-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SX4goAsDbvttc5jo+ts3RG4Bbg+Gd8IKIv0RuQAVLxMJgCVKjvLagbzCR4TcEJFf TDkFqSH5H3woJHUJaAzRZQ== 0001352348-08-000006.txt : 20080731 0001352348-08-000006.hdr.sgml : 20080731 20080731123233 ACCESSION NUMBER: 0001352348-08-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080731 DATE AS OF CHANGE: 20080731 EFFECTIVENESS DATE: 20080731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Hite Fusion Fund, LLC CENTRAL INDEX KEY: 0001352348 IRS NUMBER: 202016168 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11721 FILM NUMBER: 08981106 BUSINESS ADDRESS: STREET 1: 432 PARK AVENUE SOUTH STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 BUSINESS PHONE: 212-561-1212 MAIL ADDRESS: STREET 1: 432 PARK AVENUE SOUTH STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 13F-HR 1 jun13f.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Hite Fusion Fund, LLC Address: 432 Park Avenue South New York, New York 10016 (212) 561-1200 13F File Number: 28-11721 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Alex Greyserman Title: Principal decision maker of the Managing Member of the Reporting Manager Phone: (212) 561-1200 Signature, Place, and Date of Signing: /s/s June 30, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary Number of Other Included Managers: 0 Form13F Information Table Entry Total: 1822 Form13F Information Table Value Total: $129,336(thousands) List of Other Included Managers: N/A Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE Name of Issuer cusip description shares price value Title of class discretion other_managers authority A 00846U101 AGILENT TECHNOLOGIES INC COM USD.01 6470 35.54 229943.8 Common Sole Sole AACC 04543P100 ASSET ACCEPTANCE CAPITL CP COM USD.01 1096 12.22 13393.12 Common Sole Sole AAP 00751Y106 ADVANCE AUTO PARTS INC COM USD.0001 817 38.83 31724.11 Common Sole Sole AAPL 37833100 APPLE INC COM NPV 885 167.44 148184.4 Common Sole Sole AAWW 49164205 ATLAS AIR WORLDWIDE HLDG INC COM NEW 918 49.46 45404.28 Common Sole Sole ABAX 2567105 ABAXIS INC COM NPV 1306 24.13 31513.78 Common Sole Sole ABBC 00350L109 ABINGTON BANCORP INC COM USD.01 176 9.12 1605.12 Common Sole Sole ABCB 03076K108 AMERIS BANCORP COM USD1 143 8.7 1244.1 Common Sole Sole ABD 00081T108 ACCO BRANDS CORP COM 1446 11.23 16238.58 Common Sole Sole ABFS 40790107 ARKANSAS BEST CORP COM USD.01 517 36.64 18942.88 Common Sole Sole ABG 43436104 ASBURY AUTOMOTIVE GROUP INC COM USD.01 577 12.85 7414.45 Common Sole Sole ABH 3687100 ABITIBIBOWATER INC COM USD1 11 9.33 102.63 Common Sole Sole ABI 38020103 APPLERA CORP-APPLIED BIOSYS COM PE BIO GRP 386 33.48 12923.28 Common Sole Sole ABK 23139108 AMBAC FINANCIAL GP COM USD.001 65689 1.34 88023.26 Common Sole Sole ABM 957100 ABM INDUSTRIES INC COM NPV 2742 22.25 61009.5 Common Sole Sole ABP 3830106 ABRAXAS PETROLEUM CORP/NV COM USD.01 407 5.41 2201.87 Common Sole Sole ABPI 00430L103 ACCENTIA BIOPHARMACEUTICALS COM USD.001 6732 1.03 6933.96 Common Sole Sole ABR 38923108 ARBOR REALTY TRUST INC COM 517 8.97 4637.49 Common Sole Sole ABT 2824100 ABBOTT LABORATORIES COM NPV 6587 52.97 348913.39 Common Sole Sole ABV 20441W203 CIA DE BEBIDAS DAS AMERICAS SPONSD ADR PFD 137 63.35 8678.95 Common Sole Sole ACE G0070K103 ACE LTD ORD KYD.125 7620 55.09 419785.8 Common Sole Sole ACF 03060R101 AMERICREDIT CORP COM USD.01 2989 8.62 25765.18 Common Sole Sole ACGL G0450A105 ARCH CAPITAL GROUP LTD COM USD.01 1875 66.32 124350 Common Sole Sole ACH 22276109 ALUMINUM CORP CHINA LTD SPON ADR 1483 28.54 42324.82 Common Sole Sole ACI 39380100 ARCH COAL INC COM USD.01 3527 75.03 264630.81 Common Sole Sole ACLS 54540109 AXCELIS TECHNOLOGIES INC COM USD.001 10217 4.88 49858.96 Common Sole Sole ACMR 00086T103 A.C. MOORE ARTS & CRAFTS INC COM NPV 1405 7.05 9905.25 Common Sole Sole ACN G1150G111 ACCENTURE LTD CLA USD.0000225 17764 40.72 723350.08 Common Sole Sole ACOR 00484M106 ACORDA THERAPEUTICS INC COM USD.001 1517 32.83 49803.11 Common Sole Sole ACS 8190100 AFFILIATED COMPUTER SERVICES CL A COM USD.01 1499 53.49 80181.51 Common Sole Sole ACTL 4934105 ACTEL CORP COM USD.01 3280 16.85 55268 Common Sole Sole ACTU 00508B102 ACTUATE CORP COM USD.001 2309 3.91 9028.19 Common Sole Sole ACUS 00511R870 ACUSPHERE INC COM USD.01 935 0.7 654.5 Common Sole Sole ACXM 5125109 ACXIOM CORP COM USD.1 792 11.49 9100.08 Common Sole Sole ADBE 00724F101 ADOBE SYSTEMS INC COM NPV 2929 39.39 115373.31 Common Sole Sole ADC 8492100 AGREE REALTY CORP COM USD.0001 113 22.05 2491.65 Common Sole Sole ADCT 886309 ADC TELECOMMUNICATIONS INC COM USD.2 268 14.77 3958.36 Common Sole Sole ADI 32654105 ANALOG DEVICES COM USD.16 2989 31.77 94960.53 Common Sole Sole ADLR 00724X102 ADOLOR CORP COM USD.0001 6727 5.48 36863.96 Common Sole Sole ADLS 00765H107 ADVANCED LIFE SCIENCE HLDGS COM USD.01 605 1.05 635.25 Common Sole Sole ADPT 00651F108 ADAPTEC INC COM USD.001 7011 3.2 22435.2 Common Sole Sole ADSK 52769106 AUTODESK INC COM NPV 12533 33.81 423740.73 Common Sole Sole ADVNB 7942204 ADVANTA CORP -CL B CL B COM 55 6.29 345.95 Common Sole Sole ADVS 7974108 ADVENT SOFTWARE INC COM USD.01 662 36.08 23884.96 Common Sole Sole ADY 25334103 AMERICAN DAIRY INC COM 291 7.88 2293.08 Common Sole Sole AEA 00739W107 ADVANCE AMER CASH ADVANCE CT COM USD.01 491 5.08 2494.28 Common Sole Sole AEE 23608102 AMEREN CORP COM USD5 4470 42.23 188768.1 Common Sole Sole AEP 25537101 AMERICAN ELECTRIC POWER CO COM USD6.5 8264 40.23 332460.72 Common Sole Sole AERO 00768M103 AEROGROW INTERNATIONAL INC COM 33 2.19 72.27 Common Sole Sole AET 00817Y108 AETNA INC COM USD.01 9499 40.53 384994.47 Common Sole Sole AFAM 20409108 ALMOST FAMILY INC COM USD.02 829 26.6 22051.4 Common Sole Sole AFFX 00826T108 AFFYMETRIX INC COM NPV 18909 10.29 194573.61 Common Sole Sole AFFY 00826A109 AFFYMAX INC COM USD.001 526 15.91 8368.66 Common Sole Sole AFG 25932104 AMERICAN FINANCIAL GROUP INC COM USD1 3012 26.75 80571 Common Sole Sole AFL 1055102 AFLAC INC COM USD.1 254 62.8 15951.2 Common Sole Sole AFSI 32359309 AMTRUST FINANCIAL SERVICES COM USD.01 883 12.6 11125.8 Common Sole Sole AGII G0464B107 ARGO GROUP INTL HOLDINGS LTD COM USD.1 1226 33.56 41144.56 Common Sole Sole AGL 34663104 ANGELICA CORP COM USD1 176 21.27 3743.52 Common Sole Sole AGM 313148306 FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG 319 24.78 7904.82 Common Sole Sole AGO G0585R106 ASSURED GUARANTY LTD COM 2380 17.99 42816.2 Common Sole Sole AGP 03073T102 AMERIGROUP CORP COM USD.01 2569 20.8 53435.2 Common Sole Sole AHR 37023108 ANTHRACITE CAPITAL INC COM USD.001 2018 7.04 14206.72 Common Sole Sole AIB 19228402 ALLIED IRISH BANKS SPON ADR 2 30.79 61.58 Common Sole Sole AIG 26874107 AMERICAN INTERNATIONAL GROUP COM USD.01 105 26.46 2778.3 Common Sole Sole AINV 03761U106 APOLLO INVESTMENT CORP COM USD.001 200 14.33 2866 Common Sole Sole AIQ 18606202 ALLIANCE IMAGING INC COM USD.01 1992 8.67 17270.64 Common Sole Sole AIR 361105 AAR CORP COM USD1 5022 13.53 67947.66 Common Sole Sole AIZ 04621X108 ASSURANT INC COM USD.01 6692 65.96 441404.32 Common Sole Sole AKRX 9728106 AKORN INC COM NPV 1285 3.31 4253.35 Common Sole Sole AKS 1547108 AK STEEL HOLDING CORP COM USD.01 1398 69 96462 Common Sole Sole ALB 12653101 ALBEMARLE CORP COM USD1 3025 39.91 120727.75 Common Sole Sole ALC 04544X102 ASSISTED LIVING CONCEPTS INC CL A COM USD.01 2954 5.5 16247 Common Sole Sole ALCO 16230104 ALICO INC COM USD1 33 34.66 1143.78 Common Sole Sole ALD 01903Q108 ALLIED CAPITAL CORP COM USD.0001 178 13.89 2472.42 Common Sole Sole ALDA 14384200 ALDILA INC COM USD.01 253 5.73 1449.69 Common Sole Sole ALDN M0392N101 ALADDIN KNOWLEDGE SYSTEM LTD ORD NIS.001 508 13.5 6858 Common Sole Sole ALEX 14482103 ALEXANDER & BALDWIN INC COM NPV 3448 45.55 157056.4 Common Sole Sole ALG 11311107 ALAMO GROUP INC COM USD.1 124 20.59 2553.16 Common Sole Sole ALL 20002101 ALLSTATE CORP COM USD.01 3123 45.59 142377.57 Common Sole Sole ALNY 02043Q107 ALNYLAM PHARMACEUTICALS INC COM USD.0001 878 26.73 23468.94 Common Sole Sole ALO 20813101 ALPHARMA INC -CL A CL A COM USD.2 8183 22.53 184362.99 Common Sole Sole ALOG 32657207 ANALOGIC CORP COM USD.05 509 63.07 32102.63 Common Sole Sole ALOY 19855303 ALLOY INC COM USD.01 187 7.23 1352.01 Common Sole Sole ALTR 21441100 ALTERA CORP COM NPV 12457 20.7 257859.9 Common Sole Sole ALU 13904305 ALCATEL-LUCENT ADR 9927 6.04 59959.08 Common Sole Sole ALV 52800109 AUTOLIV INC COM USD1 3706 46.62 172773.72 Common Sole Sole ALX 14752109 ALEXANDERS INC COM USD1 10 310.6 3106 Common Sole Sole ALY 19645506 ALLIS-CHALMERS ENERGY INC COM NPV 5288 17.8 94126.4 Common Sole Sole AMB 00163T109 AMB PROPERTY CORP COM USD.01 1763 50.38 88819.94 Common Sole Sole AMCC 03822W406 APPLIED MICRO CIRCUITS CORP COM USD.01 7931 8.56 67889.36 Common Sole Sole AMCN 9411109 AIRMEDIA GROUP INC -ADS ADR 591 14.44 8534.04 Common Sole Sole AMCP 02342J101 AMCOMP INC COM USD.01 78 9.72 758.16 Common Sole Sole AME 31100100 AMETEK INC COM USD1 515 47.22 24318.3 Common Sole Sole AMFI 23912108 AMCORE FINANCIAL INC COM USD.5 525 5.66 2971.5 Common Sole Sole AMG 8252108 AFFILIATED MANAGERS GRP INC COM USD.01 1112 90.06 100146.72 Common Sole Sole AMGN 31162100 AMGEN INC COM NPV 1209 47.16 57016.44 Common Sole Sole AMKR 31652100 AMKOR TECHNOLOGY INC COM USD.001 12848 10.41 133747.68 Common Sole Sole AMLN 32346108 AMYLIN PHARMACEUTICALS INC COM USD.001 6390 25.39 162242.1 Common Sole Sole AMN 30710107 AMERON INTERNATIONAL CORP COM USD5 681 119.98 81706.38 Common Sole Sole AMP 03076C106 AMERIPRISE FINANCIAL INC COM 10895 40.67 443099.65 Common Sole Sole AMRI 12423109 ALBANY MOLECULAR RESH INC COM USD.01 510 13.27 6767.7 Common Sole Sole AMSC 30111108 AMERICAN SUPERCONDUCTOR CP COM USD.01 3674 35.85 131712.9 Common Sole Sole AMSF 03071H100 AMERISAFE INC COM USD.01 95 15.94 1514.3 Common Sole Sole AMSG 03232P405 AMSURG CORP COM 367 24.35 8936.45 Common Sole Sole AMX 02364W105 AMERICA MOVIL SA DE CV SPON ADR L SHS 462 52.75 24370.5 Common Sole Sole AMZN 23135106 AMAZON.COM INC COM USD.01 1698 73.33 124514.34 Common Sole Sole AN 05329W102 AUTONATION INC COM USD.01 36448 10.02 365208.96 Common Sole Sole ANAT 28591105 AMERICAN NATIONAL INSURANCE COM USD1 254 98.02 24897.08 Common Sole Sole ANDE 34164103 ANDERSONS INC COM NPV 5623 40.71 228912.33 Common Sole Sole ANGN 03462H404 ANGEION CORP COM 278 5.21 1448.38 Common Sole Sole ANGO 03475V101 ANGIODYNAMICS INC COM USD.01 7245 13.62 98676.9 Common Sole Sole ANH 37347101 ANWORTH MTG ASSET CORP COM USD.01 33 6.51 214.83 Common Sole Sole ANV 19344100 ALLIED NEVADA GOLD CORP COM USD.001 682 5.89 4016.98 Common Sole Sole AOC 37389103 AON CORP COM USD1 4463 45.94 205030.22 Common Sole Sole AOG 52036100 AURORA OIL & GAS CORP COM USD.01 52 0.43 22.36 Common Sole Sole AOI 18772103 ALLIANCE ONE INTL INC COM USD10 2302 5.11 11763.22 Common Sole Sole AOS 831865209 SMITH (A O) CORP COM USD1 1075 32.83 35292.25 Common Sole Sole AP 32037103 AMPCO-PITTSBURGH CORP COM USD1 153 44.48 6805.44 Common Sole Sole APB 44901106 ASIA PACIFIC FUND CLOSED END 6 17.97 107.82 Common Sole Sole APC 32511107 ANADARKO PETROLEUM CORP COM USD.1 11533 74.84 863129.72 Common Sole Sole APD 9158106 AIR PRODUCTS & CHEMICALS INC COM USD1 1122 98.86 110920.92 Common Sole Sole APKT 4764106 ACME PACKET INC COM USD.001 20499 7.76 159072.24 Common Sole Sole APOL 37604105 APOLLO GROUP INC -CL A CL A COM NPV 3185 44.26 140968.1 Common Sole Sole ARA 38496204 ARACRUZ CELULOSE SA SPON ADR PFD CL B 273 73.39 20035.47 Common Sole Sole ARAY 4397105 ACCURAY INC COM USD.001 7925 7.29 57773.25 Common Sole Sole ARCC 04010L103 ARES CAPITAL CORP COM 439 10.08 4425.12 Common Sole Sole AREX 03834A103 APPROACH RESOURCES INC COM USD.01 929 26.79 24887.91 Common Sole Sole ARG 9363102 AIRGAS INC COM USD.01 6133 58.39 358105.87 Common Sole Sole ARM 43353101 ARVINMERITOR INC COM USD1 5590 12.48 69763.2 Common Sole Sole ARNA 40047102 ARENA PHARMACEUTICALS INC COM USD.0001 3894 5.19 20209.86 Common Sole Sole ARO 7865108 AEROPOSTALE INC COM USD.01 1562 31.33 48937.46 Common Sole Sole AROW 42744102 ARROW FINANCIAL CORP COM NPV 88 18.13 1595.44 Common Sole Sole ARQL 4.27E+110 ARQULE INC COM USD.01 375 3.25 1218.75 Common Sole Sole ARTE 04301Q100 ARTES MEDICAL INC COM USD.001 231 1.34 309.54 Common Sole Sole ARTG 04289L107 ART TECHNOLOGY GROUP INC COM USD.01 1248 3.2 3993.6 Common Sole Sole ARTW 43168103 ARTS WAY MFG INC COM USD.01 80 19.75 1580 Common Sole Sole ARTX 42682203 AROTECH CORP COM USD.01 209 2.01 420.09 Common Sole Sole ASBC 45487105 ASSOCIATED BANC-CORP COM USD.1 4305 19.29 83043.45 Common Sole Sole ASFI 46220109 ASTA FUNDING INC COM USD.01 538 9.06 4874.28 Common Sole Sole ASHW 04516H101 ASHWORTH INC COM USD.001 187 3.49 652.63 Common Sole Sole ASI G02995101 AMERICAN SAFETY INS HLDG LTD COM USD.01 33 14.38 474.54 Common Sole Sole ASIA 04518A104 ASIAINFO HOLDINGS INC COM USD.01 1894 11.82 22387.08 Common Sole Sole ASMI N07045102 ASM INTERNATIONAL NV COM NPV 542 30 16260 Common Sole Sole ASYT 04648X107 ASYST TECHNOLOGIES INC COM NPV 61556 3.57 219754.92 Common Sole Sole ATEA 4.62E+211 ASTEA INTERNATIONAL INC COM USD.01 77 3.66 281.82 Common Sole Sole ATG 1204106 AGL RESOURCES INC COM USD5 1517 34.58 52457.86 Common Sole Sole ATHR 04743P108 ATHEROS COMMUNICATIONS INC COM USD.0005 5475 30 164250 Common Sole Sole ATI 01741R102 ALLEGHENY TECHNOLOGIES INC COM USD1 252 59.28 14938.56 Common Sole Sole ATMI 00207R101 ATMI INC COM USD.01 207 27.92 5779.44 Common Sole Sole ATML 49513104 ATMEL CORP COM NPV 12130 3.48 42212.4 Common Sole Sole ATNI 49079205 ATLANTIC TELE-NETWORK INC COM USD.01 1125 27.51 30948.75 Common Sole Sole ATO 49560105 ATMOS ENERGY CORP COM NPV 3970 27.57 109452.9 Common Sole Sole ATRO 46433108 ASTRONICS CORP COM USD.01 187 13.91 2601.17 Common Sole Sole ATU 00508X203 ACTUANT CORP -CL A CL A COM USD.2 506 31.35 15863.1 Common Sole Sole AU 35128206 ANGLOGOLD ASHANTI LTD SPON ADR 3408 33.94 115667.52 Common Sole Sole AUTH 52660107 AUTHENTEC INC COM USD.01 838 10.42 8731.96 Common Sole Sole AVB 53484101 AVALONBAY COMMUNITIES INC COM USD.01 308 89.16 27461.28 Common Sole Sole AVCA 7586100 ADVOCAT INC COM USD.01 154 10.78 1660.12 Common Sole Sole AVCT 53893103 AVOCENT CORP COM NPV 4950 18.6 92070 Common Sole Sole AVGN 53690103 AVIGEN INC COM USD.001 121 2.89 349.69 Common Sole Sole AVNX 05348W109 AVANEX CORP COM USD.001 7009 1.13 7920.17 Common Sole Sole AVR 05356X403 AVENTINE RENEWABLE ENERGY SR A COM USD.001 7370 4.4 32428 Common Sole Sole AVT 53807103 AVNET INC COM USD1 5142 27.28 140273.76 Common Sole Sole AVY 53611109 AVERY DENNISON CORP COM USD1 2289 43.93 100555.77 Common Sole Sole AW 19589308 ALLIED WASTE INDUSTRIES INC COM USD.01 1223 12.62 15434.26 Common Sole Sole AWH G0219G203 ALLIED WORLD ASSRNC CO HLDGS COM USD.01 2501 39.62 99089.62 Common Sole Sole AWI 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NPV 221 9.73 2150.33 Common Sole Sole BK 64058100 BANK OF NEW YORK MELLON CORP COM USD7.5 12419 37.83 469810.77 Common Sole Sole BKH 92113109 BLACK HILLS CORP COM USD1 300 32.06 9618 Common Sole Sole BKHM 9.86E+108 BOOKHAM INC COM 1139 1.69 1924.91 Common Sole Sole BKI 118255108 BUCKEYE TECHNOLOGIES INC COM USD.01 8452 8.46 71503.92 Common Sole Sole BKMU 63750103 BANK MUTUAL CORP COM NPV 2988 10.04 29999.52 Common Sole Sole BKR 57149106 BAKER (MICHAEL) CORP COM USD1 111 21.88 2428.68 Common Sole Sole BKS 67774109 BARNES & NOBLE INC COM USD.001 2147 24.84 53331.48 Common Sole Sole BKUNA 06652B103 BANKUNITED FINANCIAL CORP CL A COM NPV 33 0.96 31.68 Common Sole Sole BLC 80555105 BELO CORP -SER A COM SER