0001140361-11-021822.txt : 20110412 0001140361-11-021822.hdr.sgml : 20110412 20110412170753 ACCESSION NUMBER: 0001140361-11-021822 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110412 DATE AS OF CHANGE: 20110412 EFFECTIVENESS DATE: 20110412 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM CENTRAL INDEX KEY: 0000919079 IRS NUMBER: 946207465 STATE OF INCORPORATION: CA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04896 FILM NUMBER: 11755477 BUSINESS ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 BUSINESS PHONE: 9167953400 MAIL ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2011 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CalPERS Address: 400 Q St. Sacramento, CA 95811 Form 13F File Number: 028-04896 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Matthew Flynn Title: Div Chief Investment Operation Phone: 916-795-3400 Signature, Place, and Date of Signing: /s/ --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,168 Form 13F Information Table Value Total: $ 42,329,791 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ARRAY BIOPHARMA INC COMMON STOCK 04269X### -## -#### SH SOLE 0 -6520 0 USD.001 BOOKS A MILLION INC COMMON STOCK USD.01 098570104 -5 -1300 SH SOLE 0 -1300 0 PRO DEX INC COMMON STOCK NPV 74265M205 0 1 SH SOLE 0 1 0 CONOLOG CORP COMMON STOCK USD.01 208254862 0 20 SH SOLE 0 20 0 ICOP DIGITAL INC COMMON STOCK 44930M500 0 950 SH SOLE 0 950 0 GENERAL EMPLOYMENT ENTERPRIS COMMON STOCK NPV 369730106 0 100 SH SOLE 0 100 0 MANNATECH INC COMMON STOCK 563771104 0 100 SH SOLE 0 100 0 USD.0001 DOVER DOWNS GAMING + ENTERTA COMMON STOCK USD.1 260095104 0 50 SH SOLE 0 50 0 TRANSCONTINENTAL REALTY INV COMMON STOCK USD.01 893617209 0 100 SH SOLE 0 100 0 ZOGENIX INC COMMON STOCK 98978L105 1 100 SH SOLE 0 100 0 INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01 45816D100 1 300 SH SOLE 0 300 0 REGENERX BIOPHARMACEUTICALS COMMON STOCK 75886X108 1 3000 SH SOLE 0 3000 0 USD.001 ANTHERA PHARMACEUTICALS INC COMMON STOCK 03674U102 1 100 SH SOLE 0 100 0 NUPATHE INC COMMON STOCK 67059M100 1 100 SH SOLE 0 100 0 TECUMSEH PRODUCTS CO CLASS B COMMON STOCK USD1. 878895101 1 100 SH SOLE 0 100 0 ALANCO TECHNOLOGIES INC COMMON STOCK NPV 011612702 1 987 SH SOLE 0 987 0 BROOKLYN FEDERAL BANCORP INC COMMON STOCK USD.01 114039100 1 1804 SH SOLE 0 1804 0 STREAM GLOBAL SERVICES INC COMMON STOCK 86323M100 1 400 SH SOLE 0 400 0 USD.001 PINNACLE DATA SYSTEMS INC COMMON STOCK NPV 723454104 1 900 SH SOLE 0 900 0 XENITH BANKSHARES INC COMMON STOCK USD3.2 98410X105 1 300 SH SOLE 0 300 0 MOLECULAR INSIGHT PHARMACEUT COMMON STOCK USD.01 60852M104 1 60738 SH SOLE 0 60738 0 MEDIAMIND TECHOLOGIES INC COMMON STOCK 58449C100 1 100 SH SOLE 0 100 0 USD.001 ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 1 200 SH SOLE 0 200 0 USD.001 ACCURIDE CORP COMMON STOCK 00439T206 1 105 SH SOLE 0 105 0 ATLANTIC SOUTHERN FINANCIAL COMMON STOCK USD5. 048877104 1 4200 SH SOLE 0 4200 0 AEGERION PHARMACEUTICALS INC COMMON STOCK 00767E102 2 100 SH SOLE 0 100 0 USD.001 BANK OF GRANITE CORP COMMON STOCK USD1. 062401104 2 3019 SH SOLE 0 3019 0 SENESCO TECHNOLOGIES INC COMMON STOCK USD.01 817208408 2 5900 SH SOLE 0 5900 0 UNITED WESTERN BANCORP INC COMMON STOCK 913201109 2 53600 SH SOLE 0 53600 0 USD.0001 ASTROTECH CORP COMMON STOCK NPV 046484101 2 1625 SH SOLE 0 1625 0 GORDMANS STORES INC COMMON STOCK 38269P100 2 100 SH SOLE 0 100 0 ARYX THERAPEUTICS INC COMMON STOCK 043387109 2 47300 SH SOLE 0 47300 0 USD.001 WIDEPOINT CORP COMMON STOCK 967590100 2 1500 SH SOLE 0 1500 0 USD.001 CYCLE COUNTRY ACCESSORIES CO COMMON STOCK 232984104 2 5700 SH SOLE 0 5700 0 USD.0001 MAJESTIC CAPITAL LTD COMMON STOCK USD.01 G5760D111 2 3810 SH SOLE 0 3810 0 TEAMSTAFF INC COMMON STOCK 87815U303 2 4275 SH SOLE 0 4275 0 USD.001 OTELCO INC IDS UNIT USD.01 688823202 2 105 SH SOLE 0 105 0 SPORT CHALET INC CLASS B COMMON STOCK USD.01 849163308 2 1025 SH SOLE 0 1025 0 INPHI CORP COMMON STOCK 45772F107 2 100 SH SOLE 0 100 0 CARVER BANCORP INC COMMON STOCK USD.01 146875109 2 2500 SH SOLE 0 2500 0 REED S INC COMMON STOCK 758338107 2 1100 SH SOLE 0 1100 0 USD.0001 CONVIO INC COMMON STOCK 21257W105 2 200 SH SOLE 0 200 0 AOXING PHARMACEUTICAL CO INC COMMON STOCK 03740A106 2 1100 SH SOLE 0 1100 0 USD.001 AMERICAN DG ENERGY INC COMMON STOCK 025398108 2 1100 SH SOLE 0 1100 0 USD.001 FLEXIBLE SOLUTIONS INTL INC COMMON STOCK 33938T104 3 1700 SH SOLE 0 1700 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GLOBAL PARTNERS LP LTD PART 37946R109 3 104 SH SOLE 0 104 0 CAMBIUM LEARNING GROUP INC COMMON STOCK 13201A107 3 800 SH SOLE 0 800 0 USD.001 COMMAND SECURITY CORPORATION COMMON STOCK 20050L100 3 1500 SH SOLE 0 1500 0 USD.0001 AMERICAN REALTY INVESTORS IN COMMON STOCK USD.01 029174109 3 912 SH SOLE 0 912 0 TAYLOR DEVICES INC COMMON STOCK 877163105 3 500 SH SOLE 0 500 0 USD.025 ENZO BIOCHEM INC COMMON STOCK USD.01 294100102 3 690 SH SOLE 0 690 0 FOX CHASE BANCORP INC COMMON STOCK USD.01 35137T108 3 235 SH SOLE 0 235 0 ROSETTA GENOMICS LTD COMMON STOCK M82183100 3 6500 SH SOLE 0 6500 0 PRIMO WATER CORP COMMON STOCK 74165N105 4 300 SH SOLE 0 300 0 GRAYMARK HEALTHCARE INC COMMON STOCK 389465204 4 4900 SH SOLE 0 4900 0 USD.0001 CHINA METRO RURAL HOLDINGS COMMON STOCK G3163G104 4 700 SH SOLE 0 700 0 USD.001 EVOLVING SYSTEMS INC COMMON STOCK 30049R209 4 537 SH SOLE 0 537 0 USD.001 COLONY BANKCORP COMMON STOCK USD1. 19623P101 4 999 SH SOLE 0 999 0 GUIDANCE SOFTWARE INC COMMON STOCK 401692108 4 500 SH SOLE 0 500 0 USD.001 EVANS BANCORP INC COMMON STOCK USD.5 29911Q208 4 300 SH SOLE 0 300 0 WINLAND ELECTRONICS INC COMMON STOCK USD.01 974241101 4 5800 SH SOLE 0 5800 0 CHINA HGS REAL ESTATE INC COMMON STOCK 16948W100 4 1700 SH SOLE 0 1700 0 ENCORE ENERGY PARTNERS LP LTD PART 29257A106 4 189 SH SOLE 0 189 0 RETRACTABLE TECHNOLOGIES INC COMMON STOCK NPV 76129W105 4 2700 SH SOLE 0 2700 0 FIRST CAPITAL BANCORP INC COMMON STOCK USD4. 319438107 5 1100 SH SOLE 0 1100 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 5 300 SH SOLE 0 300 0 VIACOM INC CLASS A COMMON STOCK 92553P102 5 87 SH SOLE 0 87 0 USD.001 ALIMERA SCIENCES INC COMMON STOCK USD.01 016259103 5 600 SH SOLE 0 600 0 AEHR TEST SYSTEMS COMMON STOCK USD.01 00760J108 5 2300 SH SOLE 0 2300 0 BNC BANCORP COMMON STOCK NPV 05566T101 5 600 SH SOLE 0 600 0 PLUMAS BANCORP COMMON STOCK NPV 729273102 5 2315 SH SOLE 0 2315 0 DYNATRONICS CORP COMMON STOCK NPV 268157104 5 4300 SH SOLE 0 4300 0 TEGAL CORP COMMON STOCK USD.01 879008209 5 9000 SH SOLE 0 9000 0 MAKEMUSIC INC COMMON STOCK USD.01 56086P202 5 1100 SH SOLE 0 1100 0 WIRELESS RONIN TECHNOLOGIES COMMON STOCK USD.01 97652A203 5 4300 SH SOLE 0 4300 0 TECHTARGET COMMON STOCK 87874R100 6 619 SH SOLE 0 619 0 USD.001 AMERESCO INC CL A COMMON STOCK 02361E108 6 400 SH SOLE 0 400 0 USD.0001 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 6 400 SH SOLE 0 400 0 AMYRIS INC COMMON STOCK 03236M101 6 200 SH SOLE 0 200 0 NEWLEAD HOLDINGS LTD COMMON STOCK USD.01 G64626115 6 2516 SH SOLE 0 2516 0 OXIGENE INC COMMON STOCK USD.01 691828305 6 3299 SH SOLE 0 3299 0 BRIDGELINE DIGITAL INC COMMON STOCK 10807Q205 6 5300 SH SOLE 0 5300 0 USD.001 SMARTPROS LTD COMMON STOCK 83171G103 6 2700 SH SOLE 0 2700 0 USD.0001 TERRA NITROGEN COMPANY LP LTD PART NPV 881005201 6 51 SH SOLE 0 51 0 SMF ENERGY CORP COMMON STOCK USD.01 78453M208 6 3932 SH SOLE 0 3932 0 BANCORP OF NEW JERSEY INC COMMON STOCK 059915108 6 600 SH SOLE 0 600 0 CONS TOMOKA LAND CO FLORIDA COMMON STOCK USD1. 210226106 6 192 SH SOLE 0 192 0 ZANETT INC COMMON STOCK 98906R208 6 4975 SH SOLE 0 4975 0 USD.001 WACCAMAW BANKSHARES INC COMMON STOCK NPV 929741106 6 4300 SH SOLE 0 4300 0 CHINA AUTO LOGISTICS INC COMMON STOCK 16936J103 7 2700 SH SOLE 0 2700 0 USD.001 LINKTONE LTD ADR ADR 535925101 7 4800 SH SOLE 0 4800 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 7 371 SH SOLE 0 371 0 TERRENO REALTY CORP REIT USD.01 88146M101 7 400 SH SOLE 0 400 0 TEARLAB CORP COMMON STOCK 878193101 7 3200 SH SOLE 0 3200 0 USD.001 PRIVATE MEDIA GROUP INC COMMON STOCK 74266R302 7 9400 SH SOLE 0 9400 0 USD.001 NMT MEDICAL INC COMMON STOCK 629294109 7 42366 SH SOLE 0 42366 0 USD.001 NTS REALTY HOLDINGS LP LTD PART 629422106 7 2200 SH SOLE 0 2200 0 WESTERN LIBERTY BANCORP COMMON STOCK 961443108 7 1900 SH SOLE 0 1900 0 CHINA INFRASTRUCTURE INVESTM COMMON STOCK 16944H107 7 18100 SH SOLE 0 18100 0 USD.001 GRAVITY CO LTD SPONSORED ADR ADR KRW500. 38911N107 7 3900 SH SOLE 0 3900 0 NAVIOS MARITIME ACQUISITION COMMON STOCK Y62159101 8 1900 SH SOLE 0 1900 0 USD.0001 MERRIMAN HOLDINGS INC COMMON STOCK 590419107 8 2385 SH SOLE 0 2385 0 USD.0001 THL CREDIT INC COMMON STOCK 872438106 8 562 SH SOLE 0 562 0 SUN BANCORP INC NJ COMMON STOCK USD1. 86663B102 8 2265 SH SOLE 0 2265 0 GLADSTONE INVESTMENT CORP COMMON STOCK 376546107 8 1020 SH SOLE 0 1020 0 USD.001 CONVERTED ORGANICS INC COMMON STOCK 21254S107 8 23400 SH SOLE 0 23400 0 USD.0001 OHIO LEGACY CORP COMMON STOCK NPV 677399107 8 4700 SH SOLE 0 4700 0 OMEROS CORP COMMON STOCK USD.01 682143102 8 1000 SH SOLE 0 1000 0 PERMIAN BASIN ROYALTY TRUST ROYALTY TRST NPV 714236106 8 369 SH SOLE 0 369 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 8 713 SH SOLE 0 713 0 HARRIS + HARRIS GROUP INC COMMON STOCK USD.01 413833104 8 1520 SH SOLE 0 1520 0 COMARCO INC COMMON STOCK USD.1 200080109 8 29248 SH SOLE 0 29248 0 MISONIX INC COMMON STOCK USD.01 604871103 8 3500 SH SOLE 0 3500 0 FOREST CITY ENTERPRISES CL B COMMON STOCK 345550305 8 451 SH SOLE 0 451 0 USD.333 LIMONEIRA CO COMMON STOCK USD.01 532746104 8 358 SH SOLE 0 358 0 GREEN DOT CORP CLASS A COMMON STOCK 39304D102 9 200 SH SOLE 0 200 0 USD.001 AMERICAN DEFENSE SYSTEMS INC COMMON STOCK 025351107 9 54722 SH SOLE 0 54722 0 USD.001 INDEPENDENT BANK CORP MICH COMMON STOCK USD1. 453838609 9 2745 SH SOLE 0 2745 0 TOFUTTI BRANDS INC COMMON STOCK USD.01 88906B105 9 3700 SH SOLE 0 3700 0 GENESIS ENERGY L.P. LTD PART NPV 371927104 9 312 SH SOLE 0 312 0 BLUEFLY INC COMMON STOCK USD.01 096227301 9 2919 SH SOLE 0 2919 0 HF FINANCIAL CORP COMMON STOCK USD.01 404172108 9 801 SH SOLE 0 801 0 P + F INDUSTRIES CL A COMMON STOCK USD1. 692830508 9 2500 SH SOLE 0 2500 0 AP PHARMA INC COMMON STOCK USD.01 00202J203 9 39475 SH SOLE 0 39475 0 BIOMIMETIC THERAPEUTICS INC COMMON STOCK 09064X101 9 699 SH SOLE 0 699 0 USD.001 NGP CAPITAL RESOURCES CO COMMON STOCK 62912R107 9 951 SH SOLE 0 951 0 USD.001 PRESSURE BIOSCIENCES INC COMMON STOCK USD.01 74112E109 9 8200 SH SOLE 0 8200 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 9 938 SH SOLE 0 938 0 BIO RAD LABORATORIES CL B COMMON STOCK 090572108 9 79 SH SOLE 0 79 0 USD.0001 OMNIAMERICAN BANCORP INC COMMON STOCK 68216R107 9 599 SH SOLE 0 599 0 GEOMET INC COMMON STOCK 37250U201 10 5800 SH SOLE 0 5800 0 USD.001 CENTRAL FEDERAL CORP COMMON STOCK USD.01 15346Q103 10 7300 SH SOLE 0 7300 0 RURBAN FINANCIAL CORP COMMON STOCK NPV 78176P108 10 3100 SH SOLE 0 3100 0 PYRAMID OIL CO COMMON STOCK NPV 747215101 10 1376 SH SOLE 0 1376 0 EXCEL TRUST INC REIT USD.01 30068C109 10 830 SH SOLE 0 830 0 CAPITAL SOUTHWEST CORP COMMON STOCK USD1. 140501107 10 107 SH SOLE 0 107 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TERRITORIAL BANCORP INC COMMON STOCK 88145X108 10 500 SH SOLE 0 500 0 GAMETECH INTERNATIONAL INC COMMON STOCK 36466D102 10 31164 SH SOLE 0 31164 0 USD.001 ESSA BANCORP INC COMMON STOCK USD.01 29667D104 10 758 SH SOLE 0 758 0 JINGWEI INTERNATIONAL LTD COMMON STOCK 47759G108 10 3300 SH SOLE 0 3300 0 KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 10 532 SH SOLE 0 532 0 DESWELL INDUSTRIES INC COMMON STOCK NPV 250639101 10 3500 SH SOLE 0 3500 0 ORRSTOWN FINL SERVICES INC COMMON STOCK NPV 687380105 10 373 SH SOLE 0 373 0 NILE THERAPEUTICS INC COMMON STOCK 654145101 11 12900 SH SOLE 0 12900 0 USD.001 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 11 600 SH SOLE 0 600 0 GRANITE CITY FOOD + BREWERY COMMON STOCK USD.01 38724Q404 11 2883 SH SOLE 0 2883 0 UNIFY CORP COMMON STOCK 904743200 11 3853 SH SOLE 0 3853 0 USD.001 TRIO TECH INTERNATIONAL COMMON STOCK NPV 896712205 11 2400 SH SOLE 0 2400 0 EXAMWORKS GROUP INC COMMON STOCK 30066A105 11 500 SH SOLE 0 500 0 CRAWFORD + COMPANY CL A COMMON STOCK USD1. 224633206 11 3300 SH SOLE 0 3300 0 CENTRUE FINANCIAL CORP COMMON STOCK USD1. 15643B106 11 22710 SH SOLE 0 22710 0 CHINA NUOKANG BIO PH SP ADR ADR 16949B113 12 2500 SH SOLE 0 2500 0 GLADSTONE CAPITAL CORP COMMON STOCK 376535100 12 1022 SH SOLE 0 1022 0 USD.001 REPROS THERAPEUTICS INC COMMON STOCK 76028H209 12 2100 SH SOLE 0 2100 0 USD.001 KENNEDY WILSON HOLDINGS INC COMMON STOCK 489398107 12 1072 SH SOLE 0 1072 0 LIGAND PHARMACEUTICALS CL B COMMON STOCK 53220K504 12 1165 SH SOLE 0 1165 0 USD.001 CENTRAL VALLEY COMM BANCORP COMMON STOCK NPV 155685100 12 1900 SH SOLE 0 1900 0 THOMAS GROUP INC COMMON STOCK USD.01 884402207 12 8640 SH SOLE 0 8640 0 CATALYST PHARMACEUTICAL PART COMMON STOCK 14888U101 12 10500 SH SOLE 0 10500 0 USD.001 CAPITOL BANCORP LTD COMMON STOCK NPV 14056D105 12 57600 SH SOLE 0 57600 0 POINT.360 COMMON STOCK USD1. 730507100 12 19400 SH SOLE 0 19400 0 FNB UNITED CORP COMMON STOCK USD2.5 302519103 12 37415 SH SOLE 0 37415 0 MERCANTILE BANCORP QUINCY COMMON STOCK 58734P105 12 12200 SH SOLE 0 12200 0 USD.4167 SKY MOBI LTD SP ADR ADR 83084G109 12 1000 SH SOLE 0 1000 0 DIANA CONTAINERSHIPS INC COMMON STOCK Y2069P101 12 1015 SH SOLE 0 1015 0 FARMER BROS CO COMMON STOCK USD1. 307675108 12 1018 SH SOLE 0 1018 0 1ST CONSTITUTION BANCORP COMMON STOCK NPV 31986N102 12 1470 SH SOLE 0 1470 0 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 218683100 13 1645 SH SOLE 0 1645 0 CHINA SHENGDA PACKAGING GROU COMMON STOCK 16950V107 13 4200 SH SOLE 0 4200 0 USD.001 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 13 618 SH SOLE 0 618 0 CORESITE REALTY CORP REIT USD.01 21870Q105 13 800 SH SOLE 0 800 0 LIGHTPATH TECHNOLOGIES INC A COMMON STOCK USD.01 532257805 13 6123 SH SOLE 0 6123 0 MHI HOSPITALITY CORP REIT USD.01 55302L102 13 5000 SH SOLE 0 5000 0 TIDELANDS BANCSHARES INC COMMON STOCK USD.01 886374107 13 18100 SH SOLE 0 18100 0 TRIANGLE CAPITAL CORP COMMON STOCK 895848109 13 710 SH SOLE 0 710 0 USD.001 EPICEPT CORP COMMON STOCK 294264304 13 17833 SH SOLE 0 17833 0 USD.0001 MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 13 703 SH SOLE 0 703 0 DARA BIOSCIENCES INC COMMON STOCK USD.01 23703P205 13 4233 SH SOLE 0 4233 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 13 799 SH SOLE 0 799 0 ISORAY INC COMMON STOCK 46489V104 13 10500 SH SOLE 0 10500 0 USD.001 PAB BANKSHARES INC COMMON STOCK NPV 69313P101 13 36009 SH SOLE 0 36009 0 MARINA BIOTECH INC COMMON STOCK 56804Q102 13 18314 SH SOLE 0 18314 0 USD.006 PRECISION DRILLING CORP COMMON STOCK 74022D308 13 975 SH SOLE 0 975 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PITTSBURGH + W VA RAILROAD REIT USD.0000.1 724819107 13 1300 SH SOLE 0 1300 0 MULTIBAND CORP COMMON STOCK NPV 62544X209 14 2900 SH SOLE 0 2900 0 LECG CORP COMMON STOCK 523234102 14 67300 SH SOLE 0 67300 0 USD.001 HERITAGE OAKS BANCORP COMMON STOCK NPV 42724R107 14 3897 SH SOLE 0 3897 0 COMMONWEALTH BANKSHARES INC COMMON STOCK 202736104 14 13692 SH SOLE 0 13692 0 USD2.066 PHI INC VOTING COMMON STOCK USD.1 69336T106 14 600 SH SOLE 0 600 0 CHINA NATURAL RESOURCES INC COMMON STOCK G2110U109 14 1033 SH SOLE 0 1033 0 USD.001 TRI TECH HOLDING INC COMMON STOCK USD.01 G9103F106 14 1200 SH SOLE 0 1200 0 CLEARONE COMMUNICATIONS INC COMMON STOCK 185060100 14 2100 SH SOLE 0 2100 0 USD.001 YOUKU.COM INC SPON ADR ADR 98742U100 14 300 SH SOLE 0 300 0 TICC CAPITAL CORP COMMON STOCK USD.01 87244T109 14 1325 SH SOLE 0 1325 0 RXI PHARMACEUTICALS CORP COMMON STOCK 74978T109 14 10457 SH SOLE 0 10457 0 USD.0001 CBOE HOLDINGS INC COMMON STOCK 12503M108 14 500 SH SOLE 0 500 0 WILLAMETTE VALLEY VINEYARDS COMMON STOCK NPV 969136100 14 4600 SH SOLE 0 4600 0 TRI VALLEY CORP COMMON STOCK 895735108 15 29040 SH SOLE 0 29040 0 USD.001 AVALON HOLDINGS CORP A COMMON STOCK USD.01 05343P109 15 5200 SH SOLE 0 5200 0 MOD PAC CORP COMMON STOCK USD.01 607495108 15 2375 SH SOLE 0 2375 0 NEW YORK MTG TR INC COM PAR USD.02 649604501 15 2100 SH SOLE 0 2100 0 WORLD HEART CORP COMMON STOCK NPV 980905400 15 11700 SH SOLE 0 11700 0 INTEGRA BANK CORPORATION COMMON STOCK USD1. 45814P105 15 53800 SH SOLE 0 53800 0 TANDY LEATHER FACTORY INC COMMON STOCK 87538X105 15 3000 SH SOLE 0 3000 0 USD.0024 UNIVERSAL SECURITY INSTRUMNT COMMON STOCK USD.01 913821302 15 1966 SH SOLE 0 1966 0 COMMUNITY PARTNERS BANCORP COMMON STOCK NPV 204018105 15 3152 SH SOLE 0 3152 0 MONARCH COMMUNITY BANCORP COMMON STOCK USD.01 609045109 15 9854 SH SOLE 0 9854 0 SEARCHMEDIA HOLDINGS LTD COMMON STOCK G8005Y106 15 8000 SH SOLE 0 8000 0 TUCOWS INC WHEN DISTRIBUTED COMMON STOCK NPV 898697107 15 18100 SH SOLE 0 18100 0 ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 16 3890 SH SOLE 0 3890 0 SCOLR PHARMA INC COMMON STOCK 78402X107 16 130494 SH SOLE 0 130494 0 USD.001 MVC CAPITAL INC COMMON STOCK USD.01 553829102 16 1151 SH SOLE 0 1151 0 ELECTRO SENSORS INC COMMON STOCK USD.1 285233102 16 3550 SH SOLE 0 3550 0 SUPERIOR BANCORP COMMON STOCK 86806M205 16 46325 SH SOLE 0 46325 0 USD.001 EMERSON RADIO CORP COMMON STOCK USD.01 291087203 16 6700 SH SOLE 0 6700 0 CHATHAM LODGING TRUST REIT 16208T102 16 1000 SH SOLE 0 1000 0 UNILIFE CORP COMMON STOCK USD.01 90478E103 16 2900 SH SOLE 0 2900 0 ROYAL BANCSHARES OF PENN A COMMON STOCK USD2. 780081105 16 9043 SH SOLE 0 9043 0 CHARTER FINANCIAL CORP COMMON STOCK USD.01 16122M100 17 1495 SH SOLE 0 1495 0 SOCKET MOBILE INC COMMON STOCK 83368E200 17 8320 SH SOLE 0 8320 0 USD.001 ACCRETIVE HEALTH INC COMMON STOCK USD.01 00438V103 17 600 SH SOLE 0 600 0 XATA CORP COMMON STOCK USD.01 983882309 17 7200 SH SOLE 0 7200 0 SOUNDBITE COMMUNICATIONS INC COMMON STOCK 836091108 17 6500 SH SOLE 0 6500 0 USD.001 DYNACQ HEALTHCARE INC COMMON STOCK 26779V105 17 8800 SH SOLE 0 8800 0 USD.001 FIRST FINANCIAL SERVICE CORP COMMON STOCK USD1. 32022D108 17 4781 SH SOLE 0 4781 0 CHINACAST EDUCATION CORP COMMON STOCK 16946T109 18 2801 SH SOLE 0 2801 0 USD.0001 CAPITAL GOLD CORP COMMON STOCK 14018Y205 18 2827 SH SOLE 0 2827 0 USD.001 JAGUAR MINING INC COMMON STOCK NPV 47009M103 18 3500 SH SOLE 0 3500 0 AMERICAN ELECTRIC TECHNOLOGI COMMON STOCK 025576109 18 6700 SH SOLE 0 6700 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ONSTREAM MEDIA CORP COMMON STOCK 682875208 18 11200 SH SOLE 0 11200 0 USD.0001 DRI CORP COMMON STOCK USD.1 23330F109 19 15157 SH SOLE 0 15157 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 19 1713 SH SOLE 0 1713 0 USD.001 CHINA BAK BATTERY INC COMMON STOCK 16936Y100 19 10600 SH SOLE 0 10600 0 USD.001 TONGJITANG CHINESE MEDIC ADR ADR USD.001 89025E103 19 4300 SH SOLE 0 4300 0 FIRST CLOVER LEAF FINANCIAL COMMON STOCK USD.1 31969M105 19 2700 SH SOLE 0 2700 0 PENNANTPARK INVESTMENT CORP COMMON STOCK 708062104 19 1629 SH SOLE 0 1629 0 USD.001 CYTOMEDIX INC COMMON STOCK 23283B204 20 56100 SH SOLE 0 56100 0 USD.0001 HAVERTY FURNITURE COS CL A COMMON STOCK USD1. 419596200 20 1524 SH SOLE 0 1524 0 STAR SCIENTIFIC INC COMMON STOCK 85517P101 20 4370 SH SOLE 0 4370 0 USD.0001 GEOPETRO RESOURCES CO COMMON STOCK NPV 37248H304 20 31500 SH SOLE 0 31500 0 MCCORMICK + CO INC VTG COM COMMON STOCK NPV 579780107 21 433 SH SOLE 0 433 0 HESKA CORP COMMON STOCK 42805E306 21 3180 SH SOLE 0 3180 0 USD.001 ESCALON MEDICAL CORP COMMON STOCK 296074305 21 17000 SH SOLE 0 17000 0 USD.001 SPHERIX INC COMMON STOCK 84842R106 21 47500 SH SOLE 0 47500 0 USD.005 CAS MEDICAL SYSTEMS INC COMMON STOCK 124769209 21 6600 SH SOLE 0 6600 0 USD.004 VERA BRADLEY INC COMMON STOCK 92335C106 21 500 SH SOLE 0 500 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 21 2027 SH SOLE 0 2027 0 DIGITAL POWER CORP COMMON STOCK NPV 253862106 21 13600 SH SOLE 0 13600 0 BEL FUSE INC CL A COMMON STOCK USD.1 077347201 22 900 SH SOLE 0 900 0 OMEGA NAVIGATION ENT CLASS A COMMON STOCK USD.01 Y6476R105 22 21700 SH SOLE 0 21700 0 SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328601 22 11483 SH SOLE 0 11483 0 USD.0001 IFM INVESTMENTS LTD ADS ADR 45172L100 22 6300 SH SOLE 0 6300 0 CUBIC ENERGY INC COMMON STOCK USD.05 229675103 22 31300 SH SOLE 0 31300 0 CYBEX INTERNATIONAL INC COMMON STOCK USD.1 23252E106 23 27250 SH SOLE 0 27250 0 NATUZZI SPA SP ADR ADR EUR1. 63905A101 23 4900 SH SOLE 0 4900 0 BRT REALTY TRUST REIT USD3.0 055645303 23 3500 SH SOLE 0 3500 0 SUPERTEL HOSPITALITY INC REIT USD.01 868526104 23 14200 SH SOLE 0 14200 0 WVS FINANCIAL CORP COMMON STOCK USD.01 929358109 23 2594 SH SOLE 0 2594 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 23 3507 SH SOLE 0 3507 0 BEACON FEDERAL BANCORP INC COMMON STOCK NPV 073582108 23 1600 SH SOLE 0 1600 0 TOWER BANCORP INC COMMON STOCK NPV 891709107 24 1059 SH SOLE 0 1059 0 TOR MINERALS INTERNATIONAL COMMON STOCK USD.25 890878309 24 1220 SH SOLE 0 1220 0 APPLIANCE RECYCLING CTRS AMR COMMON STOCK NPV 03814F205 24 5993 SH SOLE 0 5993 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 24 5636 SH SOLE 0 5636 0 WSP HOLDINGS LTD ADR ADR 92934F104 24 17900 SH SOLE 0 17900 0 TRANS WORLD ENTERTAINMENT CP COMMON STOCK USD.01 89336Q100 24 14193 SH SOLE 0 14193 0 MAUI LAND + PINEAPPLE CO COMMON STOCK NPV 577345101 24 4200 SH SOLE 0 4200 0 TRANSCEPT PHARMACEUTICALS IN COMMON STOCK 89354M106 24 2980 SH SOLE 0 2980 0 USD.001 PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 25 1342 SH SOLE 0 1342 0 QIAO XING MOBILE COMMUNICATI COMMON STOCK NPV G73031109 25 6100 SH SOLE 0 6100 0 MONARCH FINANCIAL HOLDINGS COMMON STOCK USD5. 60907Q100 25 3000 SH SOLE 0 3000 0 CASCADE FINANCIAL CORP COMMON STOCK USD.01 147272108 25 60099 SH SOLE 0 60099 0 ADCARE HEALTH SYSTEMS INC COMMON STOCK 00650W300 25 5100 SH SOLE 0 5100 0 DREAMS INC COMMON STOCK NPV 261983209 26 11100 SH SOLE 0 11100 0 IGI LABORATORIES INC COMMON STOCK USD.01 449575109 26 17000 SH SOLE 0 17000 0 TSR INC COMMON STOCK USD.01 872885207 26 5250 SH SOLE 0 5250 0 NORTHERN STATES FINL CORP COMMON STOCK USD.4 665751103 26 17765 SH SOLE 0 17765 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EDAP TMS SA ADR ADR FRF.8 268311107 27 7600 SH SOLE 0 7600 0 AGRIA CORP ADR ADR USD.0000.1 00850H103 27 18900 SH SOLE 0 18900 0 POKERTEK INC COMMON STOCK NPV 730864204 27 19680 SH SOLE 0 19680 0 CHROMCRAFT REVINGTON INC COMMON STOCK USD.01 171117104 27 13900 SH SOLE 0 13900 0 CONSTELLATION BRANDS INC B COMMON STOCK USD.01 21036P207 27 1341 SH SOLE 0 1341 0 UMH PROPERTIES INC REIT USD.1 903002103 27 2745 SH SOLE 0 2745 0 TUFCO TECHNOLOGIES INC COMMON STOCK USD.01 899040109 27 7700 SH SOLE 0 7700 0 EDIETS.COM INC COMMON STOCK 280597105 28 48450 SH SOLE 0 48450 0 USD.001 CHINA PHARMA HOLDINGS INC COMMON STOCK 16941T104 28 11000 SH SOLE 0 11000 0 USD.001 INTERPHASE CORP COMMON STOCK USD.1 460593106 28 4263 SH SOLE 0 4263 0 INTERVEST BANCSHARES CORP A COMMON STOCK USD1. 460927106 28 11000 SH SOLE 0 11000 0 NOAH EDUCATION HOLDINGS ADR ADR USD.00005 65487R303 28 13000 SH SOLE 0 13000 0 COLONY FINANCIAL INC REIT USD.01 19624R106 29 1522 SH SOLE 0 1522 0 NEXXUS LIGHTING INC COMMON STOCK 65338E105 29 9000 SH SOLE 0 9000 0 USD.001 NEUROGESX INC COMMON STOCK 641252101 30 7318 SH SOLE 0 7318 0 USD.001 COFFEE HOLDING CO INC COMMON STOCK 192176105 30 5100 SH SOLE 0 5100 0 USD.001 CAPSTONE THERAPEUTICS CORP COMMON STOCK 14068E109 30 67500 SH SOLE 0 67500 0 USD.0005 SULPHCO INC COMMON STOCK 865378103 30 211828 SH SOLE 0 211828 0 USD.001 MARCUS CORPORATION COMMON STOCK USD1. 566330106 30 2756 SH SOLE 0 2756 0 EON COMMUNICATIONS CORP COMMON STOCK 268763208 30 19555 SH SOLE 0 19555 0 USD.001 FREDERICK S OF HOLLYWOOD GRO COMMON STOCK USD1. 35582T108 30 40300 SH SOLE 0 40300 0 FLANIGAN S ENTERPRISES INC COMMON STOCK USD.1 338517105 30 3800 SH SOLE 0 3800 0 EASTERN VIRGINIA BANKSHARES COMMON STOCK USD2. 277196101 31 8463 SH SOLE 0 8463 0 INSTITUTIONAL FINANCIAL MARK COMMON STOCK 45779L107 31 6700 SH SOLE 0 6700 0 USD.001 WSI INDUSTRIES INC COMMON STOCK USD.1 92932Q102 31 6500 SH SOLE 0 6500 0 VALUE LINE INC COMMON STOCK USD.1 920437100 31 2088 SH SOLE 0 2088 0 OVERLAND STORAGE INC COMMON STOCK NPV 690310206 31 13866 SH SOLE 0 13866 0 CHARM COMMUNICATIONS INC GLOBAL DEPOSITORY 16112R101 31 3100 SH SOLE 0 3100 0 RECEIPT IMMUNOGEN INC COMMON STOCK USD.01 45253H101 32 3500 SH SOLE 0 3500 0 KU6 MEDIA CO LTD SPN ADR ADR USD.00005 48274B103 32 8100 SH SOLE 0 8100 0 ARCA BIOPHARMA INC COMMON STOCK 00211Y100 32 12475 SH SOLE 0 12475 0 USD.001 VISHAY PRECISION GROUP COMMON STOCK 92835K103 32 2041 SH SOLE 0 2041 0 ARABIAN AMERICAN DEVELOPMENT COMMON STOCK USD.1 038465100 32 7600 SH SOLE 0 7600 0 COMMUNITY FINL CORP/VA COMMON STOCK USD.01 20365L100 32 10400 SH SOLE 0 10400 0 BMB MUNAI INC COMMON STOCK 09656A105 32 34700 SH SOLE 0 34700 0 USD.001 ART S WAY MANUFACTURING CO COMMON STOCK USD.01 043168103 33 3219 SH SOLE 0 3219 0 CALIFORNIA FIRST NATL BANCOR COMMON STOCK USD.01 130222102 33 2139 SH SOLE 0 2139 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 33 11000 SH SOLE 0 11000 0 NORTH VALLEY BANCORP COMMON STOCK NPV 66304M204 33 3043 SH SOLE 0 3043 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK 092533108 33 3254 SH SOLE 0 3254 0 USD.001 CHEMSPEC INTL LTD ADR ADR 163868102 33 4500 SH SOLE 0 4500 0 ECOTALITY INC COMMON STOCK 27922Y202 34 10500 SH SOLE 0 10500 0 ELECSYS CORP COMMON STOCK USD.01 28473M100 34 7200 SH SOLE 0 7200 0 OCEAN POWER TECHNOLOGIES INC COMMON STOCK 674870308 34 6200 SH SOLE 0 6200 0 USD.001 TREE.COM INC COMMON STOCK USD.01 894675107 34 5846 SH SOLE 0 5846 0 SUBAYE INC COMMON STOCK 86428D104 35 13000 SH SOLE 0 13000 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 35 3226 SH SOLE 0 3226 0 WHITE RIVER CAPITAL INC COMMON STOCK NPV 96445P105 35 2000 SH SOLE 0 2000 0 SAFE BULKERS INC COMMON STOCK Y7388L103 35 3900 SH SOLE 0 3900 0 USD.001 CLEAN DIESEL TECHNOLOGIES COMMON STOCK USD.05 18449C401 36 4133 SH SOLE 0 4133 0 CHINA YIDA HOLDINGS CO COMMON STOCK 16945D204 36 4700 SH SOLE 0 4700 0 USD.001 SEMILEDS CORP/TW COMMON STOCK 816645105 36 2300 SH SOLE 0 2300 0 VALPEY FISHER CORP COMMON STOCK USD.05 920344108 36 9700 SH SOLE 0 9700 0 CHEVIOT FINANCIAL CORP COMMON STOCK USD.01 166774109 36 4219 SH SOLE 0 4219 0 FULL HOUSE RESORTS INC COMMON STOCK 359678109 37 9575 SH SOLE 0 9575 0 USD.0001 ELMIRA SAVINGS BANK FSB COMMON STOCK USD1. 289660102 37 2102 SH SOLE 0 2102 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 37 725 SH SOLE 0 725 0 SPORT CHALET INC CLASS A COMMON STOCK USD.01 849163209 37 18375 SH SOLE 0 18375 0 PHOTOMEDEX INC COMMON STOCK USD.01 719358301 37 5012 SH SOLE 0 5012 0 QKL STORES INC COMMON STOCK 74732Y105 37 13945 SH SOLE 0 13945 0 USD.001 ATRINSIC INC COMMON STOCK USD.01 04964C208 37 10266 SH SOLE 0 10266 0 INTELLICHECK MOBILISA INC COMMON STOCK 45817G102 37 38600 SH SOLE 0 38600 0 USD.001 BIONOVO INC COMMON STOCK 090643206 37 56180 SH SOLE 0 56180 0 USD.001 PRINCETON REVIEW INC COMMON STOCK USD.01 742352107 37 97120 SH SOLE 0 97120 0 AMERICAN RIVER BANKSHRS (CA) COMMON STOCK NPV 029326105 37 5547 SH SOLE 0 5547 0 ACCELER8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 37 10703 SH SOLE 0 10703 0 GOLD RESERVE INC COMMON STOCK NPV 38068N108 37 21600 SH SOLE 0 21600 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 37 6800 SH SOLE 0 6800 0 KANDI TECHNOLOGIES CORP COMMON STOCK 483709101 37 12200 SH SOLE 0 12200 0 USD.001 ICF INTERNATIONAL INC COMMON STOCK 44925C103 38 1830 SH SOLE 0 1830 0 USD.001 HIGHPOWER INTERNATIONAL INC COMMON STOCK 43113X101 38 12300 SH SOLE 0 12300 0 USD.001 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 38 1700 SH SOLE 0 1700 0 DGSE COMPANIES INC COMMON STOCK USD.01 23323G106 38 7400 SH SOLE 0 7400 0 ALERE INC PREFERRED STOCK 3. 01449J204 38 137 SH SOLE 0 137 0 L N B BANCORP INC COMMON STOCK USD1. 502100100 38 6667 SH SOLE 0 6667 0 ISHARES RUSSELL 2000 GROWTH IN ISHARES RUSSELL 464287648 38 400 SH SOLE 0 400 0 2000 GROWTH RESPONSE GENETICS INC COMMON STOCK USD.01 76123U105 38 16400 SH SOLE 0 16400 0 NGAS RESOURCES INC COMMON STOCK NPV 62912T103 38 55700 SH SOLE 0 55700 0 MEDICINOVA INC COMMON STOCK 58468P206 38 14900 SH SOLE 0 14900 0 USD.001 VECTOR GROUP LTD COMMON STOCK USD.1 92240M108 39 2228 SH SOLE 0 2228 0 RF MONOLITHICS INC COMMON STOCK 74955F106 39 30900 SH SOLE 0 30900 0 USD.001 CDC SOFTWARE CORP ADR ADR USD.001 12507Y108 39 8100 SH SOLE 0 8100 0 CHINAEDU CORP ADR ADR USD.01 16945L107 39 5200 SH SOLE 0 5200 0 MEADE INSTRUMENTS CORP COMMON STOCK USD.01 583062203 39 10750 SH SOLE 0 10750 0 EMPIRE RESORTS INC COMMON STOCK USD.01 292052107 39 63400 SH SOLE 0 63400 0 ADAMS GOLF INC COMMON STOCK 006228209 39 7237 SH SOLE 0 7237 0 USD.001 FIRST BANCSHARES INC (MO) COMMON STOCK USD.01 318687100 40 6700 SH SOLE 0 6700 0 CYANOTECH CORP COMMON STOCK 232437301 40 11600 SH SOLE 0 11600 0 USD.005 CTI INDUSTRIES CORP COMMON STOCK NPV 125961300 40 8000 SH SOLE 0 8000 0 SUNLINK HEALTH SYSTEMS INC COMMON STOCK NPV 86737U102 40 25182 SH SOLE 0 25182 0 FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 40 3010 SH SOLE 0 3010 0 SOUTHCOAST FINANCIAL CORP COMMON STOCK NPV 84129R100 40 11681 SH SOLE 0 11681 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- FIRST PLACE FINANCIAL /OHIO COMMON STOCK USD.01 33610T109 40 17715 SH SOLE 0 17715 0 OPEXA THERAPEUTICS INC COMMON STOCK USD.5 68372T103 40 24200 SH SOLE 0 24200 0 INSULET CORP COMMON STOCK 45784P101 41 1965 SH SOLE 0 1965 0 USD.001 LIBERTY MEDIA INTERACTIVE B TRACKING STK USD.01 53071M203 41 2549 SH SOLE 0 2549 0 EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 281479105 41 6900 SH SOLE 0 6900 0 PONIARD PHARMACEUTICALS INC COMMON STOCK USD.02 732449301 41 96320 SH SOLE 0 96320 0 FOOD TECHNOLOGY SERVICE INC COMMON STOCK USD.01 344798202 42 9329 SH SOLE 0 9329 0 FIRST COMMUNITY CORP COMMON STOCK USD1. 319835104 42 6180 SH SOLE 0 6180 0 AEROSONIC CORP COMMON STOCK USD.4 008015307 42 14590 SH SOLE 0 14590 0 BLONDER TONGUE LABORATORIES COMMON STOCK 093698108 42 20400 SH SOLE 0 20400 0 USD.001 PALATIN TECHNOLOGIES INC COMMON STOCK USD.01 696077403 42 40602 SH SOLE 0 40602 0 PEOPLES BANCORP OF NC COMMON STOCK NPV 710577107 42 6352 SH SOLE 0 6352 0 AROTECH CORP COMMON STOCK USD.01 042682203 42 30142 SH SOLE 0 30142 0 GOLFSMITH INTERNATIONAL HOLD COMMON STOCK 38168Y103 42 10000 SH SOLE 0 10000 0 USD.001 LUBY S INC COMMON STOCK USD.32 549282101 42 8000 SH SOLE 0 8000 0 PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2. 70336F104 42 19649 SH SOLE 0 19649 0 VIEWPOINT FINANCIAL GROUP COMMON STOCK USD.01 92672A101 43 3290 SH SOLE 0 3290 0 ENTERTAINMENT GAMING ASIA IN COMMON STOCK 29383V107 43 122075 SH SOLE 0 122075 0 USD.001 BOVIE MEDICAL CORP COMMON STOCK 10211F100 43 13900 SH SOLE 0 13900 0 USD.001 PRUDENTIAL BANCORP INC OF PA COMMON STOCK USD.01 744319104 44 6130 SH SOLE 0 6130 0 TANDY BRANDS ACCESSORIES INC COMMON STOCK USD1. 875378101 44 15287 SH SOLE 0 15287 0 ARTHROCARE CORP COMMON STOCK 043136100 44 1313 SH SOLE 0 1313 0 USD.001 PERNIX THERAPEUTICS HOLDINGS COMMON STOCK USD.01 71426V108 44 3800 SH SOLE 0 3800 0 CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 44 8000 SH SOLE 0 8000 0 CRYSTAL ROCK HOLDINGS INC COMMON STOCK 22940F103 45 53000 SH SOLE 0 53000 0 USD.001 HEARUSA INC COMMON STOCK USD.1 422360305 45 89300 SH SOLE 0 89300 0 AKEENA SOLAR INC COMMON STOCK 009720103 45 94000 SH SOLE 0 94000 0 USD.001 AEROCENTURY CORP COMMON STOCK 007737109 45 3000 SH SOLE 0 3000 0 USD.001 NORTH EUROPEAN OIL RTY TR CTF BEN INT 659310106 45 1476 SH SOLE 0 1476 0 PMC COMMERCIAL TRUST REIT USD.01 693434102 45 5180 SH SOLE 0 5180 0 HEELYS INC COMMON STOCK 42279M107 45 19540 SH SOLE 0 19540 0 USD.001 C + F FINANCIAL CORP COMMON STOCK USD1. 12466Q104 45 2050 SH SOLE 0 2050 0 ZBB ENERGY CORP COMMON STOCK USD.01 98876R204 45 38700 SH SOLE 0 38700 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 45 1040 SH SOLE 0 1040 0 BERKSHIRE BANCORP INC COMMON STOCK USD.1 084597202 45 7345 SH SOLE 0 7345 0 FIRST ACCEPTANCE CORP COMMON STOCK USD.01 318457108 46 23700 SH SOLE 0 23700 0 DEARBORN BANCORP INC COMMON STOCK NPV 24242R108 46 32100 SH SOLE 0 32100 0 AMERICAN SHARED HOSPITAL SER COMMON STOCK NPV 029595105 46 13000 SH SOLE 0 13000 0 CHINA HYDROELECTRIC CP ADS ADR 16949D101 46 6300 SH SOLE 0 6300 0 AMERICAN LORAIN CORP COMMON STOCK 027297100 46 18000 SH SOLE 0 18000 0 USD.001 NEW ENGLAND REALTY ASSOC LP LTD PART NPV 644206104 47 700 SH SOLE 0 700 0 SIGMATRON INTERNATIONAL INC COMMON STOCK USD.01 82661L101 47 8700 SH SOLE 0 8700 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 47 2206 SH SOLE 0 2206 0 PROSPECT CAPITAL CORP COMMON STOCK 74348T102 48 3891 SH SOLE 0 3891 0 USD.001 INVESTORS CAPITAL HOLDINGS COMMON STOCK USD.01 46147M108 48 7790 SH SOLE 0 7790 0 SHENGDATECH INC COMMON STOCK 823213103 48 13500 SH SOLE 0 13500 0 USD.00001 VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV 91911K102 48 964 SH SOLE 0 964 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NEW ENERGY SYSTEMS GROUP COMMON STOCK 643847106 49 9800 SH SOLE 0 9800 0 USD.001 KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 491292108 49 5612 SH SOLE 0 5612 0 PARAGON SHIPPING INC CLASS A COMMON STOCK 69913R309 49 17104 SH SOLE 0 17104 0 USD.001 WILLDAN GROUP INC COMMON STOCK USD.01 96924N100 49 12100 SH SOLE 0 12100 0 CRYPTOLOGIC LTD COMMON STOCK NPV G3159C109 49 29700 SH SOLE 0 29700 0 HUBBELL INC CL A COMMON STOCK USD.01 443510102 49 730 SH SOLE 0 730 0 CHINA TRANSINFO TECHNOLOGY COMMON STOCK 169453107 49 10700 SH SOLE 0 10700 0 USD.001 BIRNER DENTAL MGMT SERVICES COMMON STOCK NPV 091283200 50 2500 SH SOLE 0 2500 0 ANALYSTS INTERNATIONAL CORP COMMON STOCK USD.1 032681207 50 11188 SH SOLE 0 11188 0 NATHAN S FAMOUS INC COMMON STOCK USD.01 632347100 50 2900 SH SOLE 0 2900 0 BEACON POWER CORPORATION COMMON STOCK USD.01 073677205 50 25620 SH SOLE 0 25620 0 ASPENBIO PHARMA INC COMMON STOCK NPV 045346103 50 59265 SH SOLE 0 59265 0 NOVABAY PHARMACEUTICALS INC COMMON STOCK USD.01 66987P102 50 22500 SH SOLE 0 22500 0 THE9 LTD ADR ADR USD.01 88337K104 50 7700 SH SOLE 0 7700 0 SOLITARIO EXPLORATION + ROY COMMON STOCK USD.01 8342EP107 51 14104 SH SOLE 0 14104 0 CHICAGO RIVET + MACHINE CO COMMON STOCK USD1. 168088102 51 2900 SH SOLE 0 2900 0 STREAMLINE HEALTH SOLUTIONS COMMON STOCK USD.01 86323X106 51 28600 SH SOLE 0 28600 0 BANK OF THE CAROLINAS(NC) COMMON STOCK USD5. 06425J102 51 22565 SH SOLE 0 22565 0 COMBIMATRIX CORP COMMON STOCK 20009T105 51 23300 SH SOLE 0 23300 0 USD.001 PARK STERLING CORP COMMON STOCK USD.01 70086Y105 51 10600 SH SOLE 0 10600 0 FIRST SECURITY GROUP INC/TN COMMON STOCK USD.01 336312103 52 55412 SH SOLE 0 55412 0 VIRTUALSCOPICS INC COMMON STOCK 928269109 52 25400 SH SOLE 0 25400 0 USD.001 UNITED COMMUNITY FINANCIAL COMMON STOCK NPV 909839102 52 38975 SH SOLE 0 38975 0 ZST DIGITAL NETWORKS INC COMMON STOCK 98878T208 52 8900 SH SOLE 0 8900 0 USD.0001 NORTHEAST BANCORP COMMON STOCK USD1. 663904209 52 3558 SH SOLE 0 3558 0 GENTIUM SPA SPONSORED ADR ADR EUR1. 37250B104 53 5500 SH SOLE 0 5500 0 CHINA AUTOMOTIVE SYSTEMS INC COMMON STOCK 16936R105 53 5974 SH SOLE 0 5974 0 USD.0001 UROLOGIX INC COMMON STOCK USD.01 917273104 53 84400 SH SOLE 0 84400 0 EDAC TECHNOLOGIES CORP COMMON STOCK 279285100 53 15900 SH SOLE 0 15900 0 USD.0025 ESSEX RENTAL CORP Common Stock 297187106 54 7600 SH SOLE 0 7600 0 BCSB BANCORP INC COMMON STOCK USD.01 055367106 54 4020 SH SOLE 0 4020 0 CONSTELLATION ENERGY PARTNER UNIT 21038E101 54 24100 SH SOLE 0 24100 0 BORDERS GROUP INC COMMON STOCK 099709107 54 208940 SH SOLE 0 208940 0 USD.001 ENOVA SYSTEMS INC COMMON STOCK NPV 29355M200 55 37600 SH SOLE 0 37600 0 KEARNY FINANCIAL CORP COMMON STOCK USD.1 487169104 55 5454 SH SOLE 0 5454 0 ESCALADE INC COMMON STOCK NPV 296056104 55 9800 SH SOLE 0 9800 0 AMPAL AMERICAN ISRAEL CORP A COMMON STOCK USD1. 032015109 55 30780 SH SOLE 0 30780 0 LAKES ENTERTAINMENT INC COMMON STOCK USD.01 51206P109 55 20300 SH SOLE 0 20300 0 NORWOOD FINANCIAL CORP COMMON STOCK USD.1 669549107 55 1980 SH SOLE 0 1980 0 OHIO VALLEY BANC CORP COMMON STOCK USD1. 677719106 55 2582 SH SOLE 0 2582 0 ITERIS INC COMMON STOCK USD.1 46564T107 56 38800 SH SOLE 0 38800 0 CONCORD MEDICAL SPON ADR ADR USD.0001 206277105 56 9900 SH SOLE 0 9900 0 RF INDUSTRIES LTD COMMON STOCK USD.01 749552105 56 14100 SH SOLE 0 14100 0 ALPHA PRO TECH LTD COMMON STOCK USD.01 020772109 56 40800 SH SOLE 0 40800 0 PROPHASE LABS INC COMMON STOCK 74345W108 56 46600 SH SOLE 0 46600 0 USD.0005 NEUROMETRIX INC COMMON STOCK 641255104 57 108700 SH SOLE 0 108700 0 USD.0001 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 86606G101 57 14950 SH SOLE 0 14950 0 LOGIC DEVICES INC COMMON STOCK NPV 541402103 57 109500 SH SOLE 0 109500 0 AMERISERV FINANCIAL INC COMMON STOCK USD.01 03074A102 57 24033 SH SOLE 0 24033 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ICAGEN INC COMMON STOCK 45104P500 57 22562 SH SOLE 0 22562 0 USD.001 ADDVANTAGE TECHNOLOGIES GRP COMMON STOCK USD.01 006743306 57 18600 SH SOLE 0 18600 0 PRIMORIS SERVICES CORP COMMON STOCK 74164F103 58 5700 SH SOLE 0 5700 0 USD.0001 ADVENTRX PHARMACEUTICALS INC COMMON STOCK 00764X202 58 27700 SH SOLE 0 27700 0 USD.001 RAMTRON INTERNATIONAL CORP COMMON STOCK USD.01 751907304 58 26720 SH SOLE 0 26720 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 58 5560 SH SOLE 0 5560 0 ALLIANCE BANKSHARES CORP COMMON STOCK USD4. 018535104 58 10490 SH SOLE 0 10490 0 CHINA CORD BLOOD CORP COMMON STOCK G21107100 59 18022 SH SOLE 0 18022 0 USD.0001 TOP SHIPS INC COMMON STOCK USD.01 Y8897Y305 59 81700 SH SOLE 0 81700 0 ADEPT TECHNOLOGY INC COMMON STOCK NPV 006854202 59 12680 SH SOLE 0 12680 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 59 7300 SH SOLE 0 7300 0 USD.001 SCHMITT INDUSTRIES INC COMMON STOCK NPV 806870200 59 14206 SH SOLE 0 14206 0 ENERGY RECOVERY INC COMMON STOCK 29270J100 59 18554 SH SOLE 0 18554 0 USD.001 NTN BUZZTIME INC COMMON STOCK 629410309 59 116100 SH SOLE 0 116100 0 USD.005 INNOVARO INC COMMON STOCK USD.01 45777T102 59 21300 SH SOLE 0 21300 0 ACORN INTERNATIONAL INC ADR ADR USD.01 004854105 60 12100 SH SOLE 0 12100 0 ASURE SOFTWARE INC COMMON STOCK USD.01 04649U102 60 22370 SH SOLE 0 22370 0 AMERICAN MEDICAL ALERT CORP COMMON STOCK USD.01 027904101 61 10500 SH SOLE 0 10500 0 ZOOM TECHNOLOGIES INC COMMON STOCK USD.01 98976E301 61 18500 SH SOLE 0 18500 0 CRESCENT FINANCIAL CORP COMMON STOCK USD1. 225744101 62 15198 SH SOLE 0 15198 0 SAVANNAH BANCORP INC COMMON STOCK USD1. 804748101 62 8291 SH SOLE 0 8291 0 FIRST CITIZENS BANC CORP COMMON STOCK NPV 319459202 62 14700 SH SOLE 0 14700 0 CROWN MEDIA HOLDINGS CLASS A COMMON STOCK USD.01 228411104 62 26805 SH SOLE 0 26805 0 OLD SECOND BANCORP INC COMMON STOCK USD1. 680277100 63 62500 SH SOLE 0 62500 0 PROLOR BIOTECH INC COMMON STOCK 74344F106 63 10600 SH SOLE 0 10600 0 USD.00001 AMERICAN CARESOURCE HOLDINGS COMMON STOCK USD.01 02505A103 63 37715 SH SOLE 0 37715 0 DIALOGIC INC COMMON STOCK 25250T100 63 13520 SH SOLE 0 13520 0 USD.001 AMBASSADORS INTERNATIONAL COMMON STOCK USD.01 023178205 64 22749 SH SOLE 0 22749 0 CHYRON CORP COMMON STOCK USD.01 171605306 64 27466 SH SOLE 0 27466 0 CANO PETROLEUM INC COMMON STOCK 137801106 64 121150 SH SOLE 0 121150 0 USD.0001 RODMAN + RENSHAW CAPITAL GRP COMMON STOCK 77487R100 64 31200 SH SOLE 0 31200 0 USD.001 OBAGI MEDICAL PRODUCTS INC COMMON STOCK 67423R108 64 5069 SH SOLE 0 5069 0 USD.001 TECHNICAL COMMUNICATIONS COMMON STOCK USD.1 878409101 64 6500 SH SOLE 0 6500 0 CHINA ELECTRIC MOTOR INC COMMON STOCK NPV 16890A205 64 22000 SH SOLE 0 22000 0 INTERNET CAPITAL GROUP INC COMMON STOCK 46059C205 65 4560 SH SOLE 0 4560 0 USD.001 FIRSTBANK CORP/ALMA MICH COMMON STOCK NPV 33761G104 65 10290 SH SOLE 0 10290 0 AMERICAN BILTRITE INC COMMON STOCK USD.01 024591109 66 6100 SH SOLE 0 6100 0 HMN FINANCIAL INC COMMON STOCK USD.01 40424G108 66 23940 SH SOLE 0 23940 0 CYPRESS SHARPRIDGE INVESTMEN REIT USD.01 23281A307 66 5200 SH SOLE 0 5200 0 CHINA CERAMICS CO LTD COMMON STOCK G2113X100 66 10700 SH SOLE 0 10700 0 HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 66 5714 SH SOLE 0 5714 0 NEWPORT BANCORP INC COMMON STOCK USD.01 651754103 67 4774 SH SOLE 0 4774 0 ONVIA INC COMMON STOCK 68338T403 67 15800 SH SOLE 0 15800 0 USD.0001 CARROLLTON BANCORP COMMON STOCK USD1. 145282109 68 14363 SH SOLE 0 14363 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 68 3105 SH SOLE 0 3105 0 COLONIAL FINANCIAL SERVICES COMMON STOCK USD.1 19566B101 68 5343 SH SOLE 0 5343 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NEW CENTURY BANCORP INC COMMON STOCK USD1. 64353M100 68 13898 SH SOLE 0 13898 0 COBRA ELECTRONICS CORP COMMON STOCK 191042100 68 17900 SH SOLE 0 17900 0 USD.333 CHAMPION INDUSTRIES INC/WV COMMON STOCK USD1. 158520106 69 33843 SH SOLE 0 33843 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON STOCK USD.01 G2110R114 69 7830 SH SOLE 0 7830 0 NOAH HOLDINGS LTD SPON ADS ADR 65487X102 69 4700 SH SOLE 0 4700 0 CHINA RITAR POWER CORP COMMON STOCK 169423100 69 44800 SH SOLE 0 44800 0 USD.001 SONOSITE INC COMMON STOCK USD.01 83568G104 69 2076 SH SOLE 0 2076 0 CKX LDS INC COM 12562N104 69 5295 SH SOLE 0 5295 0 SALEM COMMUNICATIONS CL A COMMON STOCK USD.01 794093104 69 18500 SH SOLE 0 18500 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 70 2200 SH SOLE 0 2200 0 IVAX DIAGNOSTICS INC COMMON STOCK USD.01 45070W109 70 107200 SH SOLE 0 107200 0 CYCLACEL PHARMACEUTICALS INC COMMON STOCK 23254L108 70 49000 SH SOLE 0 49000 0 USD.001 YADKIN VALLEY FINANCIAL CORP COMMON STOCK USD1. 984314104 70 29417 SH SOLE 0 29417 0 HOPFED BANCORP INC COMMON STOCK USD.01 439734104 70 7650 SH SOLE 0 7650 0 ELONG INC SPONSORED ADR ADR USD.01 290138205 71 5000 SH SOLE 0 5000 0 CELGENE CORP RTS W/I EXP 31DEC30 151020112 71 28280 SH SOLE 0 28280 0 SINOHUB INC COMMON STOCK 82935L101 71 37600 SH SOLE 0 37600 0 USD.001 LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 71 10447 SH SOLE 0 10447 0 GEOGLOBAL RESOURCES INC COMMON STOCK 37249T109 71 107800 SH SOLE 0 107800 0 USD.001 WIRELESS TELECOM GROUP INC COMMON STOCK USD.01 976524108 72 67592 SH SOLE 0 67592 0 NORTECH SYSTEMS INC COMMON STOCK USD.01 656553104 72 17570 SH SOLE 0 17570 0 DERMA SCIENCES INC COMMON STOCK USD.01 249827502 72 7400 SH SOLE 0 7400 0 SINOTECH ENERGY LTD SPON ADR ADR 829359108 72 9000 SH SOLE 0 9000 0 QUANTUM FUEL SYSTEMS TECHNOL COMMON STOCK 74765E208 72 16567 SH SOLE 0 16567 0 USD.001 QUALSTAR CORP COMMON STOCK NPV 74758R109 72 40499 SH SOLE 0 40499 0 VESTIN RLTY MTG II INC COM NEW 92549X201 72 46435 SH SOLE 0 46435 0 PATRICK INDUSTRIES INC COMMON STOCK NPV 703343103 72 25800 SH SOLE 0 25800 0 GAS NATURAL INC COMMON STOCK USD.15 367204104 72 6150 SH SOLE 0 6150 0 FIRST FEDERAL OF NORTHERN MI COMMON STOCK USD.01 32021X105 72 20153 SH SOLE 0 20153 0 MAJESCO ENTERTAINMENT CO COMMON STOCK 560690208 72 22900 SH SOLE 0 22900 0 USD.001 CHINA XD PLASTICS CO LTD COMMON STOCK 16948F107 72 13900 SH SOLE 0 13900 0 USD.0001 SECURITY NATL FINL CORP CL A COMMON STOCK USD2. 