The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 MANAGER SOLE SHARED NONE
BANCO BRADESCO SA COM B00FM53 1,754 134,550 SH   SOLE   0 0 134,550
BANCO BRADESCO SA COM B00FM86 683 49,280 SH   SOLE   0 0 49,280
BANCO DO BRASIL SA COM 2328595 432 43,100 SH   SOLE   0 0 43,100
BANCO ESTADO RIO GRANDE COM B23F8S9 164 23,900 SH   SOLE   0 0 23,900
BANCO SANTANDER(BRAZIL) COM B4V5RY4 368 60,000 SH   SOLE   0 0 60,000
BM&FBOVESPA SA BOLSA DE COM B2RHNV9 659 117,700 SH   SOLE   0 0 117,700
BR MALLS PARTICIPACOES COM B1RYG58 407 45,014 SH   SOLE   0 0 45,014
BR PROPERTIES ORD COM B1FLW42 303 35,265 SH   SOLE   0 0 35,265
BRADESPAR SA COM B01SCS4 199 21,800 SH   SOLE   0 0 21,800
BRF-BRASIL FOODS SA COM 2036995 998 45,500 SH   SOLE   0 0 45,500
CCR SA COM 2840970 118 14,700 SH   SOLE   0 0 14,700
CENTRAIS ELETR BRAS SA COM 2308445 109 27,700 SH   SOLE   0 0 27,700
CESP-COMPANHIA ENERGETI COM B17MHG0 104 11,700 SH   SOLE   0 0 11,700
CETIP SA - MERCADOS ORG COM B55DVB6 132 12,800 SH   SOLE   0 0 12,800
CIA ENERGETICA MINAS GE COM B1YBRG0 362 40,176 SH   SOLE   0 0 40,176
CIA SOUZA CRUZ IND E CO COM 2832148 449 36,200 SH   SOLE   0 0 36,200
CIELO SA COM B614LY3 587 23,160 SH   SOLE   0 0 23,160
COMPANHIA DE BEBIDAS DA COM 2361932 478 12,800 SH   SOLE   0 0 12,800
COMPANHIA DE BEBIDAS DA COM 2361976 288 7,624 SH   SOLE   0 0 7,624
COMPANHIA SIDERURGICA N COM B019KX8 183 67,700 SH   SOLE   0 0 67,700
COSAN ORD COM B0P72G5 280 14,300 SH   SOLE   0 0 14,300
CYRELA BRAZIL REALTY SA COM 2189855 110 15,800 SH   SOLE   0 0 15,800
EMBRAER SA COM B16FPG6 123 13,300 SH   SOLE   0 0 13,300
GERDAU SA COM 2645517 314 55,000 SH   SOLE   0 0 55,000
ITAU UNIBANCO HOLDINGS COM B037HR3 1,884 144,630 SH   SOLE   0 0 144,630
ITAUSA INVESTIMENTOS IT COM 2458771 703 187,440 SH   SOLE   0 0 187,440
JBS SA COM B1V74X7 110 37,600 SH   SOLE   0 0 37,600
LOJAS AMERICANAS SA COM 2516710 214 30,200 SH   SOLE   0 0 30,200
LOJAS AMERICANAS SA COM 2523367 88 14,400 SH   SOLE   0 0 14,400
LOJAS RENNER SA COM B0CGYD6 256 8,854 SH   SOLE   0 0 8,854
METALURGICA GERDAU COM 2648862 166 23,000 SH   SOLE   0 0 23,000
MULTIPLAN EMPREENDIMENTOS IMOB COM B23DZG0 312 13,300 SH   SOLE   0 0 13,300
ODONTOPREV SA COM B1H6R62 130 31,300 SH   SOLE   0 0 31,300
OGX PETROLEO E GAS PART COM B19RPM5 46 129,300 SH   SOLE   0 0 129,300
PETROLEO BRASILEIRO SA COM 2682365 1,246 185,800 SH   SOLE   0 0 185,800
PETROLEO BRASILEIRO SA COM 2684532 1,880 256,626 SH   SOLE   0 0 256,626
TELEFONICA BRASIL SA COM B3ZCNF7 454 19,900 SH   SOLE   0 0 19,900
TIM PARTICIPACOES SA COM 2292560 224 61,300 SH   SOLE   0 0 61,300
TOTVS SA COM B10LQP6 211 13,300 SH   SOLE   0 0 13,300
ULTRAPAR PARTICIPACOES COM B0FHTN1 1,047 43,545 SH   SOLE   0 0 43,545
USINAS SID MINAS GERAIS COM 2386009 86 25,700 SH   SOLE   0 0 25,700
VALE S.A. COM 2196286 996 75,646 SH   SOLE   0 0 75,646
VALE S.A. COM 2257127 1,426 116,444 SH   SOLE   0 0 116,444
AES GENER ORD COM B83J214 164 250,530 SH   SOLE   0 0 250,530
AGUAS ANDINAS A ORD COM 2311238 391 550,942 SH   SOLE   0 0 550,942
BCO DE CHILE COM 2100845 252 1,737,263 SH   SOLE   0 0 1,737,263
BCO SANTANDER-CHIL COM 2000257 283 4,579,616 SH   SOLE   0 0 4,579,616
CENCOSUD SA COM B00R3L2 266 53,245 SH   SOLE   0 0 53,245
COLBUN ORD COM 2309255 129 489,861 SH   SOLE   0 0 489,861
COMPANIA CERVECERIAS UNIDAS OR COM 2196189 146 10,166 SH   SOLE   0 0 10,166
EMBOTELLADORA ANDINA B PRF COM 2311454 101 17,544 SH   SOLE   0 0 17,544
EMPRESA NAL DE ELECTRICIDAD OR COM 2299356 305 205,183 SH   SOLE   0 0 205,183
EMPRESAS CMPC COM 2196015 194 62,921 SH   SOLE   0 0 62,921
EMPRESAS COPEC SA COM 2196026 478 36,454 SH   SOLE   0 0 36,454
ENERSIS ORD COM 2299453 285 864,573 SH   SOLE   0 0 864,573
LATAM AIRLINES GROUP SA COM 2518932 275 16,138 SH   SOLE   0 0 16,138
QUIMICA Y MINERA COM 2718301 244 6,004 SH   SOLE   0 0 6,004
S.A.C.I FALABELLA COM 2771672 365 32,511 SH   SOLE   0 0 32,511
VINA CONCHA Y TORO ORD COM 2932220 140 71,779 SH   SOLE   0 0 71,779
ALMACENES EXITO COM 2051181 295 17,782 SH   SOLE   0 0 17,782
BANCOLOMBIA SA COM 2102391 232 16,961 SH   SOLE   0 0 16,961
BANCOLOMBIA SA COM B0B6L81 313 22,394 SH   SOLE   0 0 22,394
CEMENTOS ARGOS SA COM B89Z692 98 23,798 SH   SOLE   0 0 23,798
ECOPETROL SA COM B2473N4 820 388,065 SH   SOLE   0 0 388,065
GPO DE INVERSIONES SURA COM 2242673 250 12,913 SH   SOLE   0 0 12,913
GRUPO ARGOS S.A. COM B8SGSP6 203 20,430 SH   SOLE   0 0 20,430
GRUPO AVAL ACCIONES Y V COM B66Y3W0 121 170,361 SH   SOLE   0 0 170,361
INTERCONEXION ELECTRICA COM 2205706 90 22,923 SH   SOLE   0 0 22,923
COMMERCIAL INTL BANK(EG COM 6243898 295 72,093 SH   SOLE   0 0 72,093
ORASCOM CONSTRUCTIONS I COM B03BN88 276 8,036 SH   SOLE   0 0 8,036
ABC ORD H COM B60LZR6 633 1,535,000 SH   SOLE   0 0 1,535,000
AGILE PROPERTY ORD COM B0PR2F4 206 192,000 SH   SOLE   0 0 192,000
ANHUI CONCH CEMENT COM 6080396 310 114,500 SH   SOLE   0 0 114,500
BANK OF CHINA LTD (BEIJ COM B154564 2,027 4,928,000 SH   SOLE   0 0 4,928,000
BANKCOMM ORD H COM B0B8Z29 345 535,000 SH   SOLE   0 0 535,000
BBMG CORPORATION COM B3NFC51 118 191,500 SH   SOLE   0 0 191,500
BEIJING ENTERPRISE HLDG COM 6081690 439 61,000 SH   SOLE   0 0 61,000
BELLE INT'L ORD COM B1WJ4X2 558 406,000 SH   SOLE   0 0 406,000
BOSIDENG ORD COM B24FZ32 109 520,000 SH   SOLE   0 0 520,000
BRILLIANCE CHI ORD COM 6181482 334 298,000 SH   SOLE   0 0 298,000
BYD CO COM 6536651 161 48,500 SH   SOLE   0 0 48,500
CHALCO ORD H COM 6425395 235 730,000 SH   SOLE   0 0 730,000
CHINA AGRI ORD COM B1TLR65 187 427,000 SH   SOLE   0 0 427,000
CHINA BLUECHEMICAL LIMI COM B1DN3X6 240 392,000 SH   SOLE   0 0 392,000
CHINA CITIC BANK CORPOR COM B1W0JF2 219 474,000 SH   SOLE   0 0 474,000
CHINA COAL ORD H COM B1JNK84 242 462,000 SH   SOLE   0 0 462,000
CHINA CONSTRUCTION BANK COM B0LMTQ3 3,098 4,377,000 SH   SOLE   0 0 4,377,000
CHINA GAS HOLD ORD COM 6460794 162 158,000 SH   SOLE   0 0 158,000
CHINA LIFE INSURANCE CO COM 6718976 1,210 510,000 SH   SOLE   0 0 510,000
CHINA MER HOLD ORD COM 6416139 311 100,000 SH   SOLE   0 0 100,000
CHINA MINSHENG BANKING COM B57JY24 478 488,500 SH   SOLE   0 0 488,500
CHINA MOBILE LTD COM 6073556 3,692 353,500 SH   SOLE   0 0 353,500
CHINA NATIONAL BUILDING COM B0Y91C1 224 250,000 SH   SOLE   0 0 250,000
CHINA OILFIELD SERVICES COM 6560995 106 54,000 SH   SOLE   0 0 54,000
CHINA OVERSEAS LAND & I COM 6192150 850 324,000 SH   SOLE   0 0 324,000
CHINA PACIFIC INSURANCE COM B2Q5H56 143 44,800 SH   SOLE   0 0 44,800
CHINA RESOURCES CEMENT COM B41XC98 272 540,000 SH   SOLE   0 0 540,000
CHINA RESOURCES LAND COM 6193766 558 204,000 SH   SOLE   0 0 204,000
CHINA SHANSHUI CEMENT G COM B39Z8W4 94 210,000 SH   SOLE   0 0 210,000
CHINA SHENHUA ENERGY CO COM B09N7M0 754 295,500 SH   SOLE   0 0 295,500
CHINA STATE CON ORD COM B0BM5T8 178 114,000 SH   SOLE   0 0 114,000
CHINA TAIPING INSURANCE COM 6264048 89 57,800 SH   SOLE   0 0 57,800
CHINA TELECOM CORPORATI COM 6559335 370 776,000 SH   SOLE   0 0 776,000
CHINA UNICOM (HONG KONG COM 6263830 521 392,000 SH   SOLE   0 0 392,000
CITIC PACIFIC ORD COM 6196152 262 244,000 SH   SOLE   0 0 244,000
CM BANK ORD H COM B1DYPZ5 402 240,500 SH   SOLE   0 0 240,500
CNOOC LIMITED COM B00G0S5 2,190 1,291,000 SH   SOLE   0 0 1,291,000
COSCO PACIFIC ORD COM 6354251 151 116,000 SH   SOLE   0 0 116,000
COUNTRY GARDEN ORD COM B1VKYN6 415 792,000 SH   SOLE   0 0 792,000
CSR TIMES ELEC ORD H COM B1L3XL6 146 58,000 SH   SOLE   0 0 58,000
DAPHNE INT'L ORD COM 6704351 116 136,000 SH   SOLE   0 0 136,000
DCH ORD COM B284BK4 282 353,000 SH   SOLE   0 0 353,000
EVERBRIGHT ORD COM 6455143 166 126,000 SH   SOLE   0 0 126,000
EVERGRANDE REAL ESTATE COM B2Q8YL0 147 397,000 SH   SOLE   0 0 397,000
FAR EAST HORIZON LIMITE COM B63DLB5 159 252,000 SH   SOLE   0 0 252,000
FRANSHION PROPERTIES(CH COM B23TGR6 394 1,180,000 SH   SOLE   0 0 1,180,000
GAC GROUP ORD H COM B433995 255 270,000 SH   SOLE   0 0 270,000
GCL-POLY ENERGY HOLDING COM B28XTR4 159 738,000 SH   SOLE   0 0 738,000
GEELY AUTO ORD COM 6531827 223 515,000 SH   SOLE   0 0 515,000
GOLDEN EAGLE ORD COM B10S7M1 313 234,000 SH   SOLE   0 0 234,000
GOME ELECTRICAL APPLIAN COM B01Z8S7 184 2,044,000 SH   SOLE   0 0 2,044,000
GREATWALL MOTOR ORD H COM 6718255 479 111,000 SH   SOLE   0 0 111,000
HAIER ELEC ORD COM B1TL3R8 167 105,000 SH   SOLE   0 0 105,000
HENGAN INTL ORD COM 6136233 795 73,000 SH   SOLE   0 0 73,000
HUANENG POWER INTERNATI COM 6099671 83 84,000 SH   SOLE   0 0 84,000
INDUSTRIAL & COMMERCIAL COM B1G1QD8 2,485 3,941,000 SH   SOLE   0 0 3,941,000
INTIME ORD COM B1SM7Z8 128 131,000 SH   SOLE   0 0 131,000
KINGBOARD CHEMICAL HLDG COM 6491318 174 84,600 SH   SOLE   0 0 84,600
LENOVO GROUP LIMITED COM 6218089 665 734,000 SH   SOLE   0 0 734,000
LONGFOR PPT ORD COM B56KLY9 179 120,000 SH   SOLE   0 0 120,000
MENGNIU DAIRY ORD COM B01B1L9 419 117,000 SH   SOLE   0 0 117,000
NINE DRAGONS PAPER HOLDINGS OR COM B0WC2B8 113 174,000 SH   SOLE   0 0 174,000
PARKSON GROUP ORD COM B0HZZ57 166 403,000 SH   SOLE   0 0 403,000
PING AN ORD H COM B01FLR7 915 136,000 SH   SOLE   0 0 136,000
POLY PROPERTY GROUP CO COM 6220987 144 266,000 SH   SOLE   0 0 266,000
SHANGHAI IND ORD COM 6810010 236 76,000 SH   SOLE   0 0 76,000
SHIMAO PROPERTY ORD COM B16YNS1 245 123,500 SH   SOLE   0 0 123,500
SHOUGANG FUSHAN RESOURC COM 6354671 201 518,000 SH   SOLE   0 0 518,000
SINO-OCEAN LAND HLDGS COM B24CVP7 102 187,500 SH   SOLE   0 0 187,500
SOHO CHINA LIMITED COM B27WLD2 190 239,000 SH   SOLE   0 0 239,000
TENCENT HLDGS LIMITED COM B01CT30 2,785 71,000 SH   SOLE   0 0 71,000
TINGYI(CAYMAN ISLANDS)H COM 6903556 406 156,000 SH   SOLE   0 0 156,000
WANT WANT CHINA HOLDING COM B2Q14Z3 731 519,000 SH   SOLE   0 0 519,000
YANZHOU COAL ORD H COM 6109893 152 212,000 SH   SOLE   0 0 212,000
YINGDE GASES GROUP CO L COM B4K19W5 209 226,500 SH   SOLE   0 0 226,500
YUEXIU PROPERTY ORD COM 6392422 233 916,000 SH   SOLE   0 0 916,000
ZHONGSHENG HLDG ORD COM B633D97 186 168,000 SH   SOLE   0 0 168,000
ZTE CORPORATION COM B04KP88 150 93,200 SH   SOLE   0 0 93,200
CEZ ORD COM 5624030 206 8,583 SH   SOLE   0 0 8,583
OTP BANK ORD COM 7320154 248 11,803 SH   SOLE   0 0 11,803
ADARO ENERGY TBK COM B3BQFC4 92 1,061,000 SH   SOLE   0 0 1,061,000
ASTRA INTL ORD COM B800MQ5 1,049 1,488,000 SH   SOLE   0 0 1,488,000
BANK CENTRAL ASIA COM B01C1P6 863 857,000 SH   SOLE   0 0 857,000
BANK MANDIRI TBK ORD COM 6651048 507 559,000 SH   SOLE   0 0 559,000
BANK NEGARA INDO ORD COM 6727121 415 958,000 SH   SOLE   0 0 958,000
BANK RAKYAT INDONESIA COM 6709099 593 760,000 SH   SOLE   0 0 760,000
BUMI RESOURCES COM 6043485 174 3,138,500 SH   SOLE   0 0 3,138,500
GUDANG GARAM TBK PT COM 6366999 173 34,000 SH   SOLE   0 0 34,000
INDOCEMENT TUNGGAL COM 6454861 506 205,500 SH   SOLE   0 0 205,500
KALBE FARMA ORD COM B7311V6 384 2,648,000 SH   SOLE   0 0 2,648,000
PERUSAHAAN GAS NEGARA(P COM 6719764 8 13,500 SH   SOLE   0 0 13,500
SEMEN GRESIK(PERSERO) COM 6795236 709 411,500 SH   SOLE   0 0 411,500
TELEKOMUNIKASI IND COM B02ZK79 610 538,000 SH   SOLE   0 0 538,000
UTD TRACTORS ORD COM 6230845 224 122,000 SH   SOLE   0 0 122,000
BS FINANCIAL GRP ORD COM B3S98W7 272 21,530 SH   SOLE   0 0 21,530
CELLTRION INC COM B0C5YV1 244 6,653 SH   SOLE   0 0 6,653
CHEIL INDUSTRIES INC COM 6189538 299 3,807 SH   SOLE   0 0 3,807
COWAY CO LTD COM 6173401 224 4,580 SH   SOLE   0 0 4,580
DAEWOO ENG&CONST ORD COM 6344122 125 20,180 SH   SOLE   0 0 20,180
DAEWOO SEC ORD COM 6249658 121 13,750 SH   SOLE   0 0 13,750
DGB FINANCIAL ORD COM B68N347 288 21,090 SH   SOLE   0 0 21,090
DOOSAN INFRACORE ORDINARY COM 6211679 122 12,990 SH   SOLE   0 0 12,990
HANA FINANCIAL GROUP IN COM B0RNRF5 749 25,722 SH   SOLE   0 0 25,722
HANKOOK TIRE CO COM B7T5KQ0 304 6,580 SH   SOLE   0 0 6,580
HANWHA CHEMICAL CORP COM 6407768 183 12,510 SH   SOLE   0 0 12,510
HYUNDAI DEPT ORD COM 6568610 349 2,657 SH   SOLE   0 0 2,657
HYUNDAI ENG&CON ORD COM 6450988 274 5,599 SH   SOLE   0 0 5,599
HYUNDAI MOBIS COM 6449544 1,172 4,902 SH   SOLE   0 0 4,902
HYUNDAI MOTOR CO COM 6148272 617 7,052 SH   SOLE   0 0 7,052
HYUNDAI MOTOR CO COM 6451022 697 8,204 SH   SOLE   0 0 8,204
HYUNDAI SEC ORD COM 6497888 101 18,110 SH   SOLE   0 0 18,110
HYUNDAI STEEL COMPANY COM 6461850 513 9,120 SH   SOLE   0 0 9,120
HYUNDAI WIA CORP COM B3LF565 308 2,066 SH   SOLE   0 0 2,066
INDUSTRIAL BANK OF KORE COM 6462972 353 36,810 SH   SOLE   0 0 36,810
KANGWON LAND INC COM 6683449 268 9,680 SH   SOLE   0 0 9,680
KIA MOTORS CORP COM 6490928 1,028 18,897 SH   SOLE   0 0 18,897
KOREA ELECTRIC POWER CO COM 6495730 300 12,910 SH   SOLE   0 0 12,910
KT&G CORPORATION COM 6175076 552 8,501 SH   SOLE   0 0 8,501
LG CHEMICAL COM 6346913 631 2,850 SH   SOLE   0 0 2,850
LG CORP ORD COM 6537030 332 5,979 SH   SOLE   0 0 5,979
LG DISPLAY CO LTD COM B01VZN9 294 12,240 SH   SOLE   0 0 12,240
LG ELECTRONICS INC COM 6520739 448 7,013 SH   SOLE   0 0 7,013
LG UPLUS CORP COM 6290902 192 18,390 SH   SOLE   0 0 18,390
LOTTE CONFEC ORD COM 6535432 263 187 SH   SOLE   0 0 187
LOTTE SHOPPING ORD COM B0WGPZ5 457 1,471 SH   SOLE   0 0 1,471
NCSOFT CORPN COM 6264189 297 2,096 SH   SOLE   0 0 2,096
POSCO COM 6693233 1,370 5,242 SH   SOLE   0 0 5,242
S-OIL CORP COM 6406055 207 3,236 SH   SOLE   0 0 3,236
SAMSUNG C&T ORD COM 6771601 496 10,511 SH   SOLE   0 0 10,511
SAMSUNG ELECTRO-MECHANI COM 6771689 265 3,475 SH   SOLE   0 0 3,475
SAMSUNG ELECTRONICS CO COM 6771720 6,791 5,779 SH   SOLE   0 0 5,779
SAMSUNG ELECTRONICS CO COM 6773812 741 957 SH   SOLE   0 0 957
SAMSUNG HEAVY INDUSTRIE COM 6772217 255 8,140 SH   SOLE   0 0 8,140
SAMSUNG SDI COM 6771645 281 2,352 SH   SOLE   0 0 2,352
SHINSEGAE CO LTD COM 6805049 379 2,054 SH   SOLE   0 0 2,054
SK HYNIX INC COM 6450267 648 23,710 SH   SOLE   0 0 23,710
SK INNOVATION CO LTD COM B232R05 384 3,236 SH   SOLE   0 0 3,236
SK NETWORKS ORDINARY COM B04PZG1 185 32,730 SH   SOLE   0 0 32,730
SK TELECOM COM 6224871 219 1,193 SH   SOLE   0 0 1,193
WOORI FINANCE ORD COM 6534268 311 33,670 SH   SOLE   0 0 33,670
WOORI INVESTMENT & SECU COM 6537085 102 10,350 SH   SOLE   0 0 10,350
YUHAN ORD COM 6988337 262 1,624 SH   SOLE   0 0 1,624
ALFA S.A.B. DE C.V. COM 2043423 527 219,700 SH   SOLE   0 0 219,700
AMERICA MOVIL SAB DE CV COM 2667470 2,195 2,023,103 SH   SOLE   0 0 2,023,103
ARCA CONTINENTAL ORD COM 2823885 264 34,700 SH   SOLE   0 0 34,700
CEMEX S.A.B. DE C.V. COM 2406457 671 635,544 SH   SOLE   0 0 635,544
COCA-COLA FEMSA S.A.B. COM 2141899 539 38,500 SH   SOLE   0 0 38,500
FOMENTO ECONOMICO MEXIC COM 2242059 1,415 137,231 SH   SOLE   0 0 137,231
GPO AEROPORTUARIO DEL S COM 2639349 326 29,400 SH   SOLE   0 0 29,400
GPO FIN BANORTE COM 2421041 658 111,800 SH   SOLE   0 0 111,800
GRUPO BIMBO SAB DE CV COM 2392471 295 97,800 SH   SOLE   0 0 97,800
GRUPO CARSO SAB DE CV COM 2393452 203 43,200 SH   SOLE   0 0 43,200
GRUPO FINANCIERO INBURS COM 2822398 245 111,400 SH   SOLE   0 0 111,400
GRUPO FINANCIERO SANTAN COM 2374521 233 82,100 SH   SOLE   0 0 82,100
GRUPO MEXICO SA COM 2643674 263 91,400 SH   SOLE   0 0 91,400
GRUPO TELEVISA SAB COM 2380108 680 136,700 SH   SOLE   0 0 136,700
INDUSTRIAS PENOLES SAB COM 2448200 226 7,520 SH   SOLE   0 0 7,520
KIMBERLY-CLARK DE MEXIC COM 2491914 478 148,600 SH   SOLE   0 0 148,600
MEXICHEM SAB DE CV COM 2434760 287 69,200 SH   SOLE   0 0 69,200
MINERA FRISCO SAB DE CV COM B3QHKH2 236 79,500 SH   SOLE   0 0 79,500
PUERTO LIVERPOOL C1 ORD COM 2306814 132 11,300 SH   SOLE   0 0 11,300
WAL-MART DE MEXICO SAB COM B02YZ04 867 309,400 SH   SOLE   0 0 309,400
CIMB GROUP HOLDINGS ORD COM 6075745 1,043 398,100 SH   SOLE   0 0 398,100
GENTING MALAYSIA BHD COM B1VXKN7 358 290,600 SH   SOLE   0 0 290,600
GENTING ORD COM B1VXJL8 673 203,700 SH   SOLE   0 0 203,700
IOI ORD COM B1Y3WG1 782 454,300 SH   SOLE   0 0 454,300
KUALA LUMPUR KEPONG ORD COM 6497446 563 81,900 SH   SOLE   0 0 81,900
LAFARGE MALAYAN CEMENT ORD COM 6556518 622 193,000 SH   SOLE   0 0 193,000
MALAYAN BANKING BERHAD COM 6556325 1,663 505,081 SH   SOLE   0 0 505,081
PARKSON HOLDINGS ORD COM 6030409 178 144,500 SH   SOLE   0 0 144,500
PPB GROUP ORD COM 6681669 202 45,000 SH   SOLE   0 0 45,000
SAPURAKENCANA PETROLEUM COM B7GJ601 200 154,500 SH   SOLE   0 0 154,500
UEM LAND HOLDINGS ORD COM B3FKMY3 285 288,200 SH   SOLE   0 0 288,200
UMW HLDGS BERHAD COM 6910824 744 161,000 SH   SOLE   0 0 161,000
ABOITIZ EQUITY VENTURE COM 6068411 207 177,890 SH   SOLE   0 0 177,890
ALLIANCE GLOBAL ORD COM 6147105 162 299,700 SH   SOLE   0 0 299,700
BANK OF THE PHILIPPINE COM 6074968 381 171,620 SH   SOLE   0 0 171,620
BDO UNIBANK INC COM B5VJH76 485 246,480 SH   SOLE   0 0 246,480
DMCI HOLDINGS ORD COM 6272483 142 118,650 SH   SOLE   0 0 118,650
GLOBE TELECOM INC COM 6284864 528 14,175 SH   SOLE   0 0 14,175
JOLLIBEE FOODS CORP COM 6474494 362 105,630 SH   SOLE   0 0 105,630
PHILIPPINE LONG DISTANC COM 6685661 420 6,165 SH   SOLE   0 0 6,165
SM INVESTMENTS CORPORAT COM B068DB9 481 19,410 SH   SOLE   0 0 19,410
UNIVERSAL ROBINA ORD COM 6919519 231 79,930 SH   SOLE   0 0 79,930
BANK MILLENNIUM ORD COM 4077323 253 161,983 SH   SOLE   0 0 161,983
BANK PEKAO SA COM 5473113 820 18,220 SH   SOLE   0 0 18,220
BRE ORD COM 4143053 454 3,950 SH   SOLE   0 0 3,950
CYFROWY POLSAT SA COM B2QRCM4 284 51,047 SH   SOLE   0 0 51,047
JASTRZEBSKA SPOLKA WEGL COM B6R2S06 272 14,155 SH   SOLE   0 0 14,155
KERNEL HOLDING SA COM B28ZQ24 155 10,740 SH   SOLE   0 0 10,740
KGHM POLSKA MIEDZ COM 5263251 220 6,053 SH   SOLE   0 0 6,053
PGE POLSKA GRUPA ENERGE COM B544PW9 174 37,627 SH   SOLE   0 0 37,627
PKN ORLEN COM 5810066 302 21,592 SH   SOLE   0 0 21,592
POL GORN NAFT I GA COM B0L9113 272 156,282 SH   SOLE   0 0 156,282
TAURON POLSKA ENERGIA ORD COM B5P7L41 135 104,269 SH   SOLE   0 0 104,269
TELEKOMUNIKACJA POLSKA ORD COM 5552551 336 146,335 SH   SOLE   0 0 146,335
ADVANCED INFO SERVICE P COM 6412591 777 85,500 SH   SOLE   0 0 85,500
BANGKOK BANK COM 6077008 302 45,000 SH   SOLE   0 0 45,000
BANGKOK BANK PUBLIC CO COM 6077019 406 60,600 SH   SOLE   0 0 60,600
CENTRAL PATTANA PUBLIC CO COM B6SR6J5 391 269,400 SH   SOLE   0 0 269,400
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BRYN MAWR BANK CORP COMMON STO COM 117665109 446 18,630 SH   SOLE   7,610 0 11,020
BUCKEYE TECHNOLOGIES INC COMMO COM 118255108 2,617 70,666 SH   SOLE   36,316 0 34,350
BUCKLE INC/THE COMMON STOCK US COM 118440106 4,701 90,361 SH   SOLE   80,531 0 9,830
BUFFALO WILD WINGS INC COMMON COM 119848109 2,319 23,620 SH   SOLE   17,420 0 6,200
BUILDERS FIRSTSOURCE INC COMMO COM 12008R107 277 46,365 SH   SOLE   30,715 0 15,650
BUNGE LTD COMMON STOCK USD.01 COM G16962105 7,933 112,090 SH   SOLE   70,743 0 41,347
BURGER KING WORLDWIDE COM COM 121220107 1,723 88,320 SH   SOLE   69,870 0 18,450
Berry Plastics Group, Inc. COM 08579W103 1,072 48,593 SH   SOLE   32,673 0 15,920
C & F FINL CORP COM COM 12466Q104 250 4,485 SH   SOLE   1,815 0 2,670
C&J ENERGY SERVICES INC COM COM 12467B304 1,431 73,872 SH   SOLE   34,809 0 39,063
C.H. ROBINSON WORLDWIDE INC CO COM 12541W209 16,735 297,201 SH   SOLE   211,490 0 85,711
CA INC COMMON STOCK USD.1 COM 12673P105 21,751 759,727 SH   SOLE   554,804 0 204,923
CABELA S INC COMMON STOCK USD. COM 126804301 5,985 92,414 SH   SOLE   82,064 0 10,350
CABLEVISION SYSTEMS NY GRP A C COM 12686C109 6,080 361,472 SH   SOLE   247,125 0 114,347
CABOT CORP COMMON STOCK USD1. COM 127055101 3,471 92,762 SH   SOLE   75,069 0 17,693
CABOT MICROELECTRONICS CORP CO COM 12709P103 937 28,397 SH   SOLE   19,697 0 8,700
CABOT OIL + GAS CORP COMMON ST COM 127097103 25,050 352,724 SH   SOLE   239,307 0 113,417
CACI INTERNATIONAL INC CL A C COM 127190304 2,690 42,376 SH   SOLE   22,641 0 19,735
