249 SH Sole 58, 59 626,249
UNITED RENTALS
INC COM STK COMMON
USD0.01 STOCK 911363109 14,839,481.32 14,839 269,956 SH Sole 11, 28, 47 269,956
UNITED SECURITY COMMON
BANK COM STK NPV STOCK 911460103 1,173.84 1 268 SH Sole 33 268
US ANTIMONY CORP COMMON
CAP STK USD0.01 STOCK 911549103 74,248.14 74 42,918 SH Sole 28 42,918
UNITED STATES
CELLULAR CORP COMMON
COM STK USD1 STOCK 911684108 72,288.00 72 2,008 SH Sole 33 2,008
UNITED STATES
LIME & MINERALS
INC COM STK COMMON
USD0.10 STOCK 911922102 73,083.06 73 1,374 SH Sole 28 1,374
UNITED STATES
STEEL CORP COM COMMON
STK USD1 STOCK 912909108 1,112,475.00 1,112 57,050 SH Sole 28, 33 57,050
UNITED STATIONERS
INC COM STK COMMON
USD0.10 STOCK 913004107 4,151,667.05 4,152 107,417 SH Sole 8, 11, 28, 33 107,417
UNITED
TECHNOLOGIES
CORP COM STK COMMON 23, 28, 31,
USD1 STOCK 913017109 98,732,713.08 98,733 1,056,756 SH Sole 39, 50, 58, 59 1,056,756
UNITIL CORP COM COMMON
STK NPV STOCK 913259107 308,754.88 309 10,976 SH Sole 28 10,976
UNIVERSAL CORP COMMON
COM STK NPV STOCK 913456109 4,039,923.60 4,040 72,090 SH Sole 8, 28, 33 72,090
UNIVERSAL
ELECTRONICS INC COMMON
COM STK USD0.01 STOCK 913483103 314,061.00 314 13,508 SH Sole 28, 33 13,508
UNIVERSAL FOREST
PRODUCTS COM COMMON
STK USD0.01 STOCK 913543104 700,974.48 701 17,608 SH Sole 28, 33 17,608
UNIVERSAL
STAINLESS &
ALLOY PRODCTS COMMON
COM STK STOCK 913837100 255,249.70 255 7,022 SH Sole 28, 33 7,022
UNIVERSAL HEALTH
SERVICES INC
CLASS'B'COM COMMON
USD0.01 STOCK 913903100 12,920,390.04 12,920 202,292 SH Sole 28, 43 202,292
UNIVERSAL
TECHNICAL
INSTITUTE COM COMMON
STK USD0.0001 STOCK 913915104 209,241.21 209 16,567 SH Sole 28 16,567
UNIVEST CORP OF COMMON
PA COM STK USD5 STOCK 915271100 260,777.40 261 14,970 SH Sole 28, 33 14,970
URANIUM ENERGY
CORP COM STK COMMON
USD0.001 STOCK 916896103 149,650.60 150 68,023 SH Sole 28 68,023
URBAN OUTFITTERS
INC COM STK COMMON 11, 23, 28,
USD0.0001 STOCK 917047102 23,377,459.30 23,377 603,445 SH Sole 51, 58 603,445
UTAH MEDICAL
PRODUCTS COM COMMON
STK USD0.01 STOCK 917488108 123,436.87 123 2,531 SH Sole 28 2,531
VCA ANTECH INC COMMON
COM STK USD0.01 STOCK 918194101 3,783,205.44 3,783 161,056 SH Sole 28, 33 161,056
VF CORP COM STK COMMON
NPV STOCK 918204108 19,739,981.25 19,740 117,675 SH Sole 28, 31 117,675
VSE CORP COM STK COMMON
USD0.05 STOCK 918284100 561,625.26 562 22,474 SH Sole 8, 28, 33 22,474
VALASSIS
COMMUNICATIONS
INC COM STK COMMON
USD0.01 STOCK 918866104 3,125,059.14 3,125 104,622 SH Sole 28, 33 104,622
VALLEY NATIONAL
BANCORP COM STK COMMON
NPV STOCK 919794107 3,492,761.60 3,493 341,090 SH Sole 28 341,090
VALMONT
INDUSTRIES INC COMMON
COM STK USD1 STOCK 920253101 7,821,823.45 7,822 49,735 SH Sole 11, 28 49,735
VALSPAR CORP COM COMMON
STK USD0.50 STOCK 920355104 9,290,376.75 9,290 149,243 SH Sole 28, 33 149,243
VALUE LINE INC COMMON
COM STK USD0.10 STOCK 920437100 10,833.00 11 1,150 SH Sole 28 1,150
VANDA
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 921659108 88,074.56 88 22,468 SH Sole 28 22,468
VANGUARD HEALTH
SYSTEMS INC COMMON
USD0.01 STOCK 922036207 371,824.35 372 25,005 SH Sole 28 25,005
VEECO FEI INCCOM COMMON
USD0.01 STOCK 922417100 3,126,923.07 3,127 81,579 SH Sole 25, 28, 33 81,579
VENTRUS
BIOSCIENCES INC COMMON
USD0.001 STOCK 922822101 39,527.80 40 13,220 SH Sole 28 13,220
VERSAR INC COM COMMON
STK USD0.01 STOCK 925297103 2,592.00 3 600 SH Sole 33 600
VICAL INC COM STK COMMON
USD0.01 STOCK 925602104 241,586.00 242 60,700 SH Sole 28 60,700
VICON INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 925811101 975.73 1 371 SH Sole 33 371
VICOR CORP COM COMMON
STK USD0.01 STOCK 925815102 95,543.28 96 19,224 SH Sole 28, 33 19,224
VILLAGE SUPER
MARKET INC
CLASS'A'COM STK COMMON
NPV STOCK 927107409 242,466.93 242 7,197 SH Sole 28, 33 7,197
VIRCO
MANUFACTURING
CORP COM STK COMMON
USD0.01 STOCK 927651109 3,570.00 4 1,500 SH Sole 33 1,500
VISTA GOLD CORP COMMON
COM NPV (NEW) STOCK 927926303 101,997.36 102 47,221 SH Sole 28 47,221
VIROPHARMA INC COMMON
COM STK USD0.002 STOCK 928241108 1,567,392.52 1,567 62,297 SH Sole 28, 33 62,297
VISHAY INTL COMMON
USD0.10 STOCK 928298108 3,372,027.21 3,372 247,761 SH Sole 28, 33 247,761
VIVUS INC COM STK COMMON
NPV STOCK 928551100 867,097.00 867 78,827 SH Sole 28 78,827
VOLCANO
CORPORATION COM COMMON
STK USD0.001 STOCK 928645100 1,293,506.34 1,294 58,109 SH Sole 28, 37 58,109
VOLTERRA
SEMICONDUCTOR
CORP COM STK COMMON
USD0.001 STOCK 928708106 1,369,646.80 1,370 96,454 SH Sole 11, 25, 28 96,454
VULCAN MATERIALS COMMON
CO COM STK USD1 STOCK 929160109 2,608,626.90 2,609 50,457 SH Sole 28 50,457
WD-40 CO COM STK COMMON
NPV STOCK 929236107 687,418.27 687 12,551 SH Sole 28 12,551
WMS INDUSTRIES COMMON
COM STK USD0.50 STOCK 929297109 3,638,660.14 3,639 144,334 SH Sole 28, 33 144,334
WSFS FINANCIAL
CORP COM STK COMMON
USD0.01 STOCK 929328102 463,782.40 464 9,535 SH Sole 8, 28, 33 9,535
WABASH NATIONAL
CORP COM STK COMMON
USD0.01 STOCK 929566107 548,568.88 549 53,993 SH Sole 28 53,993
WABTEC
CORPORATIONCOM COMMON 11, 25, 28,
USD0.01 STOCK 929740108 21,549,192.29 21,549 211,039 SH Sole 38, 47 211,039
WADDELL & REED COMMON
FINL INC CL A STOCK 930059100 8,057,752.78 8,058 184,051 SH Sole 25, 28 184,051
WAGEWORKS INC COMMON
USD0.001 STOCK 930427109 141,144.17 141 5,639 SH Sole 28 5,639
WAL-MART STORES COMMON
INC USD0.10 STOCK 931142103 79,104,663.75 79,105 1,057,125 SH Sole 23, 28, 41, 51 1,057,125
WALGREEN CO COM COMMON
STK USD0.078125 STOCK 931422109 23,925,299.52 23,925 501,789 SH Sole 28, 58 501,789
WASHINGTON
BANKING CO COM COMMON
STK NPV STOCK 937303105 193,180.52 193 13,858 SH Sole 28, 33 13,858
WASHINGTON
FEDERAL INC COM COMMON
STK USD1 STOCK 938824109 3,393,495.00 3,393 193,914 SH Sole 28, 33 193,914
WASHINGTON POST
CO COM STK COMMON
CLASS'B'USD1 STOCK 939640108 1,189,467.00 1,189 2,661 SH Sole 28, 33 2,661
WASHINGTON TRUST
BANCORP INC COM COMMON
STK USD0.0625 STOCK 940610108 584,727.28 585 21,356 SH Sole 8, 28, 33 21,356
WASTE CONNECTIONS
INC COM STK COMMON
USD0.01 STOCK 941053100 7,603,401.54 7,603 211,323 SH Sole 28 211,323
WATERS CORP COM COMMON
STK USD0.01 STOCK 941848103 3,911,069.77 3,911 41,647 SH Sole 23, 28 41,647
WATERSTONE COMMON
FINANCIAL INC STOCK 941888109 59,849.99 60 7,237 SH Sole 28, 33 7,237
WATSCO INC
CLASS'A'COM STK COMMON
USD0.50 STOCK 942622200 6,663,015.36 6,663 79,152 SH Sole 11, 28 79,152
WATTS WATER
TECHNOLOGIES
CLASS'A'COM STK COMMON
USD0.10 STOCK 942749102 1,249,995.53 1,250 26,047 SH Sole 28, 33 26,047
WAUSAU PAPER CORP COMMON
COM STK NPV STOCK 943315101 374,173.80 374 34,710 SH Sole 28 34,710
WAYSIDE
TECHNOLOGY
GROUP INC COM COMMON
STK USD0.01 STOCK 946760105 2,378.00 2 200 SH Sole 33 200
WEBSENSE INC COM COMMON
STK USD0.01 STOCK 947684106 441,015.00 441 29,401 SH Sole 28 29,401
WEBSTER FINANCIAL
CORP COM STK COMMON
USD0.01 STOCK 947890109 4,985,599.82 4,986 205,507 SH Sole 28, 33 205,507
WEIS MARKETS INC COMMON
COM STK NPV STOCK 948849104 452,950.30 453 11,129 SH Sole 28, 33 11,129
WELLS FARGO & CO 23, 28, 31,
COM STK USD1 2/3 37, 39, 41,
COMMON 50, 51, 54,
STOCK 949746101 156,666,706.20 156,667 4,235,380 SH Sole 58, 59 4,235,380
WERNER
ENTERPRISES INC COMMON
COM STK USD0.01 STOCK 950755108 5,485,887.42 5,486 227,253 SH Sole 28, 33, 37, 43 227,253
WESBANCO INC COM COMMON
STK USD2.0833 STOCK 950810101 875,755.70 876 36,566 SH Sole 8, 28, 33 36,566
WESCO AIRCRAFT
HLDGS INC COMMON
USD0.001 STOCK 950814103 201,546.24 202 13,692 SH Sole 28 13,692
WEST COAST
BANCORP ORE COM COMMON
STK USD0.01 STOCK 952145209 708,296.16 708 29,172 SH Sole 8, 28, 33 29,172
WEST MARINE INC COMMON
COM USD0.001 STOCK 954235107 180,228.24 180 15,768 SH Sole 28, 33 15,768
WEST
PHARMACEUTICAL
SERVICES INC COMMON
COM STK USD0.25 STOCK 955306105 4,471,898.28 4,472 68,862 SH Sole 11, 28, 33 68,862
WESTAMERICA
BANCORP COM STK COMMON
NPV STOCK 957090103 5,589,415.65 5,589 123,305 SH Sole 11, 23, 28 123,305
WESTELL
TECHNOLOGIES
CLASS'A'COM STK COMMON
NPV STOCK 957541105 87,788.76 88 43,676 SH Sole 28, 33 43,676
WESTERN ALLIANCE
BANCORP COM STK COMMON
NPV STOCK 957638109 3,668,984.00 3,669 265,100 SH Sole 28, 30, 33, 47 265,100
WESTERN DIGITAL
CORP COM STK COMMON
USD0.01 STOCK 958102105 13,142,085.84 13,142 261,378 SH Sole 23, 28, 35, 58 261,378
WESTERN REFINING
INC COM STK COMMON
USD0.01 STOCK 959319104 2,333,306.54 2,333 65,894 SH Sole 8, 28, 33 65,894
WESTERN UNION
COMPANY (THE) COMMON
COM STK USD0.01 STOCK 959802109 12,913,208.64 12,913 858,591 SH Sole 28, 35, 37 858,591
WESTLAKE CHEMICAL
CORP COM STK COMMON
USD0.01 STOCK 960413102 467,500.00 468 5,000 SH Sole 33 5,000
WESTMORELAND COAL
CO COM STK COMMON
USD2.50 STOCK 960878106 202,685.12 203 17,842 SH Sole 8, 28 17,842
WESTWOOD HOLDINGS
GROUP INC COM COMMON
STK USD0.01 STOCK 961765104 235,834.44 236 5,308 SH Sole 28 5,308
WET SEAL INC COMMON
CLASS'A'USD0.10 STOCK 961840105 279,051.02 279 92,401 SH Sole 28, 33 92,401
WEYCO GROUP COM COMMON
STK USD1 STOCK 962149100 144,412.92 144 5,892 SH Sole 28, 33 5,892
WHIRLPOOL CORP COMMON
COM STK USD1 STOCK 963320106 3,623,928.32 3,624 30,592 SH Sole 28 30,592
WHITING PETROLEUM
CORP COM STK COMMON
USD0.001 STOCK 966387102 2,392,530.40 2,393 47,060 SH Sole 43 47,060
WHOLE FOODS
MARKET INC COM COMMON 11, 23, 28,
STK NPV STOCK 966837106 30,955,002.50 30,955 356,830 SH Sole 51, 53 356,830
WILEY(JOHN)& SONS
INC CLASS'A'COM COMMON
STK USD1 STOCK 968223206 3,135,344.96 3,135 80,476 SH Sole 28 80,476
WILLBROS GROUP
INC(DELAWARE) COMMON
USD0.05 STOCK 969203108 390,531.58 391 39,769 SH Sole 28, 33 39,769
WILLIAMS
COMPANIES INC COMMON
COM STK USD1 STOCK 969457100 15,050,753.72 15,051 401,782 SH Sole 28, 35 401,782
CLAYTON WILLIAMS
ENERGY INC COM COMMON
STK USD0.1 STOCK 969490101 258,181.92 258 5,904 SH Sole 28, 33 5,904
WILLIAMS-SONOMA
INC COM STK COMMON
USD0.01 STOCK 969904101 11,739,295.68 11,739 227,859 SH Sole 11, 28 227,859
WILLIS LEASE
FINANCE CORP COMMON
COM STK NPV STOCK 970646105 70,156.80 70 4,640 SH Sole 28, 33 4,640
WINMARK CORP COM COMMON
STOCK 974250102 114,389.84 114 1,816 SH Sole 28 1,816
WINNEBAGO
INDUSTRIES INC COMMON
COM STK USD0.50 STOCK 974637100 478,538.40 479 23,185 SH Sole 28 23,185
WISCONSIN ENERGY
CORP COM STK COMMON
USD0.01 STOCK 976657106 14,620,772.10 14,621 340,890 SH Sole 23, 28, 35, 43 340,890
WOLVERINE WORLD
WIDE INC COM COMMON
STK USD1 STOCK 978097103 2,323,124.46 2,323 52,358 SH Sole 11, 28 52,358
WOODWARD INC COM COMMON
STK USD0.00875 STOCK 980745103 11,241,185.76 11,241 282,726 SH Sole 23, 25, 28 282,726
WORLD ACCEPTANCE COMMON
CORP COM STK NPV STOCK 981419104 2,593,875.09 2,594 30,207 SH Sole 8, 28 30,207
WORLD FUEL
SERVICES CORP COMMON
COM STK USD0.01 STOCK 981475106 5,304,248.52 5,304 133,541 SH Sole 8, 28 133,541
WORTHINGTON
INDUSTRIES INC COMMON
NPV STOCK 981811102 8,140,800.48 8,141 262,776 SH Sole 8, 28, 33 262,776
WYNN RESORTS COM COMMON
STK USD0.01 STOCK 983134107 3,891,725.04 3,892 31,094 SH Sole 28 31,094
XO GROUP INC COMMON
STOCK 983772104 279,890.00 280 27,989 SH Sole 28, 33 27,989
XPO LOGISTICS INC COMMON
USD0.001 STOCK 983793100 270,686.16 271 16,074 SH Sole 28, 33 16,074
XILINX INC COM COMMON
STK USD0.01 STOCK 983919101 21,809,803.62 21,810 571,386 SH Sole 23, 28, 51, 53 571,386
XEROX CORP COM COMMON
STK USD1 STOCK 984121103 4,101,899.00 4,102 476,965 SH Sole 28 476,965
YADKIN VALLEY
BANK & TRUST CO COMMON
COM STK USD1 STOCK 984314104 8,020.00 8 2,000 SH Sole 33 2,000
YAHOO INC COM STK COMMON
USD0.001 STOCK 984332106 14,034,468.50 14,034 596,450 SH Sole 28, 41, 58 596,450
YELP INC COMMON
USD0.000001 STOCK 985817105 159,971.37 160 6,747 SH Sole 28 6,747
YORK WATER CO COM COMMON
STOCK 987184108 194,523.60 195 10,347 SH Sole 28 10,347
YUM BRANDS INC COMMON
COM STK NPV STOCK 988498101 17,599,041.90 17,599 244,635 SH Sole 28, 50 244,635
ZALE CORP COM STK COMMON
USD0.01 STOCK 988858106 54,709.53 55 13,921 SH Sole 33 13,921
ZEBRA
TECHNOLOGIES
CLASS'A'COM STK COMMON
USD0.01 STOCK 989207105 5,229,544.80 5,230 110,960 SH Sole 11, 28 110,960
ZIONS BANCORP COM COMMON
STK NPV STOCK 989701107 2,766,642.90 2,767 110,710 SH Sole 28, 33 110,710
ZUMIEZ INC COM COMMON
STK NPV STOCK 989817101 395,689.10 396 17,279 SH Sole 28 17,279
ZYGO CORP COM STK COMMON
USD0.10 STOCK 989855101 220,817.10 221 14,910 SH Sole 28, 33 14,910
DUN & BRADSTREET
CORP(DELAWARE) COMMON
COM STK USD0.01 STOCK 26483E100 6,001,469.25 6,001 71,745 SH Sole 28, 35 71,745
AEGERION
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 00767E102 885,987.42 886 21,963 SH Sole 28 21,963
KCAP FINANCIAL COMMON
INC USD0.01 STOCK 48668E101 761,492.85 761 70,705 SH Sole 8, 28 70,705
UNIVERSAL
AMERICAN CORP COMMON
COM STK NPV STOCK 91338E101 325,311.49 325 39,053 SH Sole 28, 33 39,053
VITAMIN SHOPPE COMMON
INC(DEL) USD0.01 STOCK 92849E101 2,700,476.85 2,700 55,281 SH Sole 28, 47 55,281
COVANTA HOLDING COMMON
CORP STOCK 22282E102 147,296.50 147 7,310 SH Sole 33 7,310
LENDER PROCESSING
SERVICES INC COMMON
USD0.01 STOCK 52602E102 3,706,721.40 3,707 145,590 SH Sole 28 145,590
LUMINEX CORP(DEL) COMMON
COM STK USD0.001 STOCK 55027E102 542,632.44 543 32,847 SH Sole 28 32,847
PREMIER
EXHIBITIONS COM COMMON
NPV STOCK 74051E102 55,359.92 55 20,812 SH Sole 28 20,812
QUANTA SERVICES COMMON
INC USD0.00001 STOCK 74762E102 8,697,122.64 8,697 304,308 SH Sole 28, 38 304,308
VERISIGN COM STK COMMON
USD0.001 STOCK 92343E102 2,811,741.60 2,812 59,470 SH Sole 28 59,470
CNO FINANCIAL
GROUP INC COM COMMON
STK USD0.01 STOCK 12621E103 5,654,788.60 5,655 493,868 SH Sole 8, 28, 33 493,868
DYAX CORP COM STK COMMON
USD0.01 STOCK 26746E103 339,770.44 340 77,929 SH Sole 28 77,929
EXPRESS INC COMMON
USD0.01 STOCK 30219E103 4,541,995.25 4,542 255,025 SH Sole 25, 28, 30 255,025
HOMEOWNERS CHOICE COMMON
INC NPV STOCK 43741E103 225,194.00 225 8,264 SH Sole 28, 33 8,264
US SILICA HLDGS COMMON
INC USD0.01 STOCK 90346E103 947,892.42 948 40,199 SH Sole 8, 28 40,199
UNILIFE CORP COMMON
USD0.01 STOCK 90478E103 148,311.94 148 68,033 SH Sole 28 68,033
AMERISOURCEBERGEN COMMON
CORP COM STK NPV STOCK 03073E105 13,651,228.50 13,651 265,330 SH Sole 23, 28, 35, 58 265,330
NEWS CORP
CLASS'A'NON VTG COMMON
COM STKUSD0.01 STOCK 65248E104 51,012,592.96 51,013 1,671,448 SH Sole 28, 50, 51 1,671,448
SALLY BEAUTY
HOLDINGS INC COMMON
COM STK USD0.01 STOCK 79546E104 1,880,320.00 1,880 64,000 SH Sole 11 64,000
AMERICAN EAGLE
OUTFITTER COM COMMON
STK USD0.01 STOCK 02553E106 7,880,273.50 7,880 421,405 SH Sole 28, 51 421,405
IKANOS
COMUNICATIONS COMMON
COM STK USD0.001 STOCK 45173E105 8,400.00 8 4,200 SH Sole 33 4,200
PERFORMANT
FINANCIAL COMMON
USD0.0001 STOCK 71377E105 1,604,762.68 1,605 130,681 SH Sole 8, 28, 30 130,681
ARQULE INC COM COMMON
STK USD0.01 STOCK 04269E107 122,978.38 123 47,482 SH Sole 28 47,482
JAKKS PACIFIC INC COMMON
COM STK USD0.001 STOCK 47012E106 189,889.98 190 18,102 SH Sole 28, 33 18,102
TARGET CORP COM COMMON 11, 23, 28,
STK USD0.0833 STOCK 87612E106 43,312,011.30 43,312 632,754 SH Sole 39, 41 632,754
AMERESCO INC COMMON
USD0.0001 STOCK 02361E108 118,385.20 118 15,998 SH Sole 28 15,998
HOME BANCORP INC COMMON
USD0.01 STOCK 43689E107 116,777.75 117 6,275 SH Sole 28, 33 6,275
RENASANT
CORPORATION COM COMMON
STK STOCK 75970E107 1,014,127.32 1,014 45,314 SH Sole 8, 28, 33 45,314
EDWARDS
LIFESCIENCES
CORP COM STK COMMON
USD1 STOCK 28176E108 3,653,655.20 3,654 44,470 SH Sole 28 44,470
ARGAN INC COM STK COMMON
USD0.15 STOCK 04010E109 120,800.82 121 8,102 SH Sole 28, 33 8,102
NCR CORP COM STK COMMON
USD0.01 STOCK 62886E108 11,826,188.92 11,826 429,107 SH Sole 28, 43 429,107
NAVISTAR
INTERNATIONAL
CORP COM STK COMMON
USD0.10 STOCK 63934E108 736,341.00 736 21,300 SH Sole 30 21,300
USEC INC COM STK COMMON
USD0.10 STOCK 90333E108 4,376.06 4 11,824 SH Sole 33 11,824
DR PEPPER SNAPPLE
GROUP INC COMMON
USD0.01 STOCK 26138E109 17,330,184.00 17,330 369,120 SH Sole 23, 28, 35 369,120
EXACTECH INC COM COMMON
STK USD0.01 STOCK 30064E109 179,796.10 180 8,690 SH Sole 28, 33 8,690
FORTINET INC COMMON
USD0.001 STOCK 34959E109 3,476,366.08 3,476 146,806 SH Sole 38 146,806
INCONTACT INC COM COMMON
STK NPV STOCK 45336E109 236,907.56 237 29,284 SH Sole 28 29,284
TRAVELERS COS COMMON
INC/THE STOCK 89417E109 22,123,953.34 22,124 262,786 SH Sole 23, 28, 41, 58 262,786
API TECHNOLOGIES COMMON
CORP COM NEW STOCK 00187E203 62,126.48 62 25,051 SH Sole 28 25,051
NEWS CORP
CLASS'B'VTG COM COMMON
STK USD0.01 STOCK 65248E203 3,609,409.16 3,609 117,341 SH Sole 41 117,341
INTEGRATED
ELECTRICAL
SERVICES COM COMMON
STK USD0.01 STOCK 45811E301 7,656.00 8 1,200 SH Sole 33 1,200
OCZ TECHNOLOGY COMMON
GROUP INC COM STOCK 67086E303 97,635.60 98 54,242 SH Sole 28 54,242
ACCO BRANDS CORP COMMON
COM STK USD0.01 STOCK 00081T108 1,990,726.84 1,991 298,013 SH Sole 28, 30, 33 298,013
ADT CORP USD0.01 COMMON
STOCK 00101J106 7,736,435.20 7,736 158,080 SH Sole 23, 28 158,080
AFC ENTERPRISES COMMON
INC USD0.01 STOCK 00104Q107 699,243.51 699 19,247 SH Sole 28 19,247
AES CORP COM STK COMMON
USD0.01 STOCK 00130H105 10,314,514.62 10,315 820,566 SH Sole 28, 58 820,566
AMAG
PHARMACEUTICALS
INC COM STK COMMON
USD0.01 STOCK 00163U106 405,068.40 405 16,984 SH Sole 28 16,984
AMC NETWORKS INC COMMON
USD0.01 STOCK 00164V103 16,789,832.28 16,790 265,746 SH Sole 11, 28, 38 265,746
AOL INC USD0.01 COMMON
STOCK 00184X105 10,040,501.40 10,041 260,860 SH Sole 28, 33, 58 260,860
ARC DOCUMENT
SOLUTIONS INC COMMON
COM USD0.001 STOCK 00191G103 89,724.82 90 30,109 SH Sole 28, 33 30,109
AT^T INC COM STK COMMON
USD1 STOCK 00206R102 96,014,097.69 96,014 2,616,901 SH Sole 23, 28, 41, 58 2,616,901
ATMI INC COM STK COMMON
USD0.01 STOCK 00207R101 638,896.12 639 28,484 SH Sole 28, 33 28,484
AV HOMES INC USD1 COMMON
STOCK 00234P102 133,233.35 133 9,995 SH Sole 28, 33 9,995
AXT INC USD0.001 COMMON
STOCK 00246W103 90,554.94 91 30,801 SH Sole 28, 33 30,801
ABBVIE INC USD0.01 COMMON
STOCK 00287Y109 33,364,646.36 33,365 818,162 SH Sole 23, 28, 54, 58 818,162
ACADIA HEALTHCARE COMMON
CO INC USD0.01 STOCK 00404A109 1,822,268.17 1,822 62,003 SH Sole 28, 47 62,003
ACCELRYS INC COM COMMON
STOCK 00430U103 611,210.24 611 62,624 SH Sole 28, 33, 56 62,624
ACCRETIVE HEALTH COMMON
INC USD0.01 STOCK 00438V103 451,418.96 451 44,431 SH Sole 28 44,431
ACCURIDE CORP COMMON
USD0.01 STOCK 00439T206 224,994.77 225 41,743 SH Sole 28, 33 41,743
ACHILLION
PHARMACEUTICALS COMMON
INC NPV STOCK 00448Q201 2,651,497.50 2,651 303,375 SH Sole 8, 28, 38 303,375
ACORDA
THERAPEUTICS
INC COM STK COMMON
USD0.001 STOCK 00484M106 1,636,028.34 1,636 51,078 SH Sole 28, 37 51,078
ACTIVE NETWORK COMMON
INC USD0.001 STOCK 00506D100 128,825.74 129 30,746 SH Sole 28 30,746
ACTAVIS INC COMMON
USD0.0033 STOCK 00507K103 11,683,785.06 11,684 126,846 SH Sole 28, 43 126,846
ACTIVISION
BLIZZARD INC
COM STK COMMON
USD0.000001 STOCK 00507V109 25,616,536.90 25,617 1,758,170 SH Sole 11, 35, 37, 58 1,758,170
ACTUATE CORP COM COMMON
STK USD0.001 STOCK 00508B102 3,253,680.00 3,254 542,280 SH Sole 25, 28, 30 542,280
ACTUANT CORP
CLS'A' COM STK COMMON
USD0.20 STOCK 00508X203 1,813,622.60 1,814 59,230 SH Sole 28, 33 59,230