814785309 73 41436 SH SOLE 0 41436 0 NATIONAL AMERICAN UNIVERSITY COMMON STOCK 63245Q105 73 10307 SH SOLE 0 10307 0 GAINSCO INC COMMON STOCK USD.1 363127309 74 10957 SH SOLE 0 10957 0 TRIDENT MICROSYSTEMS INC COMMON STOCK 895919108 74 64643 SH SOLE 0 64643 0 USD.001 CAMCO FINANCIAL CORP COMMON STOCK USD1. 132618109 74 38965 SH SOLE 0 38965 0 CHINA JO JO DRUGSTORES INC COMMON STOCK 16949A206 75 29300 SH SOLE 0 29300 0 USD.001 STRATEGIC DIAGNOSTICS INC COMMON STOCK USD.01 862700101 75 33500 SH SOLE 0 33500 0 VCG HOLDING CORP COMMON STOCK 91821K101 75 34000 SH SOLE 0 34000 0 USD.0001 GIGA TRONICS INC COMMON STOCK NPV 375175106 76 26700 SH SOLE 0 26700 0 TECH/OPS SEVCON INC COMMON STOCK USD.1 878293109 76 13500 SH SOLE 0 13500 0 UNITED SECURITY BANCSHARES COMMON STOCK USD.01 911459105 76 8800 SH SOLE 0 8800 0 VICON INDUSTRIES INC COMMON STOCK USD.01 925811101 76 16000 SH SOLE 0 16000 0 FONAR CORP COMMON STOCK 344437405 77 45575 SH SOLE 0 45575 0 USD.0001 PREFERRED BANK/LOS ANGELES COMMON STOCK NPV 740367107 77 51560 SH SOLE 0 51560 0 FORWARD INDUSTRIES INC COMMON STOCK USD.01 349862300 77 19705 SH SOLE 0 19705 0 CELSION CORP COMMON STOCK USD.01 15117N305 77 33400 SH SOLE 0 33400 0 BOWL AMERICA INC CLASS A COMMON STOCK USD.1 102565108 77 5912 SH SOLE 0 5912 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- POSTROCK ENERGY CORP COMMON STOCK 737525105 77 12096 SH SOLE 0 12096 0 USD.001 POSITIVEID CORP COMMON STOCK USD.01 73740J100 77 184180 SH SOLE 0 184180 0 DISCOVERY LABORATORIES INC COMMON STOCK 254668403 78 41973 SH SOLE 0 41973 0 USD.001 INTEGRATED ELECTRICAL SERVIC COMMON STOCK USD.01 45811E301 78 22600 SH SOLE 0 22600 0 FIRST PACTRUST BANCORP INC COMMON STOCK USD.01 33589V101 78 4900 SH SOLE 0 4900 0 FXCM INC A COMMON STOCK USD.01 302693106 78 6000 SH SOLE 0 6000 0 EDGAR ONLINE INC COMMON STOCK USD.01 279765101 78 59915 SH SOLE 0 59915 0 GREAT WOLF RESORTS INC COMMON STOCK USD.01 391523107 79 37313 SH SOLE 0 37313 0 EMDEON INC CLASS A COMMON STOCK 29084T104 79 4900 SH SOLE 0 4900 0 USD.00001 JONES SODA CO COMMON STOCK NPV 48023P106 79 64200 SH SOLE 0 64200 0 CASCADE BANCORP COMMON STOCK NPV 147154207 79 11972 SH SOLE 0 11972 0 COMMUNITY BK SHARES/INDIANA COMMON STOCK USD.1 203599105 80 7117 SH SOLE 0 7117 0 OCEAN BIO CHEM INC COMMON STOCK USD.01 674631106 80 31895 SH SOLE 0 31895 0 ANADIGICS INC COMMON STOCK USD.01 032515108 80 17950 SH SOLE 0 17950 0 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 638842302 81 14300 SH SOLE 0 14300 0 THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 81 52400 SH SOLE 0 52400 0 USD.001 ANGEION CORP COMMON STOCK USD.1 03462H404 81 16310 SH SOLE 0 16310 0 QCR HOLDINGS INC COMMON STOCK USD1. 74727A104 82 9736 SH SOLE 0 9736 0 LOUISIANA BANCORP INC COMMON STOCK USD.01 54619P104 82 5425 SH SOLE 0 5425 0 PREMIERWEST BANCORP COMMON STOCK NPV 740921200 82 37444 SH SOLE 0 37444 0 LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 82 11360 SH SOLE 0 11360 0 GTSI CORP COMMON STOCK 36238K103 83 18000 SH SOLE 0 18000 0 USD.005 MBT FINANCIAL CORP COMMON STOCK NPV 578877102 83 54400 SH SOLE 0 54400 0 NETLIST INC COMMON STOCK 64118P109 83 33200 SH SOLE 0 33200 0 USD.001 LAKE SHORE BANCORP INC COMMON STOCK USD.01 510700107 83 8076 SH SOLE 0 8076 0 ADVANCED ANALOGIC TECHNOLOGI COMMON STOCK 00752J108 83 21985 SH SOLE 0 21985 0 USD.001 ARGAN INC COMMON STOCK USD.15 04010E109 84 9800 SH SOLE 0 9800 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 84 8547 SH SOLE 0 8547 0 LUCAS ENERGY INC COMMON STOCK 549333201 84 23500 SH SOLE 0 23500 0 USD.001 IBIO INC COMMON STOCK 451033104 84 27500 SH SOLE 0 27500 0 USD.001 ISRAMCO INC COMMON STOCK USD.01 465141406 85 1300 SH SOLE 0 1300 0 ATHERSYS INC COMMON STOCK 04744L106 85 29800 SH SOLE 0 29800 0 USD.001 ARCADIA RESOURCES INC COMMON STOCK 039209101 85 675521 SH SOLE 0 675521 0 USD.001 DEERFIELD CAPITAL CORP COMMON STOCK 244331302 85 13100 SH SOLE 0 13100 0 USD.001 SIEBERT FINANCIAL CORP COMMON STOCK USD.01 826176109 86 44300 SH SOLE 0 44300 0 CAGLE S INC CLASS A COMMON STOCK USD1. 127703106 87 14000 SH SOLE 0 14000 0 AMERIANA BANCORP COMMON STOCK USD1. 023613102 87 18900 SH SOLE 0 18900 0 FIRST FED BNCSHS OF ARKANSAS COMMON STOCK USD.01 32020F105 87 31100 SH SOLE 0 31100 0 WARWICK VALLEY TELEPHONE CO COMMON STOCK USD.01 936750108 87 5800 SH SOLE 0 5800 0 COAST DISTRIBUTION SYSTEM/DE COMMON STOCK 190345108 88 19900 SH SOLE 0 19900 0 USD.001 PVF CAPITAL CORP COMMON STOCK USD.01 693654105 88 40738 SH SOLE 0 40738 0 RAPTOR PHARMACEUTICAL CORP COMMON STOCK 75382F106 88 25434 SH SOLE 0 25434 0 USD.001 PLANAR SYSTEMS INC COMMON STOCK NPV 726900103 88 31976 SH SOLE 0 31976 0 HAWTHORN BANCSHARES INC COMMON STOCK USD1. 420476103 89 9926 SH SOLE 0 9926 0 ACME UNITED CORP COMMON STOCK USD2.5 004816104 89 9300 SH SOLE 0 9300 0 WAYNE SAVINGS BANCSHARES INC COMMON STOCK USD.1 94624Q101 90 10466 SH SOLE 0 10466 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SUPREME INDS INC CLASS A COMMON STOCK USD.1 868607102 90 34164 SH SOLE 0 34164 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 90 7200 SH SOLE 0 7200 0 TIMBERLINE RESOURCES CORP COMMON STOCK 887133106 91 94000 SH SOLE 0 94000 0 USD.001 GUANWEI RECYCLING CORP COMMON STOCK 400685103 91 37300 SH SOLE 0 37300 0 USD.001 SKYSTAR BIO PHARMACEUTICAL COMMON STOCK 830884300 91 15900 SH SOLE 0 15900 0 USD.001 HAMPDEN BANCORP INC COMMON STOCK USD.01 40867E107 92 6900 SH SOLE 0 6900 0 TRAILER BRIDGE INC COMMON STOCK USD.01 892782103 92 24100 SH SOLE 0 24100 0 LIGHTBRIDGE CORP COMMON STOCK 53224K104 92 15900 SH SOLE 0 15900 0 USD.001 CENTRAL BANCORP INC COMMON STOCK USD1. 152418109 92 4899 SH SOLE 0 4899 0 VISION SCIENCES INC COMMON STOCK USD.01 927912105 93 39540 SH SOLE 0 39540 0 SELECTICA INC COMMON STOCK 816288203 93 16361 SH SOLE 0 16361 0 USD.0001 MOVADO GROUP INC COMMON STOCK USD.01 624580106 93 6321 SH SOLE 0 6321 0 ONCOTHYREON INC COMMON STOCK NPV 682324108 93 24000 SH SOLE 0 24000 0 KEWAUNEE SCIENTIFIC CP COMMON STOCK USD2.5 492854104 93 8100 SH SOLE 0 8100 0 ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 93 18346 SH SOLE 0 18346 0 LANDMARK BANCORP INC COMMON STOCK USD.01 51504L107 93 5739 SH SOLE 0 5739 0 MITEL NETWORKS CORP COMMON STOCK 60671Q104 93 19813 SH SOLE 0 19813 0 KINGOLD JEWELRY INC COMMON STOCK 49579A204 94 38213 SH SOLE 0 38213 0 USD.001 STANDARD REGISTER CO COMMON STOCK USD1. 853887107 94 28232 SH SOLE 0 28232 0 PSB HOLDINGS INC COMMON STOCK USD.1 69360W108 94 18388 SH SOLE 0 18388 0 ZHONE TECHNOLOGIES INC COMMON STOCK 98950P884 94 40822 SH SOLE 0 40822 0 USD.001 BITSTREAM INC CLASS A COMMON STOCK USD.01 091736108 94 14700 SH SOLE 0 14700 0 ALTAIR NANOTECHNOLOGIES INC COMMON STOCK NPV 021373204 95 59937 SH SOLE 0 59937 0 SOUTHERN COMMUNITY FINANCIAL COMMON STOCK NPV 842632101 95 64000 SH SOLE 0 64000 0 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 941888109 95 30988 SH SOLE 0 30988 0 NANOPHASE TECHNOLOGIES CORP COMMON STOCK USD.01 630079101 96 66826 SH SOLE 0 66826 0 HECKMANN CORP COMMON STOCK 422680108 96 14600 SH SOLE 0 14600 0 USD.001 CITIZENS FIRST CORP COMMON STOCK NPV 17462Q107 96 11600 SH SOLE 0 11600 0 KONA GRILL INC COMMON STOCK USD.01 50047H201 96 18200 SH SOLE 0 18200 0 DYAX CORP COMMON STOCK USD.01 26746E103 96 59720 SH SOLE 0 59720 0 FREQUENCY ELECTRONICS INC COMMON STOCK USD1. 358010106 96 9400 SH SOLE 0 9400 0 DATARAM CORP COMMON STOCK USD1. 238108203 97 43100 SH SOLE 0 43100 0 VERTRO INC COMMON STOCK 92535G204 97 27439 SH SOLE 0 27439 0 USD.001 BANCTRUST FINANCIAL GROUP IN COMMON STOCK USD.01 05978R107 97 39311 SH SOLE 0 39311 0 INUVO INC COMMON STOCK 46122W204 97 33980 SH SOLE 0 33980 0 USD.001 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 97 3035 SH SOLE 0 3035 0 USD.001 PIZZA INN INC COMMON STOCK USD.01 725848105 98 48100 SH SOLE 0 48100 0 SMTC CORPORATION COMMON STOCK USD.01 832682207 98 33700 SH SOLE 0 33700 0 PERFUMANIA HOLDINGS INC COMMON STOCK USD.01 71376C100 98 10075 SH SOLE 0 10075 0 CHINA ARMCO METALS INC COMMON STOCK 16936C108 99 36600 SH SOLE 0 36600 0 USD.001 TELVENT GIT SA COMMON STOCK E90215109 99 3412 SH SOLE 0 3412 0 EUR3.005 WELLS GARDNER ELECTRONICS COMMON STOCK USD1. 949765101 99 47799.15 SH SOLE 0 47799.15 0 INFOSONICS CORP COMMON STOCK 456784107 100 108700 SH SOLE 0 108700 0 USD.001 AUTHENTIDATE HOLDING CORP COMMON STOCK 052666104 101 168169 SH SOLE 0 168169 0 USD.001 FIRST UNITED CORP COMMON STOCK USD.01 33741H107 102 31632 SH SOLE 0 31632 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CHINA WIND SYSTEMS INC COMMON STOCK 16945F209 102 31300 SH SOLE 0 31300 0 USD.00002 MAYFLOWER BANCORP INC COMMON STOCK USD1. 578321101 102 12800 SH SOLE 0 12800 0 OXYGEN BIOTHERAPEUTICS INC COMMON STOCK USD.01 69207P209 103 54600 SH SOLE 0 54600 0 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 103 8520 SH SOLE 0 8520 0 USD.001 MASTECH HOLDINGS INC COMMON STOCK USD.01 57633B100 103 22098 SH SOLE 0 22098 0 ENTERPRISE BANCORP INC COMMON STOCK USD.01 293668109 103 6857 SH SOLE 0 6857 0 CHINANET ONLINE HOLDINGS INC COMMON STOCK 16949H102 103 28500 SH SOLE 0 28500 0 USD.001 SOUFUN HOLDINGS LTD ADR ADR 836034108 103 5500 SH SOLE 0 5500 0 LONGWEI PETROLEUM INVESTMENT COMMON STOCK NPV 543354104 103 57100 SH SOLE 0 57100 0 THERMOGENESIS CORP COMMON STOCK 883623308 104 49574 SH SOLE 0 49574 0 USD.001 QAD INC B COMMON STOCK 74727D207 104 10129 SH SOLE 0 10129 0 USD.001 ODYSSEY MARINE EXPLORATION COMMON STOCK USD.01 676118102 104 33900 SH SOLE 0 33900 0 XENOPORT INC COMMON STOCK 98411C100 105 17690 SH SOLE 0 17690 0 USD.001 MACATAWA BANK CORP COMMON STOCK NPV 554225102 105 42176 SH SOLE 0 42176 0 ADVANCED PHOTONIX INC CL A COMMON STOCK 00754E107 106 52700 SH SOLE 0 52700 0 USD.001 STEREOTAXIS INC COMMON STOCK 85916J102 107 27549 SH SOLE 0 27549 0 USD.001 CENTURY CASINOS INC COMMON STOCK USD.01 156492100 107 35700 SH SOLE 0 35700 0 PROVIDENCE AND WORCESTER RR COMMON STOCK USD.5 743737108 107 6400 SH SOLE 0 6400 0 TASTY BAKING CO COMMON STOCK USD.5 876553306 107 53831 SH SOLE 0 53831 0 PRINCETON NATIONAL BANCORP COMMON STOCK USD5. 742282106 107 19900 SH SOLE 0 19900 0 AMCON DISTRIBUTING CO COMMON STOCK USD.01 02341Q205 108 1350 SH SOLE 0 1350 0 CEREPLAST INC COMMON STOCK 156732307 109 20300 SH SOLE 0 20300 0 USD.001 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 40108P101 109 17728 SH SOLE 0 17728 0 PAULSON CAPITAL CORP COMMON STOCK NPV 703797100 110 91065 SH SOLE 0 91065 0 TRANSWITCH CORP COMMON STOCK 894065309 110 24403 SH SOLE 0 24403 0 USD.001 ALLIED HEALTHCARE PRODUCTS COMMON STOCK USD.01 019222108 111 25400 SH SOLE 0 25400 0 COMMUNITY WEST BANCSHARES COMMON STOCK NPV 204157101 111 24654 SH SOLE 0 24654 0 CARDIUM THERAPEUTICS INC COMMON STOCK 141916106 112 291000 SH SOLE 0 291000 0 USD.0001 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 192025104 112 10282 SH SOLE 0 10282 0 SOUTHERN NATL BANCORP OF VA COMMON STOCK USD.01 843395104 112 15300 SH SOLE 0 15300 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK 21924P103 112 16923 SH SOLE 0 16923 0 USD.001 UNITED BANCORP INC/OHIO COMMON STOCK USD1. 909911109 113 13229 SH SOLE 0 13229 0 PACIFIC MERCANTILE BANCORP COMMON STOCK NPV 694552100 113 26537 SH SOLE 0 26537 0 PFSWEB INC COMMON STOCK 717098206 113 22667 SH SOLE 0 22667 0 USD.001 COMSTOCK HOMEBUILDING COS A COMMON STOCK USD.01 205684103 113 84413 SH SOLE 0 84413 0 ATLANTIC AMERICAN CORP COMMON STOCK USD1. 048209100 114 53025 SH SOLE 0 53025 0 PRIMEENERGY CORP COMMON STOCK USD.1 74158E104 115 4380 SH SOLE 0 4380 0 SANTARUS INC COMMON STOCK 802817304 115 33578 SH SOLE 0 33578 0 USD.0001 PLUG POWER INC COMMON STOCK USD.01 72919P103 115 151502 SH SOLE 0 151502 0 OCEAN SHORE HOLDING CO COMMON STOCK USD.01 67501R103 115 8880 SH SOLE 0 8880 0 RADIENT PHARMACEUTICALS CORP COMMON STOCK 750341109 116 212900 SH SOLE 0 212900 0 USD.001 SYNUTRA INTERNATIONAL INC COMMON STOCK 87164C102 116 10074 SH SOLE 0 10074 0 USD.0001 PHYSICIANS FORMULA HOLDINGS COMMON STOCK USD.01 719427106 116 24700 SH SOLE 0 24700 0 INTEST CORP COMMON STOCK USD.01 461147100 116 31576 SH SOLE 0 31576 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NORTHERN TECHNOLOGIES INTL COMMON STOCK USD.02 665809109 117 7700 SH SOLE 0 7700 0 PACIFIC ETHANOL INC COMMON STOCK 69423U107 117 186795 SH SOLE 0 186795 0 USD.001 CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 117 111500 SH SOLE 0 111500 0 IRIDEX CORP COMMON STOCK USD.01 462684101 117 25800 SH SOLE 0 25800 0 RELIV INTERNATIONAL INC COMMON STOCK 75952R100 118 56138 SH SOLE 0 56138 0 USD.001 GTX INC COMMON STOCK 40052B108 118 45940 SH SOLE 0 45940 0 USD.001 SORL AUTO PARTS INC COMMON STOCK 78461U101 118 19500 SH SOLE 0 19500 0 USD.002 VIDEO DISPLAY CORP COMMON STOCK NPV 926555103 119 30980 SH SOLE 0 30980 0 CINEDIGM DIGITAL CINEMA A COMMON STOCK 172407108 119 66300 SH SOLE 0 66300 0 USD.001 ORBIT INTERNATIONAL CORP COMMON STOCK USD.1 685559304 119 34429 SH SOLE 0 34429 0 AGFEED INDUSTRIES INC COMMON STOCK 00846L101 119 62400 SH SOLE 0 62400 0 USD.001 SONESTA INTL HOTELS A COMMON STOCK USD.8 835438409 119 6215 SH SOLE 0 6215 0 TIB FINANCIAL CORP COMMON STOCK USD.1 872449202 120 6117 SH SOLE 0 6117 0 PORTER BANCORP INC COMMON STOCK NPV 736233107 120 15221.25 SH SOLE 0 15221.25 0 ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.1 032839102 120 121500 SH SOLE 0 121500 0 CHINA ADVANCED CONSTRUCTION COMMON STOCK 169365103 120 34600 SH SOLE 0 34600 0 USD.001 ECOLOGY AND ENVIRON CL A COMMON STOCK USD.01 278878103 121 6300 SH SOLE 0 6300 0 HOKU CORP COMMON STOCK 434711107 122 60902 SH SOLE 0 60902 0 USD.001 J. ALEXANDERS CORPORATION COMMON STOCK USD.05 466096104 122 19800 SH SOLE 0 19800 0 LRAD CORP COMMON STOCK 50213V109 122 43800 SH SOLE 0 43800 0 USD.00001 NORTH CENTRAL BANCSHARES INC COMMON STOCK USD.01 658418108 122 7400 SH SOLE 0 7400 0 ARROWHEAD RESEARCH CORP COMMON STOCK 042797100 123 163481 SH SOLE 0 163481 0 USD.001 PARKERVISION INC COMMON STOCK USD.01 701354102 123 175785 SH SOLE 0 175785 0 NETWORK EQUIPMENT TECH INC COMMON STOCK USD.01 641208103 123 32700 SH SOLE 0 32700 0 MERCANTILE BANK CORP COMMON STOCK NPV 587376104 124 12628 SH SOLE 0 12628 0 TIGERLOGIC CORP COMMON STOCK USD.1 8867EQ101 124 27520 SH SOLE 0 27520 0 METALLINE MINING CO COMMON STOCK USD.01 591257100 124 110900 SH SOLE 0 110900 0 TELIK INC COMMON STOCK USD.01 87959M109 124 138273 SH SOLE 0 138273 0 UNICO AMERICAN CORP COMMON STOCK NPV 904607108 125 12800 SH SOLE 0 12800 0 GREAT NORTHERN IRON ORE PPTY LTD PART NPV 391064102 125 1000 SH SOLE 0 1000 0 SIMULATIONS PLUS INC COMMON STOCK 829214105 125 39200 SH SOLE 0 39200 0 USD.001 MANAGEMENT NETWORK GROUP INC COMMON STOCK 561693201 126 53440 SH SOLE 0 53440 0 USD.001 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK 45769N105 126 21500 SH SOLE 0 21500 0 USD.001 AMERICAN PACIFIC CORP COMMON STOCK USD.1 028740108 126 20700 SH SOLE 0 20700 0 AETRIUM INC COMMON STOCK 00817R103 126 73237 SH SOLE 0 73237 0 USD.001 ARK RESTAURANTS CORP COMMON STOCK USD.01 040712101 126 8900 SH SOLE 0 8900 0 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 126 4700 SH SOLE 0 4700 0 USD.001 ARRHYTHMIA RESEARCH TECH COMMON STOCK USD.01 042698308 127 23000 SH SOLE 0 23000 0 INNOTRAC CORP COMMON STOCK USD.1 45767M109 127 82200 SH SOLE 0 82200 0 FIRST M + F CORP COMMON STOCK USD5. 320744105 127 30730 SH SOLE 0 30730 0 RELM WIRELESS CORP COMMON STOCK USD.6 759525108 127 79806 SH SOLE 0 79806 0 NYMOX PHARMACEUTICAL CORP COMMON STOCK NPV 67076P102 127 16100 SH SOLE 0 16100 0 HAUPPAUGE DIGITAL INC COMMON STOCK USD.01 419131107 128 64100 SH SOLE 0 64100 0 OCULUS INNOVATIVE SCIENCES I COMMON STOCK 67575P108 128 63200 SH SOLE 0 63200 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GOLUB CAPITAL BDC INC COMMON STOCK 38173M102 128 8100 SH SOLE 0 8100 0 DOCUMENT SECURITY SYSTEMS COMMON STOCK USD.02 25614T101 128 31200 SH SOLE 0 31200 0 TELESTONE TECHNOLOGIES CORP COMMON STOCK 87953J102 129 19300 SH SOLE 0 19300 0 USD.001 MIDAS INC COMMON STOCK 595626102 129 16879 SH SOLE 0 16879 0 USD.001 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 760416107 130 46464 SH SOLE 0 46464 0 BRIDGE BANCORP INC COMMON STOCK USD.01 108035106 130 5800 SH SOLE 0 5800 0 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 511795106 130 14546 SH SOLE 0 14546 0 WILBER CORP COMMON STOCK USD.01 967797101 130 13700 SH SOLE 0 13700 0 AMERICAN INDEPENDENCE CORP COMMON STOCK USD.01 026760405 130 24102 SH SOLE 0 24102 0 PIKE ELECTRIC CORP COMMON STOCK 721283109 130 13679 SH SOLE 0 13679 0 USD.001 INSPIRE PHARMACEUTICALS INC COMMON STOCK 457733103 131 32974 SH SOLE 0 32974 0 USD.001 WEBMEDIABRANDS INC COMMON STOCK USD.01 94770W100 131 93400 SH SOLE 0 93400 0 ATLANTIC COAST FINANCIAL COR COMMON STOCK USD.01 048426100 131 13186 SH SOLE 0 13186 0 OPTICAL CABLE CORP COMMON STOCK NPV 683827208 131 26409 SH SOLE 0 26409 0 GAMING PARTNERS INTERNATIONA COMMON STOCK USD.01 36467A107 132 19100 SH SOLE 0 19100 0 SOUTHWEST GEORGIA FINL CORP COMMON STOCK USD1. 84502A104 133 9763 SH SOLE 0 9763 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 133 9800 SH SOLE 0 9800 0 GREIF INC CL B COMMON STOCK NPV 397624206 134 2175 SH SOLE 0 2175 0 WSB HOLDINGS INC COMMON STOCK USD1. 92934C101 134 40700 SH SOLE 0 40700 0 SUN HEALTHCARE GROUP INC COMMON STOCK 86677E100 134 9556 SH SOLE 0 9556 0 AVATAR HOLDINGS INC COMMON STOCK USD1. 053494100 134 6794 SH SOLE 0 6794 0 ARDEN GROUP INC A COMMON STOCK USD.25 039762109 135 1770 SH SOLE 0 1770 0 INTRICON CORP COMMON STOCK USD1. 46121H109 135 34116 SH SOLE 0 34116 0 BIODEL INC COMMON STOCK USD.01 09064M105 135 64339 SH SOLE 0 64339 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 136 19874 SH SOLE 0 19874 0 HEICO CORP COMMON STOCK USD.01 422806109 136 2169 SH SOLE 0 2169 0 EXCEED CO LTD COMMON STOCK G32335104 136 18254 SH SOLE 0 18254 0 USD.0001 SUPERCONDUCTOR TECHNOLOGIES COMMON STOCK 867931305 136 45410 SH SOLE 0 45410 0 USD.001 NUTRISYSTEM INC COMMON STOCK 67069D108 136 9392 SH SOLE 0 9392 0 USD.001 PAR TECHNOLOGY CORP/DEL COMMON STOCK USD.02 698884103 137 30335 SH SOLE 0 30335 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 137 34050 SH SOLE 0 34050 0 SCHAWK INC COMMON STOCK 806373106 137 7027 SH SOLE 0 7027 0 USD.008 SPANISH BROADCASTING SYS A COMMON STOCK 846425882 137 143853 SH SOLE 0 143853 0 USD.0001 NAVISITE INC COMMON STOCK USD.01 63935M208 137 24900 SH SOLE 0 24900 0 TEXAS PACIFIC LAND TRUST ROYALTY TRST 882610108 137 3081 SH SOLE 0 3081 0 USD.033333 UNITED COMMUNITY BANCORP COMMON STOCK USD.01 90984H103 137 18869 SH SOLE 0 18869 0 ENTREMED INC COMMON STOCK USD.01 29382F202 137 26718 SH SOLE 0 26718 0 RAM ENERGY RESOURCES INC COMMON STOCK 75130P109 138 66300 SH SOLE 0 66300 0 USD.0001 NOBILITY HOMES INC COMMON STOCK USD.1 654892108 138 15000 SH SOLE 0 15000 0 JEWETT CAMERON TRADING LTD COMMON STOCK NPV 47733C207 138 13390 SH SOLE 0 13390 0 WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01 946760105 138 10090 SH SOLE 0 10090 0 ADVOCAT INC COMMON STOCK USD.01 007586100 138 19089 SH SOLE 0 19089 0 CAPITAL BANK CORP COMMON STOCK NPV 139793103 139 36552 SH SOLE 0 36552 0 FIRST MARINER BANCORP INC COMMON STOCK USD.05 320795107 139 143653 SH SOLE 0 143653 0 GLOBALSCAPE INC COMMON STOCK 37940G109 139 55100 SH SOLE 0 55100 0 USD.001 CONCURRENT COMPUTER CORP COMMON STOCK USD.01 206710402 140 21968 SH SOLE 0 21968 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 140 28012 SH SOLE 0 28012 0 RGC RESOURCES INC COMMON STOCK USD5. 74955L103 141 4100 SH SOLE 0 4100 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- QUEPASA CORP COMMON STOCK 74833W206 141 23700 SH SOLE 0 23700 0 USD.001 NEW FRONTIER MEDIA INC COMMON STOCK 644398109 141 79600 SH SOLE 0 79600 0 USD.0001 DAXOR CORP COMMON STOCK USD.01 239467103 141 13700 SH SOLE 0 13700 0 NAUGATUCK VALLEY FINANCIAL COMMON STOCK USD.01 639067107 141 16800 SH SOLE 0 16800 0 TENNESSEE COMMERCE BANCORP COMMON STOCK USD.5 88043P108 141 28811 SH SOLE 0 28811 0 HOOPER HOLMES INC COMMON STOCK USD.04 439104100 142 191400 SH SOLE 0 191400 0 PC MALL INC COMMON STOCK 69323K100 142 13683 SH SOLE 0 13683 0 USD.001 TIER TECHNOLOGIES INC COMMON STOCK NPV 88650Q100 142 25800 SH SOLE 0 25800 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 142 11200 SH SOLE 0 11200 0 HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK G45667105 142 10697 SH SOLE 0 10697 0 USD.0001 SONIC FOUNDRY INC COMMON STOCK USD.01 83545R207 142 9487 SH SOLE 0 9487 0 ARES CAPITAL CORP COMMON STOCK 04010L103 143 8467 SH SOLE 0 8467 0 USD.001 CBS CORP CLASS A VOTING COMMON STOCK 124857103 143 5700 SH SOLE 0 5700 0 USD.001 RDA MICROELECTRON SPON ADR ADR 749394102 143 10000 SH SOLE 0 10000 0 LOCAL.COM CORP COMMON STOCK 53954R105 144 36900 SH SOLE 0 36900 0 USD.00001 REACHLOCAL INC COMMON STOCK 75525F104 144 7200 SH SOLE 0 7200 0 LOJACK CORPORATION COMMON STOCK USD.01 539451104 144 30769 SH SOLE 0 30769 0 CHESAPEAKE LODGING TRUST COMMON STOCK 165240102 145 8300 SH SOLE 0 8300 0 CCA INDUSTRIES INC COMMON STOCK USD.01 124867102 145 24958 SH SOLE 0 24958 0 SERVOTRONICS INC COMMON STOCK USD.2 817732100 145 16553 SH SOLE 0 16553 0 CHINA EDUCATION ALLIANCE INC COMMON STOCK 16938Y207 145 105000 SH SOLE 0 105000 0 USD.001 GOLDEN ENTERPRISES COMMON STOCK 381010107 146 45502 SH SOLE 0 45502 0 USD.6666667 JEFFERSON BANCSHARES INC/TN COMMON STOCK USD.01 472375104 146 41300 SH SOLE 0 41300 0 KEY TRONIC CORP COMMON STOCK NPV 493144109 146 29200 SH SOLE 0 29200 0 TRC COS INC COMMON STOCK USD.1 872625108 147 30339 SH SOLE 0 30339 0 GENVEC INC COMMON STOCK 37246C109 147 371827 SH SOLE 0 371827 0 USD.001 ALLIED MOTION TECHNOLOGIES COMMON STOCK NPV 019330109 148 20924 SH SOLE 0 20924 0 WILEY (JOHN) + SONS CL B COMMON STOCK USD1. 968223305 148 2900 SH SOLE 0 2900 0 TRANSCAT INC COMMON STOCK USD.5 893529107 148 17704 SH SOLE 0 17704 0 SXC HEALTH SOLUTIONS CORP COMMON STOCK NPV 78505P100 148 2700 SH SOLE 0 2700 0 KSW INC COMMON STOCK USD.01 48268R106 148 40987 SH SOLE 0 40987 0 DELTA NATURAL GAS CO INC COMMON STOCK USD1. 247748106 148 4700 SH SOLE 0 4700 0 NETSOL TECHNOLOGIES INC COMMON STOCK 64115A204 148 79300 SH SOLE 0 79300 0 USD.001 ASTRO MED INC COMMON STOCK USD.05 04638F108 148 19382 SH SOLE 0 19382 0 EPOCRATES INC COMMON STOCK 29429D103 149 7500 SH SOLE 0 7500 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 149 15000 SH SOLE 0 15000 0 PROCERA NETWORKS INC COMMON STOCK 74269U203 149 14655 SH SOLE 0 14655 0 USD.001 ALLOT COMMUNICATIONS LTD COMMON STOCK USD.01 M0854Q105 149 9500 SH SOLE 0 9500 0 ACURA PHARMACEUTICALS INC COMMON STOCK USD.01 00509L703 150 47429 SH SOLE 0 47429 0 PIXELWORKS INC COMMON STOCK 72581M305 150 41666 SH SOLE 0 41666 0 USD.001 TAYLOR CAPITAL GROUP INC COMMON STOCK USD.01 876851106 150 14286 SH SOLE 0 14286 0 RIVERVIEW BANCORP INC COMMON STOCK USD.01 769397100 151 49455 SH SOLE 0 49455 0 NOBEL LEARNING COMMUNITIES COMMON STOCK 654889104 152 15350 SH SOLE 0 15350 0 USD.001 SCIENTIFIC LEARNING CORP COMMON STOCK USD.01 808760102 152 48600 SH SOLE 0 48600 0 VERENIUM CORP COMMON STOCK 92340P209 152 49907 SH SOLE 0 49907 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HARLEYSVILLE SVNGS FIN CORP COMMON STOCK USD.01 412865107 152 9964 SH SOLE 0 9964 0 RIGEL PHARMACEUTICALS INC COMMON STOCK 766559603 152 21402 SH SOLE 0 21402 0 USD.001 INVESTORS TITLE CO COMMON STOCK NPV 461804106 152 4800 SH SOLE 0 4800 0 KOSS CORP COMMON STOCK 500692108 152 20416 SH SOLE 0 20416 0 USD.005 LUNA INNOVATIONS INC COMMON STOCK 550351100 153 61800 SH SOLE 0 61800 0 USD.001 NASB FINANCIAL INC COMMON STOCK USD.15 628968109 153 9436 SH SOLE 0 9436 0 AFFIRMATIVE INSURANCE HOLDIN COMMON STOCK USD.01 008272106 153 60500 SH SOLE 0 60500 0 PGT INC COMMON STOCK USD.01 69336V101 154 65557 SH SOLE 0 65557 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 155 181948 SH SOLE 0 181948 0 OREXIGEN THERAPEUTICS INC COMMON STOCK 686164104 156 55390 SH SOLE 0 55390 0 USD.001 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 156 96150 SH SOLE 0 96150 0 USD.0001 OILSANDS QUEST INC COMMON STOCK 678046103 156 324600 SH SOLE 0 324600 0 USD.001 SHENGKAI INNOVATIONS INC COMMON STOCK 82321P104 156 39700 SH SOLE 0 39700 0 USD.001 REALNETWORKS INC COMMON STOCK 75605L104 156 42031 SH SOLE 0 42031 0 USD.001 WESTWOOD ONE INC COMMON STOCK USD.01 961815305 157 21645 SH SOLE 0 21645 0 A POWER ENERGY GENERATION COMMON STOCK G04136100 157 33600 SH SOLE 0 33600 0 USD.0001 FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 158 20924 SH SOLE 0 20924 0 USD.125 GIGAMEDIA LTD COMMON STOCK NPV Y2711Y104 158 118000 SH SOLE 0 118000 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 159 3369 SH SOLE 0 3369 0 IDENTIVE GROUP INC COMMON STOCK 45170X106 159 60110 SH SOLE 0 60110 0 USD.001 PHC INC CL A (MASS) COMMON STOCK USD.01 693315103 159 60400 SH SOLE 0 60400 0 LIME ENERGY CO COMMON STOCK 53261U205 159 32700 SH SOLE 0 32700 0 USD.0001 XETA TECHNOLOGIES INC COMMON STOCK 983909102 159 29100 SH SOLE 0 29100 0 USD.001 LANTRONIX INC COMMON STOCK 516548203 159 41933 SH SOLE 0 41933 0 USD.0001 ROMA FINANCIAL CORP COMMON STOCK USD.1 77581P109 160 14424 SH SOLE 0 14424 0 VIRCO MFG CORPORATION COMMON STOCK USD.01 927651109 160 49276 SH SOLE 0 49276 0 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 160 10444 SH SOLE 0 10444 0 USD.001 ROCKY MOUNTAIN CHOC FACT INC COMMON STOCK USD.03 774678403 160 15420 SH SOLE 0 15420 0 STAR BULK CARRIERS CORP COMMON STOCK USD.01 Y8162K105 161 66900 SH SOLE 0 66900 0 COURIER CORP COMMON STOCK USD1. 222660102 161 11503 SH SOLE 0 11503 0 SPAN AMERICA MEDICAL SYS INC COMMON STOCK NPV 846396109 161 10412 SH SOLE 0 10412 0 OCZ TECHNOLOGY GROUP INC COMMON STOCK 67086E303 161 20000 SH SOLE 0 20000 0 USD.0025 GRIFFIN LAND + NURSERIES COMMON STOCK USD.01 398231100 162 5030 SH SOLE 0 5030 0 FRISCH S RESTAURANTS INC COMMON STOCK NPV 358748101 162 7629 SH SOLE 0 7629 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 162 23686 SH SOLE 0 23686 0 FIBERTOWER CORP COMMON STOCK 31567R209 163 80895 SH SOLE 0 80895 0 USD.001 CADIZ INC COMMON STOCK USD.01 127537207 163 13402 SH SOLE 0 13402 0 EDGEWATER TECHNOLOGY INC COMMON STOCK USD.01 280358102 164 51545 SH SOLE 0 51545 0 TECUMSEH PRODUCTS CO CLASS A COMMON STOCK USD1. 878895200 165 16463 SH SOLE 0 16463 0 DATA I/O CORP COMMON STOCK NPV 237690102 166 27600 SH SOLE 0 27600 0 TITAN MACHINERY INC COMMON STOCK 88830R101 166 6572 SH SOLE 0 6572 0 USD.00001 ZALICUS INC COMMON STOCK 98887C105 166 68600 SH SOLE 0 68600 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VERSAR INC COMMON STOCK USD.01 925297103 166 51000 SH SOLE 0 51000 0 ANADYS PHARMACEUTICALS INC COMMON STOCK 03252Q408 167 144100 SH SOLE 0 144100 0 USD.001 SEAHAWK DRILLING INC COMMON STOCK USD.01 81201R107 168 27351 SH SOLE 0 27351 0 BAR HARBOR BANKSHARES COMMON STOCK USD2. 066849100 168 5500 SH SOLE 0 5500 0 OCLARO INC COMMON STOCK USD.01 67555N206 168 14591 SH SOLE 0 14591 0 METROCORP BANCSHARES INC COMMON STOCK USD1. 591650106 168 25300 SH SOLE 0 25300 0 VOCALTEC COMMUNICATIONS LTD COMMON STOCK ILS.01 M97601120 168 7800 SH SOLE 0 7800 0 NEOPHOTONICS CORP COMMON STOCK 64051T100 170 15000 SH SOLE 0 15000 0 USD.0025 BREEZE EASTERN CORP COMMON STOCK USD.01 106764103 170 19800 SH SOLE 0 19800 0 JOE S JEANS INC COMMON STOCK USD.1 47777N101 170 160500 SH SOLE 0 160500 0 LML PAYMENT SYSTEMS INC COMMON STOCK NPV 50208P109 170 59100 SH SOLE 0 59100 0 AEGEAN MARINE PETROLEUM NETW COMMON STOCK USD.01 Y0017S102 171 20900 SH SOLE 0 20900 0 POPE RESOURCES LTD LP LTD PART NPV 732857107 172 3688 SH SOLE 0 3688 0 ORIGIN AGRITECH LTD COMMON STOCK G67828106 172 22400 SH SOLE 0 22400 0 USD.0001 ADEONA PHARMACEUTICALS INC COMMON STOCK USD.01 00685T108 173 100350 SH SOLE 0 100350 0 GREEN BANKSHARES INC COMMON STOCK USD2. 394361208 173 61930 SH SOLE 0 61930 0 PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 74731Q103 173 24515 SH SOLE 0 24515 0 ENDWAVE CORP COMMON STOCK 29264A206 174 72400 SH SOLE 0 72400 0 USD.001 INFORMATION SERVICES GROUP COMMON STOCK 45675Y104 174 79500 SH SOLE 0 79500 0 USD.0001 MERU NETWORKS INC COMMON STOCK 59047Q103 175 8600 SH SOLE 0 8600 0 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 175 11900 SH SOLE 0 11900 0 PERMA FIX ENVIRONMENTAL SVCS COMMON STOCK 714157104 175 115900 SH SOLE 0 115900 0 USD.001 ELOYALTY CORP COMMON STOCK USD.01 290151307 175 24127 SH SOLE 0 24127 0 BARNWELL INDUSTRIES INC COMMON STOCK USD.5 068221100 176 24600 SH SOLE 0 24600 0 CAPITAL TRUST CL A REIT USD.01 14052H506 177 77175 SH SOLE 0 77175 0 APPLIED ENERGETICS INC COMMON STOCK 03819M106 177 267900 SH SOLE 0 267900 0 USD.001 BLUE DOLPHIN ENERGY CO COMMON STOCK USD.01 095395307 177 23945 SH SOLE 0 23945 0 PHARMATHENE INC COMMON STOCK 71714G102 177 55600 SH SOLE 0 55600 0 USD.0001 CPI AEROSTRUCTURES INC COMMON STOCK 125919308 177 11700 SH SOLE 0 11700 0 USD.001 OLYMPIC STEEL INC COMMON STOCK NPV 68162K106 178 5424 SH SOLE 0 5424 0 CARDICA INC COMMON STOCK 14141R101 178 50000 SH SOLE 0 50000 0 USD.001 ID SYSTEMS INC COMMON STOCK USD.01 449489103 178 38786 SH SOLE 0 38786 0 CLICKSOFTWARE TECHNOLOGIES COMMON STOCK ILS.02 M25082104 179 20788 SH SOLE 0 20788 0 HERITAGE COMMERCE CORP COMMON STOCK NPV 426927109 179 37800 SH SOLE 0 37800 0 GRUBB + ELLIS CO COMMON STOCK USD.01 400095204 180 224590 SH SOLE 0 224590 0 ENTEROMEDICS INC COMMON STOCK 29365M208 180 65200 SH SOLE 0 65200 0 SUMMER INFANT INC COMMON STOCK 865646103 181 22600 SH SOLE 0 22600 0 USD.0001 CLEARFIELD INC COMMON STOCK USD.01 18482P103 181 35200 SH SOLE 0 35200 0 ORIENT PAPER INC COMMON STOCK 68619F205 182 39288 SH SOLE 0 39288 0 USD.001 SPARTON CORP COMMON STOCK 847235108 182 23399 SH SOLE 0 23399 0 USD1.25 DELIA S INC COMMON STOCK 246911101 182 101130 SH SOLE 0 101130 0 USD.001 HOLLYWOOD MEDIA CORP COMMON STOCK USD.01 436233100 182 102323 SH SOLE 0 102323 0 FIRST CALIFORNIA FINANCIAL G COMMON STOCK USD.01 319395109 182 48629 SH SOLE 0 48629 0 HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1. 433323102 183 3580 SH SOLE 0 3580 0 PERCEPTRON INC COMMON STOCK USD.01 71361F100 183 28600 SH SOLE 0 28600 0 DITECH NETWORKS INC COMMON STOCK 25500T108 183 126200 SH SOLE 0 126200 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ARCHIPELAGO LEARNING INC COMMON STOCK 03956P102 183 21415 SH SOLE 0 21415 0 USD.001 NATIONAL BANKSHARES INC/VA COMMON STOCK 634865109 183 6345 SH SOLE 0 6345 0 USD1.25 EXPRESS 1 EXPEDITED SOLUTION COMMON STOCK 30217Q108 185 87200 SH SOLE 0 87200 0 USD.001 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 185 8889 SH SOLE 0 8889 0 CONEXANT SYSTEMS INC COMMON STOCK USD.01 207142308 185 77720 SH SOLE 0 77720 0 MIDDLEBURG FINANCIAL CORP COMMON STOCK USD2.5 596094102 185 10400 SH SOLE 0 10400 0 COMMUNITY CAPITAL CORP COMMON STOCK USD1. 20363C102 185 58813 SH SOLE 0 58813 0 SPIRE CORP COMMON STOCK USD.01 848565107 185 39300 SH SOLE 0 39300 0 COGO GROUP INC COMMON STOCK USD.01 192448108 186 23014 SH SOLE 0 23014 0 AC MOORE ARTS + CRAFTS INC COMMON STOCK NPV 00086T103 186 67963 SH SOLE 0 67963 0 WILLIAMS CONTROLS INC COMMON STOCK USD.01 969465608 186 16842 SH SOLE 0 16842 0 META FINANCIAL GROUP INC COMMON STOCK USD.01 59100U108 187 11310 SH SOLE 0 11310 0 X RITE INC COMMON STOCK USD.1 983857103 187 39271 SH SOLE 0 39271 0 CHINA NEPSTAR CHAIN DRUG ADR ADR USD.0001 16943C109 187 53200 SH SOLE 0 53200 0 CROWN CRAFTS INC COMMON STOCK USD.01 228309100 188 38475 SH SOLE 0 38475 0 SYPRIS SOLUTIONS INC COMMON STOCK USD.01 871655106 189 43848 SH SOLE 0 43848 0 UNITY BANCORP INC COMMON STOCK NPV 913290102 189 27224 SH SOLE 0 27224 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 190 13497 SH SOLE 0 13497 0 INTERSECTIONS INC COMMON STOCK USD.01 460981301 190 15300 SH SOLE 0 15300 0 XOMA LTD COMMON STOCK G9825R206 190 67307 SH SOLE 0 67307 0 USD.0005 CHINA INFORMATION TECHNOLOGY COMMON STOCK USD.01 16950L109 191 70607 SH SOLE 0 70607 0 BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV 108030107 191 20206 SH SOLE 0 20206 0 ENERGY FOCUS INC COMMON STOCK 29268T102 191 160500 SH SOLE 0 160500 0 USD.0001 21ST CENTURY HOLDING CO COMMON STOCK USD.01 90136Q100 191 62100 SH SOLE 0 62100 0 OCEANFREIGHT INC A COMMON STOCK USD.01 Y64202115 193 275055 SH SOLE 0 275055 0 DIGIRAD CORP COMMON STOCK 253827109 193 77300 SH SOLE 0 77300 0 USD.0001 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 598511103 194 13059 SH SOLE 0 13059 0 ASTA FUNDING INC COMMON STOCK USD.01 046220109 194 22686 SH SOLE 0 22686 0 CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 195 41008 SH SOLE 0 41008 0 PSIVIDA CORP COMMON STOCK USD.01 74440J101 196 49900 SH SOLE 0 49900 0 AMPCO PITTSBURGH CORP COMMON STOCK USD1. 032037103 196 7094 SH SOLE 0 7094 0 MEXCO ENERGY CORP COMMON STOCK USD.5 592770101 196 14900 SH SOLE 0 14900 0 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK 858495104 197 8871 SH SOLE 0 8871 0 USD.001 PENFORD CORP COMMON STOCK USD1. 707051108 197 31700 SH SOLE 0 31700 0 METALS USA HOLDINGS CORP COMMON STOCK USD.01 59132A104 200 12200 SH SOLE 0 12200 0 SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01 843380106 201 8895 SH SOLE 0 8895 0 JIANGBO PHARMACEUTICALS INC COMMON STOCK 47737R101 201 45901 SH SOLE 0 45901 0 USD.001 NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01 630402105 201 86060 SH SOLE 0 86060 0 ASCENT SOLAR TECHNOLOGIES COMMON STOCK 043635101 201 70200 SH SOLE 0 70200 0 USD.0001 PARLUX FRAGRANCES INC COMMON STOCK USD.01 701645103 202 64398 SH SOLE 0 64398 0 AGENUS INC COMMON STOCK USD.01 00847G101 202 222323 SH SOLE 0 222323 0 SKYPEOPLE FRUIT JUICE INC COMMON STOCK 83086T208 203 46000 SH SOLE 0 46000 0 USD.001 HEMISPHERX BIOPHARMA INC COMMON STOCK 42366C103 203 439500 SH SOLE 0 439500 0 USD.001 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 203 29860 SH SOLE 0 29860 0 BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 09058V103 204 53800 SH SOLE 0 53800 0 SPS COMMERCE INC COMMON STOCK 78463M107 205 13200 SH SOLE 0 13200 0 USD.001 DANAOS CORP COMMON STOCK USD.01 Y1968P105 205 30200 SH SOLE 0 30200 0 FROZEN FOOD EXPRESS INDUSTRI COMMON STOCK USD1.5 359360104 206 59507 SH SOLE 0 59507 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- RAILAMERICA INC COMMON STOCK USD.01 750753402 206 12089 SH SOLE 0 12089 0 STRATTEC SECURITY CORP COMMON STOCK USD.01 863111100 206 6154 SH SOLE 0 6154 0 LIHUA INTERNATIONAL INC COMMON STOCK 532352101 207 23544 SH SOLE 0 23544 0 USD.0001 HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 444144109 207 104500 SH SOLE 0 104500 0 NEURALSTEM INC COMMON STOCK 64127R302 208 115400 SH SOLE 0 115400 0 USD.001 YUHE INTERNATIONAL INC COMMON STOCK 988432100 208 31200 SH SOLE 0 31200 0 USD.001 LENNAR CORP B SHS COMMON STOCK USD.1 526057302 208 14200 SH SOLE 0 14200 0 CYTRX CORP COMMON STOCK 232828301 209 237350 SH SOLE 0 237350 0 USD.001 BRIDGFORD FOODS CORP COMMON STOCK USD1. 108763103 209 18672 SH SOLE 0 18672 0 S.Y. BANCORP INC COMMON STOCK NPV 785060104 210 8345 SH SOLE 0 8345 0 AUTONAVI HOLDINGS LTD ADR ADR USD.0001 05330F106 211 11900 SH SOLE 0 11900 0 US GEOTHERMAL INC COMMON STOCK 90338S102 211 191735 SH SOLE 0 191735 0 USD.001 AMERICAN APPAREL INC COMMON STOCK 023850100 211 219231 SH SOLE 0 219231 0 USD.0001 TECHNOLOGY RESEARCH CORP COMMON STOCK USD.51 878727304 211 29600 SH SOLE 0 29600 0 CHELSEA THERAPEUTICS INTERNA COMMON STOCK NPV 163428105 212 54292 SH SOLE 0 54292 0 ZAGG INC COMMON STOCK 98884U108 212 28200 SH SOLE 0 28200 0 USD.001 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 212 20074 SH SOLE 0 20074 0 BCB BANCORP INC COMMON STOCK NPV 055298103 212 20300 SH SOLE 0 20300 0 AMREP CORP COMMON STOCK USD.1 032159105 212 21694 SH SOLE 0 21694 0 QC HOLDINGS INC COMMON STOCK USD.01 74729T101 213 49200 SH SOLE 0 49200 0 SHORE BANCSHARES INC COMMON STOCK USD.01 825107105 213 21886 SH SOLE 0 21886 0 GASCO ENERGY INC COMMON STOCK 367220100 214 454688 SH SOLE 0 454688 0 USD.0001 TENGASCO INC COMMON STOCK 88033R205 214 183248 SH SOLE 0 183248 0 USD.001 READING INTERNATIONAL INC A COMMON STOCK USD.01 755408101 215 42505 SH SOLE 0 42505 0 CITIZENS SOUTH BANKING CORP COMMON STOCK USD.01 176682102 215 48300 SH SOLE 0 48300 0 INNERWORKINGS INC COMMON STOCK 45773Y105 215 29157 SH SOLE 0 29157 0 USD.0001 UNITED GUARDIAN INC COMMON STOCK USD.1 910571108 215 14450 SH SOLE 0 14450 0 SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 216 14700 SH SOLE 0 14700 0 USD.001 UNITED SECURITY BANCSHARE/CA COMMON STOCK NPV 911460103 217 59429 SH SOLE 0 59429 0 NEOSTEM INC COMMON STOCK 640650305 217 126200 SH SOLE 0 126200 0 USD.001 HKN INC COMMON STOCK USD.01 40420K103 217 73977 SH SOLE 0 73977 0 BANKATLANTIC BANCORP INC A COMMON STOCK USD.01 065908600 218 236836 SH SOLE 0 236836 0 VERIGY LTD COMMON STOCK NPV Y93691106 218 15474 SH SOLE 0 15474 0 MFRI INC COMMON STOCK USD.01 552721102 218 19400 SH SOLE 0 19400 0 STEALTHGAS INC COMMON STOCK USD.01 Y81669106 218 34900 SH SOLE 0 34900 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 219 55662 SH SOLE 0 55662 0 TERRA NOVA ROYALTY CORP COMMON STOCK NPV 88102D103 219 25450 SH SOLE 0 25450 0 DANVERS BANCORP INC COMMON STOCK USD.01 236442109 219 10240 SH SOLE 0 10240 0 JOHNSON OUTDOORS INC A COMMON STOCK USD.05 479167108 220 14500 SH SOLE 0 14500 0 PREMIER FINANCIAL BANCORP COMMON STOCK NPV 74050M105 221 30713 SH SOLE 0 30713 0 TBS INTERNATIONAL PLC A COMMON STOCK USD.01 G8657Q104 221 113432 SH SOLE 0 113432 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 222 11792 SH SOLE 0 11792 0 NETSPEND HOLDINGS INC COMMON STOCK 64118V106 222 21149 SH SOLE 0 21149 0 IKANOS COMMUNICATIONS INC COMMON STOCK 45173E105 223 195630 SH SOLE 0 195630 0 USD.001 SEVERN BANCORP INC/MD COMMON STOCK USD.01 81811M100 223 49450 SH SOLE 0 49450 0 ICAD INC COMMON STOCK USD.01 44934S107 223 165356 SH SOLE 0 165356 0 ZIPREALTY INC COMMON STOCK 98974V107 224 77100 SH SOLE 0 77100 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 224 18787 SH SOLE 0 18787 0 TIMBERLAND BANCORP INC COMMON STOCK USD.01 887098101 224 40000 SH SOLE 0 40000 0 MORTON S RESTAURANT GROUP COMMON STOCK USD.01 619430101 226 31300 SH SOLE 0 31300 0 BSD MEDICAL CORP COMMON STOCK 055662100 226 50443 SH SOLE 0 50443 0 USD.001 NATIONAL TECHNICAL SYSTEM IN COMMON STOCK NPV 638104109 226 31610 SH SOLE 0 31610 0 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 226 28400 SH SOLE 0 28400 0 USD.001 FIRSTCITY FINANCIAL CORP COMMON STOCK USD.01 33761X107 227 35149 SH SOLE 0 35149 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 228 41300 SH SOLE 0 41300 0 ESPEY MFG + ELECTRONICS CORP COMMON STOCK 296650104 228 9200 SH SOLE 0 9200 0 USD.333 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 228 8955 SH SOLE 0 8955 0 USD.001 SERACARE LIFE SCIENCES INC COMMON STOCK NPV 81747T104 229 57300 SH SOLE 0 57300 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 229 11923 SH SOLE 0 11923 0 SIERRA BANCORP COMMON STOCK NPV 82620P102 229 20518 SH SOLE 0 20518 0 ACCESS NATIONAL CORP COMMON STOCK 004337101 230 32400 SH SOLE 0 32400 0 USD.835 DOVER MOTORSPORTS INC COMMON STOCK USD.1 260174107 230 115086 SH SOLE 0 115086 0 MATERIAL SCIENCES CORP COMMON STOCK USD.02 576674105 230 31950 SH SOLE 0 31950 0 AMES NATIONAL CORP COMMON STOCK USD2. 031001100 230 12067 SH SOLE 0 12067 0 LAWSON PRODUCTS INC COMMON STOCK USD1. 520776105 232 10072 SH SOLE 0 10072 0 CYTOKINETICS INC COMMON STOCK 23282W100 232 155797 SH SOLE 0 155797 0 USD.001 ADOLOR CORPORATION COMMON STOCK 00724X102 232 164700 SH SOLE 0 164700 0 USD.0001 NEWTEK BUSINESS SERVICES INC COMMON STOCK USD.02 652526104 232 140800 SH SOLE 0 140800 0 OMEGA FLEX INC COMMON STOCK USD.01 682095104 233 17310 SH SOLE 0 17310 0 CRAFT BREWERS ALLIANCE INC COMMON STOCK 224122101 233 25590 SH SOLE 0 25590 0 USD.005 BIODELIVERY SCIENCES INTL COMMON STOCK 09060J106 233 66100 SH SOLE 0 66100 0 USD.001 PENNS WOODS BANCORP INC COMMON STOCK 708430103 234 6000 SH SOLE 0 6000 0 USD8.33 TECHE HOLDING CO COMMON STOCK USD.01 878330109 234 6500 SH SOLE 0 6500 0 INNODATA ISOGEN INC COMMON STOCK USD.01 457642205 235 96992 SH SOLE 0 96992 0 DEMAND MEDIA INC COMMON STOCK 24802N109 236 10000 SH SOLE 0 10000 0 USD.0001 HERITAGE FINANCIAL GROUP INC COMMON STOCK USD.01 42726X102 236 18555 SH SOLE 0 18555 0 GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 237 8600 SH SOLE 0 8600 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 237 7405 SH SOLE 0 7405 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 237 13934 SH SOLE 0 13934 0 RTI BIOLOGICS INC COMMON STOCK 74975N105 239 83588 SH SOLE 0 83588 0 USD.001 RAINMAKER SYSTEMS INC COMMON STOCK 750875304 239 185383 SH SOLE 0 185383 0 USD.001 LOOKSMART LTD COMMON STOCK 543442503 240 146140 SH SOLE 0 146140 0 USD.001 PARKVALE FINANCIAL CORP COMMON STOCK USD1. 701492100 240 24458 SH SOLE 0 24458 0 WEYCO GROUP INC COMMON STOCK USD1. 962149100 240 9800 SH SOLE 0 9800 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 241 20600 SH SOLE 0 20600 0 PEAPACK GLADSTONE FINL CORP COMMON STOCK NPV 704699107 242 18233 SH SOLE 0 18233 0 FIRST BANCORP INC/ME COMMON STOCK USD.01 31866P102 242 15863 SH SOLE 0 15863 0 DUCKWALL ALCO STORES INC COMMON STOCK 264142100 242 19100 SH SOLE 0 19100 0 USD.0001 ORCHID CELLMARK INC COMMON STOCK 68573C107 242 119400 SH SOLE 0 119400 0 USD.001 FEIHE INTERNATIONAL INC COMMON STOCK 31429Y103 244 28300 SH SOLE 0 28300 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- STEMCELLS INC COMMON STOCK USD.01 85857R105 244 268200 SH SOLE 0 268200 0 HUTCHINSON TECH COMMON STOCK USD.01 448407106 244 86600 SH SOLE 0 86600 0 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1. 