CADENCE DESIGN SYS INC COMMON COM 127387108 7,087 489,401 SH   SOLE   419,096 0 70,305
CADENCE PHARMACEUTICALS INC CO COM 12738T100 395 57,968 SH   SOLE   38,120 0 19,848
CAESARS ENTERTAINMENT CORP COM COM 127686103 473 34,492 SH   SOLE   21,682 0 12,810
CAI INTERNATIONAL INC COMMON S COM 12477X106 650 27,596 SH   SOLE   16,856 0 10,740
CAL DIVE INTERNATIONAL INC COM COM 12802T101 260 138,179 SH   SOLE   53,485 0 84,694
CAL MAINE FOODS INC COMMON STO COM 128030202 933 20,065 SH   SOLE   13,745 0 6,320
CALAMOS ASSET MANAGEMENT A COM COM 12811R104 362 34,477 SH   SOLE   15,577 0 18,900
CALAMP CORP COM COM 128126109 550 37,675 SH   SOLE   27,595 0 10,080
CALAVO GROWERS INC COMMON STOC COM 128246105 412 15,160 SH   SOLE   10,740 0 4,420
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CALIX NETWORKS INC COMMON STOC COM 13100M509 390 38,593 SH   SOLE   24,252 0 14,341
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CALLON PETROLEUM CO COMMON STO COM 13123X102 183 54,241 SH   SOLE   21,711 0 32,530
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CAMBREX CORP COMMON STOCK USD. COM 132011107 622 44,492 SH   SOLE   23,782 0 20,710
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CAMERON INTERNATIONAL CORP COM COM 13342B105 25,630 419,057 SH   SOLE   271,422 0 147,635
CAMPBELL SOUP CO COMMON STOCK COM 134429109 13,292 296,758 SH   SOLE   190,601 0 106,157
CAMPUS CREST COMMUNITIES INC R COM 13466Y105 1,102 95,486 SH   SOLE   37,706 0 57,780
CANTEL MEDICAL CORP COMMON STO COM 138098108 979 28,906 SH   SOLE   22,621 0 6,285
CAPELLA EDUCATION CO COMMON ST COM 139594105 626 15,026 SH   SOLE   10,546 0 4,480
CAPITAL CITY BANK GROUP INC CO COM 139674105 212 18,365 SH   SOLE   7,085 0 11,280
CAPITAL ONE FINANCIAL CORP COM COM 14040H105 64,086 1,020,321 SH   SOLE   537,853 0 482,468
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CAPITAL SOUTHWEST CORP COMMON COM 140501107 654 4,748 SH   SOLE   1,997 0 2,751
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CAPITOL FEDERAL FINANCIAL IN C COM 14057J101 2,665 219,540 SH   SOLE   95,254 0 124,286
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CARPENTER TECHNOLOGY COMMON ST COM 144285103 3,056 67,802 SH   SOLE   54,797 0 13,005
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CARTER S INC COMMON STOCK USD. COM 146229109 7,116 96,077 SH   SOLE   82,691 0 13,386
CASELLA WASTE SYSTEMS INC A CO COM 147448104 154 35,769 SH   SOLE   22,739 0 13,030
CASEY S GENERAL STORES INC COM COM 147528103 3,365 55,940 SH   SOLE   41,803 0 14,137
CASH AMERICA INTL INC COMMON S COM 14754D100 2,363 51,981 SH   SOLE   27,591 0 24,390
CASS INFORMATION SYSTEMS INC C COM 14808P109 472 10,244 SH   SOLE   7,272 0 2,972
CASTLE (A.M.) + CO COMMON STOC COM 148411101 459 29,147 SH   SOLE   13,962 0 15,185
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CATERPILLAR INC COMMON STOCK U COM 149123101 73,165 886,954 SH   SOLE   442,136 0 444,818
CATHAY GENERAL BANCORP COMMON COM 149150104 3,789 186,171 SH   SOLE   118,808 0 67,363
CATO CORP CLASS A COMMON STOCK COM 149205106 2,097 84,021 SH   SOLE   61,951 0 22,070
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CBS CORP CLASS B NON VOTING CO COM 124857202 53,735 1,099,541 SH   SOLE   606,317 0 493,224
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CELLDEX THERAPEUTICS INC COMMO COM 15117B103 1,319 84,497 SH   SOLE   58,047 0 26,450
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CHARLES RIVER LABORATORIES COM COM 159864107 3,496 85,209 SH   SOLE   69,184 0 16,025
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ENERGEN CORP COMMON STOCK USD. COM 29265N108 5,742 109,866 SH   SOLE   89,348 0 20,518
ENERGIZER HOLDINGS INC COMMON COM 29266R108 9,798 97,483 SH   SOLE   79,408 0 18,075
ENERGY RECOVERY INC COMMON STO COM 29270J100 211 51,044 SH   SOLE   25,069 0 25,975
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ENERNOC INC COMMON STOCK USD.0 COM 292764107 470 35,471 SH   SOLE   17,551 0 17,920
ENERSYS COMMON STOCK USD.01 COM 29275Y102 4,177 85,167 SH   SOLE   50,292 0 34,875
ENGILITY HOLDINGS INC. COM 29285W104 812 28,563 SH   SOLE   13,180 0 15,383
ENNIS INC COMMON STOCK USD2.5 COM 293389102 705 40,764 SH   SOLE   17,210 0 23,554
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ENSCO PLC COM G3157S106 10,798 185,793 SH   SOLE   118,673 0 67,120
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 1,504 42,711 SH   SOLE   36,301 0 6,410
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 1,903 14,310 SH   SOLE   7,316 0 6,994
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 1,978 210,678 SH   SOLE   102,126 0 108,552
ENTERCOM COMMUNICATIONS CL A C COM 293639100 345 36,511 SH   SOLE   15,401 0 21,110
ENTERGY CORP COMMON STOCK USD. COM 29364G103 17,567 252,104 SH   SOLE   153,186 0 98,918
ENTERPRISE FINANCIAL SERVICE C COM 293712105 400 25,048 SH   SOLE   10,268 0 14,780
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ENVESTNET INC COMMON STOCK COM 29404K106 520 21,148 SH   SOLE   14,638 0 6,510
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EOG RESOURCES INC COMMON STOCK COM 26875P101 65,304 495,928 SH   SOLE   277,503 0 218,425
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EQT CORP COMMON STOCK NPV COM 26884L109 19,721 248,468 SH   SOLE   165,814 0 82,654
EQUAL ENERGY LTD COM 29390Q109 196 48,630 SH   SOLE   19,500 0 29,130
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ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,433 44,247 SH   SOLE   24,727 0 19,520
ESSA BANCORP INC COMMON STOCK COM 29667D104 135 12,356 SH   SOLE   5,026 0 7,330
ESSEX PROPERTY TRUST INC REIT COM 297178105 9,799 61,663 SH   SOLE   47,096 0 14,567
ESTEE LAUDER COMPANIES CL A CO COM 518439104 29,661 450,987 SH   SOLE   243,462 0 207,525
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 5,603 77,503 SH   SOLE   49,573 0 27,930
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,073 37,266 SH   SOLE   26,776 0 10,490
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EVERBANK FINANCIAL CORP COM COM 29977G102 1,859 112,283 SH   SOLE   46,593 0 65,690
EVERCORE PARTNERS INC CL A COM COM 29977A105 1,356 34,532 SH   SOLE   24,522 0 10,010
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EVERTEC INC COM COM 30040P103 570 25,960 SH   SOLE   17,460 0 8,500
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 171 15,716 SH   SOLE   10,836 0 4,880
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,054 67,670 SH   SOLE   40,534 0 27,136
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EXAMWORKS GROUP INC COMMON STO COM 30066A105 584 27,504 SH   SOLE   18,724 0 8,780
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EXCO RESOURCES INC COMMON STOC COM 269279402 1,337 175,051 SH   SOLE   89,881 0 85,170
EXELIS INC COM 30162A108 4,310 312,533 SH   SOLE   258,787 0 53,746
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EXELON CORP COMMON STOCK NPV COM 30161N101 46,832 1,516,588 SH   SOLE   797,771 0 718,817
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EXONE CO COM 302104104 372 6,027 SH   SOLE   3,667 0 2,360
EXPEDIA INC COM 30212P303 10,910 181,382 SH   SOLE   121,317 0 60,065
EXPEDITORS INTL WASH INC COMMO COM 302130109 14,385 378,459 SH   SOLE   266,021 0 112,438
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EXTREME NETWORKS INC COMMON ST COM 30226D106 460 133,325 SH   SOLE   57,435 0 75,890
EXXON MOBIL CORP COMMON STOCK COM 30231G102 737,964 8,167,837 SH   SOLE   4,371,268 0 3,796,569
EZCORP INC CL A COMMON STOCK U COM 302301106 1,479 87,620 SH   SOLE   42,760 0 44,860
F N B CORP N C COM COM 302519202 117 14,454 SH   SOLE   5,864 0 8,590
F5 NETWORKS INC COMMON STOCK N COM 315616102 9,210 133,864 SH   SOLE   90,258 0 43,606
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FACEBOOK INC COM COM 30303M102 49,320 1,983,929 SH   SOLE   1,124,922 0 859,007
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FARO TECHNOLOGIES INC COMMON S COM 311642102 766 22,650 SH   SOLE   15,810 0 6,840
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FBL FINANCIAL GROUP INC CL A C COM 30239F106 632 14,532 SH   SOLE   6,472 0 8,060
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FEDERAL AGRIC MTG CORP CL C CO COM 313148306 428 14,834 SH   SOLE   6,414 0 8,420
FEDERAL MOGUL CORP COMMON STOC COM 313549404 332 32,489 SH   SOLE   12,679 0 19,810
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FEDERAL SIGNAL CORP COMMON STO COM 313855108 612 69,965 SH   SOLE   48,705 0 21,260
FEDERATED INVESTORS INC CL B C COM 314211103 4,613 168,306 SH   SOLE   144,669 0 23,637
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 53,205 539,709 SH   SOLE   281,324 0 258,385
FEI COMPANY COMMON STOCK NPV COM 30241L109 3,969 54,382 SH   SOLE   41,592 0 12,790
FELCOR LODGING TRUST INC REIT COM 31430F101 1,296 219,355 SH   SOLE   105,055 0 114,300
FEMALE HEALTH COMPANY COMMON S COM 314462102 144 14,563 SH   SOLE   12,753 0 1,810
FERRO CORP COMMON STOCK USD1. COM 315405100 490 70,555 SH   SOLE   47,615 0 22,940
FIBROCELL SCIENCE INC COM COM 315721209 91 14,910 SH   SOLE   10,000 0 4,910
FIDELITY NATIONAL FINL A COMMO COM 31620R105 8,057 338,403 SH   SOLE   277,306 0 61,097
FIDELITY NATIONAL INFORMATIO C COM 31620M106 17,779 415,013 SH   SOLE   255,200 0 159,813
FIDELITY SOUTHN CORP COM COM 316394105 175 14,158 SH   SOLE   5,745 0 8,413
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FIFTH & PACIFIC COMPANIES INC COM 316645100 4,606 206,196 SH   SOLE   102,296 0 103,900
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FIRST BANCORP PUERTO RICO COMM COM 318672706 794 112,198 SH   SOLE   53,358 0 58,840
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FIRST FINANCIAL BANCORP COMMON COM 320209109 1,446 97,016 SH   SOLE   45,210 0 51,806
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FIRST HORIZON NATIONAL CORP CO COM 320517105 5,327 475,605 SH   SOLE   356,543 0 119,062
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FIRST M & F CORP COM COM 320744105 181 11,430 SH   SOLE   4,650 0 6,780
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FIRST MIDWEST BANCORP INC/IL C COM 320867104 1,811 131,999 SH   SOLE   67,744 0 64,255
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FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,282 98,172 SH   SOLE   43,429 0 54,743
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 3,680 95,641 SH   SOLE   68,172 0 27,469
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FIRSTMERIT CORP COMMON STOCK N COM 337915102 7,675 383,171 SH   SOLE   237,858 0 145,313
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FLAGSTAR BANCORP INC COMMON ST COM 337930705 387 27,719 SH   SOLE   11,458 0 16,261
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 5,495 67,586 SH   SOLE   52,501 0 15,085
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FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,024 57,086 SH   SOLE   41,556 0 15,530
FLOW INTL CORP COMMON STOCK US COM 343468104 241 65,371 SH   SOLE   28,001 0 37,370
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,934 359,811 SH   SOLE   315,921 0 43,890
FLOWSERVE CORP COMMON STOCK US COM 34354P105 19,564 362,226 SH   SOLE   284,131 0 78,095
FLUIDIGM CORP COMMON STOCK COM 34385P108 397 22,734 SH   SOLE   15,424 0 7,310
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FLUSHING FINANCIAL CORP COMMON COM 343873105 911 55,378 SH   SOLE   30,206 0 25,172
FMC CORP COMMON STOCK USD.1 COM 302491303 14,121 231,267 SH   SOLE   155,392 0 75,875
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 23,923 429,646 SH   SOLE   292,829 0 136,817
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FOOT LOCKER INC COMMON STOCK U COM 344849104 8,047 229,072 SH   SOLE   189,262 0 39,810
FORD MOTOR CO COMMON STOCK USD COM 345370860 107,873 6,973,044 SH   SOLE   3,750,439 0 3,222,605
FOREST CITY ENTERPRISES CL A C COM 345550107 2,067 115,396 SH   SOLE   73,038 0 42,358
FOREST LABORATORIES INC COMMON COM 345838106 15,841 386,358 SH   SOLE   221,925 0 164,433
FOREST OIL CORP COMMON STOCK U COM 346091705 1,076 263,137 SH   SOLE   167,576 0 95,561
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FORMFACTOR INC COMMON STOCK US COM 346375108 535 79,186 SH   SOLE   31,975 0 47,211
FORRESTER RESEARCH INC COMMON COM 346563109 2,160 58,882 SH   SOLE   54,067 0 4,815
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FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,433 47,092 SH   SOLE   25,372 0 21,720
FORWARD AIR CORPORATION COMMON COM 349853101 1,658 43,316 SH   SOLE   33,126 0 10,190
FOSSIL GROUP INC. COM 34988V106 9,258 89,617 SH   SOLE   60,782 0 28,835
FOSTER (LB) CO A COMMON STOCK COM 350060109 710 16,444 SH   SOLE   8,138 0 8,306
FOX CHASE BANCORP INC COMMON S COM 35137T108 284 16,691 SH   SOLE   6,747 0 9,944
FRANCESCAS HOLDINGS CORP COM 351793104 1,337 48,104 SH   SOLE   35,444 0 12,660
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,206 65,567 SH   SOLE   47,225 0 18,342
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 279 15,468 SH   SOLE   6,688 0 8,780
FRANKLIN RESOURCES INC COMMON COM 354613101 42,142 309,819 SH   SOLE   192,207 0 117,612
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FRED S INC CLASS A COMMON STOC COM 356108100 2,589 167,111 SH   SOLE   133,739 0 33,372
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FREEPORT MCMORAN COPPER COMMON COM 35671D857 51,117 1,851,409 SH   SOLE   965,243 0 886,166
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FREIGHTCAR AMERICA INC COMMON COM 357023100 301 17,741 SH   SOLE   6,921 0 10,820
FRESH DEL MONTE PRODUCE INC CO COM G36738105 1,903 68,260 SH   SOLE   34,873 0 33,387
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,859 37,388 SH   SOLE   28,881 0 8,507
FRONTIER COMMUNICATIONS CORP C COM 35906A108 5,901 1,457,107 SH   SOLE   912,986 0 544,121
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FSK EES ORD COM B39RR67 69 22,260,000 SH   SOLE   0 0 22,260,000
FTI CONSULTING INC COMMON STOC COM 302941109 3,075 93,489 SH   SOLE   57,089 0 36,400
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 388 21,693 SH   SOLE   9,233 0 12,460
FUELCELL ENERGY INC COMMON STO COM 35952H106 184 145,087 SH   SOLE   92,937 0 52,150
FULTON FINANCIAL CORP COMMON S COM 360271100 3,426 298,423 SH   SOLE   243,239 0 55,184
FURIEX PHARMACEUTICALS COMMON COM 36106P101 271 7,943 SH   SOLE   5,268 0 2,675
FURMANITE CORP COMMON STOCK NP COM 361086101 296 44,174 SH   SOLE   25,964 0 18,210
FUSION-IO INC COM COM 36112J107 1,111 77,990 SH   SOLE   44,110 0 33,880
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 392 27,638 SH   SOLE   12,668 0 14,970
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FXCM INC A COMMON STOCK USD.01 COM 302693106 528 32,148 SH   SOLE   21,618 0 10,530
Fleetmatics Group Limited COM G35569105 480 14,453 SH   SOLE   9,763 0 4,690
G + K SERVICES INC CL A COMMO COM 361268105 1,666 35,008 SH   SOLE   18,778 0 16,230
G III APPAREL GROUP LTD COMMON COM 36237H101 1,006 20,896 SH   SOLE   13,326 0 7,570
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 91 14,419 SH   SOLE   5,449 0 8,970
GALENA BIOPHARMA COM COM 363256108 169 76,010 SH   SOLE   49,190 0 26,820
GAMCO INVESTORS INC A COMMON S COM 361438104 446 8,056 SH   SOLE   5,616 0 2,440
GAMESTOP CORP CLASS A COMMON S COM 36467W109 8,034 191,160 SH   SOLE   118,983 0 72,177
GANNETT CO COMMON STOCK USD1. COM 364730101 8,635 353,023 SH   SOLE   220,244 0 132,779
GAP INC/THE COMMON STOCK USD.0 COM 364760108 26,102 625,491 SH   SOLE   451,227 0 174,264
GARDNER DENVER INC COMMON STOC COM 365558105 5,885 78,284 SH   SOLE   61,740 0 16,544
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 7,355 203,389 SH   SOLE   150,385 0 53,004
GARTNER INC COMMON STOCK USD.0 COM 366651107 9,292 163,040 SH   SOLE   139,950 0 23,090
GASLOG LTD COM COM G37585109 458 35,789 SH   SOLE   14,969 0 20,820
GASTAR EXPLORATION LTD COMMON COM 367299203 146 54,766 SH   SOLE   37,046 0 17,720
GATX CORP COMMON STOCK USD.625 COM 361448103 3,386 71,391 SH   SOLE   57,405 0 13,986
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,153 70,932 SH   SOLE   55,442 0 15,490
GENERAC HOLDINGS INC COMMON ST COM 368736104 1,814 49,012 SH   SOLE   34,182 0 14,830
GENERAL CABLE CORP COMMON STOC COM 369300108 3,360 109,261 SH   SOLE   66,511 0 42,750
GENERAL COMMUNICATION INC A CO COM 369385109 385 49,169 SH   SOLE   37,809 0 11,360
GENERAL DYNAMICS CORP COMMON S COM 369550108 46,312 591,238 SH   SOLE   362,717 0 228,521
GENERAL ELECTRIC CO COMMON STO COM 369604103 399,475 17,226,169 SH   SOLE   9,273,269 0 7,952,900
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GENERAL MILLS INC COMMON STOCK COM 370334104 63,654 1,311,636 SH   SOLE   745,311 0 566,325
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GENERAL MOTORS CO COMMON STOCK COM 37045V100 45,215 1,357,396 SH   SOLE   712,065 0 645,331
GENESCO INC COMMON STOCK USD1. COM 371532102 2,223 33,190 SH   SOLE   22,120 0 11,070
GENESEE + WYOMING INC CL A COM COM 371559105 7,015 82,681 SH   SOLE   72,681 0 10,000
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GENMARK DIAGNOSTICS INC COM 372309104 264 25,530 SH   SOLE   17,160 0 8,370
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GENTEX CORP COMMON STOCK USD.0 COM 371901109 5,429 235,547 SH   SOLE   199,509 0 36,038
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GENUINE PARTS CO COMMON STOCK COM 372460105 23,923 306,426 SH   SOLE   217,166 0 89,260
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GEOMET INC COM 37250U201 6 39,097 SH   SOLE   39,097 0 0
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GERMAN AMERICAN BANCORP COMMON COM 373865104 441 19,576 SH   SOLE   9,236 0 10,340
GERON CORP COMMON STOCK USD.00 COM 374163103 276 183,701 SH   SOLE   73,059 0 110,642
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GFI GROUP INC COMMON STOCK USD COM 361652209 401 102,668 SH   SOLE   42,648 0 60,020
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 829 56,953 SH   SOLE   29,505 0 27,448
GILEAD SCIENCES INC COMMON STO COM 375558103 151,277 2,954,056 SH   SOLE   1,592,896 0 1,361,160
GLACIER BANCORP INC COMMON STO COM 37637Q105 2,915 131,367 SH   SOLE   69,092 0 62,275
GLADSTONE CAPITAL CORP COMMON COM 376535100 246 30,072 SH   SOLE   12,932 0 17,140
GLADSTONE COMMERCIAL CORP REIT COM 376536108 335 17,989 SH   SOLE   6,959 0 11,030
GLADSTONE INVESTMENT CORP COMM COM 376546107 352 47,848 SH   SOLE   26,229 0 21,619
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,763 70,245 SH   SOLE   50,535 0 19,710
GLAXOSMITHKLINE PLC ADR COM 37733W105 567 11,350 SH   SOLE   11,350 0 0
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GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 136 10,260 SH   SOLE   4,580 0 5,680
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 609 97,348 SH   SOLE   41,008 0 56,340
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 191 18,960 SH   SOLE   12,750 0 6,210
GLOBAL GEOPHYSICAL SERVICES CO COM 37946S107 168 35,610 SH   SOLE   13,140 0 22,470
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 357 15,174 SH   SOLE   7,514 0 7,660
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 6,187 133,579 SH   SOLE   115,155 0 18,424
GLOBAL POWER EQUIPMENT GROUP C COM 37941P306 376 23,321 SH   SOLE   9,441 0 13,880
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GLOBE SPECIALTY METALS INC COM COM 37954N206 1,159 106,595 SH   SOLE   53,785 0 52,810
GLOBECOMM SYSTEMS INC COMMON S COM 37956X103 424 33,551 SH   SOLE   14,244 0 19,307
GLOBUS MEDICAL INC A COM COM 379577208 808 47,924 SH   SOLE   32,204 0 15,720