ACUITY BRANDS INC COMMON
COM STK USD0.01 STOCK 00508Y102 8,148,000.85 8,148 117,491 SH Sole 28, 37 117,491
ACURA
PHARMACEUTICALS
INC COM STK COMMON
USD0.01 STOCK 00509L703 20,490.60 20 9,620 SH Sole 28 9,620
ADOBE SYSTEMS INC
COM STK COMMON
USD0.0001 STOCK 00724F101 13,838,137.95 13,838 318,045 SH Sole 28, 59 318,045
ADTRAN INC COM COMMON
STK USD0.01 STOCK 00738A106 3,077,013.15 3,077 156,591 SH Sole 28 156,591
ADVANCE AUTO
PARTS INC COM COMMON
STK USD0.0001 STOCK 00751Y106 10,430,925.90 10,431 126,206 SH Sole 28 126,206
ADVISORY BOARD CO COMMON
COM STK USD0.01 STOCK 00762W107 13,782,035.80 13,782 262,415 SH Sole 11, 28, 38, 47 262,415
AECOM TECHNOLOGY
CORP COM STK COMMON
USD0.01 STOCK 00766T100 6,028,115.20 6,028 183,784 SH Sole 28, 33 183,784
AEGION CORP COMMON
USD0.01 STOCK 00770F104 857,753.80 858 37,052 SH Sole 28, 33 37,052
AETNA INC NEW COM COMMON 23, 28, 37,
STK USD0.001 STOCK 00817Y108 37,205,238.24 37,205 727,802 SH Sole 39, 58 727,802
AFFYMAX INC COM COMMON
STK USD0.001 STOCK 00826A109 40,136.25 40 28,875 SH Sole 28 28,875
AFFYMETRIX INC COMMON
COM STK USD0.01 STOCK 00826T108 353,877.28 354 74,974 SH Sole 28, 33 74,974
AGILENT
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 00846U101 20,158,568.73 20,159 480,309 SH Sole 23, 28, 37, 43 480,309
AGENUS INC USD0.01 COMMON
STOCK 00847G705 74,699.67 75 19,203 SH Sole 28 19,203
AGILYSYS INC COMMON
STOCK 00847J105 155,511.30 156 15,645 SH Sole 28, 33 15,645
AIR TRANSPORT
SERVICES GROUP
INC COM STK COMMON
USD0.01 STOCK 00922R105 286,637.78 287 49,166 SH Sole 28, 33 49,166
AKAMAI
TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 00971T101 2,448,420.20 2,448 69,380 SH Sole 28 69,380
ALERE INC COMMON
STOCK 01449J105 1,244,944.92 1,245 48,764 SH Sole 25, 33 48,764
ALLEGHENY
TECHNOLOGIES
INC COM STK COMMON
USD0.10 STOCK 01741R102 1,324,431.57 1,324 41,767 SH Sole 28 41,767
ALLEGIANT TRAVEL COMMON
COM STK USD0.001 STOCK 01748X102 1,048,491.80 1,048 11,810 SH Sole 28 11,810
ALLSCRIPTS
HEALTHCARE
SOLUTIONS INC COMMON
COM STK STOCK 01988P108 4,011,958.26 4,012 295,214 SH Sole 28 295,214
ALNYLAM
PHARMACEUTICALS
INC COM STK COMMON
USD0.01 STOCK 02043Q107 1,058,608.43 1,059 43,439 SH Sole 28 43,439
ALPHA NATURAL
RESOURCES COM COMMON
STK USD0.01 STOCK 02076X102 3,298,260.77 3,298 401,737 SH Sole 28, 33 401,737
ALPHATEC HLDGS COMMON
INC USD0.0001 STOCK 02081G102 101,450.91 101 48,081 SH Sole 28, 33 48,081
ALTRA HOLDINGS
INC COM STK COMMON
USD0.001 STOCK 02208R106 1,616,677.46 1,617 59,393 SH Sole 8, 28, 33, 37 59,393
ALTRIA GROUP INC COMMON
COM STK USD0.333 STOCK 02209S103 26,928,436.09 26,928 783,031 SH Sole 28 783,031
AMBIENT CORP
USD0.001 (POST COMMON
REV-SPLIT) STOCK 02318N201 5,897.15 6 2,407 SH Sole 28 2,407
AMCOL
INTERNATIONAL
CORP COM STK COMMON
USD0.01 STOCK 02341W103 602,864.11 603 19,969 SH Sole 28 19,969
AMERICAN CAPITAL
LTD COM STK COMMON
USD0.01 STOCK 02503Y103 3,039,700.65 3,040 208,270 SH Sole 8, 30, 33 208,270
AMERICAN PUBLIC
EDUCATION INC COMMON
COM STK USD0.01 STOCK 02913V103 495,961.35 496 14,215 SH Sole 28 14,215
AMERICAN RAILCAR
INDUSTRIES COM COMMON
STK USD0.01 STOCK 02916P103 513,906.30 514 10,995 SH Sole 28, 33 10,995
AMERICA'S CAR
MART INC COM COMMON
STK USD0.01 STOCK 03062T105 377,612.46 378 8,079 SH Sole 28, 33 8,079
AMERISTAR CASINOS
INC COM STK COMMON
USD0.01 STOCK 03070Q101 682,766.90 683 26,030 SH Sole 28 26,030
AMERISAFE INC COM COMMON
STK USD0.01 STOCK 03071H100 2,640,515.38 2,641 74,297 SH Sole 8, 28, 33, 37 74,297
AMERISERV
FINANCIAL INC COMMON
COM STK USD2.50 STOCK 03074A102 5,634.00 6 1,800 SH Sole 33 1,800
AMERIPRISE
FINANCIAL INC COMMON
COM STK USD0.01 STOCK 03076C106 20,400,239.85 20,400 276,989 SH Sole 28, 37, 51 276,989
AMERIS BANCORP COMMON
COM STK USD1 STOCK 03076K108 300,689.90 301 20,954 SH Sole 28, 33 20,954
AMICUS
THERAPEUTICS COMMON
COM STK NPV STOCK 03152W109 77,192.67 77 24,351 SH Sole 28 24,351
AMPIO
PHARMACEUTICALS COMMON
INC USD0.01 STOCK 03209T109 93,899.79 94 20,547 SH Sole 28 20,547
AMSURG CORP COM COMMON
STK NPV STOCK 03232P405 1,647,989.96 1,648 48,989 SH Sole 11, 28, 33 48,989
AMYRIS INC COMMON
USD0.0001 STOCK 03236M101 74,690.00 75 24,250 SH Sole 28 24,250
ANGIODYNAMICA INC COMMON
COM STK USD0.01 STOCK 03475V101 258,180.84 258 22,588 SH Sole 28, 33 22,588
ANNIES INC COMMON
USD0.001 STOCK 03600T104 5,923,068.86 5,923 154,811 SH Sole 23, 28, 38, 47 154,811
ANSYS INC COM STK COMMON
USD0.01 STOCK 03662Q105 19,604,633.28 19,605 240,784 SH Sole 11, 28, 56 240,784
APOLLO INVESTMENT
CORP COM STK COMMON
USD0.001 STOCK 03761U106 5,205,111.56 5,205 622,621 SH Sole 8, 28 622,621
APPLIED
INDUSTRIAL
TECHNOLOGIES COMMON 8, 11, 28, 33,
INC COM STK NPV STOCK 03820C105 5,298,570.00 5,299 117,746 SH Sole 37 117,746
APPLIED
MICROCIRCUITS
CORP COM STK COMMON
USD0.01 STOCK 03822W406 417,493.72 417 56,266 SH Sole 28, 33 56,266
APPROACH
RESOURCES INC COMMON
COM STK USD0.01 STOCK 03834A103 1,348,824.88 1,349 54,808 SH Sole 28, 33, 47 54,808
AQUA AMERICA INC COMMON
COM USD0.50 STOCK 03836W103 7,562,420.40 7,562 240,535 SH Sole 28 240,535
ARBITRON INC COM COMMON
STK USD0.50 STOCK 03875Q108 977,989.42 978 20,866 SH Sole 28 20,866
ARIAD
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 04033A100 2,529,705.60 2,530 139,840 SH Sole 8, 11, 47 139,840
ARMSTRONG WORLD
INDUSTRIES INC COMMON
COM STK USD0.01 STOCK 04247X102 1,358,127.00 1,358 24,300 SH Sole 25 24,300
ARRIS GROUP INC COMMON
COM STK USD0.01 STOCK 04269Q100 3,199,011.38 3,199 186,314 SH Sole 8, 28, 33 186,314
ARRAY BIOPHARMA COMMON
INC USD0.001 STOCK 04269X105 449,747.04 450 91,412 SH Sole 28 91,412
ARTIO GLOBAL
INVESTORS INC COMMON
USD0.01 STOCK 04315B107 66,868.48 67 24,584 SH Sole 28 24,584
ARTISAN PARTNERS
ASSET MGMT INC COMMON
USD0.01 A STOCK 04316A108 1,154,701.50 1,155 29,270 SH Sole 8, 47 29,270
ASCENA RETAIL
GROUP INC COMMON
USD0.05 STOCK 04351G101 4,759,930.00 4,760 256,600 SH Sole 28, 37 256,600
ASIAINFO LINKAGE
INC COM STK COMMON
USD0.01 STOCK 04518A104 58,163.00 58 4,900 SH Sole 33 4,900
ASSET ACCEPTANCE
CAPITAL CORP COMMON
COM STK USD0.01 STOCK 04543P100 99,684.60 100 14,790 SH Sole 28, 33 14,790
ASSISTED LIVING
CONCEPTS INC COMMON
CLASS'A'COM STK STOCK 04544X300 1,741,124.04 1,741 146,436 SH Sole 28, 33, 60 146,436
ASSURANT INC COM COMMON
STK USD0.01 STOCK 04621X108 1,917,696.06 1,918 42,606 SH Sole 28, 33 42,606
ASTEX
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 04624B103 380,041.06 380 85,211 SH Sole 28, 33 85,211
ASTRO MED INC COM COMMON
STK USD0.05 STOCK 04638F108 7,328.70 7 765 SH Sole 33 765
ATHENAHEALTH INC COMMON
ORD USD0.01 STOCK 04685W103 9,023,555.52 9,024 92,988 SH Sole 11, 28, 38 92,988
ATLANTIC POWER COMMON
CORP NPV STOCK 04878Q863 457,740.64 458 92,848 SH Sole 28 92,848
ATLANTICUS HLDGS COMMON
CORP NPV STOCK 04914Y102 7,321.65 7 1,995 SH Sole 33 1,995
ATRICURE INC COM COMMON
STK USD0.001 STOCK 04963C209 103,530.24 104 13,072 SH Sole 28 13,072
AUDIENCE INC COMMON
USD0.001 STOCK 05070J102 289,292.50 289 18,970 SH Sole 8, 28 18,970
AURICO GOLD INC COMMON
NPV STOCK 05155C105 104,564.96 105 16,624 SH Sole 33 16,624
AUTONATION INC COMMON
COM STK USD0.01 STOCK 05329W102 662,812.50 663 15,150 SH Sole 28 15,150
AUXILIUM
PHARMACEUTICALS
INC COM STK COMMON
USD0.01 STOCK 05334D107 3,541,760.64 3,542 204,963 SH Sole 28, 38 204,963
AVANIR
PHARMACEUTICALS
COM STK NPV COMMON
CLASS 'A' STOCK 05348P401 297,509.20 298 108,580 SH Sole 28 108,580
AVIAT NETWORKS
INC INC COM STK COMMON
USD0.01 STOCK 05366Y102 345,411.52 345 102,496 SH Sole 8, 28, 33 102,496
AVID TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 05367P100 312,452.91 312 49,833 SH Sole 8, 28, 33 49,833
AVISTA CORP COM COMMON
STK NPV STOCK 05379B107 2,226,250.00 2,226 81,250 SH Sole 28, 30 81,250
AWARE INC
MASSACHUSETTS COMMON
COM STK USD0.01 STOCK 05453N100 52,217.14 52 11,278 SH Sole 28, 33 11,278
AXIALL CORP COMMON
USD0.01 STOCK 05463D100 6,038,098.08 6,038 97,138 SH Sole 8, 28, 33 97,138
B & G FOODS HLDGS
COM CLASS 'A' COMMON
USD0.01 STOCK 05508R106 1,284,391.25 1,284 42,125 SH Sole 28, 33 42,125
BBX CAPITAL CORP COMMON
USD0.01 A STOCK 05540P100 14,668.50 15 1,778 SH Sole 33 1,778
BGC PARTNERS INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 05541T101 721,851.52 722 173,522 SH Sole 8, 28 173,522
BOFI HLDG INC COM COMMON
STK USD0.01 STOCK 05566U108 2,409,270.24 2,409 67,148 SH Sole 8, 28, 30, 33 67,148
BSB BANCORP INC COMMON
MD USD0.01 STOCK 05573H108 88,356.38 88 6,398 SH Sole 28 6,398
BALLY
TECHNOLOGIES
INC COM STK COMMON
USD0.1 STOCK 05874B107 4,933,304.22 4,933 94,926 SH Sole 11, 28 94,926
BANCFIRST CORP COMMON
COM STK USD1 STOCK 05945F103 442,103.40 442 10,602 SH Sole 8, 28, 33 10,602
BANCORP INC DEL COMMON
NEW COM STK NPV STOCK 05969A105 2,266,801.80 2,267 163,668 SH Sole 28, 30, 33 163,668
BANKFINANCIAL COMMON
CORP COM USD0.01 STOCK 06643P104 317,589.13 318 39,257 SH Sole 8, 28, 33 39,257
BANKRATE INC DEL COMMON
USD0.01 STOCK 06647F102 436,657.74 437 36,571 SH Sole 28 36,571
BANKUNITED INC COMMON
USD0.01 STOCK 06652K103 2,682,157.80 2,682 104,690 SH Sole 25 104,690
BANNER CORP COMMON
USD0.01 STOCK 06652V208 975,239.37 975 30,639 SH Sole 8, 28, 33 30,639
BILL BARRETT CORP COMMON
COM NPV STOCK 06846N104 2,575,060.26 2,575 127,038 SH Sole 28, 33 127,038
BASIC ENERGY
SERVICES INC COMMON
COM STK USD0.01 STOCK 06985P100 491,819.26 492 35,978 SH Sole 28, 33 35,978
BEAZER HOMES USA COMMON
INC USD0.01 STOCK 07556Q881 376,611.84 377 23,776 SH Sole 28, 33 23,776
BENCHMARK
ELECTRONICS INC COMMON
COM STK USD0.10 STOCK 08160H101 1,558,387.62 1,558 86,481 SH Sole 8, 28, 33 86,481
BENEFICIAL MUTUAL
BANCORP IN COM COMMON
STK USD0.01 STOCK 08173R104 330,156.20 330 32,054 SH Sole 28, 33 32,054
BERRY PLASTICS
GROUP INC COMMON
USD0.01 STOCK 08579W103 440,416.95 440 23,119 SH Sole 28 23,119
BG MEDICINE INC COMMON
USD0.001 STOCK 08861T107 18,438.18 18 9,913 SH Sole 28 9,913
BIG 5 SPORTING
GOODS CORP COM COMMON
STK USD0.01 STOCK 08915P101 232,885.59 233 14,919 SH Sole 28, 33 14,919
BIGLARI HLDGS INC COMMON
USD0.5 STOCK 08986R101 423,943.84 424 1,136 SH Sole 28, 33 1,136
BIO-REFERENCE
LABORATORIES COMMON
INC USD0.01 STOCK 09057G602 2,509,642.02 2,510 96,599 SH Sole 25, 28 96,599
BIOCRYST
PHARMACEUTICALS
INC COM STK COMMON
USD0.01 STOCK 09058V103 47,282.27 47 39,733 SH Sole 28 39,733
BIODELIVERY
SCIENCES
INTERNATIONAL COMMON
COM STK STOCK 09060J106 87,269.09 87 20,729 SH Sole 28 20,729
BIOMARIN
PHARMACEUTICAL COMMON
COM STK USD0.001 STOCK 09061G101 8,651,151.52 8,651 138,952 SH Sole 11, 38 138,952
BIOGEN IDEC INC
COM STK COMMON 11, 28, 50,
USD0.0005 STOCK 09062X103 54,497,267.91 54,497 282,501 SH Sole 51, 53, 58 282,501
BIOTIME INC COM COMMON
STK NPV STOCK 09066L105 96,340.40 96 25,220 SH Sole 28 25,220
BIOSCRIP INC COM COMMON
STK USD0.0001 STOCK 09069N108 575,915.52 576 45,312 SH Sole 28, 33 45,312
BJS RESTAURANTS COMMON
INC COM STOCK 09180C106 642,803.20 643 19,315 SH Sole 28 19,315
BLACK DIAMOND INC COMMON
USD1 STOCK 09202G101 152,410.30 152 16,730 SH Sole 28 16,730
BLACKBAUD INC COM COMMON
STK USD0.001 STOCK 09227Q100 1,677,798.75 1,678 56,625 SH Sole 11, 28, 56 56,625
BLACKROCK INC
CLASS'A'COM STK COMMON
NPV STOCK 09247X101 27,160,949.92 27,161 105,734 SH Sole 11, 28, 37, 50 105,734
BLUE NILE INC COM COMMON
STK USD0.001 STOCK 09578R103 337,885.60 338 9,808 SH Sole 28 9,808
BLUELINX HLDGS COMMON
INC COM USD0.01 STOCK 09624H109 72,979.95 73 25,607 SH Sole 28 25,607
BLYTH INC USD0.02 COMMON
STOCK 09643P207 159,052.32 159 9,162 SH Sole 28, 33 9,162
BODY CENTRAL CORP COMMON
USD0.001 STOCK 09689U102 120,667.80 121 12,837 SH Sole 28 12,837
BOINGO WIRELESS COMMON
INC USD0.0001 STOCK 09739C102 69,667.92 70 12,621 SH Sole 28 12,621
BOISE CASCADE CO COMMON
DEL USD0.01 STOCK 09739D100 955,682.52 956 28,158 SH Sole 8, 28, 47 28,158
BOISE INC COM STK COMMON
USD0.0001 STOCK 09746Y105 1,454,377.72 1,454 167,942 SH Sole 8, 28, 33 167,942
BONTON STORES COM COMMON
STK USD0.01 STOCK 09776J101 132,717.00 133 10,209 SH Sole 28 10,209
BRAVO BRIO
RESTAURANT COMMON
GROUP INC NPV STOCK 10567B109 246,298.97 246 15,559 SH Sole 28 15,559
BRIDGEPOINT
EDUCATION INC COMMON
USD0.01 STOCK 10807M105 140,713.65 141 13,755 SH Sole 28 13,755
BRIGHTCOVE INC COMMON
USD0.001 STOCK 10921T101 30,342.06 30 4,886 SH Sole 28 4,886
BROADSOFT INC COMMON
USD0.01 STOCK 11133B409 5,138,779.92 5,139 194,136 SH Sole 28, 37, 38 194,136
BROADRIDGE
FINANCIAL SOL COMMON
COM STK NPV STOCK 11133T103 5,187,486.24 5,187 208,836 SH Sole 28 208,836
BROOKLINE BANCORP COMMON 11, 25, 28,
STOCK 11373M107 4,252,531.24 4,253 465,266 SH Sole 30, 33 465,266
BSQUARE CORP NEW COMMON
COM STK NPV STOCK 11776U300 2,142.00 2 700 SH Sole 33 700
BUILDERS
FIRSTSOURCE INC COMMON
USD0.01 STOCK 12008R107 226,172.56 226 38,596 SH Sole 28, 33 38,596
C & F FINANCIAL
CORP COM STK COMMON
USD1 STOCK 12466Q104 109,213.65 109 2,667 SH Sole 28, 33 2,667
C^J ENERGY
SERVICES INC COMMON
USD0.01 STOCK 12467B304 3,822,490.90 3,822 166,921 SH Sole 8, 28, 43 166,921
CAI INTL INC COM COMMON
STK USD0.0001 STOCK 12477X106 389,502.30 390 13,515 SH Sole 28, 33 13,515
CBOE HLDGS INC COMMON
USD0.01 STOCK 12503M108 7,507,463.96 7,507 203,234 SH Sole 25, 28 203,234
CBRE GROUP INC COMMON
USD0.01 STOCK 12504L109 10,990,592.75 10,991 435,271 SH Sole 23, 28, 38 435,271
CH ENERGY GROUP
INC COM STK COMMON
USD0.10 STOCK 12541M102 774,413.77 774 11,843 SH Sole 28 11,843
CH ROBINSON
WORLDWIDE INC COMMON
COM STK USD0.10 STOCK 12541W209 3,728,142.00 3,728 62,700 SH Sole 28 62,700
CIFC CORP USD0.001 COMMON
STOCK 12547R105 42,763.08 43 5,196 SH Sole 28 5,196
CLECO CORP COM COMMON
STK USD2 STOCK 12561W105 10,108,251.96 10,108 214,932 SH Sole 8, 25, 28 214,932
CME GROUP INC COM
STK USD0.01 COMMON
CLASS'A' STOCK 12572Q105 12,353,264.14 12,353 201,226 SH Sole 11, 28, 59 201,226
CRA INTERNATIONAL COMMON
INC COM STOCK 12618T105 221,977.51 222 9,923 SH Sole 28, 33 9,923
CTC MEDIA INC COM COMMON
NPV STOCK 12642X106 88,613.64 89 7,516 SH Sole 33 7,516
CVR ENERGY INC COMMON
COM STK USD0.01 STOCK 12662P108 3,226,146.76 3,226 62,498 SH Sole 8, 28, 37 62,498
CA INC COM STK COMMON
USD0.10 STOCK 12673P105 8,340,431.88 8,340 331,364 SH Sole 28, 35 331,364
CABLEVISION
SYSTEMS CORP NY
GROUP COM STK COMMON
USD0.01 STOCK 12686C109 6,539,988.40 6,540 437,165 SH Sole 28, 35 437,165
CABOT
MICROELECTRONICS
CORP COM STK COMMON
USD0.001 STOCK 12709P103 681,308.50 681 19,606 SH Sole 28, 33 19,606
CADENCE
PHARMACEUTICALS
INC COM STK COMMON
USD0.0001 STOCK 12738T100 692,849.85 693 103,565 SH Sole 28, 37 103,565
CAFEPRESS INC COMMON
USD0.0001 STOCK 12769A103 22,417.30 22 3,730 SH Sole 28 3,730
CAL DIVE INTL INC
DEL COM STK COMMON
USD0.01 STOCK 12802T101 161,015.40 161 89,453 SH Sole 28, 33 89,453
CALAMOS ASSET
MANAGEMENT INC COMMON
COM STK USD0.01 STOCK 12811R104 189,426.38 189 16,094 SH Sole 28, 33 16,094
CALIX NETWORKS COMMON
INC USD0.01 STOCK 13100M509 303,122.95 303 37,193 SH Sole 28, 33 37,193
CALLIDUS SOFTWARE COMMON
INC COM USD0.001 STOCK 13123E500 129,207.61 129 28,273 SH Sole 28 28,273
CALLON PETROLEUM
CO COM STK COMMON
USD0.01 STOCK 13123X102 138,047.00 138 37,310 SH Sole 28, 33 37,310
CAMBIUM LEARNING
GROUP INC COM COMMON
USD0.001 STOCK 13201A107 309.00 0 300 SH Sole 33 300
CAMECO CORP COM COMMON
NPV STOCK 13321L108 544,165.86 544 26,187 SH Sole 43 26,187
CAMERON
INTERNATIONAL
CORP COM STK COMMON 11, 23, 28,
USD0.01 STOCK 13342B105 28,161,444.80 28,161 431,924 SH Sole 51, 58, 59 431,924
CANADIAN PACIFIC COMMON
RAILWAYS COM NPV STOCK 13645T100 4,240,275.00 4,240 32,500 SH Sole 11 32,500
CAPITAL ONE
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 14040H105 23,291,766.40 23,292 423,872 SH Sole 28, 51, 59 423,872
CAPITALSOURCE INC COMMON
COM STK USD0.01 STOCK 14055X102 194,449.06 194 20,213 SH Sole 33 20,213
CAPITOL FEDERAL
FINANCIAL INC COMMON
USD0.01 STOCK 14057J101 3,623,281.23 3,623 300,189 SH Sole 23, 25, 33 300,189
CAPSTONE TURBINE
CORP COM STK COMMON
USD0.001 STOCK 14067D102 214,839.90 215 238,711 SH Sole 28 238,711
CARDINAL
FINANCIAL CORP COMMON
USD1 STOCK 14149F109 1,268,236.80 1,268 69,760 SH Sole 8, 28, 33 69,760
CARDINAL HEALTH COMMON
INC COM STK NPV STOCK 14149Y108 11,008,157.04 11,008 264,492 SH Sole 11, 28, 41 264,492
CARDIONET INC COMMON
USD0.001 STOCK 14159L103 3,669.30 4 1,510 SH Sole 33 1,510
CARDTRONICS INC
COM STK COMMON
USD0.0001 STOCK 14161H108 954,482.14 954 34,759 SH Sole 28 34,759
CAREFUSION CORP COMMON
USD0.01 STOCK 14170T101 16,164,015.39 16,164 461,961 SH Sole 23, 28 461,961
CARROLS
RESTAURANT
GROUP INC COM COMMON
STK USD0.01 STOCK 14574X104 76,049.07 76 14,653 SH Sole 28, 33 14,653
CASH AMERICA
INTERNATIONAL COMMON
COM STK USD0.10 STOCK 14754D100 1,931,578.11 1,932 36,813 SH Sole 8, 28, 33 36,813
CASS INFORMATION
SYSTEMS COM STK COMMON
USD0.5 STOCK 14808P109 1,007,488.60 1,007 23,965 SH Sole 28, 37 23,965
CAVIUM INC COMMON
USD0.001 STOCK 14964U108 10,480,912.17 10,481 270,057 SH Sole 11, 28, 47, 53 270,057
CELLDEX
THERAPEUTICS COMMON
INC USD0.001 STOCK 15117B103 1,031,662.20 1,032 89,090 SH Sole 8, 28, 33 89,090
CEMPRA INC COMMON
USD0.001 STOCK 15130J109 23,098.50 23 3,422 SH Sole 28 3,422
CENTENE CORP(DEL) COMMON
COM STK USD0.001 STOCK 15135B101 3,382,800.48 3,383 76,812 SH Sole 28, 30 76,812
CENOVUS ENERGY COMMON
INC NPV STOCK 15135U109 7,592,550.00 7,593 245,000 SH Sole 11 245,000
CENTERPOINT
ENERGY INC COM COMMON
STK NPV STOCK 15189T107 8,457,664.36 8,458 352,991 SH Sole 28, 35 352,991
CENTERSTATE BANKS
INC COM STK COMMON
USD0.01 STOCK 15201P109 215,709.78 216 25,141 SH Sole 28, 33 25,141
CEPHEID COM STK COMMON
NPV STOCK 15670R107 9,716,473.47 9,716 253,231 SH Sole 11, 28, 38, 47 253,231
CENVEO INC COM COMMON
USD0.01 STOCK 15670S105 656,689.55 657 305,437 SH Sole 8, 28 305,437
CHART INDUSTRIES COMMON 11, 28, 37,
INC COM STK NPV STOCK 16115Q308 9,388,213.38 9,388 117,338 SH Sole 38, 47 117,338
CHARTER FINANCIAL
CORP WEST PT GA COMMON
COM STK USD0.01 STOCK 16122M100 69,398.54 69 5,426 SH Sole 28 5,426
CHASE CORP(MASS) COMMON
COM STK USD0.10 STOCK 16150R104 113,698.20 114 5,885 SH Sole 28, 33 5,885
CHEMED CORP CAP COMMON
USD1 STOCK 16359R103 1,212,656.76 1,213 15,162 SH Sole 28 15,162
CHEMOCENTRYX INC COMMON
USD0.001 STOCK 16383L106 60,462.50 60 4,375 SH Sole 28 4,375
CHEROKEE INC COM COMMON
STK USD0.02 STOCK 16444H102 90,817.30 91 6,629 SH Sole 28 6,629
CIBER INC COM STK COMMON
USD0.01 STOCK 17163B102 1,665,492.00 1,665 354,360 SH Sole 28, 30, 33 354,360
CINEMARK HOLDINGS
INC COM STK COMMON
USD0.001 STOCK 17243V102 5,164,276.48 5,164 175,417 SH Sole 28 175,417
CIRCOR
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 17273K109 660,875.00 661 15,550 SH Sole 28, 33 15,550
CISCO SYSTEMS INC 23, 28, 31,
COM STK USD0.001 COMMON 37, 39, 41,
STOCK 17275R102 114,334,269.93 114,334 5,467,923 SH Sole 51, 58, 59 5,467,923
CITI TRENDS INC COMMON
COM STK USD1 STOCK 17306X102 136,764.87 137 13,369 SH Sole 28, 33 13,369
CLEAR CHANNEL
OUTDOOR HLDGS
INC COM STK COMMON
USD0.01 STOCK 18451C109 4,149.46 4 554 SH Sole 33 554
CLEARWATER PAPER