A COM USD1.67 1192 7.31 8713.52 Common Sole Sole BLK 09247X101 BLACKROCK INC COM USD.01 935 177 165495 Common Sole Sole BLL 58498106 BALL CORP COM NPV 275 47.74 13128.5 Common Sole Sole BLT 95180105 BLOUNT INTL INC COM USD1 1944 11.61 22569.84 Common Sole Sole BLX P16994132 BANCO LATINOAMERICANO DE EXP CL E COM NPV 418 16.19 6767.42 Common Sole Sole BMRN 09061G101 BIOMARIN PHARMACEUTICAL INC COM USD.001 5671 28.98 164345.58 Common Sole Sole BMTI 09064X101 BIOMIMETIC THERAPEUTICS INC COM USD.001 2190 11.92 26104.8 Common Sole Sole BMY 110122108 BRISTOL-MYERS SQUIBB CO COM USD.1 2273 20.53 46664.69 Common Sole Sole BNCL 08173R104 BENEFICIAL MUTUAL BANCORP COM USD.01 85 11.07 940.95 Common Sole Sole BNI 12189T104 BURLINGTON NORTHERN SANTA FE COM NPV 1363 99.89 136150.07 Common Sole Sole BNVI 90643107 BIONOVO INC COM 526 1.22 641.72 Common Sole Sole BOBE 96761101 BOB EVANS FARMS COM NPV 1408 28.6 40268.8 Common Sole Sole BOFL 62128103 BANK OF FLORIDA CORP COM USD.01 132 7.25 957 Common Sole Sole BOH 62540109 BANK OF HAWAII CORP COM USD2 1756 47.8 83936.8 Common Sole Sole BONT 09776J101 BON-TON STORES INC COM USD.01 11 5.22 57.42 Common Sole Sole BP 55622104 BP PLC ADR 1520 69.57 105746.4 Common Sole Sole BPO 112900105 BROOKFIELD PROPERTIES CORP COM NPV 165 17.79 2935.35 Common Sole Sole BPOP 733174106 POPULAR INC COM USD5 8382 6.59 55237.38 Common Sole Sole BPT 55630107 BP PRUDHOE BAY ROYALTY TRUST UNTS BEN INT NPV 162 103.36 16744.32 Common Sole Sole BPUR 09065H402 BIOPURE CORP CL A COM USD.01 2464 0.49 1207.36 Common Sole Sole BR 11133T103 BROADRIDGE FINANCIAL SOLUTNS COM USD.01 2903 21.05 61108.15 Common Sole Sole BRC 104674106 BRADY CORP CL A COM USD.01 2735 34.53 94439.55 Common Sole Sole BRE 5.56E+109 BRE PROPERTIES -CL A CL A COM USD.01 1198 43.28 51849.44 Common Sole Sole BRKL 11373M107 BROOKLINE BANCORP INC COM USD.01 1494 9.55 14267.7 Common Sole Sole BRL 68306109 BARR PHARMACEUTICALS INC COM USD.01 2132 45.08 96110.56 Common Sole Sole BRLC 87163L103 SYNTAX-BRILLIAN CORP COM 15792 0.52 8211.84 Common Sole Sole BSMD 09066V103 BIOSPHERE MEDICAL INC COM USD.01 99 3.45 341.55 Common Sole Sole BSX 101137107 BOSTON SCIENTIFIC CORP COM USD.01 26324 12.29 323521.96 Common Sole Sole BTFG 05978R107 BANCTRUST FINANCIAL GRP INC COM NPV 212 6.59 1397.08 Common Sole Sole BTM 10553M101 BRASIL TELECOM SA ADR PFD 1549 31.95 49490.55 Common Sole Sole BTRX 06850R108 BARRIER THERAPEUTICS INC COM USD.0001 891 4.02 3581.82 Common Sole Sole BTU 704549104 PEABODY ENERGY CORP COM USD.01 980 88.05 86289 Common Sole Sole BUD 35229103 ANHEUSER-BUSCH COS INC COM USD1 5700 62.12 354084 Common Sole Sole BUSE 319383105 FIRST BUSEY CORP CL A COM NPV 275 13.22 3635.5 Common Sole Sole BVF 09067J109 BIOVAIL CORP COM NPV 1499 9.65 14465.35 Common Sole Sole BW 117421107 BRUSH ENGINEERED MATERIALS COM USD1 397 24.42 9694.74 Common Sole Sole BWINB 57755209 BALDWIN & LYONS -CL B CL B COM NPV 88 17.48 1538.24 Common Sole Sole BWLD 119848109 BUFFALO WILD WINGS INC COM NPV 809 24.83 20087.47 Common Sole Sole BWS 115736100 BROWN SHOE CO INC COM USD3.75 5270 13.55 71408.5 Common Sole Sole BWY 12429T104 BWAY HOLDING CO COM USD.01 110 8.61 947.1 Common Sole Sole BXC 09624H109 BLUELINX HOLDINGS INC COM USD.01 2421 3.54 8570.34 Common Sole Sole BXG 96231105 BLUEGREEN CORP COM USD.01 231 6.05 1397.55 Common Sole Sole BXS 59692103 BANCORPSOUTH INC COM USD2.5 1960 17.49 34280.4 Common Sole Sole BXXX 112502109 BROOKE CORP COM USD1. 69 0.71 48.99 Common Sole Sole BYD 103304101 BOYD GAMING CORP COM USD.01 6932 12.56 87065.92 Common Sole Sole C 172967101 CITIGROUP INC COM USD.01 21658 16.76 362988.08 Common Sole Sole CA 12673P105 CA INC COM USD.1 4151 23.09 95846.59 Common Sole Sole CAB 126804301 CABELAS INC CL A COM USD.01 1675 11.01 18441.75 Common Sole Sole CAC 133034108 CAMDEN NATIONAL CORP COM NPV 33 23.28 768.24 Common Sole Sole CACH 127150308 CACHE INC COM USD.01 6669 10.7 71358.3 Common Sole Sole CADX 12738T100 CADENCE PHARMACEUTICALS INC COM USD.00001 31 6.09 188.79 Common Sole Sole CAG 205887102 CONAGRA FOODS INC COM USD5 2530 19.28 48778.4 Common Sole Sole CAH 14149Y108 CARDINAL HEALTH INC COM NPV 6466 51.58 333516.28 Common Sole Sole CAKE 163072101 CHEESECAKE FACTORY INC COM USD.01 7811 15.91 124273.01 Common Sole Sole CAL 210795308 CONTINENTAL AIRLS INC -CL B CL B COM USD.01 610 10.11 6167.1 Common Sole Sole CALC 129915203 CALIFORNIA COASTAL CMNTYS COM USD.05 132 3.82 504.24 Common Sole Sole CALM 128030202 CAL-MAINE FOODS INC COM USD.01 1351 32.99 44569.49 Common Sole Sole CALP 130872104 CALIPER LIFE SCIENCES INC COM USD.001 489 2.59 1266.51 Common Sole Sole CAMP 128126109 CALAMP CORP COM NPV 88 2.05 180.4 Common Sole Sole CAR 53774105 AVIS BUDGET GROUP INC COM USD.01 13846 8.37 115891.02 Common Sole Sole CAS 148411101 CASTLE (A M) & CO COM USD5 600 28.61 17166 Common Sole Sole CAT 149123101 CATERPILLAR INC COM USD1 6108 73.82 450892.56 Common Sole Sole CB 171232101 CHUBB CORP COM USD1 1889 49.01 92579.89 Common Sole Sole CBB 171871106 CINCINNATI BELL INC COM USD1 6952 3.98 27668.96 Common Sole Sole CBD 20440T201 PAO DE ACUCAR CIA BRASIL DIS SPON GDR PFD 364 42.46 15455.44 Common Sole Sole CBE G24182100 COOPER INDUSTRIES LTD COM USD5 11910 39.5 470445 Common Sole Sole CBI 167250109 CHICAGO BRIDGE & IRON CO COM USD1 3152 39.82 125512.64 Common Sole Sole CBL 124830100 CBL & ASSOCIATES PPTYS INC COM USD.01 552 22.84 12607.68 Common Sole Sole CBM 132011107 CAMBREX CORP COM USD.1 2026 5.87 11892.62 Common Sole Sole CBMX 20009T105 COMBIMATRIX CORP COM 66 9.99 659.34 Common Sole Sole CBOU 142042209 CARIBOU COFFEE CO COM 220 1.81 398.2 Common Sole Sole CBR 17163B102 CIBER INC COM USD.01 2406 6.21 14941.26 Common Sole Sole CBRL 12489V106 CBRL GROUP INC COM USD.5 5969 24.51 146300.19 Common Sole Sole CBSH 200525103 COMMERCE BANCSHARES INC COM USD5 19 39.66 753.54 Common Sole Sole CBU 203607106 COMMUNITY BANK SYSTEM INC COM NPV 287 20.62 5917.94 Common Sole Sole CBZ 124805102 CBIZ INC COM 2819 7.95 22411.05 Common Sole Sole CC 172737108 CIRCUIT CITY STORES INC COM USD.5 98214 2.89 283838.46 Common Sole Sole CCE 191219104 COCA-COLA ENTERPRISES INC COM USD1 4681 17.3 80981.3 Common Sole Sole CCI 228227104 CROWN CASTLE INTL CORP COM USD.01 3185 38.73 123355.05 Common Sole Sole CCIX 193459302 COLEMAN CABLE INC COM USD.001 210 10.32 2167.2 Common Sole Sole CCK 228368106 CROWN HOLDINGS INC COM USD5 140 25.99 3638.6 Common Sole Sole CCMP 12709P103 CABOT MICROELECTRONICS CORP COM USD.001 368 33.15 12199.2 Common Sole Sole CCO 18451C109 CLEAR CHANNEL OUTDOOR HLDGS CL A COM USD.01 733 17.83 13069.39 Common Sole Sole CCRN 227483104 CROSS COUNTRY HEALTHCARE INC COM USD.01 335 14.41 4827.35 Common Sole Sole CCUR 206710204 CONCURRENT COMPUTER CP COM USD.01 59052 0.68 40155.36 Common Sole Sole CDI 125071100 CDI CORP COM USD.1 1065 25.44 27093.6 Common Sole Sole CDL 17285T106 CITADEL BROADCASTING CORP COM USD.01 21867 1.22 26677.74 Common Sole Sole CDS 169384104 CHINA DIRECT INC COM USD.0001 1599 7.34 11736.66 Common Sole Sole CE 150870103 CELANESE CORP COM USD.01 8288 45.66 378430.08 Common Sole Sole CEC 125137109 CEC ENTERTAINMENT INC COM USD.1 17740 28.01 496897.4 Common Sole Sole CEG 210371100 CONSTELLATION ENERGY GRP INC COM NPV 2336 82.1 191785.6 Common Sole Sole CEL M2196U109 CELLCOM ISRAEL LTD ORD USD.01 827 34.21 28291.67 Common Sole Sole CELG 151020104 CELGENE CORP COM USD1 2648 63.87 169127.76 Common Sole Sole CENX 156431108 CENTURY ALUMINUM CO COM USD.01 1698 66.49 112900.02 Common Sole Sole CEPH 156708109 CEPHALON INC COM USD.01 3150 66.69 210073.5 Common Sole Sole CETV G20045202 CENTRAL EUROPEAN MEDIA CL A COM USD.2 143 90.53 12945.79 Common Sole Sole CEVA 157210105 CEVA INC COM USD.001 374 7.97 2980.78 Common Sole Sole CF 125269100 CF INDUSTRIES HOLDINGS INC COM USD.01 475 152.8 72580 Common Sole Sole CFC 222372104 COUNTRYWIDE FINANCIAL CORP COM USD.05 12529 4.25 53248.25 Common Sole Sole CGNX 192422103 COGNEX CORP COM USD.002 1905 23.05 43910.25 Common Sole Sole CGS 171605306 CHYRON CORP COM USD.01 55 5.88 323.4 Common Sole Sole CGV 204386106 CGG VERITAS SPON ADR 364 47.21 17184.44 Common Sole Sole CGX 209341106 CONSOLIDATED GRAPHICS INC COM USD.01 338 49.27 16653.26 Common Sole Sole CHB 158496109 CHAMPION ENTERPRISES INC COM USD1 11979 5.85 70077.15 Common Sole Sole CHCO 177835105 CITY HOLDING COMPANY COM NPV 164 40.77 6686.28 Common Sole Sole CHDN 171484108 CHURCHILL DOWNS INC COM NPV 143 34.87 4986.41 Common Sole Sole CHDX 169467107 CHINDEX INTL INC COM USD.01 2013 14.67 29530.71 Common Sole Sole CHH 169905106 CHOICE HOTELS INTL INC COM USD.01 1416 26.5 37524 Common Sole Sole CHI 128117108 CALAMOS CONV OPP AND INC FD SH BEN INT 2 14.08 28.16 Common Sole Sole CHKP M22465104 CHECK POINT SOFTWARE TECHN ORD NIS.01 2121 23.67 50204.07 Common Sole Sole CHL 16941M109 CHINA MOBILE LTD SPON ADR 33 66.95 2209.35 Common Sole Sole CHP 124661109 C&D TECHNOLOGIES INC COM USD.01 VTG 3379 8.46 28586.34 Common Sole Sole CHTR 16117M107 CHARTER COMMUNICATIONS INC CL A COM USD.001 99 1.05 103.95 Common Sole Sole CI 125509109 CIGNA CORP COM USD1 14825 35.39 524656.75 Common Sole Sole CIB 05968L102 BANCOLOMBIA SA SPON ADR 4PREF 774 31.39 24295.86 Common Sole Sole CIEN 171779309 CIENA CORP COM USD.01 12209 23.17 282882.53 Common Sole Sole CIG 204409601 CIA ENERGETICA DE MINAS SP ADR N-V PFD 1457 24.55 35769.35 Common Sole Sole CIM 16934Q109 CHIMERA INVESTMENT CORP COM USD.01 1389 9.01 12514.89 Common Sole Sole CIR 17273K109 CIRCOR INTL INC COM USD.01 824 48.99 40367.76 Common Sole Sole CISG 18976M103 CNINSURE INC -ADS ADR 310 14.67 4547.7 Common Sole Sole CITZ 12525D102 CFS BANCORP INC COM USD.01 22 11.79 259.38 Common Sole Sole CJR 220874101 CORUS ENTERTAINMENT INC CL B NON VTG NPV 864 17.9 15465.6 Common Sole Sole CKEC 143436400 CARMIKE CINEMAS INC COM NPV 149 5.87 874.63 Common Sole Sole CKH 811904101 SEACOR HOLDINGS INC COM USD.01 131 89.51 11725.81 Common Sole Sole CKP 162825103 CHECKPOINT SYSTEMS INC COM USD.1 3015 20.88 62953.2 Common Sole Sole CKR 1.26E+109 CKE RESTAURANTS INC COM NPV 11543 12.47 143941.21 Common Sole Sole CKSW M25082104 CLICKSOFTWARE TECHNOLOGIES ORD NIS.02 253 2.82 713.46 Common Sole Sole CKXE 12562M106 CKX INC COM NPV 783 8.75 6851.25 Common Sole Sole CLCT 19421R200 COLLECTORS UNIVERSE INC COM USD.001 77 8.11 624.47 Common Sole Sole CLF 185896107 CLEVELAND-CLIFFS INC COM USD1 1930 119.19 230036.7 Common Sole Sole CLFC 1.51E+106 CENTER FINANCIAL CORP/CA COM NPV 58 8.47 491.26 Common Sole Sole CLMS 12811R104 CALAMOS ASSET MANAGEMENT INC CL A COM USD.01 168 17.03 2861.04 Common Sole Sole CLP 195872106 COLONIAL PROPERTIES TRUST COM USD.01 1265 20.02 25325.3 Common Sole Sole CLUB 89214A102 TOWN SPORTS INTL HOLDINGS COM USD.001 269 9.34 2512.46 Common Sole Sole CLWR 185385309 CLEARWIRE CORP CL A COM USD.0001 3818 12.96 49481.28 Common Sole Sole CLZR 136907102 CANDELA CORP COM USD.01 147 2.33 342.51 Common Sole Sole CMC 201723103 COMMERCIAL METALS COM USD5 98 37.7 3694.6 Common Sole Sole CMCO 199333105 COLUMBUS MCKINNON CORP COM USD.01 746 24.08 17963.68 Common Sole Sole CMCSA 20030N101 COMCAST CORP CL A COM USD1 29036 18.97 550812.92 Common Sole Sole CMCSK 20030N200 COMCAST CORP CL A COM USD1 SPL 715 18.76 13413.4 Common Sole Sole CME 12572Q105 CME GROUP INC CL A COM USD.01 320 383.19 122620.8 Common Sole Sole CMGI 125750307 CMGI INC COM USD.01 7508 10.6 79584.8 Common Sole Sole CMI 231021106 CUMMINS INC COM USD2.5 331 65.52 21687.12 Common Sole Sole CMO 14067E506 CAPSTEAD MORTGAGE CORP COM USD.01 2203 10.85 23902.55 Common Sole Sole CMOS 225302108 CREDENCE SYSTEMS CORP COM NPV 5792 1.3 7529.6 Common Sole Sole CMP 20451N101 COMPASS MINERALS INTL INC COM 2241 80.56 180534.96 Common Sole Sole CMS 125896100 CMS ENERGY CORP COM USD.01 12376 14.9 184402.4 Common Sole Sole CMZ 204940100 COMPTON PETROLEUM CORP COM NPV 337 12.71 4283.27 Common Sole Sole CNA 126117100 CNA FINANCIAL CORP COM USD2.5 18 25.15 452.7 Common Sole Sole CNBC 151408101 CENTER BANCORP INC COM NPV 33 8.75 288.75 Common Sole Sole CNET 12613R104 CNET NETWORKS INC COM USD.0001 983 11.49 11294.67 Common Sole Sole CNH N20935206 CNH GLOBAL NV ORD NLG1 5237 33.97 177900.89 Common Sole Sole CNI 136375102 CANADIAN NATIONAL RAILWAY CO COM NPV 100 48.08 4808 Common Sole Sole CNK 17243V102 CINEMARK HOLDINGS INC COM USD.001 2357 13.06 30782.42 Common Sole Sole CNMD 207410101 CONMED CORP COM USD.01 99 26.55 2628.45 Common Sole Sole CNS 19247A100 COHEN & STEERS INC COM USD.01 468 25.97 12153.96 Common Sole Sole CNTF 169424108 CHINA TECHFAITH WIRELESS-ADR ADR 328 4.22 1384.16 Common Sole Sole CNVR 211919105 CONVERA CORP COM USD.01 440 1.42 624.8 Common Sole Sole CNX 20854P109 CONSOL ENERGY INC COM USD.01 1745 112.37 196085.65 Common Sole Sole CNXT 207142100 CONEXANT SYSTEMS INC COM NPV 4883 4.5 21973.5 Common Sole Sole COBH 708677109 PENNSYLVANIA COMM BANCORP COM USD1 55 24.05 1322.75 Common Sole Sole COBZ 190897108 COBIZ FINANCIAL INC COM USD.01 167 6.58 1098.86 Common Sole Sole COCO 218868107 CORINTHIAN COLLEGES INC COM USD.0001 5406 11.61 62763.66 Common Sole Sole CODI 20451Q104 COMPASS DIVERSIFIED HOLDINGS COM USD 2205 11.43 25203.15 Common Sole Sole COG 127097103 CABOT OIL & GAS CORP COM USD.1 2002 67.73 135595.46 Common Sole Sole COGO 192448108 COGO GROUP INC COM USD2.5 1615 9.11 14712.65 Common Sole Sole COH 189754104 COACH INC COM USD.01 7334 28.88 211805.92 Common Sole Sole COHR 192479103 COHERENT INC COM USD.22 1863 29.89 55685.07 Common Sole Sole COKE 191098102 COCA-COLA BTLNG CONS COM USD1 165 36.98 6101.7 Common Sole Sole COL 774341101 ROCKWELL COLLINS INC COM USD.01 707 47.96 33907.72 Common Sole Sole COLM 198516106 COLUMBIA SPORTSWEAR CO COM NPV 2192 36.75 80556 Common Sole Sole CONN 208242107 CONNS INC COM USD.01 534 16.07 8581.38 Common Sole Sole COP 20825C104 CONOCOPHILLIPS COM USD1.25 1335 94.39 126010.65 Common Sole Sole COV G2552X108 COVIDIEN LTD COM 325 47.89 15564.25 Common Sole Sole CPB 134429109 CAMPBELL SOUP CO COM USD.3 14011 33.46 468808.06 Common Sole Sole CPE 13123X102 CALLON PETROLEUM CO/DE COM USD.01 858 27.36 23474.88 Common Sole Sole CPHL G19522112 CASTLEPOINT HOLDINGS LTD COM USD.01 128 9.09 1163.52 Common Sole Sole CPKI 13054D109 CALIFORNIA PIZZA KITCHEN INC COM USD.01 4372 11.19 48922.68 Common Sole Sole CPRT 217204106 COPART INC COM NPV 1917 42.82 82085.94 Common Sole Sole CPSI 205306103 COMPUTER PROGRAMS & SYSTEMS COM USD.001 267 17.33 4627.11 Common Sole Sole CPSL 16941J106 CHINA PRECISION STEEL INC COM USD 614 4.39 2695.46 Common Sole Sole CPSS 210502100 CONSUMER PORTFOLIO SVCS INC COM NPV 373 1.47 548.31 Common Sole Sole CPST 14067D102 CAPSTONE TURBINE CORP COM USD.001 11093 4.19 46479.67 Common Sole Sole CPT 133131102 CAMDEN PROPERTY TRUST SHS BEN INT USD.01 574 44.26 25405.24 Common Sole Sole CPWR 205638109 COMPUWARE CORP COM USD.01 14270 9.54 136135.8 Common Sole Sole CR 224399105 CRANE CO COM USD6.25 1455 38.53 56061.15 Common Sole Sole CRA 38020202 APPLERA CORP-CELERA GROUP CELERA GEN GRP 2366 11.36 26877.76 Common Sole Sole CRAI 12618T105 CRA INTERNATIONAL INC COM NPV 204 36.15 7374.6 Common Sole Sole CRBC 174420109 CITIZENS REPUBLIC BANCORP COM USD10 11 2.82 31.02 Common Sole Sole CRDN 156710105 CERADYNE INC COM USD.1 2532 34.3 86847.6 Common Sole Sole CRGN 23126R101 CURAGEN CORP COM 1083 0.96 1039.68 Common Sole Sole CRIS 231269101 CURIS INC COM USD.01 792 1.47 1164.24 Common Sole Sole CRMT 03062T105 AMERICAS CAR-MART INC COM USD.01 1551 17.92 27793.92 Common Sole Sole CRN 219141108 CORNELL COMPANIES INC COM USD.001 939 24.11 22639.29 Common Sole