0001140361-12-006630.txt : 20120209
0001140361-12-006630.hdr.sgml : 20120209
20120209171738
ACCESSION NUMBER: 0001140361-12-006630
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120209
DATE AS OF CHANGE: 20120209
EFFECTIVENESS DATE: 20120209
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM
CENTRAL INDEX KEY: 0000919079
IRS NUMBER: 946207465
STATE OF INCORPORATION: CA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04896
FILM NUMBER: 12588390
BUSINESS ADDRESS:
STREET 1: 400 Q ST
STREET 2: SUITE 4800
CITY: SACRAMENTO
STATE: CA
ZIP: 95811
BUSINESS PHONE: 9167953400
MAIL ADDRESS:
STREET 1: 400 Q ST
STREET 2: SUITE 4800
CITY: SACRAMENTO
STATE: CA
ZIP: 95811
13F-HR
1
form13fhr.txt
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/2011
Check here if Amendment []; Amendment Number:
-------
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CalPERS
Address: 400 Q St.
Sacramento, CA 95811
Form 13F File Number: 028-04896
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Mathew Flynn
Title: Senior Portfolio Manager
Phone: 916-795-34000
Signature, Place, and Date of Signing:
/s/
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2,489
Form 13F Information Table Value Total: $ 27,082,946
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ENER1 INC COMMON STOCK USD.01 29267A203 0 3 SH SOLE 3 0 0
COMMERCIAL NATL FINL CORP/PA COMMON STOCK USD2. 202217105 2 100 SH SOLE 100 0 0
FIRST CAPITAL INC COMMON STOCK USD.01 31942S104 2 100 SH SOLE 100 0 0
GENERAL EMPLOYMENT ENTERPRIS COMMON STOCK NPV 369730106 0 100 SH SOLE 100 0 0
JEFFERSONVILLE BANCORP/N Y COMMON STOCK USD.5 47559A103 1 100 SH SOLE 100 0 0
CAPITAL SOUTHWEST CORP COMMON STOCK USD1. 140501107 9 107 SH SOLE 107 0 0
HARRIS + HARRIS GROUP INC COMMON STOCK USD.01 413833104 0 120 SH SOLE 120 0 0
ALERE INC PREFERRED STOCK 3. 01449J204 29 139 SH SOLE 139 0 0
CARVER BANCORP INC COMMON STOCK USD.01 146875604 1 166 SH SOLE 166 0 0
LIBERTY MEDIA CORP LIBERTY TRACKING STK USD.01 530322205 13 173 SH SOLE 173 0 0
CARBONITE INC COMMON STOCK 141337105 2 200 SH SOLE 200 0 0
FIDUS INVESTMENT CORP COMMON STOCK 316500107 3 200 SH SOLE 200 0 0
FLUIDIGM CORP COMMON STOCK 34385P108 3 200 SH SOLE 200 0 0
GEVO INC COMMON STOCK 374396109 1 200 SH SOLE 200 0 0
IMPERVA INC COMMON STOCK USD.0001 45321L100 7 200 SH SOLE 200 0 0
AG MORTGAGE INVESTMENT TRUST COMMON STOCK 001228105 6 300 SH SOLE 300 0 0
AMERICAN CAPITAL MORTGAGE IN REIT 02504A104 6 300 SH SOLE 300 0 0
ECB BANCORP INC COMMON STOCK USD3.5 268253101 3 300 SH SOLE 300 0 0
INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01 45816D100 0 300 SH SOLE 300 0 0
CHINA KANGHUI HOLD SPON ADR ADR 16890V100 5 347 SH SOLE 347 0 0
LIMONEIRA CO COMMON STOCK USD.01 532746104 6 358 SH SOLE 358 0 0
AUBURN NATL BANCORPORATION COMMON STOCK USD.01 050473107 7 400 SH SOLE 400 0 0
CHEFS WAREHOUSE INC/THE COMMON STOCK 163086101 7 400 SH SOLE 400 0 0
ELLIE MAE INC COMMON STOCK USD.0001 28849P100 2 400 SH SOLE 400 0 0
FAUQUIER BANKSHARES INC COMMON STOCK USD3.13 312059108 4 400 SH SOLE 400 0 0
FIRST BANCSHARES INC/MS COMMON STOCK USD1. 318916103 3 400 SH SOLE 400 0 0
GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 7 400 SH SOLE 400 0 0
GUIDANCE SOFTWARE INC COMMON STOCK USD.001 401692108 3 400 SH SOLE 400 0 0
ISHARES RUSSELL 2000 GROWTH IN ISHARES RUSSELL 2000 464287648 34 400 SH SOLE 400 0 0
GROWTH
TORNIER NV COMMON STOCK N87237108 7 400 SH SOLE 400 0 0
FNB UNITED CORP COMMON STOCK USD2.5 302519202 6 476 SH SOLE 476 0 0
ALIMERA SCIENCES INC COMMON STOCK USD.01 016259103 1 500 SH SOLE 500 0 0
ANACOR PHARMACEUTICALS INC COMMON STOCK USD.001 032420101 3 500 SH SOLE 500 0 0
ANGIE S LIST INC COMMON STOCK 034754101 8 500 SH SOLE 500 0 0
APOLLO RESIDENTIAL MORTGAGE COMMON STOCK 03763V102 8 500 SH SOLE 500 0 0
BLACK DIAMOND INC COMMON STOCK USD.0001 09202G101 4 500 SH SOLE 500 0 0
CLOVIS ONCOLOGY INC COMMON STOCK 189464100 7 500 SH SOLE 500 0 0
CONVIO INC COMMON STOCK 21257W105 6 500 SH SOLE 500 0 0
HAVERTY FURNITURE COS CL A COMMON STOCK USD1. 419596200 6 500 SH SOLE 500 0 0
KIOR INC CL A COMMON STOCK 497217109 5 500 SH SOLE 500 0 0
MANNING + NAPIER INC COMMON STOCK 56382Q102 6 500 SH SOLE 500 0 0
MEDLEY CAPITAL CORP COMMON STOCK 58503F106 5 500 SH SOLE 500 0 0
GLADSTONE CAPITAL CORP COMMON STOCK USD.001 376535100 4 522 SH SOLE 522 0 0
CHINA NATURAL RESOURCES INC COMMON STOCK USD.001 G2110U109 4 533 SH SOLE 533 0 0
EVOLVING SYSTEMS INC COMMON STOCK USD.001 30049R209 4 537 SH SOLE 537 0 0
BNC BANCORP COMMON STOCK NPV 05566T101 4 600 SH SOLE 600 0 0
BANCORP OF NEW JERSEY INC COMMON STOCK 059915108 6 600 SH SOLE 600 0 0
FRANKLIN FINANCIAL CORP/VA COMMON STOCK 35353C102 7 600 SH SOLE 600 0 0
FOX CHASE BANCORP INC COMMON STOCK USD.01 35137T108 8 635 SH SOLE 635 0 0
ATA INC ADR ADR USD.01 00211V106 5 694 SH SOLE 694 0 0
ISOFTSTONE HOLDINGS LTD ADS ADR 46489B108 6 694 SH SOLE 694 0 0
AMERESCO INC CL A COMMON STOCK USD.0001 02361E108 11 800 SH SOLE 800 0 0
CAMBIUM LEARNING GROUP INC COMMON STOCK USD.001 13201A107 2 800 SH SOLE 800 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 14 800 SH SOLE 800 0 0
ENVESTNET INC COMMON STOCK 29404K106 10 800 SH SOLE 800 0 0
FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 3 800 SH SOLE 800 0 0
FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 10 800 SH SOLE 800 0 0
HEARTWARE INTERNATIONAL INC COMMON STOCK 422368100 55 800 SH SOLE 800 0 0
IMPERIAL HOLDINGS INC COMMON STOCK USD.01 452834104 2 800 SH SOLE 800 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
KEYW HOLDING CORP/THE COMMON STOCK 493723100 6 800 SH SOLE 800 0 0
KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 5 800 SH SOLE 800 0 0
HF FINANCIAL CORP COMMON STOCK USD.01 404172108 9 801 SH SOLE 801 0 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 17 828 SH SOLE 828 0 0
MVC CAPITAL INC COMMON STOCK USD.01 553829102 10 851 SH SOLE 851 0 0
CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1. 210226106 24 892 SH SOLE 892 0 0
KENNEDY WILSON HOLDINGS INC COMMON STOCK 489398107 10 900 SH SOLE 900 0 0
AMERICAN REALTY INVESTORS IN COMMON STOCK USD.01 029174109 2 912 SH SOLE 912 0 0
BACTERIN INTERNATIONAL HOLDI COMMON STOCK USD.000001 05644R101 3 1000 SH SOLE 1000 0 0
BALDWIN + LYONS INC CL A COMMON STOCK NPV 057755100 24 1000 SH SOLE 1000 0 0
BANKRATE INC COMMON STOCK 06647F102 22 1000 SH SOLE 1000 0 0
BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 17 1000 SH SOLE 1000 0 0
MDC PARTNERS INC A COMMON STOCK NPV 552697104 14 1000 SH SOLE 1000 0 0
LIGAND PHARMACEUTICALS CL B COMMON STOCK USD.001 53220K504 12 1004 SH SOLE 1004 0 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 21 1007 SH SOLE 1007 0 0
FOREST CITY ENTERPRISES CL B COMMON STOCK USD.333 345550305 12 1051 SH SOLE 1051 0 0
ENBRIDGE ENERGY MANAGEMENT L COMMON STOCK USD.01 29250X103 37 1058 SH SOLE 1058 0 0
EVANS BANCORP INC COMMON STOCK USD.5 29911Q208 13 1100 SH SOLE 1100 0 0
FIRST CAPITAL BANCORP INC COMMON STOCK USD4. 319438107 2 1100 SH SOLE 1100 0 0
GSI GROUP INC COMMON STOCK NPV 36191C205 11 1100 SH SOLE 1100 0 0
MAKEMUSIC INC COMMON STOCK USD.01 56086P202 5 1100 SH SOLE 1100 0 0
GLADSTONE INVESTMENT CORP COMMON STOCK USD.001 376546107 8 1120 SH SOLE 1120 0 0
MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 0 1141 SH SOLE 1141 0 0
MATTRESS FIRM HOLDING CORP COMMON STOCK 57722W106 28 1200 SH SOLE 1200 0 0
GLOBAL TECH ADVANCED INNOVAT COMMON STOCK USD.01 G39320117 4 1200 SH SOLE 1200 0 0
TRI TECH HOLDING INC COMMON STOCK USD.01 G9103F106 6 1200 SH SOLE 1200 0 0
GRAYMARK HEALTHCARE INC COMMON STOCK USD.0001 389465303 1 1225 SH SOLE 1225 0 0
BROADVISION INC COMMON STOCK USD.0001 111412706 14 1300 SH SOLE 1300 0 0
CHATHAM LODGING TRUST REIT 16208T102 14 1300 SH SOLE 1300 0 0
CAPE BANCORP INC COMMON STOCK USD.01 139209100 11 1347 SH SOLE 1347 0 0
COUNTRY STYLE COOKI SPON ADR ADR USD.001 22238M109 10 1388 SH SOLE 1388 0 0
ISRAMCO INC COMMON STOCK USD.01 465141406 125 1400 SH SOLE 1400 0 0
HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 14 1449 SH SOLE 1449 0 0
1ST CONSTITUTION BANCORP COMMON STOCK NPV 31986N102 10 1470 SH SOLE 1470 0 0
COMMAND SECURITY CORPORATION COMMON STOCK USD.0001 20050L100 2 1500 SH SOLE 1500 0 0
ICG GROUP INC COMMON STOCK USD.001 44928D108 12 1560 SH SOLE 1560 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 21 1594 SH SOLE 1594 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 23 1600 SH SOLE 1600 0 0
ASTROTECH CORP COMMON STOCK NPV 046484101 1 1625 SH SOLE 1625 0 0
ROSETTA GENOMICS LTD COMMON STOCK USD.04 M82183118 0 1625 SH SOLE 1625 0 0
CHINA HGS REAL ESTATE INC COMMON STOCK 16948W100 1 1700 SH SOLE 1700 0 0
FLEXIBLE SOLUTIONS INTL INC COMMON STOCK USD.001 33938T104 4 1700 SH SOLE 1700 0 0
GOLAR LNG LTD COMMON STOCK USD1. G9456A100 77 1730 SH SOLE 1730 0 0
AMCON DISTRIBUTING CO COMMON STOCK USD.01 02341Q205 113 1750 SH SOLE 1750 0 0
EXCEL TRUST INC REIT USD.01 30068C109 21 1751 SH SOLE 1751 0 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 22 1778 SH SOLE 1778 0 0
CHARTER FINANCIAL CORP COMMON STOCK USD.01 16122M100 17 1795 SH SOLE 1795 0 0
BEL FUSE INC CL A COMMON STOCK USD.1 077347201 38 1800 SH SOLE 1800 0 0
BROOKLYN FEDERAL BANCORP INC COMMON STOCK USD.01 114039100 2 1804 SH SOLE 1804 0 0
ARDEN GROUP INC A COMMON STOCK USD.25 039762109 168 1869 SH SOLE 1869 0 0
COLONY BANKCORP COMMON STOCK USD1. 19623P101 4 1899 SH SOLE 1899 0 0
CENTRAL VALLEY COMM BANCORP COMMON STOCK NPV 155685100 10 1900 SH SOLE 1900 0 0
HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 18 1913 SH SOLE 1913 0 0
DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 116 1923 SH SOLE 1923 0 0
BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5. 084670108 221821 1933 SH SOLE 1933 0 0
FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 13 2000 SH SOLE 2000 0 0
C + F FINANCIAL CORP COMMON STOCK USD1. 12466Q104 55 2050 SH SOLE 2050 0 0
CBS CORP CLASS A VOTING COMMON STOCK USD.001 124857103 57 2050 SH SOLE 2050 0 0
CLEARONE COMMUNICATIONS INC COMMON STOCK USD.001 185060100 9 2100 SH SOLE 2100 0 0
COLONY FINANCIAL INC REIT USD.01 19624R106 35 2200 SH SOLE 2200 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
FIBERTOWER CORP COMMON STOCK USD.001 31567R209 0 2200 SH SOLE 2200 0 0
FRONTLINE LTD COMMON STOCK USD2.5 G3682E127 10 2217 SH SOLE 2217 0 0
AEHR TEST SYSTEMS COMMON STOCK USD.01 00760J108 1 2300 SH SOLE 2300 0 0
LIBERTY GLOBAL INC B COMMON STOCK 530555200 95 2300 SH SOLE 2300 0 0
ELMIRA SAVINGS BANK FSB COMMON STOCK USD1. 289660102 38 2312 SH SOLE 2312 0 0
MERRIMAN HOLDINGS INC COMMON STOCK USD.0001 590419107 1 2385 SH SOLE 2385 0 0
BIRNER DENTAL MGMT SERVICES COMMON STOCK NPV 091283200 40 2500 SH SOLE 2500 0 0
CHINA NUOKANG BIO PH SP ADR ADR 16949B113 7 2500 SH SOLE 2500 0 0
HOME BANCORP INC COMMON STOCK USD.01 43689E107 39 2500 SH SOLE 2500 0 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 186 2502 SH SOLE 2502 0 0
NEWLEAD HOLDINGS LTD COMMON STOCK USD.01 G64626115 1 2516 SH SOLE 2516 0 0
GENERAL FINANCE CORP COMMON STOCK USD.0001 369822101 7 2600 SH SOLE 2600 0 0
CHINA AUTO LOGISTICS INC COMMON STOCK USD.001 16936J103 2 2700 SH SOLE 2700 0 0
FIRST CLOVER LEAF FINANCIAL COMMON STOCK USD.1 31969M105 16 2700 SH SOLE 2700 0 0
ACCRETIVE HEALTH INC COMMON STOCK USD.01 00438V103 63 2741 SH SOLE 2741 0 0
INDEPENDENT BANK CORP MICH COMMON STOCK USD1. 453838609 4 2745 SH SOLE 2745 0 0
CHINA NORTH EAST PETROLEUM COMMON STOCK USD.001 16941G102 6 2800 SH SOLE 2800 0 0
GRANITE CITY FOOD + BREWERY COMMON STOCK USD.01 38724Q404 7 2883 SH SOLE 2883 0 0
BANK OF KENTUCKY FINL CORP COMMON STOCK NPV 062896105 58 2900 SH SOLE 2900 0 0
CHICAGO RIVET + MACHINE CO COMMON STOCK USD1. 168088102 50 2900 SH SOLE 2900 0 0
HUBBELL INC CL A COMMON STOCK USD.01 443510102 174 2903 SH SOLE 2903 0 0
BLUEFLY INC COMMON STOCK USD.01 096227301 6 2919 SH SOLE 2919 0 0
AEROCENTURY CORP COMMON STOCK USD.001 007737109 19 3000 SH SOLE 3000 0 0
BEACON FEDERAL BANCORP INC COMMON STOCK NPV 073582108 42 3000 SH SOLE 3000 0 0
BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 25 3054 SH SOLE 3054 0 0
CHARM COMMUNICATIONS INC GLOBAL DEPOSITORY 16112R101 27 3100 SH SOLE 3100 0 0
RECEIPT
FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 30 3110 SH SOLE 3110 0 0
GREAT NORTHERN IRON ORE PPTY LTD PART NPV 391064102 348 3160 SH SOLE 3160 0 0
LORILLARD INC COMMON STOCK USD.01 544147101 364 3190 SH SOLE 3190 0 0
FARMER BROS CO COMMON STOCK USD1. 307675108 24 3197 SH SOLE 3197 0 0
ART S WAY MANUFACTURING CO COMMON STOCK USD.01 043168103 17 3219 SH SOLE 3219 0 0
COMMUNITY PARTNERS BANCORP COMMON STOCK NPV 204018105 15 3246.56 SH SOLE 3246.56 0 0
GLOBALSTAR INC COMMON STOCK USD.0001 378973408 2 3300 SH SOLE 3300 0 0
JINGWEI INTERNATIONAL LTD COMMON STOCK 47759G108 5 3300 SH SOLE 3300 0 0
LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 20 3351 SH SOLE 3351 0 0
KEARNY FINANCIAL CORP COMMON STOCK USD.1 487169104 32 3421 SH SOLE 3421 0 0
AVATAR HOLDINGS INC COMMON STOCK USD1. 053494100 25 3423 SH SOLE 3423 0 0
GLEACHER + CO INC COMMON STOCK USD.01 377341102 6 3490 SH SOLE 3490 0 0
BRT REALTY TRUST REIT USD3.0 055645303 22 3500 SH SOLE 3500 0 0
ACORN INTERNATIONAL INC ADR ADR USD.01 004854105 14 3529 SH SOLE 3529 0 0
ESSA BANCORP INC COMMON STOCK USD.01 29667D104 37 3540 SH SOLE 3540 0 0
ELECTRO SENSORS INC COMMON STOCK USD.1 285233102 14 3550 SH SOLE 3550 0 0
HOMEAWAY INC COMMON STOCK USD.0001 43739Q100 83 3574 SH SOLE 3574 0 0
HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1. 433323102 171 3580 SH SOLE 3580 0 0
BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 1337 3630 SH SOLE 3630 0 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 89 3635 SH SOLE 3635 0 0
JAGUAR MINING INC COMMON STOCK NPV 47009M103 24 3700 SH SOLE 3700 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK 351793104 65 3747 SH SOLE 3747 0 0
ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 10 3790 SH SOLE 3790 0 0
FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 338517105 26 3800 SH SOLE 3800 0 0
DAEGIS INC COMMON STOCK USD.001 233720101 7 3853 SH SOLE 3853 0 0
HERITAGE OAKS BANCORP COMMON STOCK NPV 42724R107 13 3897 SH SOLE 3897 0 0
BONA FILM GROUP LTD SPON ADR ADR 09777B107 15 3900 SH SOLE 3900 0 0
GRAVITY CO LTD SPONSORED ADR ADR KRW500. 38911N107 5 3900 SH SOLE 3900 0 0
SAFE BULKERS INC COMMON STOCK USD.001 Y7388L103 23 3900 SH SOLE 3900 0 0
CALIFORNIA FIRST NATL BANCOR COMMON STOCK USD.01 130222102 63 3939 SH SOLE 3939 0 0
BANK OF COMMERCE HOLDINGS COMMON STOCK NPV 06424J103 13 4000 SH SOLE 4000 0 0
BCSB BANCORP INC COMMON STOCK USD.01 055367106 43 4020 SH SOLE 4020 0 0
DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 60 4100 SH SOLE 4100 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ALLEGIANT TRAVEL CO COMMON STOCK USD.001 01748X102 220 4126 SH SOLE 4126 0 0
CLEAN DIESEL TECHNOLOGIES COMMON STOCK USD.05 18449C401 12 4133 SH SOLE 4133 0 0
ATRION CORPORATION COMMON STOCK USD.1 049904105 994 4139 SH SOLE 4139 0 0
MAUI LAND + PINEAPPLE CO COMMON STOCK NPV 577345101 18 4200 SH SOLE 4200 0 0
CHEVIOT FINANCIAL CORP COMMON STOCK USD.01 166774109 31 4219 SH SOLE 4219 0 0
DARA BIOSCIENCES INC COMMON STOCK USD.01 23703P205 5 4233 SH SOLE 4233 0 0
CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 218683100 34 4245 SH SOLE 4245 0 0
INTERPHASE CORP COMMON STOCK USD.1 460593106 19 4263 SH SOLE 4263 0 0
DYNATRONICS CORP COMMON STOCK NPV 268157104 3 4300 SH SOLE 4300 0 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 139 4422 SH SOLE 4422 0 0
GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 22 4477 SH SOLE 4477 0 0
GENERAC HOLDINGS INC COMMON STOCK 368736104 126 4487 SH SOLE 4487 0 0
CADIZ INC COMMON STOCK USD.01 127537207 43 4502 SH SOLE 4502 0 0
CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 86 4700 SH SOLE 4700 0 0
CREXUS INVESTMENT CORP REIT USD.01 226553105 49 4726 SH SOLE 4726 0 0
MCCORMICK + CO INC VTG COM COMMON STOCK NPV 579780107 239 4750 SH SOLE 4750 0 0
LINKTONE LTD ADR ADR 535925101 6 4800 SH SOLE 4800 0 0
STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 220 4847 SH SOLE 4847 0 0
CENTRAL BANCORP INC COMMON STOCK USD1. 152418109 84 4899 SH SOLE 4899 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 72 5000 SH SOLE 5000 0 0
MHI HOSPITALITY CORP REIT USD.01 55302L102 12 5000 SH SOLE 5000 0 0
GRIFFIN LAND + NURSERIES COMMON STOCK USD.01 398231100 133 5030 SH SOLE 5030 0 0
COFFEE HOLDING CO INC COMMON STOCK USD.001 192176105 40 5100 SH SOLE 5100 0 0
EXAMWORKS GROUP INC COMMON STOCK 30066A105 48 5100 SH SOLE 5100 0 0
AVALON HOLDINGS CORP A COMMON STOCK USD.01 05343P109 15 5200 SH SOLE 5200 0 0
CHINAEDU CORP ADR ADR USD.01 16945L107 30 5200 SH SOLE 5200 0 0
CKX LDS INC COM 12562N104 60 5295 SH SOLE 5295 0 0
BRIDGELINE DIGITAL INC COMMON STOCK USD.001 10807Q205 3 5300 SH SOLE 5300 0 0
COLONIAL FINANCIAL SERVICES COMMON STOCK USD.1 19566B101 66 5343 SH SOLE 5343 0 0
ADCARE HEALTH SYSTEMS INC COMMON STOCK 00650W300 21 5355 SH SOLE 5355 0 0
GROUPON INC COMMON STOCK 399473107 111 5394 SH SOLE 5394 0 0
INVESTORS TITLE CO COMMON STOCK NPV 461804106 193 5400 SH SOLE 5400 0 0
GENTIUM SPA SPONSORED ADR ADR EUR1. 37250B104 33 5500 SH SOLE 5500 0 0
FIRST SECURITY GROUP INC/TN COMMON STOCK USD.01 336312202 14 5541 SH SOLE 5541 0 0
GERON CORP COMMON STOCK USD.001 374163103 8 5547 SH SOLE 5547 0 0
KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 491292108 52 5612 SH SOLE 5612 0 0
GREIF INC CL B COMMON STOCK NPV 397624206 253 5618 SH SOLE 5618 0 0
BANCFIRST CORP COMMON STOCK USD1. 05945F103 211 5620 SH SOLE 5620 0 0
CYCLE COUNTRY ACCESSORIES CO COMMON STOCK USD.0001 232984104 1 5700 SH SOLE 5700 0 0
HOMEOWNERS CHOICE INC COMMON STOCK NPV 43741E103 46 5700 SH SOLE 5700 0 0
AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 23 5700 SH SOLE 5700 0 0
LOUISIANA BANCORP INC COMMON STOCK USD.01 54619P104 91 5725 SH SOLE 5725 0 0
CONSTELLATION BRANDS INC B COMMON STOCK USD.01 21036P207 120 5757 SH SOLE 5757 0 0
GEOMET INC COMMON STOCK USD.001 37250U201 5 5800 SH SOLE 5800 0 0
DELTA NATURAL GAS CO INC COMMON STOCK USD1. 247748106 203 5900 SH SOLE 5900 0 0
BOWL AMERICA INC CLASS A COMMON STOCK USD.1 102565108 76 5912 SH SOLE 5912 0 0
APPLIANCE RECYCLING CTRS AMR COMMON STOCK NPV 03814F205 30 5993 SH SOLE 5993 0 0
CODEXIS INC COMMON STOCK USD.0001 192005106 32 6006 SH SOLE 6006 0 0
LANDMARK BANCORP INC COMMON STOCK USD.01 51504L107 114 6025 SH SOLE 6025 0 0
BOINGO WIRELESS INC COMMON STOCK 09739C102 52 6097 SH SOLE 6097 0 0
AMERICAN BILTRITE INC COMMON STOCK USD.01 024591109 29 6100 SH SOLE 6100 0 0
LIGHTPATH TECHNOLOGIES INC A COMMON STOCK USD.01 532257805 7 6123 SH SOLE 6123 0 0
GAS NATURAL INC COMMON STOCK USD.15 367204104 70 6150 SH SOLE 6150 0 0
FIRST COMMUNITY CORP COMMON STOCK USD1. 319835104 38 6180 SH SOLE 6180 0 0
AUTHENTEC INC COMMON STOCK USD.01 052660107 21 6400 SH SOLE 6400 0 0
CHINA AUTOMOTIVE SYSTEMS INC COMMON STOCK USD.0001 16936R105 21 6400 SH SOLE 6400 0 0
HEICO CORP COMMON STOCK USD.01 422806109 381 6519 SH SOLE 6519 0 0
CAS MEDICAL SYSTEMS INC COMMON STOCK USD.004 124769209 11 6600 SH SOLE 6600 0 0
HESKA CORP COMMON STOCK USD.001 42805E306 49 6680 SH SOLE 6680 0 0
AMERICAN ELECTRIC TECHNOLOGI COMMON STOCK USD.001 025576109 34 6700 SH SOLE 6700 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
EPOCRATES INC COMMON STOCK 29429D103 52 6700 SH SOLE 6700 0 0
FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 318687100 34 6700 SH SOLE 6700 0 0
INSTITUTIONAL FINANCIAL MARK COMMON STOCK USD.001 45779L107 9 6700 SH SOLE 6700 0 0
CYS INVESTMENTS INC REIT USD.01 12673A108 89 6800 SH SOLE 6800 0 0
MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 29 6800 SH SOLE 6800 0 0
EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 281479105 34 6900 SH SOLE 6900 0 0
HAMPDEN BANCORP INC COMMON STOCK USD.01 40867E107 81 6900 SH SOLE 6900 0 0
FIRST FINANCIAL SERVICE CORP COMMON STOCK USD1. 32022D108 11 6981 SH SOLE 6981 0 0
INSULET CORP COMMON STOCK USD.001 45784P101 133 7065 SH SOLE 7065 0 0
GOLUB CAPITAL BDC INC COMMON STOCK 38173M102 110 7100 SH SOLE 7100 0 0
COMMUNITY BK SHARES/INDIANA COMMON STOCK USD.1 203599105 67 7117 SH SOLE 7117 0 0
TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 25 7160 SH SOLE 7160 0 0
ELECSYS CORP COMMON STOCK USD.01 28473M100 30 7200 SH SOLE 7200 0 0
ADAMS GOLF INC COMMON STOCK USD.001 006228209 44 7237 SH SOLE 7237 0 0
ANTHERA PHARMACEUTICALS INC COMMON STOCK 03674U102 45 7300 SH SOLE 7300 0 0
CENTRAL FEDERAL CORP COMMON STOCK USD.01 15346Q103 6 7300 SH SOLE 7300 0 0
HOME INNS + HOTELS MANAG ADR ADR USD.005 43713W107 188 7300 SH SOLE 7300 0 0
DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 55 7300 SH SOLE 7300 0 0
FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 244 7327 SH SOLE 7327 0 0
BERKSHIRE BANCORP INC COMMON STOCK USD.1 084597202 52 7345 SH SOLE 7345 0 0
WHITE MOUNTAINS INSURANCE/WD COMMON STOCK USD1. G9618E107 3342 7371 SH SOLE 7371 0 0
DGSE COMPANIES INC COMMON STOCK USD.01 23323G106 54 7400 SH SOLE 7400 0 0
DERMA SCIENCES INC COMMON STOCK USD.01 249827502 56 7400 SH SOLE 7400 0 0
GORDMANS STORES INC COMMON STOCK 38269P100 93 7400 SH SOLE 7400 0 0
ANADIGICS INC COMMON STOCK USD.01 032515108 16 7432 SH SOLE 7432 0 0
BAR HARBOR BANKSHARES COMMON STOCK USD2. 066849100 225 7500 SH SOLE 7500 0 0
ARABIAN AMERICAN DEVELOPMENT COMMON STOCK USD.1 038465100 64 7600 SH SOLE 7600 0 0
EDAP TMS SA ADR ADR FRF.8 268311107 13 7600 SH SOLE 7600 0 0
ELONG INC SPONSORED ADR ADR USD.01 290138205 114 7600 SH SOLE 7600 0 0
FRISCH S RESTAURANTS INC COMMON STOCK NPV 358748101 149 7629 SH SOLE 7629 0 0
INVESTORS CAPITAL HOLDINGS COMMON STOCK USD.01 46147M108 32 7790 SH SOLE 7790 0 0
CTI INDUSTRIES CORP COMMON STOCK NPV 125961300 35 8000 SH SOLE 8000 0 0
SEARCHMEDIA HOLDINGS LTD COMMON STOCK G8005Y106 5 8000 SH SOLE 8000 0 0
LAKE SHORE BANCORP INC COMMON STOCK USD.01 510700107 78 8076 SH SOLE 8076 0 0
CDC SOFTWARE CORP ADR ADR USD.001 12507Y108 21 8100 SH SOLE 8100 0 0
KU6 MEDIA CO LTD SPN ADR ADR USD.00005 48274B103 10 8100 SH SOLE 8100 0 0
KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 492854104 66 8100 SH SOLE 8100 0 0
TOP SHIPS INC COMMON STOCK USD.01 Y8897Y123 16 8170 SH SOLE 8170 0 0
GLOWPOINT INC COMMON STOCK USD.0001 379887201 19 8225 SH SOLE 8225 0 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 204 8240 SH SOLE 8240 0 0
AMERICAN RIVER BANKSHRS (CA) COMMON STOCK NPV 029326105 38 8247 SH SOLE 8247 0 0
ESSEX RENTAL CORP COMMON STOCK 297187106 24 8300 SH SOLE 8300 0 0
MARCUS CORPORATION COMMON STOCK USD1. 566330106 105 8350 SH SOLE 8350 0 0
DUNKIN BRANDS GROUP INC COMMON STOCK 265504100 211 8437 SH SOLE 8437 0 0
EASTERN VIRGINIA BANKSHARES COMMON STOCK USD2. 277196101 17 8463 SH SOLE 8463 0 0
OCEAN RIG UDW INC COMMON STOCK USD.01 Y64354205 104 8490 SH SOLE 8490 0 0
FIRST PACTRUST BANCORP INC COMMON STOCK USD.01 33589V101 89 8700 SH SOLE 8700 0 0
LUBY S INC COMMON STOCK USD.32 549282101 39 8700 SH SOLE 8700 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 146 8800 SH SOLE 8800 0 0
DYNACQ HEALTHCARE INC COMMON STOCK USD.001 26779V105 10 8800 SH SOLE 8800 0 0
HOLLY ENERGY PARTNERS LP LTD PART 435763107 477 8856 SH SOLE 8856 0 0
ECOLOGY AND ENVIRON CL A COMMON STOCK USD.01 278878103 144 8900 SH SOLE 8900 0 0
BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 50 9023 SH SOLE 9023 0 0
ENTERPRISE BANCORP INC COMMON STOCK USD.01 293668109 130 9057 SH SOLE 9057 0 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 140 9067 SH SOLE 9067 0 0
ESPEY MFG + ELECTRONICS CORP COMMON STOCK USD.333 296650104 214 9200 SH SOLE 9200 0 0
ACME UNITED CORP COMMON STOCK USD2.5 004816104 88 9300 SH SOLE 9300 0 0
FOOD TECHNOLOGY SERVICE INC COMMON STOCK USD.01 344798202 49 9329 SH SOLE 9329 0 0
FOSTER (LB) CO A COMMON STOCK USD.01 350060109 266 9408 SH SOLE 9408 0 0
KANSAS CITY LIFE INS CO COMMON STOCK USD1.25 484836101 310 9457 SH SOLE 9457 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
MGE ENERGY INC COMMON STOCK USD1. 55277P104 443 9467 SH SOLE 9467 0 0
FULL HOUSE RESORTS INC COMMON STOCK USD.0001 359678109 25 9575 SH SOLE 9575 0 0
AUTOCHINA INTERNATIONAL LTD COMMON STOCK G06750106 202 9600 SH SOLE 9600 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 207 9600 SH SOLE 9600 0 0
ESCALADE INC COMMON STOCK NPV 296056104 44 9800 SH SOLE 9800 0 0
MESA LABORATORIES INC COMMON STOCK NPV 59064R109 406 9800 SH SOLE 9800 0 0
L N B BANCORP INC COMMON STOCK USD1. 502100100 46 9867 SH SOLE 9867 0 0
ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 502 9900 SH SOLE 9900 0 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 66 9900 SH SOLE 9900 0 0
GOLFSMITH INTERNATIONAL HOLD COMMON STOCK USD.001 38168Y103 32 10000 SH SOLE 10000 0 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 65 10020 SH SOLE 10020 0 0
BRAVO BRIO RESTAURANT GROUP COMMON STOCK USD.001 10567B109 173 10094 SH SOLE 10094 0 0
KONGZHONG CORP ADR ADR USD.0000.5 50047P104 42 10100 SH SOLE 10100 0 0
QIAGEN N.V. COMMON STOCK EUR.01 N72482107 139 10100 SH SOLE 10100 0 0
COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 302 10255 SH SOLE 10255 0 0