CORPORATION COMMON
USD0.0001 STOCK 18538R103 1,113,339.70 1,113 21,130 SH Sole 28, 33 21,130
CLIFFS NATURAL
RESOURCES INC COMMON
COM STK USD0.125 STOCK 18683K101 3,198,014.28 3,198 168,228 SH Sole 28, 58 168,228
CLIFTON SAVINGS
BANCORP INC COM COMMON
STK USD0.01 STOCK 18712Q103 86,335.34 86 6,929 SH Sole 28 6,929
CLOUD PEAK ENERGY COMMON
INC USD0.01 STOCK 18911Q102 1,141,842.78 1,142 60,801 SH Sole 8, 28, 33 60,801
COBALT
INTERNATIONAL
ENERGY INC COMMON
USD0.01 STOCK 19075F106 13,115,820.00 13,116 465,100 SH Sole 37 465,100
COCA-COLA
ENTERPRISES INC COMMON
USD1 STOCK 19122T109 34,957,222.04 34,957 946,837 SH Sole 28, 51, 58 946,837
COGENT
COMMUNICATIONS
GROUP INC NEW COMMON
COM STK STOCK 19239V302 2,138,558.40 2,139 81,006 SH Sole 28, 30 81,006
COHEN & STEERS
INC COM STK COMMON
USD0.01 STOCK 19247A100 526,982.70 527 14,610 SH Sole 28 14,610
COINSTAR INC COM COMMON
STK USD0.001 STOCK 19259P300 1,286,525.24 1,287 22,022 SH Sole 28 22,022
COLLECTORS
UNIVERSE INC COMMON
COM STK USD0.001 STOCK 19421R200 50,069.58 50 4,254 SH Sole 28 4,254
COMCAST CORP COM COMMON 23, 28, 31,
CLS 'A' USD 0.01 STOCK 20030N101 88,695,713.00 88,696 2,111,300 SH Sole 39, 41, 53, 58 2,111,300
COMPASS MINERALS
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 20451N101 6,392,478.00 6,392 81,020 SH Sole 11, 28 81,020
COMPX
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 20563P101 13,126.12 13 1,036 SH Sole 28 1,036
COMSCORE INC COM COMMON
NPV STOCK 20564W105 467,708.94 468 27,873 SH Sole 28 27,873
COMVERSE INC COMMON
USD0.01 STOCK 20585P105 486,353.80 486 17,345 SH Sole 28 17,345
CONCHO RESOURCES
INC COM STK COMMON
USD0.001 STOCK 20605P101 6,693,441.00 6,693 68,700 SH Sole 11, 53 68,700
CONNECTONE COMMON
BANCORP INC NPV STOCK 20786U101 160,812.50 161 5,146 SH Sole 8, 28 5,146
CONOCOPHILLIPS COMMON
USD0.01 STOCK 20825C104 28,586,565.00 28,587 475,650 SH Sole 28 475,650
CONSOL ENERGY INC COMMON
COM STK USD0.01 STOCK 20854P109 7,966,974.00 7,967 236,760 SH Sole 28, 37 236,760
CONSTELLATION
BRANDS INC
CLASS'A'COM STK COMMON
USD0.01 STOCK 21036P108 9,732,042.12 9,732 204,283 SH Sole 28, 33, 38 204,283
CONTANGO OIL & COMMON
GAS COM USD0.04 STOCK 21075N204 464,322.38 464 11,582 SH Sole 28, 33 11,582
CORELOGIC INC USD1 COMMON
STOCK 21871D103 10,794,584.64 10,795 417,424 SH Sole 28, 33, 38, 58 417,424
CORNERSTONE
THERAPEUTICS
INC COM STK COMMON
USD0.001 STOCK 21924P103 48,585.04 49 6,872 SH Sole 28 6,872
CORNERSTONE
ONDEMAND INC COMMON
USD0.0001 STOCK 21925Y103 5,004,822.90 5,005 146,769 SH Sole 28, 47 146,769
CORONADO
BIOSCIENCES INC COMMON
COM USD0.001 STOCK 21976U109 139,890.24 140 14,392 SH Sole 28 14,392
CORPORATE
EXECUTIVE BOARD
CO COM STK COMMON
USD0.01 STOCK 21988R102 4,863,746.32 4,864 83,627 SH Sole 28 83,627
COSTCO WHOLESALE
CORP COM STK COMMON 23, 28, 39,
USD0.005 STOCK 22160K105 38,223,899.19 38,224 360,229 SH Sole 50, 53, 58 360,229
COSTAR GROUP INC COMMON
COM STK USD0.01 STOCK 22160N109 10,520,857.36 10,521 96,116 SH Sole 28, 38, 47 96,116
COVENANT
TRANSPORTATION
GROUP INC COMMON
CLASS'A'COM STK STOCK 22284P105 2,833.27 3 473 SH Sole 33 473
CRACKER BARREL
OLD COUNTRY COMMON
STORE INC STOCK 22410J106 3,109,895.25 3,110 38,465 SH Sole 8, 28 38,465
CRIMSON
EXPLORATION INC COMMON
COM STK USD0.001 STOCK 22662K207 63,752.26 64 22,291 SH Sole 28, 33 22,291
CROSSTEX ENERGY
INC COM STK COMMON
USD0.01 STOCK 22765Y104 703,875.96 704 36,546 SH Sole 28, 33 36,546
CYBERONICS INC COMMON
COM STK USD0.01 STOCK 23251P102 1,535,461.62 1,535 32,802 SH Sole 28, 37 32,802
CYTORI
THERAPEUTICS COMMON
INC COM STK STOCK 23283K105 119,573.89 120 47,639 SH Sole 28 47,639
DFC GLOBAL CORP COMMON
USD0.001 STOCK 23324T107 2,191,321.60 2,191 131,690 SH Sole 8, 28, 37 131,690
DR HORTON INC COM COMMON
STK USD0.01 STOCK 23331A109 2,638,494.00 2,638 108,580 SH Sole 28 108,580
DSP GROUP INC COM COMMON
STK USD0.001 STOCK 23332B106 345,767.22 346 42,846 SH Sole 8, 28, 33 42,846
DSW INC COM STK COMMON
CLASS 'A' NPV STOCK 23334L102 10,508,051.40 10,508 164,703 SH Sole 11, 37, 38 164,703
DTS INC COM COMMON
STOCK 23335C101 265,082.20 265 15,940 SH Sole 28, 56 15,940
DAVITA HEALTHCARE
PARTNERS INC COMMON
COM STK USD0.001 STOCK 23918K108 8,345,534.07 8,346 70,373 SH Sole 11, 28 70,373
DELL INC COM STK COMMON
USD0.01 STOCK 24702R101 8,152,079.06 8,152 568,882 SH Sole 28 568,882
DEMAND MEDIA INC COMMON
USD0.0001 STOCK 24802N109 206,222.48 206 23,896 SH Sole 28 23,896
DEMANDWARE INC COMMON
USD0.01 STOCK 24802Y105 294,997.95 295 11,637 SH Sole 8, 28 11,637
DENDREON CORP COM COMMON
USD0.001 STOCK 24823Q107 576,355.23 576 121,851 SH Sole 28 121,851
DENNY'S CORP COM COMMON
USD0.01 STOCK 24869P104 436,760.15 437 75,695 SH Sole 28 75,695
DESTINATION COMMON
MATERNITY CORP STOCK 25065D100 568,947.60 569 24,314 SH Sole 8, 28 24,314
DESTINATION XL COMMON
GROUP INC STOCK 25065K104 211,061.94 211 41,466 SH Sole 28, 33 41,466
DEVON ENERGY
CORP(NEW) COM COMMON
STK USD0.10 STOCK 25179M103 30,846,506.60 30,847 546,730 SH Sole 23, 28, 31 546,730
DEX ONE CORP COMMON
USD0.001 STOCK 25212W100 37,729.44 38 22,064 SH Sole 33, 48 22,064
DIAMOND HILL
INVES CLASS 'A' COMMON
COM NPV STOCK 25264R207 167,213.69 167 2,149 SH Sole 28 2,149
DIAMOND OFFSHORE
DRILLING INC COMMON
COM STK USD0.01 STOCK 25271C102 1,882,641.40 1,883 27,065 SH Sole 28 27,065
DIAMONDBACK
ENERGY INC COMMON
USD0.01 STOCK 25278X109 300,285.92 300 11,188 SH Sole 28 11,188
DIGIMARC CORP COMMON
(NEW) USD0.001 STOCK 25381B101 124,394.14 124 5,662 SH Sole 28 5,662
DIGITAL RIVER INC COMMON
COM STK USD0.01 STOCK 25388B104 799,546.30 800 56,545 SH Sole 8, 28, 33 56,545
DIGITALGLOBE INC COMMON
COM STK USD0.001 STOCK 25389M877 1,387,275.26 1,387 47,986 SH Sole 28, 33 47,986
DIGITAL COMMON
GENERATION INC STOCK 25400B108 181,210.26 181 28,182 SH Sole 28, 33 28,182
DISCOVERY
COMMUNICATIONS
INC CLS 'A' COMMON
USD0.01 STOCK 25470F104 11,498,795.90 11,499 146,035 SH Sole 11, 28 146,035
DISCOVERY
COMMUNICATIONS
INC CLS 'C' COMMON
USD0.01 STOCK 25470F302 756,456.12 756 10,878 SH Sole 23 10,878
DIRECTV USD0.01 COMMON
STOCK 25490A309 12,638,408.94 12,638 223,254 SH Sole 28 223,254
DOLAN CO(THE) COMMON
USD0.001 STOCK 25659P402 64,400.94 64 26,946 SH Sole 28, 33 26,946
DOLBY
LABORATORIES
INC COM STK
USD0.001 CLASS COMMON
'A' STOCK 25659T107 5,276,269.64 5,276 157,219 SH Sole 35, 56 157,219
DOMINION
RESOURCES
INC(VIRGINIA) COMMON
COM STK NPV STOCK 25746U109 13,061,351.82 13,061 224,499 SH Sole 28 224,499
DOMINOS PIZZA INC COMMON
COM STK USD0.01 STOCK 25754A201 2,353,122.80 2,353 45,745 SH Sole 28 45,745
DORAL FINANCIAL
CORP COM STK COMMON
USD0.01 STOCK 25811P886 76,000.48 76 107,848 SH Sole 28, 33 107,848
DOUGLAS DYNAMICS COMMON
INC USD0.01 STOCK 25960R105 1,842,744.98 1,843 133,339 SH Sole 11, 25, 28, 33 133,339
DREAMWORKS
ANIMATION SKG
INC CLASS 'A' COMMON
COM STK STOCK 26153C103 2,500,387.92 2,500 131,877 SH Sole 28, 33 131,877
DREW INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 26168L205 590,146.43 590 16,253 SH Sole 28, 33 16,253
DUFF & PHELPS
CORP COM STK COMMON
USD0.01 CL 'A' STOCK 26433B107 387,021.03 387 24,953 SH Sole 28 24,953
DUKE ENERGY CORP COMMON
COM STK NPV STOCK 26441C204 19,926,027.59 19,926 274,501 SH Sole 28 274,501
DURATA
THERAPEUTICS COMMON
INC USD0.01 STOCK 26658A107 56,889.00 57 6,321 SH Sole 28 6,321
DYNEGY INC(NEW) COMMON
USD0.01 STOCK 26817R108 1,871.22 2 78 SH Sole 33 78
EOG RESOURCES INC COMMON 23, 28, 31,
COM STK USD0.01 STOCK 26875P101 71,458,449.48 71,458 557,964 SH Sole 39, 51 557,964
EPIQ SYSTEMS INC COMMON
COM STK USD0.01 STOCK 26882D109 661,584.65 662 47,155 SH Sole 8, 28, 33 47,155
EPL OIL & GAS INC COMMON 8, 28, 30, 33,
USD0.001 STOCK 26883D108 5,686,320.57 5,686 212,097 SH Sole 37 212,097
ESB FINANCIAL COMMON
CORP USD0.01 STOCK 26884F102 124,373.65 124 9,085 SH Sole 28, 33 9,085
EQT CORP COM STK COMMON
NPV STOCK 26884L109 8,092,466.50 8,092 119,446 SH Sole 23, 28, 43 119,446
ERA GROUP INC COMMON
USD0.01 STOCK 26885G109 70,056.00 70 3,336 SH Sole 33 3,336
EAGLE MATERIALS
INC COM STK COMMON
USD0.01 STOCK 26969P108 6,926,255.13 6,926 103,951 SH Sole 11, 28, 47 103,951
EAST WEST BANCORP COMMON
INC USD0.001 STOCK 27579R104 6,569,928.46 6,570 255,938 SH Sole 8, 28 255,938
ECHELON CORP COM COMMON
STK USD0.01 STOCK 27874N105 74,668.88 75 30,602 SH Sole 28 30,602
ECHO GLOBAL
LOGISTICS INC COMMON
USD0.01 STOCK 27875T101 259,069.44 259 11,712 SH Sole 28 11,712
EDGEN GROUP INC COMMON
USD0.0001 STOCK 28014Q107 86,304.51 86 11,937 SH Sole 28 11,937
EDUCATION
MANAGEMENT CORP COMMON
USD0.01 STOCK 28140M103 77,833.36 78 21,208 SH Sole 28 21,208
EHEALTH INC COM COMMON
NPV STOCK 28238P109 285,722.40 286 15,980 SH Sole 28 15,980
EINSTEIN NOAH
RESTAURANT
GROUP INC COM COMMON
STK NPV STOCK 28257U104 72,118.29 72 4,863 SH Sole 28 4,863
ELIZABETH ARDEN
INC COM STK COMMON
USD0.01 STOCK 28660G106 1,562,585.50 1,563 38,822 SH Sole 28, 33, 37 38,822
ELLIE MAE INC COMMON
USD0.0001 STOCK 28849P100 478,931.70 479 19,914 SH Sole 28 19,914
EMCOR GROUP COM COMMON
STK USD0.01 STOCK 29084Q100 6,536,665.17 6,537 154,203 SH Sole 8, 28, 30, 33 154,203
EMERGENT
BIOSOLUTIONS COMMON
COM STK USD0.001 STOCK 29089Q105 350,660.34 351 25,083 SH Sole 28, 33 25,083
EMERALD OIL INC COMMON
USD0.001 STOCK 29101U209 85,078.40 85 12,085 SH Sole 28 12,085
ENDEAVOUR SILVER COMMON
C COM NPV STOCK 29258Y103 147,414.00 147 23,700 SH Sole 11 23,700
ENDEAVOUR INTL
CORP COM STK COMMON
USD0.001 STOCK 29259G200 108,141.10 108 36,658 SH Sole 28 36,658
ENDO HEALTH COMMON
SOLUTIONS INC STOCK 29264F205 13,482,630.92 13,483 438,317 SH Sole 25, 28, 35 438,317
ENERGEN CORP COM COMMON
STK USD0.01 STOCK 29265N108 8,456,878.01 8,457 162,601 SH Sole 28, 30 162,601
ENERGIZER HLDGS
INC COM STK COMMON
USD0.01 STOCK 29266R108 10,700,330.89 10,700 107,293 SH Sole 23, 28 107,293
ENDOLOGIX INC COMMON
STOCK 29266S106 2,375,261.25 2,375 147,075 SH Sole 28, 47 147,075
ENDOCYTE INC COMMON
USD0.001 STOCK 29269A102 294,691.50 295 23,670 SH Sole 28 23,670
ENERGY RECOVERY COMMON
INC USD0.001 STOCK 29270J100 139,260.60 139 37,638 SH Sole 28, 33 37,638
ENERSYS COM COMMON
USD0.01 STOCK 29275Y102 3,837,334.62 3,837 84,189 SH Sole 8, 28, 33 84,189
ENGILITY HLDGS COMMON
INC NPV STOCK 29285W104 43,116.04 43 1,798 SH Sole 33 1,798
ENPHASE ENERGY COMMON
INC USD0.00001 STOCK 29355A107 39,779.20 40 6,416 SH Sole 28 6,416
ENPRO INDUSTRIES
INC COM STK COMMON
USD0.01 STOCK 29355X107 3,431,511.37 3,432 67,061 SH Sole 8, 28, 33 67,061
ENSIGN GROUP INC COMMON
COM NPV STOCK 29358P101 2,562,982.40 2,563 76,736 SH Sole 28, 30, 33 76,736
ENTEGRIS INC COM COMMON
STK USD0.01 STOCK 29362U104 1,626,959.16 1,627 165,006 SH Sole 8, 28 165,006
ENTERGY CORP COM COMMON
STK USD0.01 STOCK 29364G103 16,584,816.48 16,585 262,252 SH Sole 28, 37, 43 262,252
ENTEROMEDICS INC COMMON
NPV STOCK 29365M208 23,480.00 23 23,480 SH Sole 28 23,480
ENTRAVISION
COMMUNICATIONS
CORP CLASS'A' COMMON
COM STK STOCK 29382R107 129,179.05 129 40,495 SH Sole 28 40,495
ENTROPIC
COMMUNICATIONS COMMON
INC USD0.001 STOCK 29384R105 1,599,860.02 1,600 393,086 SH Sole 28, 30, 33 393,086
ENVESTNET INC COMMON
USD0.005 STOCK 29404K106 291,926.72 292 16,672 SH Sole 28 16,672
ENVIVIO INC COMMON
USD0.001 STOCK 29413T106 28,736.80 29 16,904 SH Sole 8, 28 16,904
EPAM SYSTEMS INC COMMON
USD0.001 STOCK 29414B104 91,619.12 92 3,944 SH Sole 28 3,944
EQUINIX INC COMMON
USD0.001 STOCK 29444U502 21,210,060.74 21,210 98,054 SH Sole 28, 58 98,054
ESSA BANCORP INC COMMON
COM STK USD0.01 STOCK 29667D104 102,763.20 103 9,480 SH Sole 28, 33 9,480
E2OPEN INC COMMON
USD0.001 STOCK 29788A104 73,179.80 73 3,670 SH Sole 28 3,670
EVERCORE PARTNERS COMMON
INC COM STK NPV STOCK 29977A105 2,500,368.00 2,500 60,105 SH Sole 28, 47 60,105
EVERBANK
FINANCIAL CORP COMMON
USD0.01 STOCK 29977G102 1,358,757.40 1,359 88,231 SH Sole 28, 30 88,231
EVOLUTION
PETROLEUM CORP COMMON
COM STK USD0.001 STOCK 30049A107 134,507.80 135 13,252 SH Sole 28 13,252
EXACT SCIENCES
CORP COM STK COMMON
USD0.01 STOCK 30063P105 495,850.60 496 50,597 SH Sole 28 50,597
EXACTTARGET INC COMMON
USD0.0005 STOCK 30064K105 5,400,990.27 5,401 232,101 SH Sole 28, 38 232,101
EXAMWORKS GROUP COMMON
INC USD0.0001 STOCK 30066A105 445,262.56 445 25,708 SH Sole 28, 33 25,708
EXELON CORP COM COMMON
STK NPV STOCK 30161N101 11,484,081.20 11,484 333,065 SH Sole 28 333,065
EXELIXIS INC COM COMMON
STK USD0.001 STOCK 30161Q104 669,391.80 669 144,890 SH Sole 28 144,890
EXELIS INC USD0.01 COMMON
STOCK 30162A108 3,534,044.58 3,534 324,522 SH Sole 28, 33 324,522
EXPEDIA INC COMMON 11, 23, 28,
USD0.001 STOCK 30212P303 14,557,345.82 14,557 242,582 SH Sole 38, 59 242,582
EXPONENT INC COM COMMON
STK USD0.001 STOCK 30214U102 2,987,790.54 2,988 55,391 SH Sole 11, 28, 37 55,391
EXPRESS SCRIPTS COMMON 23, 28, 31,
HLDG CO USD0.01 STOCK 30219G108 40,577,298.40 40,577 703,856 SH Sole 50, 53, 59 703,856
EXTERRAN HLDGS COMMON
INC COM STOCK 30225X103 1,745,577.00 1,746 64,651 SH Sole 28, 33 64,651
EXTREME NETWORKS COMMON
COM STK USD0.001 STOCK 30226D106 1,888,467.12 1,888 560,376 SH Sole 28, 30, 33 560,376
EXXON MOBIL CORP COMMON
COM STK NPV STOCK 30231G102 218,127,925.35 218,128 2,420,685 SH Sole 23, 28, 39, 58 2,420,685
FBL FINANCIAL
GROUP INC COM COMMON
STK NPV STOCK 30239F106 384,675.14 385 9,899 SH Sole 28, 33 9,899
FEI CO COM STK NPV COMMON
STOCK 30241L109 9,459,544.30 9,460 146,546 SH Sole 11, 28, 38, 56 146,546
FBR & CO USD0.001 COMMON
STOCK 30247C400 139,021.92 139 7,344 SH Sole 28 7,344
FMC TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 30249U101 9,418,281.18 9,418 173,162 SH Sole 28, 50 173,162
FACEBOOK INC COMMON
USD0.000006 A STOCK 30303M102 22,650,092.38 22,650 885,461 SH Sole 50, 51, 53, 54 885,461
FEDERATED NATL COMMON
HLDG CO USD0.01 STOCK 31422T101 8,759.11 9 1,151 SH Sole 33 1,151
FEDEX CORP COM COMMON
STK USD0.10 STOCK 31428X106 39,708,446.60 39,708 404,363 SH Sole 28, 50, 51 404,363
FIDELITY NATIONAL
INFO SERVICES COMMON
INC COM STK STOCK 31620M106 5,916,850.80 5,917 149,340 SH Sole 28, 59 149,340
FIDELITY NATIONAL
FINANCIAL INC
CLASS 'A' COM COMMON
STK STOCK 31620R105 9,288,929.10 9,289 368,170 SH Sole 28 368,170
FIESTA RESTAURANT
GROUP INC COMMON
USD0.01 STOCK 31660B101 340,653.97 341 12,821 SH Sole 28 12,821
FIFTH STREET
FINANCE CORP COMMON
USD0.01 STOCK 31678A103 915,541.60 916 83,080 SH Sole 28 83,080
FINISAR CORP COMMON
USD0.001 STOCK 31787A507 951,236.42 951 72,118 SH Sole 28 72,118
FIRST AMERICAN
FINANCIAL CORP COMMON
USD0.00001 STOCK 31847R102 7,305,706.98 7,306 285,714 SH Sole 28, 33 285,714
FIRST BANCORP INC
MAINE COM STK COMMON
USD0.01 STOCK 31866P102 181,108.56 181 10,056 SH Sole 8, 28, 33 10,056
FIRST CASH
FINANCIAL
SERVICES INC COMMON
COM STK USD0.01 STOCK 31942D107 1,320,992.62 1,321 22,643 SH Sole 28 22,643
FIRST CITIZENS
BANCSHARES INC COMMON
NRTH CLASS'A'SHS STOCK 31946M103 18,270.00 18 100 SH Sole 33 100
FIRST COMMUNITY
BANCSHARES INC COMMON
COM STK USD1 STOCK 31983A103 722,712.45 723 45,597 SH Sole 8, 28, 33 45,597
FIRST DEFIANCE
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 32006W106 201,857.92 202 8,656 SH Sole 28, 33 8,656
FIRST FEDERAL
BANCSHARES COMMON
ARKANSAS USD0.01 STOCK 32020F303 26,530.00 27 2,653 SH Sole 28 2,653
FIRST FINANCIAL
BANKSHARES INC COMMON
COM STK USD0.01 STOCK 32020R109 3,334,640.40 3,335 68,614 SH Sole 11, 28 68,614
FIRST FINANCIAL
NORTHWEST INC COMMON
COM STK USD0.01 STOCK 32022K102 118,118.44 118 15,124 SH Sole 28, 33 15,124
FIRST INTERSTATE
BANCSYSTEM INC COMMON
NPV CLS A STOCK 32055Y201 261,515.43 262 13,903 SH Sole 28, 33 13,903
FIRST NIAGARA
FINANCIAL GROUP COMMON
INC COM STOCK 33582V108 7,565,447.68 7,565 853,888 SH Sole 8, 28, 30, 33 853,888
FIRST PACTRUST
BANCORP INC COM COMMON
STK USD0.01 STOCK 33589V101 108,425.40 108 9,511 SH Sole 28, 33 9,511
FIRST REPUBLIC
BANK SAN
FRANCISCO COMMON
USD0.01 STOCK 33616C100 6,248,716.00 6,249 161,800 SH Sole 35 161,800
FIRST SOUTH
BANCORP INC COM COMMON
STK USD0.01 STOCK 33646W100 8,829.00 9 1,350 SH Sole 33 1,350
1ST UNITED
BANCORP INC COMMON
USD0.01 STOCK 33740N105 163,186.06 163 25,261 SH Sole 28, 33 25,261
FIRSTCITY
FINANCIAL CORP COMMON
COM STK USD0.01 STOCK 33761X107 9,820.00 10 1,000 SH Sole 33 1,000
FIVE BELOW INC COMMON
USD0.01 STOCK 33829M101 1,289,699.82 1,290 34,038 SH Sole 28, 47 34,038
FIVE STAR QUALITY
CARE INC COM COMMON
STK USD0.01 STOCK 33832D106 2,052,766.29 2,053 306,841 SH Sole 8, 28, 33 306,841
FLOWSERVE CORP COMMON
COM STK USD1.25 STOCK 34354P105 3,696,496.11 3,696 22,041 SH Sole 23, 28 22,041
FLUIDIGM CORP COMMON
USD0.001 STOCK 34385P108 355,336.47 355 19,197 SH Sole 28 19,197
FORTEGRA
FINANCIAL CORP COMMON
USD0.01 STOCK 34954W104 50,273.64 50 5,739 SH Sole 28 5,739
FORTUNE BRANDS
HOME & SECURITY COMMON
INC USD0.01 WI STOCK 34964C106 21,368,300.41 21,368 570,887 SH Sole 11, 28, 38 570,887
FORUM ENERGY
TECHNOLOGIES COMMON
INC USD0.01 STOCK 34984V100 3,125,205.40 3,125 108,665 SH Sole 8, 28, 47 108,665
FOX CHASE BANCORP COMMON
INC USD0.01 STOCK 35137T108 184,506.36 185 10,924 SH Sole 28, 33 10,924
FRANKLIN
FINANCIAL COMMON
CORP(VA) USD0.01 STOCK 35353C102 216,299.00 216 11,852 SH Sole 28, 33 11,852
FREEPORT-MCMORAN
COPPER & GOLD
INC COM STK COMMON
USD0.10 STOCK 35671D857 18,266,069.50 18,266 551,845 SH Sole 23, 28, 59 551,845
FRONTIER
COMMUNICATIONS
CORP COMMON
CLASS'B'COM STK STOCK 35906A108 3,265,944.22 3,266 820,589 SH Sole 28, 33, 58 820,589
FUELCELL ENERGY
INC COM STK COMMON
USD0.0001 STOCK 35952H106 113,885.52 114 120,667 SH Sole 28 120,667
FUEL SYSTEMS
SOLUTIONS INC COMMON
COM STK USD0.001 STOCK 35952W103 230,102.37 230 13,971 SH Sole 28, 33 13,971
FURIEX
PHARMACEUTICALS COMMON
INC USD0.001(WI) STOCK 36106P101 229,415.08 229 6,121 SH Sole 28, 33 6,121
FUSION-IO INC COMMON
USD0.0002 STOCK 36112J107 232,454.00 232 14,200 SH Sole 8 14,200
FUTUREFUEL CORP COMMON
COM USD0.0001 STOCK 36116M106 251,091.90 251 20,666 SH Sole 8, 28, 33 20,666
GSI GROUP INC CDA COMMON
NEW USD0.001 STOCK 36191C205 490,671.19 491 57,523 SH Sole 8, 28, 33 57,523
GNC HLDGS INC COMMON
USD0.001 STOCK 36191G107 7,171,310.32 7,171 182,569 SH Sole 23, 38 182,569
GSV CAPITAL CORP COMMON
USD0.01 STOCK 36191J101 128,476.04 128 15,554 SH Sole 28 15,554
GT ADVANCED
TECHNOLOGIES COMMON
INC USD0.01 STOCK 36191U106 1,687,167.93 1,687 512,817 SH Sole 8, 28 512,817
GSE HLDG INC COMMON
USD0.01 STOCK 36191X100 52,640.98 53 6,373 SH Sole 28 6,373
GP STRATEGIES
CORP COM STK COMMON
USD0.01 STOCK 36225V104 1,143,061.02 1,143 47,907 SH Sole 8, 28, 33, 37 47,907
GSE SYSTEMS INC COMMON
COM STK USD0.01 STOCK 36227K106 5,024.00 5 2,512 SH Sole 33 2,512
G-III APPAREL
GROUP COM STK COMMON 8, 25, 28, 30,
USD0.01 STOCK 36237H101 3,635,129.19 3,635 90,629 SH Sole 33 90,629
GSI TECHNOLOGY
INC COM STK COMMON
USD0.001 STOCK 36241U106 123,911.77 124 18,803 SH Sole 28, 33 18,803
GAIAM INC
CLASS'A'COM STK COMMON
USD0.0001 STOCK 36268Q103 2,541.00 3 605 SH Sole 33 605
GAIN CAPITAL
HLDGS INC COMMON
USD0.00001 STOCK 36268W100 55,388.74 55 12,419 SH Sole 28 12,419
GAMING PARTNERS
INTERNATIONAL COMMON
