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
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 147 29,804 SH   SOLE   15,234 0 14,570
1ST SOURCE CORP COMMON STOCK N COM 336901103 868 32,251 SH   SOLE   17,627 0 14,624
1ST UNITED BANCORP INC/NORTH C COM 33740N105 291 39,689 SH   SOLE   15,299 0 24,390
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 9,040 167,446 SH   SOLE   142,946 0 24,500
3M CO COMMON STOCK USD.01 COM 88579Y101 166,285 1,392,553 SH   SOLE   756,762 0 635,791
8X8 INC COMMON STOCK USD.001 COM 282914100 659 65,484 SH   SOLE   44,734 0 20,750
AAON INC COMMON STOCK USD.004 COM 000360206 1,051 39,582 SH   SOLE   24,410 0 15,172
AAR CORP COMMON STOCK USD1. COM 000361105 2,121 77,594 SH   SOLE   40,783 0 36,811
AARON S INC COMMON STOCK USD.5 COM 002535300 3,425 123,650 SH   SOLE   96,859 0 26,791
ABAXIS INC COMMON STOCK NPV COM 002567105 1,288 30,590 SH   SOLE   22,950 0 7,640
ABB LTD ADR COM 000375204 333 14,100 SH   SOLE   14,100 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 95,182 2,867,799 SH   SOLE   1,479,863 0 1,387,936
ABBVIE INC. COM 00287Y109 134,416 3,005,063 SH   SOLE   1,659,728 0 1,345,335
ABERCROMBIE + FITCH CO CL A CO COM 002896207 4,461 126,113 SH   SOLE   80,480 0 45,633
ABIOMED INC COMMON STOCK USD.0 COM 003654100 1,010 52,986 SH   SOLE   41,846 0 11,140
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,170 119,097 SH   SOLE   71,531 0 47,566
ABRAXAS PETROLEUM CORP COMMON COM 003830106 333 129,456 SH   SOLE   105,826 0 23,630
ACACIA RESEARCH ACACIA TEC T COM 003881307 1,570 68,101 SH   SOLE   32,221 0 35,880
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 1,368 34,682 SH   SOLE   24,442 0 10,240
ACADIA PHARMACEUTICALS COM COM 004225108 1,709 62,227 SH   SOLE   51,097 0 11,130
ACADIA REALTY TRUST REIT USD.0 COM 004239109 2,475 100,283 SH   SOLE   54,788 0 45,495
ACCELRYS INC COMMON STOCK USD. COM 00430U103 813 82,439 SH   SOLE   33,089 0 49,350
ACCENTURE PLC CL A COMMON STOC COM G1151C101 88,838 1,206,383 SH   SOLE   744,684 0 461,699
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,121 168,891 SH   SOLE   70,137 0 98,754
ACCRETIVE HEALTH INC COMMON ST COM 00438V103 505 55,360 SH   SOLE   36,310 0 19,050
ACCURAY INC COMMON STOCK USD.0 COM 004397105 512 69,254 SH   SOLE   46,535 0 22,719
ACCURIDE CORP COMMON STOCK COM 00439T206 229 44,541 SH   SOLE   23,551 0 20,990
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 60,924 651,181 SH   SOLE   393,762 0 257,419
ACELRX PHARMACEUTICALS COM COM 00444T100 199 18,514 SH   SOLE   12,414 0 6,100
ACETO CORP COMMON STOCK USD.01 COM 004446100 587 37,585 SH   SOLE   15,845 0 21,740
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 282 93,364 SH   SOLE   65,584 0 27,780
ACI WORLDWIDE INC COMMON STOCK COM 004498101 4,235 78,334 SH   SOLE   64,460 0 13,874
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,867 54,462 SH   SOLE   40,172 0 14,290
ACORN FACTOR INC COM COM 004848107 93 15,714 SH   SOLE   10,504 0 5,210
ACTAVIS PLC COM G0083B108 28,973 201,201 SH   SOLE   141,173 0 60,028
ACTIVE NETWORK INC/THE COMMON COM 00506D100 1,078 75,326 SH   SOLE   31,266 0 44,060
ACTIVISION BLIZZARD INC COMMON COM 00507V109 5,663 339,709 SH   SOLE   212,880 0 126,829