GLU MOBILE INC COMMON STOCK US COM 379890106 113 51,310 SH   SOLE   33,090 0 18,220
GMK NORIL NICKEL ORD COM 7131431 658 4,550 SH   SOLE   0 0 4,550
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,928 88,858 SH   SOLE   69,093 0 19,765
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GOLD RESOURCE CORP COMMON STOC COM 38068T105 258 29,620 SH   SOLE   20,150 0 9,470
GOLDEN STAR RESOURCES LTD COMM COM 38119T104 6 14,090 SH   SOLE   1,900 0 12,190
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 119,480 789,949 SH   SOLE   410,291 0 379,658
GOLUB CAPITAL BDC INC COMMON S COM 38173M102 845 48,297 SH   SOLE   20,009 0 28,288
GOODRICH PETROLEUM CORP COMMON COM 382410405 349 27,281 SH   SOLE   17,481 0 9,800
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 6,612 432,448 SH   SOLE   299,952 0 132,496
GOOGLE INC CL A COMMON STOCK U COM 38259P508 443,120 503,334 SH   SOLE   281,209 0 222,125
GORDMANS STORES INC COMMON STO COM 38269P100 152 11,137 SH   SOLE   5,037 0 6,100
GORMAN RUPP CO COMMON STOCK NP COM 383082104 588 18,474 SH   SOLE   11,866 0 6,608
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GP STRATEGIES CORP COMMON STOC COM 36225V104 333 13,992 SH   SOLE   9,772 0 4,220
GRACO INC COMMON STOCK USD1. COM 384109104 7,230 114,385 SH   SOLE   94,055 0 20,330
GRAFTECH INTERNATIONAL LTD COM COM 384313102 1,272 174,791 SH   SOLE   70,921 0 103,870
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 298 9,919 SH   SOLE   6,729 0 3,190
GRAMERCY PROPERTY TRUST INC COM 38489R100 382 84,940 SH   SOLE   33,816 0 51,124
GRAND CANYON EDUCATION INC COM COM 38526M106 1,601 49,689 SH   SOLE   35,319 0 14,370
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,623 88,151 SH   SOLE   54,462 0 33,689
GRAPHIC PACKAGING HOLDING CO C COM 388689101 1,535 198,372 SH   SOLE   138,052 0 60,320
GRAY TELEVISION INC COMMON STO COM 389375106 506 70,338 SH   SOLE   28,688 0 41,650
GREAT LAKES DREDGE + DOCK CO C COM 390607109 674 86,222 SH   SOLE   40,582 0 45,640
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,054 224,235 SH   SOLE   186,870 0 37,365
GREAT SOUTHERN BANCORP INC COM COM 390905107 424 15,745 SH   SOLE   6,125 0 9,620
GREATBATCH INC COMMON STOCK US COM 39153L106 1,376 41,962 SH   SOLE   20,348 0 21,614
GREEN DOT CORP CLASS A COMMON COM 39304D102 723 36,256 SH   SOLE   15,196 0 21,060
GREEN MOUNTAIN COFFEE ROASTE C COM 393122106 18,246 243,087 SH   SOLE   207,788 0 35,299
GREEN PLAINS RENEWABLE ENERG C COM 393222104 483 36,291 SH   SOLE   15,151 0 21,140
GREENBRIER COMPANIES INC COMMO COM 393657101 1,053 43,216 SH   SOLE   18,956 0 24,260
GREENHILL + CO INC COMMON STOC COM 395259104 2,440 53,336 SH   SOLE   43,616 0 9,720
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 936 38,172 SH   SOLE   18,794 0 19,378
GREENWAY MEDICAL TECHNOLOGIES COM 39679B103 159 12,845 SH   SOLE   8,565 0 4,280
GREIF INC CL A COMMON STOCK NP COM 397624107 2,512 47,689 SH   SOLE   39,068 0 8,621
GRIFFON CORP COMMON STOCK USD. COM 398433102 919 81,711 SH   SOLE   43,891 0 37,820
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,510 39,022 SH   SOLE   20,169 0 18,853
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GROUPON INC COM 399473107 3,153 370,935 SH   SOLE   293,541 0 77,394
GSE HOLDING INC COM COM 36191X100 69 11,894 SH   SOLE   4,494 0 7,400
GSI GROUP INC COMMON STOCK NPV COM 36191C205 335 41,609 SH   SOLE   16,949 0 24,660
GSI TECHNOLOGY INC COMMON STOC COM 36241U106 178 28,106 SH   SOLE   11,346 0 16,760
GSV CAP CORP COM COM 36191J101 208 26,402 SH   SOLE   10,632 0 15,770
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 665 160,298 SH   SOLE   103,228 0 57,070
GTX INC COMMON STOCK USD.001 COM 40052B108 170 25,744 SH   SOLE   15,904 0 9,840
GUARANTY BANCORP COM 40075T607 242 21,307 SH   SOLE   8,193 0 13,114
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GUIDANCE SOFTWARE INC COMMON S COM 401692108 132 15,124 SH   SOLE   10,294 0 4,830
GUIDEWIRE SOFTWARE INC COM COM 40171V100 1,709 40,631 SH   SOLE   28,561 0 12,070
GULF COAST ROYALTY TRUST COM 40222T104 121 59,154 SH   SOLE   52,220 0 6,934
GULF ISLAND FABRICATION INC CO COM 402307102 539 28,164 SH   SOLE   13,254 0 14,910
GULFMARK OFFSHORE INC CL A COM COM 402629208 2,226 49,364 SH   SOLE   20,174 0 29,190
GULFPORT ENERGY CORP COMMON ST COM 402635304 4,481 95,197 SH   SOLE   78,327 0 16,870
H+E EQUIPMENT SERVICES INC COM COM 404030108 708 33,609 SH   SOLE   22,759 0 10,850
H+R BLOCK INC COMMON STOCK NPV COM 093671105 13,090 471,701 SH   SOLE   325,003 0 146,698
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,758 72,954 SH   SOLE   55,484 0 17,470
HACKETT GROUP INC/THE COMMON S COM 404609109 165 31,714 SH   SOLE   14,664 0 17,050
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,272 79,138 SH   SOLE   60,146 0 18,992
HAIN CELESTIAL GROUP INC COMMO COM 405217100 3,456 53,201 SH   SOLE   40,051 0 13,150
HALCON RESOURCES CORP COM COM 40537Q209 1,620 285,731 SH   SOLE   116,830 0 168,901
HALLADOR ENERGY CO COMMON STOC COM 40609P105 95 11,823 SH   SOLE   4,793 0 7,030
HALLIBURTON CO COMMON STOCK US COM 406216101 77,437 1,856,117 SH   SOLE   1,067,591 0 788,526
HALLMARK FINL SERVICES INC COM COM 40624Q203 200 21,900 SH   SOLE   7,822 0 14,078
HALOZYME THERAPEUTICS INC COMM COM 40637H109 695 87,508 SH   SOLE   56,598 0 30,910
HAMPTON ROADS BANKSHARES INC C COM 409321502 64 49,750 SH   SOLE   18,560 0 31,190
HANCOCK HOLDING CO COMMON STOC COM 410120109 5,993 199,292 SH   SOLE   125,831 0 73,461
HANESBRANDS INC COMMON STOCK U COM 410345102 8,864 172,390 SH   SOLE   147,069 0 25,321
HANGER INC. COM 41043F208 1,734 54,818 SH   SOLE   33,698 0 21,120
HANMI FINANCIAL CORPORATION CO COM 410495204 917 51,889 SH   SOLE   25,799 0 26,090
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 154 13,000 SH   SOLE   8,730 0 4,270
HANOVER INSURANCE GROUP INC/ C COM 410867105 3,830 78,266 SH   SOLE   65,481 0 12,785
HARBINGER GROUP INC COMMON STO COM 41146A106 340 45,086 SH   SOLE   18,146 0 26,940
HARDINGE INC COM COM 412324303 248 16,787 SH   SOLE   6,557 0 10,230
HARLEY DAVIDSON INC COMMON STO COM 412822108 20,422 372,531 SH   SOLE   250,538 0 121,993
HARMAN INTERNATIONAL COMMON ST COM 413086109 5,689 104,957 SH   SOLE   64,423 0 40,534
HARMONIC INC COMMON STOCK USD. COM 413160102 1,186 186,796 SH   SOLE   85,831 0 100,965
HARRIS CORP COMMON STOCK USD1. COM 413875105 8,725 177,152 SH   SOLE   113,848 0 63,304
HARRIS TEETER SUPERMARKETS INC COM 414585109 5,318 113,489 SH   SOLE   73,389 0 40,100
HARSCO CORP COMMON STOCK USD1. COM 415864107 3,222 138,956 SH   SOLE   114,387 0 24,569
HARTE HANKS INC COMMON STOCK U COM 416196103 699 81,326 SH   SOLE   43,746 0 37,580
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 19,945 645,066 SH   SOLE   385,828 0 259,238
HARVARD BIOSCIENCE INC COMMON COM 416906105 168 35,500 SH   SOLE   14,150 0 21,350
HASBRO INC COMMON STOCK USD.5 COM 418056107 8,999 200,747 SH   SOLE   130,767 0 69,980
HATTERAS FINANCIAL CORP REIT U COM 41902R103 1,781 72,295 SH   SOLE   45,742 0 26,553
HAVERTY FURNITURE COMMON STOCK COM 419596101 757 32,892 SH   SOLE   19,282 0 13,610
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 3,760 148,560 SH   SOLE   122,781 0 25,779
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 523 85,621 SH   SOLE   30,041 0 55,580
HAWAIIN TELCOM HOLDCO COM COM 420031106 358 14,248 SH   SOLE   5,808 0 8,440
HAWKINS INC COMMON STOCK USD.0 COM 420261109 1,127 28,619 SH   SOLE   25,199 0 3,420
HAYNES INTERNATIONAL INC COMMO COM 420877201 1,085 22,663 SH   SOLE   11,853 0 10,810
HCA HOLDINGS INC COMMON STOCK COM 40412C101 6,767 187,657 SH   SOLE   124,084 0 63,573
HCC INSURANCE HOLDINGS INC COM COM 404132102 9,219 213,843 SH   SOLE   185,549 0 28,294
HCI GROUP INC COM 40416E103 270 8,801 SH   SOLE   6,141 0 2,660
HCP INC REIT USD1. COM 40414L109 30,696 675,535 SH   SOLE   380,357 0 295,178
HEADWATERS INC COMMON STOCK US COM 42210P102 713 80,650 SH   SOLE   57,520 0 23,130
HEALTH CARE REIT INC REIT USD1 COM 42217K106 27,572 411,336 SH   SOLE   234,181 0 177,155
HEALTH MGMT ASSOCIATES INC A C COM 421933102 7,247 461,025 SH   SOLE   395,078 0 65,947
HEALTH NET INC COMMON STOCK US COM 42222G108 3,892 122,304 SH   SOLE   98,580 0 23,724
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HEALTHCARE SERVICES GROUP COMM COM 421906108 3,231 131,781 SH   SOLE   109,401 0 22,380
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HEALTHSOUTH CORP COMMON STOCK COM 421924309 2,945 102,254 SH   SOLE   62,964 0 39,290
HEALTHSTREAM INC COMMON STOCK COM 42222N103 583 23,027 SH   SOLE   17,227 0 5,800
HEALTHWAYS INC COMMON STOCK US COM 422245100 850 48,894 SH   SOLE   30,554 0 18,340
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,415 102,053 SH   SOLE   80,003 0 22,050
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 627 22,826 SH   SOLE   8,516 0 14,310
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 1,943 52,169 SH   SOLE   40,409 0 11,760
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,630 17,136 SH   SOLE   11,836 0 5,300
HECLA MINING CO COMMON STOCK U COM 422704106 1,588 532,816 SH   SOLE   266,856 0 265,960
HEICO CORP COMMON STOCK USD.01 COM 422806109 2,697 53,536 SH   SOLE   36,856 0 16,680
HEIDRICK + STRUGGLES INTL COMM COM 422819102 495 29,629 SH   SOLE   13,999 0 15,630
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HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 5,752 249,666 SH   SOLE   157,196 0 92,470
HELMERICH + PAYNE COMMON STOCK COM 423452101 11,099 177,722 SH   SOLE   108,066 0 69,656
HENRY SCHEIN INC COMMON STOCK COM 806407102 14,407 150,465 SH   SOLE   128,283 0 22,182
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HERCULES OFFSHORE INC COMMON S COM 427093109 1,660 235,861 SH   SOLE   99,822 0 136,039
HERCULES TECHNOLOGY GROWTH COM COM 427096508 1,214 87,068 SH   SOLE   36,829 0 50,239
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HERMAN MILLER INC COMMON STOCK COM 600544100 3,234 119,460 SH   SOLE   98,510 0 20,950
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,689 299,494 SH   SOLE   120,179 0 179,315
HERSHEY CO/THE COMMON STOCK US COM 427866108 24,071 269,611 SH   SOLE   173,318 0 96,293
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 7,921 319,393 SH   SOLE   249,792 0 69,601
HESS CORP COMMON STOCK USD1. COM 42809H107 35,382 532,133 SH   SOLE   273,385 0 258,748
HEWLETT PACKARD CO COMMON STOC COM 428236103 86,393 3,483,603 SH   SOLE   1,822,193 0 1,661,410
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,276 125,579 SH   SOLE   101,729 0 23,850
HFF INC CLASS A COMMON STOCK U COM 40418F108 707 39,765 SH   SOLE   27,545 0 12,220
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 331 20,703 SH   SOLE   9,723 0 10,980
HI TECH PHARMACAL CO INC COMMO COM 42840B101 553 16,657 SH   SOLE   9,227 0 7,430
HIBBETT SPORTS INC COMMON STOC COM 428567101 2,029 36,552 SH   SOLE   27,472 0 9,080
HICKORY TECH CORP COM COM 429060106 128 12,010 SH   SOLE   8,090 0 3,920
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 427 36,685 SH   SOLE   24,965 0 11,720
HIGHWOODS PROPERTIES INC REIT COM 431284108 6,863 192,718 SH   SOLE   127,689 0 65,029
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,121 92,670 SH   SOLE   75,554 0 17,116
HILLENBRAND INC COMMON STOCK N COM 431571108 1,619 68,277 SH   SOLE   49,067 0 19,210
HILLSHIRE BRANDS COM COM 432589109 7,396 223,567 SH   SOLE   192,156 0 31,411
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,563 95,303 SH   SOLE   40,563 0 54,740
HITTITE MICROWAVE CORP COMMON COM 43365Y104 2,200 37,926 SH   SOLE   27,156 0 10,770
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HNI CORP COMMON STOCK USD1. COM 404251100 2,946 81,672 SH   SOLE   65,292 0 16,380
HOLLYFRONTIER CORP COMMON STOC COM 436106108 12,986 303,553 SH   SOLE   250,546 0 53,007
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,071 418,210 SH   SOLE   344,531 0 73,679
HOME BANCSHARES INC COMMON STO COM 436893200 1,824 70,254 SH   SOLE   38,984 0 31,270
HOME DEPOT INC COMMON STOCK US COM 437076102 212,344 2,740,988 SH   SOLE   1,543,870 0 1,197,118
HOME FEDERAL BANCORP INC/MD CO COM 43710G105 303 23,788 SH   SOLE   8,560 0 15,228
HOME LOAN SERVICING SOLUTION C COM G6648D109 1,917 79,982 SH   SOLE   33,582 0 46,400
HOME PROPERTIES INC REIT USD.0 COM 437306103 5,402 82,637 SH   SOLE   64,102 0 18,535
HOMEAWAY INC COM COM 43739Q100 1,602 49,539 SH   SOLE   39,310 0 10,229
HOMESTREET INC COM 43785V102 388 18,106 SH   SOLE   7,526 0 10,580
HOMETRUST BANCSHARES INC COM COM 437872104 486 28,631 SH   SOLE   11,631 0 17,000
HONDA MOTOR ADR COM 438128308 295 7,920 SH   SOLE   7,920 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 111,714 1,408,044 SH   SOLE   828,924 0 579,120
HOOKER FUNITURE CORP COM COM 439038100 240 14,790 SH   SOLE   6,010 0 8,780
HORACE MANN EDUCATORS COMMON S COM 440327104 1,718 70,483 SH   SOLE   35,987 0 34,496
HORIZON BANCORP INDIANA COM COM 440407104 244 11,931 SH   SOLE   4,831 0 7,100
HORIZON PHARMA INC COM 44047T109 141 57,373 SH   SOLE   29,373 0 28,000
HORIZON TECHNOLOGY FINANCIAL C COM 44045A102 141 10,245 SH   SOLE   3,477 0 6,768
HORMEL FOODS CORP COMMON STOCK COM 440452100 10,854 281,342 SH   SOLE   197,515 0 83,827
HORNBECK OFFSHORE SERVICES COM COM 440543106 3,965 74,112 SH   SOLE   39,015 0 35,097
HORSEHEAD HOLDING CORP COMMON COM 440694305 892 69,669 SH   SOLE   33,679 0 35,990
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 10,861 283,509 SH   SOLE   152,206 0 131,303
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HOST HOTELS + RESORTS INC REIT COM 44107P104 18,712 1,109,212 SH   SOLE   630,754 0 478,458
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 419 30,266 SH   SOLE   16,686 0 13,580
HOVNANIAN ENTERPRISES A COMMON COM 442487203 686 122,338 SH   SOLE   69,958 0 52,380
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,153 28,129 SH   SOLE   18,001 0 10,128
HSBC HOLDINGS PLC ADR COM 404280406 918 17,692 SH   SOLE   17,692 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 3,616 67,307 SH   SOLE   55,217 0 12,090
HUB GROUP INC CL A COMMON STOC COM 443320106 1,730 47,508 SH   SOLE   34,868 0 12,640
HUBBELL INC CL B COMMON STOCK COM 443510201 9,467 95,623 SH   SOLE   81,520 0 14,103
HUDSON CITY BANCORP INC COMMON COM 443683107 6,491 708,666 SH   SOLE   443,218 0 265,448
HUDSON PACIFIC PROPERTIES IN R COM 444097109 1,391 65,359 SH   SOLE   26,586 0 38,773
HUDSON VALLEY HOLDING CORP COM COM 444172100 384 22,591 SH   SOLE   9,177 0 13,414
HUMANA INC COMMON STOCK USD.16 COM 444859102 23,439 277,778 SH   SOLE   187,504 0 90,274
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 11,519 159,454 SH   SOLE   136,376 0 23,078
HUNTINGTON BANCSHARES INC COMM COM 446150104 9,778 1,240,868 SH   SOLE   740,456 0 500,412
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 5,008 88,663 SH   SOLE   75,896 0 12,767
HUNTSMAN CORP COMMON STOCK USD COM 447011107 2,449 147,908 SH   SOLE   92,628 0 55,280
HURCO COMPANIES INC COMMON STO COM 447324104 328 11,414 SH   SOLE   3,644 0 7,770
HURON CONSULTING GROUP INC COM COM 447462102 1,778 38,458 SH   SOLE   20,268 0 18,190
HUTCHINSON TECHNOLOGY COM 448407106 164 34,670 SH   SOLE   12,960 0 21,710
HYATT HOTELS CORP CL A COMMO COM 448579102 1,395 34,563 SH   SOLE   21,536 0 13,027
HYPERDYNAMICS CORP COMMON STOC COM 448954206 6 12,800 SH   SOLE   1,300 0 11,500
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IAC/INTERACTIVECORP COMMON STO COM 44919P508 3,829 80,514 SH   SOLE   60,847 0 19,667
IBERIABANK CORP COMMON STOCK U COM 450828108 2,459 45,865 SH   SOLE   18,129 0 27,736
ICF INTERNATIONAL INC COMMON S COM 44925C103 932 29,586 SH   SOLE   13,486 0 16,100
ICG GROUP INC COMMON STOCK USD COM 44928D108 651 57,135 SH   SOLE   23,275 0 33,860
ICICI BANK LTD- SPON ADR COM 45104G104 2,287 59,800 SH   SOLE   0 0 59,800
ICONIX BRAND GROUP INC COMMON COM 451055107 2,806 95,412 SH   SOLE   59,652 0 35,760
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,229 17,059 SH   SOLE   11,894 0 5,165
IDACORP INC COMMON STOCK NPV COM 451107106 5,906 123,654 SH   SOLE   78,044 0 45,610
IDENIX PHARMACEUTICALS INC COM COM 45166R204 338 93,643 SH   SOLE   74,433 0 19,210
IDEX CORP COMMON STOCK USD.01 COM 45167R104 8,776 163,096 SH   SOLE   142,035 0 21,061
IDEXX LABORATORIES INC COMMON COM 45168D104 8,561 95,355 SH   SOLE   82,305 0 13,050
IDT CORP CLASS B COMMON STOCK COM 448947507 427 22,823 SH   SOLE   16,443 0 6,380
IGATE CORP COMMON STOCK USD.01 COM 45169U105 754 45,902 SH   SOLE   31,178 0 14,724
IHS INC CLASS A COMMON STOCK U COM 451734107 6,573 62,974 SH   SOLE   47,692 0 15,282
II VI INC COMMON STOCK NPV COM 902104108 1,628 100,106 SH   SOLE   56,046 0 44,060
ILLINOIS TOOL WORKS COMMON STO COM 452308109 52,311 756,260 SH   SOLE   383,717 0 372,543
ILLUMINA INC COMMON STOCK USD. COM 452327109 8,945 119,527 SH   SOLE   88,827 0 30,700
IMATION CORP COMMON STOCK USD. COM 45245A107 205 48,553 SH   SOLE   19,163 0 29,390
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IMMUNOMEDICS INC COMMON STOCK COM 452907108 374 68,704 SH   SOLE   44,294 0 24,410
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IMPERVA INC COM 45321L100 846 18,774 SH   SOLE   12,964 0 5,810
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INCYTE CORP COMMON STOCK USD.0 COM 45337C102 2,426 110,294 SH   SOLE   83,016 0 27,278
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INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,438 41,693 SH   SOLE   21,013 0 20,680
INFINERA CORP COMMON STOCK USD COM 45667G103 1,289 120,777 SH   SOLE   74,377 0 46,400
INFINITY PHARMACEUTICALS INC C COM 45665G303 799 49,166 SH   SOLE   32,111 0 17,055
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INFOBLOX INC COM COM 45672H104 1,288 44,003 SH   SOLE   29,593 0 14,410
INFORMATICA CORP COMMON STOCK COM 45666Q102 6,479 185,234 SH   SOLE   159,711 0 25,523
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ING GROEP N V SPONSORED ADR COM 456837103 168 18,430 SH   SOLE   18,430 0 0
ING US INC COM 45685E106 1,316 48,620 SH   SOLE   32,840 0 15,780
INGERSOLL RAND PLC COMMON STOC COM G47791101 24,646 443,905 SH   SOLE   292,172 0 151,733
INGLES MARKETS INC CLASS A COM COM 457030104 472 18,688 SH   SOLE   7,488 0 11,200
INGRAM MICRO INC CL A COMMON S COM 457153104 4,317 227,343 SH   SOLE   185,655 0 41,688
INGREDION, INC. COM 457187102 7,917 120,652 SH   SOLE   98,860 0 21,792
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INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,299 27,549 SH   SOLE   19,639 0 7,910
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INPHI CORP COMMON STOCK COM 45772F107 351 31,947 SH   SOLE   15,727 0 16,220
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,335 75,264 SH   SOLE   37,346 0 37,918
INSMED INC COMMON STOCK USD.01 COM 457669307 304 25,420 SH   SOLE   16,770 0 8,650
INSPERITY INC COMMON STOCK USD COM 45778Q107 871 28,758 SH   SOLE   21,098 0 7,660
INSTEEL INDUSTRIES INC COMMON COM 45774W108 374 21,347 SH   SOLE   15,557 0 5,790
INSULET CORP COMMON STOCK USD. COM 45784P101 2,042 65,004 SH   SOLE   46,534 0 18,470
INTEGRA LIFESCIENCES HOLDING C COM 457985208 1,275 34,803 SH   SOLE   23,333 0 11,470
INTEGRATED DEVICE TECH INC COM COM 458118106 2,333 293,767 SH   SOLE   195,297 0 98,470
INTEGRATED SILICON SOLUTION CO COM 45812P107 452 41,285 SH   SOLE   18,335 0 22,950
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 7,068 120,766 SH   SOLE   70,831 0 49,935
INTEL CORP COMMON STOCK USD.00 COM 458140100 224,732 9,278,797 SH   SOLE   5,074,508 0 4,204,289