Sole CRNT M22013102 CERAGON NETWORKS LTD ORD 2149 7.74 16633.26 Common Sole Sole CRRC 222660102 COURIER CORP COM USD1 371 20.08 7449.68 Common Sole Sole CRS 144285103 CARPENTER TECHNOLOGY CORP COM USD5 3829 43.65 167135.85 Common Sole Sole CRVL 221006109 CORVEL CORP COM USD.0001 648 33.87 21947.76 Common Sole Sole CRXL 228769105 CRUCELL NV SPONSORED ADR 10 15.98 159.8 Common Sole Sole CRZO 144577103 CARRIZO OIL & GAS INC COM USD.01 2649 68.09 180370.41 Common Sole Sole CSC 205363104 COMPUTER SCIENCES CORP COM USD1 4115 46.84 192746.6 Common Sole Sole CSCO 17275R102 CISCO SYSTEMS INC COM NPV 7571 23.26 176101.46 Common Sole Sole CSCX 14141A108 CARDIAC SCIENCE CORP COM NPV 421 8.2 3452.2 Common Sole Sole CSFL 15201P109 CENTERSTATE BANKS OF FLORIDA COM USD.01 55 11.03 606.65 Common Sole Sole CSGS 126349109 CSG SYSTEMS INTL INC COM USD.01 1980 11.02 21819.6 Common Sole Sole CSH 14754D100 CASH AMERICA INTL INC COM USD.1 1028 31 31868 Common Sole Sole CSR 16942J105 CHINA SECURITY & SURV TECH SHS 1619 13.48 21824.12 Common Sole Sole CSTR 19259P300 COINSTAR INC COM USD.001 1869 32.71 61134.99 Common Sole Sole CSX 126408103 CSX CORP COM USD1 383 62.81 24056.23 Common Sole Sole CTBK 17770A109 CITYBANK COM USD1 991 8.6 8522.6 Common Sole Sole CTCM 12642X106 CTC MEDIA INC COM USD.01 552 24.66 13612.32 Common Sole Sole CTL 156700106 CENTURYTEL INC COM USD1 15753 35.59 560649.27 Common Sole Sole CTRN 17306X102 CITI TRENDS INC COM 3010 22.66 68206.6 Common Sole Sole CTRP 22943F100 CTRIP.COM INTL LTD -ADR ADR 137 45.78 6271.86 Common Sole Sole CTS 126501105 CTS CORP COM NPV 3897 10.05 39164.85 Common Sole Sole CTWS 207797101 CONNECTICUT WATER SVC INC COM NPV 110 22.4 2464 Common Sole Sole CTXS 177376100 CITRIX SYSTEMS INC COM USD.001 9881 29.41 290600.21 Common Sole Sole CTZN 17461R106 CITIZENS FIRST BANCORP INC COM USD.01 55 6 330 Common Sole Sole CUZ 222795106 COUSINS PROPERTIES INC COM USD1 11 23.1 254.1 Common Sole Sole CVA 2.23E+106 COVANTA HOLDING CORP COM USD.01 1294 26.69 34536.86 Common Sole Sole CVC 12686C109 CABLEVISION SYS CORP -CL A CL A COM NPV 11643 22.6 263131.8 Common Sole Sole CVG 212485106 CONVERGYS CORP COM NPV 7481 14.86 111167.66 Common Sole Sole CVGI 202608105 COMMERCIAL VEHICLE GROUP INC COM USD.01 3597 9.35 33631.95 Common Sole Sole CVH 222862104 COVENTRY HEALTH CARE INC COM USD.01 1075 30.42 32701.5 Common Sole Sole CVLT 204166102 COMMVAULT SYSTEMS INC COM USD.01 28 16.64 465.92 Common Sole Sole CVO 15670S105 CENVEO INC COM USD.01 5994 9.77 58561.38 Common Sole Sole CVS 126650100 CVS CAREMARK CORP COM USD1 4789 39.57 189500.73 Common Sole Sole CVTX 126667104 CV THERAPEUTICS INC COM USD.001 7194 8.23 59206.62 Common Sole Sole CVX 166764100 CHEVRON CORP COM USD3 4503 99.13 446382.39 Common Sole Sole CWT 130788102 CALIFORNIA WATER SERVICE GP COM NPV 631 32.77 20677.87 Common Sole Sole CWTR 193068103 COLDWATER CREEK INC COM USD.01 14134 5.28 74627.52 Common Sole Sole CXO 20605P101 CONCHO RESOURCES INC COM USD.001 3754 37.3 140024.2 Common Sole Sole CY 232806109 CYPRESS SEMICONDUCTOR CORP COM NPV 12569 24.75 311082.75 Common Sole Sole CYBX 23251P102 CYBERONICS INC COM USD.01 4431 21.7 96152.7 Common Sole Sole CYNO 232577205 CYNOSURE INC CL A COM USD.001 1091 19.82 21623.62 Common Sole Sole CYPB 232674507 CYPRESS BIOSCIENCE INC COM USD.02 3076 7.19 22116.44 Common Sole Sole CYT 232820100 CYTEC INDUSTRIES INC COM USD.01 968 54.56 52814.08 Common Sole Sole CYTR 232828301 CYTRX CORP CL A COM USD.001 4386 0.65 2850.9 Common Sole Sole DAKT 234264109 DAKTRONICS INC COM NPV 2553 20.17 51494.01 Common Sole Sole DAN 235825205 DANA HOLDING CORP COM USD.01 820 5.35 4387 Common Sole Sole DAVE 307068106 FAMOUS DAVES OF AMERICA INC COM USD.01 44 7.7 338.8 Common Sole Sole DB D18190898 DEUTSCHE BANK AG ORD 1438 85.35 122733.3 Common Sole Sole DBD 253651103 DIEBOLD INC COM USD1.25 2076 35.58 73864.08 Common Sole Sole DBLE 258570209 DOUBLE EAGLE PETROLEUM CO COM USD.1 3 18.23 54.69 Common Sole Sole DBV 73935Y102 POWERSHARES DB G10 CRNCY HRV COM UNIT BEN INT 5 27.02 135.1 Common Sole Sole DCI 257651109 DONALDSON CO INC COM USD5 4196 44.64 187309.44 Common Sole Sole DCM 62942M201 NTT DOCOMO INC SPONS ADR 2617 14.6 38208.2 Common Sole Sole DCO 264147109 DUCOMMUN INC COM USD2 328 22.96 7530.88 Common Sole Sole DCP 26817C101 DYNCORP INTL INC CL A COM USD.01 3245 15.15 49161.75 Common Sole Sole DCT 233153105 DCT INDUSTRIAL TRUST INC COM USD.01 3498 8.28 28963.44 Common Sole Sole DD 263534109 DU PONT (E I) DE NEMOURS COM USD1.66 14148 42.89 606807.72 Common Sole Sole DDM 74347R305 ULTRA DOW30 PROSHARES SHS 367 60.75 22295.25 Common Sole Sole DDR 251591103 DEVELOPERS DIVERSIFIED RLTY COM USD.1 2749 34.71 95417.79 Common Sole Sole DDS 254067101 DILLARDS INC -CL A CL A COM NPV 13766 11.57 159272.62 Common Sole Sole DE 244199105 DEERE & CO COM USD1 1384 72.13 99827.92 Common Sole Sole DECC 232860106 D & E COMMUNICATIONS INC COM USD.16 143 8.89 1271.27 Common Sole Sole DECK 243537107 DECKERS OUTDOOR CORP COM USD.01 1916 139.2 266707.2 Common Sole Sole DEIX 2.33E+111 DEI HOLDINGS INC COM USD.01 110 1.7 187 Common Sole Sole DEX 246060107 DELAWARE ENHNCD GLBL DIV&INC CLOSED END 80 13.32 1065.6 Common Sole Sole DF 242370104 DEAN FOODS CO COM USD.01 16168 19.62 317216.16 Common Sole Sole DFG 247131105 DELPHI FINANCIAL GRP -CL A CL A COM USD.01 1079 23.14 24968.06 Common Sole Sole DFR 244331104 DEERFIELD CAPITAL CORP COM USD.001 22 0.79 17.38 Common Sole Sole DFS 254709108 DISCOVER FINANCIAL SVCS INC COM USD.01 8811 13.17 116040.87 Common Sole Sole DGIT 23326R109 DG FASTCHANNEL INC COM NPV 987 17.25 17025.75 Common Sole Sole DHR 235851102 DANAHER CORP COM USD.01 3111 77.3 240480.3 Common Sole Sole DHX 253017107 DICE HOLDINGS INC COM USD.01 1653 8.26 13653.78 Common Sole Sole DIA 252787106 DIAMONDS TRUST UNIT SER 1 82 113.42 9300.44 Common Sole Sole DIOD 254543101 DIODES INC COM USD.66 2851 27.64 78801.64 Common Sole Sole DIS 254687106 DISNEY (WALT) CO COM NPV 1233 31.2 38469.6 Common Sole Sole DISH 25470M109 DISH NETWORK CORP CL A COM USD.01 11537 29.28 337803.36 Common Sole Sole DIVX 255413106 DIVX INC COM USD.001 1584 7.34 11626.56 Common Sole Sole DK 246647101 DELEK US HOLDINGS INC COM USD.01 3168 9.21 29177.28 Common Sole Sole DKS 253393102 DICKS SPORTING GOODS INC COM USD.01 3273 17.74 58063.02 Common Sole Sole DLB 25659T107 DOLBY LABORATORIES INC CL A COM USD.001 380 40.3 15314 Common Sole Sole DLIA 246911101 DELIAS INC COM USD.01 668 2.01 1342.68 Common Sole Sole DLLR 256664103 DOLLAR FINANCIAL CORP COM USD.001 883 15.11 13342.13 Common Sole Sole DLN 97717W307 WISDOMTREE LARGECAP DIVIDEND SHS 3 47.56 142.68 Common Sole Sole DLX 248019101 DELUXE CORP COM USD1 2695 17.82 48024.9 Common Sole Sole DMND 252603105 DIAMOND FOODS INC COM USD.001 484 23.04 11151.36 Common Sole Sole DNA 368710406 GENENTECH INC COM NEW 2429 75.9 184361.1 Common Sole Sole DNB 2.65E+104 DUN & BRADSTREET CORP COM USD1 1016 87.64 89042.24 Common Sole Sole DNEX 254546104 DIONEX CORP COM NPV 335 66.37 22233.95 Common Sole Sole DNR 247916208 DENBURY RESOURCES INC COM NPV 1448 36.5 52852 Common Sole Sole DON 97717W505 WISDOMTREE MIDCAP DIVIDEND SHS 11 45.81 503.91 Common Sole Sole DOV 260003108 DOVER CORP COM USD1 7295 48.37 352859.15 Common Sole Sole DPL 233293109 DPL INC COM USD7 4760 26.38 125568.8 Common Sole Sole DPTR 247907207 DELTA PETROLEUM CORP COM USD.01 3973 25.52 101390.96 Common Sole Sole DRC 261608103 DRESSER-RAND GROUP INC COM USD.01 3176 39.1 124181.6 Common Sole Sole DRE 264411505 DUKE REALTY CORP COM NPV 779 22.45 17488.55 Common Sole Sole DRI 237194105 DARDEN RESTAURANTS INC COM NPV 6535 31.94 208727.9 Common Sole Sole DRYS Y2109Q101 DRYSHIPS INC COM USD.01 100 80.18 8018 Common Sole Sole DSCP 238113104 DATASCOPE CORP COM USD.01 199 47 9353 Common Sole Sole DST 233326107 DST SYSTEMS INC COM USD.01 653 55.05 35947.65 Common Sole Sole DT 251566105 DEUTSCHE TELEKOM SPON ADR 6794 16.37 111217.78 Common Sole Sole DTE 233331107 DTE ENERGY CO COM USD10 19895 42.44 844343.8 Common Sole Sole DTG 256743105 DOLLAR THRIFTY AUTOMOTIVE GP COM USD.01 3575 9.45 33783.75 Common Sole Sole DTN 97717W406 WISDOMTREE DIVDND TOP 100 FD SHS 11 44.76 492.36 Common Sole Sole DTPI 25269L106 DIAMOND MANAGEMENT & TECHNL COM USD.001 763 5.21 3975.23 Common Sole Sole DUCK 264142100 DUCKWALL ALCO STORES INC COM USD.01 77 9.2 708.4 Common Sole Sole DUF 26433B107 DUFF & PHELPS CORP CL A COM USD.01 96 16.56 1589.76 Common Sole Sole DUG 74347R586 ULTRASHORT OIL&GAS PROSHARES OIL & GAS 330 26.71 8814.3 Common Sole Sole DVAX 268158102 DYNAVAX TECHNOLOGIES CORP COM USD.001 2554 1.46 3728.84 Common Sole Sole DVD 260174107 DOVER MOTORSPORTS INC COM USD.1 209 5.09 1063.81 Common Sole Sole DVF 09255W102 BLACKROCK DIVRSIFD INC STRAT COM 5 13.05 65.25 Common Sole Sole DVN 25179M103 DEVON ENERGY CORP COM USD.1 6095 120.16 732375.2 Common Sole Sole DVR 12802T101 CAL DIVE INTERNATIONAL INC COM USD.01 231 14.29 3300.99 Common Sole Sole DW 26168L205 DREW INDUSTRIES INC COM NPV 613 15.95 9777.35 Common Sole Sole DWA 26153C103 DREAMWORKS ANIMATION INC CL A COM USD.01 8053 29.81 240059.93 Common Sole Sole DY 267475101 DYCOM INDUSTRIES INC COM USD.33 624 14.52 9060.48 Common Sole Sole E 26874R108 ENI-ENTE NAZIONALE IDROCAR SPON ADR 1705 74.23 126562.15 Common Sole Sole EAC 29255W100 ENCORE ACQUISITION CO COM USD.01 3083 75.19 231810.77 Common Sole Sole EAT 109641100 BRINKER INTL INC COM USD.1 5446 18.9 102929.4 Common Sole Sole EBAY 278642103 EBAY INC COM USD.001 12275 27.33 335475.75 Common Sole Sole EBS 29089Q105 EMERGENT BIOSOLUTIONS INC COM USD.01 44 9.93 436.92 Common Sole Sole ECA 292505104 ENCANA CORP COM NPV 1461 90.93 132848.73 Common Sole Sole ECL 278865100 ECOLAB INC COM USD1 1386 42.99 59584.14 Common Sole Sole EDCI 29382J105 ENTERTAINMENT 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Sole Sole ELGX 29266S106 ENDOLOGIX INC COM USD.001 444 2.31 1025.64 Common Sole Sole ELMG 26873N108 EMS TECHNOLOGIES INC COM USD.1 834 21.84 18214.56 Common Sole Sole ELOY 290151307 ELOYALTY CORP COM USD.01 154 4.94 760.76 Common Sole Sole ELRC 285218103 ELECTRO RENT CORP COM NPV 219 12.54 2746.26 Common Sole Sole ELX 292475209 EMULEX CORP COM NPV 5677 11.65 66137.05 Common Sole Sole EMAG 29076V109 EMAGEON INC COM USD.001 358 2.15 769.7 Common Sole Sole EMC 268648102 EMC CORP/MA COM USD.01 25220 14.69 370481.8 Common Sole Sole EMCI 268664109 EMC INSURANCE GROUP INC COM USD1 51 24.08 1228.08 Common Sole Sole EME 29084Q100 EMCOR GROUP INC COM USD.1 683 28.53 19485.99 Common Sole Sole EMIS 291345106 EMISPHERE TECHNOLOGIES INC COM USD.01 128 2.68 343.04 Common Sole Sole EMR 291011104 EMERSON ELECTRIC CO COM USD1 12482 49.45 617234.9 Common Sole Sole EMS 29100P102 EMERGENCY MEDICAL SVCS CORP CL A COM USD 1012 22.63 22901.56 Common Sole Sole END 29259G101 ENDEAVOUR INTERNATIONAL CORP COM USD.001 14231 2.17 30881.27 Common Sole Sole ENER 292659109 ENERGY CONVERSION DEV COM USD.01 913 73.64 67233.32 Common Sole Sole ENH G30397106 ENDURANCE SPECIALTY HOLDINGS COM USD1. 958 30.79 29496.82 Common Sole Sole ENI 29274F104 ENERSIS SA SPON ADR 146 15.58 2274.68 Common Sole Sole ENR 29266R108 ENERGIZER HOLDINGS INC COM USD.01 4256 73.09 311071.04 Common Sole Sole ENS 29275Y102 ENERSYS INC COM USD.01 273 34.23 9344.79 Common Sole Sole ENSI 292970100 ENERGYSOUTH INC COM 108 49.06 5298.48 Common Sole Sole ENZ 294100102 ENZO BIOCHEM INC COM USD.01 3019 11.22 33873.18 Common Sole Sole ENZN 293904108 ENZON PHARMACEUTICALS INC COM USD.01 1727 7.12 12296.24 Common Sole Sole EOG 26875P101 EOG RESOURCES INC COM NPV 2034 131.2 266860.8 Common Sole Sole EP 28336L109 EL PASO CORP COM NPV 9487 21.74 206247.38 Common Sole Sole EPAX 23177108 AMBASSADORS GROUP INC COM USD.01 780 14.92 11637.6 Common Sole Sole EPEX 279862106 EDGE PETROLEUM CORP COM USD.01 6102 5.39 32889.78 Common Sole Sole EPIQ 26882D109 EPIQ SYSTEMS INC COM USD.01 1571 14.2 22308.2 Common Sole Sole EPL 29270U105 ENERGY PARTNERS LTD COM USD.01 1969 14.92 29377.48 Common Sole Sole EPR 29380T105 ENTERTAINMENT PROPERTIES TR COM USD.01 66 49.44 3263.04 Common Sole Sole EQIX 29444U502 EQUINIX INC COM USD.001 296 89.22 26409.12 Common Sole Sole EQY 294752100 EQUITY ONE INC COM USD.01 405 20.55 8322.75 Common Sole Sole ERJ 29081M102 EMBRAER-EMPRESA BRAS AERO SA SP ADR CMN SHS 4657 26.5 123410.5 Common Sole Sole ERTS 285512109 ELECTRONIC ARTS INC COM USD.01 10269 44.43 456251.67 Common Sole Sole ES 292756202 ENERGYSOLUTIONS INC COM USD.01 333 22.35 7442.55 Common Sole Sole ESEA Y23592200 EUROSEAS LTD ORD SHS 1211 12.97 15706.67 Common Sole Sole ESLR 30033R108 EVERGREEN SOLAR INC COM USD.01 5339 9.69 51734.91 Common Sole Sole ESLT M3760D101 ELBIT SYSTEMS LTD ORD NIS1 642 58.95 37845.9 Common Sole Sole ETB 27828X100 EATON VANCE TX-MGD BUY-WRITE COM 2 16.83 33.66 Common Sole Sole ETE 29273V100 ENERGY TRANSFER EQUITY LP COM USD 4 28.99 115.96 Common Sole Sole ETEL 29759R102 ETELECARE GLOBAL SOLUTION ADR 77 5.34 411.18 Common Sole Sole ETM 293639100 ENTERCOM COMMUNICATIONS CORP CL A COM USD.01 6156 7.02 43215.12 Common Sole Sole ETN 278058102 EATON CORP COM USD.5 12279 84.97 1043346.63 Common Sole Sole ETO 27828U106 EATON VANCE TAX AD GLB DV OP COM USD.01 11 29.97 329.67 Common Sole Sole EVVV 26928A200 EV3 INC COM USD.01 1755 9.48 16637.4 Common Sole Sole EWG 464286806 ISHARES MSCI GERMANY FUND GERMANY WEBS 5 29.44 147.2 Common Sole Sole EWJ 464286848 ISHARES MSCI JAPAN FUND JAPAN WEBS 165 12.47 2057.55 Common Sole Sole EWY 464286772 ISHARES MSCI SOUTH KOREA KOREA WEBS 99 51.04 5052.96 Common Sole Sole EXAC 3.01E+113 EXACTECH INC COM USD.01 124 25.71 3188.04 Common Sole Sole EXBD 21988R102 CORPORATE EXECUTIVE BRD CO COM USD.01 1324 42.05 55674.2 Common Sole Sole EXH 30225X103 EXTERRAN HOLDINGS INC COM USD.001 1829 71.49 130755.21 Common Sole Sole EXM V3267N107 EXCEL MARITIME CARRIERS LTD CL A COM USD.01 300 39.25 11775 Common Sole Sole EXPE 30212P105 EXPEDIA INC COM USD.001 18729 18.38 344239.02 Common Sole Sole EXR 30225T102 EXTRA SPACE STORAGE INC COM USD.01 3397 15.36 52177.92 Common Sole Sole EXTR 30226D106 EXTREME NETWORKS INC COM USD.001 1077 2.84 3058.68 Common Sole Sole EZPW 302301106 EZCORP INC -CL A CL A COM USD.01 NVTG 503 12.75 6413.25 Common Sole Sole FACE 719427106 PHYSICIANS FORMULA HOLDINGS COM USD.01 700 9.35 6545 Common Sole Sole FADV 31845F100 FIRST ADVANTAGE CORP CL A COM USD.001 390 15.85 6181.5 Common Sole Sole FAF 318522307 FIRST AMERICAN CORP/CA COM USD1 1392 26.4 36748.8 Common Sole Sole FALC 306137100 FALCONSTOR SOFTWARE INC COM USD.001 2113 7.08 14960.04 Common Sole Sole FAM 337319107 FIRST TR ABERDEEN GLBL OPP F COM USD.01 1 16.33 16.33 Common Sole Sole FAST 311900104 FASTENAL CO COM USD.01 156 43.16 6732.96 Common Sole Sole FBNC 318910106 FIRST BANCORP/NC COM NPV 77 12.64 973.28 Common Sole Sole FBP 318672102 FIRST BANCORP P R COM NPV 1087 6.34 6891.58 Common Sole Sole FBR 358434108 FRIEDMN BILLINGS RMSY -CL A CL A COM USD.01 638 1.5 957 Common Sole Sole FCBC 31983A103 FIRST CMNTY BANCSHARES INC COM USD1 11 28.2 310.2 Common Sole Sole FCF 319829107 FIRST COMMONWLTH FINL CP/PA COM USD5 825 9.33 7697.25 Common Sole Sole FCFS 31942D107 FIRST CASH FINANCIAL SVCS COM USD.01 904 14.99 13550.96 Common Sole Sole FCS 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A COM USD.01 4621 11.73 54204.33 Common Sole Sole FCSX 31308T100 FCSTONE GROUP INC COM NPV 636 27.93 17763.48 Common Sole Sole FDEF 32006W106 FIRST DEFIANCE FINANCIAL CP COM USD.01 36 16.01 576.36 Common Sole Sole FDO 307000109 FAMILY DOLLAR STORES COM USD.1 11525 19.94 229808.5 Common Sole