ACTUANT CORP A COMMON STOCK US COM 00508X203 5,440 140,056 SH   SOLE   76,154 0 63,902
ACTUATE CORP COMMON STOCK USD. COM 00508B102 331 45,099 SH   SOLE   29,889 0 15,210
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 7,557 82,121 SH   SOLE   67,796 0 14,325
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 4,658 164,068 SH   SOLE   109,938 0 54,130
ADDUS HOMECARE CORP COM COM 006739106 210 7,255 SH   SOLE   2,995 0 4,260
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 45,260 871,390 SH   SOLE   473,276 0 398,114
ADT CORP COM 00101J106 12,800 314,795 SH   SOLE   189,581 0 125,214
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 4,314 161,942 SH   SOLE   129,432 0 32,510
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 10,383 125,586 SH   SOLE   107,854 0 17,732
ADVANCED EMISSION SOLUTIONS IN COM 00770C101 376 8,805 SH   SOLE   5,895 0 2,910
ADVANCED ENERGY INDUSTRIES COM COM 007973100 891 50,878 SH   SOLE   36,597 0 14,281
ADVANCED MICRO DEVICES COMMON COM 007903107 4,652 1,224,322 SH   SOLE   936,218 0 288,104
ADVENT SOFTWARE INC COMMON STO COM 007974108 2,449 77,141 SH   SOLE   64,761 0 12,380
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,660 44,717 SH   SOLE   32,997 0 11,720
AECOM TECHNOLOGY CORP COMMON S COM 00766T100 5,160 165,014 SH   SOLE   136,021 0 28,993
AEGERION PHARMACEUTICALS INC C COM 00767E102 2,627 30,654 SH   SOLE   21,444 0 9,210
AEGION CORP COM 00770F104 1,564 65,900 SH   SOLE   34,086 0 31,814
AEGON, N.V. COM 007924103 111 15,051 SH   SOLE   15,051 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 357 4,808 SH   SOLE   2,748 0 2,060
AEROFLEX HOLDING CORP COMMON S COM 007767106 192 27,244 SH   SOLE   11,244 0 16,000
AEROPOSTALE INC COMMON STOCK U COM 007865108 1,303 138,626 SH   SOLE   108,196 0 30,430
AEROVIRONMENT INC COMMON STOCK COM 008073108 750 32,482 SH   SOLE   13,802 0 18,680
AES CORP COMMON STOCK USD.01 COM 00130H105 12,396 932,708 SH   SOLE   573,749 0 358,959
AETNA INC COMMON STOCK USD.01 COM 00817Y108 49,590 774,596 SH   SOLE   464,637 0 309,959
AFC ENTERPRISES COMMON STOCK U COM 00104Q107 1,093 25,071 SH   SOLE   16,501 0 8,570
AFFILIATED MANAGERS GROUP COMM COM 008252108 17,254 94,469 SH   SOLE   78,760 0 15,709
AFFYMETRIX INC COMMON STOCK US COM 00826T108 748 120,673 SH   SOLE   58,453 0 62,220
AFLAC INC COMMON STOCK USD.1 COM 001055102 58,757 947,848 SH   SOLE   573,993 0 373,855
AG MORTGAGE INVESTMENT TRUST COM 001228105 633 38,074 SH   SOLE   15,294 0 22,780
AGCO CORP COMMON STOCK USD.01 COM 001084102 8,653 143,206 SH   SOLE   114,844 0 28,362
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 23,847 465,312 SH   SOLE   298,529 0 166,783
AGILYSYS INC COMMON STOCK USD. COM 00847J105 296 24,873 SH   SOLE   10,967 0 13,906
AGL RESOURCES INC COMMON STOCK COM 001204106 7,397 160,705 SH   SOLE   96,563 0 64,142
AGREE REALTY CORP REIT USD.000 COM 008492100 783 25,929 SH   SOLE   14,011 0 11,918
AH BELO CORP A COMMON STOCK US COM 001282102 211 26,851 SH   SOLE   10,351 0 16,500
AIR LEASE CORP COMMON STOCK US COM 00912X302 1,339 48,407 SH   SOLE   31,326 0 17,081
AIR METHODS CORP COMMON STOCK COM 009128307 2,050 48,124 SH   SOLE   34,887 0 13,237
AIR PRODUCTS + CHEMICALS INC C COM 009158106 44,498 417,547 SH   SOLE   248,720 0 168,827