INTELSAT S A COM COM L5140P101 277 13,840 SH   SOLE   9,280 0 4,560
INTER PARFUMS INC COMMON STOCK COM 458334109 989 34,677 SH   SOLE   24,057 0 10,620
INTERACTIVE BROKERS GRO CL A C COM 45841N107 688 43,095 SH   SOLE   29,190 0 13,905
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 1,021 19,783 SH   SOLE   14,123 0 5,660
INTERCONTINENTALEXCHANGE INC C COM 45865V100 21,324 119,958 SH   SOLE   80,924 0 39,034
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,605 80,736 SH   SOLE   66,296 0 14,440
INTERFACE INC COM 458665304 1,474 86,835 SH   SOLE   69,765 0 17,070
INTERMEC INC COMMON STOCK USD. COM 458786100 693 70,480 SH   SOLE   50,680 0 19,800
INTERMOLECULAR INC COM 45882D109 110 15,158 SH   SOLE   10,188 0 4,970
INTERMUNE INC COMMON STOCK USD COM 45884X103 810 84,190 SH   SOLE   54,150 0 30,040
INTERNAP NETWORK SERVICES COMM COM 45885A300 714 86,350 SH   SOLE   39,210 0 47,140
INTERNATIONAL BANCSHARES CRP C COM 459044103 2,822 124,980 SH   SOLE   77,284 0 47,696
INTERNATIONAL PAPER CO COMMON COM 460146103 32,308 729,126 SH   SOLE   473,440 0 255,686
INTERPUBLIC GROUP OF COS INC C COM 460690100 9,651 663,329 SH   SOLE   432,250 0 231,079
INTERSECTIONS INC COMMON STOCK COM 460981301 116 13,183 SH   SOLE   5,463 0 7,720
INTERSIL CORP A COMMON STOCK U COM 46069S109 2,229 285,077 SH   SOLE   173,587 0 111,490
INTERVAL LEISURE GROUP COMMON COM 46113M108 946 47,512 SH   SOLE   32,822 0 14,690
INTERVEST BANCSHS CORP CL A COM 460927106 164 24,550 SH   SOLE   9,940 0 14,610
INTL BUSINESS MACHINES CORP CO COM 459200101 391,064 2,046,275 SH   SOLE   1,171,113 0 875,162
INTL FCSTONE INC COMMON STOCK COM 46116V105 423 24,239 SH   SOLE   13,229 0 11,010
INTL FLAVORS + FRAGRANCES COMM COM 459506101 10,461 139,183 SH   SOLE   95,228 0 43,955
INTL GAME TECHNOLOGY COMMON ST COM 459902102 7,473 447,226 SH   SOLE   309,059 0 138,167
INTL RECTIFIER CORP COMMON STO COM 460254105 3,258 155,604 SH   SOLE   94,429 0 61,175
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,995 63,404 SH   SOLE   38,346 0 25,058
INTRALINKS HOLDINGS INC COMMON COM 46118H104 394 54,293 SH   SOLE   22,953 0 31,340
INTREPID POTASH INC COMMON STO COM 46121Y102 2,264 118,841 SH   SOLE   71,281 0 47,560
INTUIT INC COMMON STOCK USD.01 COM 461202103 28,918 473,828 SH   SOLE   318,071 0 155,757
INTUITIVE SURGICAL INC COMMON COM 46120E602 38,998 76,983 SH   SOLE   41,748 0 35,235
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INVENSENSE INC COM 46123D205 829 53,927 SH   SOLE   37,597 0 16,330
INVENTURE FOODS INC COM COM 461212102 104 12,420 SH   SOLE   8,370 0 4,050
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 20,387 641,094 SH   SOLE   389,157 0 251,937
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 3,356 202,648 SH   SOLE   83,998 0 118,650
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 868 62,123 SH   SOLE   29,553 0 32,570
INVESTORS BANCORP INC COMMON S COM 46146P102 1,546 73,341 SH   SOLE   34,828 0 38,513
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,312 152,504 SH   SOLE   61,114 0 91,390
ION GEOPHYSICAL CORP COMMON ST COM 462044108 1,313 218,144 SH   SOLE   110,214 0 107,930
IPC THE HOSPITALIST CO COMMON COM 44984A105 1,025 19,957 SH   SOLE   15,100 0 4,857
IPG PHOTONICS CORP COMMON STOC COM 44980X109 1,896 31,220 SH   SOLE   23,961 0 7,259
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 688 88,684 SH   SOLE   36,294 0 52,390
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,403 35,287 SH   SOLE   24,957 0 10,330
IRON MOUNTAIN INC COMMON STOCK COM 462846106 7,527 282,868 SH   SOLE   192,778 0 90,090
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 822 82,647 SH   SOLE   55,877 0 26,770
ISHARES LEHMAN AGGREGATE BOND COM 464287226 3,143 29,315 SH   SOLE   29,315 0 0
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 931 12,804 SH   SOLE   4,005 0 8,799
ISHARES RUSSELL 1000 INDEX COM 464287622 1,490 16,695 SH   SOLE   16,695 0 0
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 705 7,270 SH   SOLE   7,270 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 3,191 118,768 SH   SOLE   80,758 0 38,010
ISLE OF CAPRI CASINOS COMMON S COM 464592104 230 30,718 SH   SOLE   12,138 0 18,580
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,636 144,873 SH   SOLE   66,753 0 78,120
ITAU UNIBANCO BANCO ADR COM 465562106 138 10,680 SH   SOLE   10,680 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,262 68,584 SH   SOLE   55,048 0 13,536
ITRON INC COMMON STOCK NPV COM 465741106 3,748 88,326 SH   SOLE   52,856 0 35,470
ITT CORP COM 450911201 4,671 158,835 SH   SOLE   135,581 0 23,254
ITT EDUCATIONAL SERVICES INC C COM 45068B109 659 27,021 SH   SOLE   18,211 0 8,810
IXIA COMMON STOCK NPV COM 45071R109 1,220 66,311 SH   SOLE   46,361 0 19,950
IXYS CORPORATION COMMON STOCK COM 46600W106 411 37,178 SH   SOLE   17,438 0 19,740
Intercept Pharmaceuticals, Inc COM 45845P108 255 5,692 SH   SOLE   3,742 0 1,950
J + J SNACK FOODS CORP COMMON COM 466032109 2,165 27,833 SH   SOLE   21,733 0 6,100
J GLOBAL INC COM 48123V102 4,348 102,285 SH   SOLE   86,575 0 15,710
J.C. PENNEY CO INC COMMON STOC COM 708160106 4,150 242,977 SH   SOLE   153,304 0 89,673
JABIL CIRCUIT INC COMMON STOCK COM 466313103 5,897 289,368 SH   SOLE   177,177 0 112,191
JACK HENRY + ASSOCIATES INC CO COM 426281101 10,691 226,843 SH   SOLE   205,798 0 21,045
JACK IN THE BOX INC COMMON STO COM 466367109 2,654 67,539 SH   SOLE   45,989 0 21,550
JACOBS ENGINEERING GROUP INC C COM 469814107 9,807 177,885 SH   SOLE   115,934 0 61,951
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 380 33,739 SH   SOLE   15,759 0 17,980
JAMBA INC COMMON STOCK USD.001 COM 47023A309 219 14,687 SH   SOLE   9,878 0 4,809
JANUS CAPITAL GROUP INC COMMON COM 47102X105 3,090 363,126 SH   SOLE   229,946 0 133,180
JARDEN CORP COMMON STOCK USD.0 COM 471109108 8,039 183,742 SH   SOLE   157,124 0 26,618
JAVELIN MORTGAGE INVESTMENT COM 47200B104 261 18,532 SH   SOLE   7,512 0 11,020
JAZZ PHARMACEUTICALS PLC COM G50871105 3,650 53,110 SH   SOLE   43,480 0 9,630
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 5,744 399,415 SH   SOLE   272,496 0 126,919
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 3,229 512,618 SH   SOLE   322,888 0 189,730
JIVE SOFTWARE INC COM COM 47760A108 631 34,723 SH   SOLE   23,333 0 11,390
JM SMUCKER CO/THE COMMON STOCK COM 832696405 17,893 173,468 SH   SOLE   111,399 0 62,069
JMP GROUP INC COMMON STOCK USD COM 46629U107 143 21,477 SH   SOLE   8,667 0 12,810
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 814 38,728 SH   SOLE   28,131 0 10,597
JOHNSON + JOHNSON COMMON STOCK COM 478160104 411,168 4,788,817 SH   SOLE   2,685,127 0 2,103,690
JOHNSON CONTROLS INC COMMON ST COM 478366107 42,594 1,190,117 SH   SOLE   614,086 0 576,031
JONES GROUP INC/THE COMMON STO COM 48020T101 1,861 135,376 SH   SOLE   63,508 0 71,868
JONES LANG LASALLE INC COMMON COM 48020Q107 6,273 68,830 SH   SOLE   54,464 0 14,366
JOS A BANK CLOTHIERS INC COMMO COM 480838101 1,913 46,291 SH   SOLE   23,811 0 22,480
JOURNAL COMMUNICATIONS INC A C COM 481130102 492 65,752 SH   SOLE   27,159 0 38,593
JOY GLOBAL INC COMMON STOCK US COM 481165108 8,438 173,880 SH   SOLE   108,576 0 65,304
JPMORGAN CHASE + CO COMMON STO COM 46625H100 351,725 6,662,713 SH   SOLE   3,460,410 0 3,202,303
JUNIPER NETWORKS INC COMMON ST COM 48203R104 14,883 770,740 SH   SOLE   475,031 0 295,709
K12 INC COMMON STOCK USD.0001 COM 48273U102 688 26,203 SH   SOLE   17,583 0 8,620
KADANT INC COMMON STOCK USD.01 COM 48282T104 602 19,947 SH   SOLE   8,398 0 11,549
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,218 35,815 SH   SOLE   19,576 0 16,239
KALOBIOS PHARMACEUTICALS INC C COM 48344T100 57 10,026 SH   SOLE   5,186 0 4,840
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,215 35,150 SH   SOLE   25,600 0 9,550
KANSAS CITY LIFE INS CO COMMON COM 484836101 247 6,457 SH   SOLE   2,527 0 3,930
KANSAS CITY SOUTHERN COMMON ST COM 485170302 19,005 179,362 SH   SOLE   120,509 0 58,853
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,161 53,781 SH   SOLE   39,641 0 14,140
KAR AUCTION SERVICES INC COMMO COM 48238T109 1,325 57,952 SH   SOLE   42,335 0 15,617
KAYDON CORP COMMON STOCK USD.1 COM 486587108 1,708 61,982 SH   SOLE   28,512 0 33,470
KB HOME COMMON STOCK USD1. COM 48666K109 2,859 145,623 SH   SOLE   113,893 0 31,730
KBR INC COMMON STOCK USD.001 COM 48242W106 7,285 224,157 SH   SOLE   182,820 0 41,337
KCAP FINANCIAL INC COM 48668E101 441 39,209 SH   SOLE   16,136 0 23,073
KCG HOLDINGS INC CL A COM 48244B100 894 249,011 SH   SOLE   104,077 0 144,934
KEARNY FINANCIAL CORP COMMON S COM 487169104 246 23,414 SH   SOLE   9,323 0 14,091
KELLOGG CO COMMON STOCK USD.25 COM 487836108 32,004 498,276 SH   SOLE   263,801 0 234,475
KELLY SERVICES INC CL A COMMON COM 488152208 928 53,101 SH   SOLE   30,011 0 23,090
KEMET CORP COMMON STOCK USD.01 COM 488360207 277 67,363 SH   SOLE   26,903 0 40,460
KEMPER CORP COMMON STOCK USD.1 COM 488401100 2,651 77,411 SH   SOLE   64,754 0 12,657
KENNAMETAL INC COMMON STOCK US COM 489170100 4,509 116,112 SH   SOLE   94,588 0 21,524
KENNEDY WILSON HOLDINGS INC CO COM 489398107 1,169 70,251 SH   SOLE   30,241 0 40,010
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 568 75,997 SH   SOLE   51,667 0 24,330
KEY ENERGY SERVICES INC COMMON COM 492914106 1,428 240,061 SH   SOLE   93,061 0 147,000
KEYCORP COMMON STOCK USD1. COM 493267108 15,350 1,390,356 SH   SOLE   840,849 0 549,507
KEYNOTE SYSTEMS INC COMMON STO COM 493308100 453 22,930 SH   SOLE   9,640 0 13,290
KEYW HOLDING CORP/THE COMMON S COM 493723100 511 38,539 SH   SOLE   19,049 0 19,490
KFORCE INC COMMON STOCK USD.01 COM 493732101 511 34,973 SH   SOLE   22,403 0 12,570
KILROY REALTY CORP REIT USD.01 COM 49427F108 6,406 120,845 SH   SOLE   93,159 0 27,686
KIMBALL INTERNATIONAL B COMMON COM 494274103 459 47,291 SH   SOLE   19,013 0 28,278
KIMBERLY CLARK CORP COMMON STO COM 494368103 74,550 767,452 SH   SOLE   440,184 0 327,268
KIMCO REALTY CORP REIT USD.01 COM 49446R109 13,247 618,130 SH   SOLE   356,346 0 261,784
KINDER MORGAN INC COMMON STOCK COM 49456B101 46,532 1,219,701 SH   SOLE   661,093 0 558,608
KINDRED HEALTHCARE INC COMMON COM 494580103 1,289 98,203 SH   SOLE   51,367 0 46,836
KIOR INC CL A COM COM 497217109 220 38,480 SH   SOLE   25,850 0 12,630
KIRBY CORP COMMON STOCK USD.1 COM 497266106 7,358 92,503 SH   SOLE   78,379 0 14,124
KIRKLAND S INC COMMON STOCK NP COM 497498105 330 19,118 SH   SOLE   12,458 0 6,660
KITE REALTY GROUP TRUST REIT U COM 49803T102 906 150,185 SH   SOLE   65,635 0 84,550
KLA TENCOR CORPORATION COMMON COM 482480100 13,556 243,251 SH   SOLE   149,330 0 93,921
KMG CHEMICALS INC COMMON STOCK COM 482564101 209 9,913 SH   SOLE   5,423 0 4,490
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,274 135,206 SH   SOLE   115,511 0 19,695
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 245 33,332 SH   SOLE   13,362 0 19,970
KNOLL INC COMMON STOCK USD.01 COM 498904200 997 70,144 SH   SOLE   45,944 0 24,200
KODIAK OIL + GAS CORP COMMON S COM 50015Q100 2,509 282,228 SH   SOLE   193,488 0 88,740
KOHLS CORP COMMON STOCK USD.01 COM 500255104 15,770 312,208 SH   SOLE   186,245 0 125,963
KOPIN CORP COMMON STOCK USD.01 COM 500600101 446 120,081 SH   SOLE   65,961 0 54,120
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 1,090 28,558 SH   SOLE   21,298 0 7,260
KORN/FERRY INTERNATIONAL COMMO COM 500643200 1,621 86,490 SH   SOLE   44,656 0 41,834
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 886 87,210 SH   SOLE   68,571 0 18,639
KRAFT FOOD GROUP INC. COM 50076Q106 63,191 1,131,039 SH   SOLE   611,059 0 519,980
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,132 53,404 SH   SOLE   24,754 0 28,650
KRATOS DEFENSE + SECURITY COMM COM 50077B207 463 71,455 SH   SOLE   24,734 0 46,721
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,215 69,642 SH   SOLE   46,602 0 23,040
KROGER CO COMMON STOCK USD1. COM 501044101 31,348 907,575 SH   SOLE   589,540 0 318,035
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 288 17,727 SH   SOLE   8,480 0 9,247
KULICKE + SOFFA INDUSTRIES COM COM 501242101 226 20,402 SH   SOLE   15,702 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 199 14,931 SH   SOLE   9,211 0 5,720
Kythera Biopharmaceuticals, In COM 501570105 248 9,152 SH   SOLE   5,992 0 3,160
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 12,064 140,700 SH   SOLE   95,173 0 45,527
L BRANDS INC COM 501797104 19,365 393,208 SH   SOLE   263,570 0 129,638
L+L ENERGY INC COMMON STOCK US COM 50162D100 146 41,010 SH   SOLE   16,480 0 24,530
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,744 86,023 SH   SOLE   46,503 0 39,520
LABORATORY CRP OF AMER HLDGS C COM 50540R409 16,104 160,876 SH   SOLE   109,293 0 51,583
LACLEDE GROUP INC/THE COMMON S COM 505597104 2,624 57,469 SH   SOLE   28,423 0 29,046
LADENBURG THALMANN FINANCIAL C COM 50575Q102 153 92,849 SH   SOLE   63,229 0 29,620
LAKELAND BANCORP INC COMMON ST COM 511637100 432 41,384 SH   SOLE   17,011 0 24,373
LAKELAND FINANCIAL CORP COMMON COM 511656100 706 25,447 SH   SOLE   12,028 0 13,419
LAM RESEARCH CORP COMMON STOCK COM 512807108 10,796 243,482 SH   SOLE   151,602 0 91,880
LAMAR ADVERTISING CO A COMMON COM 512815101 5,210 120,039 SH   SOLE   99,282 0 20,757
LANCASTER COLONY CORP COMMON S COM 513847103 3,307 42,399 SH   SOLE   35,959 0 6,440
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LANDEC CORP COMMON STOCK USD.0 COM 514766104 330 24,958 SH   SOLE   15,388 0 9,570
LANDSTAR SYSTEM INC COMMON STO COM 515098101 5,155 100,103 SH   SOLE   86,861 0 13,242
LANNETT CO INC COMMON STOCK US COM 516012101 186 15,586 SH   SOLE   10,886 0 4,700
LAREDO PETROLEUM HOLDINGS COM 516806106 666 32,387 SH   SOLE   25,430 0 6,957
LAS VEGAS SANDS CORP COMMON ST COM 517834107 25,068 473,598 SH   SOLE   262,799 0 210,799
LASALLE HOTEL PROPERTIES REIT COM 517942108 4,595 186,042 SH   SOLE   92,869 0 93,173
LATTICE SEMICONDUCTOR CORP COM COM 518415104 799 157,659 SH   SOLE   79,059 0 78,600
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 576 29,501 SH   SOLE   12,424 0 17,077
LAZARD LTD CL A LTD PART USD.0 COM G54050102 3,583 111,438 SH   SOLE   87,898 0 23,540
LEAP WIRELESS INTL INC COMMON COM 521863308 507 75,347 SH   SOLE   33,437 0 41,910
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 925 93,958 SH   SOLE   37,958 0 56,000
LEAR CORP COMMON STOCK USD.01 COM 521865204 4,672 77,276 SH   SOLE   49,935 0 27,341
LEGG MASON INC COMMON STOCK US COM 524901105 5,377 173,407 SH   SOLE   104,871 0 68,536
LEGGETT + PLATT INC COMMON STO COM 524660107 6,384 205,343 SH   SOLE   126,327 0 79,016
LENDER PROCESSING SERVICES COM COM 52602E102 5,100 157,663 SH   SOLE   134,106 0 23,557
LENNAR CORP A COMMON STOCK USD COM 526057104 8,617 239,083 SH   SOLE   146,693 0 92,390
LENNOX INTERNATIONAL INC COMMO COM 526107107 5,329 82,570 SH   SOLE   70,619 0 11,951
LEUCADIA NATIONAL CORP COMMON COM 527288104 11,098 423,267 SH   SOLE   264,804 0 158,463
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 2,725 129,280 SH   SOLE   90,153 0 39,127
LEXICON PHARMACEUTICALS INC CO COM 528872104 490 225,736 SH   SOLE   149,054 0 76,682
LEXINGTON REALTY TRUST REIT US COM 529043101 3,761 322,039 SH   SOLE   162,288 0 159,751
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,387 110,803 SH   SOLE   92,596 0 18,207
LHC GROUP INC COMMON STOCK USD COM 50187A107 441 22,499 SH   SOLE   11,389 0 11,110
LIBBEY INC COMMON STOCK USD.01 COM 529898108 511 21,325 SH   SOLE   14,985 0 6,340
LIBERTY GLOBAL PLC - SERIES C COM G5480U120 252 3,708 SH   SOLE   3,708 0 0
LIBERTY GLOBAL PLC A COMMON ST COM G5480U104 31,058 419,254 SH   SOLE   237,185 0 182,069
LIBERTY INTERACTIVE CORP TRACK COM 53071M104 9,422 409,491 SH   SOLE   265,200 0 144,291
LIBERTY MEDIA CORP COM 531229102 9,852 77,722 SH   SOLE   48,774 0 28,948
LIBERTY PROPERTY TRUST REIT US COM 531172104 6,714 181,664 SH   SOLE   142,008 0 39,656
LIBERTY VENTURES SER A COM COM 53071M880 3,012 35,431 SH   SOLE   26,999 0 8,432
LIFE TECHNOLOGIES CORP COMMON COM 53217V109 18,874 255,021 SH   SOLE   170,488 0 84,533
LIFE TIME FITNESS INC COMMON S COM 53217R207 4,607 91,929 SH   SOLE   65,879 0 26,050
LIFEADVANTAGE CORP COM COM 53222K106 231 99,560 SH   SOLE   66,760 0 32,800
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,519 72,049 SH   SOLE   58,354 0 13,695
LIFETIME BRANDS INC COMMON STO COM 53222Q103 188 13,878 SH   SOLE   5,548 0 8,330
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 674 18,017 SH   SOLE   12,728 0 5,289
LIMELIGHT NETWORKS INC COMMON COM 53261M104 168 74,837 SH   SOLE   31,237 0 43,600
LIN TV CORP CL A COMMON STOCK COM 532774106 507 33,146 SH   SOLE   17,236 0 15,910
LINCOLN EDUCATIONAL SERVICES C COM 533535100 178 33,851 SH   SOLE   17,301 0 16,550
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 8,775 153,223 SH   SOLE   125,740 0 27,483
LINCOLN NATIONAL CORP COMMON S COM 534187109 14,311 392,406 SH   SOLE   235,171 0 157,235
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,358 18,106 SH   SOLE   11,904 0 6,202
LINEAR TECHNOLOGY CORP COMMON COM 535678106 16,311 442,745 SH   SOLE   320,028 0 122,717
LINKEDIN CORP A COMMON STOCK COM 53578A108 16,083 90,203 SH   SOLE   67,007 0 23,196
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 154 53,254 SH   SOLE   34,574 0 18,680
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,280 83,010 SH   SOLE   68,250 0 14,760
LIQUIDITY SERVICES INC COMMON COM 53635B107 1,070 30,872 SH   SOLE   21,822 0 9,050
LITHIA MOTORS INC CL A COMMON COM 536797103 1,639 30,750 SH   SOLE   22,260 0 8,490
LITTELFUSE INC COMMON STOCK US COM 537008104 2,215 29,691 SH   SOLE   20,901 0 8,790
LIVE NATION ENTERTAINMENT IN C COM 538034109 4,027 259,831 SH   SOLE   136,601 0 123,230
LIVEPERSON INC COMMON STOCK US COM 538146101 533 59,484 SH   SOLE   43,644 0 15,840
LKQ CORP COMMON STOCK USD.01 COM 501889208 13,427 521,446 SH   SOLE   448,694 0 72,752
LLOYDS TSB GROUP PLC ADR COM 539439109 122 31,770 SH   SOLE   31,770 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 360 19,188 SH   SOLE   5,718 0 13,470
LOCKHEED MARTIN CORP COMMON ST COM 539830109 56,930 524,893 SH   SOLE   340,497 0 184,396
LOEWS CORP COMMON STOCK USD.01 COM 540424108 27,733 624,608 SH   SOLE   367,748 0 256,860
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 648 26,512 SH   SOLE   18,532 0 7,980
LORAL SPACE + COMMUNICATIONS C COM 543881106 913 15,218 SH   SOLE   10,078 0 5,140
LORILLARD INC COMMON STOCK USD COM 544147101 28,714 657,375 SH   SOLE   481,463 0 175,912
LOUISIANA PACIFIC CORP COMMON COM 546347105 4,247 287,140 SH   SOLE   220,640 0 66,500
LOWE S COS INC COMMON STOCK US COM 548661107 84,837 2,074,250 SH   SOLE   1,159,175 0 915,075
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,830 48,475 SH   SOLE   36,631 0 11,844
LSB INDUSTRIES INC COMMON STOC COM 502160104 923 30,354 SH   SOLE   17,379 0 12,975
LSI CORP COMMON STOCK USD.01 COM 502161102 6,260 876,795 SH   SOLE   522,743 0 354,052
LSI INDUSTRIES INC COMMON STOC COM 50216C108 248 30,653 SH   SOLE   13,013 0 17,640
LTC PROPERTIES INC REIT USD.01 COM 502175102 2,733 69,999 SH   SOLE   53,437 0 16,562
LTX CREDENCE CORP COMMON STOCK COM 502403207 410 68,452 SH   SOLE   29,643 0 38,809
LUBY S INC COMMON STOCK USD.32 COM 549282101 230 27,166 SH   SOLE   10,896 0 16,270
LUFKIN INDUSTRIES INC COMMON S COM 549764108 3,976 44,943 SH   SOLE   33,013 0 11,930
LUKOIL ORD COM 4560588 3,207 55,774 SH   SOLE   0 0 55,774
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 2,665 34,230 SH   SOLE   25,650 0 8,580