027745108 244 10851 SH SOLE 0 10851 0 PRESSTEK INC COMMON STOCK USD.01 741113104 246 118223 SH SOLE 0 118223 0 BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H109 246 66500 SH SOLE 0 66500 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 246 28400 SH SOLE 0 28400 0 CYBEROPTICS CORP COMMON STOCK NPV 232517102 247 28500 SH SOLE 0 28500 0 COMVERGE INC COMMON STOCK 205859101 247 53046 SH SOLE 0 53046 0 USD.001 PEREGRINE PHARMACEUTICALS COMMON STOCK 713661304 248 105200 SH SOLE 0 105200 0 USD.001 GOLAR LNG LTD COMMON STOCK USD1. G9456A100 249 9730 SH SOLE 0 9730 0 TOWERSTREAM CORP COMMON STOCK 892000100 249 63700 SH SOLE 0 63700 0 USD.001 CENTRAL GARDEN + PET CO COMMON STOCK USD.01 153527106 249 28300 SH SOLE 0 28300 0 BIOFUEL ENERGY CORP COMMON STOCK USD.01 09064Y109 251 305662 SH SOLE 0 305662 0 PREMIER EXHIBITIONS INC COMMON STOCK 74051E102 251 132055 SH SOLE 0 132055 0 USD.0001 CARDIOVASCULAR SYSTEMS INC COMMON STOCK NPV 141619106 251 23180 SH SOLE 0 23180 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 252 28395 SH SOLE 0 28395 0 INVENTURE FOODS INC COMMON STOCK USD.01 461212102 253 65180 SH SOLE 0 65180 0 HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 253 25216 SH SOLE 0 25216 0 INDEPENDENCE HOLDING CO COMMON STOCK USD1. 453440307 253 31537 SH SOLE 0 31537 0 ENCORE BANCSHARES INC COMMON STOCK USD1. 29255V201 253 20873 SH SOLE 0 20873 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 254 15040 SH SOLE 0 15040 0 CFS BANCORP INC COMMON STOCK USD.01 12525D102 255 45292 SH SOLE 0 45292 0 ADVANCED BATTERY TECHNOLOGIE COMMON STOCK 00752H102 255 131313 SH SOLE 0 131313 0 USD.001 CHICOPEE BANCORP INC COMMON STOCK NPV 168565109 255 18013 SH SOLE 0 18013 0 MAGNETEK INC COMMON STOCK USD.01 559424106 255 115900 SH SOLE 0 115900 0 COLLECTORS UNIVERSE COMMON STOCK 19421R200 255 18000 SH SOLE 0 18000 0 USD.001 MTR GAMING GROUP INC COMMON STOCK 553769100 255 96300 SH SOLE 0 96300 0 USD.00001 COSI INC COMMON STOCK USD.01 22122P101 255 207528 SH SOLE 0 207528 0 MUTUALFIRST FINANCIAL INC COMMON STOCK USD.01 62845B104 255 27574 SH SOLE 0 27574 0 CARACO PHARM LABS LTD COMMON STOCK NPV 14075T107 255 49127 SH SOLE 0 49127 0 HIGHER ONE HOLDINGS INC COMMON STOCK 42983D104 256 17700 SH SOLE 0 17700 0 KAISER FEDERAL FINANCIAL GRO COMMON STOCK USD.01 483056107 256 20808 SH SOLE 0 20808 0 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 911922102 256 6320 SH SOLE 0 6320 0 DONEGAL GROUP INC CL A COMMON STOCK USD.01 257701201 256 19183 SH SOLE 0 19183 0 SYNTROLEUM CORP COMMON STOCK USD.01 871630109 257 113500 SH SOLE 0 113500 0 MOCON INC COMMON STOCK USD.1 607494101 258 18100 SH SOLE 0 18100 0 RCM TECHNOLOGIES INC COMMON STOCK USD.05 749360400 258 50700 SH SOLE 0 50700 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 258 7764 SH SOLE 0 7764 0 SUPERIOR UNIFORM GROUP INC COMMON STOCK NPV 868358102 259 22300 SH SOLE 0 22300 0 3SBIO INC ADR ADR USD.0001 88575Y105 259 15000 SH SOLE 0 15000 0 HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 260 49980 SH SOLE 0 49980 0 HOUSTON WIRE + CABLE CO COMMON STOCK 44244K109 261 17837 SH SOLE 0 17837 0 USD.001 BANNER CORPORATION COMMON STOCK USD.01 06652V109 262 110690 SH SOLE 0 110690 0 LANNETT CO INC COMMON STOCK 516012101 263 47100 SH SOLE 0 47100 0 USD.001 RADNET INC COMMON STOCK 750491102 263 74936 SH SOLE 0 74936 0 USD.0001 DIXIE GROUP INC COMMON STOCK USD3. 255519100 263 56457 SH SOLE 0 56457 0 DDI CORP COMMON STOCK 233162502 263 24913 SH SOLE 0 24913 0 USD.001 VERSANT CORP COMMON STOCK NPV 925284309 264 20000 SH SOLE 0 20000 0 GLU MOBILE INC COMMON STOCK 379890106 264 60900 SH SOLE 0 60900 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LJ INTERNATIONAL INC COMMON STOCK USD.01 G55312105 264 67100 SH SOLE 0 67100 0 AMBASSADORS GROUP INC COMMON STOCK USD.01 023177108 264 24109 SH SOLE 0 24109 0 GAIAM INC CLASS A COMMON STOCK 36268Q103 264 40011 SH SOLE 0 40011 0 USD.0001 XUEDA EDUCATION GR SPON ADR ADR USD.0001 98418W109 265 27700 SH SOLE 0 27700 0 INFINITY PHARMACEUTICALS INC COMMON STOCK 45665G303 266 45216 SH SOLE 0 45216 0 USD.001 U.S. GLOBAL INVESTORS INC A COMMON STOCK 902952100 266 32800 SH SOLE 0 32800 0 USD.025 ENERGY CONVERSION DEVICES COMMON STOCK USD.01 292659109 266 117891 SH SOLE 0 117891 0 IGO INC COMMON STOCK USD.01 449593102 267 94709 SH SOLE 0 94709 0 EMMIS COMMUNICATIONS CLASS A COMMON STOCK USD.01 291525103 267 262001 SH SOLE 0 262001 0 SINO CLEAN ENERGY INC COMMON STOCK 82936G200 267 47000 SH SOLE 0 47000 0 USD.001 HASTINGS ENTERTAINMENT INC COMMON STOCK USD.01 418365102 268 56100 SH SOLE 0 56100 0 IMERGENT INC COMMON STOCK 45247Q100 268 40100 SH SOLE 0 40100 0 USD.001 ACCURAY INC COMMON STOCK 004397105 268 29701 SH SOLE 0 29701 0 USD.001 POWERSHARES DB AGRICULTURE F LTD PART 73936B408 269 7868 SH SOLE 0 7868 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 270 62246 SH SOLE 0 62246 0 HUDSON VALLEY HOLDING CORP COMMON STOCK USD.2 444172100 271 12297 SH SOLE 0 12297 0 NORTHFIELD BANCORP INC/NJ COMMON STOCK 66611L105 272 19730 SH SOLE 0 19730 0 USD.001 GRAY TELEVISION INC COMMON STOCK NPV 389375106 273 131965 SH SOLE 0 131965 0 SIGA TECHNOLOGIES INC COMMON STOCK 826917106 274 22609 SH SOLE 0 22609 0 USD.0001 MISTRAS GROUP INC COMMON STOCK USD.01 60649T107 274 15900 SH SOLE 0 15900 0 CDC CORP CL A COMMON STOCK G2022L114 274 107432 SH SOLE 0 107432 0 USD.00025 CHASE CORP COMMON STOCK USD.1 16150R104 274 14850 SH SOLE 0 14850 0 INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H102 275 249900 SH SOLE 0 249900 0 USD.001 REXAHN PHARMACEUTICALS INC COMMON STOCK 761640101 275 233129 SH SOLE 0 233129 0 USD.0001 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 275 54400 SH SOLE 0 54400 0 USD.001 MTS SYSTEMS CORP COMMON STOCK USD.25 553777103 277 6087 SH SOLE 0 6087 0 NAUTILUS INC COMMON STOCK NPV 63910B102 277 96000 SH SOLE 0 96000 0 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1. 043113208 278 14274 SH SOLE 0 14274 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 279 7848 SH SOLE 0 7848 0 USD.0001 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 280 49079 SH SOLE 0 49079 0 MGP INGREDIENTS INC COMMON STOCK NPV 55302G103 280 32100 SH SOLE 0 32100 0 OVERSTOCK.COM INC COMMON STOCK 690370101 282 17925 SH SOLE 0 17925 0 USD.0001 OPNEXT INC COMMON STOCK USD.01 68375V105 282 116040 SH SOLE 0 116040 0 CHINA INTEGRATED ENERGY INC COMMON STOCK 16948P105 282 110700 SH SOLE 0 110700 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 284 107000 SH SOLE 0 107000 0 USD.001 INDIANA COMMUNITY BANCORP COMMON STOCK NPV 454674102 285 18109 SH SOLE 0 18109 0 PEOPLES FINANCIAL CORP/MISS COMMON STOCK USD1. 71103B102 285 18007 SH SOLE 0 18007 0 CENTER BANCORP INC COMMON STOCK NPV 151408101 285 29766 SH SOLE 0 29766 0 DURECT CORPORATION COMMON STOCK 266605104 287 79632 SH SOLE 0 79632 0 USD.0001 PEOPLES BANCORP INC COMMON STOCK NPV 709789101 287 23871 SH SOLE 0 23871 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 287 11791 SH SOLE 0 11791 0 CHINA NATURAL GAS INC COMMON STOCK 168910206 289 51732 SH SOLE 0 51732 0 USD.0001 OMNICELL INC COMMON STOCK 68213N109 289 18981 SH SOLE 0 18981 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HARRIS INTERACTIVE INC COMMON STOCK 414549105 289 293400 SH SOLE 0 293400 0 USD.001 MICROFINANCIAL INC COMMON STOCK USD.01 595072109 290 65690 SH SOLE 0 65690 0 EASYLINK SERVICES INTL CL A COMMON STOCK USD.01 277858106 290 70000 SH SOLE 0 70000 0 COLDWATER CREEK INC COMMON STOCK USD.01 193068103 291 110049 SH SOLE 0 110049 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 291 28376 SH SOLE 0 28376 0 CHINA AGRITECH INC COMMON STOCK 16937A200 291 42279 SH SOLE 0 42279 0 USD.001 NAVARRE CORP COMMON STOCK NPV 639208107 291 153140 SH SOLE 0 153140 0 VITACOST.COM INC COMMON STOCK 92847A200 292 51200 SH SOLE 0 51200 0 USD.00001 GUARANTY BANCORP COMMON STOCK 40075T102 292 226557 SH SOLE 0 226557 0 USD.001 ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315101 293 38700 SH SOLE 0 38700 0 MESA LABORATORIES INC COMMON STOCK NPV 59064R109 294 9800 SH SOLE 0 9800 0 VIST FINANCIAL CORP COMMON STOCK USD5. 918255100 294 33680 SH SOLE 0 33680 0 MICROVISION INC COMMON STOCK 594960106 296 224520 SH SOLE 0 224520 0 USD.001 STAAR SURGICAL CO COMMON STOCK USD.01 852312305 297 53304 SH SOLE 0 53304 0 REDDY ICE HOLDINGS INC COMMON STOCK USD.01 75734R105 297 99000 SH SOLE 0 99000 0 NIVS INTELLIMEDIA TECHNOLOGY COMMON STOCK 62914U108 298 134700 SH SOLE 0 134700 0 USD.0001 STANLEY FURNITURE CO INC COMMON STOCK USD.02 854305208 298 53946 SH SOLE 0 53946 0 XYRATEX LTD COMMON STOCK USD.01 G98268108 298 26663 SH SOLE 0 26663 0 HQ SUSTAINABLE MARITIME INDU COMMON STOCK 40426A208 301 98306 SH SOLE 0 98306 0 USD.001 RESEARCH FRONTIERS INC COMMON STOCK 760911107 301 44146 SH SOLE 0 44146 0 USD.0001 ORION ENERGY SYSTEMS INC COMMON STOCK NPV 686275108 303 75100 SH SOLE 0 75100 0 BSQUARE CORP COMMON STOCK NPV 11776U300 303 42450 SH SOLE 0 42450 0 ZIOPHARM ONCOLOGY INC COMMON STOCK 98973P101 303 48500 SH SOLE 0 48500 0 USD.001 BIGBAND NETWORKS INC COMMON STOCK 089750509 303 118876 SH SOLE 0 118876 0 USD.001 NOVATEL WIRELESS INC COMMON STOCK 66987M604 304 55590 SH SOLE 0 55590 0 USD.001 ORCHIDS PAPER PRODUCTS CO COMMON STOCK 68572N104 304 25100 SH SOLE 0 25100 0 USD.001 NEW HAMPSHIRE THRIFT BANCSHS COMMON STOCK USD.01 644722100 304 23000 SH SOLE 0 23000 0 GEROVA FINANCIAL GROUP LTD COMMON STOCK G38490200 304 57595 SH SOLE 0 57595 0 USD.0001 CHINA FIRE + SECURITY GROUP COMMON STOCK 16938R103 305 49500 SH SOLE 0 49500 0 USD.001 STRATUS PROPERTIES INC COMMON STOCK USD.01 863167201 305 22499 SH SOLE 0 22499 0 BALDWIN TECHNOLOGY CO A COMMON STOCK USD.01 058264102 306 190130 SH SOLE 0 190130 0 STATE AUTO FINANCIAL CORP COMMON STOCK NPV 855707105 306 16805 SH SOLE 0 16805 0 DOMINION RES BLACK WARRIOR TR UNIT BEN INT 25746Q108 307 22100 SH SOLE 0 22100 0 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 743868101 307 37015 SH SOLE 0 37015 0 ALPHATEC HOLDINGS INC COMMON STOCK 02081G102 307 113770 SH SOLE 0 113770 0 USD.0001 HANMI FINANCIAL CORPORATION COMMON STOCK 410495105 307 247746 SH SOLE 0 247746 0 USD.001 CERUS CORP COMMON STOCK 157085101 308 106500 SH SOLE 0 106500 0 USD.001 MEDQUIST INC COMMON STOCK 584949101 309 30024 SH SOLE 0 30024 0 FRANKLIN COVEY CO COMMON STOCK USD.05 353469109 310 35745 SH SOLE 0 35745 0 AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 310 43700 SH SOLE 0 43700 0 BANK MUTUAL CORP COMMON STOCK USD.01 063750103 312 73644 SH SOLE 0 73644 0 THESTREET.COM INC COMMON STOCK USD.01 88368Q103 313 93400 SH SOLE 0 93400 0 AIRMEDIA GROUP INC ADR ADR USD.001 009411109 314 60200 SH SOLE 0 60200 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SYMS CORP COMMON STOCK USD.05 871551107 315 46900 SH SOLE 0 46900 0 UNITEK GLOBAL SERVICES INC COMMON STOCK 91324T302 316 35550 SH SOLE 0 35550 0 USD.00002 UROPLASTY INC COMMON STOCK USD.01 917277204 317 47900 SH SOLE 0 47900 0 SILVERLEAF RESORTS INC COMMON STOCK USD.01 828395103 317 130472 SH SOLE 0 130472 0 ANIMAL HEALTH INTERNATIONAL COMMON STOCK USD.01 03525N109 318 75638 SH SOLE 0 75638 0 SPECTRA ENERGY PARTNERS LP LTD PART NPV 84756N109 318 9685 SH SOLE 0 9685 0 ASTEA INTL INC COMMON STOCK USD.01 04622E208 319 59474 SH SOLE 0 59474 0 FRONTLINE LTD COMMON STOCK USD2.5 G3682E127 319 12878 SH SOLE 0 12878 0 MET PRO CORP COMMON STOCK USD.1 590876306 319 26811 SH SOLE 0 26811 0 ALLOS THERAPEUTICS INC COMMON STOCK 019777101 319 100777 SH SOLE 0 100777 0 USD.001 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 320 52824 SH SOLE 0 52824 0 NUMEREX CORP CL A COMMON STOCK NPV 67053A102 320 32300 SH SOLE 0 32300 0 RUE21 INC COMMON STOCK 781295100 321 11151 SH SOLE 0 11151 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 322 16129 SH SOLE 0 16129 0 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 970646105 322 25500 SH SOLE 0 25500 0 US HOME SYSTEMS INC COMMON STOCK 90335C100 322 74099 SH SOLE 0 74099 0 USD.001 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 323 43060 SH SOLE 0 43060 0 EVERGREEN ENERGY INC COMMON STOCK 30024B203 323 104191 SH SOLE 0 104191 0 USD.001 COMPX INTERNATIONAL INC COMMON STOCK USD.01 20563P101 323 20500 SH SOLE 0 20500 0 ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 323 7379 SH SOLE 0 7379 0 USD.001 SKYLINE CORP COMMON STOCK 830830105 323 16134 SH SOLE 0 16134 0 USD.028 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 324 9731 SH SOLE 0 9731 0 NEW ENGLAND BANCSHARES INC COMMON STOCK USD.01 643863202 325 33500 SH SOLE 0 33500 0 KANSAS CITY LIFE INS CO COMMON STOCK 484836101 325 10157 SH SOLE 0 10157 0 USD1.25 INCONTACT INC COMMON STOCK 45336E109 325 98474 SH SOLE 0 98474 0 USD.0001 SINOVAC BIOTECH LTD COMMON STOCK P8696W104 325 71800 SH SOLE 0 71800 0 USD.001 AASTROM BIOSCIENCES INC COMMON STOCK NPV 00253U305 325 130154 SH SOLE 0 130154 0 CONN S INC COMMON STOCK USD.01 208242107 325 72641 SH SOLE 0 72641 0 CLEVELAND BIOLABS INC COMMON STOCK 185860103 326 43400 SH SOLE 0 43400 0 USD.005 ANSWERS CORP COMMON STOCK 03662X100 326 31300 SH SOLE 0 31300 0 USD.001 VIVUS INC COMMON STOCK 928551100 326 52618 SH SOLE 0 52618 0 USD.001 BASSETT FURNITURE INDS COMMON STOCK USD5. 070203104 326 41500 SH SOLE 0 41500 0 SEACOAST BANKING CORP/FL COMMON STOCK USD.1 811707306 326 206190 SH SOLE 0 206190 0 PERFORMANCE TECHNOLOGIES INC COMMON STOCK USD.01 71376K102 326 152959 SH SOLE 0 152959 0 CHENIERE ENERGY PARTNERS LP LTD PART NPV 16411Q101 326 17090 SH SOLE 0 17090 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 328 22284 SH SOLE 0 22284 0 NEWBRIDGE BANCORP COMMON STOCK USD5. 65080T102 328 65882 SH SOLE 0 65882 0 BLUEGREEN CORP COMMON STOCK USD.01 096231105 328 79891 SH SOLE 0 79891 0 SURMODICS INC COMMON STOCK USD.05 868873100 328 26279 SH SOLE 0 26279 0 NANOSPHERE INC COMMON STOCK USD.01 63009F105 330 101567 SH SOLE 0 101567 0 GSE SYSTEMS INC COMMON STOCK USD.01 36227K106 332 147100 SH SOLE 0 147100 0 CRIMSON EXPLORATION INC COMMON STOCK 22662K207 333 81500 SH SOLE 0 81500 0 USD.001 ONLINE RESOURCES CORP COMMON STOCK 68273G101 336 88810 SH SOLE 0 88810 0 USD.0001 QIAO XING UNIVERSAL RESOURCE COMMON STOCK G7303A109 336 160800 SH SOLE 0 160800 0 USD.001 OSIRIS THERAPEUTICS INC COMMON STOCK 68827R108 336 46310 SH SOLE 0 46310 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HANSEN MEDICAL INC COMMON STOCK 411307101 337 152325 SH SOLE 0 152325 0 USD.0001 CPEX PHARMACEUTICALS INC COMMON STOCK USD.01 12620N104 337 12359 SH SOLE 0 12359 0 IEC ELECTRONICS CORP COMMON STOCK USD.01 44949L105 338 40200 SH SOLE 0 40200 0 K SEA TRANSPORTATION PARTNER LTD PART USD.01 48268Y101 339 41470 SH SOLE 0 41470 0 DATAWATCH CORP COMMON STOCK USD.01 237917208 339 64643 SH SOLE 0 64643 0 METRO BANCORP INC COMMON STOCK USD1. 59161R101 341 27615 SH SOLE 0 27615 0 LORILLARD INC COMMON STOCK USD.01 544147101 341 3590 SH SOLE 0 3590 0 EVERGREEN SOLAR INC COMMON STOCK USD.01 30033R306 342 253169 SH SOLE 0 253169 0 ZORAN CORP COMMON STOCK 98975F101 342 32962 SH SOLE 0 32962 0 USD.001 ORBCOMM INC COMMON STOCK 68555P100 343 104000 SH SOLE 0 104000 0 USD.001 CALLIDUS SOFTWARE INC COMMON STOCK 13123E500 344 50000 SH SOLE 0 50000 0 USD.001 SPECTRANETICS CORP COMMON STOCK 84760C107 344 72989 SH SOLE 0 72989 0 USD.001 LACROSSE FOOTWEAR INC COMMON STOCK USD.01 505688101 345 18800 SH SOLE 0 18800 0 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 14574X104 345 37217 SH SOLE 0 37217 0 TII NETWORK TECHNOLOGIES INC COMMON STOCK USD.01 872479209 346 119700 SH SOLE 0 119700 0 MEDALLION FINANCIAL CORP COMMON STOCK USD.01 583928106 347 39519 SH SOLE 0 39519 0 SI FINANCIAL GROUP INC COMMON STOCK USD.01 78425V104 348 35115 SH SOLE 0 35115 0 DELTA APPAREL INC COMMON STOCK USD.01 247368103 349 24400 SH SOLE 0 24400 0 SL INDS INC COMMON STOCK USD.2 784413106 349 19052 SH SOLE 0 19052 0 ENDOLOGIX INC COMMON STOCK 29266S106 349 51512 SH SOLE 0 51512 0 USD.001 BIOCLINICA INC COMMON STOCK 09071B100 349 67200 SH SOLE 0 67200 0 USD.00025 ADA ES INC COMMON STOCK NPV 005208103 350 16000 SH SOLE 0 16000 0 DOUBLE EAGLE PETROLEUM CO COMMON STOCK USD.1 258570209 351 38585 SH SOLE 0 38585 0 KNOLOGY INC COMMON STOCK USD.01 499183804 352 27240 SH SOLE 0 27240 0 EASTERN CO/THE COMMON STOCK NPV 276317104 352 18425 SH SOLE 0 18425 0 CNB FINANCIAL CORP/PA COMMON STOCK NPV 126128107 353 24300 SH SOLE 0 24300 0 NAM TAI ELECTRONICS INC COMMON STOCK USD.01 629865205 353 54793 SH SOLE 0 54793 0 ORTHOVITA INC COMMON STOCK USD.01 68750U102 354 166090 SH SOLE 0 166090 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 355 13147 SH SOLE 0 13147 0 MYREXIS INC COMMON STOCK USD.01 62856H107 356 92300 SH SOLE 0 92300 0 GERON CORP COMMON STOCK 374163103 359 71047 SH SOLE 0 71047 0 USD.001 FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 359 44904 SH SOLE 0 44904 0 GLOBAL EDUCATION + TECH ADR ADR 37951A108 361 58900 SH SOLE 0 58900 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 361 30202 SH SOLE 0 30202 0 COHU INC COMMON STOCK USD1. 192576106 362 23593 SH SOLE 0 23593 0 NATIONAL INTERSTATE CORP COMMON STOCK USD.01 63654U100 363 17403 SH SOLE 0 17403 0 LCA VISION INC COMMON STOCK 501803308 363 53800 SH SOLE 0 53800 0 USD.001 WEST BANCORPORATION COMMON STOCK NPV 95123P106 366 45850 SH SOLE 0 45850 0 STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 368 35119 SH SOLE 0 35119 0 MCCORMICK + SCHMICK S SEAFOO COMMON STOCK 579793100 368 51000 SH SOLE 0 51000 0 USD.001 WCA WASTE CORP COMMON STOCK USD.01 92926K103 370 61600 SH SOLE 0 61600 0 STARTEK INC COMMON STOCK USD.01 85569C107 371 73600 SH SOLE 0 73600 0 DELCATH SYSTEMS INC COMMON STOCK USD.01 24661P104 371 50389 SH SOLE 0 50389 0 TOLLGRADE COMMUNICATIONS INC COMMON STOCK USD.2 889542106 372 36863 SH SOLE 0 36863 0 ROYALE ENERGY INC COMMON STOCK NPV 78074G200 373 71182 SH SOLE 0 71182 0 SRS LABS INC COMMON STOCK 78464M106 374 43743 SH SOLE 0 43743 0 USD.001 WESTFIELD FINANCIAL INC COMMON STOCK USD.01 96008P104 375 41426 SH SOLE 0 41426 0 FBR CAPITAL MARKETS CORP COMMON STOCK 30247C301 375 104866 SH SOLE 0 104866 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 376 52539 SH SOLE 0 52539 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 378 136820 SH SOLE 0 136820 0 USD.001 THERAGENICS CORP COMMON STOCK USD.01 883375107 378 179900 SH SOLE 0 179900 0 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 378 343849 SH SOLE 0 343849 0 JAMBA INC COMMON STOCK 47023A101 379 172236 SH SOLE 0 172236 0 USD.001 HEALTHWAYS INC COMMON STOCK 422245100 379 24682 SH SOLE 0 24682 0 USD.001 GENERAL STEEL HOLDINGS INC COMMON STOCK 370853103 382 159100 SH SOLE 0 159100 0 USD.001 LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 383 9661 SH SOLE 0 9661 0 INTEGRAMED AMERICA INC COMMON STOCK USD.01 45810N302 383 37195 SH SOLE 0 37195 0 DOT HILL SYSTEMS CORP COMMON STOCK 25848T109 383 135400 SH SOLE 0 135400 0 USD.001 INDUSTRIAL SVCS OF AMERICA COMMON STOCK 456314103 383 33827 SH SOLE 0 33827 0 USD.005 YOUNG INNOVATIONS INC COMMON STOCK USD.01 987520103 383 12207 SH SOLE 0 12207 0 RICK S CABARET INTL INC COMMON STOCK USD.01 765641303 384 35100 SH SOLE 0 35100 0 POZEN INC COMMON STOCK 73941U102 384 71503 SH SOLE 0 71503 0 USD.001 ALTRA HOLDINGS INC COMMON STOCK 02208R106 386 16348 SH SOLE 0 16348 0 USD.001 SIFCO INDUSTRIES COMMON STOCK USD1. 826546103 386 21725 SH SOLE 0 21725 0 MAXLINEAR INC CLASS A COMMON STOCK 57776J100 388 47467 SH SOLE 0 47467 0 CRESTWOOD MIDSTREAM PARTNERS LTD PART 226372100 388 12906 SH SOLE 0 12906 0 BTU INTERNATIONAL INC COMMON STOCK USD.01 056032105 388 35273 SH SOLE 0 35273 0 MIDSOUTH BANCORP INC COMMON STOCK USD.1 598039105 389 26892 SH SOLE 0 26892 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 390 22897 SH SOLE 0 22897 0 BENIHANA INC CLASS A COMMON STOCK USD.1 082047200 391 46312 SH SOLE 0 46312 0 TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01 892918103 391 32752 SH SOLE 0 32752 0 STATE BANCORP INC COMMON STOCK USD5. 855716106 392 37763 SH SOLE 0 37763 0 CNINSURE INC ADR ADR USD.001 18976M103 393 30300 SH SOLE 0 30300 0 HARDINGE INC COMMON STOCK USD.01 412324303 394 28750 SH SOLE 0 28750 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 394 10222 SH SOLE 0 10222 0 COVENANT TRANSPORT GRP CL A COMMON STOCK USD.01 22284P105 396 42800 SH SOLE 0 42800 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 396 9192 SH SOLE 0 9192 0 PULASKI FINANCIAL CORP COMMON STOCK USD.01 745548107 397 52950 SH SOLE 0 52950 0 CENTERSTATE BANKS INC COMMON STOCK USD.01 15201P109 398 56810 SH SOLE 0 56810 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 398 81208 SH SOLE 0 81208 0 UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK NPV 91388P105 400 23181 SH SOLE 0 23181 0 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 400 163885 SH SOLE 0 163885 0 USD.001 GEOKINETICS INC COMMON STOCK USD.01 372910307 400 47500 SH SOLE 0 47500 0 CEL SCI CORP COMMON STOCK USD.01 150837409 401 634800 SH SOLE 0 634800 0 CHINA RECYCLING ENERGY CORP COMMON STOCK 168913101 402 148340 SH SOLE 0 148340 0 USD.001 HOLLY ENERGY PARTNERS LP LTD PART 435763107 403 6945 SH SOLE 0 6945 0 NCI INC A COMMON STOCK 62886K104 403 16540 SH SOLE 0 16540 0 USD.019 HERITAGE FINANCIAL CORP COMMON STOCK NPV 42722X106 404 28502 SH SOLE 0 28502 0 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 404 29600 SH SOLE 0 29600 0 FURIEX PHARMACEUTICALS COMMON STOCK 36106P101 404 23951 SH SOLE 0 23951 0 NICHOLAS FINANCIAL INC COMMON STOCK NPV 65373J209 405 33200 SH SOLE 0 33200 0 RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 405 63300 SH SOLE 0 63300 0 BIOSANTE PHARMACEUTICALS INC COMMON STOCK NPV 09065V203 406 204919 SH SOLE 0 204919 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 406 10154 SH SOLE 0 10154 0 COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 203900105 408 26400 SH SOLE 0 26400 0 MINES MANAGEMENT INC COMMON STOCK USD.01 603432105 408 141700 SH SOLE 0 141700 0 CAMAC ENERGY INC COMMON STOCK USD.01 131745101 409 272500 SH SOLE 0 272500 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ESB FINANCIAL CORP COMMON STOCK USD.01 26884F102 411 27846 SH SOLE 0 27846 0 JACKSON HEWITT TAX SERVICE COMMON STOCK USD.01 468202106 412 686400 SH SOLE 0 686400 0 SMARTHEAT INC COMMON STOCK 83172F104 412 145584 SH SOLE 0 145584 0 CHINA GENGSHENG MINERALS INC COMMON STOCK 16942P101 413 135300 SH SOLE 0 135300 0 USD.001 U S ENERGY CORP WYOMING COMMON STOCK USD.01 911805109 415 66260 SH SOLE 0 66260 0 TOOTSIE ROLL INDS COMMON STOCK 890516107 416 14663.08 SH SOLE 0 14663.08 0 USD.694 THOMAS PROPERTIES GROUP COMMON STOCK USD.01 884453101 417 124520 SH SOLE 0 124520 0 EUROSEAS LTD COMMON STOCK USD.03 Y23592200 417 86400 SH SOLE 0 86400 0 ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 419 27900 SH SOLE 0 27900 0 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 419 30000 SH SOLE 0 30000 0 PC TEL INC COMMON STOCK 69325Q105 421 54920 SH SOLE 0 54920 0 USD.001 GLOBAL INDEMNITY PLC COMMON STOCK G39319101 423 19232 SH SOLE 0 19232 0 USD.0001 SYNTHESIS ENERGY SYSTEMS INC COMMON STOCK USD.01 871628103 423 149999 SH SOLE 0 149999 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 424 13900 SH SOLE 0 13900 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 424 16549 SH SOLE 0 16549 0 KEYW HOLDING CORP/THE COMMON STOCK 493723100 425 34600 SH SOLE 0 34600 0 US AUTO PARTS NETWORK INC COMMON STOCK 90343C100 425 48900 SH SOLE 0 48900 0 USD.001 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 006351308 426 14900 SH SOLE 0 14900 0 AT CROSS CO CL A COMMON STOCK USD1. 227478104 426 40000 SH SOLE 0 40000 0 CUTERA INC COMMON STOCK 232109108 427 49833 SH SOLE 0 49833 0 USD.001 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK 018680306 428 38180 SH SOLE 0 38180 0 USD.001 VOYAGER OIL + GAS INC COMMON STOCK 92911K100 429 97400 SH SOLE 0 97400 0 USD.001 BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 429 46723 SH SOLE 0 46723 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 430 45853 SH SOLE 0 45853 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 431 122042 SH SOLE 0 122042 0 DIANA SHIPPING INC COMMON STOCK USD.01 Y2066G104 431 36400 SH SOLE 0 36400 0 RAE SYSTEMS INC COMMON STOCK 75061P102 432 244300 SH SOLE 0 244300 0 USD.001 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 433 15719 SH SOLE 0 15719 0 INFOSPACE INC COMMON STOCK 45678T300 434 50059 SH SOLE 0 50059 0 USD.0001 WONDER AUTO TECHNOLOGY INC COMMON STOCK 978166106 434 80000 SH SOLE 0 80000 0 USD.0001 IMAGE SENSING SYSTEMS INC COMMON STOCK USD.01 45244C104 434 31600 SH SOLE 0 31600 0 COMPUCREDIT HOLDINGS CORP COMMON STOCK NPV 20478T107 435 66136 SH SOLE 0 66136 0 XERIUM TECHNOLOGIES INC COMMON STOCK 98416J118 435 18072 SH SOLE 0 18072 0 USD.001 1ST UNITED BANCORP INC/NORTH COMMON STOCK USD.01 33740N105 435 62000 SH SOLE 0 62000 0 PDI INC COMMON STOCK USD.01 69329V100 437 53900 SH SOLE 0 53900 0 MICRONETICS INC COMMON STOCK USD.01 595125105 438 108855 SH SOLE 0 108855 0 CHEROKEE INC COMMON STOCK USD.02 16444H102 438 25384 SH SOLE 0 25384 0 QAD INC A COMMON STOCK 74727D306 439 40726 SH SOLE 0 40726 0 CHARLES + COLVARD LTD COMMON STOCK NPV 159765106 440 116973 SH SOLE 0 116973 0 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 781846209 441 22256 SH SOLE 0 22256 0 TELULAR CORP COMMON STOCK USD.01 87970T208 441 60745 SH SOLE 0 60745 0 NETWORK ENGINES INC COMMON STOCK USD.01 64121A107 442 217700 SH SOLE 0 217700 0 T.G.C. INDUSTRIES INC COMMON STOCK USD.01 872417308 442 56920 SH SOLE 0 56920 0 IDENIX PHARMACEUTICALS INC COMMON STOCK 45166R204 442 133247 SH SOLE 0 133247 0 USD.001 ABINGTON BANCORP INC COMMON STOCK USD.01 00350L109 442 36179 SH SOLE 0 36179 0 WILLBROS GROUP INC COMMON STOCK USD.05 969203108 443 40578 SH SOLE 0 40578 0 ALLIANCE FINANCIAL CORP COMMON STOCK USD1. 019205103 444 13320 SH SOLE 0 13320 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HICKORYTECH CORP COMMON STOCK NPV 429060106 445 49000 SH SOLE 0 49000 0 RENASANT CORP COMMON STOCK USD5. 75970E107 446 26280 SH SOLE 0 26280 0 DUSA PHARMACEUTICALS INC COMMON STOCK NPV 266898105 446 85854 SH SOLE 0 85854 0 ZION OIL + GAS INC COMMON STOCK USD.01 989696109 446 92624 SH SOLE 0 92624 0 SRI/SURGICAL EXPRESS INC COMMON STOCK 78464W104 448 91400 SH SOLE 0 91400 0 USD.001 INX INC COMMON STOCK USD.01 46185W109 448 61100 SH SOLE 0 61100 0 BARRY (R.G.) COMMON STOCK USD1. 068798107 448 34242 SH SOLE 0 34242 0 FSI INTL INC COMMON STOCK NPV 302633102 449 102400 SH SOLE 0 102400 0 SEALY CORP COMMON STOCK USD.01 812139301 449 176793 SH SOLE 0 176793 0 EMAGIN CORPORATION COMMON STOCK 29076N206 450 62890 SH SOLE 0 62890 0 USD.001 ALEXZA PHARMACEUTICALS INC COMMON STOCK 015384100 451 265380 SH SOLE 0 265380 0 USD.0001 ENGLOBAL CORP COMMON STOCK 293306106 451 99600 SH SOLE 0 99600 0 USD.001 MARTHA STEWART LIVING CL A COMMON STOCK USD.01 573083102 452 121734 SH SOLE 0 121734 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 452 28290 SH SOLE 0 28290 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 453 22206 SH SOLE 0 22206 0 GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 454 93326 SH SOLE 0 93326 0 ATRICURE INC COMMON STOCK 04963C209 454 39868 SH SOLE 0 39868 0 USD.001 VALENCE TECHNOLOGY INC COMMON STOCK 918914102 456 292053 SH SOLE 0 292053 0 USD.001 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 456 14024 SH SOLE 0 14024 0 PACIFIC CONTINENTAL CORP COMMON STOCK NPV 69412V108 456 44765 SH SOLE 0 44765 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 456 39417 SH SOLE 0 39417 0 ROSETTA STONE INC COMMON STOCK 777780107 457 34570 SH SOLE 0 34570 0 USD.00005 FEMALE HEALTH COMPANY COMMON STOCK USD.01 314462102 457 91600 SH SOLE 0 91600 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 457 28300 SH SOLE 0 28300 0 USD.001 FLEXSTEEL INDS COMMON STOCK USD1. 339382103 458 30200 SH SOLE 0 30200 0 MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 459 58377 SH SOLE 0 58377 0 PRGX GLOBAL INC COMMON STOCK USD.01 69357C503 460 75707 SH SOLE 0 75707 0 DIGIMARC CORP COMMON STOCK 25381B101 460 15908 SH SOLE 0 15908 0 USD.001 SODASTREAM INTERNATIONAL LTD COMMON STOCK M9068E105 460 10500 SH SOLE 0 10500 0 COLEMAN CABLE INC COMMON STOCK 193459302 461 52017 SH SOLE 0 52017 0 USD.001 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 462 140040 SH SOLE 0 140040 0 CAMBREX CORP COMMON STOCK USD.1 132011107 463 84159 SH SOLE 0 84159 0 CPI CORP COMMON STOCK USD.4 125902106 463 20572 SH SOLE 0 20572 0 CHINA GERUI ADVANCED MATERIA COMMON STOCK G21101103 464 98622 SH SOLE 0 98622 0 USD.0001 INSMED INC COMMON STOCK USD.01 457669307 464 69117 SH SOLE 0 69117 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 464 10870 SH SOLE 0 10870 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 464 16674 SH SOLE 0 16674 0 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 147448104 464 64740 SH SOLE 0 64740 0 BRAVO BRIO RESTAURANT GROUP COMMON STOCK 10567B109 465 26300 SH SOLE 0 26300 0 USD.001 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 466 17993 SH SOLE 0 17993 0 SJW CORP COMMON STOCK 784305104 467 20169 SH SOLE 0 20169 0 USD1.042 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 468 18000 SH SOLE 0 18000 0 UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 917488108 470 16250 SH SOLE 0 16250 0 VICAL INC COMMON STOCK USD.01 925602104 471 159250 SH SOLE 0 159250 0 CULP INC COMMON STOCK USD.05 230215105 472 50843 SH SOLE 0 50843 0 GLOBAL DEFENSE TECHNOLOGY + COMMON STOCK USD.01 37950B107 472 19500 SH SOLE 0 19500 0 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 872386107 474 41175 SH SOLE 0 41175 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- INTL FCSTONE INC COMMON STOCK USD.01 46116V105 474 18641 SH SOLE 0 18641 0 CHINA LODGING GROUP SPON ADS ADR 16949N109 474 27100 SH SOLE 0 27100 0 FAMOUS DAVE S OF AMERICA COMMON STOCK USD.01 307068106 476 48622 SH SOLE 0 48622 0 AUTOBYTEL INC COMMON STOCK 05275N106 476 330400 SH SOLE 0 330400 0 USD.001 NISKA GAS STORAGE PARTNERS U UNIT 654678101 477 21800 SH SOLE 0 21800 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 480 33688 SH SOLE 0 33688 0 CACHE INC COMMON STOCK USD.01 127150308 481 104700 SH SOLE 0 104700 0 NOVAMED INC COMMON STOCK USD.01 66986W207 481 36432 SH SOLE 0 36432 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 481 11889 SH SOLE 0 11889 0 LEARNING TREE INTERNATIONAL COMMON STOCK 522015106 483 54900 SH SOLE 0 54900 0 USD.0001 JAKKS PACIFIC INC COMMON STOCK 47012E106 483 24942 SH SOLE 0 24942 0 USD.001 CLIFTON SAVINGS BANCORP INC COMMON STOCK USD.01 18712Q103 483 40714 SH SOLE 0 40714 0 TARGA RESOURCES CORP COMMON STOCK 87612G101 486 13400 SH SOLE 0 13400 0 USD.001 URANIUM RESOURCES INC COMMON STOCK 916901507 486 233555 SH SOLE 0 233555 0 USD.001 RENTECH INC COMMON STOCK USD.01 760112102 486 388951 SH SOLE 0 388951 0 DELTIC TIMBER CORP COMMON STOCK USD.01 247850100 488 7308 SH SOLE 0 7308 0 DIONEX CORP COMMON STOCK 254546104 490 4152 SH SOLE 0 4152 0 USD.001 EMULEX CORP COMMON STOCK USD.1 292475209 491 46029 SH SOLE 0 46029 0 SCICLONE PHARMACEUTICALS INC COMMON STOCK 80862K104 492 121799 SH SOLE 0 121799 0 USD.001 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 492 33600 SH SOLE 0 33600 0 PDF SOLUTIONS INC COMMON STOCK 693282105 493 74099 SH SOLE 0 74099 0 USD.00015 GLEACHER + CO INC COMMON STOCK USD.01 377341102 493 283490 SH SOLE 0 283490 0 8X8 INC COMMON STOCK 282914100 496 176400 SH SOLE 0 176400 0 USD.001 KENNETH COLE PRODUCTIONS A COMMON STOCK USD.01 193294105 496 38225 SH SOLE 0 38225 0 CHINA REAL ESTATE INFORM ADR ADR 16948Q103 496 63500 SH SOLE 0 63500 0 YORK WATER CO COMMON STOCK NPV 987184108 496 28513 SH SOLE 0 28513 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 498 26606 SH SOLE 0 26606 0 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 499 25177 SH SOLE 0 25177 0 SYNTA PHARMACEUTICALS CORP COMMON STOCK 87162T206 499 94878 SH SOLE 0 94878 0 USD.0001 SYNERON MEDICAL LTD COMMON STOCK USD1.0 M87245102 500 38319 SH SOLE 0 38319 0 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 501 52362 SH SOLE 0 52362 0 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 503 81315 SH SOLE 0 81315 0 USD.0013 FIRST BUSEY CORP COMMON STOCK 319383105 503 98968 SH SOLE 0 98968 0 USD.001 CKX INC COMMON STOCK USD.01 12562M106 505 119601 SH SOLE 0 119601 0 UQM TECHNOLOGIES INC COMMON STOCK USD.01 903213106 506 169631 SH SOLE 0 169631 0 ABIOMED INC COMMON STOCK USD.01 003654100 506 34793 SH SOLE 0 34793 0 CARIBOU COFFEE CO INC COMMON STOCK USD.01 142042209 506 49752 SH SOLE 0 49752 0 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD5. 915271100 506 28575 SH SOLE 0 28575 0 GLOBALSTAR INC COMMON STOCK 378973408 507 399119 SH SOLE 0 399119 0 USD.0001 YINGLI GREEN ENERGY HOLD ADR ADR USD.01 98584B103 507 39300 SH SOLE 0 39300 0 JMP GROUP INC COMMON STOCK 46629U107 507 58900 SH SOLE 0 58900 0 USD.001 INHIBITEX INC COMMON STOCK 45719T103 509 140700 SH SOLE 0 140700 0 USD.001 BEASLEY BROADCAST GRP INC A COMMON STOCK 074014101 511 69683 SH SOLE 0 69683 0 USD.001 VILLAGE SUPER MARKET CLASS A COMMON STOCK NPV 927107409 512 17601 SH SOLE 0 17601 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- FIELDPOINT PETROLEUM CORP COMMON STOCK USD.01 316570100 514 110740 SH SOLE 0 110740 0 MARKET LEADER INC COMMON STOCK 57056R103 514 205670 SH SOLE 0 205670 0 USD.001 SCHOOL SPECIALTY INC COMMON STOCK 807863105 514 35976 SH SOLE 0 35976 0 USD.001 VSE CORP COMMON STOCK USD.05 918284100 515 17350 SH SOLE 0 17350 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 516 84518 SH SOLE 0 84518 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 516 30003 SH SOLE 0 30003 0 NATIONAL RESEARCH CORP COMMON STOCK 637372103 516 15200 SH SOLE 0 15200 0 USD.001 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 516 95213 SH SOLE 0 95213 0 VISTA GOLD CORP COMMON STOCK NPV 927926303 516 129017 SH SOLE 0 129017 0 MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 517 20202 SH SOLE 0 20202 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 517 147620 SH SOLE 0 147620 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 521 19240 SH SOLE 0 19240 0 REPLIGEN CORP COMMON STOCK USD.01 759916109 524 139608 SH SOLE 0 139608 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 524 206365 SH SOLE 0 206365 0 REIS INC COMMON STOCK USD.01 75936P105 526 66612 SH SOLE 0 66612 0 CARDIONET INC COMMON STOCK 14159L103 527 110101 SH SOLE 0 110101 0 USD.001 MOSYS INC COMMON STOCK USD.01 619718109 528 87843 SH SOLE 0 87843 0 QUICKLOGIC CORP COMMON STOCK 74837P108 529 107900 SH SOLE 0 107900 0 USD.001 INSIGNIA SYSTEMS INC COMMON STOCK USD.01 45765Y105 529 74400 SH SOLE 0 74400 0 SYNERGETICS USA INC COMMON STOCK 87160G107 530 89900 SH SOLE 0 89900 0 USD.001 EMC INS GROUP INC COMMON STOCK USD1. 268664109 530 21362 SH SOLE 0 21362 0 ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 533 42020 SH SOLE 0 42020 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 534 19295 SH SOLE 0 19295 0 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 786598300 536 15415 SH SOLE 0 15415 0 MEDIWARE INFORMATION SYSTEMS COMMON STOCK USD.1 584946107 536 43169 SH SOLE 0 43169 0 HOME FEDERAL BANCORP INC/MD COMMON STOCK USD.01 43710G105 537 45573 SH SOLE 0 45573 0 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 537 50466 SH SOLE 0 50466 0 IRIS INTERNATIONAL INC COMMON STOCK USD.01 46270W105 538 59645 SH SOLE 0 59645 0 GEORESOURCES INC COMMON STOCK USD.01 372476101 539 17223 SH SOLE 0 17223 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 539 56697 SH SOLE 0 56697 0 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 539 124689 SH SOLE 0 124689 0 USD.0001 TRIMERIS INC COMMON STOCK 896263100 540 214961 SH SOLE 0 214961 0 USD.001 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 677864100 540 25343 SH SOLE 0 25343 0 PSYCHEMEDICS CORP COMMON STOCK 744375205 540 48860 SH SOLE 0 48860 0 USD.005 UNITIL CORP COMMON STOCK NPV 913259107 542 23000 SH SOLE 0 23000 0 NATURES SUNSHINE PRODS INC COMMON STOCK NPV 639027101 542 60514 SH SOLE 0 60514 0 ROCHESTER MEDICAL CORP COMMON STOCK NPV 771497104 543 47301 SH SOLE 0 47301 0 PETMED EXPRESS INC COMMON STOCK 716382106 545 34354 SH SOLE 0 34354 0 USD.001 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 545 52406 SH SOLE 0 52406 0 SHILOH INDUSTRIES INC COMMON STOCK USD.01 824543102 545 46693 SH SOLE 0 46693 0 ASCENT MEDIA CORP A COMMON STOCK USD.01 043632108 547 11200 SH SOLE 0 11200 0 GEEKNET INC COMMON STOCK 36846Q203 548 20595 SH SOLE 0 20595 0 USD.001 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 548 24891 SH SOLE 0 24891 0 INTEGRAL SYSTEMS INC/MD COMMON STOCK USD.01 45810H107 548 45048 SH SOLE 0 45048 0 VOLT INFO SCIENCES INC COMMON STOCK USD.1 928703107 549 66900 SH SOLE 0 66900 0 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 549 28132 SH SOLE 0 28132 0 CHINA MARINE FOOD GROUP LTD COMMON STOCK 16943R106 551 140482 SH SOLE 0 140482 0 USD.001 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 551 22173 SH SOLE 0 22173 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NUTRACEUTICAL INTL CORP COMMON STOCK USD.01 67060Y101 551 36795 SH SOLE 0 36795 0 FORMFACTOR INC COMMON STOCK 346375108 553 53677 SH SOLE 0 53677 0 USD.001 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 553 194681 SH SOLE 0 194681 0 HEALTHSTREAM INC COMMON STOCK NPV 42222N103 553 71500 SH SOLE 0 71500 0 GSI TECHNOLOGY INC COMMON STOCK 36241U106 553 60891 SH SOLE 0 60891 0 USD.001 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 554 14615 SH SOLE 0 14615 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 555 64425 SH SOLE 0 64425 0 SMART BALANCE INC COMMON STOCK 83169Y108 558 121631 SH SOLE 0 121631 0 USD.0001 BIOLASE TECHNOLOGY INC COMMON STOCK 090911108 561 115224.84 SH SOLE 0 115224.84 0 USD.001 ALICO INC COMMON STOCK USD1. 016230104 562 20988 SH SOLE 0 20988 0 OCH ZIFF CAPITAL MANAGEMEN A LTD PART NPV 67551U105 562 34428 SH SOLE 0 34428 0 GOLDEN MINERALS CO COMMON STOCK USD.01 381119106 562 25600 SH SOLE 0 25600 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 565 39811 SH SOLE 0 39811 0 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 693149106 565 46500 SH SOLE 0 46500 0 STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 567 12247 SH SOLE 0 12247 0 MAXWELL TECHNOLOGIES INC COMMON STOCK USD.1 577767106 567 32831 SH SOLE 0 32831 0 TOMOTHERAPY INC COMMON STOCK USD.01 890088107 567 124081 SH SOLE 0 124081 0 PROTALIX BIOTHERAPEUTICS INC COMMON STOCK 74365A101 567 93300 SH SOLE 0 93300 0 USD.0001 BALDWIN + LYONS INC CL B COMMON STOCK NPV 057755209 567 24222 SH SOLE 0 24222 0 OVERHILL FARMS INC COMMON STOCK USD.01 690212105 567 93181 SH SOLE 0 93181 0 BLYTH INC COMMON STOCK USD.02 09643P207 568 17472 SH SOLE 0 17472 0 HILL INTERNATIONAL INC COMMON STOCK 431466101 568 107393 SH SOLE 0 107393 0 USD.0001 BALLANTYNE STRONG INC COMMON STOCK USD.01 058516105 568 79238 SH SOLE 0 79238 0 NABI BIOPHARMACEUTICALS COMMON STOCK USD.1 629519109 569 97917 SH SOLE 0 97917 0 VIRNETX HOLDING CORP COMMON STOCK 92823T108 570 28615 SH SOLE 0 28615 0 USD.0001 GLOBAL TRAFFIC NETWORK INC COMMON STOCK 37947B103 572 45900 SH SOLE 0 45900 0 USD.001 AMERICAN ORIENTAL BIOENGINEE COMMON STOCK 028731107 573 384300 SH SOLE 0 384300 0 USD.001 IMMUNOMEDICS INC COMMON STOCK USD.01 452907108 573 149941 SH SOLE 0 149941 0 USA TRUCK INC COMMON STOCK USD.01 902925106 575 44243 SH SOLE 0 44243 0 ECHELON CORP COMMON STOCK USD.01 27874N105 576 56865 SH SOLE 0 56865 0 SMITH + WESSON HOLDING CORP COMMON STOCK 831756101 577 162464 SH SOLE 0 162464 0 USD.001 PAA NATURAL GAS STORAGE LP LTD PART 693139107 577 24511 SH SOLE 0 24511 0 UNITED CAPITAL CORP COMMON STOCK USD.1 909912107 577 20390 SH SOLE 0 20390 0 SYNALLOY CORP COMMON STOCK USD1. 871565107 577 44857 SH SOLE 0 44857 0 KEY TECHNOLOGY INC COMMON STOCK NPV 493143101 577 28567 SH SOLE 0 28567 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 579 42555 SH SOLE 0 42555 0 CRUDE CARRIERS CORP COMMON STOCK Y1820X106 580 38400 SH SOLE 0 38400 0 FUELCELL ENERGY INC COMMON STOCK 35952H106 581 271272 SH SOLE 0 271272 0 USD.0001 SUPERGEN INC COMMON STOCK 868059106 581 187274 SH SOLE 0 187274 0 USD.001 ROME BANCORP INC COMMON STOCK USD.01 77587P103 581 51400 SH SOLE 0 51400 0 EXACTECH INC COMMON STOCK USD.01 30064E109 582 33180 SH SOLE 0 33180 0 MORGANS HOTEL GROUP CO COMMON STOCK USD.01 61748W108 583 59500 SH SOLE 0 59500 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 585 218962 SH SOLE 0 218962 0 PACIFIC BIOSCIENCES OF CALIF COMMON STOCK 69404D108 586 41700 SH SOLE 0 41700 0 USD.0001 GULF RESOURCES INC COMMON STOCK 40251W309 586 94691 SH SOLE 0 94691 0 USD.001 STANDARD PARKING CORP COMMON STOCK 853790103 586 33020 SH SOLE 0 33020 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VERSO PAPER CORP COMMON STOCK USD.01 92531L108 587 109751 SH SOLE 0 109751 0 NEOPROBE CORP COMMON STOCK 640518106 589 149048 SH SOLE 0 149048 0 USD.001 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 589 24955 SH SOLE 0 24955 0 TRAVELCENTERS OF AMERICA LLC COMMON STOCK 894174101 589 77800 SH SOLE 0 77800 0 USD.00001 RED LION HOTELS CORP COMMON STOCK USD.01 756764106 590 72000 SH SOLE 0 72000 0 ENER1 INC COMMON STOCK USD.01 29267A203 591 199514 SH SOLE 0 199514 0 AGILYSYS INC COMMON STOCK USD.3 00847J105 591 102930 SH SOLE 0 102930 0 NAVIOS MARITIME HOLDINGS INC COMMON STOCK Y62196103 593 104104 SH SOLE 0 104104 0 USD.0001 IPASS INC COMMON STOCK 46261V108 594 380770 SH SOLE 0 380770 0 USD.001 PENSON WORLDWIDE INC COMMON STOCK USD.01 709600100 595 88611 SH SOLE 0 88611 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 595 17965 SH SOLE 0 17965 0 EINSTEIN NOAH RESTAURANT GRO COMMON STOCK 28257U104 595 36563 SH SOLE 0 36563 0 USD.001 SUSSER HOLDINGS CORP COMMON STOCK USD.01 869233106 596 45505 SH SOLE 0 45505 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 598 10634 SH SOLE 0 10634 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 599 24695 SH SOLE 0 24695 0 AIR T INC COMMON STOCK USD.25 009207101 600 63200 SH SOLE 0 63200 0 SEACUBE CONTAINER LEASING LT COMMON STOCK G79978105 600 37500 SH SOLE 0 37500 0 ANTARES PHARMA INC COMMON STOCK USD.01 036642106 600 333600 SH SOLE 0 333600 0 INTEVAC INC COMMON STOCK NPV 461148108 601 48327 SH SOLE 0 48327 0 ROCKWELL MEDICAL TECH INC COMMON STOCK NPV 774374102 601 66895 SH SOLE 0 66895 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 601 49781 SH SOLE 0 49781 0 UFP TECHNOLOGIES INC COMMON STOCK USD.01 902673102 603 35000 SH SOLE 0 35000 0 AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 603 81720 SH SOLE 0 81720 0 PACIFIC CAPITAL BANCORP COMMON STOCK NPV 69404P200 605 20420 SH SOLE 0 20420 0 ASSET ACCEPTANCE CAPITAL COMMON STOCK USD.01 04543P100 606 112773 SH SOLE 0 112773 0 FLOW INTL CORP COMMON STOCK USD.01 343468104 608 138532 SH SOLE 0 138532 0 LADENBURG THALMANN FINANCIAL COMMON STOCK 50575Q102 609 529399 SH SOLE 0 529399 0 USD.0001 MISSION WEST PROPERTIES REIT USD.001 605203108 609 92694 SH SOLE 0 92694 0 K SWISS INC A COMMON STOCK USD.01 482686102 613 54379 SH SOLE 0 54379 0 ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 614 144051 SH SOLE 0 144051 0 MODUSLINK GLOBAL SOLUTIONS I COMMON STOCK USD.01 60786L107 615 112726 SH SOLE 0 112726 0 PICO HOLDINGS INC COMMON STOCK 693366205 616 20486 SH SOLE 0 20486 0 USD.001 DUNCAN ENERGY PARTNERS LP LTD PART 265026104 617 15228 SH SOLE 0 15228 0 MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 617 23293 SH SOLE 0 23293 0 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 619 104390 SH SOLE 0 104390 0 AH BELO CORP A COMMON STOCK USD.01 001282102 621 74279 SH SOLE 0 74279 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 625 41668 SH SOLE 0 41668 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 625 44434 SH SOLE 0 44434 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 627 78425 SH SOLE 0 78425 0 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 628 125647 SH SOLE 0 125647 0 USD.001 MAGELLAN PETROLEUM CORP COMMON STOCK USD.01 559091301 628 258600 SH SOLE 0 258600 0 BANCORP RHODE ISLAND INC COMMON STOCK USD.01 059690107 630 20399 SH SOLE 0 20399 0 TRANSCEND SERVICES INC COMMON STOCK USD.05 893929208 630 26267 SH SOLE 0 26267 0 FORCE PROTECTION INC COMMON STOCK 345203202 632 128959 SH SOLE 0 128959 0 USD.001 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 634 38794 SH SOLE 0 38794 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 636 39840 SH SOLE 0 39840 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 637 13817 SH SOLE 0 13817 0 FRIEDMAN INDUSTRIES COMMON STOCK USD1. 