ATRINSIC INC COMMON STOCK USD.01 04964C208 0 10266 SH SOLE 10266 0 0
FIRSTBANK CORP/ALMA MICH COMMON STOCK NPV 33761G104 52 10290 SH SOLE 10290 0 0
ALICO INC COMMON STOCK USD1. 016230104 200 10321 SH SOLE 10321 0 0
COMMUNITY FINL CORP/VA COMMON STOCK USD.01 20365L100 34 10400 SH SOLE 10400 0 0
GALENA BIOPHARMA INC COMMON STOCK USD.0001 363256108 5 10457 SH SOLE 10457 0 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 285 10460 SH SOLE 10460 0 0
HARLEYSVILLE SVNGS FIN CORP COMMON STOCK USD.01 412865107 150 10464 SH SOLE 10464 0 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 58 10474 SH SOLE 10474 0 0
ALLIANCE BANKSHARES CORP COMMON STOCK USD4. 018535104 36 10490 SH SOLE 10490 0 0
CATALYST PHARMACEUTICAL PART COMMON STOCK USD.001 14888U101 14 10500 SH SOLE 10500 0 0
ECOTALITY INC COMMON STOCK 27922Y202 11 10500 SH SOLE 10500 0 0
ISORAY INC COMMON STOCK USD.001 46489V104 7 10500 SH SOLE 10500 0 0
AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1. 027745108 207 10600 SH SOLE 10600 0 0
GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 17 10600 SH SOLE 10600 0 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 150 10600 SH SOLE 10600 0 0
METALS USA HOLDINGS CORP COMMON STOCK USD.01 59132A104 119 10600 SH SOLE 10600 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 163 10634 SH SOLE 10634 0 0
CHINA TRANSINFO TECHNOLOGY COMMON STOCK USD.001 169453107 37 10700 SH SOLE 10700 0 0
ACCELR8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 13 10703 SH SOLE 10703 0 0
MEADE INSTRUMENTS CORP COMMON STOCK USD.01 583062203 34 10750 SH SOLE 10750 0 0
ICAHN ENTERPRISES LP LTD PART NPV 451100101 385 10762 SH SOLE 10762 0 0
BRIDGE BANCORP INC COMMON STOCK USD.01 108035106 217 10900 SH SOLE 10900 0 0
ALEXANDER S INC REIT USD1. 014752109 4045 10932 SH SOLE 10932 0 0
CHINA PHARMA HOLDINGS INC COMMON STOCK USD.001 16941T104 7 11000 SH SOLE 11000 0 0
AMES NATIONAL CORP COMMON STOCK USD2. 031001100 215 11040 SH SOLE 11040 0 0
HAWTHORN BANCSHARES INC COMMON STOCK USD1. 420476103 68 11051 SH SOLE 11051 0 0
LIBERTY INTERACTIVE CORP B TRACKING STK USD.01 53071M203 176 11072 SH SOLE 11072 0 0
CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 60 11100 SH SOLE 11100 0 0
DREAMS INC COMMON STOCK NPV 261983209 24 11100 SH SOLE 11100 0 0
EDIETS.COM INC COMMON STOCK USD.001 280597204 3 11144 SH SOLE 11144 0 0
ANALYSTS INTERNATIONAL CORP COMMON STOCK USD.1 032681207 62 11188 SH SOLE 11188 0 0
ARK RESTAURANTS CORP COMMON STOCK USD.01 040712101 153 11400 SH SOLE 11400 0 0
AMPCO PITTSBURGH CORP COMMON STOCK USD1. 032037103 222 11494 SH SOLE 11494 0 0
MAGNETEK INC COMMON STOCK USD.01 559424403 100 11590 SH SOLE 11590 0 0
CITIZENS FIRST CORP COMMON STOCK NPV 17462Q107 74 11600 SH SOLE 11600 0 0
CYANOTECH CORP COMMON STOCK USD.005 232437301 81 11600 SH SOLE 11600 0 0
CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 192025104 98 11682 SH SOLE 11682 0 0
CPI AEROSTRUCTURES INC COMMON STOCK USD.001 125919308 137 11700 SH SOLE 11700 0 0
DIAMOND HILL INVESTMENT GRP COMMON STOCK NPV 25264R207 866 11700 SH SOLE 11700 0 0
ASPENBIO PHARMA INC COMMON STOCK NPV 045346202 11 11753 SH SOLE 11753 0 0
COVER ALL TECHNOLOGIES INC COMMON STOCK USD.01 222892101 21 12000 SH SOLE 12000 0 0
FREQUENCY ELECTRONICS INC COMMON STOCK USD1. 358010106 92 12000 SH SOLE 12000 0 0
DEMAND MEDIA INC COMMON STOCK USD.0001 24802N109 81 12132 SH SOLE 12132 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 364 12174 SH SOLE 12174 0 0
KANDI TECHNOLOGIES CORP COMMON STOCK USD.001 483709101 45 12200 SH SOLE 12200 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
MERCANTILE BANCORP QUINCY COMMON STOCK USD.4167 58734P105 3 12200 SH SOLE 12200 0 0
MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 152 12200 SH SOLE 12200 0 0
CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 14808P109 445 12237 SH SOLE 12237 0 0
HECKMANN CORP COMMON STOCK USD.001 422680108 82 12257 SH SOLE 12257 0 0
HIGHPOWER INTERNATIONAL INC COMMON STOCK USD.001 43113X101 12 12300 SH SOLE 12300 0 0
COURIER CORP COMMON STOCK USD1. 222660102 144 12303 SH SOLE 12303 0 0
ARCA BIOPHARMA INC COMMON STOCK USD.001 00211Y100 12 12475 SH SOLE 12475 0 0
COMMUNITY BANKERS TRUST CORP COMMON STOCK USD.01 203612106 14 12600 SH SOLE 12600 0 0
ADEPT TECHNOLOGY INC COMMON STOCK NPV 006854202 30 12680 SH SOLE 12680 0 0
MAYFLOWER BANCORP INC COMMON STOCK USD1. 578321101 100 12800 SH SOLE 12800 0 0
LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 76 12847 SH SOLE 12847 0 0
AMERICAN SHARED HOSPITAL SER COMMON STOCK NPV 029595105 36 13000 SH SOLE 13000 0 0
CORVEL CORP COMMON STOCK USD.0001 221006109 675 13058 SH SOLE 13058 0 0
FUSION IO INC COMMON STOCK 36112J107 318 13127 SH SOLE 13127 0 0
HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 283 13159 SH SOLE 13159 0 0
ATLANTIC COAST FINANCIAL COR COMMON STOCK USD.01 048426100 37 13186 SH SOLE 13186 0 0
MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 180 13200 SH SOLE 13200 0 0
DOVER DOWNS GAMING + ENTERTA COMMON STOCK USD.1 260095104 28 13237 SH SOLE 13237 0 0
MERCANTILE BANK CORP COMMON STOCK NPV 587376104 131 13328 SH SOLE 13328 0 0
FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 2336 13351 SH SOLE 13351 0 0
JEWETT CAMERON TRADING LTD COMMON STOCK NPV 47733C207 115 13390 SH SOLE 13390 0 0
APCO OIL AND GAS INTL INC COMMON STOCK USD.01 G0471F109 1095 13395 SH SOLE 13395 0 0
HOPFED BANCORP INC COMMON STOCK USD.01 439734104 87 13413 SH SOLE 13413 0 0
CIFC CORP COMMON STOCK USD.001 12547R105 73 13600 SH SOLE 13600 0 0
DIGITAL POWER CORP COMMON STOCK NPV 253862106 25 13600 SH SOLE 13600 0 0
COMMONWEALTH BANKSHARES INC COMMON STOCK USD2.066 202736104 0 13692 SH SOLE 13692 0 0
CAMELOT INFORMATION SYS ADS ADR NPV 13322V105 39 13700 SH SOLE 13700 0 0
DAXOR CORP COMMON STOCK USD.01 239467103 125 13700 SH SOLE 13700 0 0
BOVIE MEDICAL CORP COMMON STOCK USD.001 10211F100 29 13900 SH SOLE 13900 0 0
CHROMCRAFT REVINGTON INC COMMON STOCK USD.01 171117104 15 13900 SH SOLE 13900 0 0
ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 102 13900 SH SOLE 13900 0 0
HUDSON VALLEY HOLDING CORP COMMON STOCK USD.2 444172100 296 13927 SH SOLE 13927 0 0
DIGIMARC CORP COMMON STOCK USD.001 25381B101 333 13932 SH SOLE 13932 0 0
CAGLE S INC CLASS A COMMON STOCK USD1. 127703106 1 14000 SH SOLE 14000 0 0
COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1. 191098102 833 14222 SH SOLE 14222 0 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 203 14233 SH SOLE 14233 0 0
GEORESOURCES INC COMMON STOCK USD.01 372476101 420 14325 SH SOLE 14325 0 0
ARCHIPELAGO LEARNING INC COMMON STOCK USD.001 03956P102 139 14343 SH SOLE 14343 0 0
CRESTWOOD MIDSTREAM PARTNERS LTD PART 226372100 455 14347 SH SOLE 14347 0 0
CARROLLTON BANCORP COMMON STOCK USD1. 145282109 39 14363 SH SOLE 14363 0 0
CHENIERE ENERGY PARTNERS LP LTD PART NPV 16411Q101 261 14500 SH SOLE 14500 0 0
LAKELAND INDUSTRIES INC COMMON STOCK USD.01 511795106 135 14546 SH SOLE 14546 0 0
AEROSONIC CORP COMMON STOCK USD.4 008015307 47 14590 SH SOLE 14590 0 0
CVR PARTNERS LP UNIT 126633106 362 14600 SH SOLE 14600 0 0
BITSTREAM INC CLASS A COMMON STOCK USD.01 091736108 85 14700 SH SOLE 14700 0 0
LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 956 14738 SH SOLE 14738 0 0
LENNAR CORP B SHS COMMON STOCK USD.1 526057302 231 14828 SH SOLE 14828 0 0
MEDICINOVA INC COMMON STOCK USD.001 58468P206 26 14900 SH SOLE 14900 0 0
CHINA CERAMICS CO LTD COMMON STOCK G2113X100 42 15000 SH SOLE 15000 0 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 129 15026 SH SOLE 15026 0 0
DAWSON GEOPHYSICAL CO COMMON STOCK USD.333 239359102 596 15078 SH SOLE 15078 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK 00404A109 151 15100 SH SOLE 15100 0 0
HURCO COMPANIES INC COMMON STOCK NPV 447324104 317 15100 SH SOLE 15100 0 0
CHASE CORP COMMON STOCK USD.1 16150R104 211 15150 SH SOLE 15150 0 0
DRI CORP COMMON STOCK USD.1 23330F109 4 15157 SH SOLE 15157 0 0
CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 735 15220 SH SOLE 15220 0 0
AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 103 15300 SH SOLE 15300 0 0
INTERSECTIONS INC COMMON STOCK USD.01 460981301 173 15600 SH SOLE 15600 0 0
FIRST BANCORP INC/ME COMMON STOCK USD.01 31866P102 241 15663 SH SOLE 15663 0 0
ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 006351308 455 15700 SH SOLE 15700 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 919 15735 SH SOLE 15735 0 0
META FINANCIAL GROUP INC COMMON STOCK USD.01 59100U108 256 15810 SH SOLE 15810 0 0
COHU INC COMMON STOCK USD1. 192576106 180 15815 SH SOLE 15815 0 0
EDAC TECHNOLOGIES CORP COMMON STOCK USD.0025 279285100 176 15900 SH SOLE 15900 0 0
LIGHTBRIDGE CORP COMMON STOCK USD.001 53224K104 32 15900 SH SOLE 15900 0 0
ADA ES INC COMMON STOCK NPV 005208103 362 16000 SH SOLE 16000 0 0
GOLAR LNG PARTNERS LP UNIT Y2745C102 491 16022 SH SOLE 16022 0 0
KOSMOS ENERGY LTD COMMON STOCK G5315B107 197 16102 SH SOLE 16102 0 0
BEL FUSE INC CL B COMMON STOCK USD.1 077347300 302 16112 SH SOLE 16112 0 0
ANGEION CORP COMMON STOCK USD.1 03462H404 85 16310 SH SOLE 16310 0 0
LANDAUER INC COMMON STOCK USD.1 51476K103 840 16313 SH SOLE 16313 0 0
DELTA PETROLEUM CORP COMMON STOCK USD.01 247907306 2 16340 SH SOLE 16340 0 0
ARROWHEAD RESEARCH CORP COMMON STOCK USD.001 042797209 68 16347 SH SOLE 16347 0 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD.001 00767E102 275 16400 SH SOLE 16400 0 0
DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 184 16510 SH SOLE 16510 0 0
LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 204 16800 SH SOLE 16800 0 0
CORNERSTONE THERAPEUTICS INC COMMON STOCK USD.001 21924P103 95 16923 SH SOLE 16923 0 0
DESWELL INDUSTRIES INC COMMON STOCK NPV 250639101 36 17000 SH SOLE 17000 0 0
ESCALON MEDICAL CORP COMMON STOCK USD.001 296074305 17 17000 SH SOLE 17000 0 0
IGI LABORATORIES INC COMMON STOCK USD.01 449575109 20 17000 SH SOLE 17000 0 0
FIRST CITIZENS BANC CORP COMMON STOCK NPV 319459202 69 17100 SH SOLE 17100 0 0
INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 268 17206 SH SOLE 17206 0 0
ALLIANCE FINANCIAL CORP COMMON STOCK USD1. 019205103 534 17277 SH SOLE 17277 0 0
ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1. 043113208 327 17374 SH SOLE 17374 0 0
GREEN DOT CORP CLASS A COMMON STOCK USD.001 39304D102 544 17426 SH SOLE 17426 0 0
JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 246 17442 SH SOLE 17442 0 0
FXCM INC A COMMON STOCK USD.01 302693106 171 17500 SH SOLE 17500 0 0
JINKOSOLAR HOLDING CO ADR ADR USD.00002 47759T100 88 17600 SH SOLE 17600 0 0
AUTONAVI HOLDINGS LTD ADR ADR USD.0001 05330F106 177 17672 SH SOLE 17672 0 0
FIRST PLACE FINANCIAL /OHIO COMMON STOCK USD.01 33610T109 9 17715 SH SOLE 17715 0 0
DIALOGIC INC COMMON STOCK USD.001 25250T100 21 17720 SH SOLE 17720 0 0
GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 40108P101 101 17728 SH SOLE 17728 0 0
INTEVAC INC COMMON STOCK NPV 461148108 131 17755 SH SOLE 17755 0 0
AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 620 17778 SH SOLE 17778 0 0
EPICEPT CORP COMMON STOCK USD.0001 294264304 6 17833 SH SOLE 17833 0 0
INTL FCSTONE INC COMMON STOCK USD.01 46116V105 422 17890 SH SOLE 17890 0 0
COBRA ELECTRONICS CORP COMMON STOCK USD.333 191042100 77 17900 SH SOLE 17900 0 0
CROSS TIMBERS RLTY TR COMMON STOCK 22757R109 876 17922 SH SOLE 17922 0 0
AMERICAN LORAIN CORP COMMON STOCK USD.001 027297100 29 18000 SH SOLE 18000 0 0
COLLECTORS UNIVERSE COMMON STOCK USD.001 19421R200 262 18000 SH SOLE 18000 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1483 18020 SH SOLE 18020 0 0
CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 637 18050 SH SOLE 18050 0 0
CHINA INFRASTRUCTURE INVESTM COMMON STOCK USD.001 16944H107 4 18100 SH SOLE 18100 0 0
EXCEED CO LTD COMMON STOCK USD.0001 G32335104 90 18100 SH SOLE 18100 0 0
INDIANA COMMUNITY BANCORP COMMON STOCK NPV 454674102 265 18109 SH SOLE 18109 0 0
HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 1029 18195 SH SOLE 18195 0 0
CENTRAL GARDEN + PET CO COMMON STOCK USD.01 153527106 149 18200 SH SOLE 18200 0 0
KONA GRILL INC COMMON STOCK USD.01 50047H201 111 18200 SH SOLE 18200 0 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 396 18222 SH SOLE 18222 0 0
BLUE NILE INC COMMON STOCK USD.001 09578R103 746 18253 SH SOLE 18253 0 0
ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 352 18287 SH SOLE 18287 0 0
AMREP CORP COMMON STOCK USD.1 032159105 120 18304 SH SOLE 18304 0 0
DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 259 18306 SH SOLE 18306 0 0
HERITAGE FINANCIAL GROUP INC COMMON STOCK USD.01 42726X102 204 18372 SH SOLE 18372 0 0
DIAL GLOBAL INC COMMON STOCK USD.01 25247X107 59 18400 SH SOLE 18400 0 0
ADDVANTAGE TECHNOLOGIES GRP COMMON STOCK USD.01 006743306 40 18600 SH SOLE 18600 0 0
FARO TECHNOLOGIES INC COMMON STOCK USD.001 311642102 856 18601 SH SOLE 18601 0 0
CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 179 18652 SH SOLE 18652 0 0
BRIDGFORD FOODS CORP COMMON STOCK USD1. 108763103 182 18672 SH SOLE 18672 0 0
FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 391 18676 SH SOLE 18676 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CHINA BAK BATTERY INC COMMON STOCK USD.001 16936Y100 12 18700 SH SOLE 18700 0 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 253 18741 SH SOLE 18741 0 0
CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 374 18764 SH SOLE 18764 0 0
MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 586 18771 SH SOLE 18771 0 0
DANAOS CORP COMMON STOCK USD.01 Y1968P105 63 18886 SH SOLE 18886 0 0
AGRIA CORP ADR ADR USD.0000.1 00850H103 20 18900 SH SOLE 18900 0 0
AMERIANA BANCORP COMMON STOCK USD1. 023613102 76 18900 SH SOLE 18900 0 0
CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 362 19006 SH SOLE 19006 0 0
GAMING PARTNERS INTERNATIONA COMMON STOCK USD.01 36467A107 118 19100 SH SOLE 19100 0 0
CHICOPEE BANCORP INC COMMON STOCK NPV 168565109 268 19113 SH SOLE 19113 0 0
MATERION CORP COMMON STOCK NPV 576690101 464 19127 SH SOLE 19127 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 766 19130 SH SOLE 19130 0 0
BALDWIN + LYONS INC CL B COMMON STOCK NPV 057755209 418 19167 SH SOLE 19167 0 0
EASTERN CO/THE COMMON STOCK NPV 276317104 386 19225 SH SOLE 19225 0 0
ARDEA BIOSCIENCES INC COMMON STOCK USD.001 03969P107 325 19340 SH SOLE 19340 0 0
ASTRO MED INC COMMON STOCK USD.05 04638F108 147 19382 SH SOLE 19382 0 0
EMC INS GROUP INC COMMON STOCK USD1. 268664109 399 19402 SH SOLE 19402 0 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 484 19440 SH SOLE 19440 0 0
BOOKS A MILLION INC COMMON STOCK USD.01 098570104 47 19500 SH SOLE 19500 0 0
AMERICAN SCIENCE + ENGINEERI COMMON STOCK USD.667 029429107 1330 19520 SH SOLE 19520 0 0
EON COMMUNICATIONS CORP COMMON STOCK USD.001 268763208 26 19555 SH SOLE 19555 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 2127 19594 SH SOLE 19594 0 0
CHINA SKY ONE MEDICAL INC COMMON STOCK USD.001 16941P102 20 19700 SH SOLE 19700 0 0
FORWARD INDUSTRIES INC COMMON STOCK USD.01 349862300 33 19705 SH SOLE 19705 0 0
GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 828 19707 SH SOLE 19707 0 0
CHESAPEAKE MIDSTREAM PARTNER LTD PART 16524K108 574 19782 SH SOLE 19782 0 0
BREEZE EASTERN CORP COMMON STOCK USD.01 106764103 158 19800 SH SOLE 19800 0 0
J. ALEXANDERS CORPORATION COMMON STOCK USD.05 466096104 124 19800 SH SOLE 19800 0 0
COAST DISTRIBUTION SYSTEM/DE COMMON STOCK USD.001 190345108 45 19900 SH SOLE 19900 0 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 293 19929 SH SOLE 19929 0 0
LAWSON PRODUCTS INC COMMON STOCK USD1. 520776105 308 19972 SH SOLE 19972 0 0
ALLEGHANY CORP COMMON STOCK USD1. 017175100 5704 19994 SH SOLE 19994 0 0
INVENSENSE INC COMMON STOCK 46123D205 199 20000 SH SOLE 20000 0 0
FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 262 20094 SH SOLE 20094 0 0
FIRST FEDERAL OF NORTHERN MI COMMON STOCK USD.01 32021X105 58 20153 SH SOLE 20153 0 0
BCB BANCORP INC COMMON STOCK NPV 055298103 205 20300 SH SOLE 20300 0 0
CEREPLAST INC COMMON STOCK USD.001 156732307 19 20300 SH SOLE 20300 0 0
HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 1108 20300 SH SOLE 20300 0 0
LAKES ENTERTAINMENT INC COMMON STOCK USD.01 51206P109 38 20300 SH SOLE 20300 0 0
BLONDER TONGUE LABORATORIES COMMON STOCK USD.001 093698108 25 20400 SH SOLE 20400 0 0
KOSS CORP COMMON STOCK USD.005 500692108 103 20416 SH SOLE 20416 0 0
KAISER FEDERAL FINANCIAL GRO COMMON STOCK USD.01 483056107 265 20665 SH SOLE 20665 0 0
EMPIRE RESORTS INC COMMON STOCK USD.01 292052206 32 20666 SH SOLE 20666 0 0
ENCORE BANCSHARES INC COMMON STOCK USD1. 29255V201 279 20673 SH SOLE 20673 0 0
GEEKNET INC COMMON STOCK USD.001 36846Q203 355 20795 SH SOLE 20795 0 0
COMPX INTERNATIONAL INC COMMON STOCK USD.01 20563P101 306 20800 SH SOLE 20800 0 0
LIHUA INTERNATIONAL INC COMMON STOCK USD.0001 532352101 99 20800 SH SOLE 20800 0 0
JOHNSON OUTDOORS INC A COMMON STOCK USD.05 479167108 321 20900 SH SOLE 20900 0 0
JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 1020 20918 SH SOLE 20918 0 0
ALLIED MOTION TECHNOLOGIES COMMON STOCK NPV 019330109 118 20924 SH SOLE 20924 0 0
ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 821 21022 SH SOLE 21022 0 0
INPHI CORP COMMON STOCK 45772F107 252 21100 SH SOLE 21100 0 0
COGO GROUP INC COMMON STOCK USD.01 G22538105 38 21200 SH SOLE 21200 0 0
AMPIO PHARMACEUTICALS INC COMMON STOCK 03209T109 91 21300 SH SOLE 21300 0 0
INNOVARO INC COMMON STOCK USD.01 45777T102 20 21300 SH SOLE 21300 0 0
CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 423 21306 SH SOLE 21306 0 0
ADVOCAT INC COMMON STOCK USD.01 007586100 119 21489 SH SOLE 21489 0 0
INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001 45769N105 74 21500 SH SOLE 21500 0 0
GOLD RESERVE INC COMMON STOCK NPV 38068N108 60 21600 SH SOLE 21600 0 0
BANCORP RHODE ISLAND INC COMMON STOCK USD.01 059690107 860 21660 SH SOLE 21660 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 515 21700 SH SOLE 21700 0 0
DDI CORP COMMON STOCK USD.001 233162502 203 21800 SH SOLE 21800 0 0
DUCKWALL ALCO STORES INC COMMON STOCK USD.0001 264142100 182 21800 SH SOLE 21800 0 0
DUCOMMUN INC COMMON STOCK USD.01 264147109 278 21813 SH SOLE 21813 0 0
CONCURRENT COMPUTER CORP COMMON STOCK USD.01 206710402 83 21968 SH SOLE 21968 0 0
BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 829 22053 SH SOLE 22053 0 0
MASTECH HOLDINGS INC COMMON STOCK USD.01 57633B100 82 22098 SH SOLE 22098 0 0
DOMINION RES BLACK WARRIOR TR UNIT BEN INT 25746Q108 177 22100 SH SOLE 22100 0 0
GLOBAL INDEMNITY PLC COMMON STOCK USD.0001 G39319101 441 22232 SH SOLE 22232 0 0
BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV 108030107 232 22306 SH SOLE 22306 0 0
ASURE SOFTWARE INC COMMON STOCK USD.01 04649U102 142 22370 SH SOLE 22370 0 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 320 22524 SH SOLE 22524 0 0
FURIEX PHARMACEUTICALS COMMON STOCK 36106P101 377 22534 SH SOLE 22534 0 0
COMSCORE INC COMMON STOCK USD.001 20564W105 478 22555 SH SOLE 22555 0 0
BANK OF THE CAROLINAS(NC) COMMON STOCK USD5. 06425J102 6 22565 SH SOLE 22565 0 0
INTEGRATED ELECTRICAL SERVIC COMMON STOCK USD.01 45811E301 43 22600 SH SOLE 22600 0 0
LACROSSE FOOTWEAR INC COMMON STOCK USD.01 505688101 285 22600 SH SOLE 22600 0 0
HOUSTON WIRE + CABLE CO COMMON STOCK USD.001 44244K109 314 22689 SH SOLE 22689 0 0
IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 46333X108 272 22700 SH SOLE 22700 0 0
LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01 521050104 552 22815 SH SOLE 22815 0 0
MAJESCO ENTERTAINMENT CO COMMON STOCK USD.001 560690208 56 22900 SH SOLE 22900 0 0
ARRHYTHMIA RESEARCH TECH COMMON STOCK USD.01 042698308 75 23000 SH SOLE 23000 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 351 23100 SH SOLE 23100 0 0
AEP INDUSTRIES INC COMMON STOCK USD.01 001031103 651 23114 SH SOLE 23114 0 0
CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 1206 23132 SH SOLE 23132 0 0
CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD.0001 16938C106 243 23200 SH SOLE 23200 0 0
CNINSURE INC ADR ADR USD.001 18976M103 161 23200 SH SOLE 23200 0 0
MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 680 23293 SH SOLE 23293 0 0
COMBIMATRIX CORP COMMON STOCK USD.001 20009T105 47 23300 SH SOLE 23300 0 0
FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 320734106 615 23349 SH SOLE 23349 0 0
GOLDEN MINERALS CO COMMON STOCK USD.01 381119106 136 23400 SH SOLE 23400 0 0
LUCAS ENERGY INC COMMON STOCK USD.001 549333201 55 23500 SH SOLE 23500 0 0
1ST SOURCE CORP COMMON STOCK NPV 336901103 596 23517 SH SOLE 23517 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 269 23552 SH SOLE 23552 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK NPV 141619106 233 23680 SH SOLE 23680 0 0
FIRST ACCEPTANCE CORP COMMON STOCK USD.01 318457108 32 23700 SH SOLE 23700 0 0
COLFAX CORP W/I COMMON STOCK USD.001 194014106 676 23739 SH SOLE 23739 0 0
INTERACTIVE INTELLIGENCE GRO COMMON STOCK USD.01 45841V109 547 23850 SH SOLE 23850 0 0
CROWN MEDIA HOLDINGS CLASS A COMMON STOCK USD.01 228411104 29 23855 SH SOLE 23855 0 0
KENSEY NASH CORP COMMON STOCK USD.001 490057106 458 23858 SH SOLE 23858 0 0
LINDSAY CORP COMMON STOCK USD1. 535555106 1310 23860 SH SOLE 23860 0 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 368 23923 SH SOLE 23923 0 0
HMN FINANCIAL INC COMMON STOCK USD.01 40424G108 49 23940 SH SOLE 23940 0 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 938 23943 SH SOLE 23943 0 0
BLUE DOLPHIN ENERGY CO COMMON STOCK USD.01 095395307 100 23945 SH SOLE 23945 0 0
CENTURY BANCORP INC CL A COMMON STOCK USD1. 156432106 676 23952 SH SOLE 23952 0 0
MFRI INC COMMON STOCK USD.01 552721102 167 24000 SH SOLE 24000 0 0
AMERISERV FINANCIAL INC COMMON STOCK USD.01 03074A102 47 24033 SH SOLE 24033 0 0
BROOKFIELD RESIDENTIAL PROPE COMMON STOCK 11283W104 188 24100 SH SOLE 24100 0 0
CPI CORP COMMON STOCK USD.4 125902106 44 24100 SH SOLE 24100 0 0
CONSTELLATION ENERGY PARTNER UNIT 21038E101 47 24100 SH SOLE 24100 0 0
ARLINGTON ASSET INVESTMENT A COMMON STOCK USD.01 041356205 514 24101 SH SOLE 24101 0 0
CELGENE CORP RTS W/I EXP 31DEC30 151020112 34 24107 SH SOLE 24107 0 0
MATTERSIGHT CORP COMMON STOCK USD.01 577097108 112 24127 SH SOLE 24127 0 0
CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6. 155771108 851 24244 SH SOLE 24244 0 0
BLYTH INC COMMON STOCK USD.02 09643P207 1384 24372 SH SOLE 24372 0 0
ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001 04315B107 120 24500 SH SOLE 24500 0 0
BARNWELL INDUSTRIES INC COMMON STOCK USD.5 068221100 66 24600 SH SOLE 24600 0 0
COMMUNITY WEST BANCSHARES COMMON STOCK NPV 204157101 34 24654 SH SOLE 24654 0 0
HAWKINS INC COMMON STOCK USD.05 420261109 913 24761 SH SOLE 24761 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ICU MEDICAL INC COMMON STOCK USD.1 44930G107 1118 24853 SH SOLE 24853 0 0
HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 42726M106 412 24900 SH SOLE 24900 0 0
INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 1420 25031 SH SOLE 25031 0 0
HHGREGG INC COMMON STOCK USD.0001 42833L108 362 25049 SH SOLE 25049 0 0
AMERICAN PACIFIC CORP COMMON STOCK USD.1 028740108 192 25200 SH SOLE 25200 0 0
ALLIED HEALTHCARE PRODUCTS COMMON STOCK USD.01 019222108 86 25400 SH SOLE 25400 0 0
CHINA YIDA HOLDINGS CO COMMON STOCK USD.001 16945D204 51 25400 SH SOLE 25400 0 0
FARMERS CAPITAL BANK CORP COMMON STOCK USD.125 309562106 114 25424 SH SOLE 25424 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 687 25500 SH SOLE 25500 0 0
MERU NETWORKS INC COMMON STOCK 59047Q103 105 25538 SH SOLE 25538 0 0
FISHER COMMUNICATIONS INC COMMON STOCK USD1.25 337756209 738 25610 SH SOLE 25610 0 0
BEACON POWER CORPORATION COMMON STOCK USD.01 073677205 1 25620 SH SOLE 25620 0 0
IRIDEX CORP COMMON STOCK USD.01 462684101 96 25800 SH SOLE 25800 0 0
FRESH MARKET INC/THE COMMON STOCK USD.01 35804H106 1031 25841 SH SOLE 25841 0 0
SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 845 25847 SH SOLE 25847 0 0
INNERWORKINGS INC COMMON STOCK USD.0001 45773Y105 242 26045 SH SOLE 26045 0 0
CRAFT BREWERS ALLIANCE INC COMMON STOCK USD.005 224122101 157 26090 SH SOLE 26090 0 0
HEALTHWAYS INC COMMON STOCK USD.001 422245100 180 26253 SH SOLE 26253 0 0
RADWARE LTD COMMON STOCK ILS.1 M81873107 770 26331 SH SOLE 26331 0 0
KNOLOGY INC COMMON STOCK USD.01 499183804 377 26530 SH SOLE 26530 0 0
GIGA TRONICS INC COMMON STOCK NPV 375175106 38 26700 SH SOLE 26700 0 0
ENTREMED INC COMMON STOCK USD.01 29382F202 26 26718 SH SOLE 26718 0 0
CRAWFORD + COMPANY CL A COMMON STOCK USD1. 224633206 111 27200 SH SOLE 27200 0 0
CYBEX INTERNATIONAL INC COMMON STOCK USD.1 23252E106 11 27250 SH SOLE 27250 0 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 645 27347 SH SOLE 27347 0 0
CHYRON CORP COMMON STOCK USD.01 171605306 39 27466 SH SOLE 27466 0 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 615 27493 SH SOLE 27493 0 0
IBIO INC COMMON STOCK USD.001 451033104 23 27500 SH SOLE 27500 0 0
DATA I/O CORP COMMON STOCK NPV 237690102 106 27600 SH SOLE 27600 0 0
ADVENTRX PHARMACEUTICALS INC COMMON STOCK USD.001 00764X202 16 27700 SH SOLE 27700 0 0