LUMINEX CORP COMMON STOCK USD. COM 55027E102 967 46,921 SH   SOLE   36,181 0 10,740
LUMOS NETWORKS CORP COM 550283105 293 17,123 SH   SOLE   11,888 0 5,235
LYDALL INC COMMON STOCK USD.1 COM 550819106 387 26,504 SH   SOLE   12,604 0 13,900
LYON WILLIAM HOMES COM COM 552074700 304 12,040 SH   SOLE   8,070 0 3,970
LYONDELLBASELL INDU CL A COMMO COM N53745100 46,362 699,697 SH   SOLE   402,874 0 296,823
LifeLock, Inc. COM 53224V100 622 53,106 SH   SOLE   35,656 0 17,450
M + T BANK CORP COMMON STOCK U COM 55261F104 26,971 241,348 SH   SOLE   170,084 0 71,264
M/I HOMES INC COMMON STOCK USD COM 55305B101 895 38,991 SH   SOLE   22,881 0 16,110
MAC GRAY CORP COMMON STOCK USD COM 554153106 225 15,822 SH   SOLE   6,752 0 9,070
MACATAWA BK CORP COM COM 554225102 163 32,330 SH   SOLE   12,980 0 19,350
MACERICH CO/THE REIT USD.01 COM 554382101 12,938 212,207 SH   SOLE   116,956 0 95,251
MACK CALI REALTY CORP REIT USD COM 554489104 3,312 135,250 SH   SOLE   102,950 0 32,300
MACY S INC COMMON STOCK USD.01 COM 55616P104 29,785 620,519 SH   SOLE   403,789 0 216,730
MADISON SQUARE GARDEN CO A COM COM 55826P100 3,631 61,283 SH   SOLE   44,971 0 16,312
MAGELLAN HEALTH SERVICES INC C COM 559079207 2,944 52,503 SH   SOLE   27,811 0 24,692
MAGICJACK VOCALTEC LTD COM M6787E101 275 19,382 SH   SOLE   10,912 0 8,470
MAGNIT COM B2QKYZ0 1,020 17,840 SH   SOLE   0 0 17,840
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 821 225,036 SH   SOLE   105,786 0 119,250
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 863 76,955 SH   SOLE   39,728 0 37,227
MAIDENFORM BRANDS INC COMMON S COM 560305104 658 37,956 SH   SOLE   18,566 0 19,390
MAIN STREET CAPITAL CORP COMMO COM 56035L104 1,397 50,436 SH   SOLE   23,255 0 27,181
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 435 32,401 SH   SOLE   12,782 0 19,619
MAKO SURGICAL CORP COMMON STOC COM 560879108 477 39,550 SH   SOLE   25,569 0 13,981
MANHATTAN ASSOCIATES INC COMMO COM 562750109 2,112 27,366 SH   SOLE   19,571 0 7,795
MANITEK INTL INC COM 563420108 126 11,520 SH   SOLE   7,150 0 4,370
MANITOWOC COMPANY INC COMMON S COM 563571108 4,289 239,465 SH   SOLE   167,057 0 72,408
MANNING & NAPIER INC COM 56382Q102 334 18,779 SH   SOLE   7,699 0 11,080
MANNKIND CORP COMMON STOCK USD COM 56400P201 995 153,104 SH   SOLE   106,114 0 46,990
MANPOWER INC COMMON STOCK USD. COM 56418H100 6,446 117,622 SH   SOLE   94,391 0 23,231
MANTECH INTERNATIONAL CORP A C COM 564563104 2,407 92,163 SH   SOLE   71,303 0 20,860
MARATHON OIL CORP COMMON STOCK COM 565849106 43,086 1,245,975 SH   SOLE   647,569 0 598,406
MARATHON PETROLEUM CORP COMMON COM 56585A102 41,682 586,572 SH   SOLE   302,700 0 283,872
MARCHEX INC CLASS B COMMON STO COM 56624R108 230 38,223 SH   SOLE   17,223 0 21,000
MARCUS CORPORATION COMMON STOC COM 566330106 416 32,743 SH   SOLE   15,333 0 17,410
MARINE PRODUCTS CORP COMMON ST COM 568427108 117 14,626 SH   SOLE   6,106 0 8,520
MARINEMAX INC COMMON STOCK USD COM 567908108 583 51,419 SH   SOLE   29,769 0 21,650
MARKEL CORP COMMON STOCK NPV COM 570535104 5,460 10,362 SH   SOLE   6,542 0 3,820
MARKET LEADER INC COM COM 57056R103 223 20,826 SH   SOLE   13,956 0 6,870
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 3,063 65,514 SH   SOLE   51,851 0 13,663
MARLIN BUSINESS SERVICES INC C COM 571157106 338 14,847 SH   SOLE   5,717 0 9,130
MARRIOTT INTERNATIONAL CL A CO COM 571903202 16,224 401,873 SH   SOLE   265,295 0 136,578
MARRIOTT VACATIONS WORLD COM 57164Y107 2,275 52,602 SH   SOLE   26,382 0 26,220
MARSH + MCLENNAN COS COMMON ST COM 571748102 39,286 984,124 SH   SOLE   541,721 0 442,403
MARTEN TRANSPORT LTD COMMON ST COM 573075108 402 25,669 SH   SOLE   10,389 0 15,280
MARTHA STEWART LIVING CL A CO COM 573083102 102 42,117 SH   SOLE   16,387 0 25,730
MARTIN MARIETTA MATERIALS COMM COM 573284106 7,759 78,835 SH   SOLE   67,744 0 11,091
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 3,690 315,119 SH   SOLE   195,749 0 119,370
MASCO CORP COMMON STOCK USD1. COM 574599106 11,716 601,134 SH   SOLE   409,412 0 191,722
MASIMO CORPORATION COMMON STOC COM 574795100 1,859 87,692 SH   SOLE   69,617 0 18,075
MASTEC INC COMMON STOCK USD.1 COM 576323109 2,337 71,047 SH   SOLE   49,867 0 21,180
MASTERCARD INC CLASS A COMMON COM 57636Q104 119,445 207,911 SH   SOLE   116,166 0 91,745
MATADOR RESOURCES COM COM 576485205 814 67,924 SH   SOLE   27,514 0 40,410
MATERION CORP COMMON STOCK NPV COM 576690101 970 35,818 SH   SOLE   23,271 0 12,547
MATRIX SERVICE CO COMMON STOCK COM 576853105 685 43,963 SH   SOLE   22,723 0 21,240
MATSON INC. COM 57686G105 1,776 71,033 SH   SOLE   56,763 0 14,270
MATTEL INC COMMON STOCK USD1. COM 577081102 25,601 565,013 SH   SOLE   378,036 0 186,977
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,313 61,358 SH   SOLE   43,648 0 17,710
MATTRESS FIRM HOLDING CORP COM 57722W106 474 11,760 SH   SOLE   7,900 0 3,860
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,740 278,617 SH   SOLE   210,900 0 67,717
MAXIMUS INC COMMON STOCK NPV COM 577933104 3,687 49,498 SH   SOLE   35,878 0 13,620
MAXLINEAR INC CLASS A COMMON S COM 57776J100 142 20,309 SH   SOLE   13,729 0 6,580
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 188 26,297 SH   SOLE   17,907 0 8,390
MB FINANCIAL INC COMMON STOCK COM 55264U108 2,612 97,473 SH   SOLE   49,547 0 47,926
MBIA INC COMMON STOCK USD1. COM 55262C100 1,435 107,805 SH   SOLE   69,613 0 38,192
MCCLATCHY CO CLASS A COMMON ST COM 579489105 152 66,664 SH   SOLE   40,064 0 26,600
MCCORMICK + CO NON VTG SHRS CO COM 579780206 18,030 256,256 SH   SOLE   169,861 0 86,395
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,666 203,719 SH   SOLE   130,861 0 72,858
MCDONALD S CORP COMMON STOCK U COM 580135101 195,423 1,973,974 SH   SOLE   1,130,361 0 843,613
MCG CAPITAL CORP COMMON STOCK COM 58047P107 663 127,344 SH   SOLE   69,224 0 58,120
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,803 52,768 SH   SOLE   36,648 0 16,120
MCGRAW HILL FINANCIAL INC COM 580645109 22,841 429,430 SH   SOLE   273,418 0 156,012
MCKESSON CORP COMMON STOCK USD COM 58155Q103 53,157 464,256 SH   SOLE   266,437 0 197,819
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,832 87,126 SH   SOLE   56,526 0 30,600
MDC PARTNERS INC CL A COMMON S COM 552697104 549 30,452 SH   SOLE   14,382 0 16,070
MDU RESOURCES GROUP INC COMMON COM 552690109 7,352 283,765 SH   SOLE   232,610 0 51,155
MEAD JOHNSON NUTRITION CO COMM COM 582839106 27,071 341,677 SH   SOLE   225,025 0 116,652
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 637 79,314 SH   SOLE   40,049 0 39,265
MEADWESTVACO CORP COMMON STOCK COM 583334107 8,643 253,400 SH   SOLE   154,359 0 99,041
MEASUREMENT SPECIALTIES INC CO COM 583421102 998 21,438 SH   SOLE   16,028 0 5,410
MEDALLION FINANCIAL CORP COMMO COM 583928106 354 25,417 SH   SOLE   10,233 0 15,184
MEDASSETS INC COMMON STOCK USD COM 584045108 1,097 61,812 SH   SOLE   41,922 0 19,890
MEDIA GEN INC CL A COM 584404107 308 27,960 SH   SOLE   10,870 0 17,090
MEDICAL ACTION IND INC COMMON COM 58449L100 131 16,963 SH   SOLE   8,163 0 8,800
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,954 276,136 SH   SOLE   137,976 0 138,160
MEDICINES COMPANY COMMON STOCK COM 584688105 2,369 77,025 SH   SOLE   58,435 0 18,590
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 2,351 30,356 SH   SOLE   21,996 0 8,360
MEDIFAST INC COMMON STOCK USD. COM 58470H101 425 16,504 SH   SOLE   11,744 0 4,760
MEDIVATION INC COMMON STOCK US COM 58501N101 3,706 75,327 SH   SOLE   56,292 0 19,035
MEDLEY CAPITAL CORP COMMON STO COM 58503F106 546 40,219 SH   SOLE   16,379 0 23,840
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 7,440 81,238 SH   SOLE   68,700 0 12,538
MEDTRONIC INC COMMON STOCK USD COM 585055106 103,533 2,011,528 SH   SOLE   1,070,677 0 940,851
MEN S WEARHOUSE INC/THE COMMON COM 587118100 3,381 89,327 SH   SOLE   46,107 0 43,220
MENTOR GRAPHICS CORP COMMON ST COM 587200106 4,517 231,068 SH   SOLE   148,238 0 82,830
MERCANTILE BANK CORP COM COM 587376104 212 11,778 SH   SOLE   4,678 0 7,100
MERCHANTS BANCSHARES INC COMMO COM 588448100 222 7,513 SH   SOLE   2,933 0 4,580
MERCK + CO. INC. COMMON STOCK COM 58933Y105 229,100 4,932,189 SH   SOLE   2,676,476 0 2,255,713
MERCURY GENERAL CORP COMMON ST COM 589400100 2,096 47,686 SH   SOLE   40,482 0 7,204
MERCURY SYSTEMS INC COM 589378108 474 51,433 SH   SOLE   25,063 0 26,370
MEREDITH CORP COMMON STOCK USD COM 589433101 4,242 88,930 SH   SOLE   56,670 0 32,260
MERGE HEALTHCARE INC COMMON ST COM 589499102 228 63,382 SH   SOLE   41,102 0 22,280
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,165 100,703 SH   SOLE   85,633 0 15,070
MERIDIAN INTERSTATE BANCORP CO COM 58964Q104 220 11,689 SH   SOLE   5,203 0 6,486
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 770 69,052 SH   SOLE   34,327 0 34,725
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,209 50,951 SH   SOLE   34,215 0 16,736
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,033 146,560 SH   SOLE   60,550 0 86,010
MERRIMACK PHARMACEUTICALS INC COM 590328100 542 80,482 SH   SOLE   53,422 0 27,060
MET PRO CORP COMMON STOCK USD. COM 590876306 325 24,168 SH   SOLE   12,668 0 11,500
METHODE ELECTRONICS INC COMMON COM 591520200 1,001 58,868 SH   SOLE   36,518 0 22,350
METLIFE INC COMMON STOCK USD.0 COM 59156R108 79,373 1,734,539 SH   SOLE   928,154 0 806,385
METRO BANCORP INC COMMON STOCK COM 59161R101 385 19,242 SH   SOLE   7,712 0 11,530
METROCORP BANCSHARES COM COM 591650106 248 25,432 SH   SOLE   10,132 0 15,300
METTLER TOLEDO INTERNATIONAL C COM 592688105 10,463 52,005 SH   SOLE   44,918 0 7,087
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,229 263,762 SH   SOLE   175,219 0 88,543
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,997 54,736 SH   SOLE   34,878 0 19,858
MGIC INVESTMENT CORP COMMON ST COM 552848103 2,422 398,938 SH   SOLE   220,798 0 178,140
MGM RESORTS INTERNATIONAL COMM COM 552953101 4,113 278,295 SH   SOLE   175,914 0 102,381
MICHAEL BAKER CORP COMMON STOC COM 057149106 332 12,257 SH   SOLE   4,888 0 7,369
MICHAEL KORS HOLDINGS COM G60754101 10,960 176,714 SH   SOLE   139,422 0 37,292
MICREL INC COMMON STOCK NPV COM 594793101 1,569 158,853 SH   SOLE   141,773 0 17,080
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 11,945 320,668 SH   SOLE   216,079 0 104,589
MICRON TECHNOLOGY INC COMMON S COM 595112103 20,999 1,465,397 SH   SOLE   899,047 0 566,350
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MICROSEMI CORP COMMON STOCK US COM 595137100 2,861 125,761 SH   SOLE   83,461 0 42,300
MICROSOFT CORP COMMON STOCK US COM 594918104 534,877 15,490,201 SH   SOLE   8,830,957 0 6,659,244
MICROSTRATEGY INC CL A COMMON COM 594972408 1,028 11,825 SH   SOLE   8,731 0 3,094
MID AMERICA APARTMENT COMM REI COM 59522J103 2,880 42,504 SH   SOLE   28,319 0 14,185
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MIDDLESEX WATER CO COMMON STOC COM 596680108 449 22,548 SH   SOLE   9,638 0 12,910
MIDSOUTH BANCORP INC COMMON ST COM 598039105 173 11,138 SH   SOLE   4,428 0 6,710
MIDSTATES PETROLEUM CORP COM COM 59804T100 245 45,205 SH   SOLE   18,125 0 27,080
MIDWAY GOLD CORP COMMON STOCK COM 598153104 98 103,574 SH   SOLE   65,154 0 38,420
MIDWEDTONE FINL GROUP COM 598511103 220 9,136 SH   SOLE   3,626 0 5,510
MILLENIAL MEDIA INC COM 60040N105 269 30,851 SH   SOLE   20,711 0 10,140
MILLER ENERGY RESOURCES INC CO COM 600527105 166 41,458 SH   SOLE   16,568 0 24,890
MILLER INDUSTRIES INC/TENN COM COM 600551204 237 15,401 SH   SOLE   6,241 0 9,160
MIMEDX GROUP INC COM 602496101 521 73,780 SH   SOLE   49,520 0 24,260
MINDSPEED TECHNOLOGIES INC COM COM 602682205 136 41,915 SH   SOLE   25,795 0 16,120
MINE SAFETY APPLIANCES CO COMM COM 602720104 2,799 60,134 SH   SOLE   50,104 0 10,030
MINERALS TECHNOLOGIES INC COMM COM 603158106 3,788 91,624 SH   SOLE   61,184 0 30,440
MISTRAS GROUP INC COMMON STOCK COM 60649T107 294 16,727 SH   SOLE   12,157 0 4,570
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MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,516 94,810 SH   SOLE   49,657 0 45,153
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,187 65,965 SH   SOLE   34,865 0 31,100
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MODINE MANUFACTURING CO COMMON COM 607828100 780 71,686 SH   SOLE   30,657 0 41,029
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L107 174 54,806 SH   SOLE   21,979 0 32,827
MOHAWK INDUSTRIES INC COMMON S COM 608190104 10,406 92,503 SH   SOLE   74,798 0 17,705
MOLEX INC COMMON STOCK USD.05 COM 608554101 5,804 197,805 SH   SOLE   122,244 0 75,561
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,472 39,598 SH   SOLE   29,958 0 9,640
MOLSON COORS BREWING CO B COM COM 60871R209 10,345 216,158 SH   SOLE   129,141 0 87,017
MOLYCORP INC COMMON STOCK COM 608753109 1,095 176,575 SH   SOLE   70,885 0 105,690
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 893 59,270 SH   SOLE   38,580 0 20,690
MONARCH CASINO + RESORT INC CO COM 609027107 222 13,164 SH   SOLE   6,394 0 6,770
MONDELEZ INTERNATIONAL INC COM 609207105 92,255 3,233,603 SH   SOLE   1,653,718 0 1,579,885
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 672 29,658 SH   SOLE   12,135 0 17,523
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MONOLITHIC POWER SYSTEMS INC C COM 609839105 1,126 46,708 SH   SOLE   33,638 0 13,070
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,164 45,806 SH   SOLE   34,816 0 10,990
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,865 80,428 SH   SOLE   69,391 0 11,037
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 99,219 1,004,242 SH   SOLE   564,535 0 439,707
MONSTER BEVERAGE CORP COM 611740101 13,802 227,121 SH   SOLE   154,986 0 72,135
MONSTER WORLDWIDE INC COMMON S COM 611742107 1,281 260,807 SH   SOLE   159,107 0 101,700
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,084 83,337 SH   SOLE   39,587 0 43,750
MOODY S CORP COMMON STOCK USD. COM 615369105 19,613 321,894 SH   SOLE   216,729 0 105,165
MOOG INC CLASS A COMMON STOCK COM 615394202 4,143 80,391 SH   SOLE   42,331 0 38,060
MORGAN STANLEY COMMON STOCK US COM 617446448 63,094 2,582,633 SH   SOLE   1,335,979 0 1,246,654
MORGANS HOTEL GROUP CO COMMON COM 61748W108 280 34,725 SH   SOLE   17,285 0 17,440
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,564 20,154 SH   SOLE   15,063 0 5,091
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MOSYS INC COMMON STOCK USD.01 COM 619718109 177 44,039 SH   SOLE   27,389 0 16,650
MOTOROLA SOLUTIONS INC COMMON COM 620076307 25,470 441,187 SH   SOLE   285,651 0 155,536
MOVADO GROUP INC COMMON STOCK COM 624580106 1,018 30,087 SH   SOLE   15,197 0 14,890
MOVE INC COM 62458M207 459 35,804 SH   SOLE   24,345 0 11,459
MPG OFFICE TRUST INC REIT USD. COM 553274101 267 84,915 SH   SOLE   32,125 0 52,790
MRC GLOBAL INC COM COM 55345K103 1,704 61,688 SH   SOLE   45,270 0 16,418
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 7,293 94,158 SH   SOLE   82,299 0 11,859
MSCI INC A COMMON STOCK USD.01 COM 55354G100 6,581 197,805 SH   SOLE   162,640 0 35,165
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,348 41,492 SH   SOLE   34,992 0 6,500
MUELLER INDUSTRIES INC COMMON COM 624756102 1,936 38,397 SH   SOLE   27,807 0 10,590
MUELLER WATER PRODUCTS INC A C COM 624758108 1,001 144,853 SH   SOLE   99,453 0 45,400
MULTI COLOR CORP COMMON STOCK COM 625383104 500 16,491 SH   SOLE   10,431 0 6,060
MULTI FINELINE ELECTRONIX IN C COM 62541B101 216 14,559 SH   SOLE   5,299 0 9,260
MULTIMEDIA GAMES HOLDING CO CO COM 625453105 848 32,532 SH   SOLE   24,252 0 8,280
MURPHY OIL CORP COMMON STOCK U COM 626717102 16,647 273,399 SH   SOLE   162,477 0 110,922
MVC CAPITAL INC COMMON STOCK U COM 553829102 414 32,913 SH   SOLE   13,404 0 19,509
MWI VETERINARY SUPPLY INC COMM COM 55402X105 2,300 18,663 SH   SOLE   14,073 0 4,590
MYERS INDUSTRIES INC COMMON ST COM 628464109 717 47,735 SH   SOLE   24,305 0 23,430
MYLAN INC COMMON STOCK USD.5 COM 628530107 22,262 717,427 SH   SOLE   417,216 0 300,211
MYR GROUP INC/DELAWARE COMMON COM 55405W104 587 30,176 SH   SOLE   13,056 0 17,120
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,281 84,896 SH   SOLE   62,325 0 22,571
N B T BANCORP INC COMMON STOCK COM 628778102 2,148 101,479 SH   SOLE   64,043 0 37,436
NABORS INDUSTRIES LTD COMMON S COM G6359F103 7,528 491,734 SH   SOLE   317,666 0 174,068
NACCO INDUSTRIES CL A COMMON S COM 629579103 472 8,239 SH   SOLE   3,698 0 4,541
NANOMETRICS INC COMMON STOCK N COM 630077105 439 29,943 SH   SOLE   18,503 0 11,440
NANOSPHERE INC COM COM 63009F105 118 38,540 SH   SOLE   24,620 0 13,920
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 5,750 175,348 SH   SOLE   104,151 0 71,197
NASH FINCH CO COMMON STOCK USD COM 631158102 467 21,215 SH   SOLE   9,310 0 11,905
NATIONAL BANKSHARES INC/VA COM COM 634865109 353 9,936 SH   SOLE   4,276 0 5,660
NATIONAL BEVERAGE CORP COMMON COM 635017106 516 29,539 SH   SOLE   23,999 0 5,540
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,278 75,690 SH   SOLE   36,320 0 39,370
NATIONAL FINANCIAL PARTNERS CO COM 63607P208 1,712 67,626 SH   SOLE   33,084 0 34,542
NATIONAL FUEL GAS CO COMMON ST COM 636180101 6,927 119,537 SH   SOLE   97,645 0 21,892
NATIONAL GRID TRANS ADR COM 636274300 236 4,171 SH   SOLE   4,171 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 1,377 28,805 SH   SOLE   19,195 0 9,610
NATIONAL INSTRUMENTS CORP COMM COM 636518102 6,882 246,308 SH   SOLE   222,168 0 24,140
NATIONAL INTERSTATE CORP COMMO COM 63654U100 318 10,882 SH   SOLE   5,122 0 5,760
NATIONAL OILWELL VARCO INC COM COM 637071101 53,868 781,830 SH   SOLE   409,338 0 372,492
NATIONAL PRESTO INDS INC COMMO COM 637215104 1,187 16,479 SH   SOLE   11,850 0 4,629
NATIONAL RESEARCH CORP COMMON COM 637372202 206 11,439 SH   SOLE   5,499 0 5,940
NATIONAL RETAIL PROPERTIES REI COM 637417106 6,342 184,351 SH   SOLE   145,634 0 38,717
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 738 19,720 SH   SOLE   15,860 0 3,860
NATL HEALTH INVESTORS INC REIT COM 63633D104 2,740 45,781 SH   SOLE   35,521 0 10,260
NATL PENN BCSHS INC COMMON STO COM 637138108 2,130 209,658 SH   SOLE   108,991 0 100,667
NATL WESTERN LIFE INS CL A COM COM 638522102 735 3,871 SH   SOLE   1,790 0 2,081
NATURAL GAS SERVICES GROUP COM COM 63886Q109 444 18,912 SH   SOLE   8,822 0 10,090
NATURAL GROCERS BY VITAMIN C COM 63888U108 239 7,710 SH   SOLE   5,170 0 2,540
NATURES SUNSHINE PRODS INC COM COM 639027101 248 15,140 SH   SOLE   6,240 0 8,900
NATUS MEDICAL INC COMMON STOCK COM 639050103 588 43,041 SH   SOLE   25,871 0 17,170
NAUTILUS INC COM COM 63910B102 257 29,612 SH   SOLE   18,302 0 11,310
NAVARRE CORP COM COM 639208107 151 54,600 SH   SOLE   21,920 0 32,680
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 306 114,700 SH   SOLE   71,140 0 43,560
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,091 90,884 SH   SOLE   47,034 0 43,850
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,088 19,074 SH   SOLE   9,921 0 9,153
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,239 44,629 SH   SOLE   28,317 0 16,312
NCI BUILDING SYSTEMS INC COMMO COM 628852204 335 21,892 SH   SOLE   14,002 0 7,890
NCR CORPORATION COMMON STOCK U COM 62886E108 9,475 287,212 SH   SOLE   245,339 0 41,873
NEENAH PAPER INC COMMON STOCK COM 640079109 898 28,266 SH   SOLE   14,021 0 14,245
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,773 153,522 SH   SOLE   95,132 0 58,390
NELNET INC CL A COMMON STOCK U COM 64031N108 1,543 42,751 SH   SOLE   22,382 0 20,369
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,546 27,822 SH   SOLE   20,952 0 6,870
NEOGENOMICS INC COM 64049M209 115 28,800 SH   SOLE   19,260 0 9,540