358435105 637 62799 SH SOLE 0 62799 0 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 639 241314 SH SOLE 0 241314 0 USD.001 WEST COAST BANCORP/OREGON COMMON STOCK NPV 952145100 640 184376 SH SOLE 0 184376 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DATALINK CORP COMMON STOCK 237934104 640 100000 SH SOLE 0 100000 0 USD.001 VANCEINFO TECHNOLOGIES ADR ADR USD.001 921564100 641 20400 SH SOLE 0 20400 0 CENTURY BANCORP INC CL A COMMON STOCK USD1. 156432106 641 23952 SH SOLE 0 23952 0 SENECA FOODS CORP CL A COMMON STOCK USD.25 817070501 642 21480 SH SOLE 0 21480 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 642 131822 SH SOLE 0 131822 0 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 643 108600 SH SOLE 0 108600 0 VANDA PHARMACEUTICALS INC COMMON STOCK 921659108 643 88245 SH SOLE 0 88245 0 USD.001 CHESAPEAKE MIDSTREAM PARTNER LTD PART 16524K108 646 22400 SH SOLE 0 22400 0 DELTEK INC COMMON STOCK 24784L105 646 84994 SH SOLE 0 84994 0 USD.001 OPTIMER PHARMACEUTICALS INC COMMON STOCK 68401H104 646 54630 SH SOLE 0 54630 0 USD.001 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 647 22446 SH SOLE 0 22446 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 647 74743 SH SOLE 0 74743 0 AFFYMAX INC COMMON STOCK 00826A109 647 110303 SH SOLE 0 110303 0 USD.001 USA MOBILITY INC COMMON STOCK 90341G103 648 44717 SH SOLE 0 44717 0 USD.0001 CALAMP CORP COMMON STOCK USD.01 128126109 648 193515 SH SOLE 0 193515 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 649 57359 SH SOLE 0 57359 0 SCHIFF NUTRITION INTERNATION COMMON STOCK USD.01 806693107 650 71340 SH SOLE 0 71340 0 PERVASIVE SOFTWARE INC COMMON STOCK 715710109 650 97300 SH SOLE 0 97300 0 USD.001 EMCORE CORP COMMON STOCK NPV 290846104 653 253165 SH SOLE 0 253165 0 LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 655 389706 SH SOLE 0 389706 0 USD.001 ALAMO GROUP INC COMMON STOCK USD.1 011311107 655 23873 SH SOLE 0 23873 0 NORTHWEST PIPE CO COMMON STOCK USD.01 667746101 655 28582 SH SOLE 0 28582 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 656 129063 SH SOLE 0 129063 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 656 33678 SH SOLE 0 33678 0 ACTIVE POWER INC COMMON STOCK 00504W100 659 223319 SH SOLE 0 223319 0 USD.001 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 661 39296 SH SOLE 0 39296 0 ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 662 12851 SH SOLE 0 12851 0 DUOYUAN PRINTING INC COMMON STOCK 26605B109 664 598500 SH SOLE 0 598500 0 USD.001 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 665 135764 SH SOLE 0 135764 0 PENNICHUCK CORP COMMON STOCK USD1. 708254206 667 23400 SH SOLE 0 23400 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 667 29886 SH SOLE 0 29886 0 EAGLE BANCORP INC COMMON STOCK USD.01 268948106 668 47560 SH SOLE 0 47560 0 HISOFT TECHNOLOGY INT ADR ADR 43358R108 669 35700 SH SOLE 0 35700 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 671 28063 SH SOLE 0 28063 0 SUREWEST COMMUNICATIONS COMMON STOCK NPV 868733106 672 46729 SH SOLE 0 46729 0 LYDALL INC COMMON STOCK USD.1 550819106 672 75642 SH SOLE 0 75642 0 QUINSTREET INC COMMON STOCK 74874Q100 673 29612 SH SOLE 0 29612 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 675 96721 SH SOLE 0 96721 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 676 62054 SH SOLE 0 62054 0 ONE LIBERTY PROPERTIES INC REIT USD1. 682406103 677 44862 SH SOLE 0 44862 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 678 33837 SH SOLE 0 33837 0 WINMARK CORP COMMON STOCK NPV 974250102 678 14700 SH SOLE 0 14700 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 678 89355 SH SOLE 0 89355 0 USD.001 MEDTOX SCIENTIFIC INC COMMON STOCK USD.15 584977201 679 41379 SH SOLE 0 41379 0 APOGEE ENTERPRISES INC COMMON STOCK 037598109 679 51498 SH SOLE 0 51498 0 USD.333 G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 687 18280 SH SOLE 0 18280 0 FX ENERGY INC COMMON STOCK 302695101 688 82354 SH SOLE 0 82354 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AVI BIOPHARMA INC COMMON STOCK 002346104 689 368616 SH SOLE 0 368616 0 USD.0001 TWIN DISC INC COMMON STOCK NPV 901476101 690 21406 SH SOLE 0 21406 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 693 55102 SH SOLE 0 55102 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 693 211900 SH SOLE 0 211900 0 USD.001 RIMAGE CORP COMMON STOCK USD.01 766721104 694 42970 SH SOLE 0 42970 0 CORCEPT THERAPEUTICS INC COMMON STOCK 218352102 695 163500 SH SOLE 0 163500 0 USD.001 VOCUS INC COMMON STOCK USD.01 92858J108 696 26898 SH SOLE 0 26898 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 696 74072 SH SOLE 0 74072 0 ENVESTNET INC COMMON STOCK 29404K106 699 52000 SH SOLE 0 52000 0 POWER INTEGRATIONS INC COMMON STOCK 739276103 699 18248 SH SOLE 0 18248 0 USD.001 STARRETT (L.S.) CO CL A COMMON STOCK USD1. 855668109 702 50000 SH SOLE 0 50000 0 ARLINGTON ASSET INVESTMENT A COMMON STOCK USD.01 041356205 702 23062 SH SOLE 0 23062 0 INTERMEC INC COMMON STOCK USD.01 458786100 704 65264 SH SOLE 0 65264 0 IMMERSION CORPORATION COMMON STOCK 452521107 705 92295 SH SOLE 0 92295 0 USD.001 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 706 84205 SH SOLE 0 84205 0 ROCKVILLE FINANCIAL INC COMMON STOCK NPV 774188106 707 67764.493 SH SOLE 0 67764.493 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 707 50715 SH SOLE 0 50715 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 708 17147 SH SOLE 0 17147 0 YONGYE INTERNATIONAL INC COMMON STOCK 98607B106 708 115516 SH SOLE 0 115516 0 USD.0001 UNION FIRST MARKET BANKSHARE COMMON STOCK 90662P104 709 63012 SH SOLE 0 63012 0 USD1.33 SAFEGUARD SCIENTIFICS INC COMMON STOCK USD.1 786449207 709 34836 SH SOLE 0 34836 0 MAC GRAY CORP COMMON STOCK USD.01 554153106 710 44000 SH SOLE 0 44000 0 AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 713 31966 SH SOLE 0 31966 0 CYTORI THERAPEUTICS INC COMMON STOCK 23283K105 713 91120 SH SOLE 0 91120 0 USD.001 CREDO PETROLEUM CORP COMMON STOCK USD.1 225439207 714 55800 SH SOLE 0 55800 0 BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 714 34734 SH SOLE 0 34734 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 717 18927 SH SOLE 0 18927 0 DSP GROUP INC COMMON STOCK 23332B106 717 93175 SH SOLE 0 93175 0 USD.001 AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 718 34397 SH SOLE 0 34397 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 722 150122 SH SOLE 0 150122 0 PINNACLE AIRLINES CORP COMMON STOCK USD.01 723443107 722 125600 SH SOLE 0 125600 0 VALUEVISION MEDIA INC A COMMON STOCK USD.01 92047K107 722 113600 SH SOLE 0 113600 0 PRESIDENTIAL LIFE CORP COMMON STOCK USD.01 740884101 723 75816 SH SOLE 0 75816 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 725 35725 SH SOLE 0 35725 0 DCP MIDSTREAM PARTNERS LP LTD PART NPV 23311P100 725 17905 SH SOLE 0 17905 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 725 28817 SH SOLE 0 28817 0 VIRTUSA CORP COMMON STOCK USD.01 92827P102 726 38749 SH SOLE 0 38749 0 COINSTAR INC COMMON STOCK 19259P300 726 15807 SH SOLE 0 15807 0 USD.001 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 727 199665 SH SOLE 0 199665 0 AMERICAN RAILCAR INDUSTRIES COMMON STOCK USD.01 02916P103 727 29120 SH SOLE 0 29120 0 FUEL TECH INC COMMON STOCK USD.01 359523107 727 81676 SH SOLE 0 81676 0 METABOLIX INC COMMON STOCK USD.01 591018809 728 69228 SH SOLE 0 69228 0 NORTHRIM BANCORP INC COMMON STOCK USD1. 666762109 729 38168 SH SOLE 0 38168 0 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 729 99316 SH SOLE 0 99316 0 LANDEC CORP COMMON STOCK 514766104 729 112221 SH SOLE 0 112221 0 USD.001 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 730 51648 SH SOLE 0 51648 0 EXTERRAN PARTNERS LP LTD PART 30225N105 731 26080 SH SOLE 0 26080 0 ARCTIC CAT INC COMMON STOCK USD.01 039670104 731 47000 SH SOLE 0 47000 0 ZIX CORP COMMON STOCK USD.01 98974P100 734 199560 SH SOLE 0 199560 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CELL THERAPEUTICS INC COMMON STOCK NPV 150934503 735 1974477 SH SOLE 0 1974477 0 THQ INC COMMON STOCK USD.01 872443403 735 161285 SH SOLE 0 161285 0 HAMPTON ROADS BANKSHARES INC COMMON STOCK 409321106 736 865593 SH SOLE 0 865593 0 USD.625 SHORETEL INC COMMON STOCK 825211105 738 89635 SH SOLE 0 89635 0 USD.001 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 738 21383 SH SOLE 0 21383 0 USD.001 WASHINGTON TRUST BANCORP COMMON STOCK 940610108 739 31111 SH SOLE 0 31111 0 USD.0625 CODEXIS INC COMMON STOCK 192005106 740 62359 SH SOLE 0 62359 0 USD.0001 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 741 184444 SH SOLE 0 184444 0 USD.001 MULTIMEDIA GAMES HOLDING CO COMMON STOCK USD.01 625453105 743 129700 SH SOLE 0 129700 0 LEE ENTERPRISES COMMON STOCK USD2. 523768109 746 276145 SH SOLE 0 276145 0 CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 746 13650 SH SOLE 0 13650 0 SWS GROUP INC COMMON STOCK USD.1 78503N107 747 123095 SH SOLE 0 123095 0 ZALE CORP COMMON STOCK USD.01 988858106 748 187470 SH SOLE 0 187470 0 ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 749 19130 SH SOLE 0 19130 0 CAMPUS CREST COMMUNITIES INC REIT 13466Y105 749 63300 SH SOLE 0 63300 0 MAXYGEN INC COMMON STOCK 577776107 749 144125 SH SOLE 0 144125 0 USD.0001 OUTDOOR CHANNEL HOLDINGS INC COMMON STOCK 690027206 751 100610 SH SOLE 0 100610 0 USD.001 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 752 351442 SH SOLE 0 351442 0 USD.001 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 753 53483 SH SOLE 0 53483 0 SOMAXON PHARMACEUTICALS INC COMMON STOCK 834453102 754 266500 SH SOLE 0 266500 0 USD.0001 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 754 48600 SH SOLE 0 48600 0 HEADWATERS INC COMMON STOCK 42210P102 754 127865 SH SOLE 0 127865 0 USD.001 HHGREGG INC COMMON STOCK 42833L108 758 56627 SH SOLE 0 56627 0 USD.0001 METRO HEALTH NETWORKS INC COMMON STOCK 592142103 760 160600 SH SOLE 0 160600 0 USD.001 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 761 57734 SH SOLE 0 57734 0 LEGACY BANCORP INC COMMON STOCK USD.01 52463G105 761 59549 SH SOLE 0 59549 0 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 571157106 763 61800 SH SOLE 0 61800 0 IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 763 29995 SH SOLE 0 29995 0 TASER INTERNATIONAL INC COMMON STOCK 87651B104 764 187725 SH SOLE 0 187725 0 USD.00001 SUPPORT.COM INC COMMON STOCK 86858W101 764 147229 SH SOLE 0 147229 0 USD.0001 UNIVERSAL STAINLESS + ALLOY COMMON STOCK 913837100 766 22713 SH SOLE 0 22713 0 USD.001 KVH INDUSTRIES INC COMMON STOCK USD.01 482738101 767 50720 SH SOLE 0 50720 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 768 33710 SH SOLE 0 33710 0 GENERAL MOLY INC COMMON STOCK 370373102 768 142834 SH SOLE 0 142834 0 USD.001 LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 769 224320 SH SOLE 0 224320 0 CURIS INC COMMON STOCK USD.01 231269101 770 236900 SH SOLE 0 236900 0 IMPERIAL SUGAR CO COMMON STOCK NPV 453096208 773 57980 SH SOLE 0 57980 0 RADIO ONE INC CL D COMMON STOCK 75040P405 773 396650 SH SOLE 0 396650 0 USD.001 SENOMYX INC COMMON STOCK 81724Q107 774 128208 SH SOLE 0 128208 0 USD.001 SOLTA MEDICAL INC COMMON STOCK 83438K103 775 234874 SH SOLE 0 234874 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 777 32468 SH SOLE 0 32468 0 LIMELIGHT NETWORKS INC COMMON STOCK 53261M104 779 108777 SH SOLE 0 108777 0 USD.001 ORION MARINE GROUP INC COMMON STOCK USD.01 68628V308 780 72580 SH SOLE 0 72580 0 FEI COMPANY COMMON STOCK NPV 30241L109 780 23122 SH SOLE 0 23122 0 BROADWIND ENERGY INC COMMON STOCK 11161T108 780 595500 SH SOLE 0 595500 0 USD.001 FISHER COMMUNICATIONS INC COMMON STOCK 337756209 780 25110 SH SOLE 0 25110 0 USD1.25 WEST MARINE INC COMMON STOCK 954235107 781 74857 SH SOLE 0 74857 0 USD.001 COGDELL SPENCER INC REIT USD.01 19238U107 781 131467 SH SOLE 0 131467 0 PAIN THERAPEUTICS INC COMMON STOCK 69562K100 782 81768 SH SOLE 0 81768 0 USD.001 POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 782 90986 SH SOLE 0 90986 0 LIQUIDITY SERVICES INC COMMON STOCK 53635B107 783 43836 SH SOLE 0 43836 0 USD.001 MONMOUTH REIT CLASS A REIT USD.01 609720107 784 95520 SH SOLE 0 95520 0 MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y109 786 229203 SH SOLE 0 229203 0 DAWSON GEOPHYSICAL CO COMMON STOCK 239359102 788 17963 SH SOLE 0 17963 0 USD.333 ROCKY BRANDS INC COMMON STOCK NPV 774515100 788 51597 SH SOLE 0 51597 0 COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1. 191098102 790 11815 SH SOLE 0 11815 0 JINPAN INTERNATIONAL LTD COMMON STOCK G5138L100 790 67400 SH SOLE 0 67400 0 USD.009 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 791 139202 SH SOLE 0 139202 0 NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 792 62483 SH SOLE 0 62483 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 793 123274 SH SOLE 0 123274 0 USD.001 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 798 24151 SH SOLE 0 24151 0 MELA SCIENCES INC COMMON STOCK 55277R100 799 226900 SH SOLE 0 226900 0 USD.001 EASTERN INSURANCE HOLDINGS COMMON STOCK NPV 276534104 800 61500 SH SOLE 0 61500 0 CENVEO INC COMMON STOCK USD.01 15670S105 800 122516 SH SOLE 0 122516 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 801 15105 SH SOLE 0 15105 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 801 53425 SH SOLE 0 53425 0 COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 802 212800 SH SOLE 0 212800 0 COMPUTER TASK GROUP INC COMMON STOCK USD.01 205477102 803 60441 SH SOLE 0 60441 0 TEJON RANCH CO COMMON STOCK USD.5 879080109 803 21865 SH SOLE 0 21865 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 808 49766 SH SOLE 0 49766 0 LIFE PARTNERS HOLDINGS INC COMMON STOCK USD.01 53215T106 810 100701.5 SH SOLE 0 100701.5 0 FRESH MARKET INC/THE COMMON STOCK USD.01 35804H106 811 21500 SH SOLE 0 21500 0 DEER CONSUMER PRODUCTS INC COMMON STOCK 24379J200 813 111971 SH SOLE 0 111971 0 USD.001 LONGTOP FINANCIAL SPON ADR ADR USD.01 54318P108 814 25900 SH SOLE 0 25900 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672706 814 162841 SH SOLE 0 162841 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 816 20148 SH SOLE 0 20148 0 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 816 115469 SH SOLE 0 115469 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 817 46389 SH SOLE 0 46389 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 817 142421 SH SOLE 0 142421 0 STERLING BANCORP N Y COMMON STOCK USD1. 859158107 821 82057 SH SOLE 0 82057 0 INTERNAP NETWORK SERVICES COMMON STOCK 45885A300 822 125142 SH SOLE 0 125142 0 USD.001 ATRION CORPORATION COMMON STOCK USD.1 049904105 823 4717 SH SOLE 0 4717 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 823 46341 SH SOLE 0 46341 0 BIOTIME INC COMMON STOCK NPV 09066L105 825 110700 SH SOLE 0 110700 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 825 62874 SH SOLE 0 62874 0 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 827 69385 SH SOLE 0 69385 0 KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 828 138225 SH SOLE 0 138225 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 828 19531 SH SOLE 0 19531 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 831 139348 SH SOLE 0 139348 0 KMG CHEMICALS INC COMMON STOCK USD.01 482564101 831 42250 SH SOLE 0 42250 0 COST PLUS INC/CALIFORNIA COMMON STOCK USD.01 221485105 832 84700 SH SOLE 0 84700 0 DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01 26433B107 833 52143 SH SOLE 0 52143 0 CONTINUCARE CORP COMMON STOCK 212172100 835 156031 SH SOLE 0 156031 0 USD.0001 PHARMACYCLICS INC COMMON STOCK 716933106 836 141940 SH SOLE 0 141940 0 USD.0001 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 836 83558 SH SOLE 0 83558 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 838 39070 SH SOLE 0 39070 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 841 382313 SH SOLE 0 382313 0 CHINA VALVES TECHNOLOGY INC COMMON STOCK 169476207 842 181481 SH SOLE 0 181481 0 USD.001 TOWNE BANK COMMON STOCK 89214P109 844 53870 SH SOLE 0 53870 0 USD1.667 ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 844 190879 SH SOLE 0 190879 0 MARINEMAX INC COMMON STOCK 567908108 845 85700 SH SOLE 0 85700 0 USD.001 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 961765104 846 21024 SH SOLE 0 21024 0 KRATOS DEFENSE + SECURITY COMMON STOCK 50077B207 846 59432 SH SOLE 0 59432 0 USD.001 BANCORP INC/THE COMMON STOCK USD1. 05969A105 846 91700 SH SOLE 0 91700 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 847 40008 SH SOLE 0 40008 0 NETGEAR INC COMMON STOCK 64111Q104 847 26100 SH SOLE 0 26100 0 USD.001 ARENA PHARMACEUTICALS INC COMMON STOCK 040047102 847 609166 SH SOLE 0 609166 0 USD.0001 FARO TECHNOLOGIES INC COMMON STOCK 311642102 854 21345 SH SOLE 0 21345 0 USD.001 KENDLE INTERNATIONAL INC COMMON STOCK NPV 48880L107 855 79798 SH SOLE 0 79798 0 RENAISSANCE LEARNING INC COMMON STOCK USD.01 75968L105 855 72764 SH SOLE 0 72764 0 ARBOR REALTY TRUST INC REIT USD.01 038923108 856 150759 SH SOLE 0 150759 0 CARRIAGE SERVICES INC COMMON STOCK USD.01 143905107 857 155600 SH SOLE 0 155600 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 857 208122 SH SOLE 0 208122 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 861 39896 SH SOLE 0 39896 0 NET 1 UEPS TECHNOLOGIES INC COMMON STOCK 64107N206 863 100300 SH SOLE 0 100300 0 USD.001 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 867 20872 SH SOLE 0 20872 0 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK 61022P100 868 59867 SH SOLE 0 59867 0 USD.001 ZUMIEZ INC COMMON STOCK NPV 989817101 870 32914 SH SOLE 0 32914 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 871 25980 SH SOLE 0 25980 0 EXAR CORP COMMON STOCK 300645108 872 144883 SH SOLE 0 144883 0 USD.0001 SIMCERE PHARMACEUTICAL ADR ADR USD.01 82859P104 875 67700 SH SOLE 0 67700 0 PMI GROUP INC/THE COMMON STOCK USD.01 69344M101 875 323996 SH SOLE 0 323996 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 875 60500 SH SOLE 0 60500 0 BEAZER HOMES USA INC COMMON STOCK 07556Q105 875 191492 SH SOLE 0 191492 0 USD.001 ZYGO CORP COMMON STOCK USD.1 989855101 876 59896 SH SOLE 0 59896 0 HERLEY INDUSTRIES INC COMMON STOCK USD.1 427398102 877 46254 SH SOLE 0 46254 0 AMERICAN REPROGRAPHICS CO COMMON STOCK 029263100 877 84738 SH SOLE 0 84738 0 USD.001 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 878 146265 SH SOLE 0 146265 0 MATERION CORP COMMON STOCK NPV 576690101 878 21527 SH SOLE 0 21527 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 880 14930 SH SOLE 0 14930 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 882 43634 SH SOLE 0 43634 0 KIRKLAND S INC COMMON STOCK NPV 497498105 886 57400 SH SOLE 0 57400 0 AMARIN CORPORATION PLC ADR ADR GBP.1 023111206 890 121900 SH SOLE 0 121900 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 890 107664 SH SOLE 0 107664 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 893 34621 SH SOLE 0 34621 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 895 173180 SH SOLE 0 173180 0 BRONCO DRILLING CO INC COMMON STOCK USD.01 112211107 896 79300 SH SOLE 0 79300 0 KIT DIGITAL INC COMMON STOCK 482470200 896 74444 SH SOLE 0 74444 0 USD.0001 NUSTAR GP HOLDINGS LLC UNIT NPV 67059L102 898 24636 SH SOLE 0 24636 0 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 14808P109 900 22902 SH SOLE 0 22902 0 APCO OIL AND GAS INTL INC COMMON STOCK USD.01 G0471F109 901 10507 SH SOLE 0 10507 0 CASUAL MALE RETAIL GROUP INC COMMON STOCK USD.01 148711302 904 184018 SH SOLE 0 184018 0 KENSEY NASH CORP COMMON STOCK 490057106 905 36317 SH SOLE 0 36317 0 USD.001 VICOR CORP COMMON STOCK USD.01 925815102 906 54949 SH SOLE 0 54949 0 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2. 740444104 906 13102 SH SOLE 0 13102 0 SAVIENT PHARMACEUTICALS INC COMMON STOCK USD.01 80517Q100 908 85662 SH SOLE 0 85662 0 CLINICAL DATA INC COMMON STOCK USD.01 18725U109 910 30032 SH SOLE 0 30032 0 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 910 122172 SH SOLE 0 122172 0 USD.001 HACKETT GROUP INC/THE COMMON STOCK 404609109 911 237118 SH SOLE 0 237118 0 USD.001 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 916 54863 SH SOLE 0 54863 0 INSPERITY INC COMMON STOCK USD.01 45778Q107 917 30182 SH SOLE 0 30182 0 ATLANTIC TELE NETWORK INC COMMON STOCK USD.01 049079205 917 24663 SH SOLE 0 24663 0 INTL SHIPHOLDING CORP COMMON STOCK USD1. 460321201 920 36941 SH SOLE 0 36941 0 EXLSERVICE HOLDINGS INC COMMON STOCK 302081104 922 43597 SH SOLE 0 43597 0 USD.001 UNITED FINANCIAL BANCORP INC COMMON STOCK USD.01 91030T109 922 55875 SH SOLE 0 55875 0 AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 923 61002 SH SOLE 0 61002 0 STERLING FINL CORP/SPOKANE COMMON STOCK USD1. 859319303 924 55174 SH SOLE 0 55174 0 INTER PARFUMS INC COMMON STOCK 458334109 926 50036 SH SOLE 0 50036 0 USD.001 GRAMERCY CAPITAL CORP REIT USD.001 384871109 927 218725 SH SOLE 0 218725 0 FUSHI COPPERWELD INC COMMON STOCK 36113E107 929 115820 SH SOLE 0 115820 0 USD.006 LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01 521050104 931 26986 SH SOLE 0 26986 0 WESCO FINANCIAL CORP COMMON STOCK USD1. 950817106 932 2394 SH SOLE 0 2394 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 934 63345 SH SOLE 0 63345 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 935 38713 SH SOLE 0 38713 0 USD.001 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 938 85700 SH SOLE 0 85700 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 939 58239 SH SOLE 0 58239 0 VIASYSTEMS GROUP INC COMMON STOCK USD.01 92553H803 940 34441 SH SOLE 0 34441 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 941 94803 SH SOLE 0 94803 0 KADANT INC COMMON STOCK USD.01 48282T104 942 35954 SH SOLE 0 35954 0 CAPITAL PRODUCT PARTNERS LP LTD PART Y11082107 942 88785 SH SOLE 0 88785 0 PANHANDLE OIL AND GAS INC A COMMON STOCK 698477106 945 29869 SH SOLE 0 29869 0 USD.01666 MILLER PETROLEUM INC COMMON STOCK 600577100 946 189165 SH SOLE 0 189165 0 USD.0001 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 946 46207 SH SOLE 0 46207 0 QUIDEL CORP COMMON STOCK 74838J101 947 79152 SH SOLE 0 79152 0 USD.001 STEC INC COMMON STOCK 784774101 951 47360 SH SOLE 0 47360 0 USD.001 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 952 43040 SH SOLE 0 43040 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 952 37906 SH SOLE 0 37906 0 CAPITAL SENIOR LIVING CORP COMMON STOCK USD.01 140475104 953 89716 SH SOLE 0 89716 0 NAVIOS MARITIME PARTNERS LP LTD PART NPV Y62267102 960 47200 SH SOLE 0 47200 0 NATIONAL PRESTO INDS INC COMMON STOCK USD1. 637215104 962 8541 SH SOLE 0 8541 0 ARCH CHEMICALS INC COMMON STOCK USD1. 03937R102 963 23163 SH SOLE 0 23163 0 CADENCE PHARMACEUTICALS INC COMMON STOCK 12738T100 965 104725 SH SOLE 0 104725 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DOLAN CO/THE COMMON STOCK 25659P402 965 79463 SH SOLE 0 79463 0 USD.001 NATURAL RESOURCE PARTNERS LP LTD PART NPV 63900P103 966 27547 SH SOLE 0 27547 0 CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 966 21400 SH SOLE 0 21400 0 LPL INVESTMENT HOLDINGS INC COMMON STOCK 50213H100 967 27000 SH SOLE 0 27000 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 967 36705 SH SOLE 0 36705 0 LIFEWAY FOODS INC COMMON STOCK NPV 531914109 969 92970 SH SOLE 0 92970 0 NN INC COMMON STOCK USD.01 629337106 971 53150 SH SOLE 0 53150 0 GLOBECOMM SYSTEMS INC COMMON STOCK 37956X103 971 78733 SH SOLE 0 78733 0 USD.001 GRIFFON CORP COMMON STOCK USD.25 398433102 971 73967 SH SOLE 0 73967 0 CYNOSURE INC A COMMON STOCK 232577205 972 70007 SH SOLE 0 70007 0 USD.001 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 973 25499 SH SOLE 0 25499 0 KENEXA CORP COMMON STOCK USD.01 488879107 974 35287 SH SOLE 0 35287 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 974 112269 SH SOLE 0 112269 0 EPLUS INC COMMON STOCK USD.01 294268107 977 36700 SH SOLE 0 36700 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 977 29215 SH SOLE 0 29215 0 SINOCOKING COAL AND COKE CHE COMMON STOCK 829357102 978 119115 SH SOLE 0 119115 0 USD.001 CALAVO GROWERS INC COMMON STOCK 128246105 980 44844 SH SOLE 0 44844 0 USD.001 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 980 47008 SH SOLE 0 47008 0 COLFAX CORP COMMON STOCK 194014106 980 42720 SH SOLE 0 42720 0 USD.001 O CHARLEYS INC COMMON STOCK NPV 670823103 983 164607 SH SOLE 0 164607 0 SPARTECH CORP COMMON STOCK USD.75 847220209 984 135699 SH SOLE 0 135699 0 CROSS TIMBERS RLTY TR COMMON STOCK 22757R109 984 20677 SH SOLE 0 20677 0 DELTA PETROLEUM CORP COMMON STOCK USD.01 247907207 985 1082906 SH SOLE 0 1082906 0 CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 986 52244 SH SOLE 0 52244 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 987 19535 SH SOLE 0 19535 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 987 35199 SH SOLE 0 35199 0 TSAKOS ENERGY NAVIGATION LTD COMMON STOCK USD1.0 G9108L108 988 90020 SH SOLE 0 90020 0 BLUE NILE INC COMMON STOCK 09578R103 991 18358 SH SOLE 0 18358 0 USD.001 CSP INC COMMON STOCK USD.01 126389105 991 216453 SH SOLE 0 216453 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 992 103975 SH SOLE 0 103975 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 997 38343 SH SOLE 0 38343 0 DIODES INC COMMON STOCK 254543101 997 29284 SH SOLE 0 29284 0 USD.667 PLX TECHNOLOGY INC COMMON STOCK 693417107 997 273283 SH SOLE 0 273283 0 USD.001 OPKO HEALTH INC COMMON STOCK USD.01 68375N103 999 267800 SH SOLE 0 267800 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 999 65119 SH SOLE 0 65119 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 1000 85953 SH SOLE 0 85953 0 SMITH MICRO SOFTWARE INC COMMON STOCK 832154108 1000 106840 SH SOLE 0 106840 0 USD.001 INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 1000 61184 SH SOLE 0 61184 0 ENNIS INC COMMON STOCK USD2.5 293389102 1001 58771 SH SOLE 0 58771 0 EW SCRIPPS CO/THE A COMMON STOCK USD.01 811054402 1003 101337 SH SOLE 0 101337 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 1005 54422 SH SOLE 0 54422 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 1005 74500 SH SOLE 0 74500 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 1007 26400 SH SOLE 0 26400 0 MANNKIND CORP COMMON STOCK USD.01 56400P201 1008 276071 SH SOLE 0 276071 0 SKECHERS USA INC CL A COMMON STOCK 830566105 1008 49060 SH SOLE 0 49060 0 USD.001 ACETO CORP COMMON STOCK USD.01 004446100 1009 126579 SH SOLE 0 126579 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK 29382R107 1009 372265 SH SOLE 0 372265 0 USD.0001 TREDEGAR CORP COMMON STOCK NPV 894650100 1009 46773 SH SOLE 0 46773 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 1010 69283 SH SOLE 0 69283 0 SPANSION INC CLASS A COMMON STOCK 84649R200 1012 54200 SH SOLE 0 54200 0 USD.001 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 1013 144736 SH SOLE 0 144736 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 1013 49230 SH SOLE 0 49230 0 APAC CUSTOMER SERVICES INC COMMON STOCK USD.01 00185E106 1014 168666 SH SOLE 0 168666 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 1014 76448 SH SOLE 0 76448 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 1014 71928 SH SOLE 0 71928 0 AEP INDUSTRIES INC COMMON STOCK USD.01 001031103 1015 34161 SH SOLE 0 34161 0 PERFECT WORLD CO SPON ADR ADR 71372U104 1017 48000 SH SOLE 0 48000 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 1017 133296 SH SOLE 0 133296 0 USD.0001 LECROY CORP COMMON STOCK USD.01 52324W109 1018 76156 SH SOLE 0 76156 0 TAL INTERNATIONAL GROUP INC COMMON STOCK 874083108 1019 28082 SH SOLE 0 28082 0 USD.001 E HOUSE CHINA HOLDINGS ADS ADR USD.001 26852W103 1020 86800 SH SOLE 0 86800 0 TELENAV INC COMMON STOCK 879455103 1021 86000 SH SOLE 0 86000 0 USD.001 FINANCIAL ENGINES INC COMMON STOCK 317485100 1026 37214 SH SOLE 0 37214 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 1027 74289 SH SOLE 0 74289 0 USEC INC COMMON STOCK USD.1 90333E108 1028 233628 SH SOLE 0 233628 0 EHEALTH INC COMMON STOCK 28238P109 1029 77401 SH SOLE 0 77401 0 USD.001 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK USD.01 L3466T104 1030 114294 SH SOLE 0 114294 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 1031 99909 SH SOLE 0 99909 0 HEARTWARE INTERNATIONAL INC COMMON STOCK 422368100 1035 12100 SH SOLE 0 12100 0 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 1035 32178 SH SOLE 0 32178 0 VASCULAR SOLUTIONS INC COMMON STOCK USD.01 92231M109 1035 94889 SH SOLE 0 94889 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 1037 174837 SH SOLE 0 174837 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 1041 17312 SH SOLE 0 17312 0 SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 1042 64950 SH SOLE 0 64950 0 USD.001 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 1042 64901 SH SOLE 0 64901 0 AMERIS BANCORP COMMON STOCK USD1. 03076K108 1043 102630 SH SOLE 0 102630 0 MEDICAL ACTION IND INC COMMON STOCK 58449L100 1045 124353 SH SOLE 0 124353 0 USD.001 LABARGE INC COMMON STOCK USD.01 502470107 1046 59100 SH SOLE 0 59100 0 ALKERMES INC COMMON STOCK USD.01 01642T108 1047 80814 SH SOLE 0 80814 0 CHINDEX INTERNATIONAL INC COMMON STOCK USD.01 169467107 1050 65390 SH SOLE 0 65390 0 TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 1051 60100 SH SOLE 0 60100 0 WAVE SYSTEMS CORP CLASS A COMMON STOCK USD.01 943526301 1054 336800 SH SOLE 0 336800 0 STELLARONE CORP COMMON STOCK USD5. 85856G100 1056 74340 SH SOLE 0 74340 0 SUPERTEX INC COMMON STOCK NPV 868532102 1056 47415 SH SOLE 0 47415 0 INTERACTIVE INTELLIGENCE INC COMMON STOCK USD.01 45839M103 1059 27350 SH SOLE 0 27350 0 MERGE HEALTHCARE INC COMMON STOCK USD.01 589499102 1060 217200 SH SOLE 0 217200 0 ICU MEDICAL INC COMMON STOCK USD.1 44930G107 1061 24246 SH SOLE 0 24246 0 COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 1063 152990 SH SOLE 0 152990 0 SCORPIO TANKERS INC COMMON STOCK USD.01 Y7542C106 1064 103116 SH SOLE 0 103116 0 ISTA PHARMACEUTICALS INC COMMON STOCK 45031X204 1066 105200 SH SOLE 0 105200 0 USD.001 ZEP INC COMMON STOCK USD.01 98944B108 1066 61252 SH SOLE 0 61252 0 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1. 90984P105 1068 450532 SH SOLE 0 450532 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 1069 51180 SH SOLE 0 51180 0 RC2 CORP COMMON STOCK USD.01 749388104 1069 38041 SH SOLE 0 38041 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 1072 79253 SH SOLE 0 79253 0 NOVAVAX INC COMMON STOCK USD.01 670002104 1072 414075 SH SOLE 0 414075 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 202608105 1074 60175 SH SOLE 0 60175 0 FURMANITE CORP COMMON STOCK NPV 361086101 1074 134205 SH SOLE 0 134205 0 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 635017106 1074 78217 SH SOLE 0 78217 0 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 1076 44508 SH SOLE 0 44508 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- LIBBEY INC COMMON STOCK USD.01 529898108 1076 65200 SH SOLE 0 65200 0 NASH FINCH CO COMMON STOCK 631158102 1077 28383 SH SOLE 0 28383 0 USD1.667 CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1078 36539 SH SOLE 0 36539 0 CELADON GROUP INC COMMON STOCK 150838100 1078 66377 SH SOLE 0 66377 0 USD.033 DIAMOND HILL INVESTMENT GRP COMMON STOCK NPV 25264R207 1078 13478 SH SOLE 0 13478 0 GRAHAM CORP COMMON STOCK USD.1 384556106 1078 45048 SH SOLE 0 45048 0 QUALITY DISTRIBUTION INC COMMON STOCK NPV 74756M102 1079 91060 SH SOLE 0 91060 0 APRICUS BIOSCIENCES INC COMMON STOCK 03832V109 1082 258130 SH SOLE 0 258130 0 USD.001 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 1083 105616 SH SOLE 0 105616 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 1085 81808 SH SOLE 0 81808 0 MARINE PRODUCTS CORP COMMON STOCK USD.1 568427108 1086 136996 SH SOLE 0 136996 0 SRA INTERNATIONAL INC CL A COMMON STOCK 78464R105 1088 38363 SH SOLE 0 38363 0 USD.004 CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6. 155771108 1088 46729 SH SOLE 0 46729 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 1090 6720 SH SOLE 0 6720 0 TEEKAY LNG PARTNERS LP LTD PART Y8564M105 1090 26594 SH SOLE 0 26594 0 MINDSPEED TECHNOLOGIES INC COMMON STOCK USD.01 602682205 1098 129751 SH SOLE 0 129751 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 1103 90296 SH SOLE 0 90296 0 MOVE INC COMMON STOCK 62458M108 1105 462392 SH SOLE 0 462392 0 USD.001 QUAD GRAPHICS INC COMMON STOCK 747301109 1106 26000 SH SOLE 0 26000 0 HUDSON HIGHLAND GROUP INC COMMON STOCK 443792106 1107 170240 SH SOLE 0 170240 0 USD.001 TEEKAY OFFSHORE PARTNERS LP LTD PART Y8565J101 1107 36300 SH SOLE 0 36300 0 AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 1111 44030 SH SOLE 0 44030 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1. 844767103 1111 78318 SH SOLE 0 78318 0 CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 1112 171562 SH SOLE 0 171562 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 1113 75263 SH SOLE 0 75263 0 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 1123 60550 SH SOLE 0 60550 0 USD.001 GENERAL MARITIME CORP COMMON STOCK USD.01 Y2693R101 1124 548092 SH SOLE 0 548092 0 CHINA GREEN AGRICULTURE INC COMMON STOCK 16943W105 1129 163592 SH SOLE 0 163592 0 USD.001 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 1129 98204 SH SOLE 0 98204 0 J + J SNACK FOODS CORP COMMON STOCK NPV 466032109 1135 24117 SH SOLE 0 24117 0 BEBE STORES INC COMMON STOCK 075571109 1136 194207 SH SOLE 0 194207 0 USD.001 MIPS TECHNOLOGIES INC COMMON STOCK 604567107 1136 108315 SH SOLE 0 108315 0 USD.001 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 1140 76092 SH SOLE 0 76092 0 USD.001 HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 1143 170278 SH SOLE 0 170278 0 USD.001 LIZ CLAIBORNE INC COMMON STOCK USD1. 539320101 1143 212018 SH SOLE 0 212018 0 SEQUENOM INC COMMON STOCK 817337405 1143 180619 SH SOLE 0 180619 0 USD.001 FERRELLGAS PARTNERS LP LTD PART USD1. 315293100 1144 44000 SH SOLE 0 44000 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 1147 60000 SH SOLE 0 60000 0 UTSTARCOM INC COMMON STOCK 918076100 1147 488099 SH SOLE 0 488099 0 USD.00125 REALD INC COMMON STOCK 75604L105 1149 42000 SH SOLE 0 42000 0 USD.0001 MELLANOX TECHNOLOGIES LTD COMMON STOCK M51363113 1153 45700 SH SOLE 0 45700 0 ILS.0175 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 1160 41105 SH SOLE 0 41105 0 MICROMET INC COMMON STOCK 59509C105 1161 207033 SH SOLE 0 207033 0 USD.00004