CORPORATION STOCK 36467A107 2,936.01 3 341 SH Sole 33 341
GAMESTOP
CORPORATION NEW
CLASS 'A' COM COMMON
USD0.001 STOCK 36467W109 7,102,338.19 7,102 253,927 SH Sole 28, 33, 35, 43 253,927
GEEKNET INC COM COMMON
STK USD0.001 STOCK 36846Q203 53,851.42 54 3,646 SH Sole 28 3,646
GENERAL MOTORS CO COMMON 23, 41, 45,
USD0.01 STOCK 37045V100 18,897,903.44 18,898 679,292 SH Sole 51, 58, 59 679,292
GENOMIC HEALTH
INC COM STK COMMON
USD0.0001 STOCK 37244C101 361,163.88 361 12,771 SH Sole 28 12,771
GENTIVA HEALTH
SERVICES INC COMMON
COM STK USD0.01 STOCK 37247A102 348,436.46 348 32,203 SH Sole 28, 33 32,203
GENWORTH
FINANCIAL INC COMMON
COM STK USD0.001 STOCK 37247D106 1,919,130.00 1,919 191,913 SH Sole 28 191,913
GENTHERM INC NPV COMMON
STOCK 37253A103 378,410.76 378 23,102 SH Sole 28 23,102
GEOSPACE
TECHNOLOGIES COMMON
CORP USD0.01 STOCK 37364X109 1,240,540.40 1,241 11,495 SH Sole 28, 56 11,495
GIGOPTIX INC COMMON
USD0.001 STOCK 37517Y103 448.35 0 427 SH Sole 33 427
GLACIER BANCORP COMMON
COM STK USD0.01 STOCK 37637Q105 1,185,452.84 1,185 62,458 SH Sole 28, 33 62,458
GLOBAL PAYMENTS
INC COM STK COMMON
USD0.001 STOCK 37940X102 12,266,615.92 12,267 247,012 SH Sole 28, 35 247,012
GLOBAL POWER
EQUIPMENT GROUP
INC COM STK COMMON
USD0.01 STOCK 37941P306 248,353.90 248 14,095 SH Sole 28, 33 14,095
GLOBAL
GEOPHYSICAL
SERVICES INC COMMON
USD0.01 STOCK 37946S107 52,096.80 52 21,264 SH Sole 28, 33 21,264
GLOBE SPECIALTY
METALS INC COMMON
USD0.0001 STOCK 37954N206 1,658,470.56 1,658 119,143 SH Sole 8, 28 119,143
GLOBECOMM SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 37956X103 279,496.72 279 23,272 SH Sole 28, 33 23,272
GOLD RESOURCE COMMON
CORP USD0.001 STOCK 38068T105 306,257.12 306 23,504 SH Sole 28 23,504
GOLDEN STAR
RESOURCES COM COMMON
NPV STOCK 38119T104 326,902.40 327 204,314 SH Sole 28 204,314
GOLDMAN SACHS
GROUP INC COM COMMON 23, 28, 41,
STK USD0.01 STOCK 38141G104 50,573,542.05 50,574 343,687 SH Sole 51, 58 343,687
GOLUB CAPITAL BDC COMMON
INC USD0.001 STOCK 38173M102 221,646.75 222 13,425 SH Sole 28 13,425
GOOGLE INC COM 11, 23, 28,
STK USD0.001 COMMON 37, 50, 51,
CLS A STOCK 38259P508 228,833,093.76 228,833 288,192 SH Sole 53, 54, 58, 59 288,192
GORDMANS STORES COMMON
INC USD0.001 STOCK 38269P100 78,597.52 79 6,712 SH Sole 28 6,712
GRACE(W.R.)& CO COMMON
COM STK USD0.01 STOCK 38388F108 507,225.44 507 6,544 SH Sole 23 6,544
GRAND CANYON
EDUCATION INC COMMON
USD0.01 STOCK 38526M106 801,638.47 802 31,573 SH Sole 28 31,573
GREATBATCH INC COMMON
COM STK USD0.001 STOCK 39153L106 1,992,060.17 1,992 66,691 SH Sole 8, 28, 33 66,691
GREEN DOT CORP COMMON
USD0.001 A STOCK 39304D102 339,563.91 340 20,321 SH Sole 28, 33 20,321
GREENWAY MEDICAL
TECHNOLOGIES COMMON
INC USD0.0001 STOCK 39679B103 99,947.40 100 6,286 SH Sole 28 6,286
GTX INC COM STK COMMON
USD0.001 STOCK 40052B108 88,253.90 88 21,266 SH Sole 28 21,266
GUARANTY BANCROP COMMON
STOCK 40075T102 136,260.60 136 64,886 SH Sole 28, 33 64,886
GUIDEWIRE
SOFTWARE INC COMMON
USD0.0001 STOCK 40171V100 10,419,123.56 10,419 271,049 SH Sole 8, 28, 38, 47 271,049
HCA HLDGS INC COMMON
USD0.01 STOCK 40412C101 14,974,592.80 14,975 368,560 SH Sole 11, 50, 58 368,560
HFF INC COM STK
USD0.01 CLASS COMMON
'A' STOCK 40418F108 515,210.43 515 25,851 SH Sole 28 25,851
HMS HOLDING CORP COMMON
COM STK USD0.01 STOCK 40425J101 5,890,789.80 5,891 216,972 SH Sole 28 216,972
HALCON RESOURCES COMMON
CORP USD0.0001 STOCK 40537Q209 687,280.54 687 88,226 SH Sole 28 88,226
HALLADOR ENERGY COMMON
CO USD0.01 STOCK 40609P105 35,355.60 35 5,124 SH Sole 28 5,124
HALLMARK
FINANCIAL
SERVICES INC COMMON
COM STK USD0.18 STOCK 40624Q203 123,453.00 123 13,717 SH Sole 28, 33 13,717
HALOZYME
THERAPEUTICS
INC COM STK COMMON
USD0.001 STOCK 40637H109 408,060.17 408 70,721 SH Sole 28 70,721
HANGER INC USD0.01 COMMON
STOCK 41043F208 1,024,157.46 1,024 32,482 SH Sole 28, 33 32,482
HARBINGER GROUP COMMON
INC USD0.01 STOCK 41146A106 269,209.92 269 32,592 SH Sole 28 32,592
HARVEST NATURAL
RESOURCES COM COMMON
STK USD0.01 STOCK 41754V103 143,727.48 144 40,948 SH Sole 28, 33 40,948
HEADWATERS INC COMMON
USD0.001 STOCK 42210P102 6,220,957.00 6,221 570,730 SH Sole 28, 33, 37, 38 570,730
HEALTH NET INC COMMON
USD0.001 STOCK 42222G108 3,887,454.60 3,887 135,830 SH Sole 28 135,830
HEALTHSTREAM INC COMMON
USD0.01 STOCK 42222N103 353,367.76 353 15,404 SH Sole 28 15,404
HEALTH INSURANCE
INNOVATIONS INC COMMON
USD0.001 STOCK 42225K106 1,561,996.08 1,562 103,512 SH Sole 28, 30 103,512
HEARTLAND
FINANCIAL USA COMMON
INC COM STK USD1 STOCK 42234Q102 753,955.72 754 29,836 SH Sole 8, 28, 33 29,836
HEARTLAND PAYMENT
SYSTEMS INC COM COMMON
STK USD0.001 STOCK 42235N108 1,009,343.58 1,009 30,614 SH Sole 28 30,614
HELIX ENERGY
SOLUTIONS GROUP COMMON
INC COM STK NPV STOCK 42330P107 8,968,113.44 8,968 391,963 SH Sole 8, 28, 33, 47 391,963
HERITAGE
FINANCIAL CORP COMMON
COM STK NPV STOCK 42722X106 182,903.00 183 12,614 SH Sole 28, 33 12,614
HERITAGE OAKS
BANCORP COM STK COMMON
NPV STOCK 42724R107 89,552.70 90 15,711 SH Sole 28 15,711
HERITAGE CRYSTAL
CLEAN INC COMMON
USD0.01 STOCK 42726M106 92,245.90 92 6,109 SH Sole 28 6,109
HERITAGE
FINANCIAL GROUP COMMON
INC USD0.01 STOCK 42726X102 94,742.64 95 6,543 SH Sole 28 6,543
HERTZ GLOBAL
HOLDINGS INC COMMON
COM STK USD0.01 STOCK 42805T105 10,248,904.68 10,249 460,418 SH Sole 11, 38 460,418
HESS CORP COM STK COMMON
USD1 STOCK 42809H107 15,230,945.73 15,231 212,693 SH Sole 28, 51, 54 212,693
HHGREGG INC COM COMMON
STK USD0.0001 STOCK 42833L108 923,183.30 923 83,546 SH Sole 8, 28, 33 83,546
HI-TECH PHARMACAL COMMON
COM STK USD0.01 STOCK 42840B101 299,380.62 299 9,042 SH Sole 28, 33 9,042
HIGHER ONE HLDG COMMON
INC USD0.001 STOCK 42983D104 624,478.05 624 70,245 SH Sole 28, 37 70,245
HITTITE MICROWAVE
CORP COM STK COMMON
USD0.01 STOCK 43365Y104 3,149,422.80 3,149 52,005 SH Sole 11, 28, 56 52,005
HOME FEDERAL
BANCORP INC MD COMMON
COM STK USD0.01 STOCK 43710G105 173,670.40 174 13,568 SH Sole 28, 33 13,568
HOMEAWAY INC COMMON
USD0.0001 STOCK 43739Q100 729,625.00 730 22,450 SH Sole 47 22,450
HOMESTREET INC NPV COMMON
STOCK 43785V102 1,144,522.88 1,145 51,232 SH Sole 8, 28 51,232
HORIZON
TECHNOLOGY
FINANCE CORP COMMON
USD0.001 STOCK 44045A102 1,610,635.62 1,611 110,242 SH Sole 28, 30 110,242
HORIZON PHARMA COMMON
INC USD0.0001 STOCK 44047T109 79,814.92 80 29,452 SH Sole 28 29,452
HOUSTON WIRE &
CABLE CO COM COMMON
STK NPV STOCK 44244K109 184,951.90 185 14,282 SH Sole 28 14,282
HOWARD HUGHES COMMON
CORP USD0.01 STOCK 44267D107 678,861.00 679 8,100 SH Sole 30 8,100
HYPERION
THERAPEUTICS COMMON
INC USD0.0001 STOCK 44915N101 73,122.24 73 2,832 SH Sole 28 2,832
IAC/INTERACTIVE
CORP COM STK COMMON
USD0.001 STOCK 44919P508 4,449,681.20 4,450 99,590 SH Sole 59 99,590
ICF INTERNATIONAL
INC COM STK COMMON
USD0.001 STOCK 44925C103 500,616.00 501 18,405 SH Sole 28, 33 18,405
ICG GROUP INC COMMON
STOCK 44928D108 410,342.40 410 32,880 SH Sole 28, 33 32,880
ICU MEDICAL INC COMMON
COM STK USD0.10 STOCK 44930G107 1,323,958.05 1,324 22,459 SH Sole 28, 33, 37 22,459
IEC ELECTRONICS COMMON
COM STK USD0.01 STOCK 44949L105 6,555.00 7 1,140 SH Sole 33 1,140
IPG PHOTONICS
CORP COM STK COMMON
USD0.001 STOCK 44980X109 8,884,529.03 8,885 133,783 SH Sole 38, 47 133,783
IPC THE
HOSPITALIST CO COMMON
INC USD0.001 STOCK 44984A105 582,643.52 583 13,099 SH Sole 28 13,099
IXIA INC COM STK COMMON
NPV STOCK 45071R109 720,373.96 720 33,289 SH Sole 28 33,289
IDENIX
PHARMACEUTICALS COMMON
INC COM USD0.001 STOCK 45166R204 254,208.92 254 71,407 SH Sole 28 71,407
IDEX CORP COM STK COMMON
USD0.01 STOCK 45167R104 7,554,602.98 7,555 141,419 SH Sole 28 141,419
IDEXX
LABORATORIES
INC COM STK COMMON
USD0.10 STOCK 45168D104 9,509,702.70 9,510 102,930 SH Sole 11, 23, 28 102,930
IGATE CORP COM COMMON
STK USD0.01 STOCK 45169U105 476,683.02 477 25,342 SH Sole 28 25,342
IDENTIVE GROUP COMMON
INC USD0.01 STOCK 45170X106 6,812.44 7 4,603 SH Sole 33 4,603
IMATION CORP COM COMMON
STK USD0.01 STOCK 45245A107 110,497.32 110 28,926 SH Sole 28, 33 28,926
IMMUNOGEN INC COM COMMON
STK USD0.01 STOCK 45253H101 1,586,246.20 1,586 98,770 SH Sole 28, 37 98,770
IMPAX
LABORATORIES
INC COM STK COMMON
USD0.01 STOCK 45256B101 1,847,581.28 1,848 119,662 SH Sole 8, 28 119,662
IMPERVA INC COMMON
USD0.0001 STOCK 45321L100 3,279,738.00 3,280 85,188 SH Sole 28, 37, 47 85,188
INCYTE CORP COM COMMON
STK USD0.001 STOCK 45337C102 1,352,700.03 1,353 57,783 SH Sole 8, 37, 56 57,783
INFINITY
PHARMACEUTICALS COMMON
INC COM STK NPV STOCK 45665G303 1,108,751.25 1,109 22,875 SH Sole 28 22,875
INFINITY
PROPERTY &
CASUALTY CORP COMMON
COM NPV STOCK 45665Q103 1,620,189.80 1,620 28,829 SH Sole 11, 28 28,829
INFORMATICA CORP COMMON
COM STK USD0.001 STOCK 45666Q102 9,127,828.35 9,128 264,805 SH Sole 11, 28 264,805
INFINERA CORP COM COMMON
STK USD0.001 STOCK 45667G103 697,137.00 697 99,591 SH Sole 28, 33 99,591
INFOBLOX INC COMMON
USD0.0001 STOCK 45672H104 1,615,000.80 1,615 74,424 SH Sole 28, 47 74,424
INSIGHT
ENTERPRISE INC COMMON
COM STK USD0.01 STOCK 45765U103 1,877,945.88 1,878 91,074 SH Sole 8, 28, 33 91,074
INNOSPEC INC COM COMMON
STK USD0.01 STOCK 45768S105 1,046,690.64 1,047 23,638 SH Sole 8, 28, 33 23,638
INNOVATIVE
SOLUTIONS &
SUPPORT COM STK COMMON
USD0.001 STOCK 45769N105 448,989.89 449 91,073 SH Sole 30, 33 91,073
INPHI CORP COMMON
USD0.001 STOCK 45772F107 194,014.70 194 18,566 SH Sole 28 18,566
INNERWORKINGS INC
COM STK COMMON
USD0.0001 STOCK 45773Y105 378,288.04 378 24,986 SH Sole 28 24,986
INNOPHOS HOLDINGS COMMON
INC COM STOCK 45774N108 1,893,995.84 1,894 34,714 SH Sole 11, 28 34,714
INSTEEL
INDUSTRIES INC COMMON
COM NPV STOCK 45774W108 294,151.68 294 18,024 SH Sole 28, 33 18,024
INSPERITY INC COM COMMON
STK USD0.01 STOCK 45778Q107 506,858.42 507 17,866 SH Sole 28 17,866
INSULET
CORPORATION COM COMMON
STK USD0.001 STOCK 45784P101 2,828,928.84 2,829 109,394 SH Sole 28, 47 109,394
INTEGRATED
SILICON
SOLUTIONS INC
COM STK COMMON
USD0.0001 STOCK 45812P107 2,506,711.20 2,507 273,360 SH Sole 8, 28, 30, 33 273,360
INTEGRYS ENERGY
GROUP INC COM COMMON
STK USD1 STOCK 45822P105 1,770,274.08 1,770 30,438 SH Sole 28 30,438
INTERACTIVE
BROKERS GROUP COMMON
INC COM STK USD1 STOCK 45841N107 50,843.10 51 3,410 SH Sole 33 3,410
INTERACTIVE
INTELLIGENCE COMMON
GROUP COM STOCK 45841V109 1,757,590.50 1,758 39,630 SH Sole 28, 47 39,630
INTERCEPT
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 45845P108 129,516.20 130 3,463 SH Sole 28 3,463
INTERCONTINENTAL
EXCHANGE INC COMMON 11, 28, 38,
COM STK USD0.01 STOCK 45865V100 50,426,788.38 50,427 309,234 SH Sole 39, 51 309,234
INTERDIGITAL INC COMMON
COM STK USD0.01 STOCK 45867G101 4,918,311.07 4,918 102,829 SH Sole 28 102,829
INTERMOLECULAR COMMON
INC USD0.001 STOCK 45882D109 332,713.80 333 32,619 SH Sole 8, 28 32,619
INTERMUNE INC COM COMMON
STK USD0.001 STOCK 45884X103 581,399.15 581 64,243 SH Sole 28 64,243
INTERNAP NETWORK
SERVICES COM COMMON
STK USD0.001 STOCK 45885A300 445,630.35 446 47,661 SH Sole 28, 33 47,661
INTERSIL CORP
CLASS'A' COM COMMON
STK USD0.01 STOCK 46069S109 2,939,868.88 2,940 337,528 SH Sole 28, 33 337,528
INTERVAL LEISURE
GROUP INC COMMON
USD0.01 STOCK 46113M108 664,613.54 665 30,571 SH Sole 28 30,571
INTL FCSTONE INC COMMON
STOCK 46116V105 205,612.10 206 11,810 SH Sole 28, 33 11,810
INTRALINKS HLDGS COMMON
INC USD0.001 STOCK 46118H104 228,285.84 228 35,894 SH Sole 28, 33 35,894
INTUITIVE
SURGICAL INC COMMON
COM STK USD0.001 STOCK 46120E602 15,674,364.09 15,674 31,911 SH Sole 11, 28, 50, 53 31,911
INTREPID POTASH COMMON
INC USD0.001 STOCK 46121Y102 2,217,113.08 2,217 118,183 SH Sole 11, 28 118,183
INVENSENSE INC COMMON
USD0.001 STOCK 46123D205 307,445.16 307 28,787 SH Sole 28 28,787
INVESTMENT
TECHNOLOGY
GROUP COM STK COMMON
USD0.01 STOCK 46145F105 358,590.24 359 32,481 SH Sole 28, 33 32,481
INVESTORS BANCORP
INC COM STK COMMON
USD0.01 STOCK 46146P102 4,176,296.40 4,176 222,380 SH Sole 25, 28, 30 222,380
IPASS INC COM STK COMMON
USD0.001 STOCK 46261V108 80,512.74 81 40,663 SH Sole 28 40,663
IRIDIUM
COMMUNICATIONS COMMON
INC STOCK 46269C102 280,255.08 280 46,554 SH Sole 28, 33 46,554
IRONWOOD
PHARMACEUTICALS COMMON
INC USD0.001 A STOCK 46333X108 1,367,781.07 1,368 74,783 SH Sole 28, 37 74,783
ITERIS INC NEW COMMON
COM STK USD0.1 STOCK 46564T107 3,094.00 3 1,700 SH Sole 33 1,700
IXYS CORP COM STK COMMON
USD0.01 STOCK 46600W106 578,334.54 578 60,306 SH Sole 8, 28, 33 60,306
JDS UNIPHASE CORP COMMON
COM STK USD0.008 STOCK 46612J507 1,227,499.70 1,227 91,810 SH Sole 28 91,810
JPMORGAN CHASE & 11, 23, 28,
CO COM STK USD1 COMMON 31, 37, 39,
STOCK 46625H100 184,337,297.76 184,337 3,884,056 SH Sole 41, 51, 54, 58 3,884,056
JMP GROUP INC COM COMMON
STK USD0.001 STOCK 46629U107 104,582.85 105 15,135 SH Sole 28, 33 15,135
JAMBA INC COM STK COMMON
USD0.001 STOCK 47023A101 177,962.55 178 62,443 SH Sole 28 62,443
JANUS CAPITAL
GROUP INC COM COMMON
STK USD0.01 STOCK 47102X105 3,404,999.60 3,405 362,234 SH Sole 28, 33 362,234
JIVE SOFTWARE INC COMMON
USD0.0001 STOCK 47760A108 201,035.20 201 13,226 SH Sole 28 13,226
JONES LANG
LASALLE INC COM COMMON
STK USD0.01 STOCK 48020Q107 13,658,039.31 13,658 137,391 SH Sole 11, 28 137,391
THE JONES GROUP COMMON
INC STOCK 48020T101 2,247,471.36 2,247 176,688 SH Sole 8, 28, 33 176,688
J2 GLOBAL INC COMMON
USD0.001 STOCK 48123V102 2,322,839.61 2,323 59,241 SH Sole 28, 37 59,241
JUNIPER NETWORKS COMMON 28, 31, 37,
USD0.00001 STOCK 48203R104 42,479,014.86 42,479 2,291,209 SH Sole 51, 53, 58 2,291,209
KAR AUCTION
SERVICES INC COMMON
USD0.01 STOCK 48238T109 1,664,693.30 1,665 83,110 SH Sole 30 83,110
KBR INC COM STK COMMON
USD0.001 STOCK 48242W106 17,210,663.36 17,211 536,492 SH Sole 28, 37, 43 536,492
K12 INC USD0.0001 COMMON
STOCK 48273U102 550,358.97 550 22,827 SH Sole 28, 33 22,827
KADANT INC COM COMMON
STK USD0.01 STOCK 48282T104 1,122,350.00 1,122 44,894 SH Sole 8, 28, 33 44,894
KALOBIOS
PHARMACEUTICALS COMMON
INC USD0.001 STOCK 48344T100 17,412.00 17 2,902 SH Sole 28 2,902
KAPSTONE PAPER &
PACKAGING CORP COMMON
COM STK NPV STOCK 48562P103 1,098,127.80 1,098 39,501 SH Sole 28, 33 39,501
KB HOME COM STK COMMON
USD1 STOCK 48666K109 4,897,771.06 4,898 224,978 SH Sole 8, 28, 33 224,978
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 11,514,726.56 11,515 297,692 SH Sole 28, 43 297,692
KODIAK OIL & GAS COMMON
CORP COM NPV STOCK 50015Q100 4,384,370.61 4,384 482,329 SH Sole 11, 28, 30 482,329
KOPPERS INC COM COMMON
STK USD0.01 STOCK 50060P106 1,033,310.10 1,033 23,495 SH Sole 8, 28 23,495
KRAFT FOODS GROUP COMMON 11, 23, 28,
INC NPV STOCK 50076Q106 63,937,908.70 63,938 1,240,790 SH Sole 39, 51, 59 1,240,790
KRATOS
DEFENSE^SECURITY
SOLUTIONS COM COMMON
STK USD0.001 STOCK 50077B207 206,682.70 207 41,090 SH Sole 28, 33 41,090
KRATON
PERFORMANCE
POLYMERS INC COMMON
USD0.01 STOCK 50077C106 671,135.40 671 28,681 SH Sole 28, 33 28,681
LHC GROUP INC COM COMMON
STK USD0.01 STOCK 50187A107 348,890.15 349 16,235 SH Sole 28, 33 16,235
LSI INDUSTRIES COMMON
COM STK USD0.01 STOCK 50216C108 189,423.24 189 27,138 SH Sole 8, 28, 33 27,138
LABORATORY CORP
OF AMERICA
HOLDINGS COM COMMON
STK USD0.1 STOCK 50540R409 3,273,177.60 3,273 36,288 SH Sole 28 36,288
LADENBURG
THALMANN FINL
SERVS INC COM COMMON
STK STOCK 50575Q102 137,628.94 138 82,909 SH Sole 28 82,909
LANDAUER INC COM COMMON
STK USD0.10 STOCK 51476K103 1,540,809.02 1,541 27,329 SH Sole 11, 25, 28 27,329
LEAPFROG
ENTERPRISES INC
CLASS'A'COM STK COMMON
USD0.0001 STOCK 52186N106 5,024,428.96 5,024 586,966 SH Sole 28, 33, 37, 38 586,966
LIBERTY COMMON
INTERACTIVE CORP STOCK 53071M104 4,974,441.84 4,974 232,668 SH Sole 43 232,668
LIBERTY COMMON
VENTURES--SER A STOCK 53071M880 1,079,887.04 1,080 14,288 SH Sole 43 14,288
LIFE TIME FITNESS
INC COM STK COMMON
USD0.02 STOCK 53217R207 7,154,955.00 7,155 167,250 SH Sole 25, 28, 33 167,250
LIFE TECHNOLOGIES COMMON
CORP COM STOCK 53217V109 5,030,540.68 5,031 77,836 SH Sole 23, 28 77,836
LIFEPOINT
HOSPITALS INC COMMON
COM STK USD0.01 STOCK 53219L109 9,885,791.54 9,886 203,999 SH Sole 23, 28, 33 203,999
LIGAND
PHARMACEUTICAL COMMON
INC USD0.001 B STOCK 53220K504 369,289.05 369 13,857 SH Sole 28 13,857
LIFETIME BRANDS
INC COM STK COMMON
USD0.01 STOCK 53222Q103 299,615.19 300 26,259 SH Sole 8, 28, 33 26,259
LIFELOCK INC COMMON
USD0.001 STOCK 53224V100 134,791.11 135 13,997 SH Sole 28 13,997
LIMELIGHT
NETWORKS INC COMMON
COM STK USD0.001 STOCK 53261M104 108,178.84 108 52,514 SH Sole 28, 33 52,514
LINKEDIN CORP COMMON
USD0.0001 A STOCK 53578A108 20,873,673.60 20,874 118,560 SH Sole 50, 51 118,560
LIPOSCIENCE INC COMMON
USD0.001 STOCK 53630M108 20,694.19 21 1,969 SH Sole 28 1,969
LIQUIDITY
SERVICES INC COMMON
COM STK USD0.001 STOCK 53635B107 554,615.05 555 18,605 SH Sole 28 18,605
LOGMEIN INC NPV COMMON
STOCK 54142L109 335,292.90 335 17,445 SH Sole 28 17,445
LOUISIANA BANCORP COMMON
INC COM NPV STOCK 54619P104 10,458.00 10 600 SH Sole 33 600
LUMBER
LIQUIDATORS
HLDGS INC COMMON
USD0.001 STOCK 55003T107 9,161,533.18 9,162 130,469 SH Sole 28, 37, 38, 47 130,469
M & T BANK CORP COMMON
COM STK USD5 STOCK 55261F104 8,970,484.12 8,970 86,957 SH Sole 28, 43 86,957
MBIA INC COM STK COMMON
USD1 STOCK 55262C100 217,333.74 217 21,162 SH Sole 33 21,162
MB FINANCIAL INC COMMON
COM STK USD0.01 STOCK 55264U108 1,240,259.38 1,240 51,314 SH Sole 28, 33 51,314
MGE ENERGY INC COMMON
COM STK USD1 STOCK 55277P104 1,540,455.84 1,540 27,786 SH Sole 8, 28 27,786
MGP INGREDIENTS COMMON
INC STOCK 55303J106 9,636.00 10 2,200 SH Sole 33 2,200
M/I HOMES,INC. COMMON
COM USD0.01 STOCK 55305B101 2,334,437.10 2,334 95,478 SH Sole 28, 30, 33 95,478
MKS INSTRUMENTS COMMON
INC COM STK NPV STOCK 55306N104 1,983,968.00 1,984 72,940 SH Sole 8, 28, 33 72,940
MRC GLOBAL INC COMMON
USD0.01 STOCK 55345K103 796,082.75 796 24,175 SH Sole 30 24,175
MSCI INC COM STK COMMON
USD0.01 CLS'A' STOCK 55354G100 6,990,869.34 6,991 206,038 SH Sole 28 206,038
MWI VETERINARY
SUPPLY INC COM COMMON
STK USD0.01 STOCK 55402X105 7,168,888.78 7,169 54,203 SH Sole 11, 28, 47 54,203
MYR GROUP INC COMMON
USD0.01 STOCK 55405W104 498,985.52 499 20,317 SH Sole 28, 33 20,317
M/A-COM TECH
SOLUTIONS HLDGS COMMON
INC USD0.001 STOCK 55405Y100 170,293.79 170 10,597 SH Sole 8, 28 10,597
MACY'S INC COM COMMON
STK USD0.01 STOCK 55616P104 21,320,659.84 21,321 509,576 SH Sole 28, 43, 51, 58 509,576
MADISON SQUARE COMMON
GARDEN CO/THE STOCK 55826P100 331,372.80 331 5,753 SH Sole 33 5,753
MAGNUM HUNTER
RESOURCES CORP COMMON
COM STK USD0.01 STOCK 55973B102 516,155.17 516 128,717 SH Sole 28, 33 128,717
MAIN STREET
CAPITAL
CORPORATION COM COMMON
STK USD0.01 STOCK 56035L104 776,610.09 777 24,201 SH Sole 28 24,201
MAINSOURCE
FINANCIAL GROUP COMMON
COM STK USD1 STOCK 56062Y102 678,974.40 679 48,360 SH Sole 8, 28, 33 48,360
MANNING & NAPIER COMMON
INC USD0.01 A STOCK 56382Q102 179,492.08 179 10,852 SH Sole 28 10,852
MANNKIND CORP COM COMMON
USD0.01 STOCK 56400P201 350,478.54 350 103,386 SH Sole 28 103,386
MANPOWER INC COMMON
STOCK 56418H100 7,525,723.04 7,526 132,682 SH Sole 28, 33 132,682
MARATHON