NEONODE INC COM COM 64051M402 130 21,900 SH   SOLE   14,740 0 7,160
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 239 27,465 SH   SOLE   11,005 0 16,460
NETAPP INC COMMON STOCK USD.00 COM 64110D104 22,469 594,727 SH   SOLE   399,585 0 195,142
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 19,171 90,818 SH   SOLE   61,314 0 29,504
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,012 65,895 SH   SOLE   31,959 0 33,936
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,152 49,362 SH   SOLE   35,062 0 14,300
NETSPEND HOLDINGS INC COMMON S COM 64118V106 516 32,311 SH   SOLE   22,211 0 10,100
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,139 34,216 SH   SOLE   25,551 0 8,665
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 947 70,772 SH   SOLE   47,512 0 23,260
NEUSTAR INC CLASS A COMMON STO COM 64126X201 5,562 114,250 SH   SOLE   97,371 0 16,879
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 225 39,208 SH   SOLE   19,048 0 20,160
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,133 75,449 SH   SOLE   39,059 0 36,390
NEW MOUNTAIN FINANCE CORP COMM COM 647551100 609 43,043 SH   SOLE   17,494 0 25,549
NEW RESIDENTIAL INVESTMENT COM 64828T102 2,428 360,183 SH   SOLE   146,153 0 214,030
NEW YORK + CO COMMON STOCK USD COM 649295102 208 32,695 SH   SOLE   18,219 0 14,476
NEW YORK COMMUNITY BANCORP COM COM 649445103 9,328 666,307 SH   SOLE   547,657 0 118,650
NEW YORK MTGE TR INC COM COM 649604501 591 87,325 SH   SOLE   35,315 0 52,010
NEW YORK TIMES CO A COMMON STO COM 650111107 3,210 290,267 SH   SOLE   176,786 0 113,481
NEWBRIDGE BANCORP COM 65080T102 206 34,380 SH   SOLE   13,770 0 20,610
NEWCASTLE INVESTMENT CORP REIT COM 65105M108 69 13,173 SH   SOLE   5,673 0 7,500
NEWELL RUBBERMAID INC COMMON S COM 651229106 11,882 452,654 SH   SOLE   296,526 0 156,128
NEWFIELD EXPLORATION CO COMMON COM 651290108 5,070 212,232 SH   SOLE   134,430 0 77,802
NEWLINK GENETICS CORP COM 651511107 307 15,555 SH   SOLE   10,375 0 5,180
NEWMARKET CORP COMMON STOCK NP COM 651587107 5,803 22,103 SH   SOLE   19,453 0 2,650
NEWMONT MINING CORP COMMON STO COM 651639106 21,014 701,641 SH   SOLE   418,817 0 282,824
NEWPARK RESOURCES INC COMMON S COM 651718504 1,144 104,092 SH   SOLE   65,738 0 38,354
NEWPORT CORP COMMON STOCK USD. COM 651824104 939 67,438 SH   SOLE   32,458 0 34,980
NEWS CORP CL A COMMON STOCK US COM 65249B109 119,660 3,670,563 SH   SOLE   1,964,858 0 1,705,705
NEWS CORP CL B COM COM 65249B208 876 26,700 SH   SOLE   26,700 0 0
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 726 54,473 SH   SOLE   30,063 0 24,410
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,045 29,469 SH   SOLE   18,229 0 11,240
NEXTERA ENERGY INC COMMON STOC COM 65339F101 63,262 776,417 SH   SOLE   427,704 0 348,713
NGP CAPITAL RESOURCES CO COMMO COM 62912R107 175 28,620 SH   SOLE   11,474 0 17,146
NIC INC COMMON STOCK NPV COM 62914B100 2,239 135,426 SH   SOLE   110,973 0 24,453
NICHOLAS FINANCIAL INC COMMON COM 65373J209 211 13,985 SH   SOLE   5,605 0 8,380
NIELSEN HOLDINGS NV COMMON STO COM N63218106 5,068 150,884 SH   SOLE   105,582 0 45,302
NII HOLDINGS INC COMMON STOCK COM 62913F201 1,718 257,636 SH   SOLE   104,566 0 153,070
NIKE INC CL B COMMON STOCK NP COM 654106103 93,288 1,464,953 SH   SOLE   853,436 0 611,517
NISOURCE INC COMMON STOCK USD. COM 65473P105 12,363 431,678 SH   SOLE   262,538 0 169,140
NL INDUSTRIES COMMON STOCK USD COM 629156407 136 12,004 SH   SOLE   3,904 0 8,100
NN INC COMMON STOCK USD.01 COM 629337106 269 23,536 SH   SOLE   9,586 0 13,950
NOBLE CORP COMMON STOCK CHF3.8 COM H5833N103 9,105 242,287 SH   SOLE   152,377 0 89,910
NOBLE ENERGY INC COMMON STOCK COM 655044105 31,031 516,838 SH   SOLE   315,526 0 201,312
NOKIA CORP COM 654902204 48 12,790 SH   SOLE   12,790 0 0
NOMURA HLDGS INC ADR COM 65535H208 119 15,940 SH   SOLE   15,940 0 0
NORANDA ALUMINUM HOLDING COR C COM 65542W107 150 46,402 SH   SOLE   18,892 0 27,510
NORDIC AMERICAN TANKERS LTD CO COM G65773106 685 90,467 SH   SOLE   36,587 0 53,880
NORDSON CORP COMMON STOCK NPV COM 655663102 7,443 107,386 SH   SOLE   90,684 0 16,702
NORDSTROM INC COMMON STOCK NPV COM 655664100 14,784 246,641 SH   SOLE   165,669 0 80,972
NORFOLK SOUTHERN CORP COMMON S COM 655844108 41,105 565,800 SH   SOLE   299,994 0 265,806
NORTEK INC COM COM 656559309 522 8,096 SH   SOLE   5,516 0 2,580
NORTHEAST UTILITIES COMMON STO COM 664397106 21,691 516,201 SH   SOLE   331,791 0 184,410
NORTHERN OIL AND GAS INC COMMO COM 665531109 1,411 105,803 SH   SOLE   49,453 0 56,350
NORTHERN TRUST CORP COMMON STO COM 665859104 19,031 328,684 SH   SOLE   192,535 0 136,149
NORTHFIELD BANCORP INC/NJ COM 66611T108 923 78,776 SH   SOLE   38,274 0 40,502
NORTHRIM BANCORP INC COM COM 666762109 213 8,804 SH   SOLE   3,494 0 5,310
NORTHROP GRUMMAN CORP COMMON S COM 666807102 31,828 384,395 SH   SOLE   212,761 0 171,634
NORTHSTAR REALTY FINANCE COR R COM 66704R100 2,638 289,916 SH   SOLE   125,097 0 164,819
NORTHWEST BANCSHARES INC COMMO COM 667340103 3,028 224,127 SH   SOLE   144,941 0 79,186
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,138 50,335 SH   SOLE   26,743 0 23,592
NORTHWEST PIPE CO COMMON STOCK COM 667746101 363 13,005 SH   SOLE   5,315 0 7,690
NORTHWESTERN CORP COMMON STOCK COM 668074305 2,808 70,373 SH   SOLE   37,658 0 32,715
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 685 22,590 SH   SOLE   17,750 0 4,840
NOVARTIS AG ADR COM 66987V109 868 12,270 SH   SOLE   12,270 0 0
NOVATEK OAO COM B0DK750 939 7,858 SH   SOLE   0 0 7,858
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 251 122,402 SH   SOLE   80,492 0 41,910
NOVO-NORDISK A/S COM 670100205 276 1,780 SH   SOLE   1,780 0 0
NPS PHARMACEUTICALS INC COMMON COM 62936P103 1,840 121,834 SH   SOLE   68,954 0 52,880
NRG ENERGY INC COMMON STOCK US COM 629377508 12,464 466,812 SH   SOLE   274,853 0 191,959
NTELOS HOLDINGS CORP COM 67020Q305 286 17,373 SH   SOLE   12,188 0 5,185
NU SKIN ENTERPRISES INC A CO COM 67018T105 3,470 56,771 SH   SOLE   43,190 0 13,581
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 3,617 196,802 SH   SOLE   125,967 0 70,835
NUCOR CORP COMMON STOCK USD.4 COM 670346105 19,330 446,211 SH   SOLE   268,469 0 177,742
NUMEREX CORP PA CL A COM 67053A102 212 18,983 SH   SOLE   7,573 0 11,410
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 237 11,599 SH   SOLE   4,619 0 6,980
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 387 32,812 SH   SOLE   22,882 0 9,930
NUVASIVE INC COMMON STOCK USD. COM 670704105 1,747 70,453 SH   SOLE   37,263 0 33,190
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K104 567 195,392 SH   SOLE   82,832 0 112,560
NV ENERGY INC COMMON STOCK USD COM 67073Y106 8,464 360,794 SH   SOLE   290,171 0 70,623
NVE CORP COMMON STOCK USD.01 COM 629445206 217 4,645 SH   SOLE   3,145 0 1,500
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 11,936 850,744 SH   SOLE   518,910 0 331,834
NVR INC COMMON STOCK USD.01 COM 62944T105 7,534 8,171 SH   SOLE   6,970 0 1,201
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 885 61,941 SH   SOLE   42,361 0 19,580
NYSE EURONEXT COMMON STOCK USD COM 629491101 14,694 354,918 SH   SOLE   211,907 0 143,011
National Bank Holdings Corp. COM 633707104 1,412 71,654 SH   SOLE   29,004 0 42,650
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 21,000 186,470 SH   SOLE   125,295 0 61,175
OASIS PETROLEUM INC COMMON STO COM 674215108 3,803 97,850 SH   SOLE   77,960 0 19,890
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 135,959 1,523,696 SH   SOLE   839,158 0 684,538
OCEANEERING INTL INC COMMON ST COM 675232102 14,793 204,896 SH   SOLE   174,696 0 30,200
OCEANFIRST FINANCIAL CORP COMM COM 675234108 335 21,521 SH   SOLE   7,481 0 14,040
OCWEN FINANCIAL CORP COMMON ST COM 675746309 4,806 116,584 SH   SOLE   94,384 0 22,200
ODYSSEY MARINE EXPLORATION COM COM 676118102 213 71,896 SH   SOLE   46,306 0 25,590
OFFICE DEPOT INC COMMON STOCK COM 676220106 2,148 554,913 SH   SOLE   368,737 0 186,176
OFFICEMAX INC COMMON STOCK USD COM 67622P101 1,461 142,767 SH   SOLE   67,142 0 75,625
OFG BANCORP COM 67103X102 1,380 76,227 SH   SOLE   36,902 0 39,325
OGE ENERGY CORP COMMON STOCK U COM 670837103 10,496 153,895 SH   SOLE   123,351 0 30,544
OIL STATES INTERNATIONAL INC C COM 678026105 8,184 88,340 SH   SOLE   68,918 0 19,422
OJSC MEGAFON GDR COM B8PQQ77 248 7,921 SH   SOLE   0 0 7,921
OLD DOMINION FREIGHT LINE COMM COM 679580100 3,931 94,440 SH   SOLE   76,960 0 17,480
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,408 174,126 SH   SOLE   84,933 0 89,193
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,139 399,307 SH   SOLE   329,741 0 69,566
OLIN CORP COMMON STOCK USD1. COM 680665205 3,461 144,709 SH   SOLE   119,729 0 24,980
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 361 14,747 SH   SOLE   8,587 0 6,160
OM GROUP INC COMMON STOCK USD. COM 670872100 1,798 58,162 SH   SOLE   30,558 0 27,604
OMEGA HEALTHCARE INVESTORS REI COM 681936100 7,138 230,110 SH   SOLE   195,430 0 34,680
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 241 26,872 SH   SOLE   11,522 0 15,350
OMEROS CORP COM COM 682143102 137 27,103 SH   SOLE   17,563 0 9,540
OMNIAMERICAN BANCORP INC COMMO COM 68216R107 483 21,924 SH   SOLE   12,594 0 9,330
OMNICARE INC COMMON STOCK USD1 COM 681904108 7,631 159,936 SH   SOLE   129,182 0 30,754
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,047 50,949 SH   SOLE   30,789 0 20,160
OMNICOM GROUP COMMON STOCK USD COM 681919106 27,260 433,595 SH   SOLE   288,372 0 145,223
OMNIVISION TECHNOLOGIES INC CO COM 682128103 1,594 85,475 SH   SOLE   40,408 0 45,067
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 354 44,151 SH   SOLE   30,621 0 13,530
ON ASSIGNMENT INC COMMON STOCK COM 682159108 1,912 71,551 SH   SOLE   58,411 0 13,140
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,568 441,579 SH   SOLE   327,709 0 113,870
ONCOGENEX PHARMACEUTICAL INC C COM 68230A106 132 13,427 SH   SOLE   8,597 0 4,830
ONE LIBERTY PROPERTIES INC REI COM 682406103 434 19,775 SH   SOLE   9,195 0 10,580
ONEBEACON INSURANCE GROUP A CO COM G67742109 531 36,660 SH   SOLE   13,100 0 23,560
ONEOK INC COMMON STOCK USD.01 COM 682680103 14,377 348,026 SH   SOLE   229,349 0 118,677
ONSTREAM MEDIA CORP COM COM 682875208 3 10,700 SH   SOLE   10,700 0 0
ONYX PHARMACEUTICALS INC COMMO COM 683399109 6,304 72,608 SH   SOLE   55,169 0 17,439
OPENTABLE INC COMMON STOCK COM 68372A104 2,055 32,129 SH   SOLE   23,877 0 8,252
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,061 149,489 SH   SOLE   98,159 0 51,330
OPLINK COMMUNICATIONS INC COMM COM 68375Q403 571 32,865 SH   SOLE   16,615 0 16,250
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 266 13,968 SH   SOLE   5,878 0 8,090
OPTIMER PHARMACEUTICALS INC CO COM 68401H104 701 48,422 SH   SOLE   31,712 0 16,710
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 209,569 6,821,893 SH   SOLE   3,802,528 0 3,019,365
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 305 78,521 SH   SOLE   33,196 0 45,325
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 225 50,154 SH   SOLE   20,594 0 29,560
ORBITAL SCIENCES CORP COMMON S COM 685564106 1,472 84,723 SH   SOLE   45,042 0 39,681
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 238 29,670 SH   SOLE   18,620 0 11,050
OREXIGEN THERAPEUTICS INC COMM COM 686164104 510 87,155 SH   SOLE   58,925 0 28,230
ORIENT EXPRESS HOTELS LTD A C COM G67743107 1,686 138,671 SH   SOLE   60,508 0 78,163
ORION MARINE GROUP INC COMMON COM 68628V308 521 43,125 SH   SOLE   20,901 0 22,224
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,090 69,517 SH   SOLE   36,662 0 32,855
ORMAT TECHNOLOGIES INC COMMON COM 686688102 620 26,349 SH   SOLE   10,739 0 15,610
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 894 33,228 SH   SOLE   16,188 0 17,040
OSHKOSH CORP COMMON STOCK USD. COM 688239201 5,445 143,415 SH   SOLE   117,460 0 25,955
OSI SYSTEMS INC COMMON STOCK N COM 671044105 1,711 26,564 SH   SOLE   17,909 0 8,655
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 172 17,040 SH   SOLE   11,680 0 5,360
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,684 59,280 SH   SOLE   28,384 0 30,896
OVERSTOCK.COM INC COMMON STOCK COM 690370101 333 11,817 SH   SOLE   6,607 0 5,210
OWENS + MINOR INC COMMON STOCK COM 690732102 6,340 187,422 SH   SOLE   138,642 0 48,780
OWENS CORNING COMMON STOCK USD COM 690742101 3,430 87,767 SH   SOLE   55,564 0 32,203
OWENS ILLINOIS INC COMMON STOC COM 690768403 7,581 272,789 SH   SOLE   175,732 0 97,057
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,061 17,009 SH   SOLE   12,649 0 4,360
P G + E CORP COMMON STOCK NPV COM 69331C108 38,303 837,585 SH   SOLE   466,908 0 370,677
PACCAR INC COMMON STOCK USD1. COM 693718108 29,262 545,320 SH   SOLE   323,960 0 221,360
PACER INTERNATIONAL INC COMMON COM 69373H106 476 75,460 SH   SOLE   46,544 0 28,916
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 181 71,925 SH   SOLE   33,165 0 38,760
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 297 25,128 SH   SOLE   10,538 0 14,590
PACIFIC PREMIER BNCRP COM COM 69478X105 257 21,040 SH   SOLE   8,450 0 12,590
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 172 47,190 SH   SOLE   26,850 0 20,340
PACIRA PHARMACEUTICALS INC COM COM 695127100 835 28,780 SH   SOLE   20,850 0 7,930
PACKAGING CORP OF AMERICA COMM COM 695156109 8,694 177,577 SH   SOLE   154,160 0 23,417
PACWEST BANCORP COMMON STOCK N COM 695263103 2,193 71,553 SH   SOLE   38,114 0 33,439
PALL CORP COMMON STOCK USD.1 COM 696429307 13,062 196,623 SH   SOLE   136,089 0 60,534
PALO ALTO NETWORKS INC COM 697435105 1,230 29,185 SH   SOLE   23,150 0 6,035
PANDORA MEDIA INC COM COM 698354107 2,086 113,360 SH   SOLE   89,672 0 23,688
PANERA BREAD COMPANY CLASS A C COM 69840W108 9,109 48,987 SH   SOLE   41,844 0 7,143
PANTRY INC COMMON STOCK USD.01 COM 698657103 422 34,637 SH   SOLE   15,117 0 19,520
PAPA JOHN S INTL INC COMMON ST COM 698813102 1,564 23,918 SH   SOLE   18,208 0 5,710
PARAMOUNT GOLD AND SILVER COMM COM 69924P102 143 120,364 SH   SOLE   80,724 0 39,640
PAREXEL INTERNATIONAL CORP COM COM 699462107 3,845 83,687 SH   SOLE   64,537 0 19,150
PARK ELECTROCHEMICAL CORP COMM COM 700416209 850 35,406 SH   SOLE   16,306 0 19,100
PARK NATIONAL CORP COMMON STOC COM 700658107 1,305 18,977 SH   SOLE   8,210 0 10,767
PARK OHIO HOLDINGS CORP COMMON COM 700666100 262 7,941 SH   SOLE   5,451 0 2,490
PARK STERLING CORP COMMON STOC COM 70086Y105 360 60,980 SH   SOLE   24,500 0 36,480
PARKER DRILLING CO COMMON STOC COM 701081101 913 183,342 SH   SOLE   80,742 0 102,600
PARKER HANNIFIN CORP COMMON ST COM 701094104 21,975 230,346 SH   SOLE   137,902 0 92,444
PARKERVISION INC COM COM 701354102 355 77,960 SH   SOLE   52,500 0 25,460
PARKWAY PROPERTIES INC REIT US COM 70159Q104 1,238 73,869 SH   SOLE   34,019 0 39,850
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,136 45,666 SH   SOLE   28,158 0 17,508
PATRIOT TRANSPORTATION HLDG CO COM 70337B102 280 9,321 SH   SOLE   3,983 0 5,338
PATTERSON COS INC COMMON STOCK COM 703395103 7,422 197,386 SH   SOLE   150,012 0 47,374
PATTERSON UTI ENERGY INC COMMO COM 703481101 5,014 259,035 SH   SOLE   203,957 0 55,078
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 28,554 781,864 SH   SOLE   609,774 0 172,090
PBF ENERGY INC COM 69318G106 362 13,980 SH   SOLE   9,340 0 4,640
PC CONNECTION INC COMMON STOCK COM 69318J100 203 13,147 SH   SOLE   5,537 0 7,610
PC TEL INC COMMON STOCK USD.00 COM 69325Q105 227 26,795 SH   SOLE   13,235 0 13,560
PDC Energy Inc COM 69327R101 2,749 53,409 SH   SOLE   27,149 0 26,260
PDF SOLUTIONS INC COMMON STOCK COM 693282105 446 24,199 SH   SOLE   16,979 0 7,220
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,143 148,061 SH   SOLE   100,401 0 47,660
PEABODY ENERGY CORP COMMON STO COM 704549104 5,975 408,095 SH   SOLE   250,613 0 157,482
PEAPACK-GLADSTONE FNL COM COM 704699107 213 12,187 SH   SOLE   4,857 0 7,330
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 2,651 102,542 SH   SOLE   43,930 0 58,612
PEGASYSTEMS INC COMMON STOCK U COM 705573103 561 16,952 SH   SOLE   10,751 0 6,201
PENDRELL CORP COMMON STOCK USD COM 70686R104 583 222,524 SH   SOLE   91,444 0 131,080
PENFORD CORP COM COM 707051108 193 14,440 SH   SOLE   5,320 0 9,120
PENN NATIONAL GAMING INC COMMO COM 707569109 2,748 51,995 SH   SOLE   33,113 0 18,882
PENN REAL ESTATE INVEST TST RE COM 709102107 2,249 119,101 SH   SOLE   55,708 0 63,393
PENN VIRGINIA CORP COMMON STOC COM 707882106 427 90,911 SH   SOLE   40,706 0 50,205
PENNANTPARK FLOATING RATE CAP COM 70806A106 198 14,000 SH   SOLE   5,590 0 8,410
PENNANTPARK INVESTMENT CORP CO COM 708062104 1,161 105,056 SH   SOLE   50,835 0 54,221
PENNS WOODS BANCORP INC COMMON COM 708430103 282 6,739 SH   SOLE   3,739 0 3,000
PENNYMAC FINL SVCS INC COM 70932B101 372 17,475 SH   SOLE   7,035 0 10,440
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 1,789 84,986 SH   SOLE   36,846 0 48,140
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,967 64,406 SH   SOLE   32,941 0 31,465
PENSON WORLDWIDE INC COM COM 709600100 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR LTD COM H6169Q108 16,475 285,572 SH   SOLE   177,209 0 108,363
PEOPLE S UNITED FINANCIAL COMM COM 712704105 9,576 642,678 SH   SOLE   457,460 0 185,218
PEOPLES BANCORP INC COMMON STO COM 709789101 312 14,817 SH   SOLE   6,006 0 8,811
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,060 91,530 SH   SOLE   45,240 0 46,290
PEPCO HOLDINGS INC COMMON STOC COM 713291102 6,930 343,734 SH   SOLE   217,077 0 126,657
PEPSICO INC COMMON STOCK USD.0 COM 713448108 242,895 2,969,737 SH   SOLE   1,621,160 0 1,348,577
PEREGRINE PHARMACEUTICALS COMM COM 713661304 119 92,030 SH   SOLE   80,640 0 11,390
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 252 23,122 SH   SOLE   15,522 0 7,600
PERFICIENT INC COMMON STOCK US COM 71375U101 742 55,645 SH   SOLE   29,135 0 26,510
PERFORMANT FINANCIAL CORP COM 71377E105 226 19,531 SH   SOLE   13,111 0 6,420
PERICOM SEMICONDUCTOR CORP COM COM 713831105 254 35,681 SH   SOLE   16,971 0 18,710
PERKINELMER INC COMMON STOCK U COM 714046109 5,121 157,581 SH   SOLE   103,636 0 53,945
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 87 24,225 SH   SOLE   9,535 0 14,690
PERRIGO CO COMMON STOCK NPV COM 714290103 21,507 177,741 SH   SOLE   136,213 0 41,528
PERRY ELLIS INTERNATIONAL COMM COM 288853104 450 22,149 SH   SOLE   11,783 0 10,366
PETMED EXPRESS INC COMMON STOC COM 716382106 276 21,928 SH   SOLE   16,153 0 5,775
PETROQUEST ENERGY INC COMMON S COM 716748108 265 66,901 SH   SOLE   44,281 0 22,620
PETSMART INC COMMON STOCK USD. COM 716768106 13,933 207,988 SH   SOLE   155,478 0 52,510
PFIZER INC COMMON STOCK USD.05 COM 717081103 313,387 11,188,397 SH   SOLE   6,048,395 0 5,140,002
PGT INC COM 69336V101 250 28,862 SH   SOLE   19,322 0 9,540
PHARMACYCLICS INC COMMON STOCK COM 716933106 5,255 66,130 SH   SOLE   51,750 0 14,380
PHARMERICA CORP COMMON STOCK U COM 71714F104 757 54,599 SH   SOLE   28,753 0 25,846
PHH CORP COMMON STOCK USD.01 COM 693320202 1,807 88,664 SH   SOLE   39,464 0 49,200
PHI INC NON VOTING COMMON STOC COM 69336T205 638 18,611 SH   SOLE   8,746 0 9,865
PHILIP MORRIS INTERNATIONAL CO COM 718172109 241,835 2,791,909 SH   SOLE   1,669,034 0 1,122,875
PHILLIPS 66 COM 718546104 63,884 1,084,435 SH   SOLE   563,366 0 521,069
PHOENIX COMPANIES INC COMMON S COM 71902E604 354 8,240 SH   SOLE   3,176 0 5,064
PHOTOMEDEX INC COM COM 719358301 286 17,951 SH   SOLE   8,151 0 9,800
PHOTRONICS INC COMMON STOCK US COM 719405102 749 92,932 SH   SOLE   40,245 0 52,687
PICO HOLDINGS INC COMMON STOCK COM 693366205 707 33,731 SH   SOLE   14,481 0 19,250