Sole FDP G36738105 FRESH DEL MONTE PRODUCE INC COM USD1 8285 23.57 195277.45 Common Sole Sole FDRY 35063R100 FOUNDRY NETWORKS INC COM USD.0001 24584 11.82 290582.88 Common Sole Sole FDS 303075105 FACTSET RESEARCH SYSTEMS INC COM USD.01 386 56.36 21754.96 Common Sole Sole FDX 31428X106 FEDEX CORP COM USD.1 5301 78.79 417665.79 Common Sole Sole FFH 303901102 FAIRFAX FINANCIAL HOLDINGS COM NPV 100 253.9 25390 Common Sole Sole FFIC 343873105 FLUSHING FINANCIAL CORP COM USD.01 417 18.95 7902.15 Common Sole Sole FFNW 32022K102 FIRST FINANCIAL NORTHWEST COM USD.01 209 9.93 2075.37 Common Sole Sole FGXI G3396L102 FGX INTERNATIONAL HLDNGS LTD ORD NPV 44 8.04 353.76 Common Sole Sole FHY 337353106 FIRST TR STRATEGIC HIGH II COM SHS 6 11.5 69 Common Sole Sole FII 314211103 FEDERATED INVESTORS INC CL B COM NPV 170 34.42 5851.4 Common Sole Sole FINL 317923100 FINISH LINE INC -CL A CL A COM USD.01 5526 8.7 48076.2 Common Sole Sole FIS 31620M106 FIDELITY NATIONAL INFO SVCS COM 9872 36.91 364375.52 Common Sole Sole FISV 337738108 FISERV INC COM USD.01 6046 45.37 274307.02 Common Sole Sole FL 344849104 FOOT LOCKER INC COM USD3 17735 12.45 220800.75 Common Sole Sole FLR 343412102 FLUOR CORP COM USD.625 171 186.08 31819.68 Common Sole Sole FLY 05614P101 BABCOCK & BROWN AIR LTD -ADR ADS USD.001 1683 9.98 16796.34 Common Sole Sole FMBI 320867104 FIRST MIDWEST BANCORP INC COM NPV 1550 18.65 28907.5 Common Sole Sole FMCN 34415V109 FOCUS MEDIA HOLDING LTD -ADR SPON ADR 4076 27.72 112986.72 Common Sole Sole FMR 320841109 FIRST MERCURY FINANCIAL CORP COM USD.01 15 17.64 264.6 Common Sole Sole FNB 302520101 F N B CORP/FL COM NPV 1058 11.78 12463.24 Common Sole Sole FNM 313586109 FANNIE MAE COM NPV 2596 19.51 50647.96 Common Sole Sole FNSR 31787A101 FINISAR CORP COM NPV 65969 1.19 78503.11 Common Sole Sole FOLD 03152W109 AMICUS THERAPEUTICS INC COM USD.01 86 10.68 918.48 Common Sole Sole FORR 346563109 FORRESTER RESEARCH INC COM USD.01 59 30.88 1821.92 Common Sole Sole FPFC 33610T109 FIRST PLACE FINANCIAL CP/DE COM USD.01 677 9.4 6363.8 Common Sole Sole FR 32054K103 FIRST INDL REALTY TRUST INC COM USD.01 1183 27.47 32497.01 Common Sole Sole FRA 09255X100 BLACKROCK FLTG RATE INCM STR COM USD.1 2 15.02 30.04 Common Sole Sole FRE 313400301 FEDERAL HOME LOAN MORTG CORP COM USD2.5 VTG 26270 16.4 430828 Common Sole Sole FRED 356108100 FREDS INC COM USD1 4085 11.24 45915.4 Common Sole Sole FREE Y26496102 FREESEAS INC COM USD.001 3584 6.28 22507.52 Common Sole Sole FRGB 33615C101 FIRST REGIONAL BANCORP COM NPV 1048 5.61 5879.28 Common Sole Sole FRM 361086101 FURMANITE CORP COM NPV 136 7.98 1085.28 Common Sole Sole FRME 320817109 FIRST MERCHANTS CORP COM NPV 437 18.15 7931.55 Common Sole Sole FRP 305560104 FAIRPOINT COMMUNICATIONS INC CLA USD.01 1780 7.21 12833.8 Common Sole Sole FRT 313747206 FEDERAL REALTY INVESTMENT TR SHS BEN INT NPV 1255 69 86595 Common Sole Sole FRX 345838106 FOREST LABORATORIES -CL A CL A COM USD.1 493 34.74 17126.82 Common Sole Sole FRZ 75734R105 REDDY ICE HOLDINGS INC COM USD.01 453 13.68 6197.04 Common Sole Sole FSLR 336433107 FIRST SOLAR INC COM USD.001 102 272.82 27827.64 Common Sole Sole FSNM 336453105 FIRST STATE BANCORPORATION COM NPV 242 5.5 1331 Common Sole Sole FSP 35471R106 FRANKLIN STREET PROPERTIES COM 22 12.64 278.08 Common Sole Sole FST 346091705 FOREST OIL CORP COM USD1 8754 74.5 652173 Common Sole Sole FTD 30267U108 FTD GROUP INC COM USD.01 748 13.33 9970.84 Common Sole Sole FTE 35177Q105 FRANCE TELECOM SPON ADR 3530 29.63 104593.9 Common Sole Sole FTI 30249U101 FMC TECHNOLOGIES INC COM USD.01 401 76.93 30848.93 Common Sole Sole FTK 343389102 FLOTEK INDUSTRIES INC COM 189 20.62 3897.18 Common Sole Sole FUQI 36102A207 FUQI INTERNATIONAL INC COM USD.001 1707 8.76 14953.32 Common Sole Sole FWLT G36535139 FOSTER WHEELER LTD COM USD1 1681 73.15 122965.15 Common Sole Sole FWRD 349853101 FORWARD AIR CORP COM USD.01 1141 34.6 39478.6 Common Sole Sole FXA 23129U101 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 258 96.47 24889.26 Common Sole Sole FXB 23129S106 CURRENCYSHARES BRITISH POUND SHS 134 199.9 26786.6 Common Sole Sole FXC 23129X105 CURRENCYSHARES CANADIAN DLR SHS 173 98.18 16985.14 Common Sole Sole FXM 23130H107 CURRENCYSHARES MEXICAN PESO SHS 33 97.7 3224.1 Common Sole Sole FXS 23129R108 CURRENCYSHARES 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Sole GDI 365558105 GARDNER DENVER INC COM USD.01 593 56.8 33682.4 Common Sole Sole GDP 382410405 GOODRICH PETROLEUM CORP COM USD.2 1208 82.92 100167.36 Common Sole Sole GE 369604103 GENERAL ELECTRIC CO COM USD.63 8472 26.69 226117.68 Common Sole Sole GEF 397624107 GREIF INC -CL A CL A COM NPV 188 64.03 12037.64 Common Sole Sole GEOI 372476101 GEORESOURCES INC COM USD.01 1528 18.42 28145.76 Common Sole Sole GES 401617105 GUESS INC COM USD.01 4080 37.45 152796 Common Sole Sole GET 367905106 GAYLORD ENTERTAINMENT CO COM USD.01 10524 23.96 252155.04 Common Sole Sole GFIG 361652209 GFI GROUP INC COM USD.01 9044 9.01 81486.44 Common Sole Sole GFY 957667108 WESTERN ASST VAR RT STRAT FD COM USD.001 9 14.92 134.28 Common Sole Sole GGB 373737105 GERDAU SA SPONSD ADR PFD 87 24.01 2088.87 Common Sole Sole GGC 373200203 GEORGIA GULF CORP COM USD.01 11 2.9 31.9 Common Sole Sole GIB 39945C109 CGI GROUP INC -CL A CL A COM NPV SVTG 5784 9.97 57666.48 Common Sole Sole GIFI 402307102 GULF ISLAND FABRICATION INC COM NPV 211 48.93 10324.23 Common Sole Sole GIGM Y2711Y104 GIGAMEDIA LTD ORD NT10 2556 11.93 30493.08 Common Sole Sole GIL 375916103 GILDAN ACTIVEWEAR INC CL A SUBVTG NPV 2644 25.88 68426.72 Common Sole Sole GILD 375558103 GILEAD SCIENCES INC COM USD.001 7323 52.95 387752.85 Common Sole Sole GIS 370334104 GENERAL MILLS INC COM USD.75 3435 60.77 208744.95 Common Sole Sole GKK 384871109 GRAMERCY CAPITAL CORP COM USD.001 789 11.59 9144.51 Common Sole Sole GLD 78463V107 SPDR GOLD TRUST TR UNIT 143 91.4 13070.2 Common Sole Sole GLF 402629109 GULFMARK OFFSHORE INC COM USD1 580 58.18 33744.4 Common Sole Sole GLT 377316104 GLATFELTER COM USD.01 3778 13.51 51040.78 Common Sole Sole GLW 219350105 CORNING INC COM USD5 12791 23.05 294832.55 Common Sole Sole GMCR 393122106 GREEN MTN COFFEE ROASTERS COM USD.1 1320 37.57 49592.4 Common Sole Sole GME 36467W109 GAMESTOP CORP CL A COM USD.001 5904 40.4 238521.6 Common Sole Sole GMET 37250U201 GEOMET INC COM USD.01 1955 9.48 18533.4 Common Sole Sole GMT 361448103 GATX CORP COM USD.625 1332 44.33 59047.56 Common Sole Sole GMTC 36466D102 GAMETECH INTERNATIONAL INC COM USD.001 154 4.75 731.5 Common Sole Sole GMTN 36471P108 GANDER MOUNTAIN CO COM USD.01 629 3.69 2321.01 Common Sole Sole GMXR 38011M108 GMX RESOURCES INC COM 8 74.1 592.8 Common Sole Sole GNA 37373P105 GERDAU AMERISTEEL CORP COM NPV SVTG 1711 19.3 33022.3 Common Sole Sole GNBT 371485103 GENEREX BIOTECHNOLOGY CORP COM NPV 8509 0.96 8168.64 Common Sole Sole GNCMA 369385109 GENERAL COMMUNICATION -CL A CL A COM NPV 4943 6.87 33958.41 Common Sole Sole GNK Y2685T107 GENCO SHIPPING & TRADING LTD COM USD.01 100 65.2 6520 Common Sole Sole GNTX 371901109 GENTEX CORP COM USD.06 2354 14.44 33991.76 Common Sole Sole GNVC 37246C109 GENVEC INC COM USD.001 5955 1.44 8575.2 Common Sole Sole GOOG 38259P508 GOOGLE INC CL A COM USD.001 337 526.42 177403.54 Common Sole Sole GPC 372460105 GENUINE PARTS CO COM USD1 7745 39.68 307321.6 Common Sole Sole GPIC 36467A107 GAMING PARTNERS INTL CORP COM USD.01 182 3.88 706.16 Common Sole Sole GPRE 393222104 GREEN PLAINS RENEWABLE ENRGY COM USD 93 6 558 Common Sole Sole GPRO 36866T103 GEN-PROBE INC COM NEW 3873 47.48 183890.04 Common Sole Sole GR 382388106 GOODRICH CORP COM USD5 7407 47.46 351536.22 Common Sole Sole GRAN 62401104 BANK OF GRANITE CORP COM NPV 171 7.11 1215.81 Common Sole Sole GRMN G37260109 GARMIN LTD COM USD.01 3764 42.84 161249.76 Common Sole Sole GRZ 38068N108 GOLD RESERVE INC CL A COM NPV 1977 1.8 3558.6 Common Sole Sole GSB 37940G109 GLOBALSCAPE INC COM USD.001 439 1.71 750.69 Common Sole Sole GSBC 390905107 GREAT SOUTHERN BANCORP COM NPV 293 8.12 2379.16 Common Sole Sole GSIC 36238G102 GSI COMMERCE INC COM USD.01 30 13.63 408.9 Common Sole Sole GSK 37733W105 GLAXOSMITHKLINE PLC SPON ADR 3463 44.22 153133.86 Common Sole Sole GSX 367220100 GASCO ENERGY INC COM USD.0001 12210 4.15 50671.5 Common Sole Sole GT 382550101 GOODYEAR TIRE & RUBBER CO COM NPV 13843 17.83 246820.69 Common Sole Sole GTCB 36238T104 GTC BIOTHERAPEUTICS INC COM USD.01 1166 0.4 466.4 Common Sole Sole GTOP 37229P507 GENITOPE CORP COM USD.001 2238 0.044 98.472 Common Sole Sole GTY 374297109 GETTY REALTY CORP COM USD.1 377 14.41 5432.57 Common Sole Sole GVA 387328107 GRANITE CONSTRUCTION INC COM USD.01 1456 31.53 45907.68 Common Sole Sole GW 397888108 GREY WOLF INC COM USD.1 35422 9.03 319860.66 Common Sole Sole GWR 371559105 GENESEE & WYOMING INC -CL A CL A COM USD.01 464 34.02 15785.28 Common Sole Sole GWW 384802104 GRAINGER (W W) INC COM USD1 2608 81.8 213334.4 Common Sole Sole GYMB 403777105 GYMBOREE CORP COM USD.001 138 40.07 5529.66 Common Sole Sole HA 419879101 HAWAIIAN HOLDINGS INC COM USD.01 2026 6.95 14080.7 Common Sole Sole HAE 405024100 HAEMONETICS CORP COM USD.01 237 55.46 13144.02 Common Sole Sole HAIN 405217100 HAIN CELESTIAL GROUP INC COM USD.01 2483 23.48 58300.84 Common Sole Sole HALL 40624Q203 HALLMARK FINANCIAL SERVICES COM USD.03 251 9.67 2427.17 Common Sole Sole HAR 413086109 HARMAN INTERNATIONAL INDS COM USD.01 1664 41.39 68872.96 Common Sole Sole HBAN 446150104 HUNTINGTON BANCSHARES COM NPV 7639 5.77 44077.03 Common Sole Sole HBC 404280406 HSBC HLDGS PLC SPON ADR 2393 76.7 183543.1 Common Sole Sole HBI 410345102 HANESBRANDS INC COM USD.01 5965 27.14 161890.1 Common Sole Sole HBIO 416906105 HARVARD BIOSCIENCE INC COM USD.01 127 4.65 590.55 Common Sole Sole HCBK 443683107 HUDSON CITY BANCORP INC COM USD.01 11414 16.68 190385.52 Common Sole Sole HCC 404132102 HCC INSURANCE HOLDINGS INC COM NPV 3522 21.14 74455.08 Common Sole Sole HCD 430067108 HIGHLAND DISTRESSED OPPORTUN COM USD.001 200 5.74 1148 Common Sole Sole HCF 43005Q107 HIGHLAND CREDIT STATEGIES FD CLOSED END A 5 13.38 66.9 Common Sole Sole HD 437076102 HOME DEPOT INC COM USD.05 2438 23.42 57097.96 Common Sole Sole HDB 40415F101 HDFC BANK LTD ADR 1212 71.66 86851.92 Common Sole Sole HE 419870100 HAWAIIAN ELECTRIC INDS COM NPV 1768 24.73 43722.64 Common Sole Sole HES 42809H107 HESS CORP COM USD1 1480 126.19 186761.2 Common Sole Sole HGG 42833L108 HHGREGG INC COM USD.0001 55 10 550 Common Sole Sole HGIC 412824104 HARLEYSVILLE GROUP INC COM NPV 487 33.83 16475.21 Common Sole Sole HGRD 42218Q102 HEALTH GRADES INC COM USD.001 451 4.49 2024.99 Common Sole Sole HHGP 443792106 HUDSON HIGHLAND GROUP INC COM USD.001 283 10.47 2963.01 Common Sole Sole HHS 416196103 HARTE HANKS INC COM NPV 23 11.45 263.35 Common Sole Sole HIBB 428567101 HIBBETT SPORTS INC COM USD.01 6534 21.1 137867.4 Common Sole Sole HIG 416515104 HARTFORD FINANCIAL SERVICES COM NPV 8375 64.57 540773.75 Common Sole Sole HIMX 43289P106 HIMAX TECHNOLOGIES INC ADR USD.001 6589 5.12 33735.68 Common Sole Sole HITT 43365Y104 HITTITE MICROWAVE CORP COM USD.01 369 35.62 13143.78 Common Sole Sole HLTH 40422Y101 HLTH CORP COM USD.0001 2381 11.32 26952.92 Common Sole Sole HMC 438128308 HONDA MOTOR CO LTD ADR 134 34.03 4560.02 Common Sole Sole HME 437306103 HOME PROPERTIES INC COM USD.01 44 48.06 2114.64 Common Sole Sole HMN 440327104 HORACE MANN EDUCATORS CORP COM USD.001 842 14.02 11804.84 Common Sole Sole HNBC 412850109 HARLEYSVILLE NATL CORP/PA COM NPV 434 11.16 4843.44 Common Sole Sole HNP 443304100 HUANENG POWER INTERNATIONAL SPON ADR N SHS 582 27.65 16092.3 Common Sole Sole HNT 42222G108 HEALTH NET INC CL A COM USD.001 2132 24.06 51295.92 Common Sole Sole HNZ 423074103 HEINZ (H J) CO COM USD.25 984 47.85 47084.4 Common Sole Sole HOLX 436440101 HOLOGIC INC COM USD.01 8758 21.8 190924.4 Common Sole Sole HON 438516106 HONEYWELL INTERNATIONAL INC COM USD1 12847 50.28 645947.16 Common Sole Sole HOTT 441339108 HOT TOPIC INC COM NPV 2569 5.41 13898.29 Common Sole Sole HP 423452101 HELMERICH & PAYNE COM USD.1 128 72.02 9218.56 Common Sole Sole HPC 427056106 HERCULES INC COM NPV 6177 16.93 104576.61 Common Sole Sole HPT 44106M102 HOSPITALITY PROPERTIES TRUST COM USD.01 4884 24.46 119462.64 Common Sole Sole HR 421946104 HEALTHCARE REALTY TRUST INC COM USD.01 1019 23.77 24221.63 Common Sole Sole HRAY 447773102 HURRAY HOLDING 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Sole Sole HTGC 427096508 HERCULES TECH GROWTH CAP INC COM 88 8.93 785.84 Common Sole Sole HTH 432748101 HILLTOP HOLDINGS INC COM USD.01 690 10.31 7113.9 Common Sole Sole HTLF 42234Q102 HEARTLAND FINANCIAL USA INC COM USD1. 183 18.19 3328.77 Common Sole Sole HTRN 42222L107 HEALTHTRONICS INC COM USD.05 651 3.27 2128.77 Common Sole Sole HTZ 42805T105 HERTZ GLOBAL HOLDINGS INC COM USD.01 21593 9.6 207292.8 Common Sole Sole HUM 444859102 HUMANA INC COM NPV 1893 39.77 75284.61 Common Sole Sole HYGS 448882100 HYDROGENICS CORP COM NPV 1084 1.83 1983.72 Common Sole Sole HZO 567908108 MARINEMAX INC COM USD.001 9 7.17 64.53 Common Sole Sole IACI 44919P300 IAC/INTERACTIVECORP COM USD1 895 19.28 17255.6 Common Sole Sole IAR 451663108 IDEARC INC COM USD.01 22508 2.35 52893.8 Common Sole Sole IBCA 460927106 INTERVEST BANCSHARES CORP CL A COM USD1 220 5.12 1126.4 Common Sole Sole IBKC 450828108 IBERIABANK CORP COM USD1 13 44.47 578.11 Common Sole Sole IBKR 45841N107 INTERACTIVE BROKERS GROUP CL A COM USD.01 967 32.13 31069.71 Common Sole Sole IBM 459200101 INTL BUSINESS MACHINES CORP COM USD.2 4911 118.53 582100.83 Common Sole Sole IBN 45104G104 ICICI BANK LTD SPONSORED ADR 6076 28.76 174745.76 Common Sole Sole IBOC 459044103 INTL BANCSHARES CORP COM USD1 1011 21.37 21605.07 Common Sole Sole ICAD 44934S107 ICAD INC COM USD.01 415 2.96 1228.4 Common Sole Sole ICE 45865V100 INTERCONTINENTALEXCHANGE INC COM USD.01 685 114 78090 Common Sole Sole ICO 45928H106 INTERNATIONAL COAL GROUP INC COM USD.0001 1275 13.05 16638.75 Common Sole Sole ICON 451055107 ICONIX BRAND GROUP INC COM USD.001 752 12.08 9084.16 Common Sole Sole ICTG 44929Y101 ICT GROUP INC COM USD.01 132 8.2 1082.4 Common Sole Sole ID 50212A106 L-1 IDENTITY SOLUTIONS INC COM USD.001 4774 13.32 63589.68 Common Sole Sole IDC 45840J107 INTERACTIVE DATA CORP COM NPV 2130 25.13 53526.9 Common Sole Sole IDRA 45168K306 IDERA PHARMACEUTICALS INC COM USD.001 1226 14.61 17911.86 Common Sole Sole IDTI 458118106 INTEGRATED DEVICE TECH INC COM NPV 9706 9.94 96477.64 Common Sole Sole IDXX 45168D104 IDEXX LABS INC COM USD.1 2275 48.74 110883.5 Common Sole Sole IFC 464119106 IRWIN FINANCIAL CORP COM NPV 1491 2.69 4010.79 Common Sole Sole IFLO 449520303 I-FLOW CORP COM NPV 3100 10.15 31465 Common Sole Sole IFSIA 458665106 INTERFACE INC -CL A CL A COM USD.01 2890 12.53 36211.7 Common Sole Sole IFX 45662N103 INFINEON TECHNOLOGIES AG SPONSORED ADR 554 8.53 4725.62 Common Sole Sole IGT 459902102 INTL GAME TECHNOLOGY COM USD.01 6656 24.98 166266.88 Common Sole Sole IHC 453440307 INDEPENDENCE HOLDING CO COM USD1 44 9.77 429.88 Common Sole Sole IHS 451734107 IHS INC CL A COM USD.01 360 69.6 25056 Common Sole Sole IIIN 45774W108 INSTEEL INDUSTRIES COM USD2 2625 18.31 48063.75 Common Sole Sole IIVI 902104108 II-VI INC COM NPV 1294 34.92 45186.48 Common Sole Sole IJR 464287804 ISHARES S&P SMALLCAP 600 IDX S&P SMLCAP 600 5 60.17 300.85 Common Sole Sole IKAN 4.52E+109 IKANOS COMMUNICATIONS INC COM USD.001 8794 3.37 29635.78 Common Sole Sole IKN 451713101 IKON OFFICE SOLUTIONS COM NPV 2042 11.28 23033.76 Common Sole Sole ILMN 452327109 ILLUMINA INC COM