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SYMMETRICOM INC COMMON STOCK 871543104 1164 189881 SH SOLE 0 189881 0 USD.0001 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1165 51362 SH SOLE 0 51362 0 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 1165 83828 SH SOLE 0 83828 0 SYMMETRY MEDICAL INC COMMON STOCK 871546206 1167 119092 SH SOLE 0 119092 0 USD.0001 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 1168 343475 SH SOLE 0 343475 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK USD1. 690368105 1168 36344 SH SOLE 0 36344 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 1172 32695 SH SOLE 0 32695 0 COMSCORE INC COMMON STOCK 20564W105 1173 39739 SH SOLE 0 39739 0 USD.001 JA SOLAR HOLDINGS CO LTD ADR ADR NPV 466090107 1173 167600 SH SOLE 0 167600 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 1173 86727 SH SOLE 0 86727 0 WHITING USA TRUST I ROYALTY TRST 966389108 1175 71627 SH SOLE 0 71627 0 CDI CORP COMMON STOCK USD.1 125071100 1175 79440 SH SOLE 0 79440 0 BOLT TECHNOLOGY CORP COMMON STOCK NPV 097698104 1177 86900 SH SOLE 0 86900 0 DORCHESTER MINERALS LP LTD PART NPV 25820R105 1177 40242 SH SOLE 0 40242 0 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 1178 75980 SH SOLE 0 75980 0 FLOTEK INDUSTRIES INC COMMON STOCK 343389102 1180 140290 SH SOLE 0 140290 0 USD.0001 AUTOCHINA INTERNATIONAL LTD COMMON STOCK G06750106 1182 36300 SH SOLE 0 36300 0 TRIMAS CORP COMMON STOCK USD.01 896215209 1191 55401 SH SOLE 0 55401 0 CBEYOND INC COMMON STOCK USD.01 149847105 1192 102183 SH SOLE 0 102183 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 1193 88831 SH SOLE 0 88831 0 TRICO BANCSHARES COMMON STOCK NPV 896095106 1193 73160 SH SOLE 0 73160 0 EAGLE BULK SHIPPING INC COMMON STOCK USD.01 Y2187A101 1199 322302 SH SOLE 0 322302 0 CITIZENS INC COMMON STOCK NPV 174740100 1201 164508 SH SOLE 0 164508 0 QUANTUM CORP COMMON STOCK USD.01 747906204 1202 476822 SH SOLE 0 476822 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 1205 75837 SH SOLE 0 75837 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 1210 47890 SH SOLE 0 47890 0 BLOUNT INTERNATIONAL INC COMMON STOCK USD.01 095180105 1210 75733 SH SOLE 0 75733 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 1210 71200 SH SOLE 0 71200 0 NEUTRAL TANDEM INC COMMON STOCK 64128B108 1212 82189 SH SOLE 0 82189 0 USD.001 CTS CORP COMMON STOCK NPV 126501105 1212 112254 SH SOLE 0 112254 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 1215 96841 SH SOLE 0 96841 0 ARROW FINANCIAL CORP COMMON STOCK USD1. 042744102 1217 49192 SH SOLE 0 49192 0 ENDEAVOUR INTERNATIONAL CORP COMMON STOCK 29259G200 1219 95957 SH SOLE 0 95957 0 USD.001 SAIA INC COMMON STOCK 78709Y105 1219 74392 SH SOLE 0 74392 0 USD.001 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 1221 276239 SH SOLE 0 276239 0 USD.0001 ENERNOC INC COMMON STOCK 292764107 1221 63918 SH SOLE 0 63918 0 USD.001 LOOPNET INC COMMON STOCK 543524300 1222 86378 SH SOLE 0 86378 0 USD.001 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 1224 60817 SH SOLE 0 60817 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 1226 35810 SH SOLE 0 35810 0 CLEARWIRE CORP CLASS A COMMON STOCK 18538Q105 1228 219618 SH SOLE 0 219618 0 USD.0001 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 320734106 1229 44282 SH SOLE 0 44282 0 ECHO GLOBAL LOGISTICS INC COMMON STOCK 27875T101 1230 93713 SH SOLE 0 93713 0 USD.0001 SABA SOFTWARE INC COMMON STOCK 784932600 1232 125594 SH SOLE 0 125594 0 USD.001 CHINA BIOLOGIC PRODUCTS INC COMMON STOCK 16938C106 1232 77200 SH SOLE 0 77200 0 USD.0001 DYNAMIC MATERIALS CORP COMMON STOCK USD.05 267888105 1234 44139 SH SOLE 0 44139 0 L+L ENERGY INC COMMON STOCK 50162D100 1234 178389 SH SOLE 0 178389 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- GENOMIC HEALTH INC COMMON STOCK 37244C101 1235 50185 SH SOLE 0 50185 0 USD.0001 DEMANDTEC INC COMMON STOCK 24802R506 1235 93870 SH SOLE 0 93870 0 USD.001 ORBOTECH LTD COMMON STOCK USD.14 M75253100 1236 96296 SH SOLE 0 96296 0 VENOCO INC COMMON STOCK USD.01 92275P307 1237 72359 SH SOLE 0 72359 0 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 1237 82500 SH SOLE 0 82500 0 W+T OFFSHORE INC COMMON STOCK 92922P106 1238 54310 SH SOLE 0 54310 0 USD.00001 ARQULE INC COMMON STOCK USD.01 04269E107 1239 173064 SH SOLE 0 173064 0 LA Z BOY INC COMMON STOCK USD1. 505336107 1245 130379 SH SOLE 0 130379 0 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 1247 58259 SH SOLE 0 58259 0 USD1.25 AGREE REALTY CORP REIT USD.0001 008492100 1247 55562 SH SOLE 0 55562 0 PALOMAR MEDICAL TECHNOLOGIES COMMON STOCK USD.01 697529303 1249 84098 SH SOLE 0 84098 0 SATCON TECHNOLOGY CORP COMMON STOCK USD.01 803893106 1249 323563 SH SOLE 0 323563 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 1252 59676 SH SOLE 0 59676 0 PMFG INC COMMON STOCK USD1. 69345P103 1257 58883 SH SOLE 0 58883 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 1257 136467 SH SOLE 0 136467 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 1257 276307 SH SOLE 0 276307 0 KNOLL INC COMMON STOCK USD.01 498904200 1260 60102 SH SOLE 0 60102 0 TRANSMONTAIGNE PARTNERS LP LTD PART 89376V100 1261 34720 SH SOLE 0 34720 0 GFI GROUP INC COMMON STOCK USD.01 361652209 1262 251329 SH SOLE 0 251329 0 STEIN MART INC COMMON STOCK USD.01 858375108 1263 124905 SH SOLE 0 124905 0 CHINA NEW BORUN CORP ADR ADR USD.001 16890T105 1263 116300 SH SOLE 0 116300 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 1265 57589 SH SOLE 0 57589 0 SHENANDOAH TELECOMMUNICATION COMMON STOCK NPV 82312B106 1267 70155 SH SOLE 0 70155 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 1269 91953 SH SOLE 0 91953 0 AMERICA SERVICE GROUP INC COMMON STOCK USD.01 02364L109 1272 49600 SH SOLE 0 49600 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 1272 109083 SH SOLE 0 109083 0 WINTHROP REALTY TRUST REIT USD1. 976391300 1272 103838 SH SOLE 0 103838 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 1273 198870 SH SOLE 0 198870 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 1275 162889 SH SOLE 0 162889 0 USD.0001 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 1277 167646 SH SOLE 0 167646 0 PAETEC HOLDING CORP COMMON STOCK USD.01 695459107 1278 382563 SH SOLE 0 382563 0 STONEMOR PARTNERS LP LTD PART USD.01 86183Q100 1279 45224 SH SOLE 0 45224 0 AKORN INC COMMON STOCK NPV 009728106 1280 221789 SH SOLE 0 221789 0 LAKELAND BANCORP INC COMMON STOCK NPV 511637100 1283 123558.2 SH SOLE 0 123558.2 0 HERMAN MILLER INC COMMON STOCK USD.2 600544100 1284 46719 SH SOLE 0 46719 0 ALTRIA GROUP INC COMMON STOCK 02209S103 1286 49394 SH SOLE 0 49394 0 USD.333 PHARMASSET INC COMMON STOCK 71715N106 1288 16360 SH SOLE 0 16360 0 USD.001 FORESTAR GROUP INC COMMON STOCK USD1. 346233109 1289 67765 SH SOLE 0 67765 0 OMNOVA SOLUTIONS INC COMMON STOCK USD.1 682129101 1290 163898 SH SOLE 0 163898 0 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK 928708106 1292 52018 SH SOLE 0 52018 0 USD.001 MPG OFFICE TRUST INC REIT USD.01 553274101 1294 348834 SH SOLE 0 348834 0 AVEO PHARMACEUTICALS INC COMMON STOCK 053588109 1295 96740 SH SOLE 0 96740 0 PACIFIC SUNWEAR OF CALIF COMMON STOCK USD.01 694873100 1299 359922 SH SOLE 0 359922 0 DESTINATION MATERNITY CORP COMMON STOCK USD.01 25065D100 1300 56370 SH SOLE 0 56370 0 MICHAEL BAKER CORP COMMON STOCK USD1. 057149106 1301 44740 SH SOLE 0 44740 0 MEDASSETS INC COMMON STOCK USD.01 584045108 1302 85280 SH SOLE 0 85280 0 COHEN + STEERS INC COMMON STOCK USD.01 19247A100 1304 43937 SH SOLE 0 43937 0 NVE CORP COMMON STOCK USD.01 629445206 1304 23148 SH SOLE 0 23148 0 ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 1309 366535 SH SOLE 0 366535 0 FALCONSTOR SOFTWARE INC COMMON STOCK 306137100 1312 288343 SH SOLE 0 288343 0 USD.001 COSTAMARE INC COMMON STOCK Y1771G102 1313 75500 SH SOLE 0 75500 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MEDIFAST INC COMMON STOCK 58470H101 1316 66633 SH SOLE 0 66633 0 USD.001 CALGON CARBON CORP COMMON STOCK USD.01 129603106 1318 82984 SH SOLE 0 82984 0 MULTI FINELINE ELECTRONIX IN COMMON STOCK 62541B101 1324 46931 SH SOLE 0 46931 0 USD.0001 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 1326 161321 SH SOLE 0 161321 0 USD.0001 GLOBAL INDUSTRIES LTD COMMON STOCK USD.01 379336100 1328 135617 SH SOLE 0 135617 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 1328 220987 SH SOLE 0 220987 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 1330 92597 SH SOLE 0 92597 0 DRUGSTORE.COM INC COMMON STOCK 262241102 1330 345527 SH SOLE 0 345527 0 USD.0001 ELECTRO RENT CORP COMMON STOCK NPV 285218103 1336 77744 SH SOLE 0 77744 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 1343 182768 SH SOLE 0 182768 0 PARAMOUNT GOLD AND SILVER COMMON STOCK 69924P102 1346 346900 SH SOLE 0 346900 0 USD.001 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 1349 171688 SH SOLE 0 171688 0 USD.000001 MEDIA GENERAL INC CL A COMMON STOCK USD5. 584404107 1350 196266 SH SOLE 0 196266 0 IROBOT CORP COMMON STOCK USD.01 462726100 1350 41061 SH SOLE 0 41061 0 PROS HOLDINGS INC COMMON STOCK 74346Y103 1351 92744 SH SOLE 0 92744 0 USD.001 RENTRAK CORP COMMON STOCK 760174102 1354 50295 SH SOLE 0 50295 0 USD.001 COMPLETE GENOMICS INC COMMON STOCK 20454K104 1355 150000 SH SOLE 0 150000 0 STAMPS.COM INC COMMON STOCK 852857200 1357 101671 SH SOLE 0 101671 0 USD.001 NORANDA ALUMINUM HOLDING COR COMMON STOCK USD.01 65542W107 1358 84600 SH SOLE 0 84600 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 1362 77801 SH SOLE 0 77801 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 1362 258953 SH SOLE 0 258953 0 PINNACLE ENTERTAINMENT INC COMMON STOCK USD.1 723456109 1366 100286 SH SOLE 0 100286 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 1367 105594 SH SOLE 0 105594 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 1369 144715 SH SOLE 0 144715 0 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 139674105 1373 108281 SH SOLE 0 108281 0 ACTUATE CORP COMMON STOCK 00508B102 1374 264232 SH SOLE 0 264232 0 USD.001 DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 1377 59683 SH SOLE 0 59683 0 CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 1379 177500 SH SOLE 0 177500 0 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 1381 26431 SH SOLE 0 26431 0 USD.001 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 1381 54142 SH SOLE 0 54142 0 CHINA SKY ONE MEDICAL INC COMMON STOCK 16941P102 1385 416000 SH SOLE 0 416000 0 USD.001 SYCAMORE NETWORKS INC COMMON STOCK 871206405 1389 56837 SH SOLE 0 56837 0 USD.001 VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 1393 41186 SH SOLE 0 41186 0 VIAD CORP COMMON STOCK USD1.5 92552R406 1393 58207 SH SOLE 0 58207 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 1398 63846 SH SOLE 0 63846 0 FORTRESS INVESTMENT GRP CL A LTD PART NPV 34958B106 1401 246691 SH SOLE 0 246691 0 BPZ RESOURCES INC COMMON STOCK NPV 055639108 1407 265038 SH SOLE 0 265038 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 1409 265804 SH SOLE 0 265804 0 ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 1410 47000 SH SOLE 0 47000 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 1414 51919 SH SOLE 0 51919 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 1415 70991 SH SOLE 0 70991 0 SYNNEX CORP COMMON STOCK 87162W100 1416 43275 SH SOLE 0 43275 0 USD.001 RADWARE LTD COMMON STOCK ILS.1 M81873107 1418 40000 SH SOLE 0 40000 0 ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 1418 43674 SH SOLE 0 43674 0 SONUS NETWORKS INC COMMON STOCK 835916107 1418 377165 SH SOLE 0 377165 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BARNES + NOBLE INC COMMON STOCK 067774109 1418 154341 SH SOLE 0 154341 0 USD.001 ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 1430 158194 SH SOLE 0 158194 0 USD.001 IRONWOOD PHARMACEUTICALS INC COMMON STOCK 46333X108 1438 102731 SH SOLE 0 102731 0 USD.001 CHESAPEAKE UTILITIES CORP COMMON STOCK 165303108 1438 34562 SH SOLE 0 34562 0 USD.4867 US ECOLOGY INC COMMON STOCK USD.01 91732J102 1440 82595 SH SOLE 0 82595 0 FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 1441 177300 SH SOLE 0 177300 0 CORVEL CORP COMMON STOCK 221006109 1441 27106 SH SOLE 0 27106 0 USD.0001 GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 1442 63341 SH SOLE 0 63341 0 USD.0001 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 1442 34758 SH SOLE 0 34758 0 CELERA CORP COMMON STOCK USD.01 15100E106 1448 178540 SH SOLE 0 178540 0 WESBANCO INC COMMON STOCK 950810101 1448 69926 SH SOLE 0 69926 0 USD2.0833 WARNER MUSIC GROUP CORP COMMON STOCK 934550104 1449 214065 SH SOLE 0 214065 0 USD.001 VOLCOM INC COMMON STOCK 92864N101 1449 78218 SH SOLE 0 78218 0 USD.001 CHARMING SHOPPES COMMON STOCK USD.1 161133103 1449 340241 SH SOLE 0 340241 0 NARA BANCORP INC COMMON STOCK 63080P105 1450 150738 SH SOLE 0 150738 0 USD.001 ANDERSONS INC/THE COMMON STOCK NPV 034164103 1452 29797 SH SOLE 0 29797 0 REVLON INC CLASS A COMMON STOCK USD.01 761525609 1454 91616 SH SOLE 0 91616 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1454 78650 SH SOLE 0 78650 0 OM GROUP INC COMMON STOCK USD.01 670872100 1454 39803 SH SOLE 0 39803 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 1456 127258 SH SOLE 0 127258 0 URANIUM ENERGY CORP COMMON STOCK 916896103 1456 364957 SH SOLE 0 364957 0 USD.001 MEDIVATION INC COMMON STOCK USD.01 58501N101 1463 78497 SH SOLE 0 78497 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 1464 21361 SH SOLE 0 21361 0 AAON INC COMMON STOCK 000360206 1465 44525 SH SOLE 0 44525 0 USD.004 GMX RESOURCES INC COMMON STOCK 38011M108 1465 237449 SH SOLE 0 237449 0 USD.001 CHINA BIOTICS INC COMMON STOCK 16937B109 1468 182803 SH SOLE 0 182803 0 USD.001 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 1470 141800 SH SOLE 0 141800 0 REALPAGE INC COMMON STOCK 75606N109 1481 53400 SH SOLE 0 53400 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 1483 85406 SH SOLE 0 85406 0 EVOLUTION PETROLEUM CORP COMMON STOCK 30049A107 1488 190774 SH SOLE 0 190774 0 USD.001 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 1491 149254 SH SOLE 0 149254 0 USD.001 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 1492 278842 SH SOLE 0 278842 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 1495 400861 SH SOLE 0 400861 0 LMI AEROSPACE INC COMMON STOCK USD.02 502079106 1499 74189 SH SOLE 0 74189 0 IDT CORP CLASS B COMMON STOCK USD.01 448947507 1499 55635 SH SOLE 0 55635 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 1500 40186 SH SOLE 0 40186 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 1501 25231 SH SOLE 0 25231 0 NEWSTAR FINANCIAL INC COMMON STOCK USD.01 65251F105 1502 137563 SH SOLE 0 137563 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 1503 72772 SH SOLE 0 72772 0 HNI CORP COMMON STOCK USD1. 404251100 1505 47673 SH SOLE 0 47673 0 ANAREN INC COMMON STOCK USD.01 032744104 1506 74932 SH SOLE 0 74932 0 PACWEST BANCORP COMMON STOCK NPV 695263103 1507 69295 SH SOLE 0 69295 0 CAPSTONE TURBINE CORP COMMON STOCK 14067D102 1507 832807 SH SOLE 0 832807 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SPECTRUM CONTROL INC COMMON STOCK NPV 847615101 1508 76606 SH SOLE 0 76606 0 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 1514 32813 SH SOLE 0 32813 0 USD3.167 CASCADE CORP COMMON STOCK USD.5 147195101 1515 33991 SH SOLE 0 33991 0 HFF INC CLASS A COMMON STOCK USD.01 40418F108 1516 100772 SH SOLE 0 100772 0 ERESEARCH TECHNOLOGY INC COMMON STOCK USD.01 29481V108 1518 224152 SH SOLE 0 224152 0 KNOT INC/THE COMMON STOCK USD.01 499184109 1519 126079 SH SOLE 0 126079 0 EAGLE ROCK ENERGY PARTNERS LTD PART NPV 26985R104 1520 148291 SH SOLE 0 148291 0 HARBIN ELECTRIC INC COMMON STOCK 41145W109 1523 73603 SH SOLE 0 73603 0 USD.00001 SANGAMO BIOSCIENCES INC COMMON STOCK USD.01 800677106 1523 182875 SH SOLE 0 182875 0 VERINT SYSTEMS INC COMMON STOCK 92343X100 1530 42700 SH SOLE 0 42700 0 USD.001 POOL CORP COMMON STOCK 73278L105 1532 63554 SH SOLE 0 63554 0 USD.001 SOLAR CAPITAL LTD COMMON STOCK USD.01 83413U100 1533 64200 SH SOLE 0 64200 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 1545 172205 SH SOLE 0 172205 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 1545 42165 SH SOLE 0 42165 0 CONCEPTUS INC COMMON STOCK 206016107 1548 107140 SH SOLE 0 107140 0 USD.003 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 1548 40541 SH SOLE 0 40541 0 HOT TOPIC INC COMMON STOCK NPV 441339108 1550 271848 SH SOLE 0 271848 0 EXTREME NETWORKS INC COMMON STOCK 30226D106 1553 443718 SH SOLE 0 443718 0 USD.001 GERBER SCIENTIFIC INC COMMON STOCK USD.01 373730100 1554 166000 SH SOLE 0 166000 0 MARTEN TRANSPORT LTD COMMON STOCK USD.01 573075108 1559 69895 SH SOLE 0 69895 0 STERLING BANCSHARES INC/TX COMMON STOCK USD1. 858907108 1560 181219 SH SOLE 0 181219 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 1562 364870 SH SOLE 0 364870 0 SHANDA INTERACTIVE SPON ADR ADR USD.01 81941Q203 1562 37200 SH SOLE 0 37200 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 1566 137617 SH SOLE 0 137617 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 1571 51485 SH SOLE 0 51485 0 SHUFFLE MASTER INC COMMON STOCK USD.01 825549108 1572 147214 SH SOLE 0 147214 0 CROSSTEX ENERGY INC COMMON STOCK USD.01 22765Y104 1572 158019 SH SOLE 0 158019 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 1581 40085 SH SOLE 0 40085 0 KEMET CORP COMMON STOCK USD.01 488360207 1582 106702 SH SOLE 0 106702 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1584 35387 SH SOLE 0 35387 0 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 1586 34111 SH SOLE 0 34111 0 METALICO INC COMMON STOCK 591176102 1587 255195 SH SOLE 0 255195 0 USD.001 VANTAGE DRILLING CO COMMON STOCK G93205113 1589 882500 SH SOLE 0 882500 0 USD.001 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 1592 42684 SH SOLE 0 42684 0 RADIANT SYSTEMS INC COMMON STOCK NPV 75025N102 1593 89997 SH SOLE 0 89997 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 1602 87339 SH SOLE 0 87339 0 AMERIGAS PARTNERS LP LTD PART NPV 030975106 1602 33338 SH SOLE 0 33338 0 ENBRIDGE ENERGY MANAGEMENT L COMMON STOCK USD.01 29250X103 1604 25510 SH SOLE 0 25510 0 SUPERMEDIA INC COMMON STOCK USD.01 868447103 1608 257613 SH SOLE 0 257613 0 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 83545G102 1609 114836 SH SOLE 0 114836 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 1610 40256 SH SOLE 0 40256 0 USD.001 ALBANY INTL CORP CL A COMMON STOCK 012348108 1611 64717 SH SOLE 0 64717 0 USD.001 APPROACH RESOURCES INC COMMON STOCK USD.01 03834A103 1616 48090 SH SOLE 0 48090 0 MEDCATH CORPORATION COMMON STOCK USD.01 58404W109 1618 115967 SH SOLE 0 115967 0 GAMCO INVESTORS INC A COMMON STOCK 361438104 1619 34917 SH SOLE 0 34917 0 USD.001 TALBOTS INC COMMON STOCK USD.01 874161102 1620 268180 SH SOLE 0 268180 0 ALTISOURCE PORTFOLIO SOL COMMON STOCK L0175J104 1623 52899 SH SOLE 0 52899 0 TFS FINANCIAL CORP COMMON STOCK USD.01 87240R107 1628 153339 SH SOLE 0 153339 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 1630 83040 SH SOLE 0 83040 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERISAFE INC COMMON STOCK USD.01 03071H100 1630 73732 SH SOLE 0 73732 0 ABOVENET INC COMMON STOCK USD.01 00374N107 1631 25150 SH SOLE 0 25150 0 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1633 182200 SH SOLE 0 182200 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 1633 250805 SH SOLE 0 250805 0 S1 CORPORATION COMMON STOCK USD.01 78463B101 1635 244735 SH SOLE 0 244735 0 PARK OHIO HOLDINGS CORP COMMON STOCK USD1. 700666100 1641 79442 SH SOLE 0 79442 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 1648 43785 SH SOLE 0 43785 0 AMERICAN ASSETS TRUST INC REIT 024013104 1648 77500 SH SOLE 0 77500 0 TERREMARK WORLDWIDE INC COMMON STOCK 881448203 1651 86917 SH SOLE 0 86917 0 USD.001 INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 1653 61800 SH SOLE 0 61800 0 USD.001 POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 1655 366955 SH SOLE 0 366955 0 USD.0001 LHC GROUP INC COMMON STOCK USD.01 50187A107 1665 55490 SH SOLE 0 55490 0 SEABOARD CORP COMMON STOCK USD1. 811543107 1665 690 SH SOLE 0 690 0 WRIGHT MEDICAL GROUP INC COMMON STOCK USD.01 98235T107 1666 97930 SH SOLE 0 97930 0 BADGER METER INC COMMON STOCK USD1. 056525108 1667 40443 SH SOLE 0 40443 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 1675 133696 SH SOLE 0 133696 0 AEROVIRONMENT INC COMMON STOCK 008073108 1677 47965 SH SOLE 0 47965 0 USD.0001 JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 1678 32982 SH SOLE 0 32982 0 VITAL IMAGES INC COMMON STOCK USD.01 92846N104 1678 124230 SH SOLE 0 124230 0 AMSURG CORP COMMON STOCK NPV 03232P405 1681 66091 SH SOLE 0 66091 0 UNIFI INC COMMON STOCK USD.1 904677200 1685 99109 SH SOLE 0 99109 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1688 111626 SH SOLE 0 111626 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 1693 60246 SH SOLE 0 60246 0 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 1694 67787 SH SOLE 0 67787 0 USD.001 CHENIERE ENERGY INC COMMON STOCK 16411R208 1694 181996 SH SOLE 0 181996 0 USD.003 BIOSCRIP INC COMMON STOCK 09069N108 1695 359780 SH SOLE 0 359780 0 USD.0001 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1695 74509 SH SOLE 0 74509 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 1697 88293 SH SOLE 0 88293 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 1700 70451 SH SOLE 0 70451 0 BJ S RESTAURANTS INC COMMON STOCK NPV 09180C106 1700 43225 SH SOLE 0 43225 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 1702 93705 SH SOLE 0 93705 0 USD.001 LIONS GATE ENTERTAINMENT W/D COMMON STOCK NPV 535919203 1702 272374 SH SOLE 0 272374 0 ATMI INC COMMON STOCK USD.01 00207R101 1704 90253 SH SOLE 0 90253 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 1704 89590 SH SOLE 0 89590 0 HUGHES COMMUNICATIONS INC COMMON STOCK 444398101 1707 28607 SH SOLE 0 28607 0 USD.001 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 1709 283359 SH SOLE 0 283359 0 ACCELRYS INC COMMON STOCK 00430U103 1709 213687 SH SOLE 0 213687 0 USD.0001 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 1710 87015 SH SOLE 0 87015 0 SONIC CORP COMMON STOCK USD.01 835451105 1713 189299 SH SOLE 0 189299 0 MICREL INC COMMON STOCK NPV 594793101 1717 127344 SH SOLE 0 127344 0 TOWER INTERNATIONAL INC COMMON STOCK USD.01 891826109 1717 101400 SH SOLE 0 101400 0 WILMINGTON TRUST CORP COMMON STOCK USD1. 971807102 1732 383077 SH SOLE 0 383077 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 1732 47297 SH SOLE 0 47297 0 GLOBAL CROSSING LTD COMMON STOCK USD.01 G3921A175 1734 124547 SH SOLE 0 124547 0 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 1734 129708 SH SOLE 0 129708 0 MCGRATH RENTCORP COMMON STOCK NPV 580589109 1735 63622 SH SOLE 0 63622 0 FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930507 1741 1160858 SH SOLE 0 1160858 0 BODY CENTRAL CORP COMMON STOCK 09689U102 1742 75000 SH SOLE 0 75000 0 CARTER S INC COMMON STOCK USD.01 146229109 1744 60916 SH SOLE 0 60916 0 NEKTAR THERAPEUTICS COMMON STOCK 640268108 1748 184544 SH SOLE 0 184544 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VISTEON CORP COMMON STOCK 92839U206 1748 27979 SH SOLE 0 27979 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 1750 329549 SH SOLE 0 329549 0 RADISYS CORP COMMON STOCK NPV 750459109 1753 202419 SH SOLE 0 202419 0 OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 1756 159309 SH SOLE 0 159309 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 1759 4154 SH SOLE 0 4154 0 DTS INC COMMON STOCK 23335C101 1760 37739 SH SOLE 0 37739 0 USD.0001 REGIS CORP COMMON STOCK USD.05 758932107 1761 99263 SH SOLE 0 99263 0 CAI INTERNATIONAL INC COMMON STOCK 12477X106 1764 68212 SH SOLE 0 68212 0 USD.0001 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 1765 227498 SH SOLE 0 227498 0 WAUSAU PAPER CORP COMMON STOCK NPV 943315101 1767 231265 SH SOLE 0 231265 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 1770 186319 SH SOLE 0 186319 0 URANERZ ENERGY CORP COMMON STOCK 91688T104 1771 555100 SH SOLE 0 555100 0 USD.001 CALIX NETWORKS INC COMMON STOCK 13100M509 1773 87273.5 SH SOLE 0 87273.5 0 SYNOVIS LIFE TECHNOLOGIES IN COMMON STOCK USD.01 87162G105 1775 92563 SH SOLE 0 92563 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 1777 131058 SH SOLE 0 131058 0 RESOLUTE ENERGY CORP COMMON STOCK 76116A108 1780 98100 SH SOLE 0 98100 0 USD.0001 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 1780 259820 SH SOLE 0 259820 0 CAPLEASE INC REIT USD.01 140288101 1783 325326 SH SOLE 0 325326 0 KRISPY KREME DOUGHNUTS INC COMMON STOCK NPV 501014104 1787 253787 SH SOLE 0 253787 0 VALHI INC COMMON STOCK USD.01 918905100 1787 67479 SH SOLE 0 67479 0 TPC GROUP INC COMMON STOCK 89236Y104 1787 61900 SH SOLE 0 61900 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 1791 192395 SH SOLE 0 192395 0 PATRIOT TRANSPORTATION HLDG COMMON STOCK USD.1 70337B102 1791 66962 SH SOLE 0 66962 0 ZOLTEK COMPANIES INC COMMON STOCK USD.01 98975W104 1794 133588 SH SOLE 0 133588 0 STURM RUGER + CO INC COMMON STOCK USD1. 864159108 1800 78355 SH SOLE 0 78355 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 1801 349075 SH SOLE 0 349075 0 DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 1807 78689 SH SOLE 0 78689 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 1808 43642 SH SOLE 0 43642 0 TRADESTATION GROUP INC COMMON STOCK USD.01 89267P105 1809 257644 SH SOLE 0 257644 0 SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 1822 151076 SH SOLE 0 151076 0 SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 1823 98744 SH SOLE 0 98744 0 EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 1826 248115 SH SOLE 0 248115 0 UNITED FIRE + CASUALTY CO COMMON STOCK 910331107 1830 90528 SH SOLE 0 90528 0 USD3.333 GREEN PLAINS RENEWABLE ENERG COMMON STOCK 393222104 1830 152226 SH SOLE 0 152226 0 USD.001 TRANSATLANTIC PETROLEUM LTD COMMON STOCK NPV G89982105 1830 590300 SH SOLE 0 590300 0 CEDAR FAIR LP LTD PART NPV 150185106 1834 95537 SH SOLE 0 95537 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 1838 134174 SH SOLE 0 134174 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 1839 62544 SH SOLE 0 62544 0 CRAY INC COMMON STOCK USD.01 225223304 1839 285170 SH SOLE 0 285170 0 DEXCOM INC COMMON STOCK 252131107 1845 118875 SH SOLE 0 118875 0 USD.001 AXT INC COMMON STOCK 00246W103 1846 257481 SH SOLE 0 257481 0 USD.001 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 1849 127075 SH SOLE 0 127075 0 DYCOM INDUSTRIES INC COMMON STOCK 267475101 1850 106669 SH SOLE 0 106669 0 USD.333 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 1851 179000 SH SOLE 0 179000 0 USD.001 MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 1852 64808 SH SOLE 0 64808 0 TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 1853 95592 SH SOLE 0 95592 0 SUNOCO LOGISTICS PARTNERS LP LTD PART 86764L108 1857 21400 SH SOLE 0 21400 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 1858 23956 SH SOLE 0 23956 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 1860 145570 SH SOLE 0 145570 0 ORMAT TECHNOLOGIES INC COMMON STOCK 686688102 1861 73458 SH SOLE 0 73458 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- YRC WORLDWIDE INC COMMON STOCK USD1. 984249300 1865 1059478 SH SOLE 0 1059478 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 1867 358329 SH SOLE 0 358329 0 NANOMETRICS INC COMMON STOCK NPV 630077105 1867 103208 SH SOLE 0 103208 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1873 89383 SH SOLE 0 89383 0 MINE SAFETY APPLIANCES CO COMMON STOCK NPV 602720104 1879 51241 SH SOLE 0 51241 0 DYNEGY INC COMMON STOCK NPV 26817G300 1882 330814 SH SOLE 0 330814 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK 83066R107 1886 131085 SH SOLE 0 131085 0 USD.001 SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 1889 212500 SH SOLE 0 212500 0 USD.001 SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 1891 243330 SH SOLE 0 243330 0 USD.00016667 PARKER DRILLING CO COMMON STOCK 701081101 1895 274273 SH SOLE 0 274273 0 USD.167 GENCORP INC COMMON STOCK USD.1 368682100 1898 317409 SH SOLE 0 317409 0 KBW INC COMMON STOCK USD.01 482423100 1899 72519 SH SOLE 0 72519 0 GORMAN RUPP CO COMMON STOCK NPV 383082104 1903 48313 SH SOLE 0 48313 0 WARREN RESOURCES INC COMMON STOCK 93564A100 1904 374032 SH SOLE 0 374032 0 USD.0001 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 1908 71949 SH SOLE 0 71949 0 FABRINET COMMON STOCK USD.01 G3323L100 1909 94700 SH SOLE 0 94700 0 PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 1910 60312 SH SOLE 0 60312 0 ARDEA BIOSCIENCES INC COMMON STOCK 03969P107 1912 66640 SH SOLE 0 66640 0 USD.001 QUIKSILVER INC COMMON STOCK USD.01 74838C106 1915 433242 SH SOLE 0 433242 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 1915 56236 SH SOLE 0 56236 0 HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 1916 125751 SH SOLE 0 125751 0 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1 700416209 1919 59514 SH SOLE 0 59514 0 DINEEQUITY INC COMMON STOCK USD.01 254423106 1929 35082 SH SOLE 0 35082 0 RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1929 121334 SH SOLE 0 121334 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1930 74937 SH SOLE 0 74937 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 1931 71048 SH SOLE 0 71048 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 1931 116424 SH SOLE 0 116424 0 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 1938 62805 SH SOLE 0 62805 0 CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1938 49892 SH SOLE 0 49892 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 1944 101386 SH SOLE 0 101386 0 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1944 27000 SH SOLE 0 27000 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 1945 453405 SH SOLE 0 453405 0 NL INDUSTRIES COMMON STOCK 629156407 1948 131166 SH SOLE 0 131166 0 USD.125 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 1951 63519 SH SOLE 0 63519 0 AMERIGON INC COMMON STOCK NPV 03070L300 1954 127938 SH SOLE 0 127938 0 STEPAN CO COMMON STOCK USD1. 858586100 1959 27021 SH SOLE 0 27021 0 EPOCH HOLDING CORP COMMON STOCK USD.01 29428R103 1961 124260 SH SOLE 0 124260 0 EMERITUS CORP COMMON STOCK 291005106 1965 77199 SH SOLE 0 77199 0 USD.0001 NORDSON CORP COMMON STOCK NPV 655663102 1969 17110 SH SOLE 0 17110 0 HOUSTON AMERICAN ENERGY CORP COMMON STOCK 44183U100 1971 127900 SH SOLE 0 127900 0 USD.001 IGATE CORP COMMON STOCK USD.01 45169U105 1976 105252 SH SOLE 0 105252 0 MOMENTA PHARMACEUTICALS INC COMMON STOCK 60877T100 1976 124672 SH SOLE 0 124672 0 USD.0001 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 1977 278792 SH SOLE 0 278792 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 1982 176810 SH SOLE 0 176810 0 UNIVERSAL HEALTH RLTY INCOME REIT USD.01 91359E105 1982 48914 SH SOLE 0 48914 0 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1984 27962 SH SOLE 0 27962 0 OPTIONSXPRESS HOLDINGS INC COMMON STOCK 684010101 1984 108376 SH SOLE 0 108376 0 USD.0001 FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 1992 65043 SH SOLE 0 65043 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1994 119419 SH SOLE 0 119419 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BOSTON BEER COMPANY INC CL A COMMON STOCK USD.01 100557107 1995 21543 SH SOLE 0 21543 0 ENERGY PARTNERS LTD COMMON STOCK 29270U303 1998 110975 SH SOLE 0 110975 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2002 746866 SH SOLE 0 746866 0 B+G FOODS INC COMMON STOCK USD.01 05508R106 2002 106639 SH SOLE 0 106639 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 2005 133200 SH SOLE 0 133200 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 2007 259250 SH SOLE 0 259250 0 SUN HYDRAULICS CORP COMMON STOCK 866942105 2012 46690 SH SOLE 0 46690 0 USD.001 KRONOS WORLDWIDE INC COMMON STOCK USD.01 50105F105 2014 34455 SH SOLE 0 34455 0 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 2019 108123 SH SOLE 0 108123 0 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 2024 90597 SH SOLE 0 90597 0 ZHONGPIN INC COMMON STOCK 98952K107 2034 133994 SH SOLE 0 133994 0 USD.001 REDWOOD TRUST INC REIT USD.01 758075402 2037 130970 SH SOLE 0 130970 0 DEX ONE CORP COMMON STOCK 25212W100 2037 420895 SH SOLE 0 420895 0 HANDY + HARMAN LTD COMMON STOCK USD.01 410315105 2039 169600 SH SOLE 0 169600 0 INFINERA CORP COMMON STOCK 45667G103 2039 243023 SH SOLE 0 243023 0 USD.001 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 2041 43415 SH SOLE 0 43415 0 NEW YORK + CO COMMON STOCK 649295102 2043 291391 SH SOLE 0 291391 0 USD.001 HAWKINS INC COMMON STOCK USD.05 420261109 2046 49804 SH SOLE 0 49804 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 2050 74044 SH SOLE 0 74044 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 2051 18532 SH SOLE 0 18532 0 AMERICAN SCIENCE + ENGINEERI COMMON STOCK 029429107 2052 22220 SH SOLE 0 22220 0 USD.667 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 2054 378941 SH SOLE 0 378941 0 HYPERCOM CORP COMMON STOCK 44913M105 2065 171657 SH SOLE 0 171657 0 USD.001 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 2065 129983 SH SOLE 0 129983 0 CHINA MEDIAEXPRESS HOLDINGS COMMON STOCK 169442100 2072 174400 SH SOLE 0 174400 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 2073 237225 SH SOLE 0 237225 0 RETAIL VENTURES INC COMMON STOCK NPV 76128Y102 2077 120395 SH SOLE 0 120395 0 SILICON IMAGE INC COMMON STOCK 82705T102 2083 232263 SH SOLE 0 232263 0 USD.001 TRUE RELIGION APPAREL INC COMMON STOCK 89784N104 2084 88787 SH SOLE 0 88787 0 USD.00001 KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 2084 121398 SH SOLE 0 121398 0 USD.0001 BREITBURN ENERGY PARTNERS LP LTD PART NPV 106776107 2088 96074 SH SOLE 0 96074 0 PULSE ELECTRONICS CORP COMMON STOCK 74586W106 2088 345169 SH SOLE 0 345169 0 USD.125 TRINA SOLAR LTD SPON ADR ADR USD.00001 89628E104 2092 69440 SH SOLE 0 69440 0 MAGMA DESIGN AUTOMATION INC COMMON STOCK 559181102 2092 306700 SH SOLE 0 306700 0 USD.0001 CALIPER LIFE SCIENCES INC COMMON STOCK 130872104 2097 310200 SH SOLE 0 310200 0 USD.001 RADIAN GROUP INC COMMON STOCK 750236101 2101 308477 SH SOLE 0 308477 0 USD.001 HARTE HANKS INC COMMON STOCK USD1. 416196103 2103 176709 SH SOLE 0 176709 0 CITI TRENDS INC COMMON STOCK USD.01 17306X102 2107 94540 SH SOLE 0 94540 0 EXPRESS INC COMMON STOCK 30219E103 2109 107948 SH SOLE 0 107948 0 DENNY S CORP COMMON STOCK USD.01 24869P104 2110 519650 SH SOLE 0 519650 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 2110 141620 SH SOLE 0 141620 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01 03822W406 2112 203465 SH SOLE 0 203465 0 THERAVANCE INC COMMON STOCK USD.01 88338T104 2116 87360 SH SOLE 0 87360 0 TNS INC COMMON STOCK 872960109 2118 136010 SH SOLE 0 136010 0 USD.001 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 2125 49485 SH SOLE 0 49485 0 TEKELEC COMMON STOCK NPV 879101103 2129 262134 SH SOLE 0 262134 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- BRIGHTPOINT INC COMMON STOCK USD.01 109473405 2129 196409 SH SOLE 0 196409 0 TIVO INC COMMON STOCK 888706108 2133 243462 SH SOLE 0 243462 0 USD.001 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 2141 86836 SH SOLE 0 86836 0 AVX CORP COMMON STOCK USD.01 002444107 2143 143734 SH SOLE 0 143734 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 2146 325651 SH SOLE 0 325651 0 TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 2147 47458 SH SOLE 0 47458 0 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 2148 61813 SH SOLE 0 61813 0 USD.0001 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 84763R101 2151 77500 SH SOLE 0 77500 0 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 2160 148987 SH SOLE 0 148987 0 OYO GEOSPACE CORP COMMON STOCK USD.01 671074102 2167 21985 SH SOLE 0 21985 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 2183 31281 SH SOLE 0 31281 0 AZZ INC COMMON STOCK USD1. 002474104 2184 47895 SH SOLE 0 47895 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 2186 185375 SH SOLE 0 185375 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 2188 370873 SH SOLE 0 370873 0 VANGUARD NAT RES LLC COM UNIT REPSTG 92205F106 2193 68980 SH SOLE 0 68980 0 LTD LIABLITY C 99 CENTS ONLY STORES COMMON STOCK NPV 65440K106 2193 111888 SH SOLE 0 111888 0 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 2194 114413 SH SOLE 0 114413 0 OTTER TAIL CORP COMMON STOCK USD5. 689648103 2199 96738 SH SOLE 0 96738 0 LANDAUER INC COMMON STOCK USD.1 51476K103 2219 36073 SH SOLE 0 36073 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 2220 276490 SH SOLE 0 276490 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 2221 144783 SH SOLE 0 144783 0 NXSTAGE MEDICAL INC COMMON STOCK 67072V103 2223 101151 SH SOLE 0 101151 0 USD.001 PRIMERICA INC COMMON STOCK 74164M108 2227 87300 SH SOLE 0 87300 0 NEW ORIENTAL EDUCATIO SP ADR ADR USD.01 647581107 2232 22300 SH SOLE 0 22300 0 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 2234 122353 SH SOLE 0 122353 0 USD.001 IXIA COMMON STOCK NPV 45071R109 2237 140875 SH SOLE 0 140875 0 SOURCEFIRE INC COMMON STOCK 83616T108 2239 81378 SH SOLE 0 81378 0 USD.001 NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 2239 233991 SH SOLE 0 233991 0 USD.001 BROADSOFT INC COMMON STOCK 11133B409 2241 47000 SH SOLE 0 47000 0 CANADIAN SOLAR INC COMMON STOCK NPV 136635109 2245 199237 SH SOLE 0 199237 0 ROGERS CORP COMMON STOCK USD1. 775133101 2248 49887 SH SOLE 0 49887 0 PREPAID LEGAL SERVICES INC COMMON STOCK USD.01 740065107 2254 34149 SH SOLE 0 34149 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 2254 74498 SH SOLE 0 74498 0 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 2258 306320 SH SOLE 0 306320 0 USD.001 LIVEPERSON INC COMMON STOCK 538146101 2259 178722 SH SOLE 0 178722 0 USD.001 PUDA COAL INC COMMON STOCK 744674300 2265 184900 SH SOLE 0 184900 0 USD.001 ATP OIL + GAS CORPORATION COMMON STOCK 00208J108 2267 125173 SH SOLE 0 125173 0 USD.001 MESABI TR CTF BEN INT 590672101 2268 55139 SH SOLE 0 55139 0 DEPOMED INC COMMON STOCK NPV 249908104 2269 225960 SH SOLE 0 225960 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 2271 135202 SH SOLE 0 135202 0 USD.001 AEROFLEX HOLDING CORP COMMON STOCK USD.01 007767106 2276 125000 SH SOLE 0 125000 0 TOREADOR RESOURCES CORP COMMON STOCK 891050106 2277 211200 SH SOLE 0 211200 0 USD.156 AMERISTAR CASINOS INC COMMON STOCK USD.01 03070Q101 2279 128396 SH SOLE 0 128396 0 SUBURBAN PROPANE PARTNERS LP LTD PART NPV 864482104 2284 40479 SH SOLE 0 40479 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 2288 104810 SH SOLE 0 104810 0 CALUMET SPECIALTY PRODUCTS LTD PART NPV 131476103 2291 107800 SH SOLE 0 107800 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 2305 58917 SH SOLE 0 58917 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 2310 162772 SH SOLE 0 162772 0 USD.001 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 2311 307295 SH SOLE 0 307295 0 USD.001 USG CORP COMMON STOCK USD.1 903293405 2313 138844 SH SOLE 0 138844 0 NTELOS HOLDINGS CORP COMMON STOCK USD.01 67020Q107 2315 125741 SH SOLE 0 125741 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 2319 168689 SH SOLE 0 168689 0 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1. 72346Q104 2320 140241 SH SOLE 0 140241 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 2337 212030 SH SOLE 0 212030 0 WINN DIXIE STORES INC COMMON STOCK 974280307 2338 327518 SH SOLE 0 327518 0 USD.001 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 2339 53511 SH SOLE 0 53511 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 2349 307443 SH SOLE 0 307443 0 COGENT COMMUNICATIONS GROUP COMMON STOCK 19239V302 2353 164866 SH SOLE 0 164866 0 USD.001 KFORCE INC COMMON STOCK USD.01 493732101 2359 128895 SH SOLE 0 128895 0 A123 SYSTEMS INC COMMON STOCK 03739T108 2361 371800 SH SOLE 0 371800 0 USD.001 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 2368 81263 SH SOLE 0 81263 0 CEC ENTERTAINMENT INC COMMON STOCK USD.1 125137109 2370 62808 SH SOLE 0 62808 0 HAYNES INTERNATIONAL INC COMMON STOCK 420877201 2372 42769 SH SOLE 0 42769 0 USD.001 SABINE ROYALTY TRUST ROYALTY TRST NPV 785688102 2373 39134 SH SOLE 0 39134 0 GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 2375 217053 SH SOLE 0 217053 0 NATUS MEDICAL INC COMMON STOCK 639050103 2379 141623 SH SOLE 0 141623 0 USD.001 DIGITALGLOBE INC COMMON STOCK 25389M877 2383 85000 SH SOLE 0 85000 0 USD.001 SKYWEST INC COMMON STOCK NPV 830879102 2384 140897 SH SOLE 0 140897 0 STONERIDGE INC COMMON STOCK NPV 86183P102 2394 163753 SH SOLE 0 163753 0 RITE AID CORP COMMON STOCK USD1. 767754104 2395 2259360 SH SOLE 0 2259360 0 LAWSON SOFTWARE INC COMMON STOCK USD.01 52078P102 2401 198389 SH SOLE 0 198389 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 2404 175061 SH SOLE 0 175061 0 NEWPORT CORP COMMON STOCK 651824104 2404 134844 SH SOLE 0 134844 0 USD.1167 MV OIL TR TR UNITS 553859109 2405 61813 SH SOLE 0 61813 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 2407 57370 SH SOLE 0 57370 0 CHINA SECURITY + SURVEILLANC COMMON STOCK 16942J105 2412 520900 SH SOLE 0 520900 0 USD.0001 PANTRY INC COMMON STOCK USD.01 698657103 2412 162661 SH SOLE 0 162661 0 PRICESMART INC COMMON STOCK 741511109 2417 65978 SH SOLE 0 65978 0 USD.0001 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 2418 286110 SH SOLE 0 286110 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 2420 54359 SH SOLE 0 54359 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK 35952W103 2421 80212 SH SOLE 0 80212 0 USD.001 MARTIN MIDSTREAM PARTNERS LP LTD PART NPV 573331105 2423 60511 SH SOLE 0 60511 0 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 2423 292691 SH SOLE 0 292691 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 2427 143121 SH SOLE 0 143121 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 2429 56762 SH SOLE 0 56762 0 SYNTEL INC COMMON STOCK NPV 87162H103 2436 46635 SH SOLE 0 46635 0 MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 2442 284984 SH SOLE 0 284984 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 2449 68922 SH SOLE 0 68922 0 USD.001 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 2450 236675 SH SOLE 0 236675 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 2450 900764 SH SOLE 0 900764 0 SAUER DANFOSS INC COMMON STOCK USD.01 804137107 2451 48127 SH SOLE 0 48127 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 2454 87280 SH SOLE 0 87280 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 2458 66125 SH SOLE 0 66125 0 CROSSTEX ENERGY LP LTD PART NPV 22765U102 2469 145895 SH SOLE 0 145895 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- IMATION CORP COMMON STOCK USD.01 45245A107 2469 221652 SH SOLE 0 221652 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 2470 87045 SH SOLE 0 87045 0 BLACK BOX CORP COMMON STOCK 091826107 2470 70283 SH SOLE 0 70283 0 USD.001 CONSTANT CONTACT INC COMMON STOCK USD.01 210313102 2479 71039 SH SOLE 0 71039 0 MERIDIAN BIOSCIENCE INC COMMON STOCK NPV 589584101 2480 103361 SH SOLE 0 103361 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 2488 74818 SH SOLE 0 74818 0 CBIZ INC COMMON STOCK USD.01 124805102 2490 345388 SH SOLE 0 345388 0 SAN JUAN BASIN ROYALTY TR ROYALTY TRST NPV 798241105 2501 90768 SH SOLE 0 90768 0 WESTERN GAS PARTNERS LP LTD PART 958254104 2504 71692 SH SOLE 0 71692 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 2507 432324 SH SOLE 0 432324 0 ABRAXAS PETROLEUM CORP COMMON STOCK USD.01 003830106 2508 428713 SH SOLE 0 428713 0 TUTOR PERINI CORP COMMON STOCK USD1. 901109108 2516 103304 SH SOLE 0 103304 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 2521 101979 SH SOLE 0 101979 0 COHERENT INC COMMON STOCK USD.01 192479103 2524 43427 SH SOLE 0 43427 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 2529 201669 SH SOLE 0 201669 0 DAKTRONICS INC COMMON STOCK NPV 234264109 2530 235345 SH SOLE 0 235345 0 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 292554102 2531 106855 SH SOLE 0 106855 0 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 2537 235522 SH SOLE 0 235522 0 PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 2537 329000 SH SOLE 0 329000 0 RURAL/METRO CORP COMMON STOCK USD.01 781748108 2544 149300 SH SOLE 0 149300 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 2553 140373 SH SOLE 0 140373 0 LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 2556 68508 SH SOLE 0 68508 0 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 2562 63339 SH SOLE 0 63339 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 2565 161552 SH SOLE 0 161552 0 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 2569 82082 SH SOLE 0 82082 0 USD.001 TEAM INC COMMON STOCK USD.3 878155100 2573 97995 SH SOLE 0 97995 0 RUBICON TECHNOLOGY INC COMMON STOCK 78112T107 2590 93559 SH SOLE 0 93559 0 USD.001 STRATASYS INC COMMON STOCK USD.01 862685104 2608 55490 SH SOLE 0 55490 0 NETSUITE INC COMMON STOCK USD.01 64118Q107 2613 89864 SH SOLE 0 89864 0 NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 2614 50756 SH SOLE 0 50756 0 CALIFORNIA PIZZA KITCHEN INC COMMON STOCK USD.01 13054D109 2619 155172 SH SOLE 0 155172 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 2620 177534 SH SOLE 0 177534 0 HEICO CORP CLASS A COMMON STOCK USD.01 422806208 2636 58600 SH SOLE 0 58600 0 BIO REFERENCE LABS INC COMMON STOCK USD.01 09057G602 2639 117598 SH SOLE 0 117598 0 EXELIXIS INC COMMON STOCK 30161Q104 2642 233782 SH SOLE 0 233782 0 USD.001 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 2649 55172 SH SOLE 0 55172 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 2655 37362 SH SOLE 0 37362 0 ABAXIS INC COMMON STOCK NPV 002567105 2659 92214 SH SOLE 0 92214 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 2660 593708 SH SOLE 0 593708 0 GREATBATCH INC COMMON STOCK 39153L106 2663 100644 SH SOLE 0 100644 0 USD.001 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 2672 99479 SH SOLE 0 99479 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 2679 90643 SH SOLE 0 90643 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 2680 123424 SH SOLE 0 123424 0 CORPORATE EXECUTIVE BOARD CO COMMON STOCK USD.01 21988R102 2684 66476 SH SOLE 0 66476 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 2688 123367 SH SOLE 0 123367 0 KB HOME COMMON STOCK USD1. 48666K109 2690 216268 SH SOLE 0 216268 0 TENNANT CO COMMON STOCK 880345103 2691 64005 SH SOLE 0 64005 0 USD.375 KAMAN CORP COMMON STOCK USD1. 