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,537 134,469 SH   SOLE   68,539 0 65,930
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,555 142,876 SH   SOLE   81,045 0 61,831
PIER 1 IMPORTS INC COMMON STOC COM 720279108 2,576 109,671 SH   SOLE   76,122 0 33,549
PIKE ELECTRIC CORP COMMON STOC COM 721283109 373 30,326 SH   SOLE   15,006 0 15,320
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 932 62,358 SH   SOLE   44,928 0 17,430
PINNACLE ENTERTAINMENT INC COM COM 723456109 1,584 80,551 SH   SOLE   58,578 0 21,973
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 1,614 62,764 SH   SOLE   32,186 0 30,578
PINNACLE FOODS INC DEL COM 72348P104 608 25,170 SH   SOLE   19,300 0 5,870
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,929 160,976 SH   SOLE   103,134 0 57,842
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PITNEY BOWES INC COMMON STOCK COM 724479100 5,485 373,606 SH   SOLE   259,125 0 114,481
PLANET PAYMENT INC COM U72603118 38 13,920 SH   SOLE   3,650 0 10,270
PLANTRONICS INC COMMON STOCK U COM 727493108 3,921 89,270 SH   SOLE   72,070 0 17,200
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 3,327 58,138 SH   SOLE   28,418 0 29,720
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 1,786 59,740 SH   SOLE   29,600 0 30,140
PLUM CREEK TIMBER CO REIT USD. COM 729251108 14,562 312,022 SH   SOLE   192,561 0 119,461
PLX TECHNOLOGY INC COMMON STOC COM 693417107 197 41,457 SH   SOLE   26,627 0 14,830
PLY GEM HLDGS INC COM 72941W100 293 14,600 SH   SOLE   9,170 0 5,430
PMC SIERRA INC COMMON STOCK COM 69344F106 1,690 266,213 SH   SOLE   131,763 0 134,450
PMFG INC COMMON STOCK USD1. COM 69345P103 198 28,627 SH   SOLE   11,567 0 17,060
PNC FINANCIAL SERVICES GROUP C COM 693475105 66,761 915,533 SH   SOLE   473,946 0 441,587
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,409 198,703 SH   SOLE   129,403 0 69,300
POLARIS INDUSTRIES INC COMMON COM 731068102 12,831 135,066 SH   SOLE   118,449 0 16,617
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 2,783 264,040 SH   SOLE   213,747 0 50,293
POLYONE CORPORATION COMMON STO COM 73179P106 3,467 139,902 SH   SOLE   104,413 0 35,489
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,789 44,390 SH   SOLE   28,680 0 15,710
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,240 61,825 SH   SOLE   45,535 0 16,290
POPULAR INC COMMON STOCK USD6. COM 733174700 2,329 76,801 SH   SOLE   47,938 0 28,863
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PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,089 133,675 SH   SOLE   67,815 0 65,860
PORTOLA PHARMACEUTICALS COM COM 737010108 208 8,450 SH   SOLE   5,660 0 2,790
POST HOLDINGS INC COM 737446104 3,360 76,967 SH   SOLE   49,067 0 27,900
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POTLATCH CORP REIT USD1. COM 737630103 3,435 84,935 SH   SOLE   67,495 0 17,440
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POZEN INC COMMON STOCK USD.001 COM 73941U102 188 37,534 SH   SOLE   15,524 0 22,010
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PPL CORPORATION COMMON STOCK U COM 69351T106 25,311 836,456 SH   SOLE   494,451 0 342,005
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 70,863 615,346 SH   SOLE   362,868 0 252,478
PRECISION CASTPARTS CORP COMMO COM 740189105 68,777 304,309 SH   SOLE   154,375 0 149,934
PREFERRED BANK LOS ANGELES COM COM 740367404 270 16,397 SH   SOLE   6,707 0 9,690
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PRICESMART INC COMMON STOCK US COM 741511109 1,898 21,664 SH   SOLE   14,944 0 6,720
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PROASSURANCE CORP COMMON STOCK COM 74267C106 4,717 90,438 SH   SOLE   74,702 0 15,736
PROCERA NETWORKS INC COMMON ST COM 74269U203 414 30,160 SH   SOLE   15,420 0 14,740
PROCTER + GAMBLE CO/THE COMMON COM 742718109 381,912 4,960,539 SH   SOLE   2,650,275 0 2,310,264
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PROGRESS SOFTWARE CORP COMMON COM 743312100 1,975 85,833 SH   SOLE   52,358 0 33,475
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PROOFPOINT INC COM COM 743424103 462 19,056 SH   SOLE   12,786 0 6,270
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PROTECTIVE LIFE CORP COMMON ST COM 743674103 4,529 117,905 SH   SOLE   96,410 0 21,495
PROTO LABS INC COM COM 743713109 1,038 15,978 SH   SOLE   10,928 0 5,050
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PRTOTHENA CORP PLC COM G72800108 209 16,190 SH   SOLE   6,480 0 9,710
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 60,413 827,240 SH   SOLE   441,110 0 386,130
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,510 34,784 SH   SOLE   26,944 0 7,840
PTC INC. COM 69370C100 5,537 225,731 SH   SOLE   183,231 0 42,500
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 24,002 734,904 SH   SOLE   437,962 0 296,942
PUBLIC STORAGE REIT USD.1 COM 74460D109 50,778 331,166 SH   SOLE   198,011 0 133,155
PULTEGROUP INC COMMON STOCK US COM 745867101 11,563 609,562 SH   SOLE   428,209 0 181,353
PUMA BIOTECHNOLOGY INC COM 74587V107 859 19,350 SH   SOLE   12,980 0 6,370
PURE CYCLE CORP COM COM 746228303 83 14,930 SH   SOLE   9,990 0 4,940
PVH CORP COMMON STOCK USD1. COM 693656100 16,438 131,452 SH   SOLE   87,846 0 43,606
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 110 16,896 SH   SOLE   13,636 0 3,260
QEP RESOURCES INC COMMON STOCK COM 74733V100 8,104 291,729 SH   SOLE   183,913 0 107,816
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QLIK TECHNOLOGIES INC COMMON S COM 74733T105 2,505 88,599 SH   SOLE   59,769 0 28,830
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,446 151,242 SH   SOLE   69,492 0 81,750
QUAD GRAPHICS INC COMMON STOCK COM 747301109 884 36,681 SH   SOLE   14,701 0 21,980
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QUALCOMM INC COMMON STOCK USD. COM 747525103 206,710 3,384,252 SH   SOLE   1,947,035 0 1,437,217
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QUALITY SYSTEMS INC COMMON STO COM 747582104 2,043 109,187 SH   SOLE   94,637 0 14,550
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QUEST DIAGNOSTICS INC COMMON S COM 74834L100 14,719 242,775 SH   SOLE   150,502 0 92,273
QUESTAR CORP COMMON STOCK NPV COM 748356102 6,538 274,140 SH   SOLE   223,300 0 50,840
QUESTCOR PHARMACEUTICALS COMMO COM 74835Y101 3,171 69,763 SH   SOLE   51,393 0 18,370
QUICKSILVER RESOURCES INC COMM COM 74837R104 286 170,456 SH   SOLE   74,236 0 96,220
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 817 31,991 SH   SOLE   21,431 0 10,560
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Qualys, Inc. COM 74758T303 210 12,997 SH   SOLE   8,717 0 4,280
RACKSPACE HOSTING INC COMMON S COM 750086100 7,232 190,857 SH   SOLE   165,043 0 25,814
RADIAN GROUP INC COMMON STOCK COM 750236101 2,922 251,466 SH   SOLE   125,937 0 125,529
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RALPH LAUREN CORP COMMON STOCK COM 751212101 21,629 124,491 SH   SOLE   91,810 0 32,681
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RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 482 51,521 SH   SOLE   34,931 0 16,590
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RAYMOND JAMES FINANCIAL INC CO COM 754730109 7,518 174,915 SH   SOLE   141,939 0 32,976
RAYONIER INC REIT NPV COM 754907103 14,743 266,176 SH   SOLE   225,173 0 41,003
RAYTHEON COMPANY COMMON STOCK COM 755111507 42,572 643,863 SH   SOLE   400,397 0 243,466
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REGIONS FINANCIAL CORP COMMON COM 7591EP100 19,207 2,015,460 SH   SOLE   1,248,191 0 767,269
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ROLLINS INC COMMON STOCK USD1. COM 775711104 4,855 187,458 SH   SOLE   170,255 0 17,203
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ROYAL GOLD INC COMMON STOCK US COM 780287108 4,969 118,088 SH   SOLE   101,222 0 16,866
RPC INC COMMON STOCK USD.1 COM 749660106 2,030 146,987 SH   SOLE   106,274 0 40,713
RPM INTERNATIONAL INC COMMON S COM 749685103 7,397 231,600 SH   SOLE   194,481 0 37,119
RPX CORP COMMON STOCK COM 74972G103 708 42,129 SH   SOLE   18,079 0 24,050
RR DONNELLEY + SONS CO COMMON COM 257867101 4,567 326,001 SH   SOLE   272,737 0 53,264
RTI INTERNATIONAL METALS INC C COM 74973W107 1,579 56,970 SH   SOLE   29,705 0 27,265
RTI SURGICAL INC COM 74975N105 302 80,331 SH   SOLE   32,901 0 47,430
RUBICON TECHNOLOGY INC COMMON COM 78112T107 216 26,966 SH   SOLE   13,016 0 13,950
RUBY TUESDAY INC COMMON STOCK COM 781182100 1,000 108,298 SH   SOLE   55,280 0 53,018
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 620 55,357 SH   SOLE   28,870 0 26,487
RUE21 INC COMMON STOCK USD.001 COM 781295100 746 17,932 SH   SOLE   13,422 0 4,510
RUSGIDRO ORD COM B2NWKZ1 94 6,166,000 SH   SOLE   0 0 6,166,000
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,286 51,957 SH   SOLE   26,827 0 25,130
RUTH S HOSPITALITY GROUP INC C COM 783332109 452 37,453 SH   SOLE   27,153 0 10,300
RYDER SYSTEM INC COMMON STOCK COM 783549108 4,809 79,108 SH   SOLE   49,172 0 29,936
RYLAND GROUP INC/THE COMMON ST COM 783764103 2,533 63,158 SH   SOLE   47,308 0 15,850
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,417 61,947 SH   SOLE   32,987 0 28,960
Realogy Holdings Corp COM 75605y106 4,979 103,640 SH   SOLE   81,230 0 22,410
Restoration Hardware Holdings, COM 761283100 1,160 15,461 SH   SOLE   10,371 0 5,090
Ruckus Wireless, Inc. COM 781220108 488 38,074 SH   SOLE   25,564 0 12,510
S + T BANCORP INC COMMON STOCK COM 783859101 1,358 69,287 SH   SOLE   43,739 0 25,548
S.Y. BANCORP INC COMMON STOCK COM 785060104 594 24,235 SH   SOLE   10,748 0 13,487
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,524 58,375 SH   SOLE   32,141 0 26,234
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 496 30,917 SH   SOLE   13,811 0 17,106
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,776 36,602 SH   SOLE   25,102 0 11,500
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 9,310 393,511 SH   SOLE   246,039 0 147,472
SAGA COMMUNICATIONS INC CL A C COM 786598300 274 5,962 SH   SOLE   2,723 0 3,239
SAGENT PHARMACEUTICALS INC COM COM 786692103 307 14,634 SH   SOLE   9,844 0 4,790
SAIA INC COMMON STOCK USD.001 COM 78709Y105 751 25,049 SH   SOLE   18,064 0 6,985
SAIC INC COMMON STOCK USD.0001 COM 78390X101 5,978 429,111 SH   SOLE   267,442 0 161,669
SAKS INC COMMON STOCK USD.1 COM 79377W108 3,396 249,005 SH   SOLE   156,825 0 92,180
SALEM COMMUNICATIONS CL A COM COM 794093104 104 13,871 SH   SOLE   5,581 0 8,290
SALESFORCE.COM INC COMMON STOC COM 79466L302 39,915 1,045,448 SH   SOLE   580,788 0 464,660
SALIX PHARMACEUTICALS LTD COMM COM 795435106 4,575 69,159 SH   SOLE   54,693 0 14,466
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 4,705 151,287 SH   SOLE   120,786 0 30,501
SANCHEZ ENERGY CORP COM COM 79970Y105 873 38,034 SH   SOLE   15,814 0 22,220
SANDERSON FARMS INC COMMON STO COM 800013104 2,061 31,029 SH   SOLE   22,809 0 8,220
SANDISK CORP COMMON STOCK USD. COM 80004C101 22,400 366,613 SH   SOLE   234,829 0 131,784
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 1,721 361,649 SH   SOLE   236,589 0 125,060
SANDY SPRING BANCORP INC COMMO COM 800363103 790 36,520 SH   SOLE   15,146 0 21,374
SANFILLIPPO JOHN B SON COM COM 800422107 223 11,048 SH   SOLE   4,388 0 6,660
SANGAMO BIOSCIENCES INC COMMON COM 800677106 397 50,775 SH   SOLE   34,495 0 16,280
SANMINA CORP COM 801056102 1,872 130,481 SH   SOLE   58,733 0 71,748
SANOFI COM 80105N105 495 9,610 SH   SOLE   9,610 0 0
SANTARUS INC COMMON STOCK USD. COM 802817304 1,281 60,861 SH   SOLE   44,931 0 15,930
SAP AKTIENGESELLSCHA ADR COM 803054204 266 3,650 SH   SOLE   3,650 0 0
SAPIENS INTL CORP COM COM N7716A151 123 21,511 SH   SOLE   9,291 0 12,220
SAPIENT CORPORATION COMMON STO COM 803062108 1,597 122,308 SH   SOLE   85,878 0 36,430
SAREPTA THERAPEUTICS INC COM 803607100 1,071 28,160 SH   SOLE   18,970 0 9,190
SAUL CENTERS INC REIT USD.01 COM 804395101 591 13,288 SH   SOLE   9,028 0 4,260
SBA COMMUNICATIONS CORP CL A C COM 78388J106 9,166 123,671 SH   SOLE   92,035 0 31,636
SBERBANK ORD COM B56C9L8 1,478 519,060 SH   SOLE   0 0 519,060
SBERBANK PRF COM B56CB23 654 307,027 SH   SOLE   0 0 307,027
SCANA CORP COMMON STOCK NPV COM 80589M102 11,022 224,486 SH   SOLE   147,311 0 77,175
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,469 45,893 SH   SOLE   20,953 0 24,940
SCHAWK INC COMMON STOCK USD.00 COM 806373106 295 22,466 SH   SOLE   9,776 0 12,690
SCHLUMBERGER LTD COMMON STOCK COM 806857108 138,482 1,932,491 SH   SOLE   1,082,281 0 850,210
SCHNITZER STEEL INDS INC A COM COM 806882106 876 37,451 SH   SOLE   15,881 0 21,570
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,871 63,889 SH   SOLE   40,623 0 23,266
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,459 54,413 SH   SOLE   28,208 0 26,205
SCHWAB (CHARLES) CORP COMMON S COM 808513105 40,803 1,921,936 SH   SOLE   1,019,608 0 902,328
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 2,154 43,187 SH   SOLE   33,797 0 9,390
SCICLONE PHARMACEUTICALS INC C COM 80862K104 281 56,653 SH   SOLE   33,423 0 23,230
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 1,096 97,378 SH   SOLE   72,888 0 24,490
SCIQUEST INC COMMON STOCK USD. COM 80908T101 508 20,278 SH   SOLE   13,738 0 6,540
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,002 222,940 SH   SOLE   90,390 0 132,550
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 3,418 70,755 SH   SOLE   60,480 0 10,275
SCRIPPS NETWORKS INTER CL A CO COM 811065101 10,998 164,739 SH   SOLE   112,622 0 52,117
SEABOARD CORP COMMON STOCK USD COM 811543107 1,763 651 SH   SOLE   408 0 243
SEACHANGE INTERNATIONAL INC CO COM 811699107 540 46,148 SH   SOLE   19,438 0 26,710
SEACOAST BANKING CORP/FL COMMO COM 811707306 226 102,766 SH   SOLE   41,316 0 61,450
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,718 32,732 SH   SOLE   15,242 0 17,490
SEADRILL LIMITED COM COM G7945E105 12,533 307,630 SH   SOLE   242,500 0 65,130
SEAGATE TECHNOLOGY COM G7945M107 12,881 287,333 SH   SOLE   179,253 0 108,080
SEALED AIR CORP COMMON STOCK U COM 81211K100 7,647 319,310 SH   SOLE   219,421 0 99,889
SEARS HOLDINGS CORP COMMON STO COM 812350106 1,828 43,441 SH   SOLE   21,375 0 22,066
SEARS HOMETOWN AND OUTLET STOR COM 812362101 394 9,010 SH   SOLE   4,910 0 4,100
SEATTLE GENETICS INC COMMON ST COM 812578102 3,525 112,037 SH   SOLE   86,587 0 25,450
SEAWORLD ENTERTAINMENT INC COM 81282V100 924 26,320 SH   SOLE   20,820 0 5,500
SECURITY NATL FINL CP CL A NEW COM 814785309 65 10,980 SH   SOLE   4,080 0 6,900
SEI INVESTMENTS COMPANY COMMON COM 784117103 6,946 244,334 SH   SOLE   208,324 0 36,010
SELECT COMFORT CORPORATION COM COM 81616X103 1,772 70,700 SH   SOLE   50,340 0 20,360
SELECT INCOME REIT COM COM 81618T100 717 25,580 SH   SOLE   10,090 0 15,490
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 592 72,172 SH   SOLE   31,142 0 41,030
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,396 104,097 SH   SOLE   55,081 0 49,016
SEMGROUP CORP CLASS A COMMON S COM 81663A105 2,789 51,785 SH   SOLE   33,465 0 18,320
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 27,909 341,356 SH   SOLE   195,542 0 145,814
SEMTECH CORP COMMON STOCK USD. COM 816850101 4,853 138,544 SH   SOLE   114,674 0 23,870
SENECA FOODS CORP CL A COMMO COM 817070501 415 13,539 SH   SOLE   6,889 0 6,650
SENIOR HOUSING PROP TRUST REIT COM 81721M109 7,845 302,549 SH   SOLE   236,122 0 66,427
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 5,817 143,745 SH   SOLE   100,015 0 43,730
SEQUENOM INC COMMON STOCK USD. COM 817337405 495 117,695 SH   SOLE   76,268 0 41,427
SERVICE CORP INTERNATIONAL COM COM 817565104 6,476 359,204 SH   SOLE   302,113 0 57,091
SERVICENOW INC. COM 81762P102 2,803 69,408 SH   SOLE   54,910 0 14,498
SERVICESOURCE INTERNATIONAL CO COM 81763U100 498 53,388 SH   SOLE   35,828 0 17,560
SEVERSTAL ORD COM B0561N2 179 28,071 SH   SOLE   0 0 28,071
SHENANDOAH TELECOMMUNICATION C COM 82312B106 392 23,487 SH   SOLE   15,321 0 8,166
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 26,138 148,008 SH   SOLE   98,531 0 49,477
SHFL ENTERTAINMENT INC COM 78423R105 1,230 69,464 SH   SOLE   50,689 0 18,775
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,295 87,244 SH   SOLE   42,999 0 44,245
SHOE CARNIVAL INC COMMON STOCK COM 824889109 557 23,217 SH   SOLE   9,472 0 13,745
SHORETEL INC COMMON STOCK USD. COM 825211105 314 78,029 SH   SOLE   33,769 0 44,260
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,259 40,488 SH   SOLE   27,269 0 13,219
SIEMENS AG ADR COM 826197501 424 4,190 SH   SOLE   4,190 0 0
SIERRA BANCORP COMMON STOCK NP COM 82620P102 244 16,519 SH   SOLE   6,589 0 9,930
SIGA TECHNOLOGIES INC COMMON S COM 826917106 96 33,967 SH   SOLE   22,407 0 11,560
SIGMA ALDRICH COMMON STOCK USD COM 826552101 16,511 205,460 SH   SOLE   149,843 0 55,617
SIGMA DESIGNS INC COMMON STOCK COM 826565103 252 49,905 SH   SOLE   22,925 0 26,980
SIGNATURE BANK COMMON STOCK US COM 82669G104 5,875 70,764 SH   SOLE   58,551 0 12,213
SIGNET JEWELERS LTD COMMON STO COM G81276100 8,044 119,296 SH   SOLE   97,910 0 21,386
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,727 79,356 SH   SOLE   67,835 0 11,521
SILICON GRAPHICS INTERNATION C COM 82706L108 408 30,510 SH   SOLE   20,790 0 9,720
SILICON IMAGE INC COMMON STOCK COM 82705T102 429 73,258 SH   SOLE   51,058 0 22,200
SILICON LABORATORIES INC COMMO COM 826919102 2,837 68,519 SH   SOLE   57,962 0 10,557
SILICONWARE PRECISION ADR REP COM 827084864 1,393 222,200 SH   SOLE   0 0 222,200
SILVER BAY REALTY TRUST CORP COM 82735Q102 396 23,942 SH   SOLE   8,715 0 15,227
SIMMONS FIRST NATL CORP CL A C COM 828730200 783 29,997 SH   SOLE   14,427 0 15,570
SIMON PROPERTY GROUP INC REIT COM 828806109 96,680 612,210 SH   SOLE   322,822 0 289,388
SIMPSON MANUFACTURING CO INC C COM 829073105 1,989 67,616 SH   SOLE   34,396 0 33,220
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,086 71,015 SH   SOLE   49,045 0 21,970
SIRIUS XM RADIO INC COMMON STO COM 82967N108 12,192 3,639,269 SH   SOLE   1,936,556 0 1,702,713
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 3,543 53,787 SH   SOLE   39,891 0 13,896
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,868 81,580 SH   SOLE   63,710 0 17,870
SJW CORP COMMON STOCK USD1.042 COM 784305104 613 23,394 SH   SOLE   12,115 0 11,279
SKECHERS USA INC CL A COMMON S COM 830566105 1,788 74,459 SH   SOLE   40,899 0 33,560
SKILLED HEALTHCARE GROU CL A C COM 83066R107 135 20,227 SH   SOLE   12,187 0 8,040
SKULLCANDY INC COM 83083J104 134 24,488 SH   SOLE   9,788 0 14,700
SKYWEST INC COMMON STOCK NPV COM 830879102 1,170 86,424 SH   SOLE   42,295 0 44,129
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 7,105 324,573 SH   SOLE   276,312 0 48,261
SL GREEN REALTY CORP REIT USD. COM 78440X101 13,262 150,384 SH   SOLE   114,191 0 36,193
SLM CORP COMMON STOCK USD.2 COM 78442P106 14,801 647,465 SH   SOLE   390,429 0 257,036
SM ENERGY CO COMMON STOCK USD. COM 78454L100 6,878 114,670 SH   SOLE   97,127 0 17,543
SMITH (A.O.) CORP COMMON STOCK COM 831865209 3,457 95,300 SH   SOLE   75,600 0 19,700
SMITH + WESSON HOLDING CORP CO COM 831756101 516 51,687 SH   SOLE   46,367 0 5,320
SMITHFIELD FOODS INC COMMON ST COM 832248108 6,613 201,917 SH   SOLE   161,765 0 40,152
SNAP ON INC COMMON STOCK USD1. COM 833034101 8,156 91,254 SH   SOLE   56,820 0 34,434
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,512 88,420 SH   SOLE   50,022 0 38,398
SOLAR CAPITAL LTD COMMON STOCK COM 83413U100 1,472 63,735 SH   SOLE   27,008 0 36,727