AZZ INC COMMON STOCK USD1. 002474104 1263 27795 SH SOLE 27795 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV 42722X106 349 27800 SH SOLE 27800 0 0
ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 423 27800 SH SOLE 27800 0 0
ENERGY CONVERSION DEVICES COMMON STOCK USD.01 292659109 6 28000 SH SOLE 28000 0 0
IMMUNOGEN INC COMMON STOCK USD.01 45253H101 324 28000 SH SOLE 28000 0 0
ASTRONICS CORP COMMON STOCK USD.01 046433108 1004 28033 SH SOLE 28033 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 473 28082 SH SOLE 28082 0 0
CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 768 28300 SH SOLE 28300 0 0
CHINANET ONLINE HOLDINGS INC COMMON STOCK USD.001 16949H102 31 28500 SH SOLE 28500 0 0
CYBEROPTICS CORP COMMON STOCK NPV 232517102 223 28500 SH SOLE 28500 0 0
MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 1898 28560 SH SOLE 28560 0 0
GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 843 28853 SH SOLE 28853 0 0
KVH INDUSTRIES INC COMMON STOCK USD.01 482738101 226 29070 SH SOLE 29070 0 0
DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 715 29129 SH SOLE 29129 0 0
CCA INDUSTRIES INC COMMON STOCK USD.01 124867102 138 29158 SH SOLE 29158 0 0
EXACTECH INC COMMON STOCK USD.01 30064E109 482 29274 SH SOLE 29274 0 0
CHINA JO JO DRUGSTORES INC COMMON STOCK USD.001 16949A206 33 29300 SH SOLE 29300 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 825 29400 SH SOLE 29400 0 0
ESB FINANCIAL CORP COMMON STOCK USD.01 26884F102 414 29458 SH SOLE 29458 0 0
EAGLE BANCORP INC COMMON STOCK USD.01 268948106 430 29594 SH SOLE 29594 0 0
GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 538 29600 SH SOLE 29600 0 0
MEDIVATION INC COMMON STOCK USD.01 58501N101 1368 29672 SH SOLE 29672 0 0
DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 589 29759 SH SOLE 29759 0 0
MAXWELL TECHNOLOGIES INC COMMON STOCK USD.1 577767106 483 29769 SH SOLE 29769 0 0
ATHERSYS INC COMMON STOCK USD.001 04744L106 52 29800 SH SOLE 29800 0 0
MARKEL CORP COMMON STOCK NPV 570535104 12392 29884 SH SOLE 29884 0 0
COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 203900105 422 30000 SH SOLE 30000 0 0
AROTECH CORP COMMON STOCK USD.01 042682203 36 30142 SH SOLE 30142 0 0
CASCADE CORP COMMON STOCK USD.5 147195101 1424 30187 SH SOLE 30187 0 0
MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 402 30244 SH SOLE 30244 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 871 30279 SH SOLE 30279 0 0
CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 991 30400 SH SOLE 30400 0 0
HISOFT TECHNOLOGY INT ADR ADR 43358R108 281 30400 SH SOLE 30400 0 0
GAMCO INVESTORS INC A COMMON STOCK USD.001 361438104 1326 30486 SH SOLE 30486 0 0
INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 460 30577 SH SOLE 30577 0 0
DELTA APPAREL INC COMMON STOCK USD.01 247368103 584 30600 SH SOLE 30600 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 857 30675 SH SOLE 30675 0 0
FIRST M + F CORP COMMON STOCK USD5. 320744105 87 30730 SH SOLE 30730 0 0
AMPAL AMERICAN ISRAEL CORP A COMMON STOCK USD1. 032015109 9 30780 SH SOLE 30780 0 0
GRAHAM CORP COMMON STOCK USD.1 384556106 691 30800 SH SOLE 30800 0 0
QIAO XING MOBILE COMMUNICATI COMMON STOCK NPV G73031109 31 30800 SH SOLE 30800 0 0
AMBASSADORS GROUP INC COMMON STOCK USD.01 023177108 140 30961 SH SOLE 30961 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 572 30991 SH SOLE 30991 0 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 253 31062 SH SOLE 31062 0 0
CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 1351 31166 SH SOLE 31166 0 0
DOCUMENT SECURITY SYSTEMS COMMON STOCK USD.02 25614T101 80 31200 SH SOLE 31200 0 0
CLEANTECH SOLUTIONS INTERNAT COMMON STOCK USD.00002 18451N105 10 31300 SH SOLE 31300 0 0
CUBIC ENERGY INC COMMON STOCK USD.05 229675103 20 31300 SH SOLE 31300 0 0
ABOVENET INC COMMON STOCK USD.01 00374N107 2045 31450 SH SOLE 31450 0 0
GEOPETRO RESOURCES CO COMMON STOCK NPV 37248H304 7 31500 SH SOLE 31500 0 0
ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 94 31546 SH SOLE 31546 0 0
INTEST CORP COMMON STOCK USD.01 461147100 88 31576 SH SOLE 31576 0 0
GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 148 31600 SH SOLE 31600 0 0
IMAGE SENSING SYSTEMS INC COMMON STOCK USD.01 45244C104 206 31600 SH SOLE 31600 0 0
AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 435 31809 SH SOLE 31809 0 0
DINEEQUITY INC COMMON STOCK USD.01 254423106 1343 31818 SH SOLE 31818 0 0
INTL SHIPHOLDING CORP COMMON STOCK USD1. 460321201 598 32020 SH SOLE 32020 0 0
CHEROKEE INC COMMON STOCK USD.02 16444H102 374 32054 SH SOLE 32054 0 0
COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 892 32076 SH SOLE 32076 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 400 32078 SH SOLE 32078 0 0
TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 G8766E109 934 32079 SH SOLE 32079 0 0
DEARBORN BANCORP INC COMMON STOCK NPV 24242R108 5 32100 SH SOLE 32100 0 0
MEDCATH CORPORATION COMMON STOCK USD.01 58404W109 235 32200 SH SOLE 32200 0 0
SYNERON MEDICAL LTD COMMON STOCK USD1. M87245102 357 32249 SH SOLE 32249 0 0
GTSI CORP COMMON STOCK USD.005 36238K103 136 32300 SH SOLE 32300 0 0
TSAKOS ENERGY NAVIGATION LTD COMMON STOCK USD1. G9108L108 154 32300 SH SOLE 32300 0 0
MTS SYSTEMS CORP COMMON STOCK USD.25 553777103 1317 32325 SH SOLE 32325 0 0
COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 401 32345 SH SOLE 32345 0 0
ACCESS NATIONAL CORP COMMON STOCK USD.835 004337101 285 32400 SH SOLE 32400 0 0
CNB FINANCIAL CORP/PA COMMON STOCK NPV 126128107 511 32400 SH SOLE 32400 0 0
FIRST UNITED CORP COMMON STOCK USD.01 33741H107 109 32573 SH SOLE 32573 0 0
ACCURIDE CORP COMMON STOCK 00439T206 232 32605 SH SOLE 32605 0 0
KADANT INC COMMON STOCK USD.01 48282T104 737 32614 SH SOLE 32614 0 0
LIME ENERGY CO COMMON STOCK USD.0001 53261U205 104 32700 SH SOLE 32700 0 0
MEDQUIST HOLDINGS INC COMMON STOCK 58506K102 315 32700 SH SOLE 32700 0 0
EINSTEIN NOAH RESTAURANT GRO COMMON STOCK USD.001 28257U104 518 32760 SH SOLE 32760 0 0
CENTER BANCORP INC COMMON STOCK NPV 151408101 320 32766 SH SOLE 32766 0 0
ANDERSONS INC/THE COMMON STOCK NPV 034164103 1434 32839 SH SOLE 32839 0 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 1507 32851 SH SOLE 32851 0 0
JINPAN INTERNATIONAL LTD COMMON STOCK USD.009 G5138L100 268 32958 SH SOLE 32958 0 0
LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 927 33089 SH SOLE 33089 0 0
J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1766 33151 SH SOLE 33151 0 0
COHEN + STEERS INC COMMON STOCK USD.01 19247A100 963 33326 SH SOLE 33326 0 0
DTS INC COMMON STOCK USD.0001 23335C101 908 33348 SH SOLE 33348 0 0
CELSION CORP COMMON STOCK USD.01 15117N305 57 33400 SH SOLE 33400 0 0
ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 498 33420 SH SOLE 33420 0 0
DYAX CORP COMMON STOCK USD.01 26746E103 46 33470 SH SOLE 33470 0 0
KEY TECHNOLOGY INC COMMON STOCK NPV 493143101 434 33567 SH SOLE 33567 0 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 1635 33660 SH SOLE 33660 0 0
IROBOT CORP COMMON STOCK USD.01 462726100 1007 33724 SH SOLE 33724 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
HARDINGE INC COMMON STOCK USD.01 412324303 272 33750 SH SOLE 33750 0 0
INDUSTRIAL SVCS OF AMERICA COMMON STOCK USD.005 456314103 179 33827 SH SOLE 33827 0 0
CHAMPION INDUSTRIES INC/WV COMMON STOCK USD1. 158520106 26 33843 SH SOLE 33843 0 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 649 33900 SH SOLE 33900 0 0
INUVO INC COMMON STOCK USD.001 46122W204 24 33980 SH SOLE 33980 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 497 34088 SH SOLE 34088 0 0
INTRICON CORP COMMON STOCK USD1. 46121H109 213 34116 SH SOLE 34116 0 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 665 34136 SH SOLE 34136 0 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 289 34216 SH SOLE 34216 0 0
DORCHESTER MINERALS LP LTD PART NPV 25820R105 781 34446 SH SOLE 34446 0 0
FLEXSTEEL INDS COMMON STOCK USD1. 339382103 477 34500 SH SOLE 34500 0 0
CHINA ADVANCED CONSTRUCTION COMMON STOCK USD.001 169365103 82 34600 SH SOLE 34600 0 0
BMB MUNAI INC COMMON STOCK USD.001 09656A105 5 34700 SH SOLE 34700 0 0
FIRST FED BNCSHS OF ARKANSAS COMMON STOCK USD.01 32020F303 151 34876 SH SOLE 34876 0 0
STEALTHGAS INC COMMON STOCK USD.01 Y81669106 135 34900 SH SOLE 34900 0 0
CLIFTON SAVINGS BANCORP INC COMMON STOCK USD.01 18712Q103 324 34963 SH SOLE 34963 0 0
FIRSTCITY FINANCIAL CORP COMMON STOCK USD.01 33761X107 283 35149 SH SOLE 35149 0 0
CLEARFIELD INC COMMON STOCK USD.01 18482P103 268 35200 SH SOLE 35200 0 0
M/I HOMES INC COMMON STOCK USD.01 55305B101 338 35258 SH SOLE 35258 0 0
BTU INTERNATIONAL INC COMMON STOCK USD.01 056032105 92 35273 SH SOLE 35273 0 0
XYRATEX LTD COMMON STOCK USD.01 G98268108 470 35312 SH SOLE 35312 0 0
BADGER METER INC COMMON STOCK USD1. 056525108 1045 35501 SH SOLE 35501 0 0
CHINA DIGITAL TV HOLDING ADR ADR USD.0005 16938G107 113 35700 SH SOLE 35700 0 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 848 35805 SH SOLE 35805 0 0
CHINDEX INTERNATIONAL INC COMMON STOCK USD.01 169467107 305 35840 SH SOLE 35840 0 0
CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 663 35899 SH SOLE 35899 0 0
LOCAL.COM CORP COMMON STOCK USD.00001 53954R105 77 36200 SH SOLE 36200 0 0
HFF INC CLASS A COMMON STOCK USD.01 40418F108 375 36284 SH SOLE 36284 0 0
LOJACK CORPORATION COMMON STOCK USD.01 539451104 112 36469 SH SOLE 36469 0 0
KMG CHEMICALS INC COMMON STOCK USD.01 482564101 631 36518 SH SOLE 36518 0 0
CAPITAL BANK CORP COMMON STOCK NPV 139793103 73 36552 SH SOLE 36552 0 0
CHINA ARMCO METALS INC COMMON STOCK USD.001 16936C108 11 36600 SH SOLE 36600 0 0
GTX INC COMMON STOCK USD.001 40052B108 124 36822 SH SOLE 36822 0 0
MAXYGEN INC COMMON STOCK USD.0001 577776107 207 36855 SH SOLE 36855 0 0
AMERIS BANCORP COMMON STOCK USD1. 03076K108 379 36864 SH SOLE 36864 0 0
AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 462 36955 SH SOLE 36955 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 1025 36995 SH SOLE 36995 0 0
51JOB INC ADR ADR USD.0001 316827104 1554 37047 SH SOLE 37047 0 0
MATERIAL SCIENCES CORP COMMON STOCK USD.02 576674105 302 37050 SH SOLE 37050 0 0
AGENUS INC COMMON STOCK USD.01 00847G705 74 37053 SH SOLE 37053 0 0
MET PRO CORP COMMON STOCK USD.1 590876306 335 37089 SH SOLE 37089 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 277 37133 SH SOLE 37133 0 0
GENVEC INC COMMON STOCK USD.001 37246C307 87 37182 SH SOLE 37182 0 0
GUANWEI RECYCLING CORP COMMON STOCK USD.001 400685103 31 37300 SH SOLE 37300 0 0
FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 119 37325 SH SOLE 37325 0 0
ALTISOURCE PORTFOLIO SOL COMMON STOCK USD1. L0175J104 1876 37394 SH SOLE 37394 0 0
ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 1209 37527 SH SOLE 37527 0 0
ENOVA SYSTEMS INC COMMON STOCK NPV 29355M200 6 37600 SH SOLE 37600 0 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 1493 37698 SH SOLE 37698 0 0
AMERICAN CARESOURCE HOLDINGS COMMON STOCK USD.01 02505A103 15 37715 SH SOLE 37715 0 0
ALMOST FAMILY INC COMMON STOCK USD.1 020409108 628 37890 SH SOLE 37890 0 0
COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 202608105 343 37978 SH SOLE 37978 0 0
ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 292 38180 SH SOLE 38180 0 0
LUMOS NETWORKS CORP COMMON STOCK 550283105 587 38236 SH SOLE 38236 0 0
TEEKAY OFFSHORE PARTNERS LP LTD PART Y8565J101 1019 38300 SH SOLE 38300 0 0
INTELLICHECK MOBILISA INC COMMON STOCK USD.001 45817G102 33 38600 SH SOLE 38600 0 0
MICHAEL BAKER CORP COMMON STOCK USD1. 057149106 760 38736 SH SOLE 38736 0 0
ID SYSTEMS INC COMMON STOCK USD.01 449489103 183 38786 SH SOLE 38786 0 0
INFINITY PHARMACEUTICALS INC COMMON STOCK USD.001 45665G303 344 38900 SH SOLE 38900 0 0
FRANKLIN COVEY CO COMMON STOCK USD.05 353469109 330 38945 SH SOLE 38945 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CALAVO GROWERS INC COMMON STOCK USD.001 128246105 1001 38965 SH SOLE 38965 0 0
CAMCO FINANCIAL CORP COMMON STOCK USD1. 132618109 49 38965 SH SOLE 38965 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 947 39258 SH SOLE 39258 0 0
KENEXA CORP COMMON STOCK USD.01 488879107 1049 39282 SH SOLE 39282 0 0
HOME FEDERAL BANCORP INC/MD COMMON STOCK USD.01 43710G105 409 39310 SH SOLE 39310 0 0
BANCTRUST FINANCIAL GROUP IN COMMON STOCK USD.01 05978R107 49 39311 SH SOLE 39311 0 0
MFC INDUSTRIAL LTD COMMON STOCK NPV 55278T105 277 39550 SH SOLE 39550 0 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 1463 39623 SH SOLE 39623 0 0
DOUBLE EAGLE PETROLEUM CO COMMON STOCK USD.1 258570209 274 39885 SH SOLE 39885 0 0
ARROW FINANCIAL CORP COMMON STOCK USD1. 042744102 937 39991 SH SOLE 39991 0 0
CREXENDO INC COMMON STOCK USD.001 226552107 113 40100 SH SOLE 40100 0 0
HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 461 40200 SH SOLE 40200 0 0
IEC ELECTRONICS CORP COMMON STOCK USD.01 44949L105 191 40200 SH SOLE 40200 0 0
ASTA FUNDING INC COMMON STOCK USD.01 046220109 321 40264 SH SOLE 40264 0 0
FREDERICK S OF HOLLYWOOD GRO COMMON STOCK USD1. 35582T108 15 40300 SH SOLE 40300 0 0
INTERVEST BANCSHARES CORP A COMMON STOCK USD1. 460927106 110 40400 SH SOLE 40400 0 0
NAVIOS MARITIME PARTNERS LP LTD PART NPV Y62267102 595 40400 SH SOLE 40400 0 0
ATRICURE INC COMMON STOCK USD.001 04963C209 449 40468 SH SOLE 40468 0 0
SEACUBE CONTAINER LEASING LT COMMON STOCK USD.01 G79978105 602 40616 SH SOLE 40616 0 0
DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 461 40694 SH SOLE 40694 0 0
ALPHA PRO TECH LTD COMMON STOCK USD.01 020772109 49 40800 SH SOLE 40800 0 0
CROWN CRAFTS INC COMMON STOCK USD.01 228309100 137 40828 SH SOLE 40828 0 0
KSW INC COMMON STOCK USD.01 48268R106 136 40987 SH SOLE 40987 0 0
DESTINATION MATERNITY CORP COMMON STOCK USD.01 25065D100 687 41070 SH SOLE 41070 0 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 4046 41206 SH SOLE 41206 0 0
DYNAVOX INC CLASS A COMMON STOCK 26817F104 150 41300 SH SOLE 41300 0 0
JEFFERSON BANCSHARES INC/TN COMMON STOCK USD.01 472375104 101 41300 SH SOLE 41300 0 0
BASSETT FURNITURE INDS COMMON STOCK USD5. 070203104 311 41500 SH SOLE 41500 0 0
BANNER CORPORATION COMMON STOCK USD.01 06652V208 712 41541 SH SOLE 41541 0 0
AEROVIRONMENT INC COMMON STOCK USD.0001 008073108 1312 41675 SH SOLE 41675 0 0
KINGOLD JEWELRY INC COMMON STOCK USD.001 49579A204 48 41700 SH SOLE 41700 0 0
LANTRONIX INC COMMON STOCK USD.0001 516548203 107 41933 SH SOLE 41933 0 0
DISCOVERY LABORATORIES INC COMMON STOCK USD.001 254668403 71 41973 SH SOLE 41973 0 0
CHINA HYDROELECTRIC CP ADS ADR 16949D101 48 42000 SH SOLE 42000 0 0
FORMFACTOR INC COMMON STOCK USD.001 346375108 214 42227 SH SOLE 42227 0 0
HNI CORP COMMON STOCK USD1. 404251100 1103 42261 SH SOLE 42261 0 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 351 42296 SH SOLE 42296 0 0
INFOSPACE INC COMMON STOCK USD.0001 45678T300 466 42428 SH SOLE 42428 0 0
BSQUARE CORP COMMON STOCK NPV 11776U300 145 42450 SH SOLE 42450 0 0
EPLUS INC COMMON STOCK USD.01 294268107 1202 42500 SH SOLE 42500 0 0
MANNATECH INC COMMON STOCK USD.0001 563771104 17 42500 SH SOLE 42500 0 0
GAIAM INC CLASS A COMMON STOCK USD.0001 36268Q103 138 42505 SH SOLE 42505 0 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1102 42601 SH SOLE 42601 0 0
IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 1449 42775 SH SOLE 42775 0 0
COMVERGE INC COMMON STOCK USD.001 205859101 54 42800 SH SOLE 42800 0 0
AMERCO COMMON STOCK USD.25 023586100 3789 42860 SH SOLE 42860 0 0
HERITAGE COMMERCE CORP COMMON STOCK NPV 426927109 203 42900 SH SOLE 42900 0 0
MEDTOX SCIENTIFIC INC COMMON STOCK USD.15 584977201 604 42979 SH SOLE 42979 0 0
BILL BARRETT CORP COMMON STOCK USD.001 06846N104 1468 43084 SH SOLE 43084 0 0
DATARAM CORP COMMON STOCK USD1. 238108203 35 43100 SH SOLE 43100 0 0
JIAYUAN.COM INTERNATIONA ADR ADR 477374102 252 43100 SH SOLE 43100 0 0
EXELIXIS INC COMMON STOCK USD.001 30161Q104 204 43152 SH SOLE 43152 0 0
MEDIWARE INFORMATION SYSTEMS COMMON STOCK USD.1 584946107 553 43169 SH SOLE 43169 0 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1119 43189 SH SOLE 43189 0 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1580 43196 SH SOLE 43196 0 0
DELCATH SYSTEMS INC COMMON STOCK USD.01 24661P104 132 43204 SH SOLE 43204 0 0
MAC GRAY CORP COMMON STOCK USD.01 554153106 598 43400 SH SOLE 43400 0 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 2659 43430 SH SOLE 43430 0 0
ACCURAY INC COMMON STOCK USD.001 004397105 185 43688 SH SOLE 43688 0 0
LRAD CORP COMMON STOCK USD.00001 50213V109 65 43800 SH SOLE 43800 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1169 43921 SH SOLE 43921 0 0
BARRY (R.G.) COMMON STOCK USD1. 068798107 532 44042 SH SOLE 44042 0 0
FX ENERGY INC COMMON STOCK USD.001 302695101 212 44078 SH SOLE 44078 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 2227 44170 SH SOLE 44170 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 152 44200 SH SOLE 44200 0 0
MEDALLION FINANCIAL CORP COMMON STOCK USD.01 583928106 505 44419 SH SOLE 44419 0 0
INSPERITY INC COMMON STOCK USD.01 45778Q107 1127 44462 SH SOLE 44462 0 0
EMULEX CORP COMMON STOCK USD.1 292475209 305 44476 SH SOLE 44476 0 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 719 44492 SH SOLE 44492 0 0
CLEVELAND BIOLABS INC COMMON STOCK USD.005 185860103 128 44600 SH SOLE 44600 0 0
GREEN BANKSHARES INC COMMON STOCK USD2. 394361208 56 44609 SH SOLE 44609 0 0
CHINA EDUCATION ALLIANCE INC COMMON STOCK USD.001 16938Y306 27 44633 SH SOLE 44633 0 0
HITTITE MICROWAVE CORP COMMON STOCK USD.01 43365Y104 2207 44685 SH SOLE 44685 0 0
GORMAN RUPP CO COMMON STOCK NPV 383082104 1219 44900 SH SOLE 44900 0 0
GEOEYE INC COMMON STOCK USD.01 37250W108 999 44976 SH SOLE 44976 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 482 44996 SH SOLE 44996 0 0
CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 426 45049 SH SOLE 45049 0 0
GREAT WOLF RESORTS INC COMMON STOCK USD.01 391523107 131 45113 SH SOLE 45113 0 0
INTEGRAMED AMERICA INC COMMON STOCK USD.01 45810N302 355 45195 SH SOLE 45195 0 0
FORESTAR GROUP INC COMMON STOCK USD1. 346233109 685 45265 SH SOLE 45265 0 0
GOLDEN ENTERPRISES COMMON STOCK USD.666667 381010107 165 45502 SH SOLE 45502 0 0
KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 1564 45525 SH SOLE 45525 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 735 45529 SH SOLE 45529 0 0
FONAR CORP COMMON STOCK USD.0001 344437405 75 45575 SH SOLE 45575 0 0
INTER PARFUMS INC COMMON STOCK USD.001 458334109 710 45617 SH SOLE 45617 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 3335 45668 SH SOLE 45668 0 0
CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 139674105 437 45770 SH SOLE 45770 0 0
CHINA NEPSTAR CHAIN DRUG ADR ADR USD.0001 16943C109 70 45800 SH SOLE 45800 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1744 45833 SH SOLE 45833 0 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 1671 45943 SH SOLE 45943 0 0
CENTERSTATE BANKS INC COMMON STOCK USD.01 15201P109 305 46040 SH SOLE 46040 0 0
GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 646 46243 SH SOLE 46243 0 0
LHC GROUP INC COMMON STOCK USD.01 50187A107 595 46340 SH SOLE 46340 0 0
AT CROSS CO CL A COMMON STOCK USD1. 227478104 525 46500 SH SOLE 46500 0 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 425 46500 SH SOLE 46500 0 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 1448 46966 SH SOLE 46966 0 0
BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 393 46995 SH SOLE 46995 0 0
AMERIGAS PARTNERS LP LTD PART NPV 030975106 2159 47034 SH SOLE 47034 0 0
COINSTAR INC COMMON STOCK USD.001 19259P300 2148 47068 SH SOLE 47068 0 0
ENNIS INC COMMON STOCK USD2.5 293389102 629 47195 SH SOLE 47195 0 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 772 47500 SH SOLE 47500 0 0
ACURA PHARMACEUTICALS INC COMMON STOCK USD.01 00509L703 166 47529 SH SOLE 47529 0 0
ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 1678 47643 SH SOLE 47643 0 0
COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001 205306103 2435 47652 SH SOLE 47652 0 0
MESABI TR CTF BEN INT 590672101 1197 47676 SH SOLE 47676 0 0
BP PRUDHOE BAY ROYALTY TRUST ROYALTY TRST NPV 055630107 5433 47679 SH SOLE 47679 0 0
E COMMERCE CHINA DANGDANG AD ADR 26833A105 210 47800 SH SOLE 47800 0 0
CFS BANCORP INC COMMON STOCK USD.01 12525D102 207 47892 SH SOLE 47892 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 2810 47898 SH SOLE 47898 0 0
INDEPENDENCE HOLDING CO COMMON STOCK USD1. 453440307 389 47900 SH SOLE 47900 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 1432 48294 SH SOLE 48294 0 0
CITIZENS SOUTH BANKING CORP COMMON STOCK USD.01 176682102 172 48300 SH SOLE 48300 0 0
GENOMIC HEALTH INC COMMON STOCK USD.0001 37244C101 1227 48315 SH SOLE 48315 0 0
EXPONENT INC COMMON STOCK USD.001 30214U102 2222 48341 SH SOLE 48341 0 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 1149 48421 SH SOLE 48421 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 2262 48598 SH SOLE 48598 0 0
FIRST CALIFORNIA FINANCIAL G COMMON STOCK USD.01 319395109 159 48629 SH SOLE 48629 0 0
ECHELON CORP COMMON STOCK USD.01 27874N105 237 48633 SH SOLE 48633 0 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 662 48640 SH SOLE 48640 0 0
CDI CORP COMMON STOCK USD.1 125071100 672 48695 SH SOLE 48695 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
BANKUNITED INC COMMON STOCK USD.01 06652K103 1072 48755 SH SOLE 48755 0 0
LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 1806 48941 SH SOLE 48941 0 0
CYCLACEL PHARMACEUTICALS INC COMMON STOCK USD.001 23254L108 29 49000 SH SOLE 49000 0 0
CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 302 49008 SH SOLE 49008 0 0
APPROACH RESOURCES INC COMMON STOCK USD.01 03834A103 1441 49010 SH SOLE 49010 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 2231 49019 SH SOLE 49019 0 0
LONGWEI PETROLEUM INVESTMENT COMMON STOCK NPV 543354104 64 49100 SH SOLE 49100 0 0
CUTERA INC COMMON STOCK USD.001 232109108 366 49133 SH SOLE 49133 0 0
LANCASTER COLONY CORP COMMON STOCK NPV 513847103 3417 49274 SH SOLE 49274 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 605 49364 SH SOLE 49364 0 0
COMPUCREDIT HOLDINGS CORP COMMON STOCK NPV 20478T107 183 49516 SH SOLE 49516 0 0
KENNETH COLE PRODUCTIONS A COMMON STOCK USD.01 193294105 526 49625 SH SOLE 49625 0 0
CRYPTOLOGIC LTD COMMON STOCK NPV G3159C109 118 49800 SH SOLE 49800 0 0
HEICO CORP CLASS A COMMON STOCK USD.01 422806208 1963 49875 SH SOLE 49875 0 0
ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 150 49966 SH SOLE 49966 0 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 2210 49980 SH SOLE 49980 0 0
HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 200 49980 SH SOLE 49980 0 0
CARDICA INC COMMON STOCK USD.001 14141R101 108 50000 SH SOLE 50000 0 0
K SWISS INC A COMMON STOCK USD.01 482686102 146 50139 SH SOLE 50139 0 0
GEOKINETICS INC COMMON STOCK USD.01 372910307 108 50200 SH SOLE 50200 0 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 1124 50358 SH SOLE 50358 0 0
ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 1865 50360 SH SOLE 50360 0 0
AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 2180 50365 SH SOLE 50365 0 0
AVEO PHARMACEUTICALS INC COMMON STOCK 053588109 867 50416 SH SOLE 50416 0 0
BSD MEDICAL CORP COMMON STOCK USD.001 055662100 120 50443 SH SOLE 50443 0 0
CENTURY CASINOS INC COMMON STOCK USD.01 156492100 131 50700 SH SOLE 50700 0 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 1836 50938 SH SOLE 50938 0 0
MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 1431 51186 SH SOLE 51186 0 0
AIR METHODS CORP COMMON STOCK USD.06 009128307 4324 51204 SH SOLE 51204 0 0
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 852 51213 SH SOLE 51213 0 0
BIOTIME INC COMMON STOCK NPV 09066L105 299 51400 SH SOLE 51400 0 0
CARIBOU COFFEE CO INC COMMON STOCK USD.01 142042209 718 51500 SH SOLE 51500 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 1582 51535 SH SOLE 51535 0 0
EDGEWATER TECHNOLOGY INC COMMON STOCK USD.01 280358102 142 51545 SH SOLE 51545 0 0
FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 1763 51816 SH SOLE 51816 0 0
ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1117 51825 SH SOLE 51825 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 2461 51926 SH SOLE 51926 0 0
FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 316 51928 SH SOLE 51928 0 0
AGREE REALTY CORP REIT USD.0001 008492100 1269 52062 SH SOLE 52062 0 0
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 2703 52176 SH SOLE 52176 0 0
FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 467 52304 SH SOLE 52304 0 0
TEEKAY LNG PARTNERS LP LTD PART Y8564M105 1736 52347 SH SOLE 52347 0 0
MARTIN MIDSTREAM PARTNERS LP LTD PART NPV 573331105 1804 52385 SH SOLE 52385 0 0
LANNETT CO INC COMMON STOCK USD.001 516012101 232 52400 SH SOLE 52400 0 0
CULP INC COMMON STOCK USD.05 230215105 448 52543 SH SOLE 52543 0 0
ADVANCED PHOTONIX INC CL A COMMON STOCK USD.001 00754E107 30 52700 SH SOLE 52700 0 0
BLOUNT INTERNATIONAL INC COMMON STOCK USD.01 095180105 766 52721 SH SOLE 52721 0 0
BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 2394 52817 SH SOLE 52817 0 0
MV OIL TR TR UNITS 553859109 2096 52845 SH SOLE 52845 0 0