USD.01 899 87.11 78311.89 Common Sole Sole IMA 46126P106 INVERNESS MEDICAL INNOVATNS COM USD.001 2513 33.17 83356.21 Common Sole Sole IMH 45254P102 IMPAC MORTGAGE HOLDINGS INC COM USD.01 1349 0.75 1011.75 Common Sole Sole IMKTA 457030104 INGLES MARKETS INC -CL A CL A COM USD.05 620 23.33 14464.6 Common Sole Sole IMMU 452907108 IMMUNOMEDICS INC COM NPV 263 2.13 560.19 Common Sole Sole IMN 45245A107 IMATION CORP COM USD.01 663 22.92 15195.96 Common Sole Sole IMNY 44973Q103 I-MANY INC COM USD.0001 385 1 385 Common Sole Sole IMOS G2110R106 CHIPMOS TECHNOLOGIES LTD SHS 2664 3.24 8631.36 Common Sole Sole IMP 452680101 IMPERIAL CAPITAL BANCORP INC COM NPV 176 5.73 1008.48 Common Sole Sole IN 458786100 INTERMEC INC COM USD.01 1704 21.08 35920.32 Common Sole Sole INDB 453836108 INDEPENDENT BANK CORP/MA COM NPV 923 23.84 22004.32 Common Sole Sole INFI 45665G303 INFINITY PHARMACEUTICALS INC COM USD 22 7.84 172.48 Common Sole Sole INGN 46119F107 INTROGEN THERAPEUTICS INC COM USD.001 847 1.55 1312.85 Common Sole Sole ININ 45839M103 INTERACTIVE INTELLIGENCE INC COM USD.01 234 11.64 2723.76 Common Sole Sole INMD 45810N302 INTEGRAMED AMERICA INC COM USD.01 209 7.16 1496.44 Common Sole Sole INSU 457667103 INSITUFORM TECHNOLOGIES-CL A COM USD.01 1486 15.23 22631.78 Common Sole Sole INTC 458140100 INTEL CORP COM NPV 9502 21.48 204102.96 Common Sole Sole INTV 461142101 INTERVOICE INC COM NPV 2038 5.7 11616.6 Common Sole Sole IOSP 45768S105 INNOSPEC INC COM USD.01 1839 18.82 34609.98 Common Sole Sole IP 460146103 INTL PAPER CO COM USD1 2185 23.3 50910.5 Common Sole Sole IPCR G4933P101 IPC HOLDINGS LTD COM USD.01 759 26.55 20151.45 Common Sole Sole IPCS 44980Y305 IPCS INC COM USD.01 1220 29.63 36148.6 Common Sole Sole IPG 460690100 INTERPUBLIC GROUP OF COS COM USD.1 14210 8.6 122206 Common Sole Sole IPGP 44980X109 IPG PHOTONICS CORP COM USD.0001 3103 18.81 58367.43 Common Sole Sole IPHS 45774N108 INNOPHOS HOLDINGS INC COM USD.001 2441 31.95 77989.95 Common Sole Sole IR G4776G101 INGERSOLL-RAND CO LTD COM USD2 3218 37.43 120449.74 Common Sole Sole IRC 457461200 INLAND REAL ESTATE CORP COM USD.01 766 14.42 11045.72 Common Sole Sole IRETS 461730103 INVESTORS REAL ESTATE TRUST SH BEN INT 828 9.54 7899.12 Common Sole Sole IRF 460254105 INTL RECTIFIER CORP COM USD1 4894 19.2 93964.8 Common Sole Sole IRM 462846106 IRON MOUNTAIN INC COM USD.01 3672 26.55 97491.6 Common Sole Sole IRS 450047204 IRSA INVERSIONES Y REPSTN SA GDR 429 11.27 4834.83 Common Sole Sole ISCA 460335201 INTL SPEEDWAY CORP -CL A CL A COM USD.1 1568 39.03 61199.04 Common Sole Sole ISIL 46069S109 INTERSIL CORP -CL A CL A COM USD.01 10614 24.32 258132.48 Common Sole Sole ISLE 464592104 ISLE OF CAPRI CASINOS INC COM USD.01 1303 4.79 6241.37 Common Sole Sole ISPH 457733103 INSPIRE PHARMACEUTICALS INC COM USD.001 3132 4.28 13404.96 Common Sole Sole ISSC 45769N105 INNOVATIVE SOLTNS & SUPP INC COM USD.001 1425 6.45 9191.25 Common Sole Sole ISSI 45812P107 INTEGRATED SILICON SOLUTION COM USD.0001 156 5.56 867.36 Common Sole Sole ISTA 45031X204 ISTA PHARMACEUTICALS INC COM NPV 2303 2.02 4652.06 Common Sole Sole ITB 464288752 ISHARES DJ US HOME CONSTR FD DJ HOME CONSTN 5 14.296 71.48 Common Sole Sole ITC 465685105 ITC HOLDINGS CORP COM 100 51.11 5111 Common Sole Sole ITG 46145F105 INVESTMENT TECHNOLOGY GP INC COM USD.01 106 33.46 3546.76 Common Sole Sole ITMN 45884X103 INTERMUNE INC COM NPV 22 13.12 288.64 Common Sole Sole ITT 450911102 ITT CORP COM USD1 493 63.33 31221.69 Common Sole Sole ITU 59602201 BANCO ITAU HLDG FINANCEIRA SP ADR REP PFD 1120 20.31 22747.2 Common Sole Sole IUSA 45670G108 INFOGROUP INC COM 1168 4.39 5127.52 Common Sole Sole IVGN 46185R100 INVITROGEN CORP COM USD.01 10316 39.26 405006.16 Common Sole Sole IWA 462594201 IOWA TELECOM SERVICES INC COM USD.01 1170 17.61 20603.7 Common Sole Sole IWB 464287622 ISHARES TR RUSSELL 1000 RUSSLL1000INDX 22 70.46 1550.12 Common Sole Sole IWD 464287598 ISHARES TR RUSSELL 1000 VALU RUSSELL1000VAL 242 69.05 16710.1 Common Sole Sole IWOV 46114T508 INTERWOVEN INC COM USD.001 1985 12.01 23839.85 Common Sole Sole IWS 464287473 ISHARES RUSSELL MIDCAP VALUE RUSSELL MCP VL 58 128.64 7461.12 Common Sole Sole IX 686330101 ORIX CORP SPONSORED ADR 62 72.13 4472.06 Common Sole Sole IXYS 46600W106 IXYS CORP COM USD.01 1810 11.94 21611.4 Common Sole Sole IYF 464287788 ISHARES TR DJ US FINL SEC DJ US FINL SEC 231 67.89 15682.59 Common Sole Sole IYR 464287739 ISHARES TR DJ US REAL ESTATE DJ US REAL EST 164 60.8 9971.2 Common Sole Sole IYY 464287846 ISHARES TR DJ US INDEX FUND DJ US TOTAL MKT 11 63.16 694.76 Common Sole Sole JAH 471109108 JARDEN CORP COM NPV 1516 18.24 27651.84 Common Sole Sole JAKK 4.70E+110 JAKKS PACIFIC INC COM USD.001 4153 21.85 90743.05 Common Sole Sole JAS 47758P307 JO-ANN STORES INC COM 6199 23.03 142762.97 Common Sole Sole JAZZ 472147107 JAZZ PHARMACEUTICALS INC COM USD.0001 134 7.41 992.94 Common Sole Sole JBL 466313103 JABIL CIRCUIT INC COM USD.001 10435 16.41 171238.35 Common Sole Sole JBLU 477143101 JETBLUE AIRWAYS CORP COM USD.01 424 3.73 1581.52 Common Sole Sole JBX 466367109 JACK IN THE BOX INC COM USD.01 VTG 5793 22.41 129821.13 Common Sole Sole JCI 478366107 JOHNSON CONTROLS INC COM USD16 15205 28.68 436079.4 Common Sole Sole JCP 708160106 PENNEY (J C) CO COM USD.5 379 36.29 13753.91 Common Sole Sole JDAS 46612K108 JDA SOFTWARE GROUP INC COM USD.01 1882 18.1 34064.2 Common Sole Sole JEC 469814107 JACOBS ENGINEERING GROUP INC COM NPV 1579 80.7 127425.3 Common Sole Sole JLL 48020Q107 JONES LANG LASALLE INC COM USD.01 869 60.19 52305.11 Common Sole Sole JNPR 48203R104 JUNIPER NETWORKS INC COM USD.00001 7529 22.18 166993.22 Common Sole Sole JNS 47102X105 JANUS CAPITAL GROUP INC COM USD.01 5227 26.47 138358.69 Common Sole Sole JRCC 470355207 JAMES RIVER COAL CO COM 261 58.69 15318.09 Common Sole Sole JSC 78463X822 SPDR RUSLL/NOMURA SML CP JPN SMALL CAP JAP 9 42.64 383.76 Common Sole Sole JTX 468202106 JACKSON HEWITT TAX SERVICE COM USD.01 827 12.22 10105.94 Common Sole Sole K 487836108 KELLOGG CO COM USD.25 5674 48.02 272465.48 Common Sole Sole KAI 48282T104 KADANT INC COM USD.01 641 22.6 14486.6 Common Sole Sole KALU 483007704 KAISER ALUMINUM CORP COM PAR $0.01 1689 53.53 90412.17 Common Sole Sole KAMN 483548103 KAMAN CORP COM USD1 1458 22.76 33184.08 Common Sole Sole KAZ 09656A105 BMB MUNAI INC COM USD.001 2183 5.94 12967.02 Common Sole Sole KBALB 494274103 KIMBALL INTERNATIONAL -CL B CL B COM USD.625 499 8.28 4131.72 Common Sole Sole KBE 78464A797 KBW BANK ETF KBW BANK ETF 572 28.65 16387.8 Common Sole Sole KBR 48242W106 KBR INC COM USD.001 2507 34.91 87519.37 Common Sole Sole KCI 49460W208 KINETIC CONCEPTS INC COM USD.001 2648 39.91 105681.68 Common Sole Sole KEI 487584104 KEITHLEY INSTR INC COM USD.05 132 9.5 1254 Common Sole Sole KELYA 488152208 KELLY SERVICES INC -CL A CL A COM USD1 NVTG 1176 19.33 22732.08 Common Sole Sole KEX 497266106 KIRBY CORP COM USD.1 4364 48 209472 Common Sole Sole KEYN 493308100 KEYNOTE SYSTEMS INC COM USD.001 836 12.88 10767.68 Common Sole Sole KFT 50075N104 KRAFT FOODS INC CL A COM NPV 7063 28.45 200942.35 Common Sole Sole KHD 482462108 KHD HUMBOLDT WEDAG INTL LTD COM NPV 1088 31.53 34304.64 Common Sole Sole KIM 49446R109 KIMCO REALTY CORP COM USD.01 785 34.52 27098.2 Common Sole Sole KIRK 497498105 KIRKLANDS INC COM NPV 795 2.25 1788.75 Common Sole Sole KKD 501014104 KRISPY KREME DOUGHNUTS INC COM 7125 4.99 35553.75 Common Sole Sole KMB 494368103 KIMBERLY-CLARK CORP COM USD1.25 11848 59.78 708273.44 Common Sole Sole KMT 489170100 KENNAMETAL INC CAP USD1.25 1464 32.55 47653.2 Common Sole Sole KND 494580103 KINDRED HEALTHCARE INC COM USD.25 1035 28.76 29766.6 Common Sole Sole KNDL 48880L107 KENDLE INTERNATIONAL INC COM NPV 937 36.33 34041.21 Common Sole Sole KNL 498904200 KNOLL INC COM 715 12.15 8687.25 Common Sole Sole KNOL 499183804 KNOLOGY INC COM 2113 10.99 23221.87 Common Sole Sole KNOT 499184109 KNOT INC COM USD.01 4061 9.78 39716.58 Common Sole Sole KNSY 490057106 KENSEY NASH CORP COM USD.001 1648 32.05 52818.4 Common Sole Sole KOF 191241108 COCA-COLA FEMSA SAB DE CV SPON ADR 137 56.39 7725.43 Common Sole Sole KOG 50015Q100 KODIAK OIL & GAS CORP COM 3003 4.56 13693.68 Common Sole Sole KRC 49427F108 KILROY REALTY CORP COM USD.01 11 47.03 517.33 Common Sole Sole KRE 78464A698 KBW REGIONAL BANKING ETF SHS 554 26.5 14681 Common Sole Sole KSS 500255104 KOHLS CORP COM USD.01 510 40.04 20420.4 Common Sole Sole KSU 485170302 KANSAS CITY SOUTHERN COM NPV 3445 43.99 151545.55 Common Sole Sole KSWS 482686102 K-SWISS INC -CL A CL A COM USD.01 462 14.7 6791.4 Common Sole Sole KTEC 493143101 KEY TECHNOLOGY INC COM NPV 468 31.81 14887.08 Common Sole Sole KVHI 482738101 KVH INDUSTRIES INC COM USD.01 61 8.33 508.13 Common Sole Sole KWK 74837R104 QUICKSILVER RESOURCES INC COM USD.01 5516 38.64 213138.24 Common Sole Sole KWR 747316107 QUAKER CHEMICAL CORP COM USD1 195 26.66 5198.7 Common Sole Sole L 540424108 LOEWS CORP COM USD1 1029 46.9 48260.1 Common Sole Sole LAKE 511795106 LAKELAND INDUSTRIES INC COM USD1 80 12.68 1014.4 Common Sole Sole LBAI 511637100 LAKELAND BANCORP INC COM NPV 350 12.18 4263 Common Sole Sole LBTYA 530555101 LIBERTY GLOBAL INC SR A COM USD.01 4877 31.43 153284.11 Common Sole Sole LCCI 501810105 LCC INTERNATIONAL INC -CL A COM USD.01 909 0.96 872.64 Common Sole Sole LCM 7.65E+106 ADVENT/CLAYMORE ENCD GRWTH COM 2 14.1 28.2 Common Sole Sole LCRD 51807U101 LASERCARD CORP COM USD.06 335 4.77 1597.95 Common Sole Sole LCRY 52324W109 LECROY CORP COM USD.01 108 8.92 963.36 Common Sole Sole LDG 543162101 LONGS DRUG STORES CORP COM NPV 865 42.11 36425.15 Common Sole Sole LDR 51476K103 LANDAUER INC COM NPV 297 56.24 16703.28 Common Sole Sole LEA 521865105 LEAR CORP COM NPV 5613 14.18 79592.34 Common Sole Sole LECO 533900106 LINCOLN ELECTRIC HLDGS INC COM NPV 93 78.7 7319.1 Common Sole Sole LEE 523768109 LEE ENTERPRISES INC COM USD2 4923 3.99 19642.77 Common Sole Sole LEH 524908100 LEHMAN BROTHERS HOLDINGS INC COM USD.1 3756 19.81 74406.36 Common Sole Sole LF 52186N106 LEAPFROG ENTERPRISES INC CLA USD.001 1012 8.32 8419.84 Common Sole Sole LFC 16939P106 CHINA LIFE INSURANCE (CHN) SPON ADR REP H 1843 52.18 96167.74 Common Sole Sole LFT 54318P108 LONGTOP FINANCIAL TECH -ADR ADR 608 16.56 10068.48 Common Sole Sole LFUS 537008104 LITTELFUSE INC COM USD.01 662 31.55 20886.1 Common Sole Sole LHO 517942108 LASALLE HOTEL PROPERTIES COM USD.01 362 25.13 9097.06 Common Sole Sole LIA 53015Y107 LIBERTY ACQUISITION HOLDINGS COM USD.0001 900 9.28 8352 Common Sole Sole LINTA 53071M104 LIBERTY MEDIA INTERACTIVE INT COM SER A 4164 14.76 61460.64 Common Sole Sole LKFN 511656100 LAKELAND FINANCIAL CORP COM USD.5 189 19.08 3606.12 Common Sole Sole LLL 502424104 L-3 COMMUNICATIONS HLDGS INC COM USD.01 188 90.87 17083.56 Common Sole Sole LLNW 53261M104 LIMELIGHT NETWORKS INC COM USD.001 860 3.82 3285.2 Common Sole Sole LLY 532457108 LILLY (ELI) & CO COM USD.625 7064 46.16 326074.24 Common Sole Sole LM 524901105 LEGG MASON INC COM USD.1 3505 43.57 152712.85 Common Sole Sole LMC 550372106 LUNDIN MINING CORP COM 47 6.07 285.29 Common Sole Sole LMT 539830109 LOCKHEED MARTIN CORP COM USD1 1041 98.66 102705.06 Common Sole Sole LNC 534187109 LINCOLN NATIONAL CORP COM USD1.25 1914 45.32 86742.48 Common Sole Sole LNDC 514766104 LANDEC CORP COM NPV 44 6.47 284.68 Common Sole Sole LNT 18802108 ALLIANT ENERGY CORP COM NPV 371 34.26 12710.46 Common Sole Sole LOJN 539451104 LOJACK CORP COM USD.01 374 7.96 2977.04 Common Sole Sole LOOP 543524300 LOOPNET INC COM USD.001 1090 11.3 12317 Common Sole Sole LPHI 53215T106 LIFE PARTNERS HOLDINGS INC COM USD.01 351 19.98 7012.98 Common Sole Sole LPNT 53219L109 LIFEPOINT HOSPITALS INC COM USD.01 7343 28.3 207806.9 Common Sole Sole LRY 531172104 LIBERTY PROPERTY TRUST COM USD.001 66 33.15 2187.9 Common Sole Sole LSCC 518415104 LATTICE SEMICONDUCTOR CORP COM USD.01 20850 3.13 65260.5 Common Sole Sole LSI 502161102 LSI CORP COM NPV 16812 6.14 103225.68 Common Sole Sole LSTR 515098101 LANDSTAR SYSTEM INC COM USD.01 657 55.22 36279.54 Common Sole Sole LTC 502175102 LTC PROPERTIES INC COM USD.01 352 25.56 8997.12 Common Sole Sole LTD 532716107 LIMITED BRANDS INC COM USD.5 5198 16.85 87586.3 Common Sole Sole LTXX 502392103 LTX CORP COM USD.05 12096 2.2 26611.2 Common Sole Sole LWSN 52078P102 LAWSON SOFTWARE INC COM USD.01 289 7.27 2101.03 Common Sole Sole LXK 529771107 LEXMARK INTL INC -CL A CL A COM USD.01 5776 33.43 193091.68 Common Sole Sole LXP 529043101 LEXINGTON REALTY TRUST COM USD.0001 1089 13.63 14843.07 Common Sole Sole LZ 549271104 LUBRIZOL CORP COM NPV 6572 46.33 304480.76 Common Sole Sole M 55616P104 MACYS INC COM NPV 2240 19.42 43500.8 Common Sole Sole MAA 59522J103 MID-AMERICA APT CMNTYS INC COM USD.01 801 51.04 40883.04 Common Sole Sole MAC 554382101 MACERICH CO COM USD.01 310 62.13 19260.3 Common Sole Sole MANH 562750109 MANHATTAN ASSOCIATES INC COM USD.01 301 23.73 7142.73 Common Sole Sole MAT 577081102 MATTEL INC COM USD1 24236 17.12 414920.32 Common Sole Sole MATK 572901106 MARTEK BIOSCIENCES CORP COM USD.1 870 33.71 29327.7 Common Sole Sole MBFI 55264U108 MB FINANCIAL INC/MD COM USD.01 73 22.47 1640.31 Common Sole Sole MBHI 598251106 MIDWEST BANC HOLDINGS INC COM USD.01 504 4.87 2454.48 Common Sole Sole MBT 607409109 MOBILE TELESYSTEMS OJSC SPONSORED ADR 1747 76.61 133837.67 Common Sole Sole MBWM 587376104 MERCANTILE BANK CORP COM NPV 154 7.18 1105.72 Common Sole Sole MCD 580135101 MCDONALDS CORP COM NPV 2532 56.22 142349.04 Common Sole Sole MCF 21075N204 CONTANGO OIL & GAS CO COM USD.04 90 92.92 8362.8 Common Sole Sole MCK 58155Q103 MCKESSON CORP COM USD2 3863 55.91 215980.33 Common Sole Sole MCRL 594793101 MICREL INC COM NPV 1857 9.15 16991.55 Common Sole Sole MCS 566330106 MARCUS CORP COM USD1 189 14.95 2825.55 Common Sole Sole MDCI 58449L100 MEDICAL ACTION INDUSTRIES COM USD.001 372 10.37 3857.64 Common Sole Sole MDRX 01988P108 ALLSCRIPTS HEALTHCARE SOLTNS COM USD.01 2071 12.41 25701.11 Common Sole Sole MDS 595626102 MIDAS INC COM USD.001 215 13.5 2902.5 Common Sole Sole MDU 552690109 MDU RESOURCES GROUP INC COM USD5 9854 34.86 343510.44 Common Sole Sole MDVN 58501N101 MEDIVATION INC COM 584 11.83 6908.72 Common Sole Sole ME 56845T305 MARINER ENERGY INC COM USD1 8431 36.97 311694.07 Common Sole Sole MEA 591176102 METALICO INC COM 2483 17.52 43502.16 Common Sole Sole MEAS 583421102 MEASUREMENT SPECIALTIES INC COM NPV 627 17.59 11028.93 Common Sole Sole MECA 559211107 MAGNA ENTERTAINMENT CORP CL A COM USD.01 1056 0.56 591.36 Common Sole Sole MED 58470H101 MEDIFAST INC COM USD.001 796 5.26 4186.96 Common Sole Sole MEE 576206106 MASSEY ENERGY CO COM USD.625 2443 93.75 229031.25 Common Sole Sole MEG 584404107 MEDIA GENERAL -CL A CL A COM USD5 272 11.95 3250.4 Common Sole Sole MEI 591520200 METHODE ELECTRONICS INC COM USD.5 277 10.45 2894.65 Common Sole Sole MELI 58733R102 MERCADOLIBRE INC COM USD.001 2335 34.49 80534.15 Common Sole Sole MENT 587200106 MENTOR GRAPHICS CORP COM NPV 553 15.8 8737.4 Common Sole Sole MERC 588056101 MERCER INTL INC SHS BEN INT USD1 1087 7.48 8130.76 Common Sole Sole MESA 590479101 MESA AIR GROUP INC COM NPV 22994 0.51 11726.94 Common Sole Sole MET 59156R108 METLIFE INC COM 4992 52.77 263427.84 Common Sole Sole MFA 55272X102 MFA MORTGAGE INVESTMENTS INC COM USD.01 4741 6.52 30911.32 Common Sole Sole MFB 560305104 MAIDENFORM BRANDS INC COM USD.01 237 13.5 3199.5 Common Sole Sole MFE 579064106 MCAFEE INC COM USD.01 15563 34.03 529608.89 Common Sole Sole MFRI 552721102 MFRI INC COM USD.01 90 15.1 1359 Common Sole Sole MFW 552541104 