PETROLEUM CORP COMMON
USD0.01 STOCK 56585A102 27,206,860.80 27,207 303,648 SH Sole 28, 43, 58 303,648
MARCHEX INC CL B COMMON
STOCK 56624R108 107,935.98 108 25,638 SH Sole 28, 33 25,638
MARKET LEADER INC COMMON
USD0.001 STOCK 57056R103 176,995.84 177 19,754 SH Sole 28, 33 19,754
MARKETAXESS COMMON
HOLDINGS INC STOCK 57060D108 1,076,328.80 1,076 28,856 SH Sole 28 28,856
MARRIOTT
VACATIONS
WORLDWIDE CORP COMMON
USD0.01 STOCK 57164Y107 2,856,518.70 2,857 66,570 SH Sole 28, 30, 33, 37 66,570
MASTERCARD INC COMMON 11, 23, 28,
COM STK STOCK 57636Q104 58,962,607.06 58,963 108,962 SH Sole 50, 51 108,962
MATSON INC NPV COMMON
STOCK 57686G105 1,965,367.80 1,965 79,893 SH Sole 28, 33 79,893
MATTRESS FIRM
HLDG CORP COMMON
USD0.001 STOCK 57722W106 1,181,233.46 1,181 34,199 SH Sole 28, 37 34,199
MAXIM INTEGRATED
PRODUCTS COM COMMON
STK USD0.001 STOCK 57772K101 2,582,615.00 2,583 79,100 SH Sole 53 79,100
MAXLINEAR INC COMMON
USD0.01 A STOCK 57776J100 116,095.00 116 18,725 SH Sole 28, 33 18,725
MCEWEN MINING INC COMMON
STOCK 58039P107 553,312.76 553 193,466 SH Sole 28, 33 193,466
MCG CAPITAL CORP COMMON
COM STK USD0.01 STOCK 58047P107 549,723.90 550 115,005 SH Sole 8, 28, 33 115,005
MCKESSON CORP COM COMMON
STK USD0.01 STOCK 58155Q103 40,376,176.32 40,376 373,992 SH Sole 28, 51, 54, 58 373,992
MEADOWBROOK
INSURANCE GROUP
INC COM STK COMMON
USD0.01 STOCK 58319P108 572,847.75 573 81,255 SH Sole 8, 28, 33 81,255
MEDICAL ACTION
INDUSTRIES INC COMMON
COM STK USD0.001 STOCK 58449L100 9,600.00 10 1,600 SH Sole 33 1,600
MEDICINOVA INC
COM STK USD0.1 COMMON
(POST SPLIT) STOCK 58468P206 3,936.92 4 1,469 SH Sole 33 1,469
MEDIFAST INC COM COMMON
STK USD0.001 STOCK 58470H101 239,307.72 239 10,441 SH Sole 28 10,441
MEDIDATA
SOLUITION INC COMMON
USD0.01 STOCK 58471A105 1,873,739.66 1,874 32,317 SH Sole 28, 47, 56 32,317
MEDIVATION INC COMMON
COM STK USD0.01 STOCK 58501N101 3,155,104.20 3,155 67,460 SH Sole 11, 47 67,460
MEDNAX INC COM COMMON
STK USD0.01 STOCK 58502B106 10,137,780.41 10,138 113,107 SH Sole 28, 35 113,107
MEDLEY CAPITAL
CORPORATION COMMON
USD0.001 STOCK 58503F106 1,212,160.45 1,212 76,477 SH Sole 28, 30 76,477
MERCADOLIBRE INC COMMON
COM STK USD0.001 STOCK 58733R102 3,794,808.00 3,795 39,300 SH Sole 38 39,300
MERCK & CO 23, 28, 31,
INC(NEW) COM COMMON 37, 41, 51,
STK USD0.50 STOCK 58933Y105 116,246,347.52 116,246 2,628,224 SH Sole 58, 59 2,628,224
MERIDIAN
INTERSTATE
BANCORP INC COM COMMON
STK NPV STOCK 58964Q104 132,843.75 133 7,085 SH Sole 28, 33 7,085
MERITAGE HOMES COMMON
CORPORATION STOCK 59001A102 1,406,221.74 1,406 30,009 SH Sole 28, 33 30,009
MERITOR INC COMMON
STOCK 59001K100 361,130.77 361 76,349 SH Sole 28 76,349
MESA LABORATORIES
INC COM STK COMMON
USD0.01 STOCK 59064R109 105,927.01 106 1,999 SH Sole 28 1,999
METALS USA HLDGS COMMON
CORP 0.01 STOCK 59132A104 267,520.75 268 12,955 SH Sole 28, 33 12,955
METHANEX CORP COM COMMON
NPV STOCK 59151K108 6,809,506.74 6,810 167,598 SH Sole 11, 25 167,598
METLIFE INC COM COMMON 23, 28, 37,
STK USD0.01 STOCK 59156R108 44,252,276.42 44,252 1,163,921 SH Sole 41, 51, 58 1,163,921
METRO BANCORP INC COMMON
STOCK 59161R101 219,155.00 219 13,250 SH Sole 28, 33 13,250
MIDSTATES
PETROLEUM CO COMMON
INC USD0.01 STOCK 59804T100 1,250,069.85 1,250 146,207 SH Sole 28, 30 146,207
MILLENNIAL MEDIA COMMON
INC USD0.001 STOCK 60040N105 58,915.30 59 9,278 SH Sole 28 9,278
MISTRAS GROUP INC COMMON
0.01 USD STOCK 60649T107 301,366.08 301 12,448 SH Sole 28 12,448
MOBILE MINI COM COMMON
STK USD0.01 STOCK 60740F105 3,596,934.60 3,597 122,220 SH Sole 28, 33, 47 122,220
MODUSLINK GLOBAL
SOLUTIONS INC COMMON
USD0.01 STOCK 60786L107 115,863.00 116 35,110 SH Sole 28, 33 35,110
MOLINA HEALTHCARE
INC COM STK COMMON
USD0.001 STOCK 60855R100 3,799,294.38 3,799 123,074 SH Sole 8, 28, 33 123,074
MOLSON COORS
BREWING CO
CLASS 'B' COM COMMON
STOCK STOCK 60871R209 13,874,346.15 13,874 283,555 SH Sole 28, 37 283,555
MOMENTA
PHARMACEUTICALS
INC COM STK COMMON
USD0.0001 STOCK 60877T100 492,846.30 493 36,945 SH Sole 28 36,945
MONEYGRAM INTL COMMON
INC COM NEW STOCK 60935Y208 311,935.40 312 17,234 SH Sole 28 17,234
MONOTYPE IMAGING
HLDGS INC COMMON
USD0.001 STOCK 61022P100 820,420.00 820 34,544 SH Sole 11, 28 34,544
MONSANTO CO COM COMMON 23, 28, 39,
STK USD0.01 STOCK 61166W101 78,158,805.90 78,159 739,930 SH Sole 50, 51, 53, 58 739,930
MORGANS HOTEL
GROUP COM STK COMMON
NPV STOCK 61748W108 148,047.36 148 25,008 SH Sole 28, 30 25,008
MOSAIC CO(THE) COMMON
USD0.01 STOCK 61945C103 16,467,739.38 16,468 276,258 SH Sole 28, 37 276,258
MOVE INC COM COMMON
USD0.001 STOCK 62458M207 368,657.50 369 30,850 SH Sole 28 30,850
MULTI FINELINE
ELECTRONIX INC COMMON
COM STK NPV STOCK 62541B101 137,851.62 138 8,934 SH Sole 28, 33 8,934
NCI INC COM STK COMMON
NPV STOCK 62886K104 5,580.52 6 1,153 SH Sole 33 1,153
NGP CAPITAL
RESOURCES COM COMMON
STK USD0.001 STOCK 62912R107 123,202.08 123 17,328 SH Sole 28 17,328
NII HOLDINGS INC COMMON
COM STK USD0.001 STOCK 62913F201 36,592.83 37 8,451 SH Sole 33 8,451
NIC INC COM NPV COMMON
STOCK 62914B100 1,220,492.00 1,220 63,700 SH Sole 28, 56 63,700
NPS
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 62936P103 1,165,379.35 1,165 114,365 SH Sole 28, 37 114,365
NVR INC COM STK COMMON
USD0.01 STOCK 62944T105 8,690,565.06 8,691 8,046 SH Sole 28 8,046
NATIONAL AMERICAN COMMON
UNI HLDG INC NPV STOCK 63245Q105 32,670.30 33 8,377 SH Sole 28 8,377
NATIONAL
FINANCIAL
PARTNERS COM COMMON
STK USD0.10 STOCK 63607P208 2,985,724.59 2,986 133,113 SH Sole 8, 28 133,113
NATIONAL
INTERSTATE CORP COMMON
COM STK USD0.01 STOCK 63654U100 151,219.12 151 5,044 SH Sole 28 5,044
NATIONSTAR MTG
HLDGS INC COMMON
USD0.01 STOCK 63861C109 561,913.20 562 15,228 SH Sole 28 15,228
NATURAL GAS
SERVICES GROUP COMMON
COM STK USD0.01 STOCK 63886Q109 1,672,345.80 1,672 86,830 SH Sole 11, 28, 33 86,830
NATURAL GROCERS
BY VITA COTTAGE COMMON
USD0.001 STOCK 63888U108 622,334.90 622 27,598 SH Sole 28, 37 27,598
NAUTILUS INC COM COMMON
STK NPV STOCK 63910B102 20,440.00 20 2,800 SH Sole 33 2,800
NAVIGANT
CONSULTING INC COMMON
USD0.001 STOCK 63935N107 1,038,927.24 1,039 79,066 SH Sole 8, 28, 33 79,066
NAVIDEA
BIOPHARMACEUTICALS COMMON
INC USD0.001 STOCK 63937X103 221,247.11 221 81,641 SH Sole 28 81,641
NELNET INC COM COMMON
STK USD0.01 STOCK 64031N108 2,014,750.40 2,015 59,608 SH Sole 8, 28, 33 59,608
NEONODE INC COMMON
USD0.001 STOCK 64051M402 103,317.62 103 17,906 SH Sole 28 17,906
NEOPHOTONICS CORP COMMON
USD0.0025 STOCK 64051T100 80,160.57 80 15,687 SH Sole 28 15,687
NETAPP INC COM COMMON
STK NPV STOCK 64110D104 6,452,653.20 6,453 188,895 SH Sole 23, 28 188,895
NETFLIX COM INC COMMON
COM STK USD0.001 STOCK 64110L106 4,130,842.69 4,131 21,809 SH Sole 28 21,809
NETGEAR INC COM COMMON
STK USD0.001 STOCK 64111Q104 1,839,397.41 1,839 54,891 SH Sole 11, 28 54,891
NETSCOUT SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 64115T104 1,451,841.30 1,452 59,090 SH Sole 28, 37, 56 59,090
NETSUITE INC COMMON
USD0.01 STOCK 64118Q107 4,002,919.94 4,003 49,999 SH Sole 23, 47 49,999
NETSPEND HLDGS COMMON
INC USD0.001 STOCK 64118V106 357,525.00 358 22,500 SH Sole 28 22,500
NEUROCRINE
BIOSCIENCES INC
COM STK 0.001 COMMON
USD STOCK 64125C109 1,046,601.54 1,047 86,211 SH Sole 28, 37 86,211
NEUSTAR INC COMMON
USD0.001 CLS'A' STOCK 64126X201 7,149,194.91 7,149 153,647 SH Sole 25, 28 153,647
INTELIQUENT INC COMMON
USD0.001 STOCK 64128B108 86,072.94 86 26,322 SH Sole 28, 33 26,322
NEWBRIDGE BANCORP COMMON
COM STK USD5 STOCK 65080T102 14,430.50 14 2,450 SH Sole 33 2,450
NEWSTAR FINANCIAL
INC COM STK COMMON
USD0.01 STOCK 65251F105 362,316.78 362 27,386 SH Sole 28, 33 27,386
NEXSTAR
BROADCASTING
GROUP INC COM COMMON
STK USD0.01 STOCK 65336K103 161,226.00 161 8,957 SH Sole 28 8,957
NEXTERA ENERGY COMMON
INC USD0.01 STOCK 65339F101 12,826,133.20 12,826 165,115 SH Sole 28 165,115
NICHOLAS
FINANCIAL INC COMMON
COM NPV STOCK 65373J209 120,481.20 120 8,196 SH Sole 28 8,196
NISOURCE INC COM COMMON
STK NPV STOCK 65473P105 3,558,443.22 3,558 121,283 SH Sole 28 121,283
NORANDA ALUMINIUM
HLDG CORP COMMON
USD0.01 STOCK 65542W107 154,725.40 155 34,460 SH Sole 28, 33 34,460
NORTH VALLEY COMMON
BANCORP USD0.01 STOCK 66304M204 1,380.60 1 78 SH Sole 33 78
NORTHFIELD
BANCORP INC COM COMMON
STK USD0.001 STOCK 66611T108 188,621.44 189 16,604 SH Sole 28, 33 16,604
NOVATEL WIRELESS COMMON
INC STOCK 66987M604 5,771.00 6 2,900 SH Sole 33 2,900
NU SKIN
ENTERPRISES INC
CLASS'A'COM STK COMMON
USD0.001 STOCK 67018T105 3,883,854.00 3,884 87,870 SH Sole 37, 58 87,870
NTELOS HLDGS CORP COMMON
USD0.01 STOCK 67020Q305 152,336.52 152 11,892 SH Sole 28 11,892
NUANCE
COMMUNICATIONS
INC COM STK COMMON
USD0.001 STOCK 67020Y100 153,166.20 153 7,590 SH Sole 56 7,590
NUMEREX CORP COM COMMON
STK NPV STOCK 67053A102 106,527.91 107 8,329 SH Sole 28 8,329
NUTRACEUTICAL
INTERNATIONAL
CORP COM STK COMMON
USD0.01 STOCK 67060Y101 157,485.95 157 9,077 SH Sole 28, 33 9,077
NVIDIA CORP COM COMMON
STK USD0.001 STOCK 67066G104 3,114,465.16 3,114 242,938 SH Sole 28 242,938
NUTRISYSTEM INC COMMON
COM STK USD0.001 STOCK 67069D108 192,258.56 192 22,672 SH Sole 28 22,672
NXSTAGE MEDICAL COMMON
INC COM STK NPV STOCK 67072V103 459,445.68 459 40,731 SH Sole 28 40,731
NV ENERGY INC COM COMMON 23, 28, 30,
STK USD0.01 STOCK 67073Y106 23,110,253.46 23,110 1,153,782 SH Sole 43, 58 1,153,782
OFS CAP CORP COMMON
USD0.01 STOCK 67103B100 70,364.00 70 5,026 SH Sole 28 5,026
O REILLY
AUTOMOTIVE INC COMMON
USD0.01 STOCK 67103H107 16,148,343.40 16,148 157,468 SH Sole 11, 28, 58 157,468
OBAGI MEDICAL
PRODUCTS INC COMMON
USD0.001 STOCK 67423R108 271,562.50 272 13,750 SH Sole 28 13,750
OCLARO INC COM NEW COMMON
STOCK 67555N206 94,585.68 95 75,068 SH Sole 28, 33 75,068
OFFICEMAX INC COM COMMON
STK USD2.50 STOCK 67622P101 3,498,313.59 3,498 301,319 SH Sole 8, 28, 33 301,319
OFFICIAL PAYMENTS COMMON
HLDGS INC NPV STOCK 67623R106 629.37 1 111 SH Sole 33 111
OLYMPIC STEEL INC COMMON
COM STK NPV STOCK 68162K106 240,983.70 241 10,083 SH Sole 28, 33 10,083
OMEGA PROTEIN
CORP COM STK COMMON
USD0.01 STOCK 68210P107 212,205.00 212 19,740 SH Sole 28, 33 19,740
OMNICELL INC COM COMMON
STK NPV STOCK 68213N109 599,043.52 599 31,729 SH Sole 28, 33 31,729
OMNIAMERICAN
BANCORP INC COMMON
USD0.01 STOCK 68216R107 276,816.00 277 10,950 SH Sole 28, 33 10,950
ONCOGENEX
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 68230A106 130,668.89 131 11,533 SH Sole 28 11,533
1-800-FLOWERS.COM
INC COM STK COMMON
USD0.01 STOCK 68243Q106 282,922.22 283 56,926 SH Sole 8, 28, 33 56,926
OPENTABLE INC NPV COMMON
STOCK 68372A104 1,122,114.66 1,122 17,817 SH Sole 28 17,817
OPKO HEALTH INC COMMON
COM STK USD0.01 STOCK 68375N103 643,888.07 644 84,389 SH Sole 28 84,389
OPLINK
COMMUNICATIONS COMMON 8, 28, 30, 33,
INC COM NEW STOCK 68375Q403 2,569,716.00 2,570 156,690 SH Sole 37 156,690
ORACLE CORP 23, 28, 37,
USD0.01 COMMON 39, 51, 53,
STOCK 68389X105 144,027,774.66 144,028 4,453,549 SH Sole 54, 58, 59 4,453,549
OPTIMER
PHARMACEUTICALS COMMON
INC NPV STOCK 68401H104 851,397.40 851 71,546 SH Sole 28, 37 71,546
ORASURE
TECHNOLOGIES COMMON
INC COM STK NPV STOCK 68554V108 230,974.20 231 42,773 SH Sole 28 42,773
ORBCOMM INC COM COMMON
STK NPV STOCK 68555P100 187,528.74 188 35,994 SH Sole 28, 33 35,994
ORBITZ WORLDWIDE
INC COM STK COMMON
USD0.01 STOCK 68557K109 124,740.66 125 21,846 SH Sole 28, 33 21,846
ORCHIDS PAPER
PRODUCTS CO COM COMMON
STK USD0.001 STOCK 68572N104 129,411.51 129 5,547 SH Sole 28, 33 5,547
ORIENTAL
FINANCIAL GROUP COMMON
INC COM STK USD1 STOCK 68618W100 4,368,422.52 4,368 281,652 SH Sole 8, 28, 30, 33 281,652
ORION MARINE
GROUP COM STK COMMON
USD0.01 '144A' STOCK 68628V308 1,345,239.84 1,345 135,336 SH Sole 28, 30, 33 135,336
ORITANI FINANCIAL COMMON
CORP USD0.01 STOCK 68633D103 570,945.91 571 36,859 SH Sole 28, 33 36,859
OSIRIS THERAPE
INC COM STK COMMON
USD0.001 STOCK 68827R108 136,947.20 137 13,168 SH Sole 28 13,168
PBF ENERGY INC COMMON
USD0.001 A STOCK 69318G106 576,135.00 576 15,500 SH Sole 37 15,500
PC CONNECTION COM COMMON
STK USD0.01 STOCK 69318J100 147,150.00 147 9,000 SH Sole 28, 33 9,000
PMC INC USD0.001 COMMON
STOCK 69323K100 17,205.90 17 2,073 SH Sole 33 2,073
PC-TEL INC COM COMMON
STK USD0.001 STOCK 69325Q105 109,503.30 110 15,423 SH Sole 28, 33 15,423
PDC ENERGY INC NPV COMMON
STOCK 69327R101 6,131,164.59 6,131 123,687 SH Sole 28, 33, 38 123,687
PDI INC COM STK COMMON
USD0.01 STOCK 69329V100 56,061.80 56 9,502 SH Sole 28, 33 9,502
PDL BIOPHARMA INC COMMON
COM STK USD0.01 STOCK 69329Y104 811,227.25 811 110,975 SH Sole 28 110,975
PG^E CORP COM STK COMMON
NPV STOCK 69331C108 16,992,425.35 16,992 381,595 SH Sole 23, 28 381,595
PHI INC NON-VTG COMMON
USD0.10 STOCK 69336T205 437,545.90 438 12,790 SH Sole 28, 33 12,790
PGT INC COM STK COMMON
NPV STOCK 69336V101 105,523.20 106 15,360 SH Sole 28 15,360
PMC SIERRA INC COMMON
COM STK USD0.001 STOCK 69344F106 386,975.68 387 56,992 SH Sole 8, 33 56,992
PMFG INC USD0.01 COMMON
STOCK 69345P103 100,595.68 101 16,304 SH Sole 28 16,304
PNM RESOURCES INC COMMON
COM STK USD5 STOCK 69349H107 4,647,962.01 4,648 199,569 SH Sole 28 199,569
PPL CORP COM STK COMMON
USD0.01 STOCK 69351T106 9,979,874.64 9,980 318,744 SH Sole 28, 41 318,744
PRGX GLOBAL INC COMMON
COM NPV STOCK 69357C503 123,855.95 124 17,821 SH Sole 28 17,821
PTC INC COMMON
STOCK 69370C100 8,518,222.71 8,518 334,179 SH Sole 28, 37 334,179
PACER INTL INC COM COMMON
STOCK 69373H106 155,482.33 155 30,911 SH Sole 28, 33 30,911
PACIFIC
BIOSCIENCES OF
CALIFORNIA COMMON
USD0.0001 STOCK 69404D108 77,289.60 77 31,040 SH Sole 28, 33 31,040
PACIFIC
CONTINETAL CORP COMMON
COM STK USD1 STOCK 69412V108 182,540.14 183 16,342 SH Sole 28, 33 16,342
PACIFIC PREMIER COMMON
BANCORP STOCK 69478X105 1,608,994.55 1,609 122,357 SH Sole 30, 33 122,357
PAIN THERAPEUTICS COMMON
COM STK NPV STOCK 69562K100 104,220.55 104 30,385 SH Sole 28 30,385
PANERA BREAD CO
CLASS'A'COM STK COMMON
USD0.0001 STOCK 69840W108 15,413,256.72 15,413 93,278 SH Sole 28, 38, 47 93,278
PARAMOUNT GOLD &
SILVER CORP COM COMMON
STK USD0.01 STOCK 69924P102 233,086.29 233 104,523 SH Sole 28 104,523
PARK STERLING CORP COMMON
STOCK 70086Y105 474,098.40 474 84,060 SH Sole 8, 28, 33 84,060
PATRIOT
TRANSPORTATION
HLDG INC COM COMMON
STK USD0.10 STOCK 70337B102 146,333.20 146 5,260 SH Sole 28, 33 5,260
PENDRELL CORP COMMON
USD0.01 A STOCK 70686R104 203,766.66 204 122,751 SH Sole 28 122,751
PENSKE AUTOMOTIVE
GROUP INC COM COMMON
STK USD0.0001 STOCK 70959W103 1,476,013.20 1,476 44,245 SH Sole 28, 33 44,245
PERCEPTRON INC COMMON
COM STK USD0.01 STOCK 71361F100 10,685.60 11 1,480 SH Sole 33 1,480
PEREGRINE
SEMICONDUCTOR COMMON
CORP USD0.001 STOCK 71366R703 381,020.23 381 38,999 SH Sole 8, 28 38,999
PERFICIENT INC COMMON
COM STK USD0.001 STOCK 71375U101 1,587,788.84 1,588 136,174 SH Sole 28, 30, 33 136,174
PERFUMANIA COMMON
HOLDINGS INC STOCK 71376C100 25,280.64 25 4,389 SH Sole 28, 33 4,389
PERFORMANCE
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 71376K102 930.43 1 1,121 SH Sole 33 1,121
PERNIX
THERAPEUTICS
HOLDINGS INC COMMON
USD0.01 STOCK 71426V108 36,272.48 36 7,313 SH Sole 28 7,313
PHARMERICA
CORPORATION COM COMMON
STK USD0.01 STOCK 71714F104 2,705,808.00 2,706 193,272 SH Sole 8, 28, 30, 33 193,272
PHOENIX COMPANIES COMMON
INC NPV STOCK 71902E604 171,388.90 171 5,570 SH Sole 28, 33 5,570
PILGRIMS PRIDE COMMON
CORP NEW USD0.01 STOCK 72147K108 518,986.87 519 56,473 SH Sole 28, 33 56,473
PINNACLE
FINANCIAL
PARTNERS COM COMMON
STK USD1 STOCK 72346Q104 2,762,506.88 2,763 118,258 SH Sole 8, 28, 33 118,258
POLYCOM INC COM COMMON
STK USD0.0005 STOCK 73172K104 5,026,253.64 5,026 453,633 SH Sole 28, 30 453,633
POLYONE CORP COM COMMON
STK USD0.01 STOCK 73179P106 2,893,390.53 2,893 118,533 SH Sole 28, 33, 37 118,533
POLYPORE
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 73179V103 542,430.00 542 13,500 SH Sole 37 13,500
POOL CORP COM STK COMMON
USD0.001 STOCK 73278L105 3,092,880.00 3,093 64,435 SH Sole 11, 28 64,435
PORTFOLIO
RECOVERY
ASSOCIATES INC COMMON
COM STK USD0.01 STOCK 73640Q105 4,177,444.88 4,177 32,914 SH Sole 28, 30, 37 32,914
POTASH CORP OF
SASKATCHEWAN COMMON
INC COM NPV STOCK 73755L107 12,932,875.00 12,933 329,500 SH Sole 39 329,500
POWER-ONE INC COMMON
USD0.001 STOCK 73930R102 294,031.65 294 70,851 SH Sole 28, 33 70,851
POWERSECURE INTL
INC COM STK COMMON
USD0.01 STOCK 73936N105 40,799.10 41 3,210 SH Sole 33 3,210
POZEN INC COM STK COMMON
USD0.001 STOCK 73941U102 123,070.31 123 23,353 SH Sole 28, 33 23,353
PRAXAIR INC COM COMMON
STK USD0.01 STOCK 74005P104 33,548,443.50 33,548 300,775 SH Sole 11, 28, 39 300,775
PRESTIGE BRANDS
HLDGS INC COM COMMON
STK USD0.01 STOCK 74112D101 3,705,114.56 3,705 144,224 SH Sole 8, 28, 33 144,224
PRICE T ROWE
GROUP INC COM COMMON
STK USD0.20 STOCK 74144T108 23,579,033.71 23,579 314,933 SH Sole 28, 51 314,933
PRIMORIS SERVICES COMMON
CORP COM STK NPV STOCK 74164F103 1,214,789.73 1,215 54,943 SH Sole 11, 28 54,943
PRIMERICA INC COMMON
USD0.01 STOCK 74164M108 3,716,432.50 3,716 113,375 SH Sole 28 113,375
PRIMO WATER CORP COMMON
USD0.001 STOCK 74165N105 5,280.00 5 4,800 SH Sole 33 4,800
PRINCIPAL
FINANCIAL GROUP COMMON 23, 28, 37,
COM STK USD0.01 STOCK 74251V102 16,433,018.94 16,433 482,898 SH Sole 43, 54 482,898
PROASSURANCE CORP COMMON
COM STK USD0.01 STOCK 74267C106 3,700,354.06 3,700 78,182 SH Sole 8, 33, 47 78,182
PROCERA NETWORKS
INC COM STK COMMON
USD0.001 STOCK 74269U203 184,960.84 185 15,556 SH Sole 28 15,556
PROS HLDGS INC COMMON
USD0.001 STOCK 74346Y103 649,091.30 649 23,890 SH Sole 28, 56 23,890
PROSPECT CAPITAL
CORP COM STK COMMON
USD0.001 STOCK 74348T102 3,045,831.98 3,046 279,178 SH Sole 8, 28 279,178
PROVIDENT
FINANCIAL
SERVICES INC COMMON
COM STK USD0.01 STOCK 74386T105 1,190,204.88 1,190 77,944 SH Sole 8, 28, 33 77,944
PUMA
BIOTECHNOLOGY COMMON
INC USD0.0001 STOCK 74587V107 1,065,141.00 1,065 31,900 SH Sole 8, 37 31,900
QAD INC USD0.001 A COMMON
STOCK 74727D306 64,790.64 65 5,046 SH Sole 28 5,046
QC HLDGS INC COM COMMON
STK USD0.01 STOCK 74729T101 118.77 0 37 SH Sole 33 37
PZENA INVESTMENT
MANAGEMENT, INC COMMON
COM STK 'A' STOCK 74731Q103 52,312.00 52 8,048 SH Sole 28 8,048
QLIK TECHNOLOGIES COMMON
INC USD0.0001 STOCK 74733T105 3,659,103.63 3,659 141,661 SH Sole 28, 37, 47 141,661
QEP RESOURCES INC COMMON
USD0.01 STOCK 74733V100 13,461,920.16 13,462 422,799 SH Sole 28, 37, 41 422,799
QUALITY
DISTRIBUTION COMMON
INC NPV STOCK 74756M102 1,461,313.19 1,461 173,759 SH Sole 28, 30 173,759
QUALYS INC COMMON
USD0.001 STOCK 74758T303 82,122.70 82 6,655 SH Sole 28 6,655
QUEST DIAGNOSTICS
INC COM STK COMMON
USD0.01 STOCK 74834L100 28,249,894.45 28,250 500,441 SH Sole 23, 28, 31, 39 500,441
QUESTCOR
PHARMACEUTICAL COMMON
INC COM STK NPV STOCK 74835Y101 3,993,471.50 3,993 122,725 SH Sole 28, 35 122,725
QUICKLOGIC CORP COMMON
USD0.001 STOCK 74837P108 83,219.34 83 33,829 SH Sole 28 33,829
QUICKSILVER
RESOURCES INC COMMON
COM STK USD0.01 STOCK 74837R104 672,158.25 672 298,737 SH Sole 28 298,737
QUIKSILVER INC COMMON