LMI AEROSPACE INC COMMON STOCK USD.02 502079106 927 52847 SH SOLE 52847 0 0
DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01 26433B107 767 52891 SH SOLE 52891 0 0
CRYSTAL ROCK HOLDINGS INC COMMON STOCK USD.001 22940F103 39 53000 SH SOLE 53000 0 0
ATLANTIC AMERICAN CORP COMMON STOCK USD1. 048209100 104 53025 SH SOLE 53025 0 0
ORIGIN AGRITECH LTD COMMON STOCK USD.0001 G67828106 125 53100 SH SOLE 53100 0 0
MEDICAL ACTION IND INC COMMON STOCK USD.001 58449L100 278 53204 SH SOLE 53204 0 0
BLACK BOX CORP COMMON STOCK USD.001 091826107 1493 53238 SH SOLE 53238 0 0
FEIHE INTERNATIONAL INC COMMON STOCK USD.001 31429Y103 138 53301 SH SOLE 53301 0 0
BENIHANA INC COMMON STOCK USD.1 082047101 545 53312 SH SOLE 53312 0 0
MANAGEMENT NETWORK GROUP INC COMMON STOCK USD.001 561693201 81 53440 SH SOLE 53440 0 0
COGDELL SPENCER INC REIT USD.01 19238U107 227 53487 SH SOLE 53487 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
KBW INC COMMON STOCK USD.01 482423100 813 53569 SH SOLE 53569 0 0
CALLIDUS SOFTWARE INC COMMON STOCK USD.001 13123E500 345 53700 SH SOLE 53700 0 0
LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 1178 53876 SH SOLE 53876 0 0
AMERISTAR CASINOS INC COMMON STOCK USD.01 03070Q101 934 53997 SH SOLE 53997 0 0
IPC THE HOSPITALIST CO COMMON STOCK USD.001 44984A105 2472 54077 SH SOLE 54077 0 0
IRIS INTERNATIONAL INC COMMON STOCK USD.01 46270W105 507 54180 SH SOLE 54180 0 0
COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 22284P105 161 54200 SH SOLE 54200 0 0
GENIE ENERGY LTD B COMMON STOCK 372284208 431 54300 SH SOLE 54300 0 0
ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 255 54568 SH SOLE 54568 0 0
AMERICAN DEFENSE SYSTEMS INC COMMON STOCK USD.001 025351107 1 54722 SH SOLE 54722 0 0
DSP GROUP INC COMMON STOCK USD.001 23332B106 285 54775 SH SOLE 54775 0 0
IDT CORP CLASS B COMMON STOCK USD.01 448947507 514 54800 SH SOLE 54800 0 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 1334 54955 SH SOLE 54955 0 0
MCGRATH RENTCORP COMMON STOCK NPV 580589109 1595 55002 SH SOLE 55002 0 0
KNOLL INC COMMON STOCK USD.01 498904200 818 55094 SH SOLE 55094 0 0
GLOBALSCAPE INC COMMON STOCK USD.001 37940G109 88 55100 SH SOLE 55100 0 0
AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 735 55110 SH SOLE 55110 0 0
GOLD RESOURCE CORP COMMON STOCK USD.001 38068T105 1175 55300 SH SOLE 55300 0 0
CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 1290 55597 SH SOLE 55597 0 0
ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 373 55690 SH SOLE 55690 0 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 1796 55778 SH SOLE 55778 0 0
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 1730 55778 SH SOLE 55778 0 0
FABRINET COMMON STOCK USD.01 G3323L100 763 55781 SH SOLE 55781 0 0
CREDO PETROLEUM CORP COMMON STOCK USD.1 225439207 575 55800 SH SOLE 55800 0 0
KEY TRONIC CORP COMMON STOCK NPV 493144109 262 55900 SH SOLE 55900 0 0
ANALOGIC CORP COMMON STOCK USD.05 032657207 3210 56002 SH SOLE 56002 0 0
JEFFERIES GROUP INC COMMON STOCK USD.0001 472319102 770 56002 SH SOLE 56002 0 0
HASTINGS ENTERTAINMENT INC COMMON STOCK USD.01 418365102 90 56100 SH SOLE 56100 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 2653 56145 SH SOLE 56145 0 0
MAXLINEAR INC CLASS A COMMON STOCK 57776J100 267 56171 SH SOLE 56171 0 0
BIONOVO INC COMMON STOCK USD.001 090643206 13 56180 SH SOLE 56180 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 1034 56414 SH SOLE 56414 0 0
ALLIANCE HOLDINGS GP LP LTD PART 01861G100 2953 56806 SH SOLE 56806 0 0
BROADSOFT INC COMMON STOCK 11133B409 1718 56889 SH SOLE 56889 0 0
DIAMOND FOODS INC COMMON STOCK USD.001 252603105 1837 56940 SH SOLE 56940 0 0
FAMOUS DAVE S OF AMERICA COMMON STOCK USD.01 307068106 592 57022 SH SOLE 57022 0 0
FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 1936 57053 SH SOLE 57053 0 0
ENERNOC INC COMMON STOCK USD.001 292764107 622 57194 SH SOLE 57194 0 0
MEDIFAST INC COMMON STOCK USD.001 58470H101 785 57233 SH SOLE 57233 0 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 1484 57290 SH SOLE 57290 0 0
FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 2497 57322 SH SOLE 57322 0 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 359 57456 SH SOLE 57456 0 0
KEYNOTE SYSTEMS INC COMMON STOCK USD.001 493308100 1188 57850 SH SOLE 57850 0 0
MAXIMUS INC COMMON STOCK NPV 577933104 2396 57939 SH SOLE 57939 0 0
LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 55003T107 1024 58000 SH SOLE 58000 0 0
INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 639 58148 SH SOLE 58148 0 0
CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 730 58329 SH SOLE 58329 0 0
AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 1100 58430 SH SOLE 58430 0 0
ARCTIC CAT INC COMMON STOCK USD.01 039670104 1319 58500 SH SOLE 58500 0 0
MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 1074 58708 SH SOLE 58708 0 0
MARINEMAX INC COMMON STOCK USD.001 567908108 384 58900 SH SOLE 58900 0 0
AAON INC COMMON STOCK USD.004 000360206 1208 58963 SH SOLE 58963 0 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 1009 59000 SH SOLE 59000 0 0
IXYS CORPORATION COMMON STOCK USD.01 46600W106 640 59072 SH SOLE 59072 0 0
LML PAYMENT SYSTEMS INC COMMON STOCK NPV 50208P109 138 59100 SH SOLE 59100 0 0
COHERENT INC COMMON STOCK USD.01 192479103 3090 59112 SH SOLE 59112 0 0
LEARNING TREE INTERNATIONAL COMMON STOCK USD.0001 522015106 416 59200 SH SOLE 59200 0 0
CUBIC CORP COMMON STOCK NPV 229669106 2584 59275 SH SOLE 59275 0 0
CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 2042 59288 SH SOLE 59288 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 917 59289 SH SOLE 59289 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
KIRKLAND S INC COMMON STOCK NPV 497498105 789 59300 SH SOLE 59300 0 0
GRIFFON CORP COMMON STOCK USD.25 398433102 542 59347 SH SOLE 59347 0 0
ASTEA INTL INC COMMON STOCK USD.01 04622E208 199 59474 SH SOLE 59474 0 0
FROZEN FOOD EXPRESS INDUSTRI COMMON STOCK USD1.5 359360104 77 59507 SH SOLE 59507 0 0
CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 14574X104 690 59617 SH SOLE 59617 0 0
JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 413 59730 SH SOLE 59730 0 0
LIFE PARTNERS HOLDINGS INC COMMON STOCK USD.01 53215T106 386 59800 SH SOLE 59800 0 0
FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 1079 59900 SH SOLE 59900 0 0
HOKU CORP COMMON STOCK USD.001 434711107 35 59902 SH SOLE 59902 0 0
EDGAR ONLINE INC COMMON STOCK USD.01 279765101 24 59915 SH SOLE 59915 0 0
ALTAIR NANOTECHNOLOGIES INC COMMON STOCK NPV 021373204 40 59937 SH SOLE 59937 0 0
FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 989 60002 SH SOLE 60002 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 5773 60111 SH SOLE 60111 0 0
DIXIE GROUP INC COMMON STOCK USD3. 255519100 177 60157 SH SOLE 60157 0 0
KRATOS DEFENSE + SECURITY COMMON STOCK USD.001 50077B207 360 60276 SH SOLE 60276 0 0
ANAREN INC COMMON STOCK USD.01 032744104 1004 60432 SH SOLE 60432 0 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 2980 60442 SH SOLE 60442 0 0
AFFIRMATIVE INSURANCE HOLDIN COMMON STOCK USD.01 008272106 33 60500 SH SOLE 60500 0 0
METABOLIX INC COMMON STOCK USD.01 591018809 276 60628 SH SOLE 60628 0 0
MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 1092 60705 SH SOLE 60705 0 0
AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 893 60722 SH SOLE 60722 0 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 2031 60733 SH SOLE 60733 0 0
BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01 10807M105 1400 60863 SH SOLE 60863 0 0
EMERSON RADIO CORP COMMON STOCK USD.01 291087203 97 60900 SH SOLE 60900 0 0
MECOX LANE LTD ADR ADR 58403M102 71 61100 SH SOLE 61100 0 0
FIRST BANCORP/NC COMMON STOCK NPV 318910106 682 61137 SH SOLE 61137 0 0
HICKORYTECH CORP COMMON STOCK NPV 429060106 678 61200 SH SOLE 61200 0 0
COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 863 61314 SH SOLE 61314 0 0
CERADYNE INC COMMON STOCK USD.01 156710105 1644 61405 SH SOLE 61405 0 0
EASTERN INSURANCE HOLDINGS COMMON STOCK NPV 276534104 876 61500 SH SOLE 61500 0 0
GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 415 61739 SH SOLE 61739 0 0
CASCADE BANCORP COMMON STOCK NPV 147154207 271 61772 SH SOLE 61772 0 0
MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 386 61777 SH SOLE 61777 0 0
LUNA INNOVATIONS INC COMMON STOCK USD.001 550351100 107 61800 SH SOLE 61800 0 0
IDENTIVE GROUP INC COMMON STOCK USD.001 45170X106 138 61810 SH SOLE 61810 0 0
COMPLETE GENOMICS INC COMMON STOCK 20454K104 181 61900 SH SOLE 61900 0 0
AMSURG CORP COMMON STOCK NPV 03232P405 1618 62143 SH SOLE 62143 0 0
LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 2906 62156 SH SOLE 62156 0 0
ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 921 62246 SH SOLE 62246 0 0
LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 493 62358 SH SOLE 62358 0 0
AGFEED INDUSTRIES INC COMMON STOCK USD.001 00846L101 24 62400 SH SOLE 62400 0 0
ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 905 62518 SH SOLE 62518 0 0
LOGMEIN INC COMMON STOCK USD.01 54142L109 2413 62594 SH SOLE 62594 0 0
ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 1331 62614 SH SOLE 62614 0 0
CELADON GROUP INC COMMON STOCK USD.033 150838100 740 62670 SH SOLE 62670 0 0
MEDASSETS INC COMMON STOCK USD.01 584045108 581 62810 SH SOLE 62810 0 0
LIBBEY INC COMMON STOCK USD.01 529898108 803 63000 SH SOLE 63000 0 0
BIODEL INC COMMON STOCK USD.01 09064M105 39 63070 SH SOLE 63070 0 0
BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 660 63199 SH SOLE 63199 0 0
JMP GROUP INC COMMON STOCK USD.001 46629U107 452 63200 SH SOLE 63200 0 0
IMPERIAL SUGAR CO COMMON STOCK NPV 453096208 226 63380 SH SOLE 63380 0 0
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 1848 63473 SH SOLE 63473 0 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 2462 63556 SH SOLE 63556 0 0
EMAGIN CORPORATION COMMON STOCK USD.001 29076N206 236 63690 SH SOLE 63690 0 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 809 63785 SH SOLE 63785 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 557 63832 SH SOLE 63832 0 0
GULF RESOURCES INC COMMON STOCK USD.001 40251W309 115 64000 SH SOLE 64000 0 0
HAUPPAUGE DIGITAL INC COMMON STOCK USD.01 419131107 38 64100 SH SOLE 64100 0 0
JONES SODA CO COMMON STOCK NPV 48023P106 24 64200 SH SOLE 64200 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 2269 64217 SH SOLE 64217 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
KIT DIGITAL INC COMMON STOCK USD.0001 482470200 543 64300 SH SOLE 64300 0 0
EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 775 64454 SH SOLE 64454 0 0
DATAWATCH CORP COMMON STOCK USD.01 237917208 369 64643 SH SOLE 64643 0 0
ARTHROCARE CORP COMMON STOCK USD.001 043136100 2057 64939 SH SOLE 64939 0 0
LCA VISION INC COMMON STOCK USD.001 501803308 189 65000 SH SOLE 65000 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 2794 65001 SH SOLE 65001 0 0
COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 1865 65148 SH SOLE 65148 0 0
INVENTURE FOODS INC COMMON STOCK USD.01 461212102 244 65180 SH SOLE 65180 0 0
ENTEROMEDICS INC COMMON STOCK USD.01 29365M208 111 65200 SH SOLE 65200 0 0
IXIA COMMON STOCK NPV 45071R109 686 65300 SH SOLE 65300 0 0
FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 2093 65315 SH SOLE 65315 0 0
BODY CENTRAL CORP COMMON STOCK 09689U102 1631 65347 SH SOLE 65347 0 0
CHINA NATURAL GAS INC COMMON STOCK USD.0001 168910206 126 65400 SH SOLE 65400 0 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 573 65460 SH SOLE 65460 0 0
BANK MUTUAL CORP COMMON STOCK USD.01 063750103 209 65604 SH SOLE 65604 0 0
EXTERRAN PARTNERS LP LTD PART 30225N105 1322 65624 SH SOLE 65624 0 0
INX INC COMMON STOCK USD.01 46185W109 576 65800 SH SOLE 65800 0 0
ALLIANCE RESOURCE PARTNERS LTD PART NPV 01877R108 4985 65958 SH SOLE 65958 0 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 54 66100 SH SOLE 66100 0 0
ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 1530 66180 SH SOLE 66180 0 0
INTERMEC INC COMMON STOCK USD.01 458786100 454 66250 SH SOLE 66250 0 0
CHINA NEW BORUN CORP ADR ADR USD.001 16890T105 208 66300 SH SOLE 66300 0 0
CINEDIGM DIGITAL CINEMA A COMMON STOCK USD.001 172407108 91 66300 SH SOLE 66300 0 0
ATMI INC COMMON STOCK USD.01 00207R101 1334 66590 SH SOLE 66590 0 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 2301 66684 SH SOLE 66684 0 0
AIR T INC COMMON STOCK USD.25 009207101 567 66800 SH SOLE 66800 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 1595 66902 SH SOLE 66902 0 0
GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 1617 66978 SH SOLE 66978 0 0
EHEALTH INC COMMON STOCK USD.001 28238P109 985 66991 SH SOLE 66991 0 0
FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 395 67079 SH SOLE 67079 0 0
ELECTRO RENT CORP COMMON STOCK NPV 285218103 1153 67225 SH SOLE 67225 0 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 3694 67245 SH SOLE 67245 0 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 1560 67251 SH SOLE 67251 0 0
ADVANCED ANALOGIC TECHNOLOGI COMMON STOCK USD.001 00752J108 389 67285 SH SOLE 67285 0 0
XOMA LTD COMMON STOCK USD.0005 G9825R206 77 67307 SH SOLE 67307 0 0
COLEMAN CABLE INC COMMON STOCK USD.001 193459302 586 67317 SH SOLE 67317 0 0
DURECT CORPORATION COMMON STOCK USD.0001 266605104 80 67509 SH SOLE 67509 0 0
DEMANDTEC INC COMMON STOCK USD.001 24802R506 889 67520 SH SOLE 67520 0 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 2301 67904 SH SOLE 67904 0 0
CDC CORP CL A COMMON STOCK USD.00025 G2022L114 11 67966 SH SOLE 67966 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 3171 67997 SH SOLE 67997 0 0
CAMPUS CREST COMMUNITIES INC REIT 13466Y105 684 68000 SH SOLE 68000 0 0
VELTI LTD COMMON STOCK GBP.05 G93285107 462 68000 SH SOLE 68000 0 0
ALTRA HOLDINGS INC COMMON STOCK USD.001 02208R106 1283 68135 SH SOLE 68135 0 0
CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 3981 68417 SH SOLE 68417 0 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 1625 68546 SH SOLE 68546 0 0
CEVA INC COMMON STOCK USD.001 157210105 2076 68595 SH SOLE 68595 0 0
MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 571157106 872 68683 SH SOLE 68683 0 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 474 68839 SH SOLE 68839 0 0
BROWN FORMAN CORP CLASS A COMMON STOCK USD.15 115637100 5467 68969 SH SOLE 68969 0 0
CHIPMOS TECHNOLOGIES BERMUDA COMMON STOCK USD.01 G2110R114 357 69100 SH SOLE 69100 0 0
LIVEPERSON INC COMMON STOCK USD.001 538146101 868 69130 SH SOLE 69130 0 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 3054 69149 SH SOLE 69149 0 0
HEELYS INC COMMON STOCK USD.001 42279M107 128 69340 SH SOLE 69340 0 0
HAVERTY FURNITURE COMMON STOCK USD1. 419596101 762 69402 SH SOLE 69402 0 0
BEASLEY BROADCAST GRP INC A COMMON STOCK USD.001 074014101 220 69583 SH SOLE 69583 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 3689 69610 SH SOLE 69610 0 0
KAMAN CORP COMMON STOCK USD1. 483548103 1903 69668 SH SOLE 69668 0 0
EMERITUS CORP COMMON STOCK USD.0001 291005106 1221 69737 SH SOLE 69737 0 0
ENERGY PARTNERS LTD COMMON STOCK 29270U303 1018 69749 SH SOLE 69749 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
HAMPTON ROADS BANKSHARES INC COMMON STOCK USD.625 409321502 191 69816 SH SOLE 69816 0 0
EASYLINK SERVICES INTL CL A COMMON STOCK USD.01 277858106 279 70000 SH SOLE 70000 0 0
VISTAPRINT NV COMMON STOCK USD.001 N93540107 2146 70116 SH SOLE 70116 0 0
ASCENT SOLAR TECHNOLOGIES COMMON STOCK USD.0001 043635101 27 70200 SH SOLE 70200 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 312 70461 SH SOLE 70461 0 0
CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 236 70546 SH SOLE 70546 0 0
ABAXIS INC COMMON STOCK NPV 002567105 1958 70759 SH SOLE 70759 0 0
ACTIVE NETWORK INC/THE COMMON STOCK 00506D100 964 70867 SH SOLE 70867 0 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 2870 70921 SH SOLE 70921 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 2032 70966 SH SOLE 70966 0 0
DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 1937 71045 SH SOLE 71045 0 0
CARBO CERAMICS INC COMMON STOCK USD.01 140781105 8766 71074 SH SOLE 71074 0 0
LJ INTERNATIONAL INC COMMON STOCK USD.01 G55312105 137 71100 SH SOLE 71100 0 0
JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 2308 71242 SH SOLE 71242 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 1657 71276 SH SOLE 71276 0 0
CONCEPTUS INC COMMON STOCK USD.003 206016107 902 71355 SH SOLE 71355 0 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 4065 71447 SH SOLE 71447 0 0
HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 2780 71479 SH SOLE 71479 0 0
ITERIS INC COMMON STOCK USD.1 46564T107 93 71700 SH SOLE 71700 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 785 71908 SH SOLE 71908 0 0
DIODES INC COMMON STOCK USD.667 254543101 1535 72049 SH SOLE 72049 0 0
FRIEDMAN INDUSTRIES COMMON STOCK USD1. 358435105 753 72099 SH SOLE 72099 0 0
BANCORP INC/THE COMMON STOCK USD1. 05969A105 522 72200 SH SOLE 72200 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 639 72312 SH SOLE 72312 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 2786 72501 SH SOLE 72501 0 0
GREATBATCH INC COMMON STOCK USD.001 39153L106 1603 72532 SH SOLE 72532 0 0
BIOCLINICA INC COMMON STOCK USD.00025 09071B100 309 72726 SH SOLE 72726 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 3118 72981 SH SOLE 72981 0 0
AETRIUM INC COMMON STOCK USD.001 00817R103 53 73237 SH SOLE 73237 0 0
CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 471 73640 SH SOLE 73640 0 0
MERCURY GENERAL CORP COMMON STOCK NPV 589400100 3371 73903 SH SOLE 73903 0 0
KRONOS WORLDWIDE INC COMMON STOCK USD.01 50105F105 1337 74091 SH SOLE 74091 0 0
EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 1342 74172 SH SOLE 74172 0 0
CHINACAST EDUCATION CORP COMMON STOCK USD.0001 16946T109 454 74200 SH SOLE 74200 0 0
INSIGNIA SYSTEMS INC COMMON STOCK USD.01 45765Y105 149 74400 SH SOLE 74400 0 0
INTERMUNE INC COMMON STOCK USD.001 45884X103 938 74415 SH SOLE 74415 0 0
GENESIS ENERGY L.P. LTD PART NPV 371927104 2095 74712 SH SOLE 74712 0 0
AMERICAN REPROGRAPHICS CO COMMON STOCK USD.001 029263100 343 74738 SH SOLE 74738 0 0
BANKATLANTIC BANCORP INC A COMMON STOCK USD.01 065908808 253 74860 SH SOLE 74860 0 0
COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 5155 74874 SH SOLE 74874 0 0
ACACIA RESEARCH ACACIA TEC TRACKING STK USD.001 003881307 2735 74900 SH SOLE 74900 0 0
ENDOLOGIX INC COMMON STOCK USD.001 29266S106 862 75100 SH SOLE 75100 0 0
CALIX NETWORKS INC COMMON STOCK 13100M509 486 75173 SH SOLE 75173 0 0
BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 1501 75201 SH SOLE 75201 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 1484 75317 SH SOLE 75317 0 0
IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 1521 75400 SH SOLE 75400 0 0
NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 G65773106 905 75473 SH SOLE 75473 0 0
DOLAN CO/THE COMMON STOCK USD.001 25659P402 645 75739 SH SOLE 75739 0 0
GREIF INC CL A COMMON STOCK NPV 397624107 3460 75959 SH SOLE 75959 0 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 894 76007 SH SOLE 76007 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 4259 76165 SH SOLE 76165 0 0
HEALTHSTREAM INC COMMON STOCK NPV 42222N103 1409 76369 SH SOLE 76369 0 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 2014 76432 SH SOLE 76432 0 0
ANCESTRY.COM INC COMMON STOCK USD.01 032803108 1758 76584 SH SOLE 76584 0 0
LECROY CORP COMMON STOCK USD.01 52324W109 646 76856 SH SOLE 76856 0 0
GLOBECOMM SYSTEMS INC COMMON STOCK USD.001 37956X103 1055 77112 SH SOLE 77112 0 0
E HOUSE CHINA HOLDINGS ADS ADR USD.001 26852W103 330 77300 SH SOLE 77300 0 0
1ST UNITED BANCORP INC/NORTH COMMON STOCK USD.01 33740N105 429 77300 SH SOLE 77300 0 0
INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 1969 77657 SH SOLE 77657 0 0
B+G FOODS INC COMMON STOCK USD.01 05508R106 1871 77725 SH SOLE 77725 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ALLETE INC COMMON STOCK NPV 018522300 3267 77818 SH SOLE 77818 0 0
MBT FINANCIAL CORP COMMON STOCK NPV 578877102 83 77900 SH SOLE 77900 0 0
CARTER S INC COMMON STOCK USD.01 146229109 3108 78078 SH SOLE 78078 0 0
BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 5272 78094 SH SOLE 78094 0 0
INVACARE CORP COMMON STOCK USD.25 461203101 1195 78165 SH SOLE 78165 0 0
DELTEK INC COMMON STOCK USD.001 24784L105 773 78670 SH SOLE 78670 0 0
LYDALL INC COMMON STOCK USD.1 550819106 748 78800 SH SOLE 78800 0 0
LUFKIN INDUSTRIES INC COMMON STOCK USD1. 549764108 5304 78802 SH SOLE 78802 0 0
CYTORI THERAPEUTICS INC COMMON STOCK USD.001 23283K105 173 78820 SH SOLE 78820 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1351 78984 SH SOLE 78984 0 0
FIRST FINL BANKSHARES INC COMMON STOCK USD.01 32020R109 2642 79036 SH SOLE 79036 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1495 79054 SH SOLE 79054 0 0
ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 3471 79122 SH SOLE 79122 0 0
MAKO SURGICAL CORP COMMON STOCK USD.001 560879108 1997 79200 SH SOLE 79200 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 2214 79597 SH SOLE 79597 0 0
LIFEWAY FOODS INC COMMON STOCK NPV 531914109 768 79670 SH SOLE 79670 0 0
HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 560 80105 SH SOLE 80105 0 0
BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 678 80155 SH SOLE 80155 0 0
GEORGIA GULF CORP COMMON STOCK USD.01 373200302 1568 80461 SH SOLE 80461 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 1716 80481 SH SOLE 80481 0 0
CHEMED CORP COMMON STOCK USD1. 16359R103 4127 80599 SH SOLE 80599 0 0
CONCORD MEDICAL SPON ADR ADR USD.0001 206277105 261 80600 SH SOLE 80600 0 0
GENESCO INC COMMON STOCK USD1. 371532102 4983 80712 SH SOLE 80712 0 0
LOOPNET INC COMMON STOCK USD.001 543524300 1478 80858 SH SOLE 80858 0 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 450 81067 SH SOLE 81067 0 0
MCCORMICK + SCHMICK S SEAFOO COMMON STOCK USD.001 579793100 710 81200 SH SOLE 81200 0 0
EV ENERGY PARTNER LP LTD PART 26926V107 5359 81321 SH SOLE 81321 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 3119 81871 SH SOLE 81871 0 0
GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 260 81900 SH SOLE 81900 0 0
BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 276 81999 SH SOLE 81999 0 0
INNOTRAC CORP COMMON STOCK USD.1 45767M109 87 82200 SH SOLE 82200 0 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 2476 82226 SH SOLE 82226 0 0
BALLANTYNE STRONG INC COMMON STOCK USD.01 058516105 337 82338 SH SOLE 82338 0 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 3724 82416 SH SOLE 82416 0 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 886 82520 SH SOLE 82520 0 0
CARDIONET INC COMMON STOCK USD.001 14159L103 196 82800 SH SOLE 82800 0 0
IMMERSION CORPORATION COMMON STOCK USD.001 452521107 435 83940 SH SOLE 83940 0 0
ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1243 83941 SH SOLE 83941 0 0
STAR BULK CARRIERS CORP COMMON STOCK USD.01 Y8162K105 75 84000 SH SOLE 84000 0 0
EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 2160 84169 SH SOLE 84169 0 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 2779 84276 SH SOLE 84276 0 0
SINOVAC BIOTECH LTD COMMON STOCK USD.001 P8696W104 186 84400 SH SOLE 84400 0 0
COMSTOCK HOMEBUILDING COS A COMMON STOCK USD.01 205684103 88 84413 SH SOLE 84413 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1311 84777 SH SOLE 84777 0 0
AMERICAN ASSETS TRUST INC REIT 024013104 1741 84900 SH SOLE 84900 0 0
ENDEAVOUR INTERNATIONAL CORP COMMON STOCK USD.001 29259G200 739 84989 SH SOLE 84989 0 0
DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 63 85040 SH SOLE 85040 0 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 220 85097 SH SOLE 85097 0 0
HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 813 85478 SH SOLE 85478 0 0
CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 4629 85603 SH SOLE 85603 0 0
MASIMO CORPORATION COMMON STOCK USD.001 574795100 1601 85690 SH SOLE 85690 0 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 3511 85903 SH SOLE 85903 0 0
CITI TRENDS INC COMMON STOCK USD.01 17306X102 755 85941 SH SOLE 85941 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 2547 85946 SH SOLE 85946 0 0
CALGON CARBON CORP COMMON STOCK USD.01 129603106 1352 86041 SH SOLE 86041 0 0
CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 1572 86063 SH SOLE 86063 0 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 6517 86234 SH SOLE 86234 0 0
CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 3289 86317 SH SOLE 86317 0 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 1463 86598 SH SOLE 86598 0 0
DUSA PHARMACEUTICALS INC COMMON STOCK NPV 266898105 380 86854 SH SOLE 86854 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 3010 86896 SH SOLE 86896 0 0
BOLT TECHNOLOGY CORP COMMON STOCK NPV 097698104 994 86900 SH SOLE 86900 0 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 4867 86966 SH SOLE 86966 0 0
CYMER INC COMMON STOCK USD.001 232572107 4329 86990 SH SOLE 86990 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 1485 87019 SH SOLE 87019 0 0