SOLAR SENIOR CAPITAL LTD COMMO COM 83416M105 287 15,578 SH   SOLE   6,220 0 9,358
SOLARCITY CORP COM 83416T100 696 18,420 SH   SOLE   14,600 0 3,820
SOLARWINDS INC COMMON STOCK US COM 83416B109 4,257 109,694 SH   SOLE   92,636 0 17,058
SOLAZYME INC COMMON STOCK COM 83415T101 490 41,847 SH   SOLE   28,097 0 13,750
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,638 119,285 SH   SOLE   102,280 0 17,005
SOLTA MEDICAL INC COMMON STOCK COM 83438K103 221 97,005 SH   SOLE   39,121 0 57,884
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,577 74,613 SH   SOLE   46,603 0 28,010
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,068 73,370 SH   SOLE   46,835 0 26,535
SONOCO PRODUCTS CO COMMON STOC COM 835495102 5,259 152,114 SH   SOLE   124,838 0 27,276
SONUS NETWORKS INC COMMON STOC COM 835916107 980 325,452 SH   SOLE   157,362 0 168,090
SOTHEBY S COMMON STOCK USD.01 COM 835898107 4,806 126,777 SH   SOLE   101,447 0 25,330
SOURCEFIRE INC COMMON STOCK US COM 83616T108 2,257 40,635 SH   SOLE   30,385 0 10,250
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 3,107 54,123 SH   SOLE   29,199 0 24,924
SOUTHERN CO COMMON STOCK USD5. COM 842587107 68,182 1,545,036 SH   SOLE   792,982 0 752,054
SOUTHERN COPPER CORP COMMON ST COM 84265V105 5,474 198,178 SH   SOLE   112,967 0 85,211
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 606 25,359 SH   SOLE   10,801 0 14,558
SOUTHWEST AIRLINES CO COMMON S COM 844741108 13,282 1,030,416 SH   SOLE   637,213 0 393,203
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 364 27,561 SH   SOLE   11,508 0 16,053
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,251 90,847 SH   SOLE   50,939 0 39,908
SOUTHWESTERN ENERGY CO COMMON COM 845467109 21,482 588,068 SH   SOLE   394,156 0 193,912
SOVRAN SELF STORAGE INC REIT U COM 84610H108 2,944 45,440 SH   SOLE   31,014 0 14,426
SPANSION INC CLASS A COMMON ST COM 84649R200 901 71,979 SH   SOLE   29,799 0 42,180
SPARK NETWORKS INC COM COM 84651P100 129 15,272 SH   SOLE   10,222 0 5,050
SPARTAN MOTORS INC COMMON STOC COM 846819100 346 56,556 SH   SOLE   25,876 0 30,680
SPARTAN STORES INC COMMON STOC COM 846822104 693 37,605 SH   SOLE   17,545 0 20,060
SPARTON CORP COM COM 847235108 240 13,900 SH   SOLE   5,570 0 8,330
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 6,874 42,850 SH   SOLE   41,100 0 1,750
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 7,675 36,480 SH   SOLE   36,480 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 46,754 1,356,774 SH   SOLE   788,721 0 568,053
SPECTRANETICS CORP COMMON STOC COM 84760C107 805 43,074 SH   SOLE   28,267 0 14,807
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,277 22,463 SH   SOLE   16,283 0 6,180
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 737 98,769 SH   SOLE   46,489 0 52,280
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 339 19,486 SH   SOLE   7,236 0 12,250
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 2,135 99,393 SH   SOLE   68,774 0 30,619
SPIRIT AIRLINES INC COMMON STO COM 848577102 1,743 54,863 SH   SOLE   37,533 0 17,330
SPIRIT REALTY CAPITAL INC COM 84860W102 1,448 81,734 SH   SOLE   31,944 0 49,790
SPLUNK INC COM COM 848637104 4,205 90,693 SH   SOLE   71,810 0 18,883
SPRINT CORP COMMON COM 85207U105 33,376 4,754,418 SH   SOLE   2,609,424 0 2,144,994
SPS COMMERCE INC COMMON STOCK COM 78463M107 795 14,447 SH   SOLE   10,127 0 4,320
SPX CORP COMMON STOCK USD10. COM 784635104 5,115 71,055 SH   SOLE   57,032 0 14,023
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 1,838 55,854 SH   SOLE   39,114 0 16,740
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,108 52,660 SH   SOLE   32,821 0 19,839
ST JUDE MEDICAL INC COMMON STO COM 790849103 21,798 477,715 SH   SOLE   311,104 0 166,611
STAAR SURGICAL CO COMMON STOCK COM 852312305 348 34,324 SH   SOLE   22,454 0 11,870
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,230 61,652 SH   SOLE   24,222 0 37,430
STAGE STORES INC COMMON STOCK COM 85254C305 1,423 60,548 SH   SOLE   31,658 0 28,890
STAMPS.COM INC COMMON STOCK US COM 852857200 603 15,296 SH   SOLE   11,546 0 3,750
STANCORP FINANCIAL GROUP COMMO COM 852891100 3,289 66,558 SH   SOLE   54,131 0 12,427
STANDARD MOTOR PRODS COMMON ST COM 853666105 884 25,747 SH   SOLE   17,087 0 8,660
STANDARD PACIFIC CORP COMMON S COM 85375C101 2,048 245,895 SH   SOLE   124,955 0 120,940
STANDARD PARKING CORP COMMON S COM 853790103 421 19,604 SH   SOLE   10,314 0 9,290
STANDEX INTERNATIONAL CORP COM COM 854231107 1,124 21,313 SH   SOLE   10,263 0 11,050
STANLEY BLACK + DECKER INC COM COM 854502101 18,365 237,585 SH   SOLE   143,406 0 94,179
STAPLES INC COMMON STOCK USD.0 COM 855030102 19,363 1,220,868 SH   SOLE   835,478 0 385,390
STAR SCIENTIFIC INC COMMON STO COM 85517P101 169 121,530 SH   SOLE   98,010 0 23,520
STARBUCKS CORP COMMON STOCK US COM 855244109 93,550 1,428,468 SH   SOLE   788,193 0 640,275
STARWOOD HOTELS + RESORTS COMM COM 85590A401 18,648 295,114 SH   SOLE   187,503 0 107,611
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,277 132,390 SH   SOLE   90,700 0 41,690
STARZ - LIBERTY CAPITAL COM 85571Q102 2,402 108,704 SH   SOLE   81,171 0 27,533
STATE AUTO FINANCIAL CORP COMM COM 855707105 505 27,786 SH   SOLE   14,496 0 13,290
STATE BANK FINANCIAL CORP COMM COM 856190103 669 44,484 SH   SOLE   18,444 0 26,040
STATE STREET CORP COMMON STOCK COM 857477103 52,051 798,207 SH   SOLE   411,538 0 386,669
STEC INC COMMON STOCK USD.001 COM 784774101 354 52,747 SH   SOLE   20,967 0 31,780
STEEL DYNAMICS INC COMMON STOC COM 858119100 4,958 332,557 SH   SOLE   272,823 0 59,734
STEELCASE INC CL A COMMON STOC COM 858155203 1,758 120,554 SH   SOLE   52,834 0 67,720
STEIN MART INC COMMON STOCK US COM 858375108 542 39,742 SH   SOLE   22,923 0 16,819
STEINER LEISURE LTD COMMON STO COM P8744Y102 1,171 22,159 SH   SOLE   10,929 0 11,230
STEINWAY MUSICAL INSTRUMENTS C COM 858495104 309 10,169 SH   SOLE   3,789 0 6,380
STELLARONE CORP COMMON STOCK U COM 85856G100 624 31,768 SH   SOLE   13,241 0 18,527
STELLUS CAPITAL INVESTMENT COM 858568108 246 16,329 SH   SOLE   6,509 0 9,820
STEPAN CO COMMON STOCK USD1. COM 858586100 1,691 30,405 SH   SOLE   19,955 0 10,450
STERICYCLE INC COMMON STOCK US COM 858912108 15,766 142,772 SH   SOLE   96,978 0 45,794
STERIS CORP COMMON STOCK NPV COM 859152100 4,862 113,394 SH   SOLE   91,124 0 22,270
STERLING BANCORP N Y COMMON ST COM 859158107 706 60,795 SH   SOLE   32,742 0 28,053
STERLING CONSTRUCTION CO COMMO COM 859241101 200 22,095 SH   SOLE   9,326 0 12,769
STERLING FINL CORP/SPOKANE COM COM 859319303 1,223 51,426 SH   SOLE   22,664 0 28,762
STERLITE INDUSTRIES INDI-ADR COM 859737207 1,094 187,300 SH   SOLE   0 0 187,300
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,468 51,009 SH   SOLE   37,079 0 13,930
STEWART ENTERPRISES INC CL A C COM 860370105 1,328 101,426 SH   SOLE   70,893 0 30,533
STEWART INFORMATION SERVICES C COM 860372101 985 37,628 SH   SOLE   18,548 0 19,080
STIFEL FINANCIAL CORP COMMON S COM 860630102 3,848 107,888 SH   SOLE   50,524 0 57,364
STILLWATER MINING CO COMMON ST COM 86074Q102 2,250 209,529 SH   SOLE   105,969 0 103,560
STONE ENERGY CORP COMMON STOCK COM 861642106 1,958 88,879 SH   SOLE   45,542 0 43,337
STONERIDGE INC COMMON STOCK NP COM 86183P102 407 34,986 SH   SOLE   20,448 0 14,538
STR HOLDINGS INC COMMON STOCK COM 78478V100 38 16,640 SH   SOLE   10,340 0 6,300
STRATASYS LTD COM M85548101 2,045 24,421 SH   SOLE   18,210 0 6,211
STRATEGIC HOTELS + RESORTS I R COM 86272T106 2,280 257,357 SH   SOLE   162,587 0 94,770
STRAYER EDUCATION INC COMMON S COM 863236105 960 19,660 SH   SOLE   15,876 0 3,784
STRYKER CORP COMMON STOCK USD. COM 863667101 44,590 689,396 SH   SOLE   411,353 0 278,043
STURM RUGER + CO INC COMMON ST COM 864159108 959 19,961 SH   SOLE   18,361 0 1,600
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 90 13,685 SH   SOLE   8,855 0 4,830
SUFFOLK BANCORP COMMON STOCK U COM 864739107 257 15,731 SH   SOLE   6,291 0 9,440
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TCP CAP CORP COM COM 87238Q103 596 35,536 SH   SOLE   14,346 0 21,190
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THOMSON REUTERS CORP COMMON ST COM 884903105 11,919 365,939 SH   SOLE   188,532 0 177,407
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THRESHOLD PHARMACEUTICALS COM COM 885807206 223 42,370 SH   SOLE   27,640 0 14,730
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UNITED TECHNOLOGIES CORP COMMO COM 913017109 145,575 1,566,334 SH   SOLE   887,024 0 679,310
UNITED THERAPEUTICS CORP COMMO COM 91307C102 5,567 84,585 SH   SOLE   72,818 0 11,767
UNITEDHEALTH GROUP INC COMMON COM 91324P102 129,384 1,975,930 SH   SOLE   1,048,110 0 927,820
UNITIL CORP COMMON STOCK NPV COM 913259107 542 18,780 SH   SOLE   7,500 0 11,280
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UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,227 43,649 SH   SOLE   29,489 0 14,160
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UNIVERSAL HEALTH SERVICES B CO COM 913903100 9,848 147,067 SH   SOLE   123,258 0 23,809
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UTI WORLDWIDE INC COMMON STOCK COM G87210103 2,949 179,071 SH   SOLE   133,021 0 46,050
VAALCO ENERGY INC COMMON STOCK COM 91851C201 391 68,349 SH   SOLE   36,499 0 31,850
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VALERO ENERGY CORP COMMON STOC COM 91913Y100 33,931 975,856 SH   SOLE   508,940 0 466,916
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VALLEY NATIONAL BANCORP COMMON COM 919794107 2,887 304,821 SH   SOLE   253,251 0 51,570
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VANTIVE CORP COM COM 92210H105 2,116 76,662 SH   SOLE   60,571 0 16,091
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 12,697 188,247 SH   SOLE   128,125 0 60,122
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VCA ANTECH INC COMMON STOCK US COM 918194101 3,398 130,237 SH   SOLE   106,704 0 23,533
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VECTREN CORPORATION COMMON STO COM 92240G101 4,214 124,577 SH   SOLE   102,457 0 22,120
VEECO INSTRUMENTS INC COMMON S COM 922417100 2,400 67,772 SH   SOLE   37,758 0 30,014
VENTAS INC REIT USD.25 COM 92276F100 32,910 473,803 SH   SOLE   281,243 0 192,560
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VERINT SYSTEMS INC COMMON STOC COM 92343X100 1,823 51,406 SH   SOLE   34,758 0 16,648
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VERISK ANALYTICS INC CLASS A C COM 92345Y106 8,914 149,312 SH   SOLE   111,901 0 37,411
VERIZON COMMUNICATIONS INC COM COM 92343V104 272,161 5,406,449 SH   SOLE   3,004,659 0 2,401,790
VERTEX PHARMACEUTICALS INC COM COM 92532F100 30,871 386,514 SH   SOLE   332,343 0 54,171
VESTIN RLTY MTG II INC COM COM 92549X201 22 13,600 SH   SOLE   13,600 0 0
VF CORP COMMON STOCK USD1. COM 918204108 32,480 168,237 SH   SOLE   120,150 0 48,087
VIACOM INC CLASS B COMMON STOC COM 92553P201 59,447 873,573 SH   SOLE   481,237 0 392,336
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 867 35,342 SH   SOLE   16,852 0 18,490
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,631 50,813 SH   SOLE   37,543 0 13,270
VICAL INC COMMON STOCK USD.01 COM 925602104 218 69,751 SH   SOLE   44,421 0 25,330
VICOR CORP COMMON STOCK USD.01 COM 925815102 217 31,608 SH   SOLE   13,878 0 17,730
VIEWPOINT FINANCIAL GROUP COMM COM 92672A101 1,312 63,052 SH   SOLE   30,460 0 32,592
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VIRNETX HOLDING CORP COMMON ST COM 92823T108 912 45,604 SH   SOLE   30,374 0 15,230
VIROPHARMA INC COMMON STOCK US COM 928241108 2,548 88,918 SH   SOLE   65,628 0 23,290
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,603 9,096 SH   SOLE   7,107 0 1,989
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 496 22,377 SH   SOLE   16,500 0 5,877
VISA INC CLASS A SHARES COMMON COM 92826C839 176,719 966,996 SH   SOLE   541,017 0 425,979
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,725 196,169 SH   SOLE   158,998 0 37,171
VISHAY PRECISION GROUP COMMON COM 92835K103 269 17,771 SH   SOLE   7,006 0 10,765
VISTAPRINT NV COMMON STOCK USD COM N93540107 1,665 33,719 SH   SOLE   24,329 0 9,390
VISTEON CORP COMMON STOCK COM 92839U206 3,082 48,822 SH   SOLE   36,001 0 12,821
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VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,588 35,424 SH   SOLE   25,604 0 9,820
VIVUS INC COMMON STOCK USD.001 COM 928551100 1,580 125,619 SH   SOLE   88,669 0 36,950
VMWARE INC CLASS A COMMON STOC COM 928563402 6,798 101,475 SH   SOLE   57,109 0 44,366
VOCERA COMMUNICATIONS INC COM COM 92857F107 293 19,939 SH   SOLE   12,179 0 7,760
VOCUS INC COMMON STOCK USD.01 COM 92858J108 296 28,133 SH   SOLE   12,263 0 15,870
VODAFONE GROUP PLC ADR COM 92857W209 646 22,480 SH   SOLE   22,480 0 0
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VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 544 38,507 SH   SOLE   18,707 0 19,800
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 651 229,919 SH   SOLE   93,659 0 136,260
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VOXX INTERNATIONAL CORPORATION COM 91829F104 394 32,112 SH   SOLE   13,682 0 18,430
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VSE CORP COMMON STOCK USD.05 COM 918284100 227 5,529 SH   SOLE   2,169 0 3,360
VTB ORD COM B1WMD67 366 25,629,000 SH   SOLE   0 0 56,290,000
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W+T OFFSHORE INC COMMON STOCK COM 92922P106 762 53,358 SH   SOLE   23,688 0 29,670
WABASH NATIONAL CORP COMMON ST COM 929566107 1,055 103,677 SH   SOLE   45,097 0 58,580
WABCO HOLDINGS INC COMMON STOC COM 92927K102 4,335 58,038 SH   SOLE   42,798 0 15,240
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WARNER CHILCOTT PLC CLASS A CO COM G94368100 4,241 213,344 SH   SOLE   166,933 0 46,411
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WASHINGTON FEDERAL INC COMMON COM 938824109 2,917 154,511 SH   SOLE   126,008 0 28,503
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WATTS WATER TECHNOLOGIES A COM COM 942749102 2,367 52,211 SH   SOLE   28,551 0 23,660
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WEBSTER FINANCIAL CORP COMMON COM 947890109 5,667 220,664 SH   SOLE   140,014 0 80,650
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WEST CORP COM COM 952355204 491 22,160 SH   SOLE   12,190 0 9,970
WEST MARINE INC COMMON STOCK U COM 954235107 288 26,202 SH   SOLE   10,557 0 15,645
WEST PHARMACEUTICAL SERVICES C COM 955306105 4,248 60,458 SH   SOLE   47,631 0 12,827
WESTAMERICA BANCORPORATION COM COM 957090103 3,741 81,871 SH   SOLE   56,949 0 24,922
WESTAR ENERGY INC COMMON STOCK COM 95709T100 6,187 193,592 SH   SOLE   159,836 0 33,756
WESTELL TECHNOLOGIES INC A COM COM 957541105 144 60,254 SH   SOLE   24,394 0 35,860
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WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,083 21,601 SH   SOLE   17,406 0 4,195
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WHOLE FOODS MARKET INC COMMON COM 966837106 30,769 597,692 SH   SOLE   393,344 0 204,348
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WINTRUST FINANCIAL CORP COMMON COM 97650W108 2,807 73,322 SH   SOLE   40,797 0 32,525
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WISDOMTREE INVTS INC COM COM 97717P104 1,031 89,074 SH   SOLE   60,184 0 28,890
WITCO CORP COM COM 97651M109 1,437 197,361 SH   SOLE   0 0 197,361
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WORLD FUEL SERVICES CORP COMMO COM 981475106 8,309 207,826 SH   SOLE   188,222 0 19,604
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WSFS FINANCIAL CORP COMMON STO COM 929328102 667 12,727 SH   SOLE   4,917 0 7,810
WW GRAINGER INC COMMON STOCK U COM 384802104 32,992 130,827 SH   SOLE   92,811 0 38,016
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WYNN RESORTS LTD COMMON STOCK COM 983134107 17,002 132,830 SH   SOLE   90,430 0 42,400
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XCEL ENERGY INC COMMON STOCK U COM 98389B100 22,938 809,380 SH   SOLE   534,473 0 274,907
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XEROX CORP COMMON STOCK USD1. COM 984121103 12,561 1,384,941 SH   SOLE   768,671 0 616,270
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XPO LOGISTICS INC COM COM 983793100 420 23,230 SH   SOLE   10,970 0 12,260
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YELP INC COM COM 985817105 909 26,146 SH   SOLE   17,586 0 8,560
YORK WATER CO COMMON STOCK NPV COM 987184108 248 13,058 SH   SOLE   7,538 0 5,520
YRC WORLDWIDE INC COM 984249607 338 11,756 SH   SOLE   5,236 0 6,520
YUM BRANDS INC COMMON STOCK N COM 988498101 60,151 867,480 SH   SOLE   524,288 0 343,192
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ZALE CORP COMMON STOCK USD.01 COM 988858106 471 51,758 SH   SOLE   22,868 0 28,890
ZAZA ENERGY CORP COM 98919T100 43 35,958 SH   SOLE   21,148 0 14,810
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 3,454 79,522 SH   SOLE   64,569 0 14,953
ZELTIQ AESTHETICS INC COM 98933Q108 98 15,269 SH   SOLE   10,349 0 4,920
ZEP INC COMMON STOCK USD.01 COM 98944B108 523 33,018 SH   SOLE   17,958 0 15,060
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ZIONS BANCORPORATION COMMON ST COM 989701107 7,698 266,562 SH   SOLE   162,122 0 104,440
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 131 62,516 SH   SOLE   40,546 0 21,970
ZIX CORP COMMON STOCK USD.01 COM 98974P100 240 56,767 SH   SOLE   38,977 0 17,790
ZOETIS INC COM COM 98978V103 17,676 572,228 SH   SOLE   461,628 0 110,600
ZOGENIX INC COM 98978L105 107 62,719 SH   SOLE   42,099 0 20,620
ZOLTEK COMPANIES INC COMMON ST COM 98975W104 520 40,287 SH   SOLE   15,937 0 24,350
ZUMIEZ INC COMMON STOCK NPV COM 989817101 773 26,893 SH   SOLE   19,233 0 7,660
ZYGO CORP COMMON STOCK USD.1 COM 989855101 400 25,308 SH   SOLE   9,738 0 15,570
ZYNGA INC CL A COM 98986T108 1,056 379,785 SH   SOLE   256,582 0 123,203
AFRICAN RAINBOW MINERAL COM 6041122 278 18,417 SH   SOLE   0 0 18,417
ANGLO AMERICAN PLATINUM COM 6761000 341 11,462 SH   SOLE   0 0 11,462
ANGLOGOLD ASHANTI LTD COM 6565655 315 22,321 SH   SOLE   0 0 22,321
ASPEN PHARMACARE HLDGS COM B09C0Z1 809 35,366 SH   SOLE   0 0 35,366
EXXARO ORD COM 6418801 186 12,695 SH   SOLE   0 0 12,695
FOSCHINI GROUP (THE) COM 6349688 265 26,679 SH   SOLE   0 0 26,679
GOLD FIELDS LTD COM 6280215 224 43,770 SH   SOLE   0 0 43,770
GROWTHPOINT PROPERTIES COM 6392615 636 239,131 SH   SOLE   0 0 239,131
HARMONY GOLD MINING CO COM 6410562 142 39,318 SH   SOLE   0 0 39,318
IMPALA PLATINUM HLDGS COM B1FFT76 410 43,713 SH   SOLE   0 0 43,713
IMPERIAL ORD COM B095WZ4 300 14,191 SH   SOLE   0 0 14,191
KUMBA IRON ORE LTD COM B1G4262 215 4,640 SH   SOLE   0 0 4,640
MR.PRICE GROUP COM 6820365 247 18,179 SH   SOLE   0 0 18,179
MTN GROUP LTD COM 6563206 1,875 101,155 SH   SOLE   0 0 101,155
NASPERS COM 6622691 1,938 26,361 SH   SOLE   0 0 26,361
NEDBANK GROUP LIMITED COM 6628008 394 22,260 SH   SOLE   0 0 22,260
NETCARE LIMITED COM 6636421 360 154,969 SH   SOLE   0 0 154,969
PPC LIMITED COM B7C6V89 355 118,448 SH   SOLE   0 0 118,448
REDEFINE PROPERTIES LTD COM 6208842 684 647,199 SH   SOLE   0 0 647,199
SASOL COM 6777450 1,771 40,750 SH   SOLE   0 0 40,750
SBANYE GOLD LTD NPV COM B98XZV9 31 43,770 SH   SOLE   0 0 43,770
STANDARD BANK GROUP LIM COM B030GJ7 975 86,849 SH   SOLE   0 0 86,849
STEINHOFF INTERNATIONAL COM 6127936 125 50,561 SH   SOLE   0 0 50,561
TIGER BRANDS COM B0J4PP2 307 10,308 SH   SOLE   0 0 10,308
TRUWORTHS INTERNATIONAL COM 6113485 303 34,635 SH   SOLE   0 0 34,635
WOOLWORTHS HOLDING ORD COM B06KZ97 440 67,827 SH   SOLE   0 0 67,827