COM STK USD0.01 STOCK 74838C106 782,750.78 783 128,954 SH Sole 28, 33 128,954
QUIDEL CORP VTG COMMON
COM STK USD0.001 STOCK 74838J101 593,940.00 594 25,008 SH Sole 28, 56 25,008
QUINSTREET INC COMMON
USD0.001 STOCK 74874Q100 173,715.06 174 29,098 SH Sole 28, 33 29,098
RPX CORP USD0.0001 COMMON
STOCK 74972G103 358,379.89 358 25,399 SH Sole 8, 28 25,399
RTI INTERNATIONAL
METALS INC COM COMMON
STK USD0.01 STOCK 74973W107 932,002.90 932 29,410 SH Sole 28, 33 29,410
RTI BIOLOGICS INC COMMON
COM USD0.001 STOCK 74975N105 216,932.46 217 55,059 SH Sole 28, 33 55,059
RADIO ONE INC COM
STK USD0.001 COMMON
CLASS'D' STOCK 75040P405 12,337.00 12 7,300 SH Sole 33 7,300
RANGE RESOURCES
CORP COM STK COMMON
USD0.01 STOCK 75281A109 18,046,392.40 18,046 222,685 SH Sole 11, 28, 50 222,685
RAPTOR
PHARMACEUTICAL
CORP COM STK COMMON
USD0.001 STOCK 75382F106 236,679.30 237 40,458 SH Sole 28 40,458
RBC BEARINGS INC COMMON
USD0.01 STOCK 75524B104 880,755.20 881 17,420 SH Sole 28 17,420
REACHLOCAL INC COMMON
USD0.00001 STOCK 75525F104 121,774.40 122 8,140 SH Sole 28 8,140
REALD INC COMMON
USD0.0001 STOCK 75604L105 423,878.00 424 32,606 SH Sole 28 32,606
REALNETWORKS INC COMMON
COM NEW STOCK 75605L708 171,840.48 172 22,288 SH Sole 28, 33 22,288
REALPAGE INC COMMON
USD0.001 STOCK 75606N109 584,001.29 584 28,199 SH Sole 28 28,199
RED ROBIN GOURMET
BURGERS INC COM COMMON
STK USD0.001 STOCK 75689M101 651,532.80 652 14,288 SH Sole 28, 33 14,288
REGENERON
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 75886F107 23,857,218.00 23,857 135,245 SH Sole 23, 28 135,245
REGIONAL MGMT COMMON
CORP NPV STOCK 75902K106 79,709.20 80 3,946 SH Sole 28 3,946
REGULUS
THERAPEUTICS COMMON
INC USD0.001 STOCK 75915K101 64,387.00 64 8,308 SH Sole 28 8,308
REGIONS FINANCIAL
CORP (NEW) COM COMMON
STK USD0.01 STOCK 7591EP100 4,501,576.17 4,502 549,643 SH Sole 28 549,643
REIS INC COM STK COMMON
USD0.01 STOCK 75936P105 6,216.00 6 400 SH Sole 33 400
RENEWABLE ENERGY
GROUP INC COMMON
USD0.0001 STOCK 75972A301 241,696.70 242 31,430 SH Sole 8, 28 31,430
RENT-A-CENTER INC COMMON
COM STK USD0.01 STOCK 76009N100 5,561,464.76 5,561 150,554 SH Sole 28, 33 150,554
REPROS
THERAPEUTICS
INC COM STK COMMON
USD0.001 STOCK 76028H209 224,868.70 225 13,967 SH Sole 28 13,967
RESOLUTE ENERGY COMMON
CORP USD0.0001 STOCK 76116A108 433,708.31 434 37,681 SH Sole 28 37,681
RESOLUTE FOREST
PRODUCTS INC COMMON
USD0.001 STOCK 76117W109 1,795,640.22 1,796 110,979 SH Sole 8, 28, 33 110,979
RESOURCES
CONNECTION INC COMMON
COM STK USD0.01 STOCK 76122Q105 2,057,412.70 2,057 162,001 SH Sole 25, 28, 33 162,001
REXNORD CORP COMMON
USD0.01 STOCK 76169B102 483,024.96 483 22,752 SH Sole 28 22,752
ROADRUNNER
TRANSPORTATION COMMON
SYSTEMS USD0.01 STOCK 76973Q105 1,438,535.00 1,439 62,545 SH Sole 28, 30, 33 62,545
ROMA FINANCIAL
CORPORATION COM COMMON
STK USD0.1 STOCK 77581P109 97,195.12 97 6,052 SH Sole 28 6,052
RUBICON
TECHNOLOGY INC COMMON
COM STK USD0.001 STOCK 78112T107 129,036.60 129 19,551 SH Sole 28, 33 19,551
RYMAN HOSPITALITY
PROPERTIES INC COMMON
USD0.01 STOCK 78377T107 3,069,459.00 3,069 67,092 SH Sole 28, 33, 47 67,092
SBA
COMMUNICATIONS COMMON
COM STK USD0.01 STOCK 78388J106 28,644,658.64 28,645 397,732 SH Sole 11, 23, 38, 50 397,732
SAIC INC COM STK COMMON
USD0.0001 STOCK 78390X101 1,490,581.30 1,491 110,006 SH Sole 28 110,006
SCBT FINANCIAL
CORP COM STK COMMON
USD2.50 STOCK 78401V102 693,453.60 693 13,759 SH Sole 28, 33 13,759
SHFL
ENTERTAINMENT COMMON
INC USD0.01 STOCK 78423R105 2,535,143.72 2,535 152,996 SH Sole 25, 28 152,996
SI FINANCIAL
GROUP INC MD COMMON
USD0.01 STOCK 78425V104 111,723.69 112 9,241 SH Sole 28, 33 9,241
SLM CORP COM STK COMMON
USD0.20 STOCK 78442P106 3,618,672.64 3,619 176,693 SH Sole 28 176,693
SM ENERGY CO COMMON
STOCK 78454L100 7,897,283.10 7,897 133,355 SH Sole 28, 30 133,355
SPS COMMERCE INC COMMON
USD0.001 STOCK 78463M107 414,667.06 415 9,718 SH Sole 28 9,718
SS^C TECHNOLOGIES
HLDGS INC COMMON
USD0.01 STOCK 78467J100 889,416.66 889 29,667 SH Sole 28, 33 29,667
STR HLDGS INC COMMON
USD0.01 STOCK 78478V100 171,920.42 172 79,226 SH Sole 8, 28, 33 79,226
SVB FINANCIAL
GROUP COM STK COMMON
USD0.001 STOCK 78486Q101 5,440,814.24 5,441 76,696 SH Sole 28 76,696
SWS GROUP INC COM COMMON
STK USD0.10 STOCK 78503N107 313,256.90 313 51,778 SH Sole 8, 28, 33 51,778
SAFETY INSURANCE
GROUP INC COM COMMON
STK USD0.01 STOCK 78648T100 1,839,094.70 1,839 37,418 SH Sole 11, 28, 33 37,418
SAIA INC COM STK COMMON
USD0.001 STOCK 78709Y105 1,770,376.82 1,770 48,946 SH Sole 28, 30, 33 48,946
SAKS INC COM STK COMMON
USD0.10 STOCK 79377W108 3,297,235.02 3,297 287,466 SH Sole 28, 33 287,466
SALESFORCE.COM
INC COM STK COMMON 11, 23, 28,
USD0.001 STOCK 79466L302 42,413,826.42 42,414 237,174 SH Sole 50, 51, 53 237,174
SANCHEZ ENERGY COMMON
CORP USD0.01 STOCK 79970Y105 183,622.56 184 9,218 SH Sole 28 9,218
SANDISK CORP COM COMMON
STK USD0.001 STOCK 80004C101 12,436,215.00 12,436 226,113 SH Sole 23, 28, 51 226,113
SANDRIDGE ENERGY
INC COM STK COMMON
USD0.001 STOCK 80007P307 52.70 0 10 SH Sole 33 10
SCANA CORP(NEW) COMMON
COM STK NPV STOCK 80589M102 2,644,153.44 2,644 51,684 SH Sole 28 51,684
SCICLONE
PHARMACEUTICALS COMMON
COM STK NPV STOCK 80862K104 253,069.00 253 55,015 SH Sole 28, 33 55,015
SCIENTIFIC GAMES
CLASS'A'COM COMMON
USD0.01 STOCK 80874P109 1,236,243.75 1,236 141,285 SH Sole 28, 33 141,285
SCIQUEST INC. COMMON
USD0.001 STOCK 80908T101 340,622.76 341 14,169 SH Sole 28 14,169
SEALED AIR CORP COMMON 11, 28, 33,
COM STK USD0.1 STOCK 81211K100 13,832,220.43 13,832 573,713 SH Sole 35, 43 573,713
SELECT COMFORT
CORP COM STK COMMON
USD0.01 STOCK 81616X103 886,763.58 887 44,854 SH Sole 28 44,854
SELECT MEDICAL
HLDGS CORP COMMON
USD0.001 STOCK 81619Q105 441,405.00 441 49,045 SH Sole 8, 28, 33 49,045
SEMGROUP CORP COM COMMON
STK 'CLS A' STOCK 81663A105 2,360,707.68 2,361 45,644 SH Sole 28, 33, 37 45,644
SENSIENT
TECHNOLOGIES
CORP COM STK COMMON
USD0.10 STOCK 81725T100 6,995,429.13 6,995 178,957 SH Sole 11, 28, 33 178,957
SERVICENOW INC COMMON
USD0.001 STOCK 81762P102 7,632,951.00 7,633 210,855 SH Sole 38, 47, 53 210,855
SERVICESOURCE
INTL INC COMMON
USD0.0001 STOCK 81763U100 279,059.97 279 39,471 SH Sole 28 39,471
SHENANDOAH
TELECOMUNICATIONS COMMON
COM STK USD10 STOCK 82312B106 318,246.08 318 20,896 SH Sole 28, 33 20,896
SHUTTERFLY INC
COM STK COMMON
USD0.0001 STOCK 82568P304 1,325,100.00 1,325 30,000 SH Sole 28, 33 30,000
SIERRA BANCORP COMMON
COM STK NPV STOCK 82620P102 437,040.25 437 33,235 SH Sole 8, 28, 33 33,235
SIGNATURE BANK COMMON
COMMON SHS STOCK 82669G104 10,366,391.20 10,366 131,620 SH Sole 28, 47, 53 131,620
SILICON IMAGE INC COMMON
COM STK USD0.001 STOCK 82705T102 1,987,997.58 1,988 409,053 SH Sole 28, 30, 33 409,053
SILICON GRAPHICS
INTERNATIONAL COMMON
CORP COM STK STOCK 82706L108 418,440.00 418 30,432 SH Sole 8, 28 30,432
SILVER SPRING
NETWORKS INC COMMON
USD0.001 STOCK 82817Q103 72,786.00 73 4,200 SH Sole 8 4,200
SIRONA DENTAL
SYSTEMS INC COM COMMON
STK USD0.01 STOCK 82966C103 12,281,353.56 12,281 166,572 SH Sole 11, 25, 38, 47 166,572
SIRIUS XM RADIO COMMON
INC STOCK 82967N108 4,876,872.00 4,877 1,583,400 SH Sole 50 1,583,400
SIX FLAGS ENTMT COMMON
CORP NEW COM STOCK 83001A102 2,125,041.12 2,125 29,319 SH Sole 28 29,319
SKILLED
HEALTHCARE
GROUP
CLASS'A'COM STK COMMON
USD0.001 STOCK 83066R107 909,879.30 910 138,490 SH Sole 8, 28 138,490
SKULLCANDY INC COMMON
USD0.0001 STOCK 83083J104 68,983.20 69 13,065 SH Sole 28 13,065
SKYWORKS COMMON
SOLUTIONS INCCOM STOCK 83088M102 7,516,636.00 7,517 341,200 SH Sole 8, 28 341,200
SOLAR CAPITAL LTD COMMON
USD0.01 STOCK 83413U100 829,925.19 830 35,331 SH Sole 28 35,331
SOLAZYME INC COMMON
USD0.001 STOCK 83415T101 203,926.91 204 26,111 SH Sole 28 26,111
SOLARWINDS INC COMMON
USD0.001 STOCK 83416B109 10,553,782.50 10,554 178,575 SH Sole 28, 37, 58 178,575
SOLAR SENIOR
CAPITAL LTD COMMON
USD0.01 STOCK 83416M105 155,808.00 156 8,115 SH Sole 28 8,115
SOLARCITY CORP COMMON
USD0.0001 STOCK 83416T100 85,960.64 86 4,553 SH Sole 28 4,553
SOLERA HOLDINGS
INC COM STK COMMON
USD0.01 STOCK 83421A104 18,038,202.52 18,038 309,244 SH Sole 11, 28, 37, 39 309,244
SOLTA MEDICAL INC COMMON
COM STK USD0.001 STOCK 83438K103 131,329.00 131 59,695 SH Sole 28, 33 59,695
SONIC AUTOMOTIVE
INC COM STK COMMON
USD0.01 CLASS'A' STOCK 83545G102 4,763,181.20 4,763 214,945 SH Sole 25, 28, 30, 33 214,945
SOURCEFIRE INC COMMON
COM STK USD0.001 STOCK 83616T108 2,605,113.09 2,605 43,983 SH Sole 28, 37, 47 43,983
SOUTHSIDE
BANCSHARES INC COMMON
USD1.25 STOCK 84470P109 580,023.07 580 27,607 SH Sole 8, 28, 33 27,607
SPANSION INC COMMON
USD0.001 A STOCK 84649R200 1,352,701.35 1,353 105,105 SH Sole 8, 28, 33 105,105
SPARK NETWORKS
INC COM STK COMMON
USD0.001 STOCK 84651P100 63,120.64 63 8,966 SH Sole 28 8,966
SPECTRANETICS
CORP COM STK COMMON
USD0.001 STOCK 84760C107 762,101.84 762 41,128 SH Sole 28, 47 41,128
SPECTRUM
PHARMACEUTICALS COMMON
INC STOCK 84763A108 350,605.08 351 46,998 SH Sole 28 46,998
SPECTRUM BRANDS
HLDGS INC COMMON
USD0.01 STOCK 84763R101 1,261,900.41 1,262 22,299 SH Sole 28, 33 22,299
STAGE STORES INC COMMON
COM STK USD0.01 STOCK 85254C305 2,286,394.48 2,286 88,346 SH Sole 28, 30, 33 88,346
STANDARD PACIFIC
CORP COM STK COMMON
USD0.01 STOCK 85375C101 3,669,442.56 3,669 424,704 SH Sole 28, 47 424,704
STAR SCIENTIFIC COMMON
USD0.0001 STOCK 85517P101 190,099.88 190 114,518 SH Sole 28 114,518
STARTEK INC COM COMMON
STK USD0.01 STOCK 85569C107 16,169.40 16 2,764 SH Sole 33 2,764
STARZ USD0.01 A COMMON
(LIBERTY CAP) STOCK 85571Q102 509,870.85 510 23,019 SH Sole 33, 43 23,019
STARWOOD HTLS
WRLD PAIRED
CERT COMMON 11, 28, 39,
CLASS'B'USD0.01 STOCK 85590A401 28,700,168.20 28,700 450,340 SH Sole 53, 58, 60 450,340
STELLARONE CORP COMMON
COM STK USD5 STOCK 85856G100 602,734.15 603 37,321 SH Sole 8, 28, 33 37,321
STILLWATER MINING
CO COM STK COMMON
USD0.01 STOCK 86074Q102 1,454,896.53 1,455 112,521 SH Sole 28, 33 112,521
STONERIDGE INC COMMON
COM STK NPV STOCK 86183P102 1,300,991.30 1,301 170,510 SH Sole 28, 30, 33 170,510
SUN BANCORP INC
NEW JERSEY COM COMMON
STK USD1 STOCK 86663B102 121,453.97 121 35,617 SH Sole 28, 33 35,617
SUNCOKE ENERGY COMMON
INC USD0.01 STOCK 86722A103 1,006,303.59 1,006 61,623 SH Sole 28, 33 61,623
SUNLINK HEALTH
SYSTEMS INC COM COMMON
STK NPV STOCK 86737U102 630.00 1 700 SH Sole 33 700
SUPER MICRO
COMPUTER INC COMMON
COM STK USD0.001 STOCK 86800U104 256,102.36 256 22,684 SH Sole 28 22,684
SUPPORT.COM INC COMMON
STOCK 86858W101 177,077.34 177 42,363 SH Sole 28, 33 42,363
SWIFT
TRANSPORTATION
CO INC USD0.01 COMMON
CL A STOCK 87074U101 1,397,793.50 1,398 98,575 SH Sole 8, 28 98,575
SYMETRA FINANCIAL COMMON
CORP USD0.01 STOCK 87151Q106 3,078,292.32 3,078 229,552 SH Sole 8, 23, 28, 33 229,552
SYNCHRONOSS
TECHNOLOGIES
INC COM STK COMMON
USD0.0001 STOCK 87157B103 674,002.63 674 21,721 SH Sole 28 21,721
SYNAPTICS INC COM COMMON
STK USD0.001 STOCK 87157D109 1,083,371.25 1,083 26,625 SH Sole 28 26,625
SYNAGEVA
BIOPHARMA CORP COMMON
USD0.001 STOCK 87159A103 1,695,874.68 1,696 30,879 SH Sole 28, 38 30,879
SYNOVUS FINANCIAL
CORP COM STK COMMON
USD1 STOCK 87161C105 5,487,048.68 5,487 1,980,884 SH Sole 28, 30, 33 1,980,884
SYNTEL INC COM COMMON
STK NPV STOCK 87162H103 1,717,573.76 1,718 25,438 SH Sole 11, 28 25,438
SYNTA
PHARMACEUTICALS
CORP COM STK COMMON
USD0.0001 STOCK 87162T206 269,438.00 269 31,330 SH Sole 28 31,330
SYNNEX CORP COM COMMON
STK USD0.001 STOCK 87162W100 2,628,813.00 2,629 71,049 SH Sole 8, 28, 33 71,049
SYNUTRA
INTERNATIONAL COMMON
INC COM STK NPV STOCK 87164C102 65,583.80 66 13,954 SH Sole 28 13,954
SYNERGY RESOURCES COMMON
CORP USD0.001 STOCK 87164P103 212,028.88 212 30,908 SH Sole 28 30,908
TD AMERITRADE
HOLDING CORP COMMON
COM STK USD0.01 STOCK 87236Y108 4,781,159.40 4,781 231,870 SH Sole 51 231,870
TCP CAPITAL CORP COMMON
USD0.001 STOCK 87238Q103 74,245.92 74 4,652 SH Sole 28 4,652
TICC CAPITAL CORP COMMON
COM STOCK 87244T109 373,813.58 374 37,607 SH Sole 28 37,607
TMS INTL CORP COMMON
USD0.001 A STOCK 87261Q103 145,477.20 145 11,021 SH Sole 28, 33 11,021
TRW AUTOMOTIVE
HLDGS CORP COM COMMON
STK USD0.01 STOCK 87264S106 9,171,360.00 9,171 166,752 SH Sole 43, 59 166,752
TRI POINTE HOMES COMMON
INC USD0.01 STOCK 87265H109 1,147,703.70 1,148 56,958 SH Sole 8, 28, 47 56,958
TTM TECHNOLOGIES
INC COM STK COMMON
USD0.001 STOCK 87305R109 401,249.60 401 52,796 SH Sole 28, 33 52,796
TW TELECOM INC
CLS'A'COM STK COMMON
USD0.01 STOCK 87311L104 8,823,830.29 8,824 350,291 SH Sole 23, 28 350,291
TANDY LEATHER
FACTORY INC COM COMMON
STK USD STOCK 87538X105 1,420.00 1 200 SH Sole 33 200
TANGOE INC COMMON
USD0.0001 STOCK 87582Y108 291,449.97 291 23,523 SH Sole 28 23,523
TARGACEPT INC COM COMMON
STK USD0.001 STOCK 87611R306 134,310.68 134 31,381 SH Sole 28, 33 31,381
TARGA RESOURCES COMMON
CORP USD0.001 STOCK 87612G101 1,555,196.64 1,555 22,884 SH Sole 28 22,884
TASER
INTERNATIONAL COMMON
INC COM STK NPV STOCK 87651B104 324,582.60 325 40,828 SH Sole 28, 33 40,828
TEAM HEALTH HLDGS COMMON
INC USD0.01 STOCK 87817A107 10,346,908.56 10,347 284,412 SH Sole 28, 38, 47 284,412
TECHTARGET COM COMMON
STK USD0.001 STOCK 87874R100 80,753.46 81 16,514 SH Sole 28, 33 16,514
TELECOMMUNICATIONS
SYSTEMS INC COM COMMON
STK USD0.01 STOCK 87929J103 23,923.44 24 10,728 SH Sole 33 10,728
TELULAR CORP COM COMMON
STK USD0.01 STOCK 87970T208 154,592.02 155 15,367 SH Sole 28, 33 15,367
TELUS CORP COM NPV COMMON
STOCK 87971M103 4,130,912.03 4,131 59,773 SH Sole 39 59,773
TEMPUR PEDIC
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 88023U101 5,086,677.96 5,087 102,492 SH Sole 28 102,492
TENET HEALTHCARE COMMON
CORP COM NEW STOCK 88033G407 1,934,840.70 1,935 40,665 SH Sole 28 40,665
TERADATA CORP DEL COMMON
COM STOCK 88076W103 15,687,057.59 15,687 268,109 SH Sole 28, 50, 51 268,109
TERRITORIAL
BANCORP INC COMMON
USD0.01 STOCK 88145X108 224,863.68 225 9,456 SH Sole 28, 33 9,456
TESCO CORP COM NPV COMMON
STOCK 88157K101 369,831.80 370 27,620 SH Sole 28, 33 27,620
TESLA MOTORS INC COMMON
USD0.001 STOCK 88160R101 5,532,167.34 5,532 146,006 SH Sole 38 146,006
TETRA
TECHNOLOGIES COMMON
COM STK USD0.01 STOCK 88162F105 722,068.02 722 70,377 SH Sole 28, 33 70,377
TETRA TECH INC COMMON
COM STK USD0.01 STOCK 88162G103 1,638,227.70 1,638 53,730 SH Sole 28, 33 53,730
TESSERA
TECHNOLOGIES
INC COM STK COMMON
USD0.01 STOCK 88164L100 924,168.75 924 49,289 SH Sole 28, 33 49,289
TEXAS CAPITAL
BANCSHARES INC COMMON
COM STK USD0.01 STOCK 88224Q107 5,119,716.05 5,120 126,569 SH Sole 25, 28, 38, 47 126,569
THERAVANCE INC COMMON
COM STK USD1 STOCK 88338T104 1,131,279.90 1,131 47,895 SH Sole 28 47,895
THERMON GROUP COMMON
HLDGS USD0.001 STOCK 88362T103 708,299.11 708 31,891 SH Sole 11, 28 31,891
THESTREET INC COMMON
USD0.01 STOCK 88368Q103 7,724.04 8 4,044 SH Sole 33 4,044
3 D SYSTEMS INC COMMON
COM STK USD0.001 STOCK 88554D205 1,870,887.20 1,871 58,030 SH Sole 28 58,030
3M CO COM STK COMMON
USD0.01 STOCK 88579Y101 57,601,947.30 57,602 541,830 SH Sole 11, 28, 31, 58 541,830
TIBCO SOFTWARE
INC COM STK COMMON
USD0.001 STOCK 88632Q103 7,411,681.44 7,412 366,552 SH Sole 11, 28 366,552
TIME WARNER CABLE COMMON
INC USD0.01 STOCK 88732J207 30,004,148.88 30,004 312,348 SH Sole 23, 28, 41, 58 312,348
TITAN INTL INC COMMON
USD1 STOCK 88830M102 842,609.76 843 39,972 SH Sole 28, 33 39,972
TITAN MACHINERY
INC COM STK COMMON
USD0.00001 STOCK 88830R101 2,345,568.75 2,346 84,525 SH Sole 25, 28, 33 84,525
TOWN SPORTS INTL COMMON
INC USD0.001 STOCK 89214A102 174,130.22 174 18,407 SH Sole 28 18,407
TOWNEBANK
(PORTSMOUTH COMMON
VIRGINIA) NPV STOCK 89214P109 347,064.48 347 23,184 SH Sole 28, 33 23,184
TRANS WORLD
ENTERTAINMENT
CORP COM STK COMMON
USD0.01 STOCK 89336Q100 8,320.50 8 2,150 SH Sole 33 2,150
TRANSCEPT
PHARMACEUTICALS
INC COM STK COMMON
USD0.001 STOCK 89354M106 54,668.27 55 11,413 SH Sole 28, 33 11,413
TRANS1 INC COM COMMON
STK USD0.0001 STOCK 89385X105 7,685.44 8 3,431 SH Sole 33 3,431
TRAVELZOO INC COM COMMON
STK USD0.01 STOCK 89421Q106 121,445.71 121 5,683 SH Sole 28 5,683
TREEHOUSE FOODS
INC COM STK COMMON
USD0.01 STOCK 89469A104 3,840,397.05 3,840 58,947 SH Sole 25, 28, 33 58,947
TREX COMPANY COM COMMON
STK USD0.01 STOCK 89531P105 580,373.18 580 11,801 SH Sole 28 11,801
TRIANGLE
PETROLEUM CORP COMMON
USD0.00001 STOCK 89600B201 302,563.80 303 45,843 SH Sole 28, 33 45,843
TRIQUINT SEMI
CONDUCTOR INC COMMON
COM STK USD0.001 STOCK 89674K103 788,269.65 788 156,093 SH Sole 28, 33 156,093
TRIUS
THERAPEUTICS COMMON
INC USD0.0001 STOCK 89685K100 399,031.92 399 58,338 SH Sole 28, 37 58,338
TRUE RELIGION
APPAREL INC COM COMMON
STK USD0.00001 STOCK 89784N104 529,824.12 530 20,292 SH Sole 28 20,292
TRUEBLUE INC COM COMMON
STK NPV STOCK 89785X101 1,217,325.76 1,217 57,584 SH Sole 8, 28 57,584
TUMI HLDGS INC COMMON
USD0.01 STOCK 89969Q104 356,419.74 356 17,021 SH Sole 28 17,021
USANA INC COM STK COMMON
NPV STOCK 90328M107 220,868.10 221 4,570 SH Sole 28 4,570
US PHYSICAL
THERAPY COM STK COMMON
USD0.01 STOCK 90337L108 648,561.75 649 24,155 SH Sole 28, 37 24,155
USA MOBILITY INC COMMON
COM STK USD1 STOCK 90341G103 322,421.19 322 24,297 SH Sole 8, 28, 33 24,297
US AIRWAYS GROUP COMMON
INC STOCK 90341W108 2,174,332.16 2,174 128,128 SH Sole 28 128,128
US AUTO PARTS
NETWORK COM STK COMMON
USD0.01 STOCK 90343C100 14,610.00 15 12,175 SH Sole 28 12,175
UBIQUITI NETWORKS COMMON
INC USD0.001 STOCK 90347A100 657,572.16 658 47,928 SH Sole 28, 37 47,928
ULTA SALON COM COMMON
STK USD0 STOCK 90384S303 4,610,456.00 4,610 56,800 SH Sole 50 56,800
ULTIMATE SOFTWARE
INC COM STK COMMON
USD0.01 STOCK 90385D107 8,635,697.28 8,636 82,908 SH Sole 11, 28, 47 82,908
ULTRA CLEAN HLDGS
INC COM STK COMMON
USD0.001 STOCK 90385V107 369,622.50 370 56,865 SH Sole 8, 28, 33 56,865
UNION FIRST
MARKET
BANKSHARES CORP COMMON
USD2 STOCK 90662P104 373,419.96 373 19,091 SH Sole 28, 33 19,091
UNITED COMMUNITY
BANKS(GEORGIA) COMMON
COM STK USD1 STOCK 90984P303 395,459.82 395 34,873 SH Sole 28, 33 34,873
UNITED FINL
BANCORP INC MD COMMON
COM STOCK 91030T109 1,575,981.60 1,576 103,683 SH Sole 28, 30, 33 103,683
UNITED
THERAPEUTICS
CORP COM STK COMMON
USD0.01 STOCK 91307C102 8,435,608.08 8,436 138,584 SH Sole 28, 35 138,584
UNITEDHEALTH
GROUP INC COM COMMON 23, 28, 37,
STK USD0.01 STOCK 91324P102 40,516,179.21 40,516 708,201 SH Sole 41, 50, 54 708,201
UNITEK GLOBAL
SERVICES INC COMMON
USD0.00002 STOCK 91324T302 185,448.49 185 63,293 SH Sole 30, 33 63,293
UNIVERSAL DISPLAY
CORP COM STK COMMON
USD0.01 STOCK 91347P105 921,817.35 922 31,365 SH Sole 28 31,365
UNIVERSAL
INSURANCE HLDGS
INC COM STK COMMON
USD0.01 STOCK 91359V107 98,459.85 98 20,301 SH Sole 28, 33 20,301
UNIVERSAL
TRUCKLOAD
SERVICES INC COMMON
COM STK NPV STOCK 91388P105 302,310.14 302 12,958 SH Sole 8, 28, 33 12,958
UNUM GROUP COM COMMON
STOCK 91529Y106 17,161,253.50 17,161 607,478 SH Sole 23, 28, 37 607,478
UNWIRED PLANET COMMON
INC USD0.001 STOCK 91531F103 146,675.40 147 66,070 SH Sole 28 66,070
URANERZ ENERGY
CORP COM COMMON
USD0.001 STOCK 91688T104 66,302.89 66 52,207 SH Sole 28 52,207