MATRIX SERVICE CO COMMON STOCK USD.01 576853105 821 87022 SH SOLE 87022 0 0
ASSET ACCEPTANCE CAPITAL COMMON STOCK USD.01 04543P100 341 87100 SH SOLE 87100 0 0
ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 4987 87255 SH SOLE 87255 0 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 1772 87300 SH SOLE 87300 0 0
IDACORP INC COMMON STOCK NPV 451107106 3707 87397 SH SOLE 87397 0 0
CAPITAL SENIOR LIVING CORP COMMON STOCK USD.01 140475104 694 87416 SH SOLE 87416 0 0
LIONS GATE ENTERTAINMENT COR COMMON STOCK NPV 535919203 730 87683 SH SOLE 87683 0 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 46269C102 676 87700 SH SOLE 87700 0 0
BOTTOMLINE TECHNOLOGIES INC COMMON STOCK USD.001 101388106 2037 87913 SH SOLE 87913 0 0
PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 3002 88006 SH SOLE 88006 0 0
KFORCE INC COMMON STOCK USD.01 493732101 1091 88479 SH SOLE 88479 0 0
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 1518 88479 SH SOLE 88479 0 0
NAVIOS MARITIME ACQUISITION COMMON STOCK USD.0001 Y62159101 239 88700 SH SOLE 88700 0 0
BREITBURN ENERGY PARTNERS LP LTD PART NPV 106776107 1693 88800 SH SOLE 88800 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 5297 88817 SH SOLE 88817 0 0
HATTERAS FINANCIAL CORP REIT USD.001 41902R103 2346 88980 SH SOLE 88980 0 0
SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 435 89000 SH SOLE 89000 0 0
KAYDON CORP COMMON STOCK USD.1 486587108 2719 89147 SH SOLE 89147 0 0
ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 1373 89188 SH SOLE 89188 0 0
FLAGSTONE REINSURANCE HOLDIN COMMON STOCK USD.01 L3466T104 739 89194 SH SOLE 89194 0 0
INSMED INC COMMON STOCK USD.01 457669307 272 89217 SH SOLE 89217 0 0
CADENCE PHARMACEUTICALS INC COMMON STOCK USD.0001 12738T100 353 89425 SH SOLE 89425 0 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 5994 89823 SH SOLE 89823 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 782 89834 SH SOLE 89834 0 0
HUB GROUP INC CL A COMMON STOCK USD.01 443320106 2922 90100 SH SOLE 90100 0 0
NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD.0001 Y62196103 322 90100 SH SOLE 90100 0 0
ARBITRON INC COMMON STOCK USD.5 03875Q108 3103 90177 SH SOLE 90177 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 721 90648 SH SOLE 90648 0 0
COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 1748 90713 SH SOLE 90713 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 30673 90817 SH SOLE 90817 0 0
BALCHEM CORP COMMON STOCK USD.0667 057665200 3698 91228 SH SOLE 91228 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 438 91301 SH SOLE 91301 0 0
FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 414 91700 SH SOLE 91700 0 0
MERIDIAN BIOSCIENCE INC COMMON STOCK NPV 589584101 1728 91735 SH SOLE 91735 0 0
EUROSEAS LTD COMMON STOCK USD.03 Y23592200 216 91800 SH SOLE 91800 0 0
FEI COMPANY COMMON STOCK NPV 30241L109 3750 91947 SH SOLE 91947 0 0
HOUSTON AMERICAN ENERGY CORP COMMON STOCK USD.001 44183U100 1121 92000 SH SOLE 92000 0 0
SEASPAN CORP COMMON STOCK USD.01 Y75638109 1262 92232 SH SOLE 92232 0 0
BLUE COAT SYSTEMS INC COMMON STOCK USD.0001 09534T508 2348 92260 SH SOLE 92260 0 0
AMCOL INTERNATIONAL CORP COMMON STOCK USD.01 02341W103 2480 92348 SH SOLE 92348 0 0
ACHILLION PHARMACEUTICALS COMMON STOCK USD.001 00448Q201 706 92600 SH SOLE 92600 0 0
HANGER ORTHOPEDIC GROUP INC COMMON STOCK USD.01 41043F208 1732 92659 SH SOLE 92659 0 0
ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 654 92800 SH SOLE 92800 0 0
CALUMET SPECIALTY PRODUCTS LTD PART NPV 131476103 1879 93202 SH SOLE 93202 0 0
ITRON INC COMMON STOCK NPV 465741106 3338 93305 SH SOLE 93305 0 0
CTS CORP COMMON STOCK NPV 126501105 861 93614 SH SOLE 93614 0 0
AH BELO CORP A COMMON STOCK USD.01 001282102 445 93679 SH SOLE 93679 0 0
HILL INTERNATIONAL INC COMMON STOCK USD.0001 431466101 482 93720 SH SOLE 93720 0 0
FBR + CO COMMON STOCK USD.001 30247C301 193 93970 SH SOLE 93970 0 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 3999 94281 SH SOLE 94281 0 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 807 94567 SH SOLE 94567 0 0
ALEXANDER + BALDWIN INC COMMON STOCK NPV 014482103 3865 94682 SH SOLE 94682 0 0
KERYX BIOPHARMACEUTICALS COMMON STOCK USD.001 492515101 240 94700 SH SOLE 94700 0 0
IGO INC COMMON STOCK USD.01 449593102 73 94709 SH SOLE 94709 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 8290 94981 SH SOLE 94981 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 4702 95043 SH SOLE 95043 0 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 7566 95122 SH SOLE 95122 0 0
FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930507 48 95137 SH SOLE 95137 0 0
IGATE CORP COMMON STOCK USD.01 45169U105 1497 95143 SH SOLE 95143 0 0
HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 3498 95426 SH SOLE 95426 0 0
GLOBAL SHIP LEASE INC CL A COMMON STOCK USD.01 Y27183105 174 96000 SH SOLE 96000 0 0
GUESS? INC COMMON STOCK USD.01 401617105 2866 96104 SH SOLE 96104 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 104 96150 SH SOLE 96150 0 0
LEGACY RESERVES LP LTD PART NPV 524707304 2715 96156 SH SOLE 96156 0 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 815 96265 SH SOLE 96265 0 0
CEDAR FAIR LP LTD PART NPV 150185106 2074 96468 SH SOLE 96468 0 0
CAVIUM INC COMMON STOCK USD.001 14964U108 2744 96520 SH SOLE 96520 0 0
HANDY + HARMAN LTD COMMON STOCK USD.01 410315105 956 96600 SH SOLE 96600 0 0
INTERDIGITAL INC COMMON STOCK USD.01 45867G101 4214 96719 SH SOLE 96719 0 0
EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 30049A107 782 97111 SH SOLE 97111 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 2156 97164 SH SOLE 97164 0 0
CBEYOND INC COMMON STOCK USD.01 149847105 779 97200 SH SOLE 97200 0 0
ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 4791 97543 SH SOLE 97543 0 0
COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768203 1494 97679 SH SOLE 97679 0 0
GIGAMEDIA LTD COMMON STOCK NPV Y2711Y104 81 97700 SH SOLE 97700 0 0
AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 923 97720 SH SOLE 97720 0 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 2614 97727 SH SOLE 97727 0 0
H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 1317 98131 SH SOLE 98131 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 874 98205 SH SOLE 98205 0 0
GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 665 98559 SH SOLE 98559 0 0
DEXCOM INC COMMON STOCK USD.001 252131107 921 98875 SH SOLE 98875 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1. G0464B107 2868 99050 SH SOLE 99050 0 0
INTEROIL CORP COMMON STOCK NPV 460951106 5081 99365 SH SOLE 99365 0 0
BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H109 150 99800 SH SOLE 99800 0 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 576 99867 SH SOLE 99867 0 0
INCONTACT INC COMMON STOCK USD.0001 45336E109 442 99874 SH SOLE 99874 0 0
K12 INC COMMON STOCK USD.0001 48273U102 1794 99975 SH SOLE 99975 0 0
CHINA TECHFAITH WIRELESS ADR ADR USD.00002 169424108 180 100000 SH SOLE 100000 0 0
DATALINK CORP COMMON STOCK USD.001 237934104 826 100000 SH SOLE 100000 0 0
DIGITAL DOMAIN MEDIA GROUP I COMMON STOCK 25386U104 608 100000 SH SOLE 100000 0 0
MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 3326 100040 SH SOLE 100040 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 1579 100304 SH SOLE 100304 0 0
ADEONA PHARMACEUTICALS INC COMMON STOCK USD.01 00685T108 126 100350 SH SOLE 100350 0 0
COST PLUS INC/CALIFORNIA COMMON STOCK USD.01 221485105 980 100500 SH SOLE 100500 0 0
FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 3527 100501 SH SOLE 100501 0 0
FIRST BUSEY CORP COMMON STOCK USD.001 319383105 504 100875 SH SOLE 100875 0 0
CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 1267 100961 SH SOLE 100961 0 0
ATP OIL + GAS CORPORATION COMMON STOCK USD.001 00208J108 744 101103 SH SOLE 101103 0 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 46902 101298 SH SOLE 101298 0 0
AMERIGON INC COMMON STOCK NPV 03070L300 1446 101408 SH SOLE 101408 0 0
LANDEC CORP COMMON STOCK USD.001 514766104 561 101565 SH SOLE 101565 0 0
HOLLYWOOD MEDIA CORP COMMON STOCK USD.01 436233100 130 102323 SH SOLE 102323 0 0
FSI INTL INC COMMON STOCK NPV 302633102 375 102400 SH SOLE 102400 0 0
CRIMSON EXPLORATION INC COMMON STOCK USD.001 22662K207 295 103200 SH SOLE 103200 0 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 2160 103253 SH SOLE 103253 0 0
INTERNAP NETWORK SERVICES COMMON STOCK USD.001 45885A300 614 103327 SH SOLE 103327 0 0
FREESCALE SEMICONDUCTOR HOLD COMMON STOCK G3727Q101 1308 103429 SH SOLE 103429 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 3707 103576 SH SOLE 103576 0 0
L+L ENERGY INC COMMON STOCK USD.001 50162D100 269 103700 SH SOLE 103700 0 0
BLUEGREEN CORP COMMON STOCK USD.01 096231105 292 103758 SH SOLE 103758 0 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 4202 103797 SH SOLE 103797 0 0
HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 767 103922 SH SOLE 103922 0 0
CONN S INC COMMON STOCK USD.01 208242107 1154 103965 SH SOLE 103965 0 0
EVERGREEN ENERGY INC COMMON STOCK USD.001 30024B203 6 104191 SH SOLE 104191 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 33920 104380 SH SOLE 104380 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 444144109 146 104500 SH SOLE 104500 0 0
ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 8186 104728 SH SOLE 104728 0 0
BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 4147 104828 SH SOLE 104828 0 0
CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 3758 105530 SH SOLE 105530 0 0
FUSHI COPPERWELD INC COMMON STOCK USD.006 36113E107 795 105700 SH SOLE 105700 0 0
DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 1592 105984 SH SOLE 105984 0 0
ENDOCYTE INC COMMON STOCK 29269A102 399 106000 SH SOLE 106000 0 0
INCYTE CORP COMMON STOCK USD.001 45337C102 1594 106166 SH SOLE 106166 0 0
ISTA PHARMACEUTICALS INC COMMON STOCK USD.001 45031X204 749 106300 SH SOLE 106300 0 0
LAKELAND BANCORP INC COMMON STOCK NPV 511637100 917 106397 SH SOLE 106397 0 0
MEDNAX INC COMMON STOCK USD.01 58502B106 7663 106421 SH SOLE 106421 0 0
MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 2978 106535 SH SOLE 106535 0 0
CERUS CORP COMMON STOCK USD.001 157085101 298 106600 SH SOLE 106600 0 0
HEADWATERS INC COMMON STOCK USD.001 42210P102 237 106605 SH SOLE 106605 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 2426 106607 SH SOLE 106607 0 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 2237 106816 SH SOLE 106816 0 0
IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 113 107000 SH SOLE 107000 0 0
EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 974 107021 SH SOLE 107021 0 0
IVAX DIAGNOSTICS INC COMMON STOCK USD.01 45070W109 47 107200 SH SOLE 107200 0 0
EPOCH HOLDING CORP COMMON STOCK USD.01 29428R103 2384 107232 SH SOLE 107232 0 0
PRIMUS GUARANTY LTD COMMON STOCK USD.08 G72457107 526 107257 SH SOLE 107257 0 0
KELLY SERVICES INC A COMMON STOCK USD1. 488152208 1470 107478 SH SOLE 107478 0 0
GEOGLOBAL RESOURCES INC COMMON STOCK USD.001 37249T109 25 107800 SH SOLE 107800 0 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 2614 108004 SH SOLE 108004 0 0
LPL INVESTMENT HOLDINGS INC COMMON STOCK 50213H100 3304 108194 SH SOLE 108194 0 0
MTR GAMING GROUP INC COMMON STOCK USD.00001 553769100 202 108200 SH SOLE 108200 0 0
INTREPID POTASH INC COMMON STOCK USD.001 46121Y102 2449 108218 SH SOLE 108218 0 0
ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 6818 108338 SH SOLE 108338 0 0
BLACK HILLS CORP COMMON STOCK USD1. 092113109 3643 108485 SH SOLE 108485 0 0
INFOSONICS CORP COMMON STOCK USD.001 456784107 65 108700 SH SOLE 108700 0 0
DIGIRAD CORP COMMON STOCK USD.0001 253827109 214 109300 SH SOLE 109300 0 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 6635 109531 SH SOLE 109531 0 0
GEN PROBE INC COMMON STOCK USD.0001 36866T103 6490 109771 SH SOLE 109771 0 0
HARTE HANKS INC COMMON STOCK USD1. 416196103 998 109804 SH SOLE 109804 0 0
GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 2485 110179 SH SOLE 110179 0 0
AEROFLEX HOLDING CORP COMMON STOCK USD.01 007767106 1128 110200 SH SOLE 110200 0 0
CHINA XD PLASTICS CO LTD COMMON STOCK USD.0001 16948F107 589 110338 SH SOLE 110338 0 0
ORBOTECH LTD COMMON STOCK USD.14 M75253100 1102 110400 SH SOLE 110400 0 0
FIELDPOINT PETROLEUM CORP COMMON STOCK USD.01 316570100 472 110740 SH SOLE 110740 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 2347 111285 SH SOLE 111285 0 0
BIO REFERENCE LABS INC COMMON STOCK USD.01 09057G602 1816 111630 SH SOLE 111630 0 0
BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 09058V103 276 111800 SH SOLE 111800 0 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 888 111873 SH SOLE 111873 0 0
ALLOS THERAPEUTICS INC COMMON STOCK USD.001 019777101 159 112025 SH SOLE 112025 0 0
ARQULE INC COMMON STOCK USD.01 04269E107 634 112364 SH SOLE 112364 0 0
CITY NATIONAL CORP COMMON STOCK USD1. 178566105 4987 112870 SH SOLE 112870 0 0
BELDEN INC COMMON STOCK USD.01 077454106 3778 113508 SH SOLE 113508 0 0
IDENIX PHARMACEUTICALS INC COMMON STOCK USD.001 45166R204 848 113872 SH SOLE 113872 0 0
AEGION CORP COMMON STOCK USD.01 00770F104 1749 113992 SH SOLE 113992 0 0
GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 1537 113992 SH SOLE 113992 0 0
DIGITAL GENERATION INC COMMON STOCK USD.001 25400B108 1362 114290 SH SOLE 114290 0 0
ACETO CORP COMMON STOCK USD.01 004446100 791 114699 SH SOLE 114699 0 0
DOVER MOTORSPORTS INC COMMON STOCK USD.1 260174107 120 115086 SH SOLE 115086 0 0
GENERAL MOLY INC COMMON STOCK USD.001 370373102 356 115249 SH SOLE 115249 0 0
AAR CORP COMMON STOCK USD1. 000361105 2217 115641 SH SOLE 115641 0 0
GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 644 115834 SH SOLE 115834 0 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 13223 116045 SH SOLE 116045 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 834 116159 SH SOLE 116159 0 0
ASIAINFO LINKAGE INC COMMON STOCK USD.01 04518A104 901 116200 SH SOLE 116200 0 0
CHINA YUCHAI INTL LTD COMMON STOCK USD.1 G21082105 1605 116400 SH SOLE 116400 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CHARLES + COLVARD LTD COMMON STOCK NPV 159765106 301 116973 SH SOLE 116973 0 0
ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 4680 117624 SH SOLE 117624 0 0
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 2946 117787 SH SOLE 117787 0 0
LIMELIGHT NETWORKS INC COMMON STOCK USD.001 53261M104 349 117993 SH SOLE 117993 0 0
ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 2440 118347 SH SOLE 118347 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 4243 118398 SH SOLE 118398 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 7800 118507 SH SOLE 118507 0 0
CENTRAL EUROPEAN MEDIA ENT A COMMON STOCK USD.08 G20045202 774 118707 SH SOLE 118707 0 0
AMERICAN ORIENTAL BIOENGINEE COMMON STOCK USD.001 028731107 67 118795 SH SOLE 118795 0 0
ENGLOBAL CORP COMMON STOCK USD.001 293306106 251 118800 SH SOLE 118800 0 0
EQUINIX INC COMMON STOCK USD.001 29444U502 12049 118828 SH SOLE 118828 0 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 5169 118874 SH SOLE 118874 0 0
KID BRANDS INC COMMON STOCK USD.1 49375T100 378 119600 SH SOLE 119600 0 0
LUMINEX CORP COMMON STOCK USD.001 55027E102 2540 119648 SH SOLE 119648 0 0
DICE HOLDINGS INC COMMON STOCK USD.01 253017107 994 119876 SH SOLE 119876 0 0
BIOLASE TECHNOLOGY INC COMMON STOCK USD.001 090911108 308 119938 SH SOLE 119938 0 0
INVESTORS BANCORP INC COMMON STOCK USD.01 46146P102 1621 120261 SH SOLE 120261 0 0
DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 268158102 400 120369 SH SOLE 120369 0 0
BOB EVANS FARMS COMMON STOCK USD.01 096761101 4038 120400 SH SOLE 120400 0 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 1529 121045 SH SOLE 121045 0 0
EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 3390 121105 SH SOLE 121105 0 0
CANO PETROLEUM INC COMMON STOCK USD.0001 137801106 8 121150 SH SOLE 121150 0 0
MARINE PRODUCTS CORP COMMON STOCK USD.1 568427108 602 121366 SH SOLE 121366 0 0
ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.1 032839102 41 121500 SH SOLE 121500 0 0
MARTHA STEWART LIVING A COMMON STOCK USD.01 573083102 536 121834 SH SOLE 121834 0 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 3592 121978 SH SOLE 121978 0 0
INNODATA ISOGEN INC COMMON STOCK USD.01 457642205 481 121992 SH SOLE 121992 0 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 880 121994 SH SOLE 121994 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 9206 122073 SH SOLE 122073 0 0
ENTERTAINMENT GAMING ASIA IN COMMON STOCK USD.001 29383V107 27 122075 SH SOLE 122075 0 0
AFFYMAX INC COMMON STOCK USD.001 00826A109 807 122103 SH SOLE 122103 0 0
CONCUR TECHNOLOGIES INC COMMON STOCK USD.001 206708109 6202 122116 SH SOLE 122116 0 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 692 122400 SH SOLE 122400 0 0
INHIBITEX INC COMMON STOCK USD.001 45719T103 1341 122600 SH SOLE 122600 0 0
GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 1687 122850 SH SOLE 122850 0 0
MEREDITH CORP COMMON STOCK USD1. 589433101 4012 122875 SH SOLE 122875 0 0
MACATAWA BANK CORP COMMON STOCK NPV 554225102 281 123052 SH SOLE 123052 0 0
CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 111 123800 SH SOLE 123800 0 0
BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 2509 124026 SH SOLE 124026 0 0
FURMANITE CORP COMMON STOCK NPV 361086101 784 124221 SH SOLE 124221 0 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 1034 124271 SH SOLE 124271 0 0
DFC GLOBAL CORP COMMON STOCK USD.001 23324T107 2245 124294 SH SOLE 124294 0 0
CHILDREN S PLACE COMMON STOCK USD.1 168905107 6618 124581 SH SOLE 124581 0 0
SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 1166 124806 SH SOLE 124806 0 0
HIGHER ONE HOLDINGS INC COMMON STOCK 42983D104 2302 124845 SH SOLE 124845 0 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 1351 124978 SH SOLE 124978 0 0
LTC PROPERTIES INC REIT USD.01 502175102 3859 125053 SH SOLE 125053 0 0
CROSSTEX ENERGY LP LTD PART NPV 22765U102 2031 125200 SH SOLE 125200 0 0
MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 4067 125473 SH SOLE 125473 0 0
CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 184499101 1565 125566 SH SOLE 125566 0 0
CAPITAL TRUST CL A REIT USD.01 14052H506 283 125675 SH SOLE 125675 0 0
CYBERONICS INC COMMON STOCK USD.01 23251P102 4215 125827 SH SOLE 125827 0 0
CACHE INC COMMON STOCK USD.01 127150308 779 125900 SH SOLE 125900 0 0
FOSSIL INC COMMON STOCK USD.01 349882100 10006 126089 SH SOLE 126089 0 0
DITECH NETWORKS INC COMMON STOCK USD.001 25500T108 119 126200 SH SOLE 126200 0 0
CHINA LODGING GROUP SPON ADS ADR 16949N109 1793 126300 SH SOLE 126300 0 0
GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 1523 126626 SH SOLE 126626 0 0
EBIX INC COMMON STOCK USD.1 278715206 2800 126701 SH SOLE 126701 0 0
CHINA MARINE FOOD GROUP LTD COMMON STOCK USD.001 16943R106 151 127200 SH SOLE 127200 0 0
ATLAS PIPELINE PARTNERS LP LTD PART NPV 049392103 4730 127312 SH SOLE 127312 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CAPITAL PRODUCT PARTNERS LP LTD PART Y11082107 781 127339 SH SOLE 127339 0 0
LEAP WIRELESS INTL INC COMMON STOCK USD.0001 521863308 1183 127378 SH SOLE 127378 0 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 1613 127997 SH SOLE 127997 0 0
ALERE INC COMMON STOCK USD.001 01449J105 2956 128042 SH SOLE 128042 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 10243 128102 SH SOLE 128102 0 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 4833 128391 SH SOLE 128391 0 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 3616 128492 SH SOLE 128492 0 0
IMMUNOMEDICS INC COMMON STOCK USD.01 452907108 428 128594 SH SOLE 128594 0 0
IHS INC CLASS A COMMON STOCK USD.01 451734107 11088 128688 SH SOLE 128688 0 0
INFORMATION SERVICES GROUP COMMON STOCK USD.0001 45675Y104 133 128800 SH SOLE 128800 0 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 1767 128865 SH SOLE 128865 0 0
MDC HOLDINGS INC COMMON STOCK USD.01 552676108 2272 128887 SH SOLE 128887 0 0
ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 9695 129115 SH SOLE 129115 0 0
CHELSEA THERAPEUTICS INTERNA COMMON STOCK NPV 163428105 663 129300 SH SOLE 129300 0 0
EAGLE ROCK ENERGY PARTNERS LTD PART NPV 26985R104 1508 129475 SH SOLE 129475 0 0
KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 2027 129617 SH SOLE 129617 0 0
ALPHATEC HOLDINGS INC COMMON STOCK USD.0001 02081G102 223 129763 SH SOLE 129763 0 0
ITC HOLDINGS CORP COMMON STOCK NPV 465685105 9861 129959 SH SOLE 129959 0 0
INTERFACE INC CLASS A COMMON STOCK USD.1 458665106 1501 130108 SH SOLE 130108 0 0
AASTROM BIOSCIENCES INC COMMON STOCK NPV 00253U305 237 130154 SH SOLE 130154 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 4089 130719 SH SOLE 130719 0 0
GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 1277 130821 SH SOLE 130821 0 0
ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 406 131528 SH SOLE 131528 0 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 1320 131627 SH SOLE 131627 0 0
ALLIANCEBERNSTEIN HOLDING LP LTD PART NPV 01881G106 1724 131800 SH SOLE 131800 0 0
EXPRESS INC COMMON STOCK 30219E103 2628 131801 SH SOLE 131801 0 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 1970 131871 SH SOLE 131871 0 0
CEPHEID INC COMMON STOCK NPV 15670R107 4544 132042 SH SOLE 132042 0 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 6840 132783 SH SOLE 132783 0 0
HSN INC COMMON STOCK USD.01 404303109 4828 133163 SH SOLE 133163 0 0
LEAPFROG ENTERPRISES INC COMMON STOCK USD.0001 52186N106 747 133595 SH SOLE 133595 0 0
CARPENTER TECHNOLOGY COMMON STOCK USD5. 144285103 6880 133650 SH SOLE 133650 0 0
CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 301 133921 SH SOLE 133921 0 0
CTC MEDIA INC COMMON STOCK USD.01 12642X106 1175 133949 SH SOLE 133949 0 0
BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 797 134169 SH SOLE 134169 0 0
COLDWATER CREEK INC COMMON STOCK USD.01 193068103 158 134200 SH SOLE 134200 0 0
AARON S INC COMMON STOCK USD.5 002535300 3585 134355 SH SOLE 134355 0 0
CANADIAN SOLAR INC COMMON STOCK NPV 136635109 358 134400 SH SOLE 134400 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 9525 135071 SH SOLE 135071 0 0
CHINA GENGSHENG MINERALS INC COMMON STOCK USD.001 16942P101 93 135300 SH SOLE 135300 0 0
APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 911 135565 SH SOLE 135565 0 0
AXT INC COMMON STOCK USD.001 00246W103 566 135800 SH SOLE 135800 0 0
AMERIGROUP CORP COMMON STOCK USD.01 03073T102 8024 135812 SH SOLE 135812 0 0
AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 1162 136530 SH SOLE 136530 0 0
COPANO ENERGY LLC UNITS UNIT USD1. 217202100 4673 136627 SH SOLE 136627 0 0
DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 10259 137097 SH SOLE 137097 0 0
CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 1501 137202 SH SOLE 137202 0 0
JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 605 137564 SH SOLE 137564 0 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 1328 137625 SH SOLE 137625 0 0
FERRELLGAS PARTNERS LP LTD PART USD1. 315293100 2616 137900 SH SOLE 137900 0 0
AMYRIS INC COMMON STOCK 03236M101 1593 138077 SH SOLE 138077 0 0
GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 2212 138587 SH SOLE 138587 0 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 3381 138799 SH SOLE 138799 0 0
MASTEC INC COMMON STOCK USD.1 576323109 2412 138875 SH SOLE 138875 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 4891 139076 SH SOLE 139076 0 0
GARDNER DENVER INC COMMON STOCK USD.01 365558105 10733 139275 SH SOLE 139275 0 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 1590 140175 SH SOLE 140175 0 0
HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 543 140202 SH SOLE 140202 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 2595 140418 SH SOLE 140418 0 0
FLOW INTL CORP COMMON STOCK USD.01 343468104 492 140532 SH SOLE 140532 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
GATX CORP COMMON STOCK USD.625 361448103 6146 140766 SH SOLE 140766 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 482 140800 SH SOLE 140800 0 0
KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 198 141525 SH SOLE 141525 0 0
LONE PINE RESOURCES INC COMMON STOCK USD.01 54222A106 995 142000 SH SOLE 142000 0 0
CITIZENS INC COMMON STOCK NPV 174740100 1377 142139 SH SOLE 142139 0 0
CHINA GREEN AGRICULTURE INC COMMON STOCK USD.001 16943W105 428 142500 SH SOLE 142500 0 0
CROSSTEX ENERGY INC COMMON STOCK USD.01 22765Y104 1808 143074 SH SOLE 143074 0 0
LIN TV CORP CL A COMMON STOCK USD.01 532774106 605 143137 SH SOLE 143137 0 0
BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 6034 143591 SH SOLE 143591 0 0
KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 728 143636 SH SOLE 143636 0 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 2792 143755 SH SOLE 143755 0 0
CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 6427 143943 SH SOLE 143943 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 5700 143972 SH SOLE 143972 0 0
DOT HILL SYSTEMS CORP COMMON STOCK USD.001 25848T109 192 144300 SH SOLE 144300 0 0