AIR TRANSPORT SERVICES GROUP C COM 00922R105 558 74,529 SH   SOLE   32,209 0 42,320
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 1,733 99,532 SH   SOLE   56,033 0 43,499
AIRGAS INC COMMON STOCK USD.01 COM 009363102 13,944 131,486 SH   SOLE   94,780 0 36,706
AK STEEL HOLDING CORP COMMON S COM 001547108 838 223,357 SH   SOLE   104,117 0 119,240
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 15,412 298,105 SH   SOLE   200,811 0 97,294
AKORN INC COMMON STOCK NPV COM 009728106 2,160 109,739 SH   SOLE   88,359 0 21,380
ALAMO GROUP INC COMMON STOCK U COM 011311107 603 12,320 SH   SOLE   4,236 0 8,084
ALASKA AIR GROUP INC COMMON ST COM 011659109 7,300 116,576 SH   SOLE   99,466 0 17,110
ALBANY INTL CORP CL A COMMON S COM 012348108 1,920 53,536 SH   SOLE   29,456 0 24,080
ALBANY MOLECULAR RESEARCH COMM COM 012423109 474 36,790 SH   SOLE   12,800 0 23,990
ALBEMARLE CORP COMMON STOCK US COM 012653101 8,278 131,516 SH   SOLE   107,009 0 24,507
ALCOA INC COMMON STOCK USD1. COM 013817101 12,803 1,576,677 SH   SOLE   971,502 0 605,175
ALERE INC COMMON STOCK USD.001 COM 01449J105 1,876 61,376 SH   SOLE   38,931 0 22,445
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,465 96,202 SH   SOLE   58,972 0 37,230
ALEXANDER S INC REIT USD1. COM 014752109 952 3,329 SH   SOLE   2,351 0 978
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 7,601 119,049 SH   SOLE   90,108 0 28,941
ALEXION PHARMACEUTICALS INC CO COM 015351109 39,329 338,578 SH   SOLE   216,897 0 121,681
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 4,628 96,168 SH   SOLE   70,298 0 25,870
ALIMERA SCIENCES INC COMMON ST COM 016259103 61 16,309 SH   SOLE   10,159 0 6,150
ALKERMES PLC COMMON STOCK USD. COM G01767105 4,046 120,353 SH   SOLE   90,723 0 29,630
ALLEGHANY CORP COMMON STOCK US COM 017175100 10,460 25,534 SH   SOLE   20,951 0 4,583
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 5,105 167,274 SH   SOLE   106,314 0 60,960
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 2,139 20,301 SH   SOLE   14,780 0 5,521
ALLERGAN INC COMMON STOCK USD. COM 018490102 54,113 598,263 SH   SOLE   313,768 0 284,495
ALLETE INC COMMON STOCK NPV COM 018522300 3,617 74,891 SH   SOLE   40,301 0 34,590
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 18,375 86,893 SH   SOLE   73,116 0 13,777
ALLIANCE FIBER OPTIC COM COM 018680306 223 10,890 SH   SOLE   7,550 0 3,340
ALLIANCE ONE INTERNATIONAL COM COM 018772103 344 118,145 SH   SOLE   64,545 0 53,600
ALLIANT ENERGY CORP COMMON STO COM 018802108 8,281 167,133 SH   SOLE   134,789 0 32,344
ALLIANT TECHSYSTEMS INC COMMON COM 018804104 5,379 55,132 SH   SOLE   44,263 0 10,869
ALLIED NEVADA GOLD CORP COMMON COM 019344100 683 163,300 SH   SOLE   72,010 0 91,290
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,895 29,129 SH   SOLE   22,047 0 7,082
ALLISON TRANSMISSION HOLDING C COM 01973R101 582 23,238 SH   SOLE   16,025 0 7,213
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 3,761 252,917 SH   SOLE   205,338 0 47,579
ALLSTATE CORP COMMON STOCK USD COM 020002101 41,846 827,811 SH   SOLE   445,118 0 382,693
ALMOST FAMILY INC COMMON STOCK COM 020409108 257 13,214 SH   SOLE   6,194 0 7,020