US ECOLOGY INC COMMON
COM STK USD0.01 STOCK 91732J102 384,789.15 385 14,493 SH Sole 28 14,493
VOXX INTL CORP COMMON
USD0.01 A STOCK 91829F104 1,200,291.12 1,200 112,072 SH Sole 28, 30, 33 112,072
VAALCO ENERGY COM COMMON
STK USD0.10 STOCK 91851C201 807,166.14 807 106,346 SH Sole 8, 28 106,346
VAIL RESORTS INC COMMON
COM STK USD0.01 STOCK 91879Q109 1,901,632.48 1,902 30,514 SH Sole 28, 33 30,514
VALERO ENERGY
CORP(NEW) COMMON
USD0.01 STOCK 91913Y100 24,909,550.67 24,910 547,583 SH Sole 28, 43, 51, 58 547,583
VALUECLICK INC COMMON
COM STK USD0.001 STOCK 92046N102 5,354,016.75 5,354 181,185 SH Sole 28 181,185
VALUEVISION MEDIA COMMON
INC. CLASS A STOCK 92047K107 24,610.98 25 7,113 SH Sole 33 7,113
VANTIV INC COMMON
USD0.00001 A STOCK 92210H105 6,506,849.12 6,507 274,088 SH Sole 38 274,088
VARIAN MEDICAL
SYSTEMS INC COM COMMON
STK USD1 STOCK 92220P105 3,059,568.00 3,060 42,494 SH Sole 28 42,494
VASCO DATA
SECURITY
INTERNATIONAL COMMON
COM STK USD0.001 STOCK 92230Y104 189,646.80 190 22,470 SH Sole 28 22,470
VASCULAR
SOLUTIONS INC COMMON
COM STK USD0.01 STOCK 92231M109 475,797.48 476 29,334 SH Sole 28, 37 29,334
VECTREN CORP COM COMMON
NPV STOCK 92240G101 7,607,436.76 7,607 214,778 SH Sole 25, 28 214,778
VECTOR GROUP COM COMMON
STK USD0.1 STOCK 92240M108 709,086.56 709 43,988 SH Sole 28 43,988
VERA BRADLEY INC COMMON
NPV STOCK 92335C106 375,220.77 375 15,879 SH Sole 28 15,879
VERASTEM INC COMMON
USD0.0001 STOCK 92337C104 48,879.22 49 5,081 SH Sole 28 5,081
VERENIUM CORP COM COMMON
STK USD0.001 STOCK 92340P209 608.88 1 236 SH Sole 33 236
VERIFONE SYSTEMS COMMON
INC STOCK 92342Y109 9,046,569.40 9,047 437,455 SH Sole 28, 37, 54 437,455
VERIZON
COMMUNICATIONS
INC COM STK COMMON
USD0.10 STOCK 92343V104 61,797,327.15 61,797 1,257,321 SH Sole 23, 28, 41, 58 1,257,321
VERINT SYSTEMS
INC COM STK COMMON
USD0.001 STOCK 92343X100 1,445,881.45 1,446 39,559 SH Sole 28 39,559
VERISK ANALYTICS COMMON
INC NPV STOCK 92345Y106 13,826,998.65 13,827 224,355 SH Sole 11, 38 224,355
VERTEX
PHARMACEUTICAL COMMON
COM STK USD0.01 STOCK 92532F100 31,137,703.08 31,138 566,346 SH Sole 28, 51 566,346
VIAD CORP COM COMMON
STOCK USD1.5 STOCK 92552R406 1,036,281.90 1,036 37,465 SH Sole 8, 28, 33 37,465
VIASAT INC COM COMMON
STK USD0.01 STOCK 92552V100 1,435,277.20 1,435 29,630 SH Sole 28 29,630
VIASYSTEMS GROUP, COMMON
INC. STOCK 92553H803 43,892.64 44 3,366 SH Sole 28, 33 3,366
VIACOM INC NEW
CLASS'B'
NON-VTG COM COMMON 23, 28, 41,
USD0.001 STOCK 92553P201 55,893,122.86 55,893 907,798 SH Sole 51, 54, 58, 59 907,798
VIEWPOINT FINL GP COMMON
INC MD USD0.01 STOCK 92672A101 3,728,856.53 3,729 185,423 SH Sole 11, 25, 28, 33 185,423
VIRGINIA COMMERCE
BANCORP COM STK COMMON
USD0.01 STOCK 92778Q109 718,517.00 719 51,140 SH Sole 8, 28, 33 51,140
VIRNETX HLDGS
CORP COM STK COMMON
USD0.01 STOCK 92823T108 636,309.81 636 33,193 SH Sole 28 33,193
VISA INC COMMON 28, 39, 50,
USD0.0001 'A' STOCK 92826C839 77,656,792.40 77,657 457,235 SH Sole 53, 58 457,235
VIRTUSA CORP COM COMMON
STK USD0.01 STOCK 92827P102 397,267.20 397 16,720 SH Sole 28, 33 16,720
VIRTUS INVESTMENT
PARTNERS INC COMMON
USD0.01 STOCK 92828Q109 892,467.48 892 4,791 SH Sole 28 4,791
VISHAY PRECISION
GROUP INC COMMON
USD0.10 STOCK 92835K103 156,404.43 156 10,647 SH Sole 28, 33 10,647
VISTEON CORP COMMON
USD0.01 WI STOCK 92839U206 2,364,661.40 2,365 40,982 SH Sole 43 40,982
VITACOST.COM INC COMMON
NPV STOCK 92847A200 128,021.61 128 17,707 SH Sole 28 17,707
VOCERA
COMMUNICATIONS COMMON
INC USD0.0003 STOCK 92857F107 1,890,738.00 1,891 82,206 SH Sole 28, 47, 56 82,206
VOCUS INC COM STK COMMON
USD0.01 STOCK 92858J108 229,994.10 230 16,254 SH Sole 28 16,254
VONAGE HOLDINGS
CORP NEW COM COMMON
STK USD0.001 STOCK 92886T201 371,000.86 371 128,374 SH Sole 8, 28, 33 128,374
W & T OFFSHORE
INC COM STK COMMON
USD0.00001 STOCK 92922P106 1,291,561.00 1,292 90,955 SH Sole 8, 28 90,955
WGL HLDGS INC COM COMMON
STK USD1 STOCK 92924F106 7,879,655.70 7,880 178,677 SH Sole 8, 23, 28 178,677
WALKER & DUNLOP COMMON
INC USD0.01 STOCK 93148P102 1,228,357.32 1,228 68,356 SH Sole 28, 30, 33 68,356
WALTER INVESTMENT
MANAGEMENT CORP COMMON
USD0.01 STOCK 93317W102 1,054,175.00 1,054 28,300 SH Sole 28 28,300
WARREN RESOURCES
INC COM STK COMMON
USD0.001 STOCK 93564A100 222,221.88 222 69,228 SH Sole 28, 33 69,228
WASTE MANAGEMENT
INC COM STK COMMON
USD0.01 STOCK 94106L109 12,008,846.70 12,009 306,270 SH Sole 23, 28 306,270
WEB.COM GROUP INC COMMON
STOCK 94733A104 3,799,155.64 3,799 222,433 SH Sole 28, 30, 47 222,433
WEBMD HEALTH CORP COMMON
USD0.01 STOCK 94770V102 1,139,683.84 1,140 46,862 SH Sole 8, 28 46,862
WELLCARE HEALTH
PLANS INC COM COMMON
STK USD0.01 STOCK 94946T106 9,393,751.08 9,394 162,073 SH Sole 25, 28, 37 162,073
WELLPOINT INC COM COMMON
STK USD0.01 STOCK 94973V107 19,108,282.22 19,108 288,514 SH Sole 28, 41, 58, 59 288,514
WENDY'S
COMPANY(THE) COMMON
USD0.10 A STOCK 95058W100 3,051,548.64 3,052 538,192 SH Sole 28, 33 538,192
WESCO
INTERNATIONAL
INC COM STK COMMON
USD0.01 STOCK 95082P105 5,213,398.00 5,213 71,800 SH Sole 38 71,800
WEST
BANCORPORATION COMMON
COM STK NPV STOCK 95123P106 518,814.00 519 46,740 SH Sole 8, 28, 33 46,740
WESTAR ENERGY INC COMMON 8, 23, 25, 28,
COM USD5 STOCK 95709T100 23,922,879.54 23,923 721,003 SH Sole 35 721,003
WESTFIELD
FINANCIAL INC COMMON
COM STK USD0.01 STOCK 96008P104 594,851.02 595 76,459 SH Sole 11, 28, 33 76,459
WEX INC USD0.01 COMMON
STOCK 96208T104 7,762,551.00 7,763 98,886 SH Sole 28, 37 98,886
WHITEHORSE FIN COMMON
LLC USD0.001 STOCK 96524V106 34,778.51 35 2,197 SH Sole 28 2,197
WILSHIRE STATE COMMON
BAN COM NPV STOCK 97186T108 1,183,137.12 1,183 174,504 SH Sole 8, 28, 33 174,504
WINDSTREAM CORP
COM STK COMMON
USD0.0001 STOCK 97381W104 7,563,645.90 7,564 951,402 SH Sole 28, 35 951,402
WINTRUST
FINANCIAL CORP COMMON
COM STK NPV STOCK 97650W108 1,639,205.20 1,639 44,255 SH Sole 28, 33, 37 44,255
WISDOMTREE INVTS COMMON
INC STOCK 97717P104 480,074.40 480 46,161 SH Sole 28 46,161
WORLD WRESTLING
ENTERTAINMENT, COMMON
INC. STOCK 98156Q108 190,626.66 191 21,613 SH Sole 28 21,613
WPX ENERGY INC COMMON
USD1 STOCK 98212B103 1,243,312.20 1,243 77,610 SH Sole 28 77,610
WRIGHT MEDICAL
GROUP INC COM COMMON
STK USD0.01 STOCK 98235T107 5,712,066.62 5,712 239,902 SH Sole 25, 28, 33, 38 239,902
WYNDHAM WORLDWIDE COMMON
USD0.01 STOCK 98310W108 3,433,946.88 3,434 53,256 SH Sole 28 53,256
XCEL ENERGY INC COMMON 23, 28, 35,
COM STK USD2.5 STOCK 98389B100 29,630,294.10 29,630 997,653 SH Sole 37, 43 997,653
XENOPORT INC COM COMMON
STK USD1 STOCK 98411C100 244,143.90 244 34,146 SH Sole 28 34,146
XOMA CORP COMMON
USD0.0005 STOCK 98419J107 222,836.50 223 63,850 SH Sole 28 63,850
XYLEM INC USD0.01 COMMON
STOCK 98419M100 1,997,824.40 1,998 72,490 SH Sole 28 72,490
XOOM CORP COMMON
USD0.0001 STOCK 98419Q101 143,138.28 143 6,267 SH Sole 8, 28 6,267
YAMANA GOLD INC COMMON
COM NPV STOCK 98462Y100 844,019.75 844 54,985 SH Sole 23 54,985
ZAGG INC COM STK COMMON
USD0.001 STOCK 98884U108 147,871.36 148 20,312 SH Sole 28 20,312
ZAIS FINANCIAL COMMON
CORP USD0.0001 STOCK 98886K108 38,082.98 38 1,846 SH Sole 28 1,846
ZAZA ENERGY CORP COMMON
USD0.01 STOCK 98919T100 36,373.76 36 20,096 SH Sole 28 20,096
ZELTIQ AESTHETICS COMMON
INC USD0.001 STOCK 98933Q108 52,547.92 53 13,756 SH Sole 28 13,756
ZEP INC COM STK COMMON
USD0.01 STOCK 98944B108 667,659.81 668 44,481 SH Sole 8, 28 44,481
ZILLOW INC COMMON
USD0.0001 STOCK 98954A107 3,718,653.40 3,719 68,020 SH Sole 28, 38 68,020
ZIMMER HOLDINGS
INC COM STK COMMON
USD0.01 STOCK 98956P102 19,547,722.28 19,548 259,874 SH Sole 23, 28, 35, 43 259,874
ZIOPHARM ONCOLOGY COMMON
INC COM STK NPV STOCK 98973P101 96,986.34 97 52,998 SH Sole 28 52,998
ZIX CORPORATION COMMON
STOCK 98974P100 170,393.68 170 47,596 SH Sole 28 47,596
ZIPREALTY INC COM COMMON
STK USD0.001 STOCK 98974V107 6,935.00 7 1,900 SH Sole 33 1,900
ZOLTEK COS INC COMMON
COM STK USD0.01 STOCK 98975W104 347,912.30 348 29,114 SH Sole 28, 33 29,114
ZOGENIX INC COMMON
USD0.001 STOCK 98978L105 75,448.80 75 41,916 SH Sole 28 41,916
ZOETIS INC USD0.01 COMMON
STOCK 98978V103 1,909,311.00 1,909 57,165 SH Sole 23, 51, 53 57,165
DEUTSCHE BANK AG COMMON
ORD NPV(REGD) STOCK D18190898 7,667.52 8 196 SH Sole 33 196
AIRCASTLE NPV COMMON
STOCK G0129K104 1,098,052.56 1,098 80,267 SH Sole 8, 28, 33 80,267
ALKERMES PLC COMMON
USD0.01 STOCK G01767105 7,566,074.39 7,566 319,109 SH Sole 8, 25, 28, 37 319,109
ALTERRA CAPITAL
HLDGS LTD COMMON
USD0.01 STOCK G0229R108 3,114,751.50 3,115 98,881 SH Sole 8, 28, 33 98,881
AMDOCS ORD GBP0.01 COMMON
STOCK G02602103 8,895,605.00 8,896 245,396 SH Sole 35, 43 245,396
AMBARELLA INC COMMON
USD0.00045 STOCK G037AX101 1,770,065.46 1,770 113,031 SH Sole 28, 30 113,031
AON PLC USD0.01 A COMMON
STOCK G0408V102 18,496,002.00 18,496 300,748 SH Sole 23, 28, 35, 51 300,748
ARCH CAPITAL
GROUP LTD COM COMMON
STK USD0.01 STOCK G0450A105 1,198,596.00 1,199 22,800 SH Sole 30 22,800
ARGO GROUP INTL
HLDGS COM STK COMMON
USD0.01 STOCK G0464B107 972,554.14 973 23,503 SH Sole 28, 33 23,503
APCO OIL & GAS
INTL INC COM COMMON
STK USD0.01 STOCK G0471F109 86,428.00 86 6,970 SH Sole 28 6,970
ASPEN INSURANCE
HLDGS COM STK COMMON
USD0.15144558 STOCK G05384105 5,840,703.36 5,841 151,392 SH Sole 8, 28, 33 151,392
ASSURED GUARANTY
LTD COM STK COMMON
USD0.01 STOCK G0585R106 4,141,888.65 4,142 200,965 SH Sole 8, 33, 35 200,965
AXIS CAPITAL
HLDGS COM STK COMMON
USD0.0125 STOCK G0692U109 7,155,310.40 7,155 171,920 SH Sole 33, 43 171,920
ENERGY
XXI(BERMUDA) COMMON
USD0.005 STOCK G10082140 6,635,392.18 6,635 243,769 SH Sole 8, 28, 35, 37 243,769
ACCENTURE PLC COMMON
CLS'A'USD0.0000225 STOCK G1151C101 25,842,259.08 25,842 340,164 SH Sole 28, 54, 58 340,164
CENTRAL EUROPEAN
MEDIA
ENTERPRISES COM COMMON
STK USD0.08 STOCK G20045202 152,219.62 152 36,071 SH Sole 28, 33 36,071
CONSOLIDATED
WATER CO LTD COMMON
USD0.6 STOCK G23773107 175,566.60 176 17,734 SH Sole 8, 28, 33 17,734
CREDICORP COM STK COMMON
USD5 STOCK G2519Y108 1,599,061.50 1,599 9,630 SH Sole 51 9,630
COVIDIEN PLC COMMON 11, 23, 28,
USD0.20 STOCK G2554F113 24,736,567.04 24,737 364,631 SH Sole 50, 54 364,631
DELPHI AUTOMOTIVE COMMON
PLC ORD USD0.01 STOCK G27823106 26,993,379.60 26,993 607,959 SH Sole 28, 51, 58 607,959
EATON CORP PLC NPV COMMON 28, 37, 43,
STOCK G29183103 55,099,948.75 55,100 899,591 SH Sole 51, 58 899,591
ENDURANCE
SPECIALTY HLDGS COMMON
LTD USD1 STOCK G30397106 428,090.74 428 8,954 SH Sole 33 8,954
ENSTAR GROUP COMMON
LIMITED SHS STOCK G3075P101 944,604.00 945 7,600 SH Sole 28, 33 7,600
ENSCO PLC COM COMMON
USD0.10 'A' STOCK G3157S106 9,364,440.00 9,364 156,074 SH Sole 28, 43 156,074
EVEREST RE GROUP COMMON
COM STK USD0.01 STOCK G3223R108 29,698,592.42 29,699 228,697 SH Sole 28, 35, 43, 58 228,697
FABRINET USD0.01 COMMON
STOCK G3323L100 278,305.89 278 19,049 SH Sole 28, 33 19,049
FLEETMATICS GROUP COMMON
PLC EUR0.015 STOCK G35569105 722,334.75 722 29,787 SH Sole 28, 37 29,787
FRESH DEL MONTE
PRODUCE NV COM COMMON
STK USD0.01 STOCK G36738105 1,068,812.70 1,069 39,615 SH Sole 28, 33 39,615
FRONTLINE LTD COM COMMON
STK USD2.50 STOCK G3682E127 96,845.58 97 41,387 SH Sole 28 41,387
FREESCALE
SEMICONDUCTOR COMMON
LTD STOCK G3727Q101 485,741.58 486 32,622 SH Sole 23 32,622
GASLOG LTD USD0.01 COMMON
STOCK G37585109 242,565.32 243 18,862 SH Sole 28 18,862
GLOBAL SOURCES COMMON
COM STK USD0.01 STOCK G39300101 113,793.12 114 15,052 SH Sole 28 15,052
GLOBAL INDEMNITY COMMON
PLC USD0.0001 STOCK G39319101 227,429.60 227 9,803 SH Sole 28, 33 9,803
GREENLIGHT
CAPITAL RE LTD
CLS'A'COM STK COMMON
USD0.10 STOCK G4095J109 560,662.95 561 22,931 SH Sole 28, 33 22,931
HELEN OF TROY COM COMMON
STK USD0.10 STOCK G4388N106 4,415,619.60 4,416 115,110 SH Sole 8, 28, 33 115,110
HOLLYSYS
AUTOMATION COMMON
TECHNOLOGIES LTD STOCK G45667105 826,482.00 826 67,800 SH Sole 54 67,800
ICON PLC ORD COMMON
EUR0.06 STOCK G4705A100 6,276,497.91 6,276 194,379 SH Sole 11, 23, 47 194,379
INGERSOLL-RAND COMMON
PLC USD1 STOCK G47791101 10,205,620.23 10,206 185,523 SH Sole 28, 41, 54 185,523
INVESCO LTD COM COMMON
STK USD0.20 STOCK G491BT108 14,533,749.76 14,534 501,856 SH Sole 28, 43, 51 501,856
JAZZ
PHARMACEUTICALS COMMON
PLC USD0.0001 STOCK G50871105 2,943,437.86 2,943 52,646 SH Sole 28, 47 52,646
LAZARD LTD COM
STK CLASS 'A' COMMON
USD0.01 STOCK G54050102 6,007,699.12 6,008 176,024 SH Sole 11, 43 176,024
MAIDEN HLDGS LTD COMMON
USD0.01 STOCK G5753U112 2,166,269.22 2,166 204,558 SH Sole 8, 28, 30, 33 204,558
MARVELL TECH COMMON
GROUP COM NPV STOCK G5876H105 892,930.84 893 84,398 SH Sole 23 84,398
MICHAEL KORS COMMON
HLDGS LTD NPV STOCK G60754101 3,407,400.00 3,407 60,000 SH Sole 53 60,000
MONTPELIER RE
HOLDINGS COM COMMON
STK USD0.0016 STOCK G62185106 1,168,837.45 1,169 44,869 SH Sole 28, 33 44,869
ALPHA & OMEGA
SEMICONDUCTOR COMMON
LTD USD0.002 STOCK G6331P104 210,420.48 210 23,696 SH Sole 8, 28, 33 23,696
NABORS INDUSTRIES COMMON
COM STK USD0.001 STOCK G6359F103 1,986,966.22 1,987 122,501 SH Sole 28, 33 122,501
NORDIC AMERICAN
TANKERS LTD COMMON
USD0.01 STOCK G65773106 492,388.05 492 42,631 SH Sole 28, 33 42,631
HOME LOAN
SERVICING
SOLUTIONS LTD COMMON
USD0.01 STOCK G6648D109 1,697,420.81 1,697 72,757 SH Sole 11, 28 72,757
ONEBEACON
INSURANCE GROUP
LTD CLASS'A'COM COMMON
STK STOCK G67742109 265,586.88 266 19,644 SH Sole 28, 33 19,644
ORIENT EXPRESS
HOTELS LTD
CLS'A'COM STK COMMON
USD0.01 STOCK G67743107 897,575.52 898 91,032 SH Sole 28, 33 91,032
PARTNERRE USD1 COMMON
STOCK G6852T105 4,569,093.92 4,569 49,072 SH Sole 30, 43 49,072
PLATINUM
UNDERWRITERS COMMON
HLDGS LTD SHS STOCK G7127P100 1,849,208.54 1,849 33,134 SH Sole 28, 33 33,134
ROWAN COMPANIES COMMON
PLC SHS CL A STOCK G7665A101 1,943,244.16 1,943 54,956 SH Sole 28, 33 54,956
SEAGATE
TECHNOLOGY PLC COMMON
USD0.00001 STOCK G7945M107 4,550,659.76 4,551 124,471 SH Sole 28 124,471
SEACUBE CONTAINER
LEASING LTD COMMON
USD0.01 STOCK G79978105 1,519,355.04 1,519 66,174 SH Sole 8, 28, 33 66,174
SHIP FINANCE
INTERNATIONAL COMMON
COM STK USD1 STOCK G81075106 832,272.84 832 47,181 SH Sole 28, 33 47,181
SIGNET JEWELERS
LTD COM STK COMMON
USD0.18 STOCK G81276100 9,298,528.00 9,299 138,784 SH Sole 28 138,784
UTI WORLDWIDE INC COMMON
ORD NPV STOCK G87210103 2,692,020.24 2,692 185,913 SH Sole 28, 33 185,913
TEXTAINER GROUP
HLDGS LTD COMMON
USD0.01 STOCK G8766E109 429,552.55 430 10,861 SH Sole 28 10,861
TOWER GROUP INTL COMMON
LTD USD1 STOCK G8988C105 744,346.80 744 40,344 SH Sole 8, 28, 33 40,344
VALIDUS HOLDING
LTD COM STK COMMON 25, 30, 33,
USD0.175 STOCK G9319H102 12,240,319.28 12,240 327,544 SH Sole 43, 58 327,544
VANTAGE DRILLING COMMON
COM STK USD0.001 STOCK G93205113 266,376.25 266 152,215 SH Sole 28 152,215
WILLIS GROUP
HLDGS PLC ORD COMMON
SHS USD0.000115 STOCK G96666105 4,081,528.44 4,082 103,356 SH Sole 35 103,356
XYRATEX LTD COMMON
USD0.01 STOCK G98268108 54,578.70 55 5,513 SH Sole 33 5,513
XL GROUP PLC ORD COMMON
USD0.01 STOCK G98290102 11,938,654.50 11,939 394,015 SH Sole 28, 43 394,015
ACE LIMITED COMMON
CHF30.57 STOCK H0023R105 15,587,010.18 15,587 175,194 SH Sole 23, 28 175,194
ALLIED WORLD
ASSURANCE
COMPANYHOLDINGS COMMON
AG STOCK H01531104 2,989,014.64 2,989 32,237 SH Sole 30, 33 32,237
WEATHERFORD
INTERNATIONAL COMMON
LTD CHF1.16 STOCK H27013103 4,403,845.70 4,404 362,755 SH Sole 41 362,755
GARMIN LTD CHF0.01 COMMON
STOCK H2906T109 1,405,290.32 1,405 42,533 SH Sole 28 42,533
NOBLE CORPORATION COMMON
CHF3.28 STOCK H5833N103 6,885,998.70 6,886 180,498 SH Sole 28, 41, 43 180,498
PENTAIR LTD COMMON
USD0.16 STOCK H6169Q108 4,237,829.50 4,238 80,338 SH Sole 28 80,338
TE CONNECTIVITY COMMON
LTD CHF0.97 STOCK H84989104 10,341,615.20 10,342 246,640 SH Sole 23, 28 246,640
TYCO
INTERNATIONAL COMMON
LTD USD0.80 STOCK H89128104 14,920,448.00 14,920 466,264 SH Sole 23, 28 466,264
UBS AG CHF0.10 COMMON
STOCK H89231338 2,009,780.10 2,010 130,590 SH Sole 46 130,590
ALTISOURCE
PORTFOLIO
SOLUTIONS SA COMMON
USD1 STOCK L0175J104 1,116,000.00 1,116 16,000 SH Sole 11 16,000
CHECK POINT
SOFTWARE
TECHNOLOGIES COMMON
ORD ILS1 STOCK M22465104 5,089,017.00 5,089 108,300 SH Sole 37 108,300
EZCHIP
SEMICONDUCTOR COMMON
LTD STOCK M4146Y108 2,555,367.00 2,555 105,900 SH Sole 38 105,900
MAGICJACK
VOCALTEC LTD COMMON
ILS0.65 STOCK M6787E101 156,240.00 156 11,160 SH Sole 28 11,160
STRATASYS LTD USD0 COMMON
STOCK M85548101 6,185,494.80 6,185 83,340 SH Sole 38, 47 83,340
SYNERON MEDICAL COMMON
LTD ILS0.01 STOCK M87245102 1,349,040.00 1,349 132,000 SH Sole 30 132,000
AVG TECHNOLOGIES COMMON
NV EUR0.01 STOCK N07831105 255,835.68 256 18,379 SH Sole 8, 28 18,379
CORE LABORATORIES COMMON
NV EUR0.02 STOCK N22717107 3,201,674.88 3,202 23,214 SH Sole 11, 23 23,214
INTERXION HLDG NV COMMON
EUR0.1 STOCK N47279109 1,169,826.00 1,170 48,300 SH Sole 30 48,300
LYONDELLBASELL
INDUSTRIES NV COMMON
USD0.01 A STOCK N53745100 16,161,291.37 16,161 255,353 SH Sole 28, 51, 54 255,353
NIELSEN HLDGS NV COMMON
EUR0.07 STOCK N63218106 7,164,000.00 7,164 200,000 SH Sole 11 200,000
NXP
SEMICONDUCTORS COMMON
NV EUR0.20 STOCK N6596X109 5,183,538.00 5,184 171,300 SH Sole 50 171,300
ORTHOFIX INTL NV COMMON
COM STK USD0.10 STOCK N6748L102 542,103.31 542 15,113 SH Sole 28, 33 15,113
SAPIENS
INTERNATIONAL COMMON
CORP NV EUR0.01 STOCK N7716A151 57,179.84 57 10,511 SH Sole 28 10,511
TORNIER NV EUR0.03 COMMON
STOCK N87237108 233,645.75 234 12,395 SH Sole 28 12,395
VISTAPRINT NV COMMON
EUR0.01 STOCK N93540107 1,044,322.58 1,044 27,013 SH Sole 28 27,013
COPA HOLDINGS SA COMMON
NPV CLASS 'A' STOCK P31076105 11,336,635.80 11,337 94,780 SH Sole 38, 58 94,780
STEINER LEISURE COMMON
COM STK USD0.01 STOCK P8744Y102 1,659,038.16 1,659 34,306 SH Sole 28, 30 34,306
ULTRAPETROL
(BAHAMAS) LTD COMMON
USD0.01 STOCK P94398107 10,856.22 11 4,066 SH Sole 33 4,066
EXCEL MARITIME
CARRIERS COM COMMON
STK USD0.01 STOCK V3267N107 9,771.84 10 8,424 SH Sole 33 8,424
ROYAL CARIBBEAN
CRUISES COM STK COMMON
USD0.01 STOCK V7780T103 6,584,104.34 6,584 198,197 SH Sole 43, 54, 58 198,197
AEGEAN MARINE
PETROLEUM
NETWORK INC COM COMMON
STK STOCK Y0017S102 651,608.10 652 97,110 SH Sole 30 97,110
AVAGO
TECHNOLOGIES COMMON
LTD NPV STOCK Y0486S104 16,771,981.92 16,772 466,926 SH Sole 11, 41 466,926
BALTIC TRADING COMMON
LTD USD0.01 STOCK Y0553W103 3,697.36 4 904 SH Sole 33 904
DHT HLDGS INC COMMON
USD0.01 STOCK Y2065G121 3,503.74 4 733 SH Sole 33 733
EAGLE BULK
SHIPPING INC COMMON
USD0.01 STOCK Y2187A119 5,104.00 5 1,450 SH Sole 33 1,450
GENCO SHIPPING &
TRADING LIMITED COMMON
COM STK USD0.01 STOCK Y2685T107 98,807.04 99 34,308 SH Sole 28, 33 34,308
SCORPIO TANKERS COMMON
INC USD0.01 STOCK Y7542C106 2,138,480.80 2,138 239,740 SH Sole 28, 30 239,740
TEEKAY CORP COM COMMON
STK NPV STOCK Y8564W103 292,714.40 293 8,140 SH Sole 33 8,140
TEEKAY TANKERS COMMON
LTD USD0.01 STOCK Y8565N102 144,232.80 144 50,608 SH Sole 28 50,608
Subtotal--COMMON
STOCK 16,122,471,581.00 425,709,276
EQUITIES--REIT
BOSTON PROPERTIES
INC COM STK EQUITIES
USD0.01 - REIT 101121101 25,515,527.74 25,516 252,479 SH Sole 28, 34, 37, 60 252,479