M & F WORLDWIDE CORP COM NPV 1251 39.31 49176.81 Common Sole Sole MGEE 55277P104 MGE ENERGY INC COM USD8 132 32.62 4305.84 Common Sole Sole MGRC 580589109 MCGRATH RENTCORP COM NPV 1224 24.59 30098.16 Common Sole Sole MHK 608190104 MOHAWK INDUSTRIES INC COM USD.01 3820 64.1 244862 Common Sole Sole MIC 55608B105 MACQUARIE INFRASTRUCT CO LLC SHS BEN INT 2106 25.29 53260.74 Common Sole Sole MICC L6388F110 MILLICOM INTL CELLULAR SA COM USD2 1291 103.5 133618.5 Common Sole Sole MIDD 596278101 MIDDLEBY CORP COM USD.01 1007 43.91 44217.37 Common Sole Sole MIG 58319P108 MEADOWBROOK INS GROUP INC COM USD.01 993 5.3 5262.9 Common Sole Sole MIM 55304X104 MI DEVELOPMENTS INC COM NPV 12 22.49 269.88 Common Sole Sole MINI 60740F105 MOBILE MINI INC COM USD.01 771 20 15420 Common Sole Sole MITSY 606827202 MITSUI & CO LTD ADR 22 443.95 9766.9 Common Sole Sole MLI 624756102 MUELLER INDUSTRIES COM NPV 1171 32.2 37706.2 Common Sole Sole MLNX M51363113 MELLANOX TECHNOLOGIES LTD ORD USD.01 872 13.54 11806.88 Common Sole Sole MLR 600551204 MILLER INDUSTRIES INC/TN COM USD.01 44 9.96 438.24 Common Sole Sole MMC 571748102 MARSH & MCLENNAN COS COM USD1 7998 26.55 212346.9 Common Sole Sole MMM 88579Y101 3M CO COM NPV 4069 69.59 283161.71 Common Sole Sole MMR 582411104 MCMORAN EXPLORATION CO COM USD.01 3192 27.52 87843.84 Common Sole Sole MMSI 589889104 MERIT MEDICAL SYSTEMS INC COM NPV 1777 14.7 26121.9 Common Sole Sole MNRO 610236101 MONRO MUFFLER BRAKE INC COM USD.01 22 15.49 340.78 Common Sole Sole MNST 611742107 MONSTER WORLDWIDE INC COM USD.001 2390 20.61 49257.9 Common Sole Sole MNTG 553769100 MTR GAMING GROUP INC COM USD.0001 2823 4.77 13465.71 Common Sole Sole MO 02209S103 ALTRIA GROUP INC COM USD1 1418 20.56 29154.08 Common Sole Sole MOH 60855R100 MOLINA HEALTHCARE INC COM USD.001 1617 24.34 39357.78 Common Sole Sole MOLX 608554101 MOLEX INC COM USD.05 5396 24.41 131716.36 Common Sole Sole MOT 620076109 MOTOROLA INC COM USD3 10833 7.34 79514.22 Common Sole Sole MOV 624580106 MOVADO GROUP INC COM USD.01 1726 19.8 34174.8 Common Sole Sole MPEL 585464100 MELCO PBL ENTERTAINMENT-ADR ADR NPV 413 9.32 3849.16 Common Sole Sole MPR 590876306 MET-PRO CORP COM USD.1 154 13.35 2055.9 Common Sole Sole MPW 58463J304 MEDICAL PROPERTIES TRUST COM USD.001 583 10.12 5899.96 Common Sole Sole MPWR 609839105 MONOLITHIC POWER SYSTEMS INC COM USD.001 2832 21.62 61227.84 Common Sole Sole MRGE 589499102 MERGE HEALTHCARE INC COM USD.01 440 1.16 510.4 Common Sole Sole MRK 589331107 MERCK & CO COM NPV 3367 37.69 126902.23 Common Sole Sole MRO 565849106 MARATHON OIL CORP COM NPV 9354 51.87 485191.98 Common Sole Sole MRTN 573075108 MARTEN TRANSPORT LTD COM USD.01 2563 15.97 40931.11 Common Sole Sole MRVC 553477100 MRV COMMUNICATIONS INC COM USD.01 14962 1.19 17804.78 Common Sole Sole MRVL G5876H105 MARVELL TECHNOLOGY GROUP LTD COM USD.002 28383 17.66 501243.78 Common Sole Sole MRX 584690309 MEDICIS PHARMACEUT CP -CL A CL A COM USD.001 7299 20.78 151673.22 Common Sole Sole MSB 590672101 MESABI TRUST SHS BEN INT NPV 97 30.8 2987.6 Common Sole Sole MSC 576674105 MATERIAL SCIENCES CORP COM USD.02 154 8.1 1247.4 Common Sole Sole MSEX 596680108 MIDDLESEX WATER CO COM NPV 317 16.59 5259.03 Common Sole Sole MSO 573083102 MARTHA STEWART LIVING OMNIMD CL A COM USD.01 187 7.4 1383.8 Common Sole Sole MSPD 602682106 MINDSPEED TECHNOLOGIES INC COM USD.01 90770 0.86 78062.2 Common Sole Sole MSTR 594972408 MICROSTRATEGY INC CL A COM USD.001 1025 64.75 66368.75 Common Sole Sole MTEX 563771104 MANNATECH INC COM USD.0001 627 5.44 3410.88 Common Sole Sole MTN 91879Q109 VAIL RESORTS INC COM USD.01 16 42.83 685.28 Common Sole Sole MTRX 576853105 MATRIX SERVICE COMPANY COM USD.01 3545 23.06 81747.7 Common Sole Sole MTSN 577223100 MATTSON TECHNOLOGY INC COM NPV 18958 4.76 90240.08 Common Sole Sole MTW 563571108 MANITOWOC CO COM USD2.5 2889 32.53 93979.17 Common Sole Sole MTXX 57685L105 MATRIXX INITIATIVES INC COM NPV 878 16.66 14627.48 Common Sole Sole MTZ 576323109 MASTEC INC COM USD.1 6364 10.66 67840.24 Common Sole Sole MUE 09254C107 BLACKRCK MUNIHDGS INSD FD II COM USD.10 7 11.39 79.73 Common Sole Sole MUR 626717102 MURPHY OIL CORP COM USD1 1747 98.05 171293.35 Common Sole Sole MV 591407101 METAVANTE HOLDING CO COM USD.01 44 22.62 995.28 Common Sole Sole MVC 553829102 MVC CAPITAL INC COM USD.01 211 13.69 2888.59 Common Sole Sole MVCO 583185103 MEADOW VALLEY CORP COM USD.001 25 9 225 Common Sole Sole MVL 57383T103 MARVEL ENTERTAINMENT INC COM USD.01 4544 32.14 146044.16 Common Sole Sole MWA 624758108 MUELLER WATER PRODUCTS INC SR A COM USD.01 1154 8.07 9312.78 Common Sole Sole MWIV 55402X105 MWI VETERINARY SUPPLY COM USD.01 1419 33.11 46983.09 Common Sole Sole MWRK 619903107 MOTHERS WORK INC COM USD.01 44 10.07 443.08 Common Sole Sole MWV 583334107 MEADWESTVACO CORP COM USD5 12423 23.84 296164.32 Common Sole Sole MXIM 57772K101 MAXIM INTEGRATED PRODUCTS COM USD.001 3354 21.15 70937.1 Common Sole Sole MXT 57773A508 MAXCOM TELECOMUNICACIONES SA ADS NPV 352 12.23 4304.96 Common Sole Sole MYGN 62855J104 MYRIAD GENETICS INC COM USD.01 4457 45.52 202882.64 Common Sole Sole MYL 628530107 MYLAN INC COM USD.5 4416 12.07 53301.12 Common Sole Sole NAFC 631158102 NASH FINCH CO COM USD1.66 684 34.27 23440.68 Common Sole Sole NANO 630077105 NANOMETRICS INC COM NPV 123 5.82 715.86 Common Sole Sole NAPS 630797108 NAPSTER INC COM USD.001 713 1.42 1012.46 Common Sole Sole NAT G65773106 NORDIC AMERN TANKER SHPG LTD COM USD.01 671 38.82 26048.22 Common Sole Sole NATI 636518102 NATIONAL INSTRUMENTS CORP COM USD.01 884 28.37 25079.08 Common Sole Sole NATL 63654U100 NATIONAL INTERSTATE CORP COM USD.01 77 18.38 1415.26 Common Sole Sole NAVI 63935M208 NAVISITE INC COM USD.01 176 3.8 668.8 Common Sole Sole NAVR 639208107 NAVARRE CORP COM NPV 1199 1.64 1966.36 Common Sole Sole NBL 655044105 NOBLE ENERGY INC COM USD3.33 3456 100.56 347535.36 Common Sole Sole NBTB 628778102 N B T BANCORP INC COM NPV 941 20.61 19394.01 Common Sole Sole NC 629579103 NACCO INDUSTRIES -CL A CL A COM USD1 185 74.35 13754.75 Common Sole Sole NCIT 62886K104 NCI INC CL A COM USD 562 22.88 12858.56 Common Sole Sole NCMI 635309107 NATIONAL CINEMEDIA INC COM USD.01 2337 10.66 24912.42 Common Sole Sole NCS 628852105 NCI BUILDING SYSTEMS INC COM USD.01 472 36.73 17336.56 Common Sole Sole NCTY 88337K104 THE9 LTD -ADR ADR 1319 22.58 29783.02 Common Sole Sole NDAQ 631103108 NASDAQ OMX GROUP INC COM USD.01 10459 26.55 277686.45 Common Sole Sole NDN 65440K106 99 CENTS ONLY STORES COM NPV 7943 6.6 52423.8 Common Sole Sole NDSN 655663102 NORDSON CORP COM USD1 172 72.89 12537.08 Common Sole Sole NED 65487R303 NOAH EDUCATION HOLDINGS -ADR COM USD0.00005 1024 5.4 5529.6 Common Sole Sole NENG 64121A107 NETWORK ENGINES INC COM USD.01 84 1.17 98.28 Common Sole Sole NEOG 640491106 NEOGEN CORP COM USD.16 334 22.89 7645.26 Common Sole Sole NEWP 651824104 NEWPORT CORP COM NPV 409 11.39 4658.51 Common Sole Sole NFG 636180101 NATIONAL FUEL GAS CO COM NPV 5513 59.48 327913.24 Common Sole Sole NFJ 65337H109 NFJ DIVIDEND INTRST&PREM STR SHS BNF INTEREST 264 21.25 5610 Common Sole Sole NFLX 64110L106 NETFLIX INC COM USD.001 1717 26.07 44762.19 Common Sole Sole NGAS 62912T103 NGAS RESOURCES INC COM NPV 1937 9.28 17975.36 Common Sole Sole NGS 63886Q109 NATURAL GAS SERVICES GROUP COM USD.01 542 30.48 16520.16 Common Sole Sole NHWK 65411N105 NIGHTHAWK RADIOLOGY HLDGS COM USD 4187 7.08 29643.96 Common Sole Sole NI 65473P105 NISOURCE INC COM NPV 12749 17.92 228462.08 Common Sole Sole NICE 653656108 NICE SYSTEMS LTD SPON ADR 319 29.57 9432.83 Common Sole Sole NIHD 62913F201 NII HOLDINGS INC CL B NEW 2051 47.49 97401.99 Common Sole Sole NINE 654407105 NINETOWNS INTERNET TECH -ADR ADR 159 2.05 325.95 Common Sole Sole NJ 654090109 NIDEC CORP SP ADR 60 16.63 997.8 Common Sole Sole NKE 654106103 NIKE INC CL B COM NPV 2186 59.61 130307.46 Common Sole Sole NL 629156407 NL INDUSTRIES COM USD1.25 77 9.53 733.81 Common Sole Sole NLC 62985Q101 NALCO HOLDING CO COM USD.01 6397 21.15 135296.55 Common Sole Sole NLS 63910B102 NAUTILUS INC COM NPV 271 5.08 1376.68 Common Sole Sole NLY 35710409 ANNALY CAPITAL MANAGMENT INC COM USD.01 926 15.51 14362.26 Common Sole Sole NMZ 670682103 NUVEEN MUN HIGH INC OPP FD COM 10 15.1 151 Common Sole Sole NOA 656844107 NORTH AMERICAN ENERGY PRTNRS COM NPV 1628 21.68 35295.04 Common Sole Sole NOBL 655053106 NOBLE INTERNATIONAL LTD COM NPV 341 4.47 1524.27 Common Sole Sole NOC 666807102 NORTHROP GRUMMAN CORP COM NPV 11504 66.9 769617.6 Common Sole Sole NOIZ 595125105 MICRONETICS INC COM USD.01 22 8.48 186.56 Common Sole Sole NOK 654902204 NOKIA (AB) OY SPON ADR 1540 24.5 37730 Common Sole Sole NOV 637071101 NATIONAL OILWELL VARCO INC COM USD.01 187 88.72 16590.64 Common Sole Sole NOVA 66986W108 NOVAMED INC COM USD.01 528 3.77 1990.56 Common Sole Sole NPBC 637138108 NATIONAL PENN BANCSHARES INC COM NPV 1966 13.28 26108.48 Common Sole Sole NR 651718504 NEWPARK RESOURCES COM USD.01 4616 7.86 36281.76 Common Sole Sole NRGN 6.41E+110 NEUROGEN CORP COM USD.025 679 1.03 699.37 Common Sole Sole NSC 655844108 NORFOLK SOUTHERN CORP COM USD1 1452 62.67 90996.84 Common Sole Sole NSIT 45765U103 INSIGHT ENTERPRISES INC COM NPV 3329 11.73 39049.17 Common Sole Sole NSM 637640103 NATIONAL SEMICONDUCTOR CORP COM USD.5 16476 20.54 338417.04 Common Sole Sole NSR 64126X201 NEUSTAR INC CL A COM USD.001 2478 21.56 53425.68 Common Sole Sole NTAP 64110D104 NETAPP INC COM NPV 12415 21.66 268908.9 Common Sole Sole NTCT 64115T104 NETSCOUT SYSTEMS INC COM USD.001 3260 10.68 34816.8 Common Sole Sole NTES 64110W102 NETEASE.COM INC -ADR SPONSORED ADR 3745 21.79 81603.55 Common Sole Sole NTLS 67020Q107 NTELOS HOLDINGS CORP COM USD 784 25.37 19890.08 Common Sole Sole NTRI 67069D108 NUTRISYSTEM INC COM USD.001 12543 14.14 177358.02 Common Sole Sole NTRS 665859104 NORTHERN TRUST CORP COM USD3.17 3278 68.57 224772.46 Common Sole Sole NTT 654624105 NIPPON TELEGRAPH & TELEPHONE SPON ADR 3959 24.3 96203.7 Common Sole Sole NTWK 64115A204 NETSOL TECHNOLOGIES INC COM USD.001 2103 2.58 5425.74 Common Sole Sole NTY 628782104 NBTY INC COM USD.008 2547 32.06 81656.82 Common Sole Sole NUAN 67020Y100 NUANCE COMMUNICATIONS INC COM USD.001 3409 15.67 53419.03 Common Sole Sole NUE 670346105 NUCOR CORP COM USD.4 5135 74.67 383430.45 Common Sole Sole NVEC 629445206 NVE CORP COM USD.01 111 31.66 3514.26 Common Sole Sole NVO 670100205 NOVO NORDISK A/S ADR 526 66 34716 Common Sole Sole NVS 66987V109 NOVARTIS AG SPON ADR 207 55.04 11393.28 Common Sole Sole NVTL 66987M604 NOVATEL WIRELESS INC COM USD.001 5187 11.13 57731.31 Common Sole Sole NWL 651229106 NEWELL RUBBERMAID INC COM USD1 7175 16.79 120468.25 Common Sole Sole NWLIA 638522102 NATIONAL WESTERN LIFE -CL A CL A COM USD1 10 218.5 2185 Common Sole Sole NWSB 667328108 NORTHWEST BANCORP INC COM USD.1 1182 21.82 25791.24 Common Sole Sole NWY 649295102 NEW YORK & COMPANY INC COM USD.01 6985 9.13 63773.05 Common Sole Sole NXG 666416102 NORTHGATE MINERALS CORP COM NPV 41086 2.75 112986.5 Common Sole Sole NYB 649445103 NEW YORK CMNTY BANCORP INC COM USD.01 1282 17.84 22870.88 Common Sole Sole NYX 629491101 NYSE EURONEXT COM USD.01 7584 50.66 384205.44 Common Sole Sole NZ 64111N101 NETEZZA CORP COM USD.001 2634 11.55 30422.7 Common Sole Sole NZT 879278208 TELECOM CORP OF NEW ZEALAND SPON ADR 448 13.51 6052.48 Common Sole Sole OC 690742101 OWENS CORNING COM NEW USD.01 3156 22.75 71799 Common Sole Sole OCFC 675234108 OCEANFIRST FINANCIAL CORP COM USD.01 421 18.05 7599.05 Common Sole Sole OCN 675746309 OCWEN FINANCIAL CORP COM USD.01 3144 4.65 14619.6 Common Sole Sole OCNF Y64202107 OCEANFREIGHT INC COM USD.01 1188 23.17 27525.96 Common Sole Sole OCR 681904108 OMNICARE INC COM USD1 394 26.22 10330.68 Common Sole Sole ODP 676220106 OFFICE DEPOT INC COM USD.01 5747 10.94 62872.18 Common Sole Sole OFC 22002T108 CORP OFFICE PPTYS TR INC COM USD.01 805 34.33 27635.65 Common Sole Sole OFG 68618W100 ORIENTAL FINANCIAL GROUP INC COM USD1 1683 14.26 23999.58 Common Sole Sole OFIX N6748L102 ORTHOFIX INTERNATIONAL NV COM USD.1 154 28.95 4458.3 Common Sole Sole OGE 670837103 OGE ENERGY CORP COM USD2.5 860 31.71 27270.6 Common Sole Sole OHI 681936100 OMEGA HEALTHCARE INVS INC COM NPV 970 16.65 16150.5 Common Sole Sole OI 690768403 OWENS-ILLINOIS INC COM USD.01 4470 41.69 186354.3 Common Sole Sole OII 675232102 OCEANEERING INTERNATIONAL COM USD.25 389 77.05 29972.45 Common Sole Sole OKE 682680103 ONEOK INC COM NPV 1369 48.83 66848.27 Common Sole Sole OKSB 844767103 SOUTHWEST BANCORP INC COM USD1 261 11.5 3001.5 Common Sole Sole OLN 680665205 OLIN CORP COM USD1 6731 26.18 176217.58 Common Sole Sole OLP 682406103 ONE LIBERTY PROPERTIES INC COM USD1 55 16.31 897.05 Common Sole Sole OMI 690732102 OWENS & MINOR INC COM USD2 113 45.69 5162.97 Common Sole Sole OMNI 68210T208 OMNI ENERGY SERVICES CORP COM USD.01 308 6.41 1974.28 Common Sole Sole OMPI 67423R108 OBAGI MEDICAL PRODUCTS INC COM USD.001 1632 8.55 13953.6 Common Sole Sole OMRI 681989109 OMRIX BIOPHARMACEUTICALS COM USD.01 725 15.74 11411.5 Common Sole Sole OMTR 68212S109 OMNITURE INC COM USD.001 2927 18.57 54354.39 Common Sole Sole OMX 67622P101 OFFICEMAX INC COM USD2.5 12709 13.9 176655.1 Common Sole Sole ONAV Y6476R105 OMEGA NAVIGATION ENT INC CL A COM USD 1490 16.51 24599.9 Common Sole Sole ONT 68338A107 ON2 TECHNOLOGIES INC COM NPV 154 0.61 93.94 Common Sole Sole ONXX 683399109 ONYX PHARMACEUTICALS INC COM USD.001 1841 35.6 65539.6 Common Sole Sole OPNT 683757108 OPNET TECHNOLOGIES INC COM USD.001 349 9 3141 Common Sole Sole OPTC 683818207 OPTELECOM-NKF INC COM USD.03 11 8.69 95.59 Common Sole Sole OPY 683797104 OPPENHEIMER HLDGS INC -CL A CL A COM NPV 264 28.26 7460.64 Common Sole Sole ORA 686688102 ORMAT TECHNOLOGIES INC COM USD.001 969 49.18 47655.42 Common Sole Sole ORBK M75253100 ORBOTECH LTD COM NPV 2102 13.32 27998.64 Common Sole Sole ORCC 68273G101 ONLINE RESOURCES CORP COM USD.0001 2291 8.35 19129.85 Common Sole Sole ORCH 68573C107 ORCHID CELLMARK INC COM USD.001 250 2.6 650 Common Sole Sole ORCL 68389X105 ORACLE CORP COM USD.01 31885 21 669585 Common Sole Sole ORCT M7531S206 ORCKIT COMMUNICATI ORD NIS.1 236 6.25 1475 Common Sole Sole ORH 67612W108 ODYSSEY RE HOLDINGS CORP COM USD.01 807 35.5 28648.5 Common Sole Sole ORLY 686091109 OREILLY AUTOMOTIVE INC COM USD.01 4135 22.35 92417.25 Common Sole Sole OSIR 68827R108 OSIRIS THERAPEUTICS INC COM USD.001 814 12.85 10459.9 Common Sole Sole OSIS 671044105 OSI SYSTEMS INC COM NPV 902 21.42 19320.84 Common Sole Sole OTEX 683715106 OPEN TEXT CORP COM NPV 1690 32.1 54249 Common Sole Sole OUTD 690027206 OUTDOOR CHANNEL HLDGS INC COM USD.001 319 6.98 2226.62 Common Sole Sole OVEN 900006206 TURBOCHEF TECHNOLOGIES INC COM USD.01 1226 4.78 5860.28 Common Sole Sole OVRL 690310107 OVERLAND STORAGE INC COM NPV 2 1.17 2.34 Common Sole Sole OVTI 682128103 OMNIVISION TECHNOLOGIES INC COM USD.001 8731 12.09 105557.79 Common Sole Sole OXGN 691828107 OXIGENE INC COM USD.01 275 1.25 343.75 Common Sole Sole OXY 674599105 OCCIDENTAL PETROLEUM CORP COM USD.2 1391 89.86 124995.26 Common Sole Sole OZM 67551U105 OCH-ZIFF CAPITAL MGMT LP COM NPV 363 19.01 6900.63 Common Sole Sole PAAS 697900108 PAN AMERICAN SILVER CORP COM NPV 3493 34.58 120787.94 Common Sole Sole PACR 69373H106 PACER INTERNATIONAL INC COM USD.01 1111 21.51 23897.61 Common Sole Sole PACT 69511V207 PACIFICNET INC COM USD.0001 1118 1.01 1129.18 Common Sole Sole PARL 701645103 PARLUX FRAGRANCES INC COM USD.01 744 5 3720 Common Sole Sole PAS 71343P200 PEPSIAMERICAS INC COM NPV 820 19.78 16219.6 Common Sole Sole PAY 