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 4,088 63,860 SH   SOLE   42,760 0 21,100
ALON USA ENERGY INC COMMON STO COM 020520102 371 36,314 SH   SOLE   16,414 0 19,900
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 197 23,381 SH   SOLE   9,231 0 14,150
ALPHA NATURAL RESOURCES INC CO COM 02076X102 3,016 506,117 SH   SOLE   309,761 0 196,356
ALPHATEC HOLDINGS INC COMMON S COM 02081G102 168 85,488 SH   SOLE   34,888 0 50,600
ALTERA CORP COMMON STOCK USD.0 COM 021441100 21,320 573,726 SH   SOLE   396,797 0 176,929
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 809 35,202 SH   SOLE   14,722 0 20,480
ALTRA HOLDINGS INC COMMON STOC COM 02208R106 787 29,229 SH   SOLE   20,624 0 8,605
ALTRIA GROUP INC COMMON STOCK COM 02209S103 112,617 3,278,527 SH   SOLE   2,068,299 0 1,210,228
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 552 25,720 SH   SOLE   17,150 0 8,570
AMAZON.COM INC COMMON STOCK US COM 023135106 211,857 677,638 SH   SOLE   385,158 0 292,480
AMBAC FINL GROUP INC COM COM 023139884 1,045 57,619 SH   SOLE   25,789 0 31,830
AMC NETWORKS INC A COMMON STOC COM 00164V103 7,174 104,755 SH   SOLE   88,685 0 16,070
AMCOL INTERNATIONAL CORP COMMO COM 02341W103 1,505 46,048 SH   SOLE   26,878 0 19,170
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 3,866 105,518 SH   SOLE   71,509 0 34,009
AMEDISYS INC COMMON STOCK USD. COM 023436108 890 51,667 SH   SOLE   23,877 0 27,790
AMERCO COMMON STOCK USD.25 COM 023586100 1,356 7,364 SH   SOLE   5,219 0 2,145
AMEREN CORPORATION COMMON STOC COM 023608102 12,720 365,093 SH   SOLE   226,714 0 138,379
AMERESCO INC CL A COMMON STOCK COM 02361E108 268 26,776 SH   SOLE   10,816 0 15,960
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,648 83,386 SH   SOLE   35,319 0 48,067
AMERICA MOVIL ADR COM 02364W105 295 14,880 SH   SOLE   14,880 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 435 9,648 SH   SOLE   6,308 0 3,340
AMERICAN APPAREL INC COM COM 023850100 102 78,705 SH   SOLE   31,235 0 47,470
AMERICAN ASSETS TRUST INC REIT COM 024013104 1,690 55,382 SH   SOLE   22,862 0 32,520
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,712 86,802 SH   SOLE   50,322 0 36,480
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 5,601 164,023 SH   SOLE   128,085 0 35,938
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 6,297 279,010 SH   SOLE   181,180 0 97,830
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 3,223 234,424 SH   SOLE   144,979 0 89,445
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,813 415,498 SH   SOLE   365,455 0 50,043
AMERICAN ELECTRIC POWER COMMON COM 025537101 37,713 869,962 SH   SOLE   468,441 0 401,521
AMERICAN EQUITY INVT LIFE HL C COM 025676206 2,141 100,905 SH   SOLE   48,635 0 52,270
AMERICAN EXPRESS CO COMMON STO COM 025816109 131,323 1,738,913 SH   SOLE   995,512 0 743,401
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,750 161,851 SH   SOLE   141,313 0 20,538
AMERICAN INTERNATIONAL GROUP C COM 026874784 123,075 2,530,850 SH   SOLE   1,361,076 0 1,169,774
AMERICAN NATIONAL INSURANCE CO COM 028591105 620 6,319 SH   SOLE   3,845 0 2,474
AMERICAN NATL BANKSHS COM COM 027745108 249 10,741 SH   SOLE   4,311 0 6,430
AMERICAN PAC CORP COM COM 028740108 320 5,848 SH   SOLE   3,488 0 2,360