BRANDYWINE REALTY
TRUST SHS BEN EQUITIES
INT USD0.01 - REIT 105368203 56,623.05 57 3,813 SH Sole 34 3,813
CBL & ASSOCIATES
PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 124830100 111,793.20 112 4,737 SH Sole 34 4,737
CAMDEN PROPERTY
TRUST SHS BEN
INT COM STK EQUITIES
USD0.01 - REIT 133131102 17,435,516.88 17,436 253,866 SH Sole 28, 34, 60 253,866
CAPLEASE INC COM EQUITIES
STK USD0.01 - REIT 140288101 1,173,914.56 1,174 184,288 SH Sole 8, 28 184,288
CEDAR REALTY EQUITIES
TRUST INC - REIT 150602209 1,147,873.48 1,148 187,868 SH Sole 8, 28 187,868
CHESAPEAKE
LODGING TRUST EQUITIES
SBI USD0.01 - REIT 165240102 1,834,190.64 1,834 79,956 SH Sole 8, 28 79,956
COLONIAL
PROPERTIES
TRUST COM STK EQUITIES
USD0.01 - REIT 195872106 2,017,829.45 2,018 89,245 SH Sole 28, 34, 37 89,245
COMMONWEALTH REIT
SHS OF BNF INT EQUITIES
USD0.01 - REIT 203233101 53,990.64 54 2,406 SH Sole 34 2,406
COUSINS
PROPERTIES INC EQUITIES
COM STK USD1 - REIT 222795106 3,175,881.41 3,176 297,089 SH Sole 28, 34, 60 297,089
CREXUS INVESTMENT EQUITIES
CORP USD0.01 - REIT 226553105 697,598.58 698 53,579 SH Sole 28 53,579
CUBESMART USD0.01 EQUITIES
- REIT 229663109 1,646,375.80 1,646 104,201 SH Sole 28, 34 104,201
DCT INDUSTRIAL
TRUST INC COM EQUITIES
STK USD0.01 - REIT 233153105 7,058,512.20 7,059 953,853 SH Sole 8, 28, 34, 60 953,853
DIAMONDROCK
HOSPIT COM EQUITIES
USD0.01 - REIT 252784301 1,427,828.15 1,428 153,365 SH Sole 28, 34 153,365
DIGITAL REALTY
TRUST INC COM EQUITIES
STK USD0.01 - REIT 253868103 3,138,346.64 3,138 46,904 SH Sole 34, 60 46,904
DUKE REALTY CORP EQUITIES
COM STK USD0.01 - REIT 264411505 12,441,246.00 12,441 732,700 SH Sole 28, 34, 60 732,700
EASTGROUP
PROPERTIES INC
COM STK EQUITIES
USD0.0001 - REIT 277276101 1,628,668.80 1,629 27,984 SH Sole 8, 28, 34 27,984
EQUITY ONE INC EQUITIES
COM STK USD0.01 - REIT 294752100 3,626,253.51 3,626 151,283 SH Sole 28, 34 151,283
ESSEX PROPERTY
TRUST INC COM EQUITIES
STK USD0.0001 - REIT 297178105 11,447,091.60 11,447 76,020 SH Sole 28, 34, 60 76,020
FEDERAL REALTY
INVESTMENT
TRUST SHS BNF EQUITIES
INT NPV - REIT 313747206 19,463,730.12 19,464 180,153 SH Sole 28, 34, 58, 60 180,153
GENERAL GROWTH
PROPERTIES INC EQUITIES
USD0.01 - REIT 370023103 12,104,077.16 12,104 608,857 SH Sole 34, 43, 60 608,857
GETTY REALTY CORP EQUITIES
COM STK USD0.10 - REIT 374297109 676,044.71 676 33,451 SH Sole 8, 28 33,451
GLADSTONE
COMMERICAL CORP EQUITIES
COM STK US0.001 - REIT 376536108 173,029.89 173 8,887 SH Sole 28 8,887
GLIMCHER REALTY
TRUST SHS OF
BENEFICIAL EQUITIES
INTEREST - REIT 379302102 1,807,117.60 1,807 155,786 SH Sole 28, 34, 37 155,786
GRAMERCY CAPITAL
CORP COM STK EQUITIES
USD0.001 - REIT 384871109 192,051.02 192 36,862 SH Sole 28 36,862
GYRODYNE CO OF
AMERICA INC COM EQUITIES
STK USD1 - REIT 403820103 64,835.82 65 882 SH Sole 28 882
HEALTHCARE REALTY
TRUST INC COM EQUITIES
STK USD0.01 - REIT 421946104 5,929,223.11 5,929 208,849 SH Sole 28, 34, 60 208,849
HERSHA
HOSPITALITY
TRUST
CLASS'A'SHS BEN EQUITIES
INTEREST - REIT 427825104 818,160.64 818 140,096 SH Sole 28, 34 140,096
HIGHWOODS
PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 431284108 7,928,047.35 7,928 200,355 SH Sole 28, 34 200,355
HOME PROPERTIES
INC COM STK EQUITIES
USD0.01 - REIT 437306103 5,973,276.12 5,973 94,186 SH Sole 8, 28, 34 94,186
HUDSON PACIFIC
PROPERTIES INC EQUITIES
USD0.01 - REIT 444097109 3,738,999.00 3,739 171,908 SH Sole 28, 60 171,908
INLAND REAL
ESTATE CORP COM EQUITIES
STK USD0.01 - REIT 457461200 636,588.19 637 63,091 SH Sole 28, 34 63,091
INVESTORS REAL EQUITIES
EST SBI NPV - REIT 461730103 697,621.47 698 70,681 SH Sole 28 70,681
LTC PROPERTIES
INC COM STK EQUITIES
USD0.01 - REIT 502175102 2,196,609.63 2,197 53,931 SH Sole 8, 28, 34 53,931
LASALLE HOTEL
PROPERTIES COM EQUITIES
STK USD0.01 - REIT 517942108 2,220,394.68 2,220 87,486 SH Sole 8, 28, 34 87,486
LEXINGTON REALTY
TRUST COM STK EQUITIES
USD0.0001 - REIT 529043101 3,625,125.20 3,625 307,214 SH Sole 8, 28, 60 307,214
LIBERTY PROPERTY EQUITIES
TRUST USD0.001 - REIT 531172104 8,282,826.75 8,283 208,373 SH Sole 28, 34 208,373
MACERICH CO COM EQUITIES
STK USD0.01 - REIT 554382101 21,085,995.12 21,086 327,524 SH Sole 28, 34, 60 327,524
MACK CALI REALTY
CORP COM STK EQUITIES
USD0.01 - REIT 554489104 10,045,743.47 10,046 351,127 SH Sole 28, 34, 60 351,127
MONMOUTH REAL
ESTATE INVT
CORP COM STK EQUITIES
USD0.01 - REIT 609720107 360,512.95 361 32,333 SH Sole 28 32,333
NATIONAL RETAIL EQUITIES
PPTYS INC COM - REIT 637417106 8,035,888.90 8,036 222,170 SH Sole 8, 28 222,170
NEW YORK MORTGAGE
TRUST INC COM EQUITIES
STK USD0.01 - REIT 649604501 290,983.68 291 38,592 SH Sole 28 38,592
OMEGA HEALTHCARE
INVESTORS COM EQUITIES
STK USD0.10 - REIT 681936100 9,659,246.52 9,659 318,157 SH Sole 28, 43 318,157
ONE LIBERTY
PROPERTIES COM EQUITIES
STK USD1 - REIT 682406103 1,414,688.76 1,415 65,133 SH Sole 28, 30 65,133
PENNSYLVANIA REAL
ESTATE INV
TRUST SHS BNF EQUITIES
INT - REIT 709102107 3,111,009.16 3,111 160,444 SH Sole 8, 28, 34 160,444
PIEDMONT OFFICE
REALTY TRUST
INC CLS A EQUITIES
USD0.01 - REIT 720190206 5,403,686.01 5,404 275,839 SH Sole 23, 30, 34 275,839
PLUM CREEK TIMBER
CO INC COM STK EQUITIES
NPV - REIT 729251108 3,301,702.20 3,302 63,251 SH Sole 28 63,251
POST PROPERTIES
INC COM STK EQUITIES
USD0.01 - REIT 737464107 69,708.00 70 1,480 SH Sole 34 1,480
POTLATCH CORP COM EQUITIES
STK USD1 - REIT 737630103 6,863,636.90 6,864 149,665 SH Sole 8, 28 149,665
RAIT FINANCIAL EQUITIES
TRUST USD0.03 - REIT 749227609 3,346,061.04 3,346 419,832 SH Sole 8, 28, 30 419,832
RAMCO-GERSHENSON
PROPERTIES
TRUST SBI EQUITIES
USD0.01 - REIT 751452202 1,161,888.00 1,162 69,160 SH Sole 8, 28, 34 69,160
RAYONIER INC COM EQUITIES
STK NPV - REIT 754907103 17,753,316.75 17,753 297,525 SH Sole 28, 43 297,525
REALTY INCOME
CORP COM STK EQUITIES
USD1 - REIT 756109104 15,075,428.40 15,075 332,424 SH Sole 28 332,424
REDWOOD TRUST INC EQUITIES
COM STK USD0.01 - REIT 758075402 5,382,697.34 5,383 232,213 SH Sole 8, 28 232,213
REGENCY CENTERS
CORP COM STK EQUITIES
USD0.01 - REIT 758849103 20,306,910.91 20,307 383,801 SH Sole 28, 34, 60 383,801
ROUSE PROPERTIES EQUITIES
INC USD0.01 - REIT 779287101 319,428.80 319 17,648 SH Sole 28 17,648
SAUL CENTERS INC EQUITIES
COM STK USD0.01 - REIT 804395101 278,973.72 279 6,378 SH Sole 28, 34 6,378
SIMON PROPERTY
GROUP INC COM EQUITIES 23, 28, 34,
STK USD0.0001 - REIT 828806109 73,081,255.36 73,081 460,906 SH Sole 53, 58, 60 460,906
SUMMIT HOTEL
PROPERTIES INC EQUITIES
USD0.01 - REIT 866082100 3,004,073.34 3,004 286,922 SH Sole 28, 30 286,922
SUN COMMUNITIES
INC COM STK EQUITIES
USD0.01 - REIT 866674104 1,966,885.76 1,967 39,872 SH Sole 8, 28, 34 39,872
SUNSTONE HOTEL
INVESTORS INC EQUITIES
COM STK USD0.01 - REIT 867892101 2,215,504.56 2,216 179,976 SH Sole 28, 34, 37 179,976
TANGER FACTORY
OUTLET CENTERS EQUITIES
COM STK USD0.01 - REIT 875465106 1,801,727.82 1,802 49,799 SH Sole 25, 34 49,799
TAUBMAN CENTRES
INC COM STK EQUITIES
USD0.01 - REIT 876664103 8,398,074.74 8,398 108,139 SH Sole 28, 34 108,139
THOMAS PROPERTIES
GROUP INC COM EQUITIES
STK USD0.01 - REIT 884453101 179,514.09 180 34,993 SH Sole 28, 33 34,993
UDR INC COM STK EQUITIES
USD0.01 - REIT 902653104 10,540,937.64 10,541 435,756 SH Sole 28, 34 435,756
UMH PROPERTIES
INC COM STK EQUITIES
USD0.10 - REIT 903002103 114,109.97 114 11,111 SH Sole 28 11,111
URSTADT BIDDLE
PROPERTIES EQUITIES
CLASS 'A'COM NPV - REIT 917286205 422,840.32 423 19,432 SH Sole 28 19,432
VORNADO REALTY EQUITIES
TRUST USD0.04 - REIT 929042109 28,282,866.00 28,283 338,150 SH Sole 28, 34, 58, 60 338,150
WASHINGTON REAL
ESTATE INVEST
TRUST SHS BNF EQUITIES
INT - REIT 939653101 1,516,027.20 1,516 54,455 SH Sole 28, 34 54,455
WEINGARTEN REALTY
INVESTORS SHS
OF BEN INT EQUITIES
USD0.03 - REIT 948741103 6,149,915.30 6,150 194,926 SH Sole 28, 34 194,926
WEYERHAEUSER CO EQUITIES
COM STK USD1.25 - REIT 962166104 9,860,976.72 9,861 314,244 SH Sole 28, 58 314,244
WHITESTONE REIT EQUITIES
USD0.001 - REIT 966084204 156,275.08 156 10,322 SH Sole 28 10,322
WINTHROP REALTY
TRUST SHS BNF EQUITIES
INT USD1 - REIT 976391300 1,863,877.96 1,864 148,162 SH Sole 8, 28, 60 148,162
BRE PROPERTIES
INC CLASS'A'COM EQUITIES
STK USD0.01 - REIT 05564E106 6,533,245.44 6,533 134,208 SH Sole 28, 34 134,208
UNIVERSAL HLTH
RLT SHS BEN INT EQUITIES
USD0.01 - REIT 91359E105 559,498.45 559 9,695 SH Sole 28, 34 9,695
AMERICAN CAPITAL
MTG INV CORP EQUITIES
USD0.01 - REIT 02504A104 1,194,114.90 1,194 46,194 SH Sole 28 46,194
AMERICAN TOWER EQUITIES 23, 28, 50,
CORPORATION - REIT 03027X100 28,920,920.04 28,921 375,987 SH Sole 53, 58 375,987
AMREIT INC NEW EQUITIES
USD0.01 - REIT 03216B208 50,518.16 51 2,596 SH Sole 28 2,596
APARTMENT
INVESTMENT &
MANAGEMENT COM EQUITIES
STK USD0.01 - REIT 03748R101 2,386,421.10 2,386 77,835 SH Sole 28, 34, 60 77,835
APOLLO COMMERCIAL
REAL ESTATE EQUITIES
USD0.01 - REIT 03762U105 364,587.93 365 20,727 SH Sole 28 20,727
APOLLO
RESIDENTIAL
MORTGAGE INC EQUITIES
USD0.01 - REIT 03763V102 483,782.16 484 21,704 SH Sole 28 21,704
ARES COMMERCIAL
REAL ESTATE EQUITIES
CORP USD0.01 - REIT 04013V108 103,550.40 104 6,120 SH Sole 28 6,120
BIOMED REALTY
TRUST INC COM EQUITIES
STK USD0.01 - REIT 09063H107 6,911,740.80 6,912 319,988 SH Sole 28, 34 319,988
CYS INVESTMENTS EQUITIES
INC USD0.01 - REIT 12673A108 2,723,515.64 2,724 231,986 SH Sole 8, 28 231,986
CAMPUS CREST
COMMUNITIES INC EQUITIES
USD0.01 - REIT 13466Y105 2,169,831.70 2,170 156,103 SH Sole 28, 30 156,103
CAPSTEAD
MTGE.CORP COM EQUITIES
STK USD0.01 - REIT 14067E506 3,877,280.80 3,877 302,440 SH Sole 8, 28 302,440
CHATHAM LODGING EQUITIES
TRUST USD0.01 - REIT 16208T102 221,692.29 222 12,589 SH Sole 28 12,589
COLONY FINANCIAL EQUITIES
INC USD0.01 - REIT 19624R106 3,036,804.60 3,037 136,793 SH Sole 28, 30 136,793
CORESITE REALTY EQUITIES
CORP USD0.01 - REIT 21870Q105 4,779,842.10 4,780 136,645 SH Sole 8, 28, 37, 47 136,645
CORPORATE OFFICE
PROPERTIES
TRUST COM STK EQUITIES
USD0.01 - REIT 22002T108 3,873,028.88 3,873 145,166 SH Sole 28, 34 145,166
CORRECTIONS
CORPORATIONS OF
AMERICA COM EQUITIES
USD0.01 - REIT 22025Y407 11,389,998.96 11,390 291,528 SH Sole 23, 28 291,528
CYRUSONE INC EQUITIES
USD0.01 - REIT 23283R100 148,231.60 148 6,490 SH Sole 28 6,490
DDR CORP NPV EQUITIES
- REIT 23317H102 121,835.48 122 6,994 SH Sole 34 6,994
DOUGLAS EMMETT
INC COM STK EQUITIES
USD0.01 - REIT 25960P109 92,241.00 92 3,700 SH Sole 34 3,700
DUPONT FABROS
TECHNOLOGY COM EQUITIES
STK USD1 - REIT 26613Q106 1,222,552.71 1,223 50,373 SH Sole 28, 34 50,373
DYNEX CAPITAL INC EQUITIES
COM STK USD0.01 - REIT 26817Q506 464,505.24 465 43,493 SH Sole 28 43,493
EPR PROPERTIES EQUITIES
SBI USD0.01 - REIT 26884U109 4,170,454.20 4,170 80,124 SH Sole 8, 28, 30 80,124
EDUCATION REALTY
TRUST INC COM EQUITIES
STK USD0.01 - REIT 28140H104 2,094,732.90 2,095 198,930 SH Sole 28, 30, 34 198,930
EQUITY LIFESTYLE
PROPERTIES INC EQUITIES
COM STK USD0.01 - REIT 29472R108 15,446,246.40 15,446 201,123 SH Sole 34, 37, 43, 60 201,123
EQUITY
RESIDENTIAL
PROPERTIES EQUITIES
TRUST SHS OF - REIT 29476L107 35,120,846.90 35,121 637,865 SH Sole 28, 34, 60 637,865
EXCEL TRUST INC EQUITIES
USD0.001 - REIT 30068C109 476,644.35 477 34,919 SH Sole 28 34,919
EXTRA SPACE
STORAGE INC COM EQUITIES
STK USD0.01 - REIT 30225T102 7,639,114.56 7,639 194,528 SH Sole 8, 28, 34 194,528
FELCOR LODGINGS
TRUST INC COM EQUITIES
STK USD0.01 - REIT 31430F101 1,284,819.20 1,285 215,936 SH Sole 8, 28, 34 215,936
FIRST INDUSTRIAL
REALTY TRUST EQUITIES
COM STK USD0.01 - REIT 32054K103 4,581,966.66 4,582 267,482 SH Sole 8, 28, 34 267,482
FIRST POTOMAC
REALTY TRUST EQUITIES
SBI USD0.001 - REIT 33610F109 625,573.89 626 42,183 SH Sole 28, 34 42,183
FRANKLIN STREET
PROPERTIES EQUITIES
CORP/MA COM STK - REIT 35471R106 866,527.40 867 59,270 SH Sole 28, 34 59,270
GEO GROUP INC COM EQUITIES
USD0.01 - REIT 36159R103 2,472,010.20 2,472 65,710 SH Sole 28, 33 65,710
GOVERNMENT
PROPERTIES EQUITIES
INCOME USD0.01 - REIT 38376A103 872,349.92 872 33,904 SH Sole 28 33,904
HCP INC COM STK EQUITIES
USD1 - REIT 40414L109 29,989,493.64 29,989 601,474 SH Sole 23, 28, 34, 60 601,474
HATTERAS
FINANCIAL CORP EQUITIES
USD0.001 - REIT 41902R103 4,923,685.00 4,924 179,500 SH Sole 37 179,500
HEALTH CARE REIT EQUITIES
INC COM STK USD1 - REIT 42217K106 8,915,088.98 8,915 131,278 SH Sole 28, 34, 60 131,278
HEALTHCARE TRUST
OF AMERICA INC EQUITIES
USD0.01 - REIT 42225P105 1,017,550.00 1,018 86,600 SH Sole 30 86,600
HOSPITALITY
PROPERTIES
TRUST COM STK EQUITIES
USD0.01 - REIT 44106M102 7,712,121.76 7,712 281,054 SH Sole 28, 34, 43 281,054
HOST HOTELS &
RESORTS INC EQUITIES
USD0.01 - REIT 44107P104 26,451,071.46 26,451 1,512,354 SH Sole 28, 34, 60 1,512,354
ISTAR FINANCIAL
INC NEW
CLASS'A'SHS BEN EQUITIES
INT - REIT 45031U101 2,247,587.10 2,248 206,390 SH Sole 28, 30 206,390
INVESCO MORTGAGE
CAPITAL INC EQUITIES
USD0.01 - REIT 46131B100 2,559,399.06 2,559 119,654 SH Sole 8, 28 119,654
JAVELIN MTG INVT EQUITIES
CORP USD0.001 - REIT 47200B104 106,326.15 106 5,411 SH Sole 28 5,411
KILROY REALTY
CORP COM STK EQUITIES
USD0.01 - REIT 49427F108 6,842,549.20 6,843 130,583 SH Sole 28, 34 130,583
KIMCO REALTY CORP EQUITIES
USD0.01 - REIT 49446R109 3,839,382.40 3,839 171,401 SH Sole 28, 34 171,401
KITE REALTY GROUP
TRUST COM STK EQUITIES
USD0.01 - REIT 49803T102 696,632.92 697 103,358 SH Sole 8, 28, 34 103,358
MFA FINANCIAL INC EQUITIES
COM STK USD0.01 - REIT 55272X102 2,736,510.44 2,737 293,617 SH Sole 8, 30 293,617
MEDICAL
PROPERTIES
TRUST INC COM EQUITIES
STK USD0.001 - REIT 58463J304 1,800,666.44 1,801 112,261 SH Sole 28 112,261
MID-AMERICA
APARTMENT
COMMUNITIES COM EQUITIES
STK USD0.01 - REIT 59522J103 84,460.38 84 1,223 SH Sole 34 1,223
NATIONAL HEALTH
INVESTORS INC EQUITIES
COM STK USD0.01 - REIT 63633D104 2,344,549.90 2,345 35,822 SH Sole 28, 30 35,822
NORTHSTAR REALTY
FINANCE CORP EQUITIES
COM STK USD0.01 - REIT 66704R100 1,442,609.52 1,443 152,174 SH Sole 28 152,174
PS BUSINESS PARKS
INC CALIF COM EQUITIES
SER'A'USD0.01 - REIT 69360J107 2,788,480.36 2,788 35,333 SH Sole 28, 34, 60 35,333
PARKWAY
PROPERTIES INC EQUITIES
USD0.001 - REIT 70159Q104 2,029,425.65 2,029 109,403 SH Sole 8, 28 109,403
PEBBLEBROOK HOTEL EQUITIES
TRUST USD0.01 - REIT 70509V100 1,266,572.69 1,267 49,111 SH Sole 28, 34 49,111
PENNYMAC MORTGAGE
INVESTMENT EQUITIES
TRUST USD0.01 - REIT 70931T103 1,212,791.16 1,213 46,844 SH Sole 28 46,844
PROLOGIS INC EQUITIES
- REIT 74340W103 13,343,285.02 13,343 333,749 SH Sole 28, 34, 60 333,749
PUBLIC STORAGE EQUITIES
COM STK USD0.10 - REIT 74460D109 29,428,833.28 29,429 193,204 SH Sole 28, 34, 58, 60 193,204
RLJ LODGING TRUST EQUITIES
USD0.01 - REIT 74965L101 2,043,028.64 2,043 89,764 SH Sole 28 89,764
RESOURCE CAPITAL EQUITIES
CORP USD0.001 - REIT 76120W302 535,105.94 535 80,954 SH Sole 28 80,954
RETAIL
OPPORTUNITY
INVESTMENTS EQUITIES
CORP COM STK - REIT 76131N101 1,527,356.19 1,527 109,019 SH Sole 28, 60 109,019
SL GREEN REALTY
CORP COM STK EQUITIES
USD0.01 - REIT 78440X101 13,624,754.75 13,625 158,225 SH Sole 28, 34 158,225
SABRA HEALTH CARE EQUITIES
REIT INC USD0.01 - REIT 78573L106 851,066.37 851 29,337 SH Sole 28 29,337
SELECT INCOME
REIT USD0.01 SH EQUITIES
BEN INT - REIT 81618T100 235,405.00 235 8,900 SH Sole 28 8,900
SENIOR HOUSING
PROPERTIES
TRUST SHS OF EQUITIES
BENEFICIAL - REIT 81721M109 14,249,761.79 14,250 531,113 SH Sole 28, 34, 60 531,113
SILVER BAY REALTY
TRUST CORP EQUITIES
USD0.001 - REIT 82735Q102 620,695.52 621 29,985 SH Sole 28, 30 29,985
SOVRAN SELF
STORAGE INC COM EQUITIES
STK USD0.01 - REIT 84610H108 2,871,094.80 2,871 44,520 SH Sole 28, 34, 60 44,520
SPIRIT REALTY EQUITIES
CAPITAL USD0.001 - REIT 84860F109 498,579.00 499 26,241 SH Sole 28 26,241
STAG INDUSTRIAL EQUITIES
INC USD0.01 - REIT 85254J102 605,727.06 606 28,478 SH Sole 28 28,478
STARWOOD PROPERTY
TRUST INC EQUITIES
USD0.01 - REIT 85571B105 2,974,622.80 2,975 107,155 SH Sole 28 107,155
STRATEGIC
HOTELS &
RESORTS INC COM EQUITIES
STK USD0.01 - REIT 86272T106 1,197,607.10 1,198 143,426 SH Sole 28 143,426
TERRENO REALTY EQUITIES
CORP USD0.01 - REIT 88146M101 507,791.16 508 28,242 SH Sole 28, 60 28,242
TWO HARBORS
INVESTMENT CORP EQUITIES
USD0.0001 - REIT 90187B101 5,059,787.72 5,060 401,252 SH Sole 28, 30 401,252
VENTAS INC COM EQUITIES
STK USD0.25 - REIT 92276F100 14,946,195.60 14,946 204,183 SH Sole 28, 34, 60 204,183
WESTERN ASSET
MORTGAGE EQUITIES
CAPITAL USD0.01 - REIT 95790D105 340,466.00 340 14,650 SH Sole 28 14,650
Subtotal -
EQUITIES - REIT 828,734,334.19 24,237,115
FIXED INCOME -
CORPORATE BONDS
E TRADE FINANCIAL FIXED
0% CNV SNR INCOME -
31/AUG/2019 USD CORPORATE
BONDS 269246AZ7 62,137.50 62 60,000 PRN Sole 48 60,000
Subtotal - FIXED
INCOME -
CORPORATE BONDS 62,137.50 60,000
INVESTMENT
COMPANIES -
EXCHANGE TRADED
FUND
ISHARES TRUST INVESTMENT
MSCI EMERGING COMPANIES
MKS IDX FD -
EXCHANGE
TRADED
FUND 464287234 6,477,319.80 6,477 151,410 SH Sole 51 151,410
ISHARES INC MSCI INVESTMENT
EAFE INDEX COMPANIES
-
EXCHANGE
TRADED
FUND 464287465 1,474,500.00 1,475 25,000 SH Sole 54 25,000
ISHARES TRUST INVESTMENT
RUSSELL MIDCAP COMPANIES
VALUE IDX FD -
EXCHANGE
TRADED
FUND 464287473 9,885,168.00 9,885 173,424 SH Sole 23 173,424
ISHARES TRUST INVESTMENT
RUSSELL 1000 COMPANIES
GROWTH INDEX -
FUND EXCHANGE
TRADED
FUND 464287614 587,248.88 587 8,234 SH Sole 23 8,234
ISHARES TRUST INVESTMENT
RUSSELL 2000 COMPANIES
GROWTH INDEX FD -
EXCHANGE
TRADED
FUND 464287648 3,835,900.00 3,836 35,600 SH Sole 37 35,600
ISHARES TRUST INVESTMENT
ISHARES MSCI COMPANIES
EAFE SMALL CAP -
INDEX EXCHANGE
TRADED
FUND 464288273 1,597,154.72 1,597 36,332 SH Sole 23 36,332
Subtotal -
INVESTMENT
COMPANIES -
EXCHANGE TRADED
FUND 23,857,291.40 430,000
INVESTMENT
COMPANIES -
MUTUAL FUNDS
STELLUS CAP INVT INVESTMENT
CORP USD0.01 COMPANIES
- MUTUAL
FUNDS 858568108 89,201.58 89 6,019 SH Sole 28 6,019
FIRSTHAND INVESTMENT
TECHNOLOGY COMPANIES
VALUE FD INC - MUTUAL
USD0.001 FUNDS 33766Y100 129,648.09 130 6,721 SH Sole 28 6,721
Subtotal -
INVESTMENT
COMPANIES -
MUTUAL FUNDS 218,849.67 12,740
MISCELLANEOUS -
LIMITED
PARTNERSHIP
SPECTRA ENERGY MISCELLANEOUS
PARTNERS LP COM - LIMITED
STK NPV PARTNERSHIP 84756N109 1,116,792.35 1,117 28,381 SH Sole 23 28,381
WILLIAMS PARTNERS MISCELLANEOUS
L.P. COM NPV - LIMITED
PARTNERSHIP 96950F104 1,067,598.00 1,068 20,610 SH Sole 23 20,610
Subtotal -
MISCELLANEOUS -
LIMITED
PARTNERSHIP 2,184,390.35 48,991
MISCELLANEOUS -
RIGHTS
WRIGHT MEDICAL
GROUP INC
CONTINGENT MISCELLANEOUS
VALUE RT - RIGHTS 98235T115 20,250.00 20 8,100 SH Sole 33 8,100
Subtotal -
MISCELLANEOUS -
RIGHTS 20,250.00 8,100
MISCELLANEOUS -
WARRANTS
DYNEGY INC(NEW)
WTS MISCELLANEOUS
02/OCT/2017(TO -
SUB FOR ORD) WARRANTS 26817R116 1,575.09 2 1,221 SH Sole 33 1,221
KINDER MORGAN INC
DELAWARE WTS MISCELLANEOUS
(TO SUB FOR P -
SHS) WARRANTS 49456B119 283,697.16 284 55,194 SH Sole 43 55,194
Subtotal -
MISCELLANEOUS -
WARRANTS 285,272.25 56,415
GRAND TOTALS 17,130,340,789.19 456,667,584.41