483548103 2695 76574 SH SOLE 0 76574 0 VASCO DATA SECURITY INTL COMMON STOCK 92230Y104 2701 196690 SH SOLE 0 196690 0 USD.001 DST SYSTEMS INC COMMON STOCK USD.01 233326107 2704 51199 SH SOLE 0 51199 0 EXPONENT INC COMMON STOCK 30214U102 2705 60641 SH SOLE 0 60641 0 USD.001 ENTROPIC COMMUNICATIONS INC COMMON STOCK 29384R105 2707 320311 SH SOLE 0 320311 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SYNAPTICS INC COMMON STOCK 87157D109 2707 100177 SH SOLE 0 100177 0 USD.001 CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420109 2712 3047393 SH SOLE 0 3047393 0 EARTHLINK INC COMMON STOCK USD.01 270321102 2716 346930 SH SOLE 0 346930 0 CEVA INC COMMON STOCK 157210105 2721 101793 SH SOLE 0 101793 0 USD.001 HARMONIC INC COMMON STOCK 413160102 2721 290115 SH SOLE 0 290115 0 USD.001 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 91347P105 2723 49468 SH SOLE 0 49468 0 51JOB INC ADR ADR USD.0001 316827104 2723 42600 SH SOLE 0 42600 0 JINKOSOLAR HOLDING CO ADR ADR USD.00002 47759T100 2727 101000 SH SOLE 0 101000 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 2728 122519 SH SOLE 0 122519 0 PETROQUEST ENERGY INC COMMON STOCK 716748108 2741 292875 SH SOLE 0 292875 0 USD.001 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 2742 174111 SH SOLE 0 174111 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 2747 142088 SH SOLE 0 142088 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 2748 218280 SH SOLE 0 218280 0 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK 913915104 2751 141416 SH SOLE 0 141416 0 USD.0001 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 2751 227905 SH SOLE 0 227905 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 2753 301900 SH SOLE 0 301900 0 KNIGHT TRANSPORTATION INC COMMON STOCK USD.01 499064103 2754 143056 SH SOLE 0 143056 0 DICE HOLDINGS INC COMMON STOCK USD.01 253017107 2755 182348 SH SOLE 0 182348 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK 70959W103 2757 137705 SH SOLE 0 137705 0 USD.0001 FORRESTER RESEARCH INC COMMON STOCK USD.01 346563109 2758 72035 SH SOLE 0 72035 0 MOTRICITY INC COMMON STOCK 620107102 2770 184314 SH SOLE 0 184314 0 HYPERDYNAMICS CORP COMMON STOCK 448954107 2774 600427 SH SOLE 0 600427 0 USD.001 BOTTOMLINE TECHNOLOGIES INC COMMON STOCK 101388106 2780 110563 SH SOLE 0 110563 0 USD.001 TREX COMPANY INC COMMON STOCK USD.01 89531P105 2791 85573 SH SOLE 0 85573 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 2795 42584 SH SOLE 0 42584 0 KODIAK OIL + GAS CORP COMMON STOCK NPV 50015Q100 2798 417659 SH SOLE 0 417659 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 2799 74919 SH SOLE 0 74919 0 PERFICIENT INC COMMON STOCK 71375U101 2800 233103 SH SOLE 0 233103 0 USD.001 ENTEGRIS INC COMMON STOCK USD.01 29362U104 2807 320029 SH SOLE 0 320029 0 BLACKBAUD INC COMMON STOCK 09227Q100 2807 103037 SH SOLE 0 103037 0 USD.001 OSI SYSTEMS INC COMMON STOCK NPV 671044105 2807 74798 SH SOLE 0 74798 0 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 2811 303266 SH SOLE 0 303266 0 USD.0001 SAVVIS INC COMMON STOCK USD.01 805423308 2822 76081 SH SOLE 0 76081 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 2827 212200 SH SOLE 0 212200 0 ICAHN ENTERPRISES LP LTD PART NPV 451100101 2838 71010 SH SOLE 0 71010 0 INCYTE CORP COMMON STOCK 45337C102 2838 179066 SH SOLE 0 179066 0 USD.001 SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 2843 132845 SH SOLE 0 132845 0 USD.001 BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 2855 307344 SH SOLE 0 307344 0 ALLIANCEBERNSTEIN HOLDING LP LTD PART NPV 01881G106 2856 131000 SH SOLE 0 131000 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403207 2869 314188 SH SOLE 0 314188 0 WD 40 CO COMMON STOCK 929236107 2870 67773 SH SOLE 0 67773 0 USD.001 PNM RESOURCES INC COMMON STOCK NPV 69349H107 2873 192537 SH SOLE 0 192537 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 2876 128981 SH SOLE 0 128981 0 GEOEYE INC COMMON STOCK USD.01 37250W108 2884 69371 SH SOLE 0 69371 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 2886 242744 SH SOLE 0 242744 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 2891 61128 SH SOLE 0 61128 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 2891 176842 SH SOLE 0 176842 0 USD.001 IPC THE HOSPITALIST CO COMMON STOCK 44984A105 2902 63909 SH SOLE 0 63909 0 USD.001 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 2907 228746 SH SOLE 0 228746 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 2908 82759 SH SOLE 0 82759 0 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 2908 61331 SH SOLE 0 61331 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 2912 74656 SH SOLE 0 74656 0 AMEDISYS INC COMMON STOCK 023436108 2912 83208 SH SOLE 0 83208 0 USD.001 KOPIN CORP COMMON STOCK USD.01 500600101 2915 635059 SH SOLE 0 635059 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 2917 85066 SH SOLE 0 85066 0 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 913483103 2926 98990 SH SOLE 0 98990 0 CHEMTURA CORP COMMON STOCK USD.01 163893209 2929 170285 SH SOLE 0 170285 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 2935 258632 SH SOLE 0 258632 0 STEVEN MADDEN LTD COMMON STOCK 556269108 2938 62603 SH SOLE 0 62603 0 USD.0001 REX ENERGY CORP COMMON STOCK 761565100 2938 252192 SH SOLE 0 252192 0 USD.001 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 2939 45070 SH SOLE 0 45070 0 IPG PHOTONICS CORP COMMON STOCK 44980X109 2942 50997 SH SOLE 0 50997 0 USD.0001 DRYSHIPS INC COMMON STOCK USD.01 Y2109Q101 2942 594300 SH SOLE 0 594300 0 KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 2947 69020 SH SOLE 0 69020 0 BELO CORPORATION A COMMON STOCK 080555105 2948 334628 SH SOLE 0 334628 0 USD1.67 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2949 205222 SH SOLE 0 205222 0 CLEAN ENERGY FUELS CORP COMMON STOCK 184499101 2953 180252 SH SOLE 0 180252 0 USD.0001 RAIT FINANCIAL TRUST REIT USD.01 749227104 2953 1200446 SH SOLE 0 1200446 0 SEMTECH CORP COMMON STOCK USD.01 816850101 2966 118553 SH SOLE 0 118553 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 2969 169347 SH SOLE 0 169347 0 USD.001 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 2969 116947 SH SOLE 0 116947 0 QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 2971 73951 SH SOLE 0 73951 0 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 2974 108848 SH SOLE 0 108848 0 USD.001 DELUXE CORP COMMON STOCK USD1. 248019101 2983 112407 SH SOLE 0 112407 0 ALERE INC COMMON STOCK 01449J105 2985 76268 SH SOLE 0 76268 0 USD.001 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 2990 228039 SH SOLE 0 228039 0 L 1 IDENTITY SOLUTIONS INC COMMON STOCK 50212A106 2992 254011 SH SOLE 0 254011 0 USD.001 W.P. CAREY + CO. LLC LTD PART NPV 92930Y107 2994 83864 SH SOLE 0 83864 0 VOLCANO CORP COMMON STOCK 928645100 2997 117079 SH SOLE 0 117079 0 USD.001 LUMINEX CORP COMMON STOCK 55027E102 2997 159775 SH SOLE 0 159775 0 USD.001 SUN COMMUNITIES INC REIT USD.01 866674104 2997 84079 SH SOLE 0 84079 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 3001 454039 SH SOLE 0 454039 0 BILL BARRETT CORP COMMON STOCK 06846N104 3016 75574 SH SOLE 0 75574 0 USD.001 ALLIANCE HOLDINGS GP LP LTD PART 01861G100 3020 57477 SH SOLE 0 57477 0 COUSINS PROPERTIES INC REIT USD1. 222795106 3027 362564 SH SOLE 0 362564 0 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 32020R109 3031 59001 SH SOLE 0 59001 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 3036 205815 SH SOLE 0 205815 0 AMERICAN INTL GROUP INC WTS CALL EXP 19JAN21 026874156 3038 272948 SH SOLE 0 272948 0 MASTEC INC COMMON STOCK USD.1 576323109 3038 146065 SH SOLE 0 146065 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 3058 290374 SH SOLE 0 290374 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 3064 280091 SH SOLE 0 280091 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- INVESTORS REAL ESTATE TRUST REIT NPV 461730103 3066 322729 SH SOLE 0 322729 0 ANCESTRY.COM INC COMMON STOCK USD.01 032803108 3070 86599 SH SOLE 0 86599 0 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 3072 277544 SH SOLE 0 277544 0 USD.001 MAXIMUS INC COMMON STOCK NPV 577933104 3073 37859 SH SOLE 0 37859 0 MERCER INTERNATIONAL INC COMMON STOCK USD1. 588056101 3075 226912 SH SOLE 0 226912 0 COGNEX CORP COMMON STOCK 192422103 3084 109176 SH SOLE 0 109176 0 USD.002 WEB.COM GROUP INC COMMON STOCK 94733A104 3086 211541 SH SOLE 0 211541 0 USD.001 CIBER INC COMMON STOCK USD.01 17163B102 3099 462571 SH SOLE 0 462571 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 3100 289173 SH SOLE 0 289173 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 3101 92923 SH SOLE 0 92923 0 LOGMEIN INC COMMON STOCK USD.01 54142L109 3107 73700 SH SOLE 0 73700 0 SUNTECH POWER HOLDINGS ADR ADR USD.01 86800C104 3121 316500 SH SOLE 0 316500 0 MOBILE MINI INC COMMON STOCK USD.01 60740F105 3122 129959 SH SOLE 0 129959 0 OPNET TECHNOLOGIES INC COMMON STOCK 683757108 3132 80338 SH SOLE 0 80338 0 USD.001 MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 3134 159725 SH SOLE 0 159725 0 SANDERSON FARMS INC COMMON STOCK USD1. 800013104 3134 68252 SH SOLE 0 68252 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 3137 170196 SH SOLE 0 170196 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 3141 105406 SH SOLE 0 105406 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 3143 103560 SH SOLE 0 103560 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 3155 101497 SH SOLE 0 101497 0 NIC INC COMMON STOCK NPV 62914B100 3160 253601 SH SOLE 0 253601 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 3161 132991 SH SOLE 0 132991 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 3162 131576 SH SOLE 0 131576 0 HUB GROUP INC CL A COMMON STOCK USD.01 443320106 3166 87496 SH SOLE 0 87496 0 TALEO CORP CLASS A COMMON STOCK 87424N104 3168 88860 SH SOLE 0 88860 0 USD.00001 SUCCESSFACTORS INC COMMON STOCK 864596101 3173 81184 SH SOLE 0 81184 0 USD.001 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 3174 277472 SH SOLE 0 277472 0 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 3195 61816 SH SOLE 0 61816 0 USD.00006 GRAN TIERRA ENERGY INC COMMON STOCK 38500T101 3201 396602 SH SOLE 0 396602 0 USD.001 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 3201 69503 SH SOLE 0 69503 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 3202 342443 SH SOLE 0 342443 0 SAUL CENTERS INC REIT USD.01 804395101 3215 72167 SH SOLE 0 72167 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 3217 114781 SH SOLE 0 114781 0 ACADIA REALTY TRUST REIT USD.001 004239109 3222 170290 SH SOLE 0 170290 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 3224 16074 SH SOLE 0 16074 0 TC PIPELINES LP LTD PART USD.01 87233Q108 3228 62074 SH SOLE 0 62074 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 3234 106371 SH SOLE 0 106371 0 REHABCARE GROUP INC COMMON STOCK USD.01 759148109 3237 87801 SH SOLE 0 87801 0 MASIMO CORPORATION COMMON STOCK 574795100 3245 98025 SH SOLE 0 98025 0 USD.001 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 3260 70881.728 SH SOLE 0 70881.728 0 LEGACY RESERVES LP LTD PART NPV 524707304 3263 104116 SH SOLE 0 104116 0 LEAP WIRELESS INTL INC COMMON STOCK 521863308 3263 210659 SH SOLE 0 210659 0 USD.0001 3D SYSTEMS CORP COMMON STOCK 88554D205 3272 67395 SH SOLE 0 67395 0 USD.001 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 3285 67371 SH SOLE 0 67371 0 GREENHILL + CO INC COMMON STOCK USD.01 395259104 3286 49943 SH SOLE 0 49943 0 ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 3297 142124 SH SOLE 0 142124 0 USD.001 BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01 10807M105 3299 192920 SH SOLE 0 192920 0 WEBSENSE INC COMMON STOCK 947684106 3304 143823 SH SOLE 0 143823 0 USD.005
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- TELEPHONE + DATA SPECIAL SHS COMMON STOCK USD.01 879433860 3309 112089 SH SOLE 0 112089 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 3312 86921 SH SOLE 0 86921 0 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 G8766E109 3312 89133 SH SOLE 0 89133 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3315 173852 SH SOLE 0 173852 0 INVACARE CORP COMMON STOCK USD.25 461203101 3319 106642 SH SOLE 0 106642 0 LTC PROPERTIES INC REIT USD.01 502175102 3320 117137 SH SOLE 0 117137 0 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 3325 493383 SH SOLE 0 493383 0 USD.001 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 030111108 3328 133821 SH SOLE 0 133821 0 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 3331 103201 SH SOLE 0 103201 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 3337 118490 SH SOLE 0 118490 0 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 3339 171316 SH SOLE 0 171316 0 USD.001 TRUEBLUE INC COMMON STOCK NPV 89785X101 3340 198909 SH SOLE 0 198909 0 DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 3348 79548 SH SOLE 0 79548 0 HANGER ORTHOPEDIC GROUP INC COMMON STOCK USD.01 41043F208 3349 128674 SH SOLE 0 128674 0 GOODRICH PETROLEUM CORP COMMON STOCK USD.2 382410405 3358 151125 SH SOLE 0 151125 0 LDK SOLAR CO LTD ADR ADR USD.1 50183L107 3360 274500 SH SOLE 0 274500 0 RBC BEARINGS INC COMMON STOCK USD.01 75524B104 3360 87891 SH SOLE 0 87891 0 U S GOLD CORP COMMON STOCK NPV 912023207 3363 380900 SH SOLE 0 380900 0 PIER 1 IMPORTS INC COMMON STOCK 720279108 3364 331458 SH SOLE 0 331458 0 USD.001 ALLETE INC COMMON STOCK NPV 018522300 3369 86446 SH SOLE 0 86446 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 3373 92876 SH SOLE 0 92876 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 3377 170793 SH SOLE 0 170793 0 RTI INTERNATIONAL METALS INC COMMON STOCK USD.01 74973W107 3377 108408 SH SOLE 0 108408 0 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 3382 149130 SH SOLE 0 149130 0 MIDDLESEX WATER CO COMMON STOCK NPV 596680108 3384 186033 SH SOLE 0 186033 0 GENESCO INC COMMON STOCK USD1. 371532102 3392 84378 SH SOLE 0 84378 0 LINDSAY CORP COMMON STOCK USD1. 535555106 3395 42960 SH SOLE 0 42960 0 INTERMUNE INC COMMON STOCK 45884X103 3395 71953 SH SOLE 0 71953 0 USD.001 LANCASTER COLONY CORP COMMON STOCK NPV 513847103 3398 56074 SH SOLE 0 56074 0 NUVASIVE INC COMMON STOCK 670704105 3406 134520 SH SOLE 0 134520 0 USD.001 ATLAS ENERGY LP LTD PART 04930A104 3408 152531 SH SOLE 0 152531 0 CERADYNE INC COMMON STOCK USD.01 156710105 3408 75599 SH SOLE 0 75599 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 3418 260545 SH SOLE 0 260545 0 EASTMAN KODAK CO COMMON STOCK USD2.5 277461109 3428 1061195 SH SOLE 0 1061195 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 3430 252200 SH SOLE 0 252200 0 CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 3432 32469 SH SOLE 0 32469 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 3434 144716 SH SOLE 0 144716 0 AEROPOSTALE INC COMMON STOCK USD.01 007865108 3435 141243 SH SOLE 0 141243 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 3436 69920 SH SOLE 0 69920 0 AAR CORP COMMON STOCK USD1. 000361105 3438 124041 SH SOLE 0 124041 0 CENTRAL EUROPEAN MEDIA ENT A COMMON STOCK USD.08 G20045202 3439 163007 SH SOLE 0 163007 0 CATO CORP CLASS A COMMON STOCK 149205106 3442 140504 SH SOLE 0 140504 0 USD.033 CITY HOLDING CO COMMON STOCK USD2.5 177835105 3461 97874 SH SOLE 0 97874 0 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK 205306103 3467 53939 SH SOLE 0 53939 0 USD.001 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 3471 145337 SH SOLE 0 145337 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 3484 70751 SH SOLE 0 70751 0 WHITNEY HOLDING CORP COMMON STOCK NPV 966612103 3492 256373 SH SOLE 0 256373 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 3495 180231 SH SOLE 0 180231 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 3495 118648 SH SOLE 0 118648 0 MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 3506 394364 SH SOLE 0 394364 0 EBIX INC COMMON STOCK USD.1 278715206 3519 148789 SH SOLE 0 148789 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 3534 130702 SH SOLE 0 130702 0 CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 3536 71009 SH SOLE 0 71009 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- RPC INC COMMON STOCK USD.1 749660106 3536 139661 SH SOLE 0 139661 0 PEETS COFFEE + TEA INC COMMON STOCK NPV 705560100 3537 73558 SH SOLE 0 73558 0 UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 3541 79000 SH SOLE 0 79000 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 3548 451396 SH SOLE 0 451396 0 SHUTTERFLY INC COMMON STOCK 82568P304 3553 67855 SH SOLE 0 67855 0 USD.0001 GLATFELTER COMMON STOCK USD.01 377316104 3557 267007 SH SOLE 0 267007 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 3558 96828 SH SOLE 0 96828 0 UNITED ONLINE INC COMMON STOCK 911268100 3562 565012 SH SOLE 0 565012 0 USD.0001 SCANSOURCE INC COMMON STOCK NPV 806037107 3573 94062 SH SOLE 0 94062 0 BLUE COAT SYSTEMS INC COMMON STOCK 09534T508 3586 127360 SH SOLE 0 127360 0 USD.0001 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 3596 64835 SH SOLE 0 64835 0 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 3605 80735 SH SOLE 0 80735 0 USD.0005 INLAND REAL ESTATE CORP REIT USD.01 457461200 3605 377931 SH SOLE 0 377931 0 NORTHERN OIL AND GAS INC COMMON STOCK 665531109 3613 135311 SH SOLE 0 135311 0 USD.001 OXFORD INDUSTRIES INC COMMON STOCK USD1. 691497309 3614 105706 SH SOLE 0 105706 0 GRAHAM PACKAGING CO INC COMMON STOCK USD.01 384701108 3615 207400 SH SOLE 0 207400 0 INTERFACE INC CLASS A COMMON STOCK USD.1 458665106 3621 195837 SH SOLE 0 195837 0 GETTY REALTY CORP REIT USD.01 374297109 3623 158345 SH SOLE 0 158345 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 3627 54287 SH SOLE 0 54287 0 HITTITE MICROWAVE CORP COMMON STOCK USD.01 43365Y104 3638 57055 SH SOLE 0 57055 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 3644 246220 SH SOLE 0 246220 0 HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 3655 55770 SH SOLE 0 55770 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 3659 239314 SH SOLE 0 239314 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 3665 292303 SH SOLE 0 292303 0 BALCHEM CORP COMMON STOCK 057665200 3681 98121 SH SOLE 0 98121 0 USD.0667 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 3691 8436 SH SOLE 0 8436 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 3705 177095 SH SOLE 0 177095 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 3727 100729 SH SOLE 0 100729 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 3728 218639 SH SOLE 0 218639 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 3729 608273 SH SOLE 0 608273 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 3734 215850 SH SOLE 0 215850 0 SNYDERS LANCE INC COMMON STOCK 833551104 3735 188162 SH SOLE 0 188162 0 USD.833 H.B. FULLER CO. COMMON STOCK USD1. 359694106 3737 173988 SH SOLE 0 173988 0 ACXIOM CORP COMMON STOCK USD.1 005125109 3739 260584 SH SOLE 0 260584 0 MWI VETERINARY SUPPLY INC COMMON STOCK USD.01 55402X105 3748 46460 SH SOLE 0 46460 0 ULTRATECH INC COMMON STOCK 904034105 3750 127536 SH SOLE 0 127536 0 USD.001 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 3771 377124 SH SOLE 0 377124 0 MICROSTRATEGY INC CL A COMMON STOCK 594972408 3778 28093 SH SOLE 0 28093 0 USD.001 POWER ONE INC COMMON STOCK 73930R102 3780 431950 SH SOLE 0 431950 0 USD.001 MONSTER WORLDWIDE INC COMMON STOCK 611742107 3780 237760 SH SOLE 0 237760 0 USD.001 INSITUFORM TECHNOLOGIES CL A COMMON STOCK USD.01 457667103 3791 141707 SH SOLE 0 141707 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 3791 282898 SH SOLE 0 282898 0 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 3808 247729 SH SOLE 0 247729 0 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 902252105 3814 160854 SH SOLE 0 160854 0 SFN GROUP INC COMMON STOCK USD.01 784153108 3818 270953 SH SOLE 0 270953 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 3822 65336 SH SOLE 0 65336 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 3826 247645 SH SOLE 0 247645 0 MBIA INC COMMON STOCK USD1. 55262C100 3829 381339 SH SOLE 0 381339 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 3829 273302 SH SOLE 0 273302 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- UNISYS CORP COMMON STOCK USD.01 909214306 3830 122673 SH SOLE 0 122673 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 3840 48503 SH SOLE 0 48503 0 U STORE IT TRUST REIT USD.01 91274F104 3854 366326 SH SOLE 0 366326 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 3860 112556 SH SOLE 0 112556 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 3865 111456 SH SOLE 0 111456 0 CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 3870 104806 SH SOLE 0 104806 0 AVANIR PHARMACEUTICALS INC A COMMON STOCK NPV 05348P401 3872 948950 SH SOLE 0 948950 0 TEXAS ROADHOUSE INC COMMON STOCK 882681109 3874 228001 SH SOLE 0 228001 0 USD.001 TRUSTMARK CORP COMMON STOCK NPV 898402102 3877 165558 SH SOLE 0 165558 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 3879 271831 SH SOLE 0 271831 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 3881 269313 SH SOLE 0 269313 0 ANALOGIC CORP COMMON STOCK USD.05 032657207 3888 68754 SH SOLE 0 68754 0 WRIGHT EXPRESS CORP COMMON STOCK USD.01 98233Q105 3888 75001 SH SOLE 0 75001 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 3892 165138 SH SOLE 0 165138 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 3897 153720 SH SOLE 0 153720 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 3906 358343 SH SOLE 0 358343 0 MAP PHARMACEUTICALS INC COMMON STOCK USD.01 56509R108 3926 284730 SH SOLE 0 284730 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 3928 626413 SH SOLE 0 626413 0 HUGOTON ROYALTY TRUST ROYALTY TRST NPV 444717102 3934 165416 SH SOLE 0 165416 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 3934 153246 SH SOLE 0 153246 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 3948 155505 SH SOLE 0 155505 0 PF CHANG S CHINA BISTRO INC COMMON STOCK 69333Y108 3951 85529 SH SOLE 0 85529 0 USD.001 HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 3957 225355 SH SOLE 0 225355 0 KAYDON CORP COMMON STOCK USD.1 486587108 3964 101148 SH SOLE 0 101148 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 3967 212388 SH SOLE 0 212388 0 DOLLAR FINANCIAL CORP COMMON STOCK 256664103 3970 191309 SH SOLE 0 191309 0 USD.001 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 3974 70997 SH SOLE 0 70997 0 USD1.25 GUESS? INC COMMON STOCK USD.01 401617105 3976 101034 SH SOLE 0 101034 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 3988 62927 SH SOLE 0 62927 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 3989 186119 SH SOLE 0 186119 0 COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 3991 154995 SH SOLE 0 154995 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 3998 226232 SH SOLE 0 226232 0 USD.001666 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 4025 123005 SH SOLE 0 123005 0 TARGACEPT INC COMMON STOCK 87611R306 4027 151437 SH SOLE 0 151437 0 USD.001 CEPHEID INC COMMON STOCK NPV 15670R107 4030 143816 SH SOLE 0 143816 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 4037 213385 SH SOLE 0 213385 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 4039 126055 SH SOLE 0 126055 0 USD.014 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 4040 179702 SH SOLE 0 179702 0 COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 4041 68008 SH SOLE 0 68008 0 MORNINGSTAR INC COMMON STOCK NPV 617700109 4051 69395 SH SOLE 0 69395 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 4058 106542 SH SOLE 0 106542 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 4060 122880 SH SOLE 0 122880 0 IDACORP INC COMMON STOCK NPV 451107106 4060 106569 SH SOLE 0 106569 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 4075 369812 SH SOLE 0 369812 0 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 4084 88572 SH SOLE 0 88572 0 USD.001 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 4088 197206 SH SOLE 0 197206 0 SUNRISE SENIOR LIVING INC COMMON STOCK USD.01 86768K106 4103 343939 SH SOLE 0 343939 0 ACI WORLDWIDE INC COMMON STOCK 004498101 4111 125328 SH SOLE 0 125328 0 USD.005 TITAN INTERNATIONAL INC COMMON STOCK NPV 88830M102 4115 154638 SH SOLE 0 154638 0 II VI INC COMMON STOCK NPV 902104108 4120 82822 SH SOLE 0 82822 0 SILICON LABORATORIES INC COMMON STOCK 826919102 4123 95407 SH SOLE 0 95407 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- HANCOCK HOLDING CO COMMON STOCK 410120109 4134 125878 SH SOLE 0 125878 0 USD3.33 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 4135 242805 SH SOLE 0 242805 0 PEGASYSTEMS INC COMMON STOCK USD.01 705573103 4143 109197 SH SOLE 0 109197 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 4144 697645 SH SOLE 0 697645 0 BOISE INC COMMON STOCK 09746Y105 4157 453852 SH SOLE 0 453852 0 USD.0001 K12 INC COMMON STOCK 48273U102 4161 123475 SH SOLE 0 123475 0 USD.0001 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 4166 209851 SH SOLE 0 209851 0 EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 4175 137965 SH SOLE 0 137965 0 THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 4176 125143 SH SOLE 0 125143 0 MOLEX INC COMMON STOCK USD.05 608554101 4177 166264 SH SOLE 0 166264 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 4182 271559 SH SOLE 0 271559 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 4185 45266 SH SOLE 0 45266 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 4191 73401 SH SOLE 0 73401 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 4199 200523 SH SOLE 0 200523 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 4200 142332 SH SOLE 0 142332 0 INTREPID POTASH INC COMMON STOCK 46121Y102 4206 120789 SH SOLE 0 120789 0 USD.001 LADISH CO INC COMMON STOCK USD.01 505754200 4217 77168 SH SOLE 0 77168 0 SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 4220 64912 SH SOLE 0 64912 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 4226 326555 SH SOLE 0 326555 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 4229 659798 SH SOLE 0 659798 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 4248 404588 SH SOLE 0 404588 0 QUICKSILVER RESOURCES INC COMMON STOCK USD.01 74837R104 4250 297024 SH SOLE 0 297024 0 CHINA YUCHAI INTL LTD COMMON STOCK USD.1 G21082105 4253 145000 SH SOLE 0 145000 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 4256 130540 SH SOLE 0 130540 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 4257 118864 SH SOLE 0 118864 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 4263 140692 SH SOLE 0 140692 0 AMCOL INTERNATIONAL CORP COMMON STOCK USD.01 02341W103 4271 118714 SH SOLE 0 118714 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 4278 188855 SH SOLE 0 188855 0 MODINE MANUFACTURING CO COMMON STOCK 607828100 4278 265062 SH SOLE 0 265062 0 USD.625 VISTAPRINT NV COMMON STOCK N93540107 4280 82475 SH SOLE 0 82475 0 USD.001 SEASPAN CORP COMMON STOCK USD.01 Y75638109 4311 221632 SH SOLE 0 221632 0 DG FASTCHANNEL INC COMMON STOCK 23326R109 4312 133832 SH SOLE 0 133832 0 USD.001 TARGA RESOURCES PARTNERS LP LTD PART USD.01 87611X105 4325 124702 SH SOLE 0 124702 0 AARON S INC COMMON STOCK USD.5 002535300 4341 171180 SH SOLE 0 171180 0 TELEFLEX INC COMMON STOCK USD1. 879369106 4346 74964 SH SOLE 0 74964 0 TRANSOCEAN LTD COMMON STOCK H8817H100 4349 55787 SH SOLE 0 55787 0 CHF15.0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 4360 94375 SH SOLE 0 94375 0 MONRO MUFFLER BRAKE INC COMMON STOCK USD.01 610236101 4383 132891.5 SH SOLE 0 132891.5 0 DOLE FOOD CO INC COMMON STOCK 256603101 4383 321600 SH SOLE 0 321600 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 4385 85155 SH SOLE 0 85155 0 JAZZ PHARMACEUTICALS INC COMMON STOCK 472147107 4387 137747 SH SOLE 0 137747 0 USD.0001 RLI CORP COMMON STOCK USD1. 749607107 4401 76343 SH SOLE 0 76343 0 MOLEX INC CL A COMMON STOCK USD.05 608554200 4409 213100 SH SOLE 0 213100 0 PSS WORLD MEDICAL INC COMMON STOCK USD.01 69366A100 4415 162606 SH SOLE 0 162606 0 ICONIX BRAND GROUP INC COMMON STOCK 451055107 4429 206214 SH SOLE 0 206214 0 USD.001 AMYLIN PHARMACEUTICALS INC COMMON STOCK 032346108 4435 390040 SH SOLE 0 390040 0 USD.001 SEATTLE GENETICS INC COMMON STOCK 812578102 4442 285272 SH SOLE 0 285272 0 USD.001 INTEROIL CORP COMMON STOCK NPV 460951106 4447 59574 SH SOLE 0 59574 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERICAN MEDICAL SYS HLDGS COMMON STOCK USD.01 02744M108 4454 205832 SH SOLE 0 205832 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 4461 304898 SH SOLE 0 304898 0 WATSCO INC COMMON STOCK USD.5 942622200 4462 64002 SH SOLE 0 64002 0 SUNPOWER CORP CLASS B COMMON STOCK 867652307 4473 268318 SH SOLE 0 268318 0 USD.001 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 4482 318523 SH SOLE 0 318523 0 DIAMOND FOODS INC COMMON STOCK 252603105 4488 80430 SH SOLE 0 80430 0 USD.001 DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 4492 160813 SH SOLE 0 160813 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 4498 105177 SH SOLE 0 105177 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 4528 209825 SH SOLE 0 209825 0 VECTREN CORPORATION COMMON STOCK NPV 92240G101 4535 166740 SH SOLE 0 166740 0 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 4536 129272 SH SOLE 0 129272 0 RUDDICK CORP COMMON STOCK NPV 781258108 4538 117605 SH SOLE 0 117605 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 4544 494999 SH SOLE 0 494999 0 VIASAT INC COMMON STOCK 92552V100 4545 114074 SH SOLE 0 114074 0 USD.0001 FTI CONSULTING INC COMMON STOCK USD.01 302941109 4553 118783 SH SOLE 0 118783 0 ATLAS PIPELINE PARTNERS LP LTD PART NPV 049392103 4567 132363 SH SOLE 0 132363 0 ALEXANDER S INC REIT USD1. 014752109 4583 11263 SH SOLE 0 11263 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 4585 183536 SH SOLE 0 183536 0 ST JOE CO/THE COMMON STOCK NPV 790148100 4589 183039 SH SOLE 0 183039 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 4590 490863 SH SOLE 0 490863 0 CUBIC CORP COMMON STOCK NPV 229669106 4593 79875 SH SOLE 0 79875 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 4609 529167 SH SOLE 0 529167 0 EQUITY ONE INC REIT USD.01 294752100 4610 245586 SH SOLE 0 245586 0 NETEASE.COM INC ADR ADR USD.0001 64110W102 4642 93750 SH SOLE 0 93750 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 4656 721808 SH SOLE 0 721808 0 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 4660 184635 SH SOLE 0 184635 0 USD.001 EV ENERGY PARTNER LP LTD PART 26926V107 4671 86935 SH SOLE 0 86935 0 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 4676 283404 SH SOLE 0 283404 0 USD.00001 PENN VIRGINIA RESOURCE PARTN LTD PART NPV 707884102 4678 168890 SH SOLE 0 168890 0 HSN INC COMMON STOCK USD.01 404303109 4681 146140 SH SOLE 0 146140 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 4686 88757 SH SOLE 0 88757 0 CARDTRONICS INC COMMON STOCK 14161H108 4694 230650 SH SOLE 0 230650 0 USD.0001 CIRRUS LOGIC INC COMMON STOCK 172755100 4703 223624 SH SOLE 0 223624 0 USD.001 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 4708 369550 SH SOLE 0 369550 0 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 4710 202322 SH SOLE 0 202322 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 4710 174075 SH SOLE 0 174075 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 4743 126724 SH SOLE 0 126724 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 4743 55720 SH SOLE 0 55720 0 BUCKLE INC/THE COMMON STOCK USD.01 118440106 4753 117653 SH SOLE 0 117653 0 BROWN FORMAN CORP CLASS A COMMON STOCK USD.15 115637100 4760 70146 SH SOLE 0 70146 0 RAMBUS INC COMMON STOCK 750917106 4760 240411 SH SOLE 0 240411 0 USD.001 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 4781 192004 SH SOLE 0 192004 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 4786 121001 SH SOLE 0 121001 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 4799 1999611 SH SOLE 0 1999611 0 BUFFALO WILD WINGS INC COMMON STOCK NPV 119848109 4801 88207 SH SOLE 0 88207 0 COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768203 4803 155222 SH SOLE 0 155222 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 4812 282063 SH SOLE 0 282063 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 4827 144967 SH SOLE 0 144967 0 CLEARWATER PAPER CORP COMMON STOCK 18538R103 4828 59315 SH SOLE 0 59315 0 USD.0001 HILLENBRAND INC COMMON STOCK NPV 431571108 4829 224613 SH SOLE 0 224613 0 ZOLL MEDICAL CORP COMMON STOCK USD.01 989922109 4836 107915 SH SOLE 0 107915 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- WOLVERINE WORLD WIDE INC COMMON STOCK USD1. 978097103 4845 129963 SH SOLE 0 129963 0 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 4846 189014 SH SOLE 0 189014 0 DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 4848 315389 SH SOLE 0 315389 0 MEDICINES COMPANY COMMON STOCK 584688105 4848 297635 SH SOLE 0 297635 0 USD.001 PHH CORP COMMON STOCK USD.01 693320202 4889 224574 SH SOLE 0 224574 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1. 718592108 4894 75252 SH SOLE 0 75252 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 4894 529130 SH SOLE 0 529130 0 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 4896 170288 SH SOLE 0 170288 0 USD.001 IMMUCOR INC COMMON STOCK USD.1 452526106 4907 248102 SH SOLE 0 248102 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 4933 115592 SH SOLE 0 115592 0 REGENCY ENERGY PARTNERS LP LTD PART USD.01 75885Y107 4934 180652 SH SOLE 0 180652 0 MADISON SQUARE GAR INC A COMMON STOCK 55826P100 4935 182838 SH SOLE 0 182838 0 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 4945 442284 SH SOLE 0 442284 0 ARTHUR J GALLAGHER + CO COMMON STOCK USD1. 363576109 4947 162678 SH SOLE 0 162678 0 AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 4960 394600 SH SOLE 0 394600 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 4967 190217 SH SOLE 0 190217 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 4967 137489 SH SOLE 0 137489 0 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 4969 141840 SH SOLE 0 141840 0 USD.001 KKR FINANCIAL HOLDINGS LLC LTD PART NPV 48248A306 4978 508450 SH SOLE 0 508450 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 4982 201763 SH SOLE 0 201763 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 4996 139389 SH SOLE 0 139389 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 5018 125840 SH SOLE 0 125840 0 CENTENE CORP COMMON STOCK 15135B101 5037 152731 SH SOLE 0 152731 0 USD.001 ALEXANDER + BALDWIN INC COMMON STOCK NPV 014482103 5039 110376 SH SOLE 0 110376 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 5051 131908 SH SOLE 0 131908 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 5052 72461 SH SOLE 0 72461 0 SAPIENT CORPORATION COMMON STOCK USD.01 803062108 5055 441467 SH SOLE 0 441467 0 CIENA CORP COMMON STOCK USD.01 171779309 5082 195779 SH SOLE 0 195779 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 5091 153067 SH SOLE 0 153067 0 AIR METHODS CORP COMMON STOCK USD.06 009128307 5093 75727 SH SOLE 0 75727 0 MEREDITH CORP COMMON STOCK USD1. 589433101 5119 150918 SH SOLE 0 150918 0 PLEXUS CORP COMMON STOCK USD.01 729132100 5120 146026 SH SOLE 0 146026 0 WENDY S/ARBY S GROUP INC A COMMON STOCK USD.1 950587105 5121 1018009 SH SOLE 0 1018009 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 5121 151973 SH SOLE 0 151973 0 AMERCO COMMON STOCK USD.25 023586100 5124 52825 SH SOLE 0 52825 0 OFFICE DEPOT INC COMMON STOCK USD.01 676220106 5125 1106935 SH SOLE 0 1106935 0 TEEKAY CORP COMMON STOCK Y8564W103 5134 139014 SH SOLE 0 139014 0 USD.001 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 5137 74075 SH SOLE 0 74075 0 FNB CORP COMMON STOCK USD.01 302520101 5141 487801 SH SOLE 0 487801 0 WASHINGTON FEDERAL INC COMMON STOCK USD1. 938824109 5154 297247 SH SOLE 0 297247 0 MIDDLEBY CORP COMMON STOCK USD.01 596278101 5157 55320 SH SOLE 0 55320 0 ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 5174 130999 SH SOLE 0 130999 0 ROLLINS INC COMMON STOCK USD1. 775711104 5180 255149.5 SH SOLE 0 255149.5 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 5180 89398 SH SOLE 0 89398 0 BELDEN INC COMMON STOCK USD.01 077454106 5186 138120 SH SOLE 0 138120 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 5217 118651 SH SOLE 0 118651 0 RADIOSHACK CORP COMMON STOCK USD1. 750438103 5222 347884 SH SOLE 0 347884 0 BLACKBOARD INC COMMON STOCK USD.01 091935502 5223 144129 SH SOLE 0 144129 0 ECHOSTAR CORP A COMMON STOCK 278768106 5235 138316 SH SOLE 0 138316 0 USD.001 STRAYER EDUCATION INC COMMON STOCK USD.01 863236105 5238 40138 SH SOLE 0 40138 0 WESTAMERICA BANCORPORATION COMMON STOCK NPV 957090103 5245 102105 SH SOLE 0 102105 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 5271 455577 SH SOLE 0 455577 0 REGAL ENTERTAINMENT GROUP A COMMON STOCK 758766109 5271 390448 SH SOLE 0 390448 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 5277 950824 SH SOLE 0 950824 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 5279 311441 SH SOLE 0 311441 0 MFA FINANCIAL INC REIT USD.01 55272X102 5280 643884 SH SOLE 0 643884 0 ITRON INC COMMON STOCK NPV 465741106 5283 93602 SH SOLE 0 93602 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 5287 115165 SH SOLE 0 115165 0 RENESOLA LTD ADR ADR 75971T103 5293 501700 SH SOLE 0 501700 0 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 5308 140234 SH SOLE 0 140234 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 5331 173599 SH SOLE 0 173599 0 TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 5336 413343 SH SOLE 0 413343 0 USD.001 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 5337 115338 SH SOLE 0 115338 0 SUNPOWER CORP CLASS A COMMON STOCK 867652109 5345 311866 SH SOLE 0 311866 0 USD.001 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 5385 241042 SH SOLE 0 241042 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 5387 87846 SH SOLE 0 87846 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 5391 109847 SH SOLE 0 109847 0 ARUBA NETWORKS INC COMMON STOCK 043176106 5424 160284 SH SOLE 0 160284 0 USD.0001 CAVIUM NETWORKS INC COMMON STOCK 14965A101 5429 120826 SH SOLE 0 120826 0 USD.001 MICROSEMI CORP COMMON STOCK USD.2 595137100 5441 262714 SH SOLE 0 262714 0 THORATEC CORP COMMON STOCK NPV 885175307 5453 210298 SH SOLE 0 210298 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 5454 77174 SH SOLE 0 77174 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 5461 576703 SH SOLE 0 576703 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 5467 238638 SH SOLE 0 238638 0 TITANIUM METALS CORP COMMON STOCK USD.01 888339207 5475 294689 SH SOLE 0 294689 0 VALUECLICK INC COMMON STOCK 92046N102 5479 378909 SH SOLE 0 378909 0 USD.001 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 5481 220134 SH SOLE 0 220134 0 BP PRUDHOE BAY ROYALTY TRUST ROYALTY TRST NPV 055630107 5485 45778 SH SOLE 0 45778 0 ARBITRON INC COMMON STOCK USD.5 03875Q108 5489 137112 SH SOLE 0 137112 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 5500 174006 SH SOLE 0 174006 0 ATHENAHEALTH INC COMMON STOCK USD.01 04685W103 5501 121882 SH SOLE 0 121882 0 PMC SIERRA INC COMMON STOCK 69344F106 5515 735351 SH SOLE 0 735351 0 USD.001 AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 5523 349988 SH SOLE 0 349988 0 MAKO SURGICAL CORP COMMON STOCK 560879108 5525 228300 SH SOLE 0 228300 0 USD.001 NEOGEN CORP COMMON STOCK USD.16 640491106 5529 133610 SH SOLE 0 133610 0 HECLA MINING CO COMMON STOCK USD.25 422704106 5544 610578 SH SOLE 0 610578 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 5548 142251 SH SOLE 0 142251 0 ASIAINFO LINKAGE INC COMMON STOCK USD.01 04518A104 5549 256290 SH SOLE 0 256290 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 5561 305571 SH SOLE 0 305571 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146P102 5570 374077 SH SOLE 0 374077 0 VALMONT INDUSTRIES COMMON STOCK USD1. 920253101 5571 53380 SH SOLE 0 53380 0 BRINK S CO/THE COMMON STOCK USD1. 109696104 5578 168467 SH SOLE 0 168467 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 5586 191690 SH SOLE 0 191690 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 5588 597672 SH SOLE 0 597672 0 VONAGE HOLDINGS CORP COMMON STOCK 92886T201 5626 1233827 SH SOLE 0 1233827 0 USD.001 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 5627 292297 SH SOLE 0 292297 0 STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 5636 245796 SH SOLE 0 245796 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 5642 297431 SH SOLE 0 297431 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 5643 182199 SH SOLE 0 182199 0 WOODWARD INC COMMON STOCK 980745103 5690 164650 SH SOLE 0 164650 0 USD.00292 MARKWEST ENERGY PARTNERS LP LTD PART USD.01 570759100 5708 117763 SH SOLE 0 117763 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 5709 384671 SH SOLE 0 384671 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 5726 1445947 SH SOLE 0 1445947 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 5736 360953 SH SOLE 0 360953 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CONMED CORP COMMON STOCK USD.01 207410101 5737 218290 SH SOLE 0 218290 0 EL PASO PIPELINE PARTNERS LP LTD PART NPV 283702108 5738 158387 SH SOLE 0 158387 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 5745 113004 SH SOLE 0 113004 0 FINISAR CORPORATION COMMON STOCK 31787A507 5746 233597 SH SOLE 0 233597 0 USD.001 GSI COMMERCE INC COMMON STOCK USD.01 36238G102 5753 196538 SH SOLE 0 196538 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 5757 91036 SH SOLE 0 91036 0 GREIF INC CL A COMMON STOCK NPV 397624107 5792 88549 SH SOLE 0 88549 0 CORELOGIC INC COMMON STOCK USD1. 21871D103 5792 313085 SH SOLE 0 313085 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 5801 145595 SH SOLE 0 145595 0 FORTINET INC COMMON STOCK 34959E109 5802 131857 SH SOLE 0 131857 0 USD.001 ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 5821 458687 SH SOLE 0 458687 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 5826 105856 SH SOLE 0 105856 0 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 5845 285416 SH SOLE 0 285416 0 USD.0001 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 5850 221006 SH SOLE 0 221006 0 HEXCEL CORP COMMON STOCK USD.01 428291108 5858 297500 SH SOLE 0 297500 0 CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 14057J101 5873 521102 SH SOLE 0 521102 0 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 5875 149731 SH SOLE 0 149731 0 FIRST CASH FINL SVCS INC COMMON STOCK USD.01 31942D107 5915 153236 SH SOLE 0 153236 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 5920 177878 SH SOLE 0 177878 0 SOLARWINDS INC COMMON STOCK 83416B109 5924 252521 SH SOLE 0 252521 0 USD.001 CVR ENERGY INC COMMON STOCK USD.01 12662P108 5930 256046 SH SOLE 0 256046 0 INTERSIL CORP A COMMON STOCK USD.01 46069S109 5939 476995 SH SOLE 0 476995 0 ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 5941 480274 SH SOLE 0 480274 0 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 5963 212954 SH SOLE 0 212954 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 5978 148999 SH SOLE 0 148999 0 CROCS INC COMMON STOCK 227046109 5979 335133 SH SOLE 0 335133 0 USD.001 EZCORP INC CL A COMMON STOCK USD.01 302301106 5983 190589 SH SOLE 0 190589 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 5987 125488 SH SOLE 0 125488 0 UNITRIN INC COMMON STOCK USD.1 913275103 5993 194075 SH SOLE 0 194075 0 TESCO CORP COMMON STOCK NPV 88157K101 5998 273249 SH SOLE 0 273249 0 BRUKER CORP COMMON STOCK USD.01 116794108 6000 287779 SH SOLE 0 287779 0 UTI WORLDWIDE INC COMMON STOCK NPV G87210103 6008 296821 SH SOLE 0 296821 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 6014 298465 SH SOLE 0 298465 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 6041 194232 SH SOLE 0 194232 0 CABOT CORP COMMON STOCK USD1. 127055101 6056 130831 SH SOLE 0 130831 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N100 6086 4140159 SH SOLE 0 4140159 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 6087 240593 SH SOLE 0 240593 0 VCA ANTECH INC COMMON STOCK 918194101 6093 241969 SH SOLE 0 241969 0 USD.001 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 6095 163089 SH SOLE 0 163089 0 QUALITY SYSTEMS INC COMMON STOCK USD.01 747582104 6112 73339 SH SOLE 0 73339 0 NETLOGIC MICROSYSTEMS INC COMMON STOCK USD.01 64118B100 6124 145736 SH SOLE 0 145736 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 6147 85629 SH SOLE 0 85629 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 6150 153837 SH SOLE 0 153837 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 6154 214656 SH SOLE 0 214656 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 6164 429869 SH SOLE 0 429869 0 ACTUANT CORP A COMMON STOCK USD.2 00508X203 6197 213673 SH SOLE 0 213673 0 ONYX PHARMACEUTICALS INC COMMON STOCK 683399109 6201 176276 SH SOLE 0 176276 0 USD.001 BOARDWALK PIPELINE PARTNERS LTD PART NPV 096627104 6208 190065 SH SOLE 0 190065 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 6224 99275 SH SOLE 0 99275 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 6227 129947 SH SOLE 0 129947 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 6236 155196 SH SOLE 0 155196 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 6251 275383 SH SOLE 0 275383 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 6255 120960 SH SOLE 0 120960 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AVISTA CORP COMMON STOCK NPV 05379B107 6262 270737 SH SOLE 0 270737 0 COSTAR GROUP INC COMMON STOCK USD.01 22160N109 6270 100028 SH SOLE 0 100028 0 COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01 19075F106 6273 373200 SH SOLE 0 373200 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 6275 290648 SH SOLE 0 290648 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 6280 145901 SH SOLE 0 145901 0 CHEMED CORP COMMON STOCK USD1. 16359R103 6293 94478 SH SOLE 0 94478 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 6311 185077 SH SOLE 0 185077 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 6327 198897 SH SOLE 0 198897 0 INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 6333 191570 SH SOLE 0 191570 0 DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 6346 73657 SH SOLE 0 73657 0 CONVERGYS CORP COMMON STOCK NPV 212485106 6375 443915 SH SOLE 0 443915 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 6388 144077 SH SOLE 0 144077 0 SMURFIT STONE CONTAINER CORP COMMON STOCK 83272A104 6407 165770 SH SOLE 0 165770 0 USD.001 LAMAR ADVERTISING CO A COMMON STOCK 512815101 6407 173447 SH SOLE 0 173447 0 USD.001 FERRO CORP COMMON STOCK USD1. 315405100 6414 386590 SH SOLE 0 386590 0 MCMORAN EXPLORATION CO COMMON STOCK USD.01 582411104 6419 362461 SH SOLE 0 362461 0 CARPENTER TECHNOLOGY COMMON STOCK USD5. 144285103 6429 150520 SH SOLE 0 150520 0 GATX CORP COMMON STOCK 361448103 6434 166418 SH SOLE 0 166418 0 USD.625 TORO CO COMMON STOCK USD1. 891092108 6437 97211 SH SOLE 0 97211 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 6449 176110 SH SOLE 0 176110 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 6452 286902 SH SOLE 0 286902 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 6454 127937 SH SOLE 0 127937 0 NEUSTAR INC CLASS A COMMON STOCK 64126X201 6455 252356 SH SOLE 0 252356 0 USD.001 COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 6463 374229 SH SOLE 0 374229 0 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 6484 215487 SH SOLE 0 215487 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 6491 520500 SH SOLE 0 520500 0 TW TELECOM INC COMMON STOCK USD.01 87311L104 6507 338909 SH SOLE 0 338909 0 GENPACT LTD COMMON STOCK USD.01 G3922B107 6514 449851 SH SOLE 0 449851 0 QLOGIC CORP COMMON STOCK 747277101 6546 352864 SH SOLE 0 352864 0 USD.001 VALLEY NATIONAL BANCORP COMMON STOCK NPV 919794107 6553 469409 SH SOLE 0 469409 0 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 6566 92953 SH SOLE 0 92953 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 6569 254298 SH SOLE 0 254298 0 NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 6591 219700 SH SOLE 0 219700 0 NUSTAR ENERGY LP LTD PART NPV 67058H102 6606 97300 SH SOLE 0 97300 0 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 6613 115637 SH SOLE 0 115637 0 ENSTAR GROUP LTD COMMON STOCK USD1.0 G3075P101 6618 66256 SH SOLE 0 66256 0 CLEAN HARBORS INC COMMON STOCK USD.01 184496107 6626 67158 SH SOLE 0 67158 0 CON WAY INC COMMON STOCK 205944101 6637 168915 SH SOLE 0 168915 0 USD.625 SAKS INC COMMON STOCK USD.1 79377W108 6640 587070 SH SOLE 0 587070 0 CABELA S INC COMMON STOCK USD.01 126804301 6657 266157 SH SOLE 0 266157 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 6660 76530 SH SOLE 0 76530 0 POLYPORE INTERNATIONAL INC COMMON STOCK USD.01 73179V103 6673 115890 SH SOLE 0 115890 0 JEFFERIES GROUP INC COMMON STOCK 472319102 6678 267747 SH SOLE 0 267747 0 USD.0001 LULULEMON ATHLETICA INC COMMON STOCK USD.01 550021109 6697 75201 SH SOLE 0 75201 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 6703 552148 SH SOLE 0 552148 0 TRIUMPH GROUP INC COMMON STOCK 896818101 6708 75842 SH SOLE 0 75842 0 USD.001 ROYAL GOLD INC COMMON STOCK USD.01 780287108 6710 128049 SH SOLE 0 128049 0 TRAVELZOO INC COMMON STOCK USD.01 89421Q106 6715 100846 SH SOLE 0 100846 0 ENERGY XXI BERMUDA COMMON STOCK G10082140 6721 197102 SH SOLE 0 197102 0 USD.005 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 6727 689926 SH SOLE 0 689926 0 VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 6730 201909 SH SOLE 0 201909 0 USD.175