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 777 20,550 SH   SOLE   14,790 0 5,760
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 878 22,391 SH   SOLE   13,271 0 9,120
AMERICAN REALTY CAP PPTYS COM COM 02917T104 2,654 217,556 SH   SOLE   91,926 0 125,630
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 328 18,626 SH   SOLE   7,426 0 11,200
AMERICAN SAFETY INS HOLDINGS C COM G02995101 543 17,968 SH   SOLE   10,458 0 7,510
AMERICAN SCIENCE + ENGINEERI C COM 029429107 1,606 26,622 SH   SOLE   19,842 0 6,780
AMERICAN SOFTWARE INC CL A COM COM 029683109 268 31,377 SH   SOLE   24,477 0 6,900
AMERICAN STATES WATER CO COMMO COM 029899101 2,505 90,896 SH   SOLE   57,356 0 33,540
AMERICAN SUPERCONDUCTOR CORP C COM 030111108 153 65,205 SH   SOLE   25,745 0 39,460
AMERICAN TOWER REIT INC COM 03027X100 56,527 762,538 SH   SOLE   405,998 0 356,540
AMERICAN VANGUARD CORP COMMON COM 030371108 1,010 37,536 SH   SOLE   26,226 0 11,310
AMERICAN WATER WORKS CO INC CO COM 030420103 5,630 136,394 SH   SOLE   85,226 0 51,168
AMERICAN WOODMARK CORP COMMON COM 030506109 409 11,818 SH   SOLE   7,157 0 4,661
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 28,568 313,661 SH   SOLE   195,829 0 117,832
AMERIS BANCORP COMMON STOCK US COM 03076K108 791 43,036 SH   SOLE   21,292 0 21,744
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,072 30,189 SH   SOLE   15,179 0 15,010
AMERISOURCEBERGEN CORP COMMON COM 03073E105 28,942 473,682 SH   SOLE   342,972 0 130,710
AMES NATIONAL CORP COMMON STOC COM 031001100 293 12,856 SH   SOLE   5,256 0 7,600
AMETEK INC COMMON STOCK USD.01 COM 031100100 13,635 296,278 SH   SOLE   214,655 0 81,623
AMGEN INC COMMON STOCK USD.000 COM 031162100 160,246 1,431,533 SH   SOLE   778,144 0 653,389
AMICUS THERAPEUTICS INC COM 03152W109 67 28,706 SH   SOLE   17,736 0 10,970
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 440 102,454 SH   SOLE   40,504 0 61,950
AMN HEALTHCARE SERVICES INC CO COM 001744101 711 51,696 SH   SOLE   35,746 0 15,950
AMPCO PITTSBURGH CORP COMMON S COM 032037103 224 12,485 SH   SOLE   4,675 0 7,810
AMPHENOL CORP CL A COMMON STOC COM 032095101 23,326 301,446 SH   SOLE   216,021 0 85,425
AMPIO PHARMACEUTICALS INC COM COM 03209T109 180 24,042 SH   SOLE   16,092 0 7,950
AMREIT INC CL B COM 03216B208 418 24,098 SH   SOLE   8,898 0 15,200
AMSURG CORP COMMON STOCK NPV COM 03232P405 2,395 60,328 SH   SOLE   37,335 0 22,993
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,372 111,942 SH   SOLE   96,583 0 15,359
AMYRIS INC COMMON STOCK COM 03236M101 57 24,724 SH   SOLE   15,784 0 8,940
ANACOR PHARMACEUTICALS INC COM COM 032420101 246 23,134 SH   SOLE   14,774 0 8,360
ANADARKO PETROLEUM CORP COMMON COM 032511107 82,848 890,931 SH   SOLE   485,604 0 405,327
ANADIGICS INC COMMON STOCK USD COM 032515108 229 116,057 SH   SOLE   44,707 0 71,350
ANALOG DEVICES INC COMMON STOC COM 032654105 26,016 552,953 SH   SOLE   379,264 0 173,689
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,761 21,309 SH   SOLE   13,459 0 7,850
ANAREN INC COMMON STOCK USD.01 COM 032744104 460 18,048 SH   SOLE   7,428 0 10,620
ANDERSONS INC/THE COMMON STOCK COM 034164103 2,325 33,262 SH   SOLE   16,299 0 16,963