ACME PACKET INC COMMON STOCK USD.001 004764106 4471 144633 SH SOLE 144633 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 6436 144663 SH SOLE 144663 0 0
CHINA REAL ESTATE INFORM ADR ADR 16948Q103 587 145000 SH SOLE 145000 0 0
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 2195 145061 SH SOLE 145061 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 5411 145640 SH SOLE 145640 0 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 1813 145770 SH SOLE 145770 0 0
LOOKSMART LTD COMMON STOCK USD.001 543442503 189 146140 SH SOLE 146140 0 0
GSE SYSTEMS INC COMMON STOCK USD.01 36227K106 287 147100 SH SOLE 147100 0 0
TEEKAY CORP COMMON STOCK USD.001 Y8564W103 3948 147714 SH SOLE 147714 0 0
ATLAS ENERGY LP LTD PART 04930A104 3596 147978 SH SOLE 147978 0 0
KIRBY CORP COMMON STOCK USD.1 497266106 9762 148269 SH SOLE 148269 0 0
ACCELRYS INC COMMON STOCK USD.0001 00430U103 998 148559 SH SOLE 148559 0 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 1992 148846 SH SOLE 148846 0 0
LAMAR ADVERTISING CO A COMMON STOCK USD.001 512815101 4112 149534 SH SOLE 149534 0 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 5720 149548 SH SOLE 149548 0 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 4770 149611 SH SOLE 149611 0 0
HUTCHINSON TECH COMMON STOCK USD.01 448407106 225 149900 SH SOLE 149900 0 0
HUGOTON ROYALTY TRUST ROYALTY TRST NPV 444717102 2841 150656 SH SOLE 150656 0 0
ARBOR REALTY TRUST INC REIT USD.01 038923108 531 150759 SH SOLE 150759 0 0
CHINA RECYCLING ENERGY CORP COMMON STOCK USD.001 168913101 178 150783 SH SOLE 150783 0 0
DEPOMED INC COMMON STOCK NPV 249908104 781 150860 SH SOLE 150860 0 0
GETTY REALTY CORP REIT USD.01 374297109 2110 151235 SH SOLE 151235 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 21255 151270 SH SOLE 151270 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 9287 151593 SH SOLE 151593 0 0
KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 1788 151884 SH SOLE 151884 0 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 3178 152080 SH SOLE 152080 0 0
AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 278 152181 SH SOLE 152181 0 0
DELIA S INC COMMON STOCK USD.001 246911101 156 152630 SH SOLE 152630 0 0
HKN INC COMMON STOCK USD.01 40420K103 325 152731 SH SOLE 152731 0 0
AEROPOSTALE INC COMMON STOCK USD.01 007865108 2329 152749 SH SOLE 152749 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3631 152869 SH SOLE 152869 0 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 1572 153067 SH SOLE 153067 0 0
HANSEN MEDICAL INC COMMON STOCK USD.0001 411307101 396 153325 SH SOLE 153325 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2665 153603 SH SOLE 153603 0 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 2511 154114 SH SOLE 154114 0 0
CYTOKINETICS INC COMMON STOCK USD.001 23282W100 148 154250 SH SOLE 154250 0 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 5395 154353 SH SOLE 154353 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 4138 154359 SH SOLE 154359 0 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 4096 155341 SH SOLE 155341 0 0
GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 2603 155403 SH SOLE 155403 0 0
EARTHLINK INC COMMON STOCK USD.01 270321102 1001 155439 SH SOLE 155439 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 2009 155497 SH SOLE 155497 0 0
H.B. FULLER CO. COMMON STOCK USD1. 359694106 3596 155593 SH SOLE 155593 0 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 2186 155600 SH SOLE 155600 0 0
JAZZ PHARMACEUTICALS INC COMMON STOCK USD.0001 472147107 6012 155626 SH SOLE 155626 0 0
AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 3111 156109 SH SOLE 156109 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 1582 156132 SH SOLE 156132 0 0
AVX CORP COMMON STOCK USD.01 002444107 1998 156568 SH SOLE 156568 0 0
HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 228 156947 SH SOLE 156947 0 0
DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 6956 157018 SH SOLE 157018 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 7524 157022 SH SOLE 157022 0 0
ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 1173 157074 SH SOLE 157074 0 0
AIRMEDIA GROUP INC ADR ADR USD.001 009411109 571 157400 SH SOLE 157400 0 0
LDK SOLAR CO LTD ADR ADR USD.1 50183L107 661 157700 SH SOLE 157700 0 0
CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 1316 157738 SH SOLE 157738 0 0
HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 2789 157825 SH SOLE 157825 0 0
CHINA VALVES TECHNOLOGY INC COMMON STOCK USD.001 169476207 339 158400 SH SOLE 158400 0 0
JOE S JEANS INC COMMON STOCK USD.1 47777N101 81 158700 SH SOLE 158700 0 0
CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 6291 158785 SH SOLE 158785 0 0
DAKTRONICS INC COMMON STOCK NPV 234264109 1520 158822 SH SOLE 158822 0 0
MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 553530106 11382 159073 SH SOLE 159073 0 0
GENERAL STEEL HOLDINGS INC COMMON STOCK USD.001 370853103 157 159100 SH SOLE 159100 0 0
CON WAY INC COMMON STOCK USD.625 205944101 4642 159190 SH SOLE 159190 0 0
ENERGY FOCUS INC COMMON STOCK USD.0001 29268T102 32 160500 SH SOLE 160500 0 0
MATTSON TECHNOLOGY INC COMMON STOCK USD.001 577223100 222 160985 SH SOLE 160985 0 0
AVISTA CORP COMMON STOCK NPV 05379B107 4151 161209 SH SOLE 161209 0 0
GLU MOBILE INC COMMON STOCK USD.0001 379890106 507 161600 SH SOLE 161600 0 0
YANDEX NV A COMMON STOCK EUR.01 N97284108 3188 161839 SH SOLE 161839 0 0
BRINK S CO/THE COMMON STOCK USD1. 109696104 4352 161888 SH SOLE 161888 0 0
CABOT CORP COMMON STOCK USD1. 127055101 5206 161974 SH SOLE 161974 0 0
CATALYST HEALTH SOLUTIONS IN COMMON STOCK USD.01 14888B103 8443 162358 SH SOLE 162358 0 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1. G7496G103 12091 162582 SH SOLE 162582 0 0
MADISON SQUARE GARDEN CO A COMMON STOCK 55826P100 4673 163166 SH SOLE 163166 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 15662 163228 SH SOLE 163228 0 0
FRED S INC CLASS A COMMON STOCK NPV 356108100 2383 163410 SH SOLE 163410 0 0
HILLENBRAND INC COMMON STOCK NPV 431571108 3649 163478 SH SOLE 163478 0 0
SINA CORP COMMON STOCK USD.133 G81477104 8508 163616 SH SOLE 163616 0 0
ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 2615 163923 SH SOLE 163923 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 4487 164196 SH SOLE 164196 0 0
ICAD INC COMMON STOCK USD.01 44934S107 94 165356 SH SOLE 165356 0 0
COPART INC COMMON STOCK NPV 217204106 7924 165459 SH SOLE 165459 0 0
AIR LEASE CORP COMMON STOCK USD.01 00912X302 3937 166031 SH SOLE 166031 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 1022 166200 SH SOLE 166200 0 0
JAMBA INC COMMON STOCK USD.001 47023A101 218 166318 SH SOLE 166318 0 0
BIOMIMETIC THERAPEUTICS INC COMMON STOCK USD.001 09064X101 475 166499 SH SOLE 166499 0 0
ENERGY RECOVERY INC COMMON STOCK USD.001 29270J100 431 167040 SH SOLE 167040 0 0
CARRIAGE SERVICES INC COMMON STOCK USD.01 143905107 936 167100 SH SOLE 167100 0 0
ACTUATE CORP COMMON STOCK USD.001 00508B102 981 167420 SH SOLE 167420 0 0
ERESEARCH TECHNOLOGY INC COMMON STOCK USD.01 29481V108 786 167655 SH SOLE 167655 0 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 12927 167965 SH SOLE 167965 0 0
AUTHENTIDATE HOLDING CORP COMMON STOCK USD.001 052666104 114 168169 SH SOLE 168169 0 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 7548 168179 SH SOLE 168179 0 0
CLEAN HARBORS INC COMMON STOCK USD.01 184496107 10765 168918 SH SOLE 168918 0 0
CONMED CORP COMMON STOCK USD.01 207410101 4348 169383 SH SOLE 169383 0 0
KEMPER CORP COMMON STOCK USD.1 488401100 4968 170065 SH SOLE 170065 0 0
HEALTHSPRING INC COMMON STOCK USD.01 42224N101 9279 170134 SH SOLE 170134 0 0
CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 1479 170206 SH SOLE 170206 0 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 16916 170322 SH SOLE 170322 0 0
HUDSON HIGHLAND GROUP INC COMMON STOCK USD.001 443792106 816 170340 SH SOLE 170340 0 0
CRAY INC COMMON STOCK USD.01 225223304 1103 170439 SH SOLE 170439 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 3198 170732 SH SOLE 170732 0 0
CAMAC ENERGY INC COMMON STOCK USD.01 131745101 173 170900 SH SOLE 170900 0 0
SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 4492 170916 SH SOLE 170916 0 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 445 171054 SH SOLE 171054 0 0
TBS INTERNATIONAL PLC A COMMON STOCK USD.01 G8657Q104 26 171632 SH SOLE 171632 0 0
FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 2241 171716 SH SOLE 171716 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
FIRST SOLAR INC COMMON STOCK USD.001 336433107 5804 171921 SH SOLE 171921 0 0
ACADIA REALTY TRUST REIT USD.001 004239109 3464 171990 SH SOLE 171990 0 0
ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 325 172000 SH SOLE 172000 0 0
ANN INC COMMON STOCK USD.0068 035623107 4276 172551 SH SOLE 172551 0 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 5824 172554 SH SOLE 172554 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 5462 173024 SH SOLE 173024 0 0
EXAR CORP COMMON STOCK USD.0001 300645108 1128 173503 SH SOLE 173503 0 0
CENVEO INC COMMON STOCK USD.01 15670S105 591 173863 SH SOLE 173863 0 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 8704 174074 SH SOLE 174074 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 18138 174677 SH SOLE 174677 0 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 869 174900 SH SOLE 174900 0 0
CHINA CORD BLOOD CORP COMMON STOCK USD.0001 G21107100 464 175176 SH SOLE 175176 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 11700 175435 SH SOLE 175435 0 0
COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 4237 175521 SH SOLE 175521 0 0
CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 6321 175645 SH SOLE 175645 0 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 6703 176222 SH SOLE 176222 0 0
CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 413 176484 SH SOLE 176484 0 0
MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 1885 176503 SH SOLE 176503 0 0
CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 9339 176511 SH SOLE 176511 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 6643 176760 SH SOLE 176760 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 2644 177072 SH SOLE 177072 0 0
WR GRACE + CO COMMON STOCK USD.01 38388F108 8135 177152 SH SOLE 177152 0 0
BRIGHTPOINT INC COMMON STOCK USD.01 109473405 1907 177197 SH SOLE 177197 0 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 2484 177306 SH SOLE 177306 0 0
CLARCOR INC COMMON STOCK USD1. 179895107 8871 177450 SH SOLE 177450 0 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 2951 177823 SH SOLE 177823 0 0
DEER CONSUMER PRODUCTS INC COMMON STOCK USD.001 24379J200 760 178027 SH SOLE 178027 0 0
8X8 INC COMMON STOCK USD.001 282914100 568 179100 SH SOLE 179100 0 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 12018 179746 SH SOLE 179746 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 5283 179991 SH SOLE 179991 0 0
ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 7884 180378 SH SOLE 180378 0 0
BOARDWALK PIPELINE PARTNERS LTD PART NPV 096627104 5003 180810 SH SOLE 180810 0 0
ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 530 180963 SH SOLE 180963 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 1541 181454 SH SOLE 181454 0 0
ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 4436 182106 SH SOLE 182106 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1789 182500 SH SOLE 182500 0 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 5863 183392 SH SOLE 183392 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 6772 183630 SH SOLE 183630 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCK USD.01 256743105 12915 183815 SH SOLE 183815 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 4797 184728 SH SOLE 184728 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 26829 185050 SH SOLE 185050 0 0
ARUBA NETWORKS INC COMMON STOCK USD.0001 043176106 3434 185426 SH SOLE 185426 0 0
CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 812 185592 SH SOLE 185592 0 0
BARNES + NOBLE INC COMMON STOCK USD.001 067774109 2688 185661 SH SOLE 185661 0 0
DCP MIDSTREAM PARTNERS LP LTD PART NPV 23311P100 8823 185871 SH SOLE 185871 0 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 1961 185889 SH SOLE 185889 0 0
EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1510 186000 SH SOLE 186000 0 0
AFFYMETRIX INC COMMON STOCK USD.01 00826T108 761 186024 SH SOLE 186024 0 0
AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 1840 186037 SH SOLE 186037 0 0
MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 907 187100 SH SOLE 187100 0 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 3611 187258 SH SOLE 187258 0 0
AIRGAS INC COMMON STOCK USD.01 009363102 14631 187379 SH SOLE 187379 0 0
GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 1839 187894 SH SOLE 187894 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 2981 188060 SH SOLE 188060 0 0
BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 3285 188883 SH SOLE 188883 0 0
KB HOME COMMON STOCK USD1. 48666K109 1272 189268 SH SOLE 189268 0 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 14683 189505 SH SOLE 189505 0 0
AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 2413 189718 SH SOLE 189718 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 15979 190028 SH SOLE 190028 0 0
BALDWIN TECHNOLOGY CO A COMMON STOCK USD.01 058264102 171 190130 SH SOLE 190130 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 1622 190650 SH SOLE 190650 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 9827 190773 SH SOLE 190773 0 0
BPZ RESOURCES INC COMMON STOCK NPV 055639108 542 190822 SH SOLE 190822 0 0
COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 2745 191000 SH SOLE 191000 0 0
MERCER INTERNATIONAL INC COMMON STOCK USD1. 588056101 1166 191212 SH SOLE 191212 0 0
COVANCE INC COMMON STOCK USD.01 222816100 8755 191496 SH SOLE 191496 0 0
CARDTRONICS INC COMMON STOCK USD.0001 14161H108 5195 191992 SH SOLE 191992 0 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 1780 192468 SH SOLE 192468 0 0
IKANOS COMMUNICATIONS INC COMMON STOCK USD.001 45173E105 157 193330 SH SOLE 193330 0 0
CALAMP CORP COMMON STOCK USD.01 128126109 822 193515 SH SOLE 193515 0 0
CIENA CORP COMMON STOCK USD.01 171779309 2342 193523 SH SOLE 193523 0 0
BEAZER HOMES USA INC COMMON STOCK USD.001 07556Q105 480 193592 SH SOLE 193592 0 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 4396 193731 SH SOLE 193731 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 395 193781 SH SOLE 193781 0 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 6579 193794 SH SOLE 193794 0 0
GENERAL CABLE CORP COMMON STOCK USD.01 369300108 4864 194498 SH SOLE 194498 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 47471 194816 SH SOLE 194816 0 0
GRACO INC COMMON STOCK USD1. 384109104 8070 197361 SH SOLE 197361 0 0
BEBE STORES INC COMMON STOCK USD.001 075571109 1646 197644 SH SOLE 197644 0 0
GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 5724 197721 SH SOLE 197721 0 0
LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 2984 198023 SH SOLE 198023 0 0
ASHLAND INC COMMON STOCK USD.01 044209104 11445 200221 SH SOLE 200221 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 6052 200657 SH SOLE 200657 0 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 3756 201512 SH SOLE 201512 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 11159 201939 SH SOLE 201939 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 10548 202179 SH SOLE 202179 0 0
CHINA GERUI ADVANCED MATERIA COMMON STOCK USD.0001 G21101103 680 202963 SH SOLE 202963 0 0
FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 2994 202992 SH SOLE 202992 0 0
GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 1374 203301 SH SOLE 203301 0 0
DIEBOLD INC COMMON STOCK USD1.25 253651103 6125 203708 SH SOLE 203708 0 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 24612 204168 SH SOLE 204168 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 3124 204307 SH SOLE 204307 0 0
HOME PROPERTIES INC REIT USD.01 437306103 11772 204484 SH SOLE 204484 0 0
CABELA S INC COMMON STOCK USD.01 126804301 5199 204507 SH SOLE 204507 0 0
GLATFELTER COMMON STOCK USD.01 377316104 2890 204662 SH SOLE 204662 0 0
DEVRY INC COMMON STOCK USD.01 251893103 7874 204732 SH SOLE 204732 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 9076 204867 SH SOLE 204867 0 0
PARTNERRE LTD COMMON STOCK USD1. G6852T105 13165 205028 SH SOLE 205028 0 0
DONALDSON CO INC COMMON STOCK USD5. 257651109 13989 205478 SH SOLE 205478 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 13715 205591 SH SOLE 205591 0 0
MARKET LEADER INC COMMON STOCK USD.001 57056R103 566 205670 SH SOLE 205670 0 0
BIOSANTE PHARMACEUTICALS INC COMMON STOCK NPV 09065V203 103 206019 SH SOLE 206019 0 0
BRIGGS + STRATTON COMMON STOCK USD.01 109043109 3193 206155 SH SOLE 206155 0 0
FMC CORP COMMON STOCK USD.1 302491303 17807 206967 SH SOLE 206967 0 0
COSI INC COMMON STOCK USD.01 22122P101 146 207528 SH SOLE 207528 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 38851 207549 SH SOLE 207549 0 0
FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 623 207600 SH SOLE 207600 0 0
CASUAL MALE RETAIL GROUP INC COMMON STOCK USD.01 148711302 711 207827 SH SOLE 207827 0 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 3610 207969 SH SOLE 207969 0 0
GRAY TELEVISION INC COMMON STOCK NPV 389375106 337 208265 SH SOLE 208265 0 0
ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 264 209894 SH SOLE 209894 0 0
FORTRESS INVESTMENT GRP CL A LTD PART NPV 34958B106 715 211400 SH SOLE 211400 0 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 1234 212749 SH SOLE 212749 0 0
HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 6815 213115 SH SOLE 213115 0 0
INFINERA CORP COMMON STOCK USD.001 45667G103 1343 213923 SH SOLE 213923 0 0
KENNAMETAL INC COMMON STOCK USD1.25 489170100 7834 214511 SH SOLE 214511 0 0
AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 054540109 286 215300 SH SOLE 215300 0 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 1968 215300 SH SOLE 215300 0 0
IMATION CORP COMMON STOCK USD.01 45245A107 1234 215380 SH SOLE 215380 0 0
COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 540 215800 SH SOLE 215800 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 496 216442 SH SOLE 216442 0 0
CSP INC COMMON STOCK USD.01 126389105 714 216453 SH SOLE 216453 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 899 216574 SH SOLE 216574 0 0
ATMOS ENERGY CORP COMMON STOCK NPV 049560105 7251 217429 SH SOLE 217429 0 0
IDEX CORP COMMON STOCK USD.01 45167R104 8076 217636 SH SOLE 217636 0 0
AMERICAN RAILCAR INDUSTRIES COMMON STOCK USD.01 02916P103 5209 217697 SH SOLE 217697 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 9636 219191 SH SOLE 219191 0 0
CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 11571 220015 SH SOLE 220015 0 0
MPG OFFICE TRUST INC REIT USD.01 553274101 439 220455 SH SOLE 220455 0 0
METALICO INC COMMON STOCK USD.001 591176102 725 220460 SH SOLE 220460 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 1160 220481 SH SOLE 220481 0 0
ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 5223 221033 SH SOLE 221033 0 0
GFI GROUP INC COMMON STOCK USD.01 361652209 912 221337 SH SOLE 221337 0 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 6588 221661 SH SOLE 221661 0 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 3943 222132 SH SOLE 222132 0 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 23609 222473 SH SOLE 222473 0 0
HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 3181 222611 SH SOLE 222611 0 0
CRANE CO COMMON STOCK USD1. 224399105 10424 223168 SH SOLE 223168 0 0
GRUBB + ELLIS CO COMMON STOCK USD.01 400095204 29 224590 SH SOLE 224590 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 2337 224675 SH SOLE 224675 0 0
FLOTEK INDUSTRIES INC COMMON STOCK USD.0001 343389102 2245 225405 SH SOLE 225405 0 0
INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 11829 225649 SH SOLE 225649 0 0
MELA SCIENCES INC COMMON STOCK USD.001 55277R100 833 225700 SH SOLE 225700 0 0
ACTIVE POWER INC COMMON STOCK USD.001 00504W100 150 226519 SH SOLE 226519 0 0
LTX CREDENCE CORP COMMON STOCK USD.05 502403207 1214 226933 SH SOLE 226933 0 0
QIAO XING UNIVERSAL RESOURCE COMMON STOCK USD.001 G7303A109 139 227300 SH SOLE 227300 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672706 795 227696 SH SOLE 227696 0 0
HARMONIC INC COMMON STOCK USD.001 413160102 1149 228009 SH SOLE 228009 0 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 4419 228701 SH SOLE 228701 0 0
MERITOR INC COMMON STOCK USD1. 59001K100 1221 229434 SH SOLE 229434 0 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 1174 229811 SH SOLE 229811 0 0
CYTRX CORP COMMON STOCK USD.001 232828301 63 232450 SH SOLE 232450 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 16227 233045 SH SOLE 233045 0 0
HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 7879 233870 SH SOLE 233870 0 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 875 234060 SH SOLE 234060 0 0
CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 8851 234166 SH SOLE 234166 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 8060 234452 SH SOLE 234452 0 0
AKORN INC COMMON STOCK NPV 009728106 2613 235004 SH SOLE 235004 0 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 3953 236049 SH SOLE 236049 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 6318 236098 SH SOLE 236098 0 0
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK USD.01 33616C100 7244 236657 SH SOLE 236657 0 0
AMARIN CORPORATION PLC ADR ADR GBP.1 023111206 1774 236900 SH SOLE 236900 0 0
CURIS INC COMMON STOCK USD.01 231269101 1109 237000 SH SOLE 237000 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 5663 238711 SH SOLE 238711 0 0
CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 14057J101 2757 238866 SH SOLE 238866 0 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 1730 238920 SH SOLE 238920 0 0
AUTOLIV INC COMMON STOCK USD1. 052800109 12799 239281 SH SOLE 239281 0 0
BIOSCRIP INC COMMON STOCK USD.0001 09069N108 1313 240421 SH SOLE 240421 0 0
KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 1577 241139 SH SOLE 241139 0 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 3205 241186 SH SOLE 241186 0 0
AMERICAN INTL GROUP INC WTS CALL EXP 19JAN21 026874156 1330 241294 SH SOLE 241294 0 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 7370 241551 SH SOLE 241551 0 0
DOLE FOOD CO INC COMMON STOCK 256603101 2091 241700 SH SOLE 241700 0 0
FOSTER WHEELER AG COMMON STOCK CHF3. H27178104 4635 242168 SH SOLE 242168 0 0
MEDIA GENERAL INC CL A COMMON STOCK USD5. 584404107 986 242380 SH SOLE 242380 0 0
KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 2867 242563 SH SOLE 242563 0 0
KILROY REALTY CORP REIT USD.01 49427F108 9242 242755 SH SOLE 242755 0 0
ACXIOM CORP COMMON STOCK USD.1 005125109 2964 242777 SH SOLE 242777 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 8965 243020 SH SOLE 243020 0 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 7655 243027 SH SOLE 243027 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 1941 243496 SH SOLE 243496 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 15118 244234 SH SOLE 244234 0 0
BRUKER CORP COMMON STOCK USD.01 116794108 3034 244320 SH SOLE 244320 0 0
COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 8202 244400 SH SOLE 244400 0 0
INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001 45773H102 105 244800 SH SOLE 244800 0 0
ARIAD PHARMACEUTICALS INC COMMON STOCK USD.001 04033A100 3022 246656 SH SOLE 246656 0 0
MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 1342 249004 SH SOLE 249004 0 0
CBOE HOLDINGS INC COMMON STOCK 12503M108 6443 249163 SH SOLE 249163 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 9409 249180 SH SOLE 249180 0 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 8389 249590 SH SOLE 249590 0 0
GRAMERCY CAPITAL CORP REIT USD.001 384871109 624 249625 SH SOLE 249625 0 0
DENDREON CORP COMMON STOCK USD.001 24823Q107 1901 250109 SH SOLE 250109 0 0
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 11850 250109 SH SOLE 250109 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 9802 250568 SH SOLE 250568 0 0
EQUITY ONE INC REIT USD.01 294752100 4273 251637 SH SOLE 251637 0 0
HEXCEL CORP COMMON STOCK USD.01 428291108 6098 251899 SH SOLE 251899 0 0
LIBERTY GLOBAL INC SERIES C COMMON STOCK USD.01 530555309 10033 253883 SH SOLE 253883 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 3844 254048 SH SOLE 254048 0 0
CR BARD INC COMMON STOCK USD.25 067383109 21774 254664 SH SOLE 254664 0 0
COSAN LTD CLASS A SHARES COMMON STOCK USD.01 G25343107 2799 255394 SH SOLE 255394 0 0
ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 1605 255647 SH SOLE 255647 0 0
LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 614 256865 SH SOLE 256865 0 0
GUARANTY BANCORP COMMON STOCK USD.001 40075T102 378 257357 SH SOLE 257357 0 0
CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 24131 257395 SH SOLE 257395 0 0
DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 12880 258071 SH SOLE 258071 0 0
APRICUS BIOSCIENCES INC COMMON STOCK USD.001 03832V109 1332 258130 SH SOLE 258130 0 0
MAGELLAN PETROLEUM CORP COMMON STOCK USD.01 559091301 250 258600 SH SOLE 258600 0 0
BALTIC TRADING LTD COMMON STOCK Y0553W103 1234 259700 SH SOLE 259700 0 0
ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 12689 259813 SH SOLE 259813 0 0
HARSCO CORP COMMON STOCK USD1.25 415864107 5347 259827 SH SOLE 259827 0 0
BOISE INC COMMON STOCK USD.0001 09746Y105 1853 260254 SH SOLE 260254 0 0
CLEARWIRE CORP CLASS A COMMON STOCK USD.0001 18538Q105 506 260800 SH SOLE 260800 0 0
INERGY LP LTD PART NPV 456615103 6374 261016 SH SOLE 261016 0 0
UTI WORLDWIDE INC COMMON STOCK NPV G87210103 3470 261116 SH SOLE 261116 0 0
LA Z BOY INC COMMON STOCK USD1. 505336107 3108 261141 SH SOLE 261141 0 0
ITT CORP COMMON STOCK USD1. 450911201 5051 261306 SH SOLE 261306 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 3322 262184 SH SOLE 262184 0 0
ALLIED NEVADA GOLD CORP COMMON STOCK USD.001 019344100 7945 262374 SH SOLE 262374 0 0
HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 1167 262872 SH SOLE 262872 0 0
ALEXZA PHARMACEUTICALS INC COMMON STOCK USD.0001 015384100 218 263080 SH SOLE 263080 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.514456 G05384105 6980 263395 SH SOLE 263395 0 0
APPLIED ENERGETICS INC COMMON STOCK USD.001 03819M106 19 263800 SH SOLE 263800 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 15146 264421 SH SOLE 264421 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 4789 265154 SH SOLE 265154 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 47298 265362 SH SOLE 265362 0 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 9837 265710 SH SOLE 265710 0 0
FORTINET INC COMMON STOCK USD.001 34959E109 5811 266435 SH SOLE 266435 0 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 3452 266940 SH SOLE 266940 0 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 3219 267371 SH SOLE 267371 0 0
A123 SYSTEMS INC COMMON STOCK USD.001 03739T108 431 267500 SH SOLE 267500 0 0
LIZ CLAIBORNE INC COMMON STOCK USD1. 539320101 2312 267885 SH SOLE 267885 0 0
BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 2261 267942 SH SOLE 267942 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 11479 269450 SH SOLE 269450 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 5902 269978 SH SOLE 269978 0 0
FNB CORP COMMON STOCK USD.01 302520101 3059 270445 SH SOLE 270445 0 0
AGL RESOURCES INC COMMON STOCK USD5. 001204106 11429 270451 SH SOLE 270451 0 0
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 8999 272129 SH SOLE 272129 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 23404 272235 SH SOLE 272235 0 0
ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 1671 272650 SH SOLE 272650 0 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 1490 272820 SH SOLE 272820 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 12745 273148 SH SOLE 273148 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 2262 273871 SH SOLE 273871 0 0
CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420307 3127 274265 SH SOLE 274265 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 1183 274399 SH SOLE 274399 0 0
CREE INC COMMON STOCK USD.00125 225447101 6054 274687 SH SOLE 274687 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 8837 274703 SH SOLE 274703 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 6699 276587 SH SOLE 276587 0 0
FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 341 277107 SH SOLE 277107 0 0
CHARTER COMMUNICATION A COMMON STOCK 16117M305 15805 277572 SH SOLE 277572 0 0
CROCS INC COMMON STOCK USD.001 227046109 4116 278657 SH SOLE 278657 0 0
MAGMA DESIGN AUTOMATION INC COMMON STOCK USD.0001 559181102 2003 279016 SH SOLE 279016 0 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 3151 279100 SH SOLE 279100 0 0
FALCONSTOR SOFTWARE INC COMMON STOCK USD.001 306137100 721 279443 SH SOLE 279443 0 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 8313 279985 SH SOLE 279985 0 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 5761 280078 SH SOLE 280078 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 22560 280219 SH SOLE 280219 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 3802 280412 SH SOLE 280412 0 0
COMMERCE BANCSHARES INC COMMON STOCK USD5. 200525103 10723 281303 SH SOLE 281303 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 13457 281536 SH SOLE 281536 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 19474 282356 SH SOLE 282356 0 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 10474 283621 SH SOLE 283621 0 0
DAVITA INC COMMON STOCK USD.001 23918K108 21532 284031 SH SOLE 284031 0 0
HOOPER HOLMES INC COMMON STOCK USD.04 439104100 171 285400 SH SOLE 285400 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 2926 285976 SH SOLE 285976 0 0
HOT TOPIC INC COMMON STOCK NPV 441339108 1891 286103 SH SOLE 286103 0 0
COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 3959 286289 SH SOLE 286289 0 0
MANPOWER INC COMMON STOCK USD.01 56418H100 10257 286914 SH SOLE 286914 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 3869 287231 SH SOLE 287231 0 0
GENCORP INC COMMON STOCK USD.1 368682100 1532 287966 SH SOLE 287966 0 0
HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 5128 289905 SH SOLE 289905 0 0
ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 2603 290829 SH SOLE 290829 0 0
CARDIUM THERAPEUTICS INC COMMON STOCK USD.0001 141916106 85 291000 SH SOLE 291000 0 0
ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 10070 291643 SH SOLE 291643 0 0
CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 5944 291808 SH SOLE 291808 0 0
LIBERTY MEDIA CORP LIBER A COMMON STOCK USD.01 530322106 22786 291944 SH SOLE 291944 0 0
LAZARD LTD CL A LTD PART USD.01 G54050102 7633 292337 SH SOLE 292337 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 5108 292748 SH SOLE 292748 0 0
AGCO CORP COMMON STOCK USD.01 001084102 12593 293054 SH SOLE 293054 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 12089 293850 SH SOLE 293850 0 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 6279 295336 SH SOLE 295336 0 0
CELL THERAPEUTICS INC COMMON STOCK NPV 150934602 343 295694 SH SOLE 295694 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 10283 295746 SH SOLE 295746 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 20227 297415 SH SOLE 297415 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 13428 297943 SH SOLE 297943 0 0
FOREST OIL CORP COMMON STOCK USD.1 346091705 4058 299519 SH SOLE 299519 0 0
LEAR CORP COMMON STOCK USD.01 521865204 11931 299764 SH SOLE 299764 0 0
MBIA INC COMMON STOCK USD1. 55262C100 3486 300739 SH SOLE 300739 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 19186 301006 SH SOLE 301006 0 0
LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872104 389 301590 SH SOLE 301590 0 0
EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 291525103 199 301901 SH SOLE 301901 0 0
BUCKEYE PARTNERS LP LTD PART NPV 118230101 19331 302143 SH SOLE 302143 0 0
HARRIS CORP COMMON STOCK USD1. 413875105 10894 302274 SH SOLE 302274 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 5624 302509 SH SOLE 302509 0 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 17773 304549 SH SOLE 304549 0 0
AMYLIN PHARMACEUTICALS INC COMMON STOCK USD.001 032346108 3478 305583 SH SOLE 305583 0 0
BIOFUEL ENERGY CORP COMMON STOCK USD.01 09064Y109 208 305662 SH SOLE 305662 0 0
ARTHUR J GALLAGHER + CO COMMON STOCK USD1. 363576109 10222 305683 SH SOLE 305683 0 0
CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 7171 306458 SH SOLE 306458 0 0
ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 13538 306912 SH SOLE 306912 0 0
GMX RESOURCES INC COMMON STOCK USD.001 38011M108 384 307281 SH SOLE 307281 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 1375 308974 SH SOLE 308974 0 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 1396 309644 SH SOLE 309644 0 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 1463 310031 SH SOLE 310031 0 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 2930 310095 SH SOLE 310095 0 0
MAGELLAN MIDSTREAM PARTNERS LTD PART NPV 559080106 21520 312429 SH SOLE 312429 0 0
BROOKFIELD INFRASTRUCTURE PA LTD PART NPV G16252101 8663 312757 SH SOLE 312757 0 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 23791 313451 SH SOLE 313451 0 0
CBIZ INC COMMON STOCK USD.01 124805102 1924 314834 SH SOLE 314834 0 0
INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 17081 315271 SH SOLE 315271 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H104 3227 315467 SH SOLE 315467 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 13255 315886 SH SOLE 315886 0 0
JA SOLAR HOLDINGS CO LTD ADR ADR NPV 466090107 424 316400 SH SOLE 316400 0 0
HASBRO INC COMMON STOCK USD.5 418056107 10105 316861 SH SOLE 316861 0 0
GRIFOLS SA ADR ADR 398438309 1759 318120 SH SOLE 318120 0 0
MAP PHARMACEUTICALS INC COMMON STOCK USD.01 56509R108 4194 318419 SH SOLE 318419 0 0
COLONIAL PROPERTIES TRUST REIT USD.01 195872106 6643 318459 SH SOLE 318459 0 0
AVI BIOPHARMA INC COMMON STOCK USD.0001 002346104 238 318866 SH SOLE 318866 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 22551 318964 SH SOLE 318964 0 0
GLOBE SPECIALTY METALS INC COMMON STOCK USD.0001 37954N206 4274 319224 SH SOLE 319224 0 0
GRAN TIERRA ENERGY INC COMMON STOCK USD.001 38500T101 1534 319500 SH SOLE 319500 0 0
EAGLE BULK SHIPPING INC COMMON STOCK USD.01 Y2187A101 301 319856 SH SOLE 319856 0 0
BRE PROPERTIES INC REIT USD.01 05564E106 16168 320292 SH SOLE 320292 0 0
ARCOS DORADOS HOLDINGS INC A COMMON STOCK G0457F107 6579 320459 SH SOLE 320459 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1904 320592 SH SOLE 320592 0 0
JOY GLOBAL INC COMMON STOCK USD1. 481165108 24166 322345 SH SOLE 322345 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 7282 322945 SH SOLE 322945 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 6125 323401 SH SOLE 323401 0 0
FERRO CORP COMMON STOCK USD1. 315405100 1583 323669 SH SOLE 323669 0 0
COMMONWEALTH REIT REIT USD.01 203233101 5405 324790 SH SOLE 324790 0 0
FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 4931 325446 SH SOLE 325446 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 29560 325733 SH SOLE 325733 0 0
ARIBA INC COMMON STOCK USD.002 04033V203 9154 325983 SH SOLE 325983 0 0
MSCI INC A COMMON STOCK USD.01 55354G100 10766 326938 SH SOLE 326938 0 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 2725 327919 SH SOLE 327919 0 0
CAPLEASE INC REIT USD.01 140288101 1325 327923 SH SOLE 327923 0 0
INVESTORS REAL ESTATE TRUST REIT NPV 461730103 2396 328457 SH SOLE 328457 0 0
FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 3274 329023 SH SOLE 329023 0 0
FUELCELL ENERGY INC COMMON STOCK USD.0001 35952H106 287 329172 SH SOLE 329172 0 0
DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 315 329275 SH SOLE 329275 0 0
ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 3563 329280 SH SOLE 329280 0 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 122798 329377 SH SOLE 329377 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 37019 329582 SH SOLE 329582 0 0
BEMIS COMPANY COMMON STOCK USD.1 081437105 9921 329806 SH SOLE 329806 0 0
ILLUMINA INC COMMON STOCK USD.01 452327109 10057 329938 SH SOLE 329938 0 0
BELO CORPORATION A COMMON STOCK USD1.67 080555105 2090 331738 SH SOLE 331738 0 0
KINDER MORGAN MANAGEMENT LLC COMMON STOCK NPV 49455U100 26110 332531 SH SOLE 332531 0 0
HARRIS INTERACTIVE INC COMMON STOCK USD.001 414549105 186 332800 SH SOLE 332800 0 0
JARDEN CORP COMMON STOCK USD.01 471109108 9957 333238 SH SOLE 333238 0 0
MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 1243 333360 SH SOLE 333360 0 0
BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 3676 333552 SH SOLE 333552 0 0
ANTARES PHARMA INC COMMON STOCK USD.01 036642106 734 333700 SH SOLE 333700 0 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 4558 333895 SH SOLE 333895 0 0
DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 11706 334541 SH SOLE 334541 0 0
BE AEROSPACE INC COMMON STOCK USD.01 073302101 13010 336084 SH SOLE 336084 0 0
AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 9442 336258 SH SOLE 336258 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 9649 336427 SH SOLE 336427 0 0
COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 4617 337243 SH SOLE 337243 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 13072 337417 SH SOLE 337417 0 0
FOCUS MEDIA HOLDING ADR ADR USD.00005 34415V109 6588 338019 SH SOLE 338019 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 22599 338919 SH SOLE 338919 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
CAMDEN PROPERTY TRUST REIT USD.01 133131102 21108 339140 SH SOLE 339140 0 0
AMERICAN APPAREL INC COMMON STOCK USD.0001 023850100 245 339791 SH SOLE 339791 0 0
LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 8757 340606 SH SOLE 340606 0 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 9885 340616 SH SOLE 340616 0 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 401 342507 SH SOLE 342507 0 0
MARKWEST ENERGY PARTNERS LP LTD PART USD.01 570759100 19037 345757 SH SOLE 345757 0 0
MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 17524 347568 SH SOLE 347568 0 0
COUSINS PROPERTIES INC REIT USD1. 222795106 2236 348890 SH SOLE 348890 0 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 26635 348895 SH SOLE 348895 0 0
HUMAN GENOME SCIENCES INC COMMON STOCK USD.01 444903108 2580 349082 SH SOLE 349082 0 0
DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 13179 349571 SH SOLE 349571 0 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 3223 350760 SH SOLE 350760 0 0
HIGHWOODS PROPERTIES INC REIT USD.01 431284108 10421 351244 SH SOLE 351244 0 0
MACK CALI REALTY CORP REIT USD.01 554489104 9397 352083 SH SOLE 352083 0 0
ABRAXAS PETROLEUM CORP COMMON STOCK USD.01 003830106 1165 353100 SH SOLE 353100 0 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 2858 354188 SH SOLE 354188 0 0
HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK USD.0001 G45667105 2972 357270 SH SOLE 357270 0 0
MCMORAN EXPLORATION CO COMMON STOCK USD.01 582411104 5204 357695 SH SOLE 357695 0 0
EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 521 359100 SH SOLE 359100 0 0
CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 780 359654 SH SOLE 359654 0 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 10948 359881 SH SOLE 359881 0 0
LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 14773 360042 SH SOLE 360042 0 0
GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 16156 360212 SH SOLE 360212 0 0
KEMET CORP COMMON STOCK USD.01 488360207 2543 360666 SH SOLE 360666 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 14687 361923 SH SOLE 361923 0 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 16517 362364 SH SOLE 362364 0 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 30245 363913 SH SOLE 363913 0 0
INLAND REAL ESTATE CORP REIT USD.01 457461200 2771 364131 SH SOLE 364131 0 0
BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 8836 366038 SH SOLE 366038 0 0
GENTEX CORP COMMON STOCK USD.06 371901109 10849 366648 SH SOLE 366648 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 2933 366682 SH SOLE 366682 0 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 8091 366929 SH SOLE 366929 0 0
EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 1075 368059 SH SOLE 368059 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 15210 370429 SH SOLE 370429 0 0
HAWAIIAN ELECTRIC INDS COMMON STOCK NPV 419870100 9873 372848 SH SOLE 372848 0 0
AUTOBYTEL INC COMMON STOCK USD.001 05275N106 261 372900 SH SOLE 372900 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 5789 376652 SH SOLE 376652 0 0
GOODRICH CORP COMMON STOCK USD5. 382388106 46790 378250 SH SOLE 378250 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 21685 379116 SH SOLE 379116 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 8356 379301 SH SOLE 379301 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 13995 379580 SH SOLE 379580 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 10460 380357 SH SOLE 380357 0 0
EQT CORP COMMON STOCK NPV 26884L109 20959 382536 SH SOLE 382536 0 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 6466 382850 SH SOLE 382850 0 0
BROWN + BROWN INC COMMON STOCK USD.1 115236101 8707 384748 SH SOLE 384748 0 0
GREAT PLAINS ENERGY INC COMMON STOCK NPV 391164100 8382 384836 SH SOLE 384836 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 15772 384966 SH SOLE 384966 0 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 3472 385309 SH SOLE 385309 0 0
HERBALIFE LTD COMMON STOCK USD.002 G4412G101 20009 387242 SH SOLE 387242 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 24204 388195 SH SOLE 388195 0 0
AOL INC COMMON STOCK USD.01 00184X105 5863 388286 SH SOLE 388286 0 0
CONVERGYS CORP COMMON STOCK NPV 212485106 4988 390605 SH SOLE 390605 0 0
CINTAS CORP COMMON STOCK NPV 172908105 13616 391161 SH SOLE 391161 0 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 6054 391365 SH SOLE 391365 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 14650 391602 SH SOLE 391602 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 7752 392524 SH SOLE 392524 0 0
DYNEGY INC COMMON STOCK NPV 26817G300 1089 393114 SH SOLE 393114 0 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 4123 394880 SH SOLE 394880 0 0
ENERGY TRANSFER EQUITY LP LTD PART NPV 29273V100 16057 395691 SH SOLE 395691 0 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 26446 397326 SH SOLE 397326 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
LEE ENTERPRISES COMMON STOCK USD2. 523768109 282 397445 SH SOLE 397445 0 0
FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 22965 398285 SH SOLE 398285 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 5251 399643 SH SOLE 399643 0 0
CHARMING SHOPPES COMMON STOCK USD.1 161133103 1968 401715 SH SOLE 401715 0 0
EL PASO PIPELINE PARTNERS LP LTD PART NPV 283702108 13949 402917 SH SOLE 402917 0 0
KKR FINANCIAL HOLDINGS LLC LTD PART NPV 48248A306 3520 403250 SH SOLE 403250 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 4510 403739 SH SOLE 403739 0 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 12932 404632 SH SOLE 404632 0 0
EATON VANCE CORP COMMON STOCK USD.90625 278265103 9583 405378 SH SOLE 405378 0 0
ENERGY TRANSFER PARTNERS LP LTD PART NPV 29273R109 18658 406934 SH SOLE 406934 0 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 10217 407527 SH SOLE 407527 0 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 4541 407667 SH SOLE 407667 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 1778 407851 SH SOLE 407851 0 0
KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 3897 410247 SH SOLE 410247 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 6301 412076 SH SOLE 412076 0 0
COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 6401 412409 SH SOLE 412409 0 0
APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 22218 412430 SH SOLE 412430 0 0
FISERV INC COMMON STOCK USD.01 337738108 24256 412932 SH SOLE 412932 0 0
EXCO RESOURCES INC COMMON STOCK USD.001 269279402 4320 413399 SH SOLE 413399 0 0
LENNAR CORP A COMMON STOCK USD.1 526057104 8162 415370 SH SOLE 415370 0 0
BALL CORP COMMON STOCK NPV 058498106 14903 417327 SH SOLE 417327 0 0
AMETEK INC COMMON STOCK USD.01 031100100 17587 417745 SH SOLE 417745 0 0
LKQ CORP COMMON STOCK USD.01 501889208 12604 419002 SH SOLE 419002 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 4515 420784 SH SOLE 420784 0 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 6299 421305 SH SOLE 421305 0 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 19426 424523 SH SOLE 424523 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 10352 427223 SH SOLE 427223 0 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 2699 427669 SH SOLE 427669 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 13627 427720 SH SOLE 427720 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 13817 428038 SH SOLE 428038 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 4601 429176 SH SOLE 429176 0 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 17134 430390 SH SOLE 430390 0 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 1837 431210 SH SOLE 431210 0 0
CUBESMART REIT USD.01 229663109 4592 431547 SH SOLE 431547 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 14912 433625 SH SOLE 433625 0 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 10500 433704 SH SOLE 433704 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 16973 434534 SH SOLE 434534 0 0
ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 678 434665 SH SOLE 434665 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 57281 438600 SH SOLE 438600 0 0
HEMISPHERX BIOPHARMA INC COMMON STOCK USD.001 42366C103 86 439500 SH SOLE 439500 0 0
EMCORE CORP COMMON STOCK NPV 290846104 380 440165 SH SOLE 440165 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 10909 440392 SH SOLE 440392 0 0
HOSPIRA INC COMMON STOCK USD.01 441060100 13426 442067 SH SOLE 442067 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 29530 442934 SH SOLE 442934 0 0
ISTAR FINANCIAL INC REIT USD.001 45031U101 2361 446379 SH SOLE 446379 0 0
CIBER INC COMMON STOCK USD.01 17163B102 1726 447150 SH SOLE 447150 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 43100 448683 SH SOLE 448683 0 0
CERNER CORP COMMON STOCK USD.01 156782104 27496 448920 SH SOLE 448920 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 7629 449031 SH SOLE 449031 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 12960 449048 SH SOLE 449048 0 0
FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01 34964C106 7660 449790 SH SOLE 449790 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 8227 451017 SH SOLE 451017 0 0
GASCO ENERGY INC COMMON STOCK USD.0001 367220100 102 454688 SH SOLE 454688 0 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 21982 455590 SH SOLE 455590 0 0
LINN ENERGY LLC UNITS LTD PART NPV 536020100 17307 456538 SH SOLE 456538 0 0
HYPERDYNAMICS CORP COMMON STOCK USD.001 448954107 1123 458300 SH SOLE 458300 0 0
MANNKIND CORP COMMON STOCK USD.01 56400P201 1148 459371 SH SOLE 459371 0 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 10495 461540 SH SOLE 461540 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 33153 463682 SH SOLE 463682 0 0
LEGG MASON INC COMMON STOCK USD.1 524901105 11170 464442 SH SOLE 464442 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 4586 464645 SH SOLE 464645 0 0
EXELIS INC COMMON STOCK 30162A108 4235 467928 SH SOLE 467928 0 0
BEAM INC COMMON STOCK USD3.125 073730103 24002 468520 SH SOLE 468520 0 0
IPASS INC COMMON STOCK USD.001 46261V108 652 469370 SH SOLE 469370 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 21429 472114 SH SOLE 472114 0 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 29170 472156 SH SOLE 472156 0 0
LADENBURG THALMANN FINANCIAL COMMON STOCK USD.0001 50575Q102 1173 472800 SH SOLE 472800 0 0
WILLIS GROUP HOLDINGS PLC COMMON STOCK USD.000115 G96666105 18506 476954 SH SOLE 476954 0 0
DENNY S CORP COMMON STOCK USD.01 24869P104 1816 483050 SH SOLE 483050 0 0
UTSTARCOM HOLDINGS CORP COMMON STOCK USD.00125 G9310A106 669 484500 SH SOLE 484500 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 13828 484685 SH SOLE 484685 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 11522 486141 SH SOLE 486141 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 7696 487104 SH SOLE 487104 0 0
COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 26387 487294 SH SOLE 487294 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 11432 488541 SH SOLE 488541 0 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 16600 494328 SH SOLE 494328 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 34545 495062 SH SOLE 495062 0 0
CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 9175 496192 SH SOLE 496192 0 0
AVNET INC COMMON STOCK USD1. 053807103 15474 497702 SH SOLE 497702 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 18545 498123 SH SOLE 498123 0 0
TRANSATLANTIC PETROLEUM LTD COMMON STOCK NPV G89982105 663 505868 SH SOLE 505868 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 30844 507979 SH SOLE 507979 0 0
ENBRIDGE ENERGY PARTNERS LP LTD PART NPV 29250R106 16907 509404 SH SOLE 509404 0 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 15753 510145 SH SOLE 510145 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 6208 510946 SH SOLE 510946 0 0
GENUINE PARTS CO COMMON STOCK USD1. 372460105 31310 511595 SH SOLE 511595 0 0
KBR INC COMMON STOCK USD.001 48242W106 14277 512271 SH SOLE 512271 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 12295 515738 SH SOLE 515738 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 23001 519568 SH SOLE 519568 0 0
BMC SOFTWARE INC COMMON STOCK USD.01 055921100 17090 521365 SH SOLE 521365 0 0
ENSCO PLC SPON ADR ADR USD.1 29358Q109 24482 521785 SH SOLE 521785 0 0
MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 1250 523135 SH SOLE 523135 0 0
ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 040047102 979 523366 SH SOLE 523366 0 0
GLIMCHER REALTY TRUST REIT USD.01 379302102 4844 526553 SH SOLE 526553 0 0
COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 16108 530397 SH SOLE 530397 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 27882 530690 SH SOLE 530690 0 0
MEADWESTVACO CORP COMMON STOCK USD.01 583334107 15916 531434 SH SOLE 531434 0 0
FLUOR CORP COMMON STOCK USD.01 343412102 26953 536379 SH SOLE 536379 0 0
LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 12369 536865 SH SOLE 536865 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 16359 537060 SH SOLE 537060 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 29647 544488 SH SOLE 544488 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 19077 547092 SH SOLE 547092 0 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 11752 547606 SH SOLE 547606 0 0
LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 21389 549697 SH SOLE 549697 0 0
HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 16110 550033 SH SOLE 550033 0 0
KOPIN CORP COMMON STOCK USD.01 500600101 2136 550524 SH SOLE 550524 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 48730 553623 SH SOLE 553623 0 0
DOVER CORP COMMON STOCK USD1. 260003108 32244 555446 SH SOLE 555446 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 5286 556460 SH SOLE 556460 0 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 12821 557932 SH SOLE 557932 0 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 5485 559158 SH SOLE 559158 0 0
GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 13553 561653 SH SOLE 561653 0 0
IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 17383 564379 SH SOLE 564379 0 0
ARCH COAL INC COMMON STOCK USD.01 039380100 8195 564788 SH SOLE 564788 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 38871 565563 SH SOLE 565563 0 0
HUMANA INC COMMON STOCK USD.166 444859102 49606 566209 SH SOLE 566209 0 0
INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 10369 570057 SH SOLE 570057 0 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 17146 570970 SH SOLE 570970 0 0
DEX ONE CORP COMMON STOCK 25212W100 957 576299 SH SOLE 576299 0 0
DRYSHIPS INC COMMON STOCK USD.01 Y2109Q101 1155 577700 SH SOLE 577700 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
HUNTSMAN CORP COMMON STOCK USD.01 447011107 5814 581400 SH SOLE 581400 0 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 11081 583821 SH SOLE 583821 0 0
APARTMENT INVT + MGMT CO A REIT USD.01 03748R101 13435 586418 SH SOLE 586418 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 12224 591368 SH SOLE 591368 0 0
NOBLE CORP COMMON STOCK CHF3.54 H5833N103 18000 595631 SH SOLE 595631 0 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 3115 599041 SH SOLE 599041 0 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 22186 604519 SH SOLE 604519 0 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 51714 607045 SH SOLE 607045 0 0
MACERICH CO/THE REIT USD.01 554382101 30873 610136 SH SOLE 610136 0 0
KINDER MORGAN ENERGY PRTNRS LTD PART NPV 494550106 52078 613042 SH SOLE 613042 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 46031 616043 SH SOLE 616043 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 45071 616989 SH SOLE 616989 0 0
COMERICA INC COMMON STOCK USD5. 200340107 16085 623463 SH SOLE 623463 0 0
BIOMED REALTY TRUST INC REIT USD.01 09063H107 11290 624435 SH SOLE 624435 0 0
ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 12806 626835 SH SOLE 626835 0 0
MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 7250 629924 SH SOLE 629924 0 0
LEXINGTON REALTY TRUST REIT USD.0001 529043101 4738 632635 SH SOLE 632635 0 0
FELCOR LODGING TRUST INC REIT USD.01 31430F101 1934 634057 SH SOLE 634057 0 0
CEL SCI CORP COMMON STOCK USD.01 150837409 184 634800 SH SOLE 634800 0 0
FUEL TECH INC COMMON STOCK USD.01 359523107 4183 635702 SH SOLE 635702 0 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 24787 637700 SH SOLE 637700 0 0
CARMAX INC COMMON STOCK USD.5 143130102 19486 639310 SH SOLE 639310 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 415655 643528 SH SOLE 643528 0 0
BAIDU INC SPON ADR ADR USD.00005 056752108 76359 655609 SH SOLE 655609 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 14518 657528 SH SOLE 657528 0 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 18918 664259 SH SOLE 664259 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 26393 668516 SH SOLE 668516 0 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 27442 669971 SH SOLE 669971 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 20406 672788 SH SOLE 672788 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 67184 674542 SH SOLE 674542 0 0
CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 10594 674778 SH SOLE 674778 0 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 74932 680894 SH SOLE 680894 0 0
CAREFUSION CORP COMMON STOCK USD.01 14170T101 17323 681726 SH SOLE 681726 0 0
JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 7119 681866 SH SOLE 681866 0 0
KELLOGG CO COMMON STOCK USD.25 487836108 34742 687007 SH SOLE 687007 0 0
HECLA MINING CO COMMON STOCK USD.25 422704106 3601 688583 SH SOLE 688583 0 0
CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 27382 690247 SH SOLE 690247 0 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 36285 694716 SH SOLE 694716 0 0
EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 4574 696160 SH SOLE 696160 0 0
FOREST CITY ENTERPRISES CL A COMMON STOCK USD.333 345550107 8233 696491 SH SOLE 696491 0 0
HERSHA HOSPITALITY TRUST REIT USD.01 427825104 3400 696687 SH SOLE 696687 0 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 31246 697454 SH SOLE 697454 0 0
HOLOGIC INC COMMON STOCK USD.01 436440101 12232 698556 SH SOLE 698556 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 34740 699848 SH SOLE 699848 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 7283 700310 SH SOLE 700310 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 23261 702103 SH SOLE 702103 0 0
BROADWIND ENERGY INC COMMON STOCK USD.001 11161T108 478 702300 SH SOLE 702300 0 0
AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 030111108 2614 708490 SH SOLE 708490 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 35221 716015 SH SOLE 716015 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 70717 717867 SH SOLE 717867 0 0
CAPSTONE TURBINE CORP COMMON STOCK USD.001 14067D102 835 719400 SH SOLE 719400 0 0
COMPUWARE CORP COMMON STOCK USD.01 205638109 6084 731204 SH SOLE 731204 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 5824 731596 SH SOLE 731596 0 0
CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 10409 732014 SH SOLE 732014 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 24503 737160 SH SOLE 737160 0 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 22552 745285 SH SOLE 745285 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 43430 749189 SH SOLE 749189 0 0
CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2304 760341 SH SOLE 760341 0 0
VANTAGE DRILLING CO COMMON STOCK USD.001 G93205113 885 762800 SH SOLE 762800 0 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 20105 772076 SH SOLE 772076 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
MFA FINANCIAL INC REIT USD.01 55272X102 5312 790481 SH SOLE 790481 0 0
FASTENAL CO COMMON STOCK USD.01 311900104 34640 794306 SH SOLE 794306 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 14015 808223 SH SOLE 808223 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 28999 810491 SH SOLE 810491 0 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 7050 816911 SH SOLE 816911 0 0
CBRE GROUP INC COMMON STOCK USD.01 12504L109 12684 833405 SH SOLE 833405 0 0
COACH INC COMMON STOCK USD.01 189754104 50917 834154 SH SOLE 834154 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 8061 836244 SH SOLE 836244 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 51898 836665 SH SOLE 836665 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370104 9560 853550 SH SOLE 853550 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 66669 855712 SH SOLE 855712 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 35942 855750 SH SOLE 855750 0 0
HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 6310 856211 SH SOLE 856211 0 0
HJ HEINZ CO COMMON STOCK USD.25 423074103 46360 857876 SH SOLE 857876 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 55431 861934 SH SOLE 861934 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 5448 863419 SH SOLE 863419 0 0
ALLERGAN INC COMMON STOCK USD.01 018490102 75795 863858 SH SOLE 863858 0 0
HEALTH CARE REIT INC REIT USD1. 42217K106 47120 864104 SH SOLE 864104 0 0
ALTERA CORP COMMON STOCK USD.001 021441100 32334 871546 SH SOLE 871546 0 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 26828 880480 SH SOLE 880480 0 0
BLACKSTONE GROUP LP/THE LTD PART NPV 09253U108 12460 889382 SH SOLE 889382 0 0
INTUIT INC COMMON STOCK USD.01 461202103 47244 898345 SH SOLE 898345 0 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 17799 905358 SH SOLE 905358 0 0
LIMITED BRANDS INC COMMON STOCK USD.5 532716107 36574 906420 SH SOLE 906420 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 38795 907916 SH SOLE 907916 0 0
INTL GAME TECHNOLOGY COMMON STOCK USD.156.25 459902102 15706 913147 SH SOLE 913147 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 45334 918625 SH SOLE 918625 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 159148 919397 SH SOLE 919397 0 0
EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 2420 920319 SH SOLE 920319 0 0
GANNETT CO COMMON STOCK USD1. 364730101 12314 921028 SH SOLE 921028 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 77527 928361 SH SOLE 928361 0 0
AON CORP COMMON STOCK USD1. 037389103 43640 932476 SH SOLE 932476 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 24854 934705 SH SOLE 934705 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 9765 936198 SH SOLE 936198 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 64991 938912 SH SOLE 938912 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 15368 941118 SH SOLE 941118 0 0
ECOLAB INC COMMON STOCK USD1. 278865100 54598 944438 SH SOLE 944438 0 0
MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 42618 947692 SH SOLE 947692 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 27849 954727 SH SOLE 954727 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 33520 959630 SH SOLE 959630 0 0
EATON CORP COMMON STOCK USD.5 278058102 42331 972464 SH SOLE 972464 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 40451 977066 SH SOLE 977066 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 5047 985730 SH SOLE 985730 0 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 7887 985903 SH SOLE 985903 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 36675 986154 SH SOLE 986154 0 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 14319 992274 SH SOLE 992274 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 20611 1000553 SH SOLE 1000553 0 0
HESS CORP COMMON STOCK USD1. 42809H107 57264 1008168 SH SOLE 1008168 0 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 19609 1009728 SH SOLE 1009728 0 0
COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 26101 1012452 SH SOLE 1012452 0 0
ACE LTD COMMON STOCK CHF30.57 H0023R105 71415 1018473 SH SOLE 1018473 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 33170 1020926 SH SOLE 1020926 0 0
MEMC ELECTRONIC MATERIALS COMMON STOCK USD.01 552715104 4035 1023998 SH SOLE 1023998 0 0
APACHE CORP COMMON STOCK USD.625 037411105 94030 1038087 SH SOLE 1038087 0 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 16622 1043438 SH SOLE 1043438 0 0
DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 15757 1043504 SH SOLE 1043504 0 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 20664 1045207 SH SOLE 1045207 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 13213 1047842 SH SOLE 1047842 0 0
H+R BLOCK INC COMMON STOCK NPV 093671105 17126 1048771 SH SOLE 1048771 0 0
MATTEL INC COMMON STOCK USD1. 577081102 29448 1060794 SH SOLE 1060794 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 86122 1064554 SH SOLE 1064554 0 0
AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 64600 1076494 SH SOLE 1076494 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 72059 1085066 SH SOLE 1085066 0 0
MASCO CORP COMMON STOCK USD1. 574599106 11462 1093698 SH SOLE 1093698 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 36506 1096608 SH SOLE 1096608 0 0
AMR CORP COMMON STOCK USD1. 001765106 385 1100610 SH SOLE 1100610 0 0
GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 16362 1154668 SH SOLE 1154668 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 47736 1175483 SH SOLE 1175483 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 72965 1176854 SH SOLE 1176854 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 86849 1180656 SH SOLE 1180656 0 0
LOEWS CORP COMMON STOCK USD.01 540424108 44716 1187676 SH SOLE 1187676 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 52706 1189762 SH SOLE 1189762 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 6191 1192849 SH SOLE 1192849 0 0
ATMEL CORP COMMON STOCK USD.001 049513104 9683 1195476 SH SOLE 1195476 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 27757 1196408 SH SOLE 1196408 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 58334 1199303 SH SOLE 1199303 0 0
DEERE + CO COMMON STOCK USD1. 244199105 92963 1201854 SH SOLE 1201854 0 0
AVON PRODUCTS INC COMMON STOCK USD.25 054303102 20997 1201903 SH SOLE 1201903 0 0
DDR CORP REIT USD.1 23317H102 14631 1202190 SH SOLE 1202190 0 0
DUKE REALTY CORP REIT USD.01 264411505 14662 1216734 SH SOLE 1216734 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 14268 1217426 SH SOLE 1217426 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF1.37 H84989104 37761 1225595 SH SOLE 1225595 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 24670 1227960 SH SOLE 1227960 0 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 36160 1231614 SH SOLE 1231614 0 0
MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 68937 1233214 SH SOLE 1233214 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 52717 1249520 SH SOLE 1249520 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 84668 1252481 SH SOLE 1252481 0 0
MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 12073 1255012 SH SOLE 1255012 0 0
EASTMAN KODAK CO COMMON STOCK USD2.5 277461109 831 1279195 SH SOLE 1279195 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 42180 1292267 SH SOLE 1292267 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 26234 1305829 SH SOLE 1305829 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 110472 1325879 SH SOLE 1325879 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 31094 1330511 SH SOLE 1330511 0 0
EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 59633 1334361 SH SOLE 1334361 0 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 35273 1336113 SH SOLE 1336113 0 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 60214 1337794 SH SOLE 1337794 0 0
CA INC COMMON STOCK USD.1 12673P105 27270 1349013 SH SOLE 1349013 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 25172 1357005 SH SOLE 1357005 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 103968 1362089 SH SOLE 1362089 0 0
AFLAC INC COMMON STOCK USD.1 001055102 59537 1376254 SH SOLE 1376254 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 124463 1376348 SH SOLE 1376348 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 56948 1378543 SH SOLE 1378543 0 0
AVANIR PHARMACEUTICALS INC A COMMON STOCK NPV 05348P401 2829 1380101 SH SOLE 1380101 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 79312 1390710 SH SOLE 1390710 0 0
MACY S INC COMMON STOCK USD.01 55616P104 44917 1395791 SH SOLE 1395791 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 129064 1396943 SH SOLE 1396943 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 65802 1408726 SH SOLE 1408726 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 77379 1432679 SH SOLE 1432679 0 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 66999 1434365 SH SOLE 1434365 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 61178 1446632 SH SOLE 1446632 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 41388 1464013 SH SOLE 1464013 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 24059 1480545 SH SOLE 1480545 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 14435 1483546 SH SOLE 1483546 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 44150 1491569 SH SOLE 1491569 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 20810 1502491 SH SOLE 1502491 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 24835 1514328 SH SOLE 1514328 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 31208 1529065 SH SOLE 1529065 0 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 31084 1533476 SH SOLE 1533476 0 0
DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 82083 1546396 SH SOLE 1546396 0 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 10440 1558169 SH SOLE 1558169 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
ENTERPRISE PRODUCTS PARTNERS LTD PART NPV 293792107 73159 1577382 SH SOLE 1577382 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 19551 1586930 SH SOLE 1586930 0 0
HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 10081 1613009 SH SOLE 1613009 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 80623 1629414 SH SOLE 1629414 0 0
MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 52091 1647391 SH SOLE 1647391 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 10852 1656820 SH SOLE 1656820 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 40275 1678143 SH SOLE 1678143 0 0
LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 28009 1727327 SH SOLE 1727327 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 38876 1744101 SH SOLE 1744101 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 50719 1773388 SH SOLE 1773388 0 0
COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 42395 1799459 SH SOLE 1799459 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 72908 1804208 SH SOLE 1804208 0 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 68003 1828035 SH SOLE 1828035 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 97480 1831302 SH SOLE 1831302 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 166446 1837156 SH SOLE 1837156 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 50726 1850635 SH SOLE 1850635 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 87163 1852961 SH SOLE 1852961 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 30334 1867842 SH SOLE 1867842 0 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 58441 1869520 SH SOLE 1869520 0 0
LSI CORP COMMON STOCK USD.01 502161102 11168 1876896 SH SOLE 1876896 0 0
HCP INC REIT USD1. 40414L109 78120 1885589 SH SOLE 1885589 0 0
EL PASO CORP COMMON STOCK USD3. 28336L109 51149 1925052 SH SOLE 1925052 0 0
WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 28214 1927175 SH SOLE 1927175 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 53628 1975981 SH SOLE 1975981 0 0
GENERAL GROWTH PROPERTIES REIT USD.01 370023103 29933 1992885 SH SOLE 1992885 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 10776 1995637 SH SOLE 1995637 0 0
AES CORP COMMON STOCK USD.01 00130H105 23871 2016119 SH SOLE 2016119 0 0
BB+T CORP COMMON STOCK USD5. 054937107 51047 2028088 SH SOLE 2028088 0 0
EXELON CORP COMMON STOCK NPV 30161N101 89769 2069843 SH SOLE 2069843 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 33311 2087132 SH SOLE 2087132 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 86252 2107293 SH SOLE 2107293 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 160098 2182661 SH SOLE 2182661 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 140234 2183990 SH SOLE 2183990 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 64324 2197600 SH SOLE 2197600 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 103340 2218081 SH SOLE 2218081 0 0
KROGER CO COMMON STOCK USD1. 501044101 53997 2229431 SH SOLE 2229431 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 5712 2275617 SH SOLE 2275617 0 0
DIRECTV CLASS A COMMON STOCK USD.01 25490A101 97738 2285725 SH SOLE 2285725 0 0
FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 11869 2304628 SH SOLE 2304628 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 125545 2309937 SH SOLE 2309937 0 0
FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 13461 2378187 SH SOLE 2378187 0 0
APPLE INC COMMON STOCK NPV 037833100 992799 2451355 SH SOLE 2451355 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 20511 2535391 SH SOLE 2535391 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 88095 2552727 SH SOLE 2552727 0 0
GENON ENERGY INC COMMON STOCK USD.001 37244E107 6684 2560993 SH SOLE 2560993 0 0
FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 33557 2638112 SH SOLE 2638112 0 0
FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 98125 2667163 SH SOLE 2667163 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 14856 2706093 SH SOLE 2706093 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 124267 2714442 SH SOLE 2714442 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 283193 2822616 SH SOLE 2822616 0 0
KEYCORP COMMON STOCK USD1. 493267108 21748 2828123 SH SOLE 2828123 0 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 113388 2964394 SH SOLE 2964394 0 0
ALCOA INC COMMON STOCK USD1. 013817101 26880 3107539 SH SOLE 3107539 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 243049 3185440 SH SOLE 3185440 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 94319 3279510 SH SOLE 3279510 0 0
CSX CORP COMMON STOCK USD1. 126408103 70603 3352462 SH SOLE 3352462 0 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 49876 3376849 SH SOLE 3376849 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 633356 3444400 SH SOLE 3444400 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 143177 3445066 SH SOLE 3445066 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 68924 3461762 SH SOLE 3461762 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ----------------------- --------- -------- ----------------- ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ----------------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 166115 3521615 SH SOLE 3521615 0 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 146796 3599695 SH SOLE 3599695 0 0
EBAY INC COMMON STOCK USD.001 278642103 109747 3618421 SH SOLE 3618421 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 100008 3940421 SH SOLE 3940421 0 0
CORNING INC COMMON STOCK USD.5 219350105 53768 4142390 SH SOLE 4142390 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 301966 4143905 SH SOLE 4143905 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 45526 4250796 SH SOLE 4250796 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 246306 4380338 SH SOLE 4380338 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 97272 4421476 SH SOLE 4421476 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 24823 4648577 SH SOLE 4648577 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 199510 4745707 SH SOLE 4745707 0 0
KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 186288 4986289 SH SOLE 4986289 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 189121 5366659 SH SOLE 5366659 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 201523 5373949 SH SOLE 5373949 0 0
EMC CORP/MASS COMMON STOCK USD.01 268648102 122555 5689626 SH SOLE 5689626 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 620849 5835043 SH SOLE 5835043 0 0
DELL INC COMMON STOCK USD.01 24702R101 86218 5893206 SH SOLE 5893206 0 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 141965 5987556 SH SOLE 5987556 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 159091 6175911 SH SOLE 6175911 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 440037 6288945 SH SOLE 6288945 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 511686 7802477 SH SOLE 7802477 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 223019 8476569 SH SOLE 8476569 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 330969 8779013 SH SOLE 8779013 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 109416 10168760 SH SOLE 10168760 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 365019 10978000 SH SOLE 10978000 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1188271 14019241 SH SOLE 14019241 0 0
INTEL CORP COMMON STOCK USD.001 458140100 356999 14721589 SH SOLE 14721589 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 288640 15964613 SH SOLE 15964613 0 0
AT+T INC COMMON STOCK USD1. 00206R102 544359 18001290 SH SOLE 18001290 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 167789 30177811 SH SOLE 30177811 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 550748 30750846 SH SOLE 30750846 0 0