92342Y109 VERIFONE HOLDINGS INC COM USD.01 5707 11.95 68198.65 Common Sole Sole PBCT 712704105 PEOPLES UNITED FINL INC COM NPV 5223 15.6 81478.8 Common Sole Sole PBG 713409100 PEPSI BOTTLING GROUP INC COM USD.01 11826 27.92 330181.92 Common Sole Sole PBI 724479100 PITNEY BOWES INC COM USD2 3295 34.1 112359.5 Common Sole Sole PBNY 744028101 PROVIDENT NEW YORK BANCORP COM USD.1 1636 11.06 18094.16 Common Sole Sole PBS 73935X823 POWERSHARES DYNM MEDIA PTFL Dynamic Media PTFL 11 12.11 133.21 Common Sole Sole PBT 714236106 PERMIAN BASIN ROYALTY TRUST UNTS BEN INT NPV 686 26.41 18117.26 Common Sole Sole PBY 713278109 PEP BOYS-MANNY MOE & JACK COM USD1 8210 8.72 71591.2 Common Sole Sole PCAR 693718108 PACCAR INC COM USD12 5941 41.83 248512.03 Common Sole Sole PCBC 69404P101 PACIFIC CAPITAL BANCORP COM NPV 229 13.78 3155.62 Common Sole Sole PCCC 69318J100 PC CONNECTION INC COM USD.01 2968 9.31 27632.08 Common Sole Sole PCG 69331C108 PG&E CORP COM USD5 3456 39.69 137168.64 Common Sole Sole PCOP 7171EP101 PHARMACOPEIA INC COM 3025 3.83 11585.75 Common Sole Sole PCP 740189105 PRECISION CASTPARTS CORP COM NPV 1830 96.37 176357.1 Common Sole Sole PCR 713839108 PERINI CORP COM USD1 4239 33.05 140098.95 Common Sole Sole PCS 591708102 METROPCS COMMUNICATIONS INC COM USD.0001 2586 17.71 45798.06 Common Sole Sole PCTI 69325Q105 PCTEL INC COM USD.001 795 9.59 7624.05 Common Sole Sole PCU 84265V105 SOUTHERN COPPER CORP COM USD.01 2752 106.63 293445.76 Common Sole Sole PCZ 7.16E+106 PETRO-CANADA COM NPV 1219 55.75 67959.25 Common Sole Sole PDC 723655106 PIONEER DRILLING CO COM USD.1 1958 18.81 36829.98 Common Sole Sole PDE 74153Q102 PRIDE INTERNATIONAL INC COM NPV 453 47.29 21422.37 Common Sole Sole PDRT 70212G101 PARTICLE DRILLING TECH INC COM 209 2.5 522.5 Common Sole Sole PDX 705324101 PEDIATRIX MEDICAL GROUP INC COM USD.01 3034 49.23 149363.82 Common Sole Sole PEBO 709789101 PEOPLES BANCORP INC/OH COM NPV 33 18.98 626.34 Common Sole Sole PEG 744573106 PUBLIC SERVICE ENTRP GRP INC COM NPV 1281 45.93 58836.33 Common Sole Sole PEJ 73935X757 POWERSHARES DYNM LEISURE&ENT DYN LEISURE&ENT 11 12.89 141.79 Common Sole Sole PENN 707569109 PENN NATIONAL GAMING INC COM USD.01 523 32.15 16814.45 Common Sole Sole PEO 716549100 PETROLEUM & RESOURCES CLOSED END 6 43.59 261.54 Common Sole Sole PER 714265105 PEROT SYSTEMS CORP CL A COM USD.01 1177 15.01 17666.77 Common Sole Sole PETS 716382106 PETMED EXPRESS INC COM USD.001 1095 12.25 13413.75 Common Sole Sole PFB 69331W104 PFF BANCORP INC COM USD.01 11 1.08 11.88 Common Sole Sole PFCB 69333Y108 P F CHANGS CHINA BISTRO INC COM USD.001 2537 22.34 56676.58 Common Sole Sole PFE 717081103 PFIZER INC COM USD.1 11874 17.47 207438.78 Common Sole Sole PFG 74251V102 PRINCIPAL FINANCIAL GRP INC COM USD.01 8972 41.97 376554.84 Common Sole Sole PG 742718109 PROCTER & GAMBLE CO COM NPV 8945 60.81 543945.45 Common Sole Sole PGIC 74332S102 PROGRESSIVE GAMING INTL CORP COM USD.1 1452 1.25 1815 Common Sole Sole PGN 743263105 PROGRESS ENERGY INC COM NPV 4186 41.83 175100.38 Common Sole Sole PGNX 743187106 PROGENICS PHARMACEUTICAL INC COM USD.0013 179 15.87 2840.73 Common Sole Sole PGR 743315103 PROGRESSIVE CORP-OHIO COM USD1 3056 18.72 57208.32 Common Sole Sole PH 701094104 PARKER-HANNIFIN CORP COM USD.5 3413 71.32 243415.16 Common Sole Sole PHH 693320202 PHH CORP COM 960 15.35 14736 Common Sole Sole PHIIK 69336T205 PHI INC COM USD.08 486 40.17 19522.62 Common Sole Sole PHLY 717528103 PHILADELPHIA CONS HLDG CORP COM NPV 105 33.97 3566.85 Common Sole Sole PII 731068102 POLARIS INDUSTRIES INC COM NPV 2434 40.38 98284.92 Common Sole Sole PIR 720279108 PIER 1 IMPORTS INC/DE COM USD1 573 3.44 1971.12 Common Sole Sole PKOH 700666100 PARK OHIO HOLDINGS CORP COM USD1 634 14.76 9357.84 Common Sole Sole PKX 693483109 POSCO SPON ADR 1320 129.78 171309.6 Common Sole Sole PL 743674103 PROTECTIVE LIFE CORP COM USD.5 1003 38.05 38164.15 Common Sole Sole PLA 728117300 PLAYBOY ENTERPRISES -CL B CL B COM NPV 2244 4.94 11085.36 Common Sole Sole PLCE 168905107 CHILDRENS PLACE RETAIL STRS COM USD.1 10187 36.1 367750.7 Common Sole Sole PLD 743410102 PROLOGIS SHS BEN INT USD.01 462 54.35 25109.7 Common Sole Sole PLL 696429307 PALL CORP COM USD.25 4107 39.68 162965.76 Common Sole Sole PLLL 699157103 PARALLEL PETROLEUM CORP COM USD.01 4942 20.13 99482.46 Common Sole Sole PLT 727493108 PLANTRONICS INC COM USD.01 2030 22.32 45309.6 Common Sole Sole PLXS 729132100 PLEXUS CORP COM USD.01 1361 27.68 37672.48 Common Sole Sole PLXT 693417107 PLX TECHNOLOGY INC COM USD.001 332 7.63 2533.16 Common Sole Sole PMACA 693419202 PMA CAPITAL CORP CL A COM USD5 415 9.21 3822.15 Common Sole Sole PMC 71714F104 PHARMERICA CORP COM 487 22.59 11001.33 Common Sole Sole PMCS 69344F106 PMC-SIERRA INC COM NPV 1937 7.65 14818.05 Common Sole Sole PMI 69344M101 PMI GROUP INC COM USD.01 5210 1.95 10159.5 Common Sole Sole PMTC 699173209 PARAMETRIC TECHNOLOGY CORP COM USD.01 964 16.67 16069.88 Common Sole Sole PNC 693475105 PNC FINANCIAL SVCS GROUP INC COM USD5 1163 57.1 66407.3 Common Sole Sole PNCL 723443107 PINNACLE AIRLINES CORP COM USD.01 22 3.16 69.52 Common Sole Sole PNFP 72346Q104 PINNACLE FINL PARTNERS INC COM USD1. 298 20.09 5986.82 Common Sole Sole PNM 69349H107 PNM RESOURCES INC COM USD5 5776 11.96 69080.96 Common Sole Sole PNRA 69840W108 PANERA BREAD CO CL A COM USD.0001 1292 46.26 59767.92 Common Sole Sole PNW 723484101 PINNACLE WEST CAPITAL CORP COM USD2.5 6985 30.77 214928.45 Common Sole Sole PNY 720186105 PIEDMONT NATURAL GAS CO COM USD.25 673 26.16 17605.68 Common Sole Sole POM 713291102 PEPCO HOLDINGS INC COM USD1 14954 25.65 383570.1 Common Sole Sole POWL 739128106 POWELL INDUSTRIES INC COM USD.01 79 50.41 3982.39 Common Sole Sole PPC 721467108 PILGRIMS PRIDE CORP COM USD.01 1076 12.99 13977.24 Common Sole Sole PPHM 713661106 PEREGRINE 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962 21.11 20307.82 Common Sole Sole PRU 744320102 PRUDENTIAL FINANCIAL INC COM USD.01 8964 59.74 535509.36 Common Sole Sole PRX 69888P106 PAR PHARMACEUTICAL COS INC COM USD.01 1858 16.23 30155.34 Common Sole Sole PRXL 699462107 PAREXEL INTERNATIONAL CORP COM USD.01 3059 26.31 80482.29 Common Sole Sole PSD 745310102 PUGET ENERGY INC COM NPV 47 23.99 1127.53 Common Sole Sole PSEM 713831105 PERICOM SEMICONDUCTOR CORP COM NPV 366 14.84 5431.44 Common Sole Sole PSMT 741511109 PRICESMART INC COM USD.0001 700 19.78 13846 Common Sole Sole PSPT 712714302 PEOPLESUPPORT INC COM USD.001 1109 8.5 9426.5 Common Sole Sole PSS 19421W100 COLLECTIVE BRANDS INC COM USD.01 13373 11.63 155527.99 Common Sole Sole PSY 09255H105 BLACKROCK PREF INC STRAT FD COM USD.01 6 15.22 91.32 Common Sole Sole PT 737273102 PORTUGAL TELECOM SGPS SA SPON ADR 865 11.24 9722.6 Common Sole Sole PTIE 69562K100 PAIN THERAPEUTICS INC COM USD.001 1738 7.9 13730.2 Common Sole Sole PTNR 70211M109 PARTNER COMMUNICATIONS CO ADR 1457 23.73 34574.61 Common Sole Sole PTP G7127P100 PLATINUM UNDERWRITERS HLDG COM USD.01 2807 32.61 91536.27 Common Sole Sole PTRY 698657103 PANTRY INC COM USD.01 1401 10.66 14934.66 Common Sole Sole PULB 745548107 PULASKI FINANCIAL CORP COM USD1 66 9.5 627 Common Sole Sole PVA 707882106 PENN VIRGINIA CORP COM USD6.25 1906 75.42 143750.52 Common Sole Sole PVH 718592108 PHILLIPS-VAN HEUSEN CORP COM USD1 670 36.62 24535.4 Common Sole Sole PWAV 739363109 POWERWAVE TECHNOLOGIES INC COM USD.0001 10105 4.25 42946.25 Common Sole Sole PWER 739308104 POWER-ONE INC COM USD.001 1242 1.89 2347.38 Common Sole Sole PXD 723787107 PIONEER NATURAL RESOURCES CO COM NPV 3494 78.28 273510.32 Common Sole Sole Q 749121109 QWEST COMMUNICATION INTL INC COM NPV 40071 3.93 157479.03 Common Sole Sole QADI 74727D108 QAD INC COM USD.001 448 6.77 3032.96 Common Sole Sole QDEL 74838J101 QUIDEL CORP COM NPV 2698 16.52 44570.96 Common Sole Sole QID 74347R875 ULTRASHORT QQQ PROSHARES ULTRASHORT QQQ 55 44.83 2465.65 Common 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Common Sole Sole RBCN 78112T107 RUBICON TECHNOLOGY INC COM USD.001 647 20.32 13147.04 Common Sole Sole RBI 84916A104 SPORT SUPPLY GROUP INC COM USD.001 110 10.27 1129.7 Common Sole Sole RBPAA 780081105 ROYAL BANCSHARES/PA -CL A CL A COM NPV 75 9.41 705.75 Common Sole Sole RCI 775109200 ROGERS COMMUNICATIONS -CL B CL B COM NPV 2783 38.66 107590.78 Common Sole Sole RCNI 749361200 RCN CORP COM NEW 2176 10.78 23457.28 Common Sole Sole RCRC 749388104 RC2 CORP COM USD.01 VTG 3494 18.56 64848.64 Common Sole Sole RDEN 28660G106 ELIZABETH ARDEN INC COM USD.01 3444 15.18 52279.92 Common Sole Sole RDK 781258108 RUDDICK CORP COM USD1 1175 34.31 40314.25 Common Sole Sole RDN 750236101 RADIAN GROUP INC COM USD.001 12238 1.45 17745.1 Common Sole Sole RDYN 76028W107 REPLIDYNE INC COM USD.001 341 1.35 460.35 Common Sole Sole RE G3223R108 EVEREST RE GROUP LTD COM USD.01 1935 79.71 154238.85 Common Sole Sole REG 758849103 REGENCY CENTERS CORP COM USD.01 932 59.12 55099.84 Common Sole Sole RELV 75952R100 RELIV INTERNATIONAL INC COM NPV 243 5.47 1329.21 Common Sole Sole REP 76026T205 REPSOL YPF SA SPON ADR 178 39.27 6990.06 Common Sole Sole REVU 742352107 PRINCETON REVIEW INC CLA USD.01 493 6.76 3332.68 Common Sole Sole RGA 759351109 REINSURANCE GROUP AMER INC COM USD.01 861 43.52 37470.72 Common Sole Sole RGC 758766109 REGAL ENTERTAINMENT GROUP COM CL A 5514 15.28 84253.92 Common Sole Sole RGS 758932107 REGIS CORP/MN COM USD.05 1297 26.35 34175.95 Common Sole Sole RHB 759148109 REHABCARE GROUP INC COM USD.01 511 16.03 8191.33 Common Sole Sole RICK 765641303 RICKS CABARET INTL INC COM USD.01 2012 16.8 33801.6 Common Sole Sole RIMM 760975102 RESEARCH IN MOTION LTD COM NPV 1138 116.9 133032.2 Common Sole Sole RIO 204412209 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 3486 35.82 124868.52 Common Sole Sole RIV 769627100 RIVIERA HOLDINGS CORP COM USD.001 572 10.15 5805.8 Common Sole Sole RJET 760276105 REPUBLIC AIRWAYS HLDGS INC COM USD.001 6268 8.66 54280.88 Common Sole Sole RJF 754730109 RAYMOND JAMES FINANCIAL CORP COM USD.01 1069 26.39 28210.91 Common Sole Sole RKT 772739207 ROCK-TENN CO COM USD.01 4446 29.99 133335.54 Common Sole Sole RLRN 75968L105 RENAISSANCE LEARNING INC COM USD.01 41 11.21 459.61 Common Sole Sole RMIX 90333L102 U S CONCRETE INC COM USD.001 880 4.76 4188.8 Common Sole Sole RNR G7496G103 RENAISSANCERE HOLDINGS LTD COM USD1 1687 44.67 75358.29 Common Sole Sole RNST 7.60E+111 RENASANT CORP COM USD5 608 14.73 8955.84 Common Sole Sole ROC 774415103 ROCKWOOD HOLDINGS INC COM USD.01 118 34.8 4106.4 Common Sole Sole ROCK 374689107 GIBRALTAR INDUSTRIES INC COM USD.01 1857 15.97 29656.29 Common Sole Sole ROG 775133101 ROGERS CORP COM USD1 70 37.59 2631.3 Common Sole Sole ROH 775371107 ROHM AND HAAS CO COM USD2.5 3626 46.44 168391.44 Common Sole Sole ROME 77587P103 ROME BANCORP INC COM USD.01 22 11.1 244.2 Common Sole Sole ROSE 777779307 ROSETTA RESOURCES INC COM 2826 28.5 80541 Common Sole Sole ROST 778296103 ROSS STORES INC COM USD.01 1130 35.52 40137.6 Common Sole Sole RPT 751452202 RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 316 20.54 6490.64 Common Sole Sole RRD 257867101 DONNELLEY (R R) & SONS CO COM USD1.25 14995 29.69 445201.55 Common Sole Sole RRGB 75689M101 RED ROBIN GOURMET BURGERS COM USD.001 4741 27.74 131515.34 Common Sole Sole RRI 75952B105 RELIANT ENERGY INC COM USD.001 14474 21.27 307861.98 Common Sole Sole RS 759509102 RELIANCE STEEL & ALUMINUM CO COM NPV 1200 77.09 92508 Common Sole Sole RSC 761624105 REX STORES CORP COM USD.01 3438 11.55 39708.9 Common Sole Sole RSCR 760943100 RES-CARE INC COM NPV 519 17.78 9227.82 Common Sole Sole RSF 74963H102 RMK STRATEGIC INCOME FD INC COM 1 2.22 2.22 Common Sole Sole RSG 760759100 REPUBLIC SERVICES INC COM USD.01 5557 29.7 165042.9 Common Sole Sole RSTI 775043102 ROFIN SINAR TECHNOLOGIES INC COM USD.01 1064 30.2 32132.8 Common Sole Sole RT 781182100 RUBY TUESDAY INC COM USD2 7306 5.4 39452.4 Common Sole Sole RTI 74973W107 RTI INTL METALS INC COM USD.01 452 35.62 16100.24 Common Sole Sole RTIX 74975N105 RTI BIOLOGICS INC COM USD.001 678 8.75 5932.5 Common Sole Sole RTP 767204100 RIO TINTO GROUP (GBP) SPON ADR 28 495 13860 Common Sole Sole RTPR 76131K107 RETAIL PRO INC COM USD.0001 115000 0.04 4600 Common Sole Sole RURL 781748108 RURAL/METRO CORP COM USD.01 286 2.02 577.72 Common Sole Sole RUS 782233100 RUSS BERRIE & CO INC COM USD.1 249 7.97 1984.53 Common Sole Sole RVBD 768573107 RIVERBED TECHNOLOGY INC COM USD.0001 2529 13.72 34697.88 Common Sole Sole RWC 759525108 RELM WIRELESS CORP COM NPV 275 1.5 412.5 Common Sole Sole RWF 19248J100 COHEN&STEERS WRLDWD RLTY INC COM USD.001 11 13.89 152.79 Common Sole Sole RWT 758075402 REDWOOD TRUST INC COM USD.01 1441 22.79 32840.39 Common Sole Sole SABA 784932600 SABA SOFTWARE INC COM USD.001 231 3.21 741.51 Common Sole Sole SALM 794093104 SALEM COMMUNICATIONS CORP CL A COM USD.01 479 1.97 943.63 Common Sole Sole SANM 800907107 SANMINA-SCI CORP COM USD.01 27533 1.28 35242.24 Common Sole Sole SASR 800363103 SANDY 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INC COM USD1 1835 23.03 42260.05 Common Sole Sole SHOO 556269108 MADDEN STEVEN LTD COM USD.0001 831 18.38 15273.78 Common Sole Sole SHS 804137107 SAUER-DANFOSS INC COM USD.01 282 31.15 8784.3 Common Sole Sole SI 826197501 SIEMENS AG SPONSORED ADR 1123 110.13 123675.99 Common Sole Sole SIAL 826552101 SIGMA-ALDRICH CORP COM USD1 724 53.86 38994.64 Common Sole Sole SID 20440W105 CSN-CIA SIDERURGICA NACIONAL SPON ADR 72 44.41 3197.52 Common Sole Sole SIG 82668L872 SIGNET GROUP PLC ADR 10 9.96 99.6 Common Sole Sole SIGI 816300107 SELECTIVE INS GROUP INC COM USD2 931 18.76 17465.56 Common Sole Sole SIGM 826565103 SIGMA DESIGNS INC COM NPV 10301 13.89 143080.89 Common Sole Sole SIL G04074103 APEX SILVER MINES LTD ORD USD.01 766 4.91 3761.06 Common Sole Sole SILC M84116108 SILICOM LTD ORD NIS.01 165 6.65 1097.25 Common Sole Sole SINT 78427V102 SI INTERNATIONAL INC COM USD.01 431 20.94 9025.14 Common Sole Sole SIRO 82966C103 SIRONA DENTAL SYSTEMS INC COM 1922 25.92 49818.24 Common Sole Sole SIRT 82968A105 SIRTRIS PHARMACEUTICALS INC COM USD.001 132 22.5 2970 Common Sole Sole SJI 838518108 SOUTH JERSEY INDUSTRIES INC COM USD1.25 422 37.36 15765.92 Common Sole Sole SJT 798241105 SAN JUAN BASIN ROYALTY TR UNTS BEN INT NPV 476 46.26 22019.76 Common Sole Sole SJW 784305104 SJW CORP COM USD3.125 974 26.4 25713.6 Common Sole Sole SKIL 830928107 SKILLSOFT PLC -ADR SPON ADR 5350 9.04 48364 Common Sole Sole SKX 830566105 SKECHERS U S A INC CL A COM USD.001 632 19.76 12488.32 Common Sole Sole SKYW 830879102 SKYWEST INC COM NPV 3768 12.65 47665.2 Common Sole Sole SLAB 826919102 SILICON LABORATORIES INC COM USD.0001 6810 36.09 245772.9 Common Sole Sole SLE 803111103 SARA LEE CORP COM USD1.333 17954 12.25 219936.5 Common Sole Sole SLG 78440X101 SL GREEN REALTY CORP COM USD.01 625 82.72 51700 Common Sole Sole SMA 871546206 SYMMETRY MEDICAL INC COM USD.001 4186 16.22 67896.92 Common Sole Sole SMG 810186106 SCOTTS MIRACLE-GRO CO CL A COM USD.01 9221 17.57 162012.97 Common Sole Sole SMLC M98939107 012 SMILE COMMUNICATIONS LTD COM NIS.01 77 9.72 748.44 Common Sole Sole SMP 853666105 STANDARD MOTOR PRODS CL A COM USD2 327 8.16 2668.32 Common Sole Sole SMRT 858375108 STEIN MART INC COM USD.01 4521 4.51 20389.71 Common Sole Sole SMSC 853626109 STANDARD MICROSYSTEMS CORP COM USD.1 21 27.15 570.15 Common Sole Sole SMSI 832154108 SMITH MICRO SOFTWARE INC COM USD.001 9346 5.7 53272.2 Common Sole Sole SMTB 832449102 SMITHTOWN BANCORP INC COM NPV 79 16.25 1283.75 Common Sole Sole SNA 833034101 SNAP-ON INC COM USD1 