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 6738 95276 SH SOLE 0 95276 0 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 6757 72240 SH SOLE 0 72240 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 6768 144556 SH SOLE 0 144556 0 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 6778 280096 SH SOLE 0 280096 0 USD.003 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 6785 394497 SH SOLE 0 394497 0 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 6792 151134 SH SOLE 0 151134 0 USD.001 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 6801 299343 SH SOLE 0 299343 0 AOL INC COMMON STOCK USD.01 00184X105 6815 348933 SH SOLE 0 348933 0 EMERGENCY MEDICAL SERVICES A COMMON STOCK USD.01 29100P102 6817 107206 SH SOLE 0 107206 0 KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 6835 178686 SH SOLE 0 178686 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 6835 460291 SH SOLE 0 460291 0 SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 6876 674744 SH SOLE 0 674744 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 6878 354361 SH SOLE 0 354361 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 6891 507466 SH SOLE 0 507466 0 LENNAR CORP A COMMON STOCK USD.1 526057104 6894 380489 SH SOLE 0 380489 0 KIRBY CORP COMMON STOCK USD.1 497266106 6910 120618 SH SOLE 0 120618 0 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 421906108 6912 393174 SH SOLE 0 393174 0 SOHU.COM INC COMMON STOCK 83408W103 6919 77424 SH SOLE 0 77424 0 USD.001 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 6925 99079 SH SOLE 0 99079 0 OPENTABLE INC COMMON STOCK 68372A104 6929 65151 SH SOLE 0 65151 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 6933 465316 SH SOLE 0 465316 0 OLIN CORP COMMON STOCK USD1. 680665205 6933 302499 SH SOLE 0 302499 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 6948 925219 SH SOLE 0 925219 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 6974 448520 SH SOLE 0 448520 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 6976 152725 SH SOLE 0 152725 0 DPL INC COMMON STOCK USD.01 233293109 6983 254757 SH SOLE 0 254757 0 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 6991 338853 SH SOLE 0 338853 0 MEDNAX INC COMMON STOCK USD.01 58502B106 6992 104964 SH SOLE 0 104964 0 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 6996 1137592 SH SOLE 0 1137592 0 USD.001 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 6999 142194 SH SOLE 0 142194 0 COPART INC COMMON STOCK NPV 217204106 7001 161572 SH SOLE 0 161572 0 TALECRIS BIOTHERAPEUTICS COMMON STOCK USD.01 874227101 7001 261232 SH SOLE 0 261232 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 7008 154883 SH SOLE 0 154883 0 GT SOLAR INTERNATIONAL INC COMMON STOCK USD.01 3623E0209 7035 659962 SH SOLE 0 659962 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 7037 276702 SH SOLE 0 276702 0 SANDERS MORRIS HARRIS GRP IN COMMON STOCK USD.01 80000Q104 7042 879165 SH SOLE 0 879165 0 COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 7076 414261 SH SOLE 0 414261 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 7076 21379.2 SH SOLE 0 21379.2 0 NOVELL INC COMMON STOCK USD.1 670006105 7077 1193410 SH SOLE 0 1193410 0 MEMC ELECTRONIC MATERIALS COMMON STOCK USD.01 552715104 7083 546503 SH SOLE 0 546503 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 7093 123036 SH SOLE 0 123036 0 CONCUR TECHNOLOGIES INC COMMON STOCK 206708109 7094 127935 SH SOLE 0 127935 0 USD.001 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 7100 1175523 SH SOLE 0 1175523 0 HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 7114 86914 SH SOLE 0 86914 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 7114 477792 SH SOLE 0 477792 0 TECHNE CORP COMMON STOCK USD.01 878377100 7118 99420 SH SOLE 0 99420 0 ROSETTA RESOURCES INC COMMON STOCK 777779307 7130 149983 SH SOLE 0 149983 0 USD.001 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 7131 339750 SH SOLE 0 339750 0 UGI CORP COMMON STOCK NPV 902681105 7133 216809 SH SOLE 0 216809 0 ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 7143 153855 SH SOLE 0 153855 0 AMR CORP COMMON STOCK USD1. 001765106 7155 1107637 SH SOLE 0 1107637 0 CITY NATIONAL CORP COMMON STOCK USD1. 178566105 7157 125460 SH SOLE 0 125460 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 7169 362639 SH SOLE 0 362639 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 7173 285448 SH SOLE 0 285448 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- POTLATCH CORP REIT USD1. 737630103 7210 179345 SH SOLE 0 179345 0 TELLABS INC COMMON STOCK USD.01 879664100 7226 1378994 SH SOLE 0 1378994 0 UNDER ARMOUR INC CLASS A COMMON STOCK 904311107 7231 106261 SH SOLE 0 106261 0 USD.000333 STERIS CORP COMMON STOCK NPV 859152100 7274 210600 SH SOLE 0 210600 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 7315 490924 SH SOLE 0 490924 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 7347 309615 SH SOLE 0 309615 0 TENNECO INC COMMON STOCK USD.01 880349105 7404 174408 SH SOLE 0 174408 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 7438 383800 SH SOLE 0 383800 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 7449 328288 SH SOLE 0 328288 0 MACQUARIE INFRASTRUCTURE CO COMMON STOCK NPV 55608B105 7455 312456 SH SOLE 0 312456 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 7485 421952 SH SOLE 0 421952 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 7492 195217 SH SOLE 0 195217 0 LUFKIN INDUSTRIES INC COMMON STOCK USD1. 549764108 7539 80662 SH SOLE 0 80662 0 FOSSIL INC COMMON STOCK USD.01 349882100 7572 80859 SH SOLE 0 80859 0 GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 7577 130185 SH SOLE 0 130185 0 CINTAS CORP COMMON STOCK NPV 172908105 7580 250423 SH SOLE 0 250423 0 SPX CORP COMMON STOCK USD10. 784635104 7582 95505 SH SOLE 0 95505 0 RAVEN INDUSTRIES INC COMMON STOCK USD1. 754212108 7583 123455 SH SOLE 0 123455 0 CYMER INC COMMON STOCK 232572107 7588 134103 SH SOLE 0 134103 0 USD.001 NEWMARKET CORP COMMON STOCK NPV 651587107 7610 48097 SH SOLE 0 48097 0 OWENS + MINOR INC COMMON STOCK USD2. 690732102 7615 234442 SH SOLE 0 234442 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 7627 153069 SH SOLE 0 153069 0 DOLBY LABORATORIES INC CL A COMMON STOCK 25659T107 7636 155179 SH SOLE 0 155179 0 USD.001 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 7648 151141 SH SOLE 0 151141 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 7661 265162 SH SOLE 0 265162 0 VIMPELCOM LTD SPON ADR ADR 92719A106 7670 543200 SH SOLE 0 543200 0 FOSTER WHEELER AG COMMON STOCK CHF3.0 H27178104 7684 204260 SH SOLE 0 204260 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 7695 692638 SH SOLE 0 692638 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 7699 207750 SH SOLE 0 207750 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 7705 108360 SH SOLE 0 108360 0 COMMONWEALTH REIT REIT USD.01 203233101 7709 296828 SH SOLE 0 296828 0 INTERNATIONAL COAL GROUP INC COMMON STOCK USD.01 45928H106 7714 682661 SH SOLE 0 682661 0 VERISK ANALYTICS INC CLASS A COMMON STOCK 92345Y106 7718 235595 SH SOLE 0 235595 0 USD.001 GEN PROBE INC COMMON STOCK 36866T103 7721 116369 SH SOLE 0 116369 0 USD.0001 HANESBRANDS INC COMMON STOCK USD.01 410345102 7722 285562 SH SOLE 0 285562 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 7744 222662 SH SOLE 0 222662 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 7746 545075 SH SOLE 0 545075 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 7766 776550 SH SOLE 0 776550 0 ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 7774 239862 SH SOLE 0 239862 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 7784 415120 SH SOLE 0 415120 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 7820 449939 SH SOLE 0 449939 0 WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 7830 221502 SH SOLE 0 221502 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 7839 169961 SH SOLE 0 169961 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 7842 144234 SH SOLE 0 144234 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 7848 217098 SH SOLE 0 217098 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 7860 304166 SH SOLE 0 304166 0 TEMPLE INLAND INC COMMON STOCK USD1. 879868107 7862 335969 SH SOLE 0 335969 0 GREAT PLAINS ENERGY INC COMMON STOCK NPV 391164100 7871 393153 SH SOLE 0 393153 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 7879 136194 SH SOLE 0 136194 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 7884 94046 SH SOLE 0 94046 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 7886 106819 SH SOLE 0 106819 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 7905 285075 SH SOLE 0 285075 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 7919 248951 SH SOLE 0 248951 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 7927 298564 SH SOLE 0 298564 0 IAC/INTERACTIVECORP COMMON STOCK 44919P508 7928 256649 SH SOLE 0 256649 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- EXTRA SPACE STORAGE INC REIT USD.01 30225T102 7945 383649 SH SOLE 0 383649 0 SIGNATURE BANK COMMON STOCK USD.01 82669G104 7955 141041 SH SOLE 0 141041 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 7962 1075906 SH SOLE 0 1075906 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 7985 329258 SH SOLE 0 329258 0 CTRIP.COM INTERNATIONAL ADR ADR USD.01 22943F100 8016 193210 SH SOLE 0 193210 0 SOTHEBY S COMMON STOCK USD.01 835898107 8030 152654 SH SOLE 0 152654 0 NICOR INC COMMON STOCK USD2.5 654086107 8038 149678 SH SOLE 0 149678 0 BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 8044 168223 SH SOLE 0 168223 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 8052 229913 SH SOLE 0 229913 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 8053 164956 SH SOLE 0 164956 0 SOLUTIA INC COMMON STOCK USD.01 834376501 8090 318500 SH SOLE 0 318500 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 8091 198981 SH SOLE 0 198981 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 8105 511041 SH SOLE 0 511041 0 FLOWERS FOODS INC COMMON STOCK USD.01 343498101 8106 297686 SH SOLE 0 297686 0 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 636518102 8108 247407.5 SH SOLE 0 247407.5 0 COSAN LTD CLASS A SHARES COMMON STOCK USD.01 G25343107 8116 629144 SH SOLE 0 629144 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 8118 702833 SH SOLE 0 702833 0 BIO RAD LABORATORIES A COMMON STOCK 090572207 8138 67741 SH SOLE 0 67741 0 USD.0001 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 8140 240191 SH SOLE 0 240191 0 ADTRAN INC COMMON STOCK USD.01 00738A106 8157 192119 SH SOLE 0 192119 0 ALLIANCE RESOURCE PARTNERS LTD PART NPV 01877R108 8162 100228 SH SOLE 0 100228 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 8162 127128 SH SOLE 0 127128 0 TECH DATA CORP COMMON STOCK 878237106 8209 161402 SH SOLE 0 161402 0 USD.0015 WABTEC CORP COMMON STOCK USD.01 929740108 8235 121410 SH SOLE 0 121410 0 WASHINGTON REIT REIT USD.01 939653101 8265 265837 SH SOLE 0 265837 0 BLACKSTONE GROUP LP/THE LTD PART NPV 09253U108 8270 462512 SH SOLE 0 462512 0 KILROY REALTY CORP REIT USD.01 49427F108 8316 214156 SH SOLE 0 214156 0 POPULAR INC COMMON STOCK USD6. 733174106 8328 2861784 SH SOLE 0 2861784 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 8329 341336 SH SOLE 0 341336 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 8345 129882 SH SOLE 0 129882 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 8355 178449 SH SOLE 0 178449 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 8359 259686 SH SOLE 0 259686 0 USD.0001 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 8372 132015 SH SOLE 0 132015 0 CLARCOR INC COMMON STOCK USD1. 179895107 8390 186732 SH SOLE 0 186732 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 8416 305375 SH SOLE 0 305375 0 USD.001514456 COOPER COS INC/THE COMMON STOCK USD.1 216648402 8427 121332 SH SOLE 0 121332 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 8449 485829 SH SOLE 0 485829 0 FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 8492 317451 SH SOLE 0 317451 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 8498 228863 SH SOLE 0 228863 0 DIEBOLD INC COMMON STOCK 253651103 8507 239908 SH SOLE 0 239908 0 USD1.25 ALLIED NEVADA GOLD CORP COMMON STOCK 019344100 8516 240023 SH SOLE 0 240023 0 USD.001 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 8522 381463 SH SOLE 0 381463 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 8551 325862 SH SOLE 0 325862 0 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 8555 225237 SH SOLE 0 225237 0 AQUA AMERICA INC COMMON STOCK USD.5 03836W103 8568 374300 SH SOLE 0 374300 0 CARLISLE COS INC COMMON STOCK USD1. 142339100 8570 192360 SH SOLE 0 192360 0 ACACIA RESEARCH ACACIA TEC TRACKING STK 003881307 8580 250723 SH SOLE 0 250723 0 USD.001 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 8582 231703 SH SOLE 0 231703 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 8596 479969 SH SOLE 0 479969 0 POST PROPERTIES INC REIT USD.01 737464107 8629 219848 SH SOLE 0 219848 0 KENNAMETAL INC COMMON STOCK 489170100 8642 221588 SH SOLE 0 221588 0 USD1.25 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 8642 151960 SH SOLE 0 151960 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 8643 179580 SH SOLE 0 179580 0 GENON ENERGY INC COMMON STOCK 37244E107 8669 2275272 SH SOLE 0 2275272 0 USD.001 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 8675 214190 SH SOLE 0 214190 0 DOLLAR GENERAL CORP COMMON STOCK 256677105 8676 276737 SH SOLE 0 276737 0 USD.875 FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 8677 774065 SH SOLE 0 774065 0 USD.625 EAST WEST BANCORP INC COMMON STOCK 27579R104 8683 395404 SH SOLE 0 395404 0 USD.001 VIROPHARMA INC COMMON STOCK 928241108 8718 438097 SH SOLE 0 438097 0 USD.002 ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01 90385D107 8744 148841 SH SOLE 0 148841 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 8768 301396 SH SOLE 0 301396 0 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 G9618E107 8871 24358 SH SOLE 0 24358 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 8873 227684 SH SOLE 0 227684 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 8920 117493 SH SOLE 0 117493 0 GRACO INC COMMON STOCK USD1. 384109104 9005 197951 SH SOLE 0 197951 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 9032 313731 SH SOLE 0 313731 0 KINETIC CONCEPTS INC COMMON STOCK 49460W208 9037 166065 SH SOLE 0 166065 0 USD.001 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 9070 159317 SH SOLE 0 159317 0 USD.001 VERIFONE SYSTEMS INC COMMON STOCK USD.01 92342Y109 9071 165081 SH SOLE 0 165081 0 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 9073 172565 SH SOLE 0 172565 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 9076 179146 SH SOLE 0 179146 0 SENSATA TECHNOLOGIES HOLDING COMMON STOCK USD.01 N7902X106 9081 261470 SH SOLE 0 261470 0 FOCUS MEDIA HOLDING ADR ADR USD.00005 34415V109 9103 296790 SH SOLE 0 296790 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 9119 126393 SH SOLE 0 126393 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 9124 479689 SH SOLE 0 479689 0 GENERAL CABLE CORP COMMON STOCK USD.01 369300108 9126 210770 SH SOLE 0 210770 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 9149 130519 SH SOLE 0 130519 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 9165 435798 SH SOLE 0 435798 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 9171 116039 SH SOLE 0 116039 0 SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01 82966C103 9176 182935 SH SOLE 0 182935 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 9178 214486 SH SOLE 0 214486 0 RESMED INC COMMON STOCK 761152107 9186 306214 SH SOLE 0 306214 0 USD.004 HAWAIIAN ELECTRIC INDS COMMON STOCK NPV 419870100 9199 370917 SH SOLE 0 370917 0 HARSCO CORP COMMON STOCK 415864107 9204 260809 SH SOLE 0 260809 0 USD1.25 ENERSYS COMMON STOCK USD.01 29275Y102 9237 232378 SH SOLE 0 232378 0 INERGY LP LTD PART NPV 456615103 9251 230710 SH SOLE 0 230710 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 9282 147054 SH SOLE 0 147054 0 HEALTH NET INC COMMON STOCK 42222G108 9282 283864 SH SOLE 0 283864 0 USD.001 HOME PROPERTIES INC REIT USD.01 437306103 9288 157552 SH SOLE 0 157552 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 9328 282675 SH SOLE 0 282675 0 MERCADOLIBRE INC COMMON STOCK 58733R102 9329 114278 SH SOLE 0 114278 0 USD.001 WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 9337 353396 SH SOLE 0 353396 0 QUESTAR CORP COMMON STOCK NPV 748356102 9357 536235 SH SOLE 0 536235 0 BIG LOTS INC COMMON STOCK USD.01 089302103 9411 216702 SH SOLE 0 216702 0 COPANO ENERGY LLC UNITS UNIT USD1. 217202100 9433 264982 SH SOLE 0 264982 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 9453 846260 SH SOLE 0 846260 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 9478 433167 SH SOLE 0 433167 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 9488 138657 SH SOLE 0 138657 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 9502 262934 SH SOLE 0 262934 0 SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 9519 186274 SH SOLE 0 186274 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 9533 364812 SH SOLE 0 364812 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 9559 864303 SH SOLE 0 864303 0 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 9563 400464 SH SOLE 0 400464 0 COMMERCE BANCSHARES INC COMMON STOCK USD5. 200525103 9622 237944.15 SH SOLE 0 237944.15 0 ACME PACKET INC COMMON STOCK 004764106 9665 136207 SH SOLE 0 136207 0 USD.001 SCANA CORP COMMON STOCK NPV 80589M102 9716 246775 SH SOLE 0 246775 0 CARBO CERAMICS INC COMMON STOCK USD.01 140781105 9738 69008 SH SOLE 0 69008 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 9745 155222 SH SOLE 0 155222 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 9751 211884 SH SOLE 0 211884 0 VARIAN SEMICONDUCTOR EQUIP COMMON STOCK USD.01 922207105 9756 200456 SH SOLE 0 200456 0 IDEX CORP COMMON STOCK USD.01 45167R104 9786 224190 SH SOLE 0 224190 0 OMNICARE INC COMMON STOCK USD1. 681904108 9793 326536 SH SOLE 0 326536 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 9848 344106 SH SOLE 0 344106 0 BEMIS COMPANY COMMON STOCK USD.1 081437105 9890 301444 SH SOLE 0 301444 0 TIDEWATER INC COMMON STOCK USD.1 886423102 9927 165871 SH SOLE 0 165871 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 9931 278253 SH SOLE 0 278253 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 9951 528171 SH SOLE 0 528171 0 CATALYST HEALTH SOLUTIONS IN COMMON STOCK USD.01 14888B103 9954 177973 SH SOLE 0 177973 0 STEEL DYNAMICS INC COMMON STOCK 858119100 9959 530605 SH SOLE 0 530605 0 USD.005 MSCI INC A COMMON STOCK USD.01 55354G100 9961 270531 SH SOLE 0 270531 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 10012 173282 SH SOLE 0 173282 0 DEVRY INC COMMON STOCK USD.01 251893103 10021 181965 SH SOLE 0 181965 0 TERADYNE INC COMMON STOCK 880770102 10047 564110 SH SOLE 0 564110 0 USD.125 PATTERSON COS INC COMMON STOCK USD.01 703395103 10071 312857 SH SOLE 0 312857 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 10094 198548 SH SOLE 0 198548 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 10141 130687 SH SOLE 0 130687 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 10147 563119 SH SOLE 0 563119 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 10148 290700 SH SOLE 0 290700 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 10168 501384 SH SOLE 0 501384 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 10184 290894 SH SOLE 0 290894 0 PERKINELMER INC COMMON STOCK USD1. 714046109 10204 388442 SH SOLE 0 388442 0 PHARMACEUTICAL PRODUCT DEVEL COMMON STOCK USD.05 717124101 10218 368731 SH SOLE 0 368731 0 ITC HOLDINGS CORP COMMON STOCK NPV 465685105 10219 146188 SH SOLE 0 146188 0 HUMAN GENOME SCIENCES INC COMMON STOCK USD.01 444903108 10234 372807 SH SOLE 0 372807 0 BROWN + BROWN INC COMMON STOCK USD.1 115236101 10285 398647 SH SOLE 0 398647 0 APTARGROUP INC COMMON STOCK USD.01 038336103 10287 205205 SH SOLE 0 205205 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 10287 257251 SH SOLE 0 257251 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 10333 128780 SH SOLE 0 128780 0 RACKSPACE HOSTING INC COMMON STOCK 750086100 10401 242720 SH SOLE 0 242720 0 USD.001 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 10409 136705 SH SOLE 0 136705 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 10455 175807 SH SOLE 0 175807 0 VALSPAR CORP COMMON STOCK USD.5 920355104 10476 267923 SH SOLE 0 267923 0 CHARTER COMMUNICATION A COMMON STOCK 16117M305 10498 207340 SH SOLE 0 207340 0 HARRIS CORP COMMON STOCK USD1. 413875105 10507 211833 SH SOLE 0 211833 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1. 893521104 10534 216443 SH SOLE 0 216443 0 UNIT CORP COMMON STOCK USD.2 909218109 10558 170429 SH SOLE 0 170429 0 LIBERTY GLOBAL INC SERIES C COMMON STOCK USD.01 530555309 10573 264379 SH SOLE 0 264379 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 10584 286122 SH SOLE 0 286122 0 SHAW GROUP INC COMMON STOCK NPV 820280105 10611 299653 SH SOLE 0 299653 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 10612 258836 SH SOLE 0 258836 0 USD.001 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 10634 1077394 SH SOLE 0 1077394 0 BJ S WHOLESALE CLUB INC COMMON STOCK USD.01 05548J106 10675 218668 SH SOLE 0 218668 0 SUPERVALU INC COMMON STOCK USD1. 868536103 10710 1199277 SH SOLE 0 1199277 0 ENBRIDGE ENERGY PARTNERS LP LTD PART NPV 29250R106 10719 165870 SH SOLE 0 165870 0 MAGELLAN MIDSTREAM PARTNERS LTD PART NPV 559080106 10735 179343 SH SOLE 0 179343 0 URBAN OUTFITTERS INC COMMON STOCK 917047102 10738 359988 SH SOLE 0 359988 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 10748 155791 SH SOLE 0 155791 0 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 10784 557333 SH SOLE 0 557333 0 USD.001 AUTONATION INC COMMON STOCK USD.01 05329W102 10800 305336 SH SOLE 0 305336 0 GARMIN LTD COMMON STOCK H2906T109 10839 320100 SH SOLE 0 320100 0 CHF10.0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 10851 397313 SH SOLE 0 397313 0 HASBRO INC COMMON STOCK USD.5 418056107 10852 231691 SH SOLE 0 231691 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 10880 624574 SH SOLE 0 624574 0 EQUINIX INC COMMON STOCK 29444U502 10892 119557 SH SOLE 0 119557 0 USD.001 LKQ CORP COMMON STOCK USD.01 501889208 10897 452168 SH SOLE 0 452168 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 10919 139937 SH SOLE 0 139937 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 10944 269486 SH SOLE 0 269486 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 10995 184144 SH SOLE 0 184144 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 11036 458700 SH SOLE 0 458700 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 11060 185042 SH SOLE 0 185042 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 11068 1572190 SH SOLE 0 1572190 0 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 11074 123499 SH SOLE 0 123499 0 DR HORTON INC COMMON STOCK USD.01 23331A109 11078 950865 SH SOLE 0 950865 0 BABCOCK + WILCOX CO/THE COMMON STOCK USD.01 05615F102 11079 331901 SH SOLE 0 331901 0 MSC INDUSTRIAL DIRECT CO A COMMON STOCK 553530106 11089 161956 SH SOLE 0 161956 0 USD.001 DOMTAR CORP COMMON STOCK USD.01 257559203 11116 121116 SH SOLE 0 121116 0 TESLA MOTORS INC COMMON STOCK 88160R101 11134 401945 SH SOLE 0 401945 0 USD.001 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 11142 178268 SH SOLE 0 178268 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 11173 482622 SH SOLE 0 482622 0 CULLEN/FROST BANKERS INC COMMON STOCK USD.01 229899109 11183 189470 SH SOLE 0 189470 0 ALBERTO CULVER CO COMMON STOCK USD.01 013078100 11324 303833 SH SOLE 0 303833 0 LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 11351 382706 SH SOLE 0 382706 0 BRIGHAM EXPLORATION CO COMMON STOCK USD.01 109178103 11371 305845 SH SOLE 0 305845 0 GENTEX CORP COMMON STOCK USD.06 371901109 11379 376151 SH SOLE 0 376151 0 ENSCO PLC SPON ADR ADR USD.1 29358Q109 11400 197100 SH SOLE 0 197100 0 TESORO CORP COMMON STOCK 881609101 11414 425409 SH SOLE 0 425409 0 USD.167 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 11439 869876 SH SOLE 0 869876 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 11473 424937 SH SOLE 0 424937 0 DENDREON CORP COMMON STOCK 24823Q107 11477 306630 SH SOLE 0 306630 0 USD.001 TECO ENERGY INC COMMON STOCK USD1. 872375100 11479 611896 SH SOLE 0 611896 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 11485 366800 SH SOLE 0 366800 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 11514 301739 SH SOLE 0 301739 0 COVANCE INC COMMON STOCK USD.01 222816100 11545 210976 SH SOLE 0 210976 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 11563 130284 SH SOLE 0 130284 0 NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 11570 591507 SH SOLE 0 591507 0 USD.001 MOLYCORP INC COMMON STOCK 608753109 11578 192900 SH SOLE 0 192900 0 H+R BLOCK INC COMMON STOCK NPV 093671105 11620 694154 SH SOLE 0 694154 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 11621 328455 SH SOLE 0 328455 0 POLYCOM INC COMMON STOCK 73172K104 11641 224516 SH SOLE 0 224516 0 USD.0005 MACK CALI REALTY CORP REIT USD.01 554489104 11642 343415 SH SOLE 0 343415 0 EXCO RESOURCES INC COMMON STOCK 269279402 11663 564511 SH SOLE 0 564511 0 USD.001 ARIBA INC COMMON STOCK 04033V203 11670 341827 SH SOLE 0 341827 0 USD.002 SM ENERGY CO COMMON STOCK USD.01 78454L100 11692 157589 SH SOLE 0 157589 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 11702 174600 SH SOLE 0 174600 0 GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 11707 781476 SH SOLE 0 781476 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PLAINS EXPLORATION + PRODUCT COMMON STOCK USD.01 726505100 11725 323633 SH SOLE 0 323633 0 ONEOK PARTNERS LP LTD PART NPV 68268N103 11736 142517 SH SOLE 0 142517 0 JDS UNIPHASE CORP COMMON STOCK 46612J507 11750 563816 SH SOLE 0 563816 0 USD.001 LINN ENERGY LLC UNITS LTD PART NPV 536020100 11761 302102 SH SOLE 0 302102 0 LSI CORP COMMON STOCK USD.01 502161102 11762 1729765 SH SOLE 0 1729765 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 11842 309680 SH SOLE 0 309680 0 SNAP ON INC COMMON STOCK USD1. 833034101 11883 197853 SH SOLE 0 197853 0 ASSURANT INC COMMON STOCK USD.01 04621X108 11896 308904 SH SOLE 0 308904 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 11927 313863 SH SOLE 0 313863 0 WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 11943 476573 SH SOLE 0 476573 0 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 11949 949814 SH SOLE 0 949814 0 CRANE CO COMMON STOCK USD1. 224399105 12026 248314 SH SOLE 0 248314 0 BALL CORP COMMON STOCK NPV 058498106 12037 335768 SH SOLE 0 335768 0 MICROS SYSTEMS INC COMMON STOCK 594901100 12051 243795 SH SOLE 0 243795 0 USD.0125 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 12085 952343 SH SOLE 0 952343 0 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 12087 317991 SH SOLE 0 317991 0 USD.001 HANSEN NATURAL CORP COMMON STOCK 411310105 12121 201241 SH SOLE 0 201241 0 USD.005 OWENS CORNING COMMON STOCK 690742101 12134 337140 SH SOLE 0 337140 0 USD.001 CREE INC COMMON STOCK 225447101 12159 263406 SH SOLE 0 263406 0 USD.00125 AIRGAS INC COMMON STOCK USD.01 009363102 12160 183076 SH SOLE 0 183076 0 JARDEN CORP COMMON STOCK USD.01 471109108 12183 342515 SH SOLE 0 342515 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 12185 322111 SH SOLE 0 322111 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 12189 346868 SH SOLE 0 346868 0 MARKEL CORP COMMON STOCK NPV 570535104 12207 29454 SH SOLE 0 29454 0 DONALDSON CO INC COMMON STOCK USD5. 257651109 12228 199512 SH SOLE 0 199512 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1. 571837103 12235 1531295 SH SOLE 0 1531295 0 PANERA BREAD COMPANY CLASS A COMMON STOCK 69840W108 12243 96405 SH SOLE 0 96405 0 USD.0001 CMS ENERGY CORP COMMON STOCK USD.01 125896100 12274 624940 SH SOLE 0 624940 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 12290 339225 SH SOLE 0 339225 0 BRE PROPERTIES INC REIT USD.01 05564E106 12339 261526 SH SOLE 0 261526 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 12376 791832 SH SOLE 0 791832 0 QUANTA SERVICES INC COMMON STOCK 74762E102 12395 552590 SH SOLE 0 552590 0 USD.00001 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 12496 314907 SH SOLE 0 314907 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 12497 307726 SH SOLE 0 307726 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 12519 204731 SH SOLE 0 204731 0 GANNETT CO COMMON STOCK USD1. 364730101 12526 822449 SH SOLE 0 822449 0 TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 12571 342808 SH SOLE 0 342808 0 MASSEY ENERGY CO COMMON STOCK 576206106 12572 183910 SH SOLE 0 183910 0 USD.625 RAYONIER INC REIT NPV 754907103 12574 201797 SH SOLE 0 201797 0 JABIL CIRCUIT INC COMMON STOCK 466313103 12586 616052 SH SOLE 0 616052 0 USD.001 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 12605 243242 SH SOLE 0 243242 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 12643 548726 SH SOLE 0 548726 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 12645 516110 SH SOLE 0 516110 0 URS CORP COMMON STOCK USD.01 903236107 12655 274815 SH SOLE 0 274815 0 FOREST CITY ENTERPRISES CL A COMMON STOCK 345550107 12691 673991 SH SOLE 0 673991 0 USD.333 SEALED AIR CORP COMMON STOCK USD.1 81211K100 12716 476953 SH SOLE 0 476953 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 12751 260658 SH SOLE 0 260658 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 12773 684894 SH SOLE 0 684894 0 GARTNER INC COMMON STOCK 366651107 12842 308194 SH SOLE 0 308194 0 USD.0005
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- ASHLAND INC COMMON STOCK USD.01 044209104 12876 222924 SH SOLE 0 222924 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 12884 219488 SH SOLE 0 219488 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 12885 673557 SH SOLE 0 673557 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 12943 797471 SH SOLE 0 797471 0 USD.156.25 HUBBELL INC CL B COMMON STOCK USD.01 443510201 12955 182385 SH SOLE 0 182385 0 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 12958 575393 SH SOLE 0 575393 0 USD.001 DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCK USD.01 256743105 12996 194757 SH SOLE 0 194757 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 13070 371200 SH SOLE 0 371200 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 13075 466149 SH SOLE 0 466149 0 EATON VANCE CORP COMMON STOCK 278265103 13093 406112 SH SOLE 0 406112 0 USD.00390625 LAZARD LTD CL A LTD PART USD.01 G54050102 13101 315087 SH SOLE 0 315087 0 MASCO CORP COMMON STOCK USD1. 574599106 13128 943087 SH SOLE 0 943087 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 13185 338693 SH SOLE 0 338693 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 13220 132548 SH SOLE 0 132548 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 13237 438471 SH SOLE 0 438471 0 FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 13285 940223 SH SOLE 0 940223 0 USD.0001 BE AEROSPACE INC COMMON STOCK USD.01 073302101 13299 374293 SH SOLE 0 374293 0 APARTMENT INVT + MGMT CO A REIT USD.01 03748R101 13314 522752 SH SOLE 0 522752 0 NVR INC COMMON STOCK USD.01 62944T105 13335 17639 SH SOLE 0 17639 0 ROBERT HALF INTL INC COMMON STOCK 770323103 13394 437715 SH SOLE 0 437715 0 USD.001 PENTAIR INC COMMON STOCK 709631105 13431 355410 SH SOLE 0 355410 0 USD.167 SYNOPSYS INC COMMON STOCK USD.01 871607107 13432 485771 SH SOLE 0 485771 0 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 13449 828124 SH SOLE 0 828124 0 USD.0001 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 13486 296918 SH SOLE 0 296918 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 13498 266971 SH SOLE 0 266971 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 13530 219504 SH SOLE 0 219504 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 13564 388444 SH SOLE 0 388444 0 USD.0125 IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 13592 176016 SH SOLE 0 176016 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 13628 449317 SH SOLE 0 449317 0 SAIC INC COMMON STOCK 78390X101 13755 812959 SH SOLE 0 812959 0 USD.0001 CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 13831 135368 SH SOLE 0 135368 0 FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 13857 400371 SH SOLE 0 400371 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 13885 178705 SH SOLE 0 178705 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 13889 602315 SH SOLE 0 602315 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 13939 432750 SH SOLE 0 432750 0 HORMEL FOODS CORP COMMON STOCK 440452100 13963 501540 SH SOLE 0 501540 0 USD.0586 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 13990 447979 SH SOLE 0 447979 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 14006 351023 SH SOLE 0 351023 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 14015 440585 SH SOLE 0 440585 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 14047 202617 SH SOLE 0 202617 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 14093 142080 SH SOLE 0 142080 0 PETSMART INC COMMON STOCK 716768106 14132 345111 SH SOLE 0 345111 0 USD.0001 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 14147 341639 SH SOLE 0 341639 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 14196 264754 SH SOLE 0 264754 0 TEREX CORP COMMON STOCK USD.01 880779103 14199 383330 SH SOLE 0 383330 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 14230 989559 SH SOLE 0 989559 0 HOLLY CORP COMMON STOCK USD.01 435758305 14233 234251 SH SOLE 0 234251 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 14260 1658183 SH SOLE 0 1658183 0 CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 14265 269302 SH SOLE 0 269302 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AVERY DENNISON CORP COMMON STOCK USD1. 053611109 14268 340028 SH SOLE 0 340028 0 MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 14271 621268 SH SOLE 0 621268 0 ROWAN COMPANIES INC COMMON STOCK 779382100 14314 323984 SH SOLE 0 323984 0 USD.125 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 14345 1481912 SH SOLE 0 1481912 0 EXPEDIA INC COMMON STOCK 30212P105 14357 633599 SH SOLE 0 633599 0 USD.001 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 14379 202060 SH SOLE 0 202060 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 14438 195987 SH SOLE 0 195987 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 14461 1032903 SH SOLE 0 1032903 0 BECKMAN COULTER INC COMMON STOCK USD.1 075811109 14489 174422 SH SOLE 0 174422 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 14540 737301 SH SOLE 0 737301 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 14549 290458 SH SOLE 0 290458 0 REGENCY CENTERS CORP REIT USD.01 758849103 14602 335842 SH SOLE 0 335842 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 14616 349006 SH SOLE 0 349006 0 FRONTIER OIL CORP COMMON STOCK NPV 35914P105 14618 498581 SH SOLE 0 498581 0 LEGG MASON INC COMMON STOCK USD.1 524901105 14632 405423 SH SOLE 0 405423 0 DUKE REALTY CORP REIT USD.01 264411505 14656 1046098 SH SOLE 0 1046098 0 ANSYS INC COMMON STOCK USD.01 03662Q105 14715 271546 SH SOLE 0 271546 0 RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 14750 391762 SH SOLE 0 391762 0 USD.0001 ROVI CORP COMMON STOCK 779376102 14813 276097.472 SH SOLE 0 276097.472 0 USD.001 VULCAN MATERIALS CO COMMON STOCK USD1. 929160109 14835 325318 SH SOLE 0 325318 0 CALPINE CORP COMMON STOCK 131347304 14900 938881 SH SOLE 0 938881 0 USD.001 EQUIFAX INC COMMON STOCK 294429105 14909 383747 SH SOLE 0 383747 0 USD1.25 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 14945 174002 SH SOLE 0 174002 0 AGCO CORP COMMON STOCK USD.01 001084102 14968 272294 SH SOLE 0 272294 0 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 15048 251388 SH SOLE 0 251388 0 USD.008 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 15059 472224 SH SOLE 0 472224 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 15069 435517 SH SOLE 0 435517 0 NSTAR COMMON STOCK USD1. 