4601 52.01 239298.01 Common Sole Sole SNDK 80004C101 SANDISK CORP COM USD.001 18778 18.7 351148.6 Common Sole Sole SNH 81721M109 SENIOR HOUSING PPTYS TRUST COM USD.01 2577 19.53 50328.81 Common Sole Sole SNHY 866942105 SUN HYDRAULICS CORP COM USD.001 932 32.27 30075.64 Common Sole Sole SNMX 81724Q107 SENOMYX INC COM USD.001 304 4.93 1498.72 Common Sole Sole SNP 16941R108 CHINA PETROLEUM & CHEM CORP SPON ADR 1348 92.89 125215.72 Common Sole Sole SNTA 87162T206 SYNTA PHARMACEUTICALS CORP COM USD.0001 1287 6.1 7850.7 Common Sole Sole SNTS 802817304 SANTARUS INC COM USD.0001 3024 2.01 6078.24 Common Sole Sole SNUS 835692104 SONUS PHARMACEUTICALS INC COM USD.001 1203 0.31 372.93 Common Sole Sole SNWL 835470105 SONICWALL INC COM NPV 4525 6.45 29186.25 Common Sole Sole SNX 87162W100 SYNNEX CORP COM USD.001 3692 25.09 92632.28 Common Sole Sole SNY 80105N105 SANOFI-AVENTIS SPONSORED ADR 1472 33.23 48914.56 Common Sole Sole SOHU 83408W103 SOHU.COM INC COM USD.001 1391 70.44 97982.04 Common Sole Sole SOMX 834453102 SOMAXON PHARMACEUTICALS INC COM USD.01 115 4.77 548.55 Common Sole Sole SON 835495102 SONOCO PRODUCTS CO COM NPV 4188 30.95 129618.6 Common Sole Sole SONO 83568G104 SONOSITE INC COM USD.01 307 28.01 8599.07 Common Sole Sole SONS 835916107 SONUS NETWORKS INC COM USD.001 8589 3.42 29374.38 Common Sole Sole SOV 845905108 SOVEREIGN BANCORP INC COM NPV 69194 7.36 509267.84 Common Sole Sole SPAR 846819100 SPARTAN MOTORS INC COM NPV 2941 7.47 21969.27 Common Sole Sole SPEC 847615101 SPECTRUM CONTROL INC COM NPV 230 8.2 1886 Common Sole Sole SPF 85375C101 STANDARD PACIFIC CORP COM NPV 2464 3.38 8328.32 Common Sole Sole SPNC 84760C107 SPECTRANETICS CORP COM USD.001 2471 9.86 24364.06 Common Sole Sole SPR 848574109 SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 4194 19.18 80440.92 Common Sole Sole SPSS 78462K102 SPSS INC COM USD.01 549 36.37 19967.13 Common Sole Sole SPWR 867652109 SUNPOWER CORP CL A COM USD.001 1173 71.98 84432.54 Common Sole Sole SQM 833635105 SOC QUIMICA Y MINERA DE CHI SPON ADR SER B 137 46.6 6384.2 Common Sole Sole SQNM 817337405 SEQUENOM INC COM USD.001 4750 15.96 75810 Common Sole Sole SRCE 336901103 1ST SOURCE CORP COM USD1 169 16.1 2720.9 Common Sole Sole SRI 86183P102 STONERIDGE INC COM NPV 418 17.06 7131.08 Common Sole Sole SRS 74347R552 ULTRASHORT REAL ES PROSHARES REAL ESTATE 66 105 6930 Common Sole Sole SRZ 86768K106 SUNRISE SENIOR LIVING INC COM USD.01 2217 22.48 49838.16 Common Sole Sole SSI 85254C305 STAGE STORES INC COM NEW 6743 11.67 78690.81 Common Sole Sole SSO 74347R107 ULTRA S&P500 PROSHARES SHS 209 61.64 12882.76 Common Sole Sole SSP 811054204 EW SCRIPPS -CL A CL A COM USD.01 2134 41.54 88646.36 Common Sole Sole SSYS 862685104 STRATASYS INC COM USD.01 62 18.46 1144.52 Common Sole Sole STAA 852312305 STAAR SURGICAL CO COM USD.01 561 3.1 1739.1 Common Sole Sole STAN 853790103 STANDARD PARKING CORP CL A USD.001 646 18.2 11757.2 Common Sole Sole STAR 85528P108 STARENT NETWORKS CORP COM USD.001 18419 12.58 231711.02 Common Sole Sole STBA 783859101 S & T BANCORP INC COM NPV 379 29.06 11013.74 Common Sole Sole STBC 855716106 STATE BANCORP/NY COM NPV 95 12.5 1187.5 Common Sole Sole STE 859152100 STERIS CORP COM NPV 1095 28.76 31492.2 Common Sole Sole STEC 784774101 STEC INC COM USD.001 2297 10.27 23590.19 Common Sole Sole STEI 860370105 STEWART ENTERPRISES -CL A CL A COM NPV 9689 7.2 69760.8 Common Sole Sole STFC 855707105 STATE AUTO FINANCIAL CORP COM USD5 14 23.93 335.02 Common Sole Sole STL 859158107 STERLING BANCORP/NY COM USD1 1861 11.95 22238.95 Common Sole Sole STLD 858119100 STEEL DYNAMICS INC COM USD.01 5095 39.07 199061.65 Common Sole Sole STOSY 803021609 SANTOS LTD SPON ADR 113 83.17 9398.21 Common Sole Sole STRL 859241101 STERLING CONSTRUCTION CO INC COM NPV 1823 19.86 36204.78 Common Sole Sole STST 40149106 ARGON ST INC COM 917 24.8 22741.6 Common Sole Sole STT 857477103 STATE STREET CORP COM USD1 5698 63.99 364615.02 Common Sole Sole STX G7945J104 SEAGATE TECHNOLOGY COM USD.00001 6159 19.13 117821.67 Common Sole Sole SU 867229106 SUNCOR ENERGY INC COM NPV 2371 58.12 137802.52 Common Sole Sole SUBK 864739107 SUFFOLK BANCORP COM NPV 22 29.38 646.36 Common Sole Sole SUP 868168105 SUPERIOR INDUSTRIES INTL COM USD.5 650 16.88 10972 Common Sole Sole SUPG 868059106 SUPERGEN INC COM USD.001 1199 2.05 2457.95 Common Sole Sole SUR 12612L108 CNA SURETY CORP COM USD.4 717 12.64 9062.88 Common Sole Sole SURG 87160G107 SYNERGETICS USA INC COM USD.01667 284 2.64 749.76 Common Sole Sole SUSQ 869099101 SUSQUEHANNA BANCSHARES INC COM USD2 6829 13.69 93489.01 Common Sole Sole SVU 868536103 SUPERVALU INC COM USD1 11511 30.89 355574.79 Common Sole Sole SWIM 88409C105 THINKORSWIM GROUP INC COM USD.001 4061 7.05 28630.05 Common Sole Sole SWIR 826516106 SIERRA WIRELESS INC COM NPV 7109 14.6 103791.4 Common Sole Sole SWK 854616109 STANLEY WORKS COM USD2.5 2762 44.83 123820.46 Common Sole Sole SWS 78503N107 SWS GROUP INC COM USD.1 651 16.61 10813.11 Common Sole Sole SWX 844895102 SOUTHWEST GAS CORP COM USD1 1525 29.73 45338.25 Common Sole Sole SWY 786514208 SAFEWAY INC COM NPV 1367 28.55 39027.85 Common Sole Sole SWZ 870875101 SWISS HELVETIA FUND CLOSED END 66 15.18 1001.88 Common Sole Sole SXE 854532108 STANLEY INC COM USD.01 39 33.52 1307.28 Common Sole Sole SXI 854231107 STANDEX INTERNATIONAL CORP COM NPV 186 20.74 3857.64 Common Sole Sole SXT 81725T100 SENSIENT TECHNOLOGIES CORP COM USD.1 1068 28.16 30074.88 Common Sole Sole SY 871130100 SYBASE INC COM USD.001 2034 29.42 59840.28 Common Sole Sole SYKE 871237103 SYKES ENTERPRISES INC COM USD.01 1267 18.86 23895.62 Common Sole Sole SYMC 871503108 SYMANTEC CORP COM NPV 11144 19.35 215636.4 Common Sole Sole SYNL 871565107 SYNALLOY CORP COM USD1 44 15.42 678.48 Common Sole Sole SYNO 87162G105 SYNOVIS LIFE TECH INC COM USD.01 13 18.83 244.79 Common Sole Sole SYT 87160A100 SYNGENTA AG SPONSORED ADR 14 64.7 905.8 Common Sole Sole SYUT 87164C102 SYNUTRA INTERNATIONAL INC COM 191 32.32 6173.12 Common Sole Sole TAC 89346D107 TRANSALTA CORP COM NPV 300 36.24 10872 Common Sole Sole TACT 892918103 TRANSACT TECHNOLOGIES INC COM USD.01 165 8.28 1366.2 Common Sole Sole TAL 874083108 TAL INTERNATIONAL GROUP INC COM 799 22.74 18169.26 Common Sole Sole TAM 87484D103 TAM SA ADR USD.01 repr PFD 134 19.12 2562.08 Common Sole Sole TARR 876287103 TARRAGON CORP SHS BEN INT NPV 970 1.75 1697.5 Common Sole Sole TBBK 05969A105 BANCORP INC COM 317 7.62 2415.54 Common Sole Sole TCHC 90136Q100 21ST CENTURY HOLDING CO COM USD.01 66 8.17 539.22 Common Sole Sole TCK 878742204 TECK COMINCO LTD -CL B Cl B Com Npv Svtg 382 47.95 18316.9 Common Sole Sole TDG 893641100 TRANSDIGM GROUP INC COM USD.01 2447 33.59 82194.73 Common Sole Sole TDK 872351408 TDK CORP ADR 737 60 44220 Common Sole Sole TDS 879433100 TELEPHONE & DATA SYSTEMS INC COM USD1 21 47.27 992.67 Common Sole Sole TDSC 88554D205 3D SYSTEMS CORP COM NPV 610 9.5 5795 Common Sole Sole TDW 886423102 TIDEWATER INC COM USD.5 347 65.03 22565.41 Common Sole Sole TEF 879382208 TELEFONICA SA ADR 2283 79.58 181681.14 Common Sole Sole TEG 45822P105 INTEGRYS ENERGY GROUP INC COM USD4 7535 50.83 383004.05 Common Sole Sole TEI 880192109 TEMPLETON EMERGING MKTS INCM COM 4 13.54 54.16 Common Sole Sole TEL G9144P105 TYCO ELECTRONICS LTD COM 16333 35.82 585048.06 Common Sole Sole TEN 880349105 TENNECO INC COM USD5 539 13.53 7292.67 Common Sole Sole TER 880770102 TERADYNE INC COM USD.125 33945 11.07 375771.15 Common Sole Sole TESO 88157K101 TESCO CORP COM NPV 740 31.95 23643 Common Sole Sole TEX 880779103 TEREX CORP COM USD.01 4180 51.37 214726.6 Common Sole Sole TFSL 87240R107 TFS FINANCIAL CORP COM USD.01 678 11.59 7858.02 Common Sole Sole TGI 896818101 TRIUMPH GROUP INC COM USD.001 3262 47.1 153640.2 Common Sole Sole TGIC 895925105 TRIAD GUARANTY INC COM USD.01 921 1.04 957.84 Common Sole Sole THG 410867105 HANOVER INSURANCE GROUP INC COM USD.01 1058 42.5 44965 Common Sole Sole THO 885160101 THOR INDUSTRIES INC COM USD.01 657 21.26 13967.82 Common Sole Sole THQI 872443403 THQ INC COM USD.0001 696 20.26 14100.96 Common Sole Sole THRM 88343R101 THERMAGE INC COM USD.001 361 2.86 1032.46 Common Sole Sole THS 89469A104 TREEHOUSE FOODS INC COM 512 24.26 12421.12 Common Sole Sole TI 87927Y102 TELECOM ITALIA SPA - NEW SPON ADR ORD 502 19.96 10019.92 Common Sole Sole TIBX 88632Q103 TIBCO SOFTWARE INC COM USD.001 6120 7.65 46818 Common Sole Sole TIE 888339207 TITANIUM METALS CORP COM USD.01 4827 13.99 67529.73 Common Sole Sole TIVO 888706108 TIVO INC COM USD.001 4894 6.17 30195.98 Common Sole Sole TKC 900111204 TURKCELL ILETISIM HIZMET SPONSORED ADR 11940 14.55 173727 Common Sole Sole TKLC 879101103 TEKELEC COM NPV 250 14.71 3677.5 Common Sole Sole TKR 887389104 TIMKEN CO COM NPV 2548 32.94 83931.12 Common Sole Sole TKS 890030208 TOMKINS PLC SPON ADR 1980 12.1 23958 Common Sole Sole TLAB 879664100 TELLABS INC COM NPV 45635 4.65 212202.75 Common Sole Sole TLCV 872549100 TLC VISION CORP COM NPV 3258 1 3258 Common Sole Sole TLEO 87424N104 TALEO CORP CL A COM USD 206 19.59 4035.54 Common Sole Sole TLK 715684106 TELEKOMUNIKASI INDONESIA SPON ADR 3252 32.25 104877 Common Sole Sole TLVT E90215109 TELVENT GIT SA ORD 179 24.02 4299.58 Common Sole Sole TM 892331307 TOYOTA MOTOR CORP ADR 91 94 8554 Common Sole Sole TMA 885218107 THORNBURG MORTGAGE INC COM USD.01 1408 0.202 284.416 Common Sole Sole TMB 8.79E+109 TELEMIG CELULAR PARTICIPACOE SPONS ADR PFD 322 59.5 19159 Common Sole Sole TMCV 87972L104 TEMECULA VALLEY BANCORP INC COM 4 5.99 23.96 Common Sole Sole TMK 891027104 TORCHMARK CORP COM USD1 3499 58.65 205216.35 Common Sole Sole TMO 883556102 THERMO FISHER SCIENTIFIC INC COM USD1 877 55.73 48875.21 Common Sole Sole TMP 890110109 TOMPKINS FINANCIAL CORP COM NPV 88 37.2 3273.6 Common Sole Sole TMR 58977Q109 MERIDIAN RESOURCE CORP COM NPV 1460 2.95 4307 Common Sole Sole TMRK 881448203 TERREMARK WORLDWIDE INC COM USD.001 624 5.46 3407.04 Common Sole Sole TNB 884315102 THOMAS & BETTS CORP COM USD.5 2982 37.85 112868.7 Common Sole Sole TNC 880345103 TENNANT CO COM USD.375 859 30.07 25830.13 Common Sole Sole TNDM 64128B108 NEUTRAL TANDEM INC COM USD.001 1873 17.5 32777.5 Common Sole Sole TNL 878555101 TECHNITROL INC COM USD.125 1206 16.99 20489.94 Common Sole Sole TNP G9108L108 TSAKOS ENERGY NAVIGATION LTD COM USD1 1240 37.08 45979.2 Common Sole Sole TOL 889478103 TOLL BROTHERS INC COM USD.01 1313 18.73 24592.49 Common Sole Sole TOMO 890088107 TOMOTHERAPY INC COM USD.01 664 8.93 5929.52 Common Sole Sole TONE 88650R108 TIERONE CORP COM USD.01 1015 4.59 4658.85 Common Sole Sole TOT 8.92E+113 TOTAL SPON ADR 270 85.27 23022.9 Common Sole Sole TPGI 884453101 THOMAS PROPERTIES GROUP COM USD.01 865 9.84 8511.6 Common Sole Sole TQNT 89674K103 TRIQUINT SEMICONDUCTOR INC COM NPV 10198 6.06 61799.88 Common Sole Sole TRCA 88078L105 TERCICA INC COM USD.001 3256 8.83 28750.48 Common Sole Sole TRCR 893929208 TRANSCEND SERVICES INC COM USD.01 22 8.92 196.24 Common Sole Sole TRH 893521104 TRANSATLANTIC HOLDINGS INC COM USD1 1061 56.47 59914.67 Common Sole Sole TRK 847788106 SPEEDWAY MOTORSPORTS INC COM USD.01 1399 20.38 28511.62 Common Sole Sole TRMA 896106200 TRICO MARINE SERVICES INC COM NEW 325 36.42 11836.5 Common Sole Sole TRR 872625108 TRC COS INC COM USD.1 649 4.02 2608.98 Common Sole Sole TRST 898349105 TRUSTCO BANK CORP/NY COM NPV 412 7.42 3057.04 Common Sole Sole TRT 896712205 TRIO-TECH INTERNATIONAL COM NPV 44 5.15 226.6 Common Sole Sole TRV 8.94E+113 TRAVELERS COS INC COM 12791 43.4 555129.4 Common Sole Sole TRW 87264S106 TRW AUTOMOTIVE HOLDINGS CORP COM USD.01 3816 18.47 70481.52 Common Sole Sole TSCO 892356106 TRACTOR SUPPLY CO COM USD.008 2363 29.04 68621.52 Common Sole Sole TSN 902494103 TYSON FOODS INC -CL A CL A COM USD.1 3449 14.94 51528.06 Common Sole Sole TSRA 88164L100 TESSERA TECHNOLOGIES INC COM USD.001 643 16.37 10525.91 Common Sole Sole TSS 891906109 TOTAL SYSTEM SERVICES INC COM USD.1 2748 22.22 61060.56 Common Sole Sole TSTR 881451108 TERRESTAR CORP COM NEW 1120 3.98 4457.6 Common Sole Sole TTEK 88162G103 TETRA TECH INC COM USD.01 1609 22.62 36395.58 Common Sole Sole TTGT 87874R100 TECHTARGET INC COM USD.001 1107 10.56 11689.92 Common Sole Sole TTM 876568502 TATA MOTORS LTD SPONSORED ADR 5795 10.05 58239.75 Common Sole Sole TTMI 87305R109 TTM TECHNOLOGIES INC COM NPV 3692 13.21 48771.32 Common Sole Sole TTWO 874054109 TAKE-TWO INTERACTIVE SFTWR COM USD.01 949 25.57 24265.93 Common Sole Sole TU 87971M202 TELUS CORP NON VTG SHS 964 40.33 38878.12 Common Sole Sole TUNE 59514P109 MICROTUNE INC COM USD.001 15620 3.46 54045.2 Common Sole Sole TUP 899896104 TUPPERWARE BRANDS CORP COM USD.01 4281 34.22 146495.82 Common Sole Sole TVL 532774106 LIN TV CORP CL A COM USD.01 5381 5.96 32070.76 Common Sole Sole TWB 901166108 TWEEN BRANDS INC COM NPV 628 16.46 10336.88 Common Sole Sole TWGP 891777104 TOWER GROUP INC COM USD.01 810 21.19 17163.9 Common Sole Sole TWMC 89336Q100 TRANS WORLD ENTMT CORP COM USD.01 739 2.84 2098.76 Common Sole Sole TWP 89531P105 TREX CO INC COM USD.01 3846 11.73 45113.58 Common Sole Sole TWX 887317105 TIME WARNER INC COM USD.01 31639 14.8 468257.2 Common Sole Sole TXN 882508104 TEXAS INSTRUMENTS INC COM USD1 11513 28.16 324206.08 Common Sole Sole TXRH 882681109 TEXAS ROADHOUSE INC CL A COM USD.001 209 8.97 1874.73 Common Sole Sole TXT 883203101 TEXTRON INC COM USD.125 4234 47.93 202935.62 Common Sole Sole TYC G9143X208 TYCO INTERNATIONAL LTD COM USD.5 6386 40.04 255695.44 Common Sole Sole UA 904311107 UNDER ARMOUR INC CL A COM USD.000333 7265 25.64 186274.6 Common Sole Sole UAHC 90934C105 UNITED AMERICAN HEALTHCARE COM NPV 213 2 426 Common Sole Sole UAM 913377107 UNIVERSAL AMERICAN CORP COM NPV 3917 10.22 40031.74 Common Sole Sole UB 908906100 UNIONBANCAL CORP COM USD5 3033 40.42 122593.86 Common Sole Sole UBB 9.05E+111 UNIBANCO UNIAO DE BANCO GDR PFD 917 126.93 116394.81 Common Sole Sole UBET 987413101 YOUBET.COM INC COM USD.001 825 1.27 1047.75 Common Sole Sole UBSH 905399101 UNION BANKSHARES CORP COM USD4 169 14.89 2516.41 Common Sole Sole UCBI 90984P105 UNITED COMMUNITY BANKS INC COM USD1 223 8.53 1902.19 Common Sole Sole UCFC 909839102 UNITED COMMUNITY FINL CORP COM NPV 553 3.75 2073.75 Common Sole Sole UCTT 90385V107 ULTRA CLEAN HOLDINGS INC COM USD.01 6076 7.96 48364.96 Common Sole Sole UEPS 64107N206 NET 1 UEPS TECHNOLOGIES INC COM 2764 24.3 67165.2 Common Sole Sole UFPI 913543104 UNIVERSAL FOREST PRODS INC COM NPV 213 29.96 6381.48 Common Sole Sole UFS 257559104 DOMTAR CORP COM USD.01 43077 5.45 234769.65 Common Sole Sole UGI 902681105 UGI CORP COM USD4.5 776 28.71 22278.96 Common Sole Sole UHT 9.14E+109 UNIVERSAL HEALTH RLTY INCOME COM USD.01 99 30 2970 Common Sole Sole UIL 902748102 UIL HOLDINGS CORP COM NPV 1537 29.41 45203.17 Common Sole Sole UIS 909214108 UNISYS CORP COM USD.01 14701 3.95 58068.95 Common Sole Sole UL 904767704 UNILEVER PLC ADR 1581 28.41 44916.21 Common Sole Sole ULBI 903899102 ULTRALIFE CORP COM USD.1 1852 10.69 19797.88 Common Sole Sole ULTA 90384S303 ULTA SALON COSMETCS & FRAG COM USD.0158 4070 11.24 45746.8 Common Sole Sole ULTR P94398107 ULTRAPETROL BAHAMAS LTD COM USD.01 2434 12.61 30692.74 Common Sole Sole UMBF 902788108 UMB FINANCIAL CORP COM USD12.5 197 51.27 10100.19 Common Sole Sole UMPQ 904214103 UMPQUA HOLDINGS CORP COM USD.833 3341 12.13 40526.33 Common Sole Sole UNF 904708104 UNIFIRST CORP COM USD.1 679 44.66 30324.14 Common Sole Sole UNH 91324P102 UNITEDHEALTH GROUP INC COM USD.01 11614 26.25 304867.5 Common Sole Sole UNM 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