67019E107 15075 325799 SH SOLE 0 325799 0 ATMEL CORP COMMON STOCK 049513104 15081 1106449 SH SOLE 0 1106449 0 USD.001 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 15085 372110 SH SOLE 0 372110 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 15117 2029101 SH SOLE 0 2029101 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 15198 300895 SH SOLE 0 300895 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 15260 470709 SH SOLE 0 470709 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 15349 196861 SH SOLE 0 196861 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 15360 171712 SH SOLE 0 171712 0 AMDOCS LTD COMMON STOCK G02602103 15368 532700 SH SOLE 0 532700 0 GBP.0001 VERISIGN INC COMMON STOCK 92343E102 15396 425190 SH SOLE 0 425190 0 USD.001 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 15422 313898 SH SOLE 0 313898 0 PARTNERRE LTD COMMON STOCK USD1.0 G6852T105 15471 195245 SH SOLE 0 195245 0 TIMKEN CO COMMON STOCK NPV 887389104 15516 296664 SH SOLE 0 296664 0 CEPHALON INC COMMON STOCK USD.01 156708109 15521 204811 SH SOLE 0 204811 0 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 15541 229492 SH SOLE 0 229492 0 LAM RESEARCH CORP COMMON STOCK 512807108 15542 274306 SH SOLE 0 274306 0 USD.001 CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 15554 217636 SH SOLE 0 217636 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 15569 722776 SH SOLE 0 722776 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 15583 286197 SH SOLE 0 286197 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 15651 477169 SH SOLE 0 477169 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 15696 477090 SH SOLE 0 477090 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 15742 150314 SH SOLE 0 150314 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 15792 307057 SH SOLE 0 307057 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 15805 91891 SH SOLE 0 91891 0 ENERGY TRANSFER EQUITY LP LTD PART NPV 29273V100 15844 352090 SH SOLE 0 352090 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 15861 1261840 SH SOLE 0 1261840 0 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 15862 241726 SH SOLE 0 241726 0 USD.0001 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 15916 186459 SH SOLE 0 186459 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 15968 425353 SH SOLE 0 425353 0 KLA TENCOR CORPORATION COMMON STOCK 482480100 15990 337563 SH SOLE 0 337563 0 USD.001 CAMDEN PROPERTY TRUST REIT USD.01 133131102 16084 283073 SH SOLE 0 283073 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 16113 2426703 SH SOLE 0 2426703 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 16140 344207 SH SOLE 0 344207 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 16176 288804 SH SOLE 0 288804 0 USD.0033 INFORMATICA CORP COMMON STOCK 45666Q102 16207 310306 SH SOLE 0 310306 0 USD.001 FMC CORP COMMON STOCK USD.1 302491303 16214 190916 SH SOLE 0 190916 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 16222 183966 SH SOLE 0 183966 0 NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 16258 219697 SH SOLE 0 219697 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 16265 131166 SH SOLE 0 131166 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 16311 669587 SH SOLE 0 669587 0 TAUBMAN CENTERS INC REIT USD.01 876664103 16327 304719 SH SOLE 0 304719 0 SIRIUS XM RADIO INC COMMON STOCK 82967N108 16345 9846663 SH SOLE 0 9846663 0 USD.001 INTL FLAVORS + FRAGRANCES COMMON STOCK 459506101 16351 262455 SH SOLE 0 262455 0 USD.125 NISOURCE INC COMMON STOCK USD.01 65473P105 16591 865030 SH SOLE 0 865030 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 16653 348167 SH SOLE 0 348167 0 TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 16708 800576 SH SOLE 0 800576 0 UDR INC REIT USD.01 902653104 16870 692228 SH SOLE 0 692228 0 MANPOWER INC COMMON STOCK USD.01 56418H100 16896 268705 SH SOLE 0 268705 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 16902 342070 SH SOLE 0 342070 0 HOLOGIC INC COMMON STOCK USD.01 436440101 16916 761998 SH SOLE 0 761998 0 EQT CORP COMMON STOCK NPV 26884L109 16921 339108 SH SOLE 0 339108 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 16999 505466 SH SOLE 0 505466 0 USD.001 AUTOLIV INC COMMON STOCK USD1. 052800109 17098 230334 SH SOLE 0 230334 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 17101 310478 SH SOLE 0 310478 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 17110 215655 SH SOLE 0 215655 0 LEAR CORP COMMON STOCK 521865204 17128 350476 SH SOLE 0 350476 0 REALTY INCOME CORP REIT USD1. 756109104 17173 491351 SH SOLE 0 491351 0 HERBALIFE LTD COMMON STOCK G4412G101 17365 213435 SH SOLE 0 213435 0 USD.002 ENERGY TRANSFER PARTNERS LP LTD PART NPV 29273R109 17369 335573 SH SOLE 0 335573 0 SLM CORP COMMON STOCK USD.2 78442P106 17381 1136026 SH SOLE 0 1136026 0 BUCKEYE PARTNERS LP LTD PART NPV 118230101 17450 274638 SH SOLE 0 274638 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 17508 896483 SH SOLE 0 896483 0 WINDSTREAM CORP COMMON STOCK 97381W104 17583 1366197 SH SOLE 0 1366197 0 USD.0001 STERICYCLE INC COMMON STOCK USD.01 858912108 17642 198960 SH SOLE 0 198960 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 17646 216410 SH SOLE 0 216410 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 17709 363415 SH SOLE 0 363415 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 17715 936301 SH SOLE 0 936301 0 USD1.25 GENWORTH FINANCIAL INC CL A COMMON STOCK 37247D106 17947 1333350 SH SOLE 0 1333350 0 USD.001 SANDRIDGE ENERGY INC COMMON STOCK 80007P307 17988 1405305 SH SOLE 0 1405305 0 USD.001 TORCHMARK CORP COMMON STOCK USD1. 891027104 18004 270812 SH SOLE 0 270812 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- PITNEY BOWES INC COMMON STOCK USD1. 724479100 18035 702007 SH SOLE 0 702007 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 18111 2203320 SH SOLE 0 2203320 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 18175 354160 SH SOLE 0 354160 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 18186 220042 SH SOLE 0 220042 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 18190 1053876 SH SOLE 0 1053876 0 PLAINS ALL AMER PIPELINE LP LTD PART NPV 726503105 18201 285600 SH SOLE 0 285600 0 FLEXTRONICS INTL LTD COMMON STOCK NPV Y2573F102 18275 2446445 SH SOLE 0 2446445 0 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 18406 675463 SH SOLE 0 675463 0 USD.001 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 18435 592206 SH SOLE 0 592206 0 MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 18438 726202 SH SOLE 0 726202 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 18514 758776 SH SOLE 0 758776 0 ARCH COAL INC COMMON STOCK USD.01 039380100 18581 515568 SH SOLE 0 515568 0 RED HAT INC COMMON STOCK 756577102 18627 410368 SH SOLE 0 410368 0 USD.0001 SINA CORP COMMON STOCK G81477104 18636 174100 SH SOLE 0 174100 0 USD.133 SIGMA ALDRICH COMMON STOCK USD1. 826552101 18648 293018 SH SOLE 0 293018 0 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 18650 1193244 SH SOLE 0 1193244 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 18707 273898 SH SOLE 0 273898 0 PETROHAWK ENERGY CORP COMMON STOCK 716495106 18772 764960 SH SOLE 0 764960 0 USD.001 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 18837 819354 SH SOLE 0 819354 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 18885 457712 SH SOLE 0 457712 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 18898 673243 SH SOLE 0 673243 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 18928 739372 SH SOLE 0 739372 0 USD.001 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 18972 173464 SH SOLE 0 173464 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 19042 342975 SH SOLE 0 342975 0 COMERICA INC COMMON STOCK USD5. 200340107 19114 520525 SH SOLE 0 520525 0 KBR INC COMMON STOCK 48242W106 19145 506897 SH SOLE 0 506897 0 USD.001 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 19187 279333 SH SOLE 0 279333 0 PRIDE INTERNATIONAL INC COMMON STOCK USD.01 74153Q102 19218 447444 SH SOLE 0 447444 0 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 19397 1768224 SH SOLE 0 1768224 0 USD.000001 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 19409 143314 SH SOLE 0 143314 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 19441 357698 SH SOLE 0 357698 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 19557 468882 SH SOLE 0 468882 0 PALL CORP COMMON STOCK USD.1 696429307 19633 340785 SH SOLE 0 340785 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 19657 280132 SH SOLE 0 280132 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 19803 292771 SH SOLE 0 292771 0 NII HOLDINGS INC COMMON STOCK 62913F201 19817 475564 SH SOLE 0 475564 0 USD.001 FLOWSERVE CORP COMMON STOCK 34354P105 19852 154131 SH SOLE 0 154131 0 USD1.25 PLUM CREEK TIMBER CO REIT USD.01 729251108 19866 455527 SH SOLE 0 455527 0 MYLAN INC COMMON STOCK USD.5 628530107 19872 876591 SH SOLE 0 876591 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 19894 705467 SH SOLE 0 705467 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 19914 200500 SH SOLE 0 200500 0 TEXTRON INC COMMON STOCK 883203101 19941 728054 SH SOLE 0 728054 0 USD.125 WILLIS GROUP HOLDINGS PLC COMMON STOCK G96666105 19956 494452 SH SOLE 0 494452 0 USD.000115 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 19972 654822 SH SOLE 0 654822 0 TIFFANY + CO COMMON STOCK USD.01 886547108 20053 326389 SH SOLE 0 326389 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 20054 371783 SH SOLE 0 371783 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 20154 522393 SH SOLE 0 522393 0 AVNET INC COMMON STOCK USD1. 053807103 20211 592873 SH SOLE 0 592873 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 20244 400551 SH SOLE 0 400551 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 20399 425600 SH SOLE 0 425600 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 20499 287146 SH SOLE 0 287146 0 PERRIGO CO COMMON STOCK NPV 714290103 20709 260427 SH SOLE 0 260427 0 ROSS STORES INC COMMON STOCK USD.01 778296103 20736 291557 SH SOLE 0 291557 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 20815 350590 SH SOLE 0 350590 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 20820 779790 SH SOLE 0 779790 0 SUNOCO INC COMMON STOCK USD1. 86764P109 20908 458619 SH SOLE 0 458619 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 20978 425940 SH SOLE 0 425940 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 21234 1106525 SH SOLE 0 1106525 0 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 21241 699178 SH SOLE 0 699178 0 USD.001 MOODY S CORP COMMON STOCK USD.01 615369105 21275 627396 SH SOLE 0 627396 0 AMPHENOL CORP CL A COMMON STOCK 032095101 21296 391543 SH SOLE 0 391543 0 USD.001 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 21374 247213 SH SOLE 0 247213 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 21570 733919 SH SOLE 0 733919 0 CARMAX INC COMMON STOCK USD.5 143130102 21621 673561 SH SOLE 0 673561 0 SEAGATE TECHNOLOGY COMMON STOCK G7945M107 21623 1501610 SH SOLE 0 1501610 0 USD.00001 F5 NETWORKS INC COMMON STOCK NPV 315616102 21663 211200 SH SOLE 0 211200 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 21722 158797 SH SOLE 0 158797 0 HOSPIRA INC COMMON STOCK USD.01 441060100 21761 394219 SH SOLE 0 394219 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 21821 267546 SH SOLE 0 267546 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 21964 377781 SH SOLE 0 377781 0 AMETEK INC COMMON STOCK USD.01 031100100 22013 501772 SH SOLE 0 501772 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 22013 262092 SH SOLE 0 262092 0 ILLUMINA INC COMMON STOCK USD.01 452327109 22077 315065 SH SOLE 0 315065 0 WATERS CORP COMMON STOCK USD.01 941848103 22110 254435 SH SOLE 0 254435 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 22113 595071 SH SOLE 0 595071 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 22187 901905 SH SOLE 0 901905 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 22200 521996 SH SOLE 0 521996 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 22284 1269006 SH SOLE 0 1269006 0 CERNER CORP COMMON STOCK USD.01 156782104 22346 200949 SH SOLE 0 200949 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 22358 622606 SH SOLE 0 622606 0 CELANESE CORP SERIES A COMMON STOCK 150870103 22459 506178 SH SOLE 0 506178 0 USD.0001 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 22477 181943 SH SOLE 0 181943 0 TERADATA CORP COMMON STOCK USD.01 88076W103 22536 444494 SH SOLE 0 444494 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 22551 246591 SH SOLE 0 246591 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 22563 244908 SH SOLE 0 244908 0 CIT GROUP INC COMMON STOCK USD.01 125581801 22586 530801 SH SOLE 0 530801 0 BORGWARNER INC COMMON STOCK USD.01 099724106 22638 284073 SH SOLE 0 284073 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 22651 607420 SH SOLE 0 607420 0 DENBURY RESOURCES INC COMMON STOCK 247916208 22694 930088 SH SOLE 0 930088 0 USD.001 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 22786 352669 SH SOLE 0 352669 0 AES CORP COMMON STOCK USD.01 00130H105 22931 1763905 SH SOLE 0 1763905 0 KEYCORP COMMON STOCK USD1. 493267108 23037 2594223 SH SOLE 0 2594223 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 23117 715707 SH SOLE 0 715707 0 DAVITA INC COMMON STOCK 23918K108 23161 270858 SH SOLE 0 270858 0 USD.001 FASTENAL CO COMMON STOCK USD.01 311900104 23269 358923 SH SOLE 0 358923 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 23334 476603 SH SOLE 0 476603 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 23380 399932 SH SOLE 0 399932 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 23403 1505046 SH SOLE 0 1505046 0 USD.002 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 23484 189923 SH SOLE 0 189923 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 23512 668511 SH SOLE 0 668511 0 FISERV INC COMMON STOCK USD.01 337738108 23560 375644 SH SOLE 0 375644 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 23577 474003 SH SOLE 0 474003 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 23621 1870255 SH SOLE 0 1870255 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 23675 302327 SH SOLE 0 302327 0 CR BARD INC COMMON STOCK USD.25 067383109 23686 238508 SH SOLE 0 238508 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 23692 412326 SH SOLE 0 412326 0 MATTEL INC COMMON STOCK USD1. 577081102 23874 957646 SH SOLE 0 957646 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 23935 563304 SH SOLE 0 563304 0 DELTA AIR LINES INC COMMON STOCK 247361702 23979 2446844 SH SOLE 0 2446844 0 USD.0001 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 24001 863668 SH SOLE 0 863668 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 24114 1381919 SH SOLE 0 1381919 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 24163 1017369 SH SOLE 0 1017369 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 24166 734990 SH SOLE 0 734990 0 XILINX INC COMMON STOCK USD.01 983919101 24246 739208 SH SOLE 0 739208 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 24316 926335 SH SOLE 0 926335 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 24334 453652 SH SOLE 0 453652 0 WHITING PETROLEUM CORP COMMON STOCK 966387102 24344 331434 SH SOLE 0 331434 0 USD.001 M + T BANK CORP COMMON STOCK USD.5 55261F104 24448 276346 SH SOLE 0 276346 0 AUTODESK INC COMMON STOCK USD.01 052769106 24466 554666 SH SOLE 0 554666 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 24824 428516 SH SOLE 0 428516 0 NORDSTROM INC COMMON STOCK NPV 655664100 24855 553801 SH SOLE 0 553801 0 NVIDIA CORP COMMON STOCK 67066G104 24961 1352156 SH SOLE 0 1352156 0 USD.001 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 24978 432751 SH SOLE 0 432751 0 CAMPBELL SOUP CO COMMON STOCK 134429109 25041 756298 SH SOLE 0 756298 0 USD.0375 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 25050 91972 SH SOLE 0 91972 0 KINDER MORGAN MGMT LLC SHS 49455U100 25109 382811 SH SOLE 0 382811 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 25258 627221 SH SOLE 0 627221 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 25259 481854 SH SOLE 0 481854 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 25382 362237 SH SOLE 0 362237 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 25406 184530 SH SOLE 0 184530 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 25412 1584268 SH SOLE 0 1584268 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 25479 386631 SH SOLE 0 386631 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 25695 3539263 SH SOLE 0 3539263 0 CA INC COMMON STOCK USD.1 12673P105 25730 1064116 SH SOLE 0 1064116 0 SANDISK CORP COMMON STOCK 80004C101 25732 558306 SH SOLE 0 558306 0 USD.001 LUBRIZOL CORP COMMON STOCK NPV 549271104 25924 193520 SH SOLE 0 193520 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 26040 1682194 SH SOLE 0 1682194 0 CNH GLOBAL N.V. COMMON STOCK N20935206 26067 536901 SH SOLE 0 536901 0 USD2.25 MACERICH CO/THE REIT USD.01 554382101 26203 529024 SH SOLE 0 529024 0 FORTUNE BRANDS INC COMMON STOCK 349631101 26290 424787 SH SOLE 0 424787 0 USD3.125 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 26594 768396 SH SOLE 0 768396 0 ONEOK INC COMMON STOCK USD.01 682680103 26594 397643 SH SOLE 0 397643 0 SAFEWAY INC COMMON STOCK USD.01 786514208 26704 1134406 SH SOLE 0 1134406 0 BUNGE LTD COMMON STOCK USD.01 G16962105 26737 369652 SH SOLE 0 369652 0 WILLIAMS PARTNERS LP LTD PART NPV 96950F104 26828 517920 SH SOLE 0 517920 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 26916 501881 SH SOLE 0 501881 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 27082 828452 SH SOLE 0 828452 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 27222 3985627 SH SOLE 0 3985627 0 CONCHO RESOURCES INC COMMON STOCK 20605P101 27483 256128 SH SOLE 0 256128 0 USD.001 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 27636 363588 SH SOLE 0 363588 0 NEWS CORP CLASS B COMMON STOCK USD.01 65248E203 27670 1486010 SH SOLE 0 1486010 0 VF CORP COMMON STOCK USD1. 918204108 27712 281257 SH SOLE 0 281257 0 AMB PROPERTY CORP REIT USD.01 00163T109 27778 772249 SH SOLE 0 772249 0 SL GREEN REALTY CORP REIT USD.01 78440X101 27861 370489 SH SOLE 0 370489 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 27954 1023974 SH SOLE 0 1023974 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 28187 1042415 SH SOLE 0 1042415 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 28203 292688 SH SOLE 0 292688 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 28259 880074 SH SOLE 0 880074 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 28265 563718 SH SOLE 0 563718 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 28403 488689 SH SOLE 0 488689 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 28418 1111823 SH SOLE 0 1111823 0 FIRST SOLAR INC COMMON STOCK 336433107 28670 178252 SH SOLE 0 178252 0 USD.001 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 28679 225376 SH SOLE 0 225376 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 28860 445162 SH SOLE 0 445162 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 28979 446516 SH SOLE 0 446516 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 29072 285239 SH SOLE 0 285239 0 PAYCHEX INC COMMON STOCK USD.01 704326107 29223 931867 SH SOLE 0 931867 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 29254 687509 SH SOLE 0 687509 0 GOODRICH CORP COMMON STOCK USD5. 382388106 29458 344422 SH SOLE 0 344422 0 MACY S INC COMMON STOCK USD.01 55616P104 29475 1214963 SH SOLE 0 1214963 0 MILLICOM INTL CELLULAR S.A. COMMON STOCK USD1.5 L6388F110 29722 309055 SH SOLE 0 309055 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 29915 1110859 SH SOLE 0 1110859 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 29975 4168988 SH SOLE 0 4168988 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 30034 317889 SH SOLE 0 317889 0 ITT CORP COMMON STOCK USD1. 450911102 30084 500987 SH SOLE 0 500987 0 AUTOZONE INC COMMON STOCK USD.01 053332102 30127 110129 SH SOLE 0 110129 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 30140 90385 SH SOLE 0 90385 0 USD.001 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 30198 262048 SH SOLE 0 262048 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 30308 395668 SH SOLE 0 395668 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 30324 500976 SH SOLE 0 500976 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 30640 1019986 SH SOLE 0 1019986 0 GAP INC/THE COMMON STOCK USD.05 364760108 30647 1352452 SH SOLE 0 1352452 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 30688 1212973 SH SOLE 0 1212973 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 30854 1291483 SH SOLE 0 1291483 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 30888 355037 SH SOLE 0 355037 0 NORTHERN TRUST CORP COMMON STOCK 665859104 31065 612109 SH SOLE 0 612109 0 USD1.667 ANALOG DEVICES INC COMMON STOCK 032654105 31241 793331 SH SOLE 0 793331 0 USD.167 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 31469 2745969 SH SOLE 0 2745969 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 31489 588582 SH SOLE 0 588582 0 EL PASO CORP COMMON STOCK USD3. 28336L109 31544 1752469 SH SOLE 0 1752469 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 31756 321384 SH SOLE 0 321384 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 31923 768304 SH SOLE 0 768304 0 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 32164 325939 SH SOLE 0 325939 0 USD.0001 ECOLAB INC COMMON STOCK USD1. 278865100 32343 633928 SH SOLE 0 633928 0 SALESFORCE.COM INC COMMON STOCK 79466L302 32452 242943 SH SOLE 0 242943 0 USD.001 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 32512 913784.74 SH SOLE 0 913784.74 0 NOBLE CORP COMMON STOCK H5833N103 32620 715039 SH SOLE 0 715039 0 CHF4.06 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 32732 709412 SH SOLE 0 709412 0 DOVER CORP COMMON STOCK USD1. 260003108 32851 499710 SH SOLE 0 499710 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 32875 898461 SH SOLE 0 898461 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 32900 443812 SH SOLE 0 443812 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 32905 835141 SH SOLE 0 835141 0 CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 33114 648658 SH SOLE 0 648658 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 33254 351340 SH SOLE 0 351340 0 SARA LEE CORP COMMON STOCK USD.01 803111103 33336 1886566 SH SOLE 0 1886566 0 STAPLES INC COMMON STOCK 855030102 33496 1724805 SH SOLE 0 1724805 0 USD.0006
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CITRIX SYSTEMS INC COMMON STOCK 177376100 33506 456107 SH SOLE 0 456107 0 USD.001 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 33616 2421868 SH SOLE 0 2421868 0 CIGNA CORP COMMON STOCK USD.25 125509109 33692 760884 SH SOLE 0 760884 0 NUCOR CORP COMMON STOCK USD.4 670346105 34054 739992 SH SOLE 0 739992 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 34160 863503 SH SOLE 0 863503 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 34982 724709 SH SOLE 0 724709 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 35477 360978 SH SOLE 0 360978 0 USD.125 ALTERA CORP COMMON STOCK 021441100 35563 807885 SH SOLE 0 807885 0 USD.001 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 35603 1476091 SH SOLE 0 1476091 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 35679 902126 SH SOLE 0 902126 0 HUMANA INC COMMON STOCK 444859102 36087 515966 SH SOLE 0 515966 0 USD.166 KIMCO REALTY CORP REIT USD.01 49446R109 36345 1981724 SH SOLE 0 1981724 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 36360 1720759 SH SOLE 0 1720759 0 FLUOR CORP COMMON STOCK USD.01 343412102 36545 496137 SH SOLE 0 496137 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 36776 1280494 SH SOLE 0 1280494 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 36911 7954922 SH SOLE 0 7954922 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 36932 549497 SH SOLE 0 549497 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 36975 1780219 SH SOLE 0 1780219 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 37122 1230005 SH SOLE 0 1230005 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 37393 654876 SH SOLE 0 654876 0 XEROX CORP COMMON STOCK USD1. 984121103 37660 3536173 SH SOLE 0 3536173 0 NETFLIX INC COMMON STOCK 64110L106 37715 158914 SH SOLE 0 158914 0 USD.001 OMNICOM GROUP COMMON STOCK USD.15 681919106 37911 772756 SH SOLE 0 772756 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 38246 403948 SH SOLE 0 403948 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 38300 784512 SH SOLE 0 784512 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 38328 755679 SH SOLE 0 755679 0 ALCON INC COMMON STOCK USD.2 H01301102 38349 231700 SH SOLE 0 231700 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 38468 796278 SH SOLE 0 796278 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 38680 900166 SH SOLE 0 900166 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 39242 2116599 SH SOLE 0 2116599 0 HEALTH CARE REIT INC REIT USD1. 42217K106 39293 749294 SH SOLE 0 749294 0 MOSAIC CO/THE COMMON STOCK USD.01 61945A107 39406 500391 SH SOLE 0 500391 0 PPG INDUSTRIES INC COMMON STOCK 693506107 39575 415657 SH SOLE 0 415657 0 USD1.67 LAS VEGAS SANDS CORP COMMON STOCK 517834107 40090 949547 SH SOLE 0 949547 0 USD.001 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 40137 1082147 SH SOLE 0 1082147 0 WEYERHAEUSER CO COMMON STOCK 962166104 40141 1631731 SH SOLE 0 1631731 0 USD1.25 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 40341 786983 SH SOLE 0 786983 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 40354 1353723 SH SOLE 0 1353723 0 PROLOGIS REIT USD.01 743410102 40495 2534086 SH SOLE 0 2534086 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 40557 552393 SH SOLE 0 552393 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 40594 908357 SH SOLE 0 908357 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 40866 1316980 SH SOLE 0 1316980 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 41168 919343 SH SOLE 0 919343 0 COACH INC COMMON STOCK USD.01 189754104 41263 792913 SH SOLE 0 792913 0 KOHLS CORP COMMON STOCK USD.01 500255104 41811 788295 SH SOLE 0 788295 0 NOBLE ENERGY INC COMMON STOCK 655044105 41920 433727 SH SOLE 0 433727 0 USD3.333 KELLOGG CO COMMON STOCK USD.25 487836108 41985 777796 SH SOLE 0 777796 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 42458 695114 SH SOLE 0 695114 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 42905 1487705 SH SOLE 0 1487705 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 43121 1722100 SH SOLE 0 1722100 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 43317 1232696 SH SOLE 0 1232696 0 AON CORP COMMON STOCK USD1. 037389103 43356 818647 SH SOLE 0 818647 0 SYSCO CORP COMMON STOCK USD1. 871829107 43377 1565941 SH SOLE 0 1565941 0 INTUIT INC COMMON STOCK USD.01 461202103 44044 829458 SH SOLE 0 829458 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 44163 1073732 SH SOLE 0 1073732 0 BROADCOM CORP CL A COMMON STOCK 111320107 44232 1123221 SH SOLE 0 1123221 0 USD.0001 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 44329 1406810 SH SOLE 0 1406810 0 AETNA INC COMMON STOCK USD.01 00817Y108 44447 1187483 SH SOLE 0 1187483 0 STRYKER CORP COMMON STOCK USD.1 863667101 44592 733421 SH SOLE 0 733421 0 NETAPP INC COMMON STOCK 64110D104 44710 927976 SH SOLE 0 927976 0 USD.001 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 44748 673715 SH SOLE 0 673715 0 VENTAS INC REIT USD.25 92276F100 44937 827566 SH SOLE 0 827566 0 CARNIVAL CORP UNIT USD.01 143658300 45548 1187395 SH SOLE 0 1187395 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 45915 1384660 SH SOLE 0 1384660 0 USD.0001 LOEWS CORP COMMON STOCK USD.01 540424108 46005 1067638 SH SOLE 0 1067638 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 46051 1233288 SH SOLE 0 1233288 0 KROGER CO COMMON STOCK USD1. 501044101 46101 1923268 SH SOLE 0 1923268 0 EATON CORP COMMON STOCK USD.5 278058102 46948 846826 SH SOLE 0 846826 0 P G + E CORP COMMON STOCK NPV 69331C108 47145 1067111 SH SOLE 0 1067111 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 47232 523752 SH SOLE 0 523752 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 47489 2101265 SH SOLE 0 2101265 0 BIOGEN IDEC INC COMMON STOCK 09062X103 48376 659166 SH SOLE 0 659166 0 USD.0005 WILLIAMS COS INC COMMON STOCK USD1. 969457100 48589 1558333 SH SOLE 0 1558333 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 48734 612082 SH SOLE 0 612082 0 PACCAR INC COMMON STOCK USD1. 693718108 49083 937587 SH SOLE 0 937587 0 BB+T CORP COMMON STOCK USD5. 054937107 49269 1794855 SH SOLE 0 1794855 0 ALCOA INC COMMON STOCK USD1. 013817101 49692 2815385 SH SOLE 0 2815385 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 50265 418599 SH SOLE 0 418599 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 50329 166900 SH SOLE 0 166900 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 50512 251290 SH SOLE 0 251290 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 50587 702981 SH SOLE 0 702981 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 50906 1601818 SH SOLE 0 1601818 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 51275 817653 SH SOLE 0 817653 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 52005 353346 SH SOLE 0 353346 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 52114 3336379 SH SOLE 0 3336379 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 52491 1055511 SH SOLE 0 1055511 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 52553 1033085 SH SOLE 0 1033085 0 CHUBB CORP COMMON STOCK USD1. 171232101 52747 860338 SH SOLE 0 860338 0 GENZYME CORP COMMON STOCK USD.01 372917104 53295 699872 SH SOLE 0 699872 0 CUMMINS INC COMMON STOCK USD2.5 231021106 53754 490370 SH SOLE 0 490370 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 54119 3001622 SH SOLE 0 3001622 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 54485 1827122 SH SOLE 0 1827122 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 55063 1642704 SH SOLE 0 1642704 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 55573 1320646 SH SOLE 0 1320646 0 USD.00001 KINDER MORGAN ENERGY PRTNRS LTD PART NPV 494550106 55621 750726 SH SOLE 0 750726 0 ALLERGAN INC COMMON STOCK USD.01 018490102 55978 788194 SH SOLE 0 788194 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 56579 1091843 SH SOLE 0 1091843 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 56824 3226810 SH SOLE 0 3226810 0 SPECTRA ENERGY CORP COMMON STOCK 847560109 56845 2091424 SH SOLE 0 2091424 0 USD.001 ACE LTD COMMON STOCK H0023R105 56898 879413 SH SOLE 0 879413 0 CHF31.55 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 57564 1036264 SH SOLE 0 1036264 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 57956 1609432 SH SOLE 0 1609432 0 ENTERPRISE PRODUCTS PARTNERS LTD PART NPV 293792107 58130 1349987 SH SOLE 0 1349987 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- YAHOO INC COMMON STOCK 984332106 58951 3540621 SH SOLE 0 3540621 0 USD.001 MCKESSON CORP COMMON STOCK USD.01 58155Q103 59019 746605 SH SOLE 0 746605 0 HCP INC REIT USD1. 40414L109 59479 1567704 SH SOLE 0 1567704 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 59546 1080298 SH SOLE 0 1080298 0 NIKE INC CL B COMMON STOCK NPV 654106103 59548 786636 SH SOLE 0 786636 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 60082 2000067 SH SOLE 0 2000067 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 60339 1347763 SH SOLE 0 1347763 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 60952 1667626 SH SOLE 0 1667626 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 61212 2476205 SH SOLE 0 2476205 0 STATE STREET CORP COMMON STOCK USD1. 857477103 61260 1363160 SH SOLE 0 1363160 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 61971 495451 SH SOLE 0 495451 0 YUM BRANDS INC COMMON STOCK NPV 988498101 62374 1213977 SH SOLE 0 1213977 0 BOSTON PROPERTIES INC REIT USD.01 101121101 62643 660443 SH SOLE 0 660443 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 63096 884443 SH SOLE 0 884443 0 DUKE ENERGY CORP COMMON STOCK 26441C105 63792 3514687 SH SOLE 0 3514687 0 USD.001 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 65160 1269933 SH SOLE 0 1269933 0 PRICELINE.COM INC COMMON STOCK 741503403 65173 128688 SH SOLE 0 128688 0 USD.008 JOHNSON CONTROLS INC COMMON STOCK 478366107 65272 1570182 SH SOLE 0 1570182 0 USD.01388 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 65922 1173816 SH SOLE 0 1173816 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 66182 813052 SH SOLE 0 813052 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 66903 1225787 SH SOLE 0 1225787 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 67030 1290038 SH SOLE 0 1290038 0 CELGENE CORP COMMON STOCK USD.01 151020104 67135 1166953 SH SOLE 0 1166953 0 BAIDU INC SPON ADR ADR 056752108 67477 489640 SH SOLE 0 489640 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 68114 1043573 SH SOLE 0 1043573 0 USD1.25 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 68611 1277191 SH SOLE 0 1277191 0 AFLAC INC COMMON STOCK USD.1 001055102 68650 1300689 SH SOLE 0 1300689 0 VIACOM INC CLASS B COMMON STOCK 92553P201 69110 1485587 SH SOLE 0 1485587 0 USD.001 STARBUCKS CORP COMMON STOCK 855244109 69260 1874417 SH SOLE 0 1874417 0 USD.001 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 69746 1560311 SH SOLE 0 1560311 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 69748 1006897 SH SOLE 0 1006897 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 71173 1196590 SH SOLE 0 1196590 0 PUBLIC STORAGE REIT USD.1 74460D109 71787 647258 SH SOLE 0 647258 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 74797 930307 SH SOLE 0 930307 0 MASTERCARD INC CLASS A COMMON STOCK 57636Q104 74947 297738 SH SOLE 0 297738 0 USD.0001 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 74993 632796 SH SOLE 0 632796 0 FEDEX CORP COMMON STOCK USD.1 31428X106 75329 805226 SH SOLE 0 805226 0 EXELON CORP COMMON STOCK NPV 30161N101 76527 1855651 SH SOLE 0 1855651 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 77074 758601 SH SOLE 0 758601 0 DELL INC COMMON STOCK USD.01 24702R101 77229 5322444 SH SOLE 0 5322444 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 77257 1254580 SH SOLE 0 1254580 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 78191 1406058 SH SOLE 0 1406058 0 VORNADO REALTY TRUST REIT USD.04 929042109 78555 897768 SH SOLE 0 897768 0 CORNING INC COMMON STOCK USD.5 219350105 78827 3820988 SH SOLE 0 3820988 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 79241 1135417 SH SOLE 0 1135417 0 CSX CORP COMMON STOCK USD1. 126408103 80054 1018493 SH SOLE 0 1018493 0 HESS CORP COMMON STOCK USD1. 42809H107 80613 946048 SH SOLE 0 946048 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 80721 1430977 SH SOLE 0 1430977 0 SOUTHERN CO COMMON STOCK USD5. 842587107 81466 2137643 SH SOLE 0 2137643 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 82324 1075292 SH SOLE 0 1075292 0 DANAHER CORP COMMON STOCK USD.01 235851102 84072 1619887 SH SOLE 0 1619887 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 85252 1585494 SH SOLE 0 1585494 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- NEWS CORP CL A COMMON STOCK USD.01 65248E104 85583 4873738 SH SOLE 0 4873738 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 86039 1171715.825 SH SOLE 0 1171715.825 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 86475 1372833 SH SOLE 0 1372833 0 METLIFE INC COMMON STOCK USD.01 59156R108 88672 1982389 SH SOLE 0 1982389 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 88829 1211521 SH SOLE 0 1211521 0 USD.005 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 88839 1120708 SH SOLE 0 1120708 0 VISA INC CLASS A SHARES COMMON STOCK 92826C839 89040 1209457 SH SOLE 0 1209457 0 USD.0001 GILEAD SCIENCES INC COMMON STOCK 375558103 90976 2143637 SH SOLE 0 2143637 0 USD.001 TARGET CORP COMMON STOCK 87612E106 91067 1820982 SH SOLE 0 1820982 0 USD.0833 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 93687 3136478 SH SOLE 0 3136478 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 94047 3442441 SH SOLE 0 3442441 0 ACCENTURE PLC CL A COMMON STOCK G1151C101 94241 1714408 SH SOLE 0 1714408 0 USD.25E 05 LOWE S COS INC COMMON STOCK USD.5 548661107 94789 3586403 SH SOLE 0 3586403 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 98403 1072274 SH SOLE 0 1072274 0 MONSANTO CO COMMON STOCK USD.01 61166W101 99836 1381619 SH SOLE 0 1381619 0 WALGREEN CO COMMON STOCK 931422109 101347 2524840 SH SOLE 0 2524840 0 USD.078125 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 101560 1239748 SH SOLE 0 1239748 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 102899 2977395 SH SOLE 0 2977395 0 EBAY INC COMMON STOCK 278642103 103569 3336641 SH SOLE 0 3336641 0 USD.001 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 103772 1284937 SH SOLE 0 1284937 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 105099 2670889 SH SOLE 0 2670889 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 105563 2796367 SH SOLE 0 2796367 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 105584 2256063 SH SOLE 0 2256063 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 106819 2003741 SH SOLE 0 2003741 0 DEERE + CO COMMON STOCK USD1. 244199105 107030 1104657 SH SOLE 0 1104657 0 ELI LILLY + CO COMMON STOCK NPV 532457108 108006 3070972 SH SOLE 0 3070972 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 111302 1904883 SH SOLE 0 1904883 0 TIME WARNER INC COMMON STOCK USD.01 887317303 112783 3159184 SH SOLE 0 3159184 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 114963 3349730 SH SOLE 0 3349730 0 COMCAST CORP SPECIAL CL A COMMON STOCK USD1. 20030N200 115910 4991825 SH SOLE 0 4991825 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 116166 2330769 SH SOLE 0 2330769 0 APACHE CORP COMMON STOCK 037411105 118947 908549 SH SOLE 0 908549 0 USD.625 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 119183 1996023 SH SOLE 0 1996023 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 124296 4702844 SH SOLE 0 4702844 0 AMGEN INC COMMON STOCK 031162100 126172 2360564 SH SOLE 0 2360564 0 USD.0001 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 130933 2357032 SH SOLE 0 2357032 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 131571 1338054 SH SOLE 0 1338054 0 WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 132455 2479493 SH SOLE 0 2479493 0 US BANCORP COMMON STOCK USD.01 902973304 134065 5072473 SH SOLE 0 5072473 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 135066 2457081 SH SOLE 0 2457081 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 136306 9141942 SH SOLE 0 9141942 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 139233 3080371 SH SOLE 0 3080371 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 139419 4445752 SH SOLE 0 4445752 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 141139 1899073 SH SOLE 0 1899073 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 142696 3156993 SH SOLE 0 3156993 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 143766 5414897 SH SOLE 0 5414897 0 BOEING CO/THE COMMON STOCK USD5. 097023105 144189 1950342 SH SOLE 0 1950342 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 147933 1380484 SH SOLE 0 1380484 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 152138 844601 SH SOLE 0 844601 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 159715 4309635 SH SOLE 0 4309635 0 3M CO COMMON STOCK USD.01 88579Y101 167008 1786187 SH SOLE 0 1786187 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------- --------- -------- -------------------- ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------- --------- -------- ----------- --- ---- ---------- -------- ---- ----------- ---- CATERPILLAR INC COMMON STOCK USD1. 149123101 175847 1579232 SH SOLE 0 1579232 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 194836 3972197 SH SOLE 0 3972197 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 200390 2633592 SH SOLE 0 2633592 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 202607 1278517 SH SOLE 0 1278517 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 205791 2431078 SH SOLE 0 2431078 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 208831 4846396 SH SOLE 0 4846396 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 214131 2049297 SH SOLE 0 2049297 0 QUALCOMM INC COMMON STOCK 747525103 221824 4045667 SH SOLE 0 4045667 0 USD.0001 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 235779 2819307 SH SOLE 0 2819307 0 USD.0033 CISCO SYSTEMS INC COMMON STOCK 17275R102 243687 14209155 SH SOLE 0 14209155 0 USD.001 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 244021 5956091 SH SOLE 0 5956091 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 250327 7583358 SH SOLE 0 7583358 0 PEPSICO INC COMMON STOCK 713448108 264592 4107940 SH SOLE 0 4107940 0 USD.017 BERKSHIRE HATHAWAY INC CL A COMMON STOCK USD5. 084670108 264759 2113 SH SOLE 0 2113 0 INTEL CORP COMMON STOCK 458140100 278249 13795175 SH SOLE 0 13795175 0 USD.001 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 296500 7693311 SH SOLE 0 7693311 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 313857 3930094 SH SOLE 0 3930094 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 319697 3428017 SH SOLE 0 3428017 0 CITIGROUP INC COMMON STOCK USD.01 172967101 324475 73410739 SH SOLE 0 73410739 0 GOOGLE INC CL A COMMON STOCK 38259P508 338653 577699 SH SOLE 0 577699 0 USD.001 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 351442 26364746 SH SOLE 0 26364746 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 376026 7224314 SH SOLE 0 7224314 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 387537 5840792 SH SOLE 0 5840792 0 PFIZER INC COMMON STOCK USD.05 717081103 402857 19835392 SH SOLE 0 19835392 0 ORACLE CORP COMMON STOCK USD.01 68389X105 419771 12579303 SH SOLE 0 12579303 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 422805 7135949 SH SOLE 0 7135949 0 WELLS FARGO + CO COMMON STOCK 949746101 431709 13618571 SH SOLE 0 13618571 0 USD1.666 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 449520 7297404 SH SOLE 0 7297404 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 474769 10298671 SH SOLE 0 10298671 0 AT+T INC COMMON STOCK USD1. 00206R102 484819 15843745 SH SOLE 0 15843745 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 528489 3240873 SH SOLE 0 3240873 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 546942 27278886 SH SOLE 0 27278886 0 CHEVRON CORP COMMON STOCK USD.75 166764100 560126 5213868 SH SOLE 0 5213868 0 MICROSOFT CORP COMMON STOCK 594918104 561428 22138311 SH SOLE 0 22138311 0 USD.00000625 APPLE INC COMMON STOCK NPV 037833100 791750 2272206 SH SOLE 0 2272206 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 1114466 13246956 SH SOLE 0 13246956 0