ANGIE'S LIST INC COM 034754101 1,081 48,026 SH   SOLE   26,166 0 21,860
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 511 38,697 SH   SOLE   18,589 0 20,108
ANGLO AMERICAN ADR PLC COM 03485P201 786 64,000 SH   SOLE   0 0 64,000
ANHEUSER BUSCH INBEV ADR COM 03524A108 479 4,827 SH   SOLE   4,827 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 311 12,990 SH   SOLE   6,900 0 6,090
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,854 43,970 SH   SOLE   28,054 0 15,916
ANN INC COMMON STOCK USD.0068 COM 035623107 3,418 94,367 SH   SOLE   77,457 0 16,910
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 8,399 725,313 SH   SOLE   451,964 0 273,349
ANNIES INC COM COM 03600T104 737 15,002 SH   SOLE   11,062 0 3,940
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 14,065 162,566 SH   SOLE   138,958 0 23,608
ANTARES PHARMA INC COMMON STOC COM 036642106 438 107,765 SH   SOLE   75,335 0 32,430
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 989 204,690 SH   SOLE   81,571 0 123,119
AOL INC COMMON STOCK USD.01 COM 00184X105 4,096 118,456 SH   SOLE   94,936 0 23,520
AON PLC COM G0408V102 33,996 456,688 SH   SOLE   309,734 0 146,954
APACHE CORP COMMON STOCK USD.6 COM 037411105 59,950 704,129 SH   SOLE   374,437 0 329,692
APARTMENT INVT + MGMT CO A RE COM 03748R101 6,851 245,220 SH   SOLE   154,288 0 90,932
APCO OIL AND GAS INTL INC COMM COM G0471F109 180 12,654 SH   SOLE   5,004 0 7,650
API TECHNOLOGIES CORP COM COM 00187E203 209 71,200 SH   SOLE   17,500 0 53,700
APOGEE ENTERPRISES INC COMMON COM 037598109 1,144 38,551 SH   SOLE   23,601 0 14,950
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 815 53,349 SH   SOLE   23,249 0 30,100
APOLLO GROUP INC CL A COMMON S COM 037604105 2,993 143,833 SH   SOLE   115,341 0 28,492
APOLLO INVESTMENT CORP COMMON COM 03761U106 4,159 510,297 SH   SOLE   312,634 0 197,663
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 670 45,908 SH   SOLE   19,758 0 26,150
APPLE INC COMMON STOCK NPV COM 037833100 826,155 1,732,889 SH   SOLE   987,166 0 745,723
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 2,858 55,497 SH   SOLE   39,737 0 15,760
APPLIED MATERIALS INC COMMON S COM 038222105 33,359 1,901,864 SH   SOLE   1,239,775 0 662,089
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 956 74,109 SH   SOLE   50,244 0 23,865
APPROACH RESOURCES INC COMMON COM 03834A103 1,340 50,974 SH   SOLE   32,844 0 18,130
APTARGROUP INC COMMON STOCK US COM 038336103 8,396 139,635 SH   SOLE   123,173 0 16,462
AQUA AMERICA INC COMMON STOCK COM 03836W103 8,631 349,021 SH   SOLE   307,082 0 41,939
ARABIAN AMERN DEV CO COM COM 038465100 164 18,048 SH   SOLE   11,448 0 6,600
ARC DOCUMENT SOLUTIONS INC COM 00191G103 299 65,100 SH   SOLE   32,845 0 32,255
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 5,847 108,010 SH   SOLE   70,640 0 37,370
ARCH COAL INC COMMON STOCK USD COM 039380100 1,928 469,045 SH   SOLE   287,125 0 181,920
ARCHER DANIELS MIDLAND CO COMM COM 039483102 41,740 1,133,018 SH   SOLE   612,637 0 520,381
ARCTIC CAT INC COMMON STOCK US COM 039670104 928 16,274 SH   SOLE   12,474 0 3,800
ARDEN GROUP INC A COMMON STOCK COM 039762109 210 1,619 SH   SOLE   773 0 846
ARENA PHARMACEUTICALS INC COMM COM 040047102 1,255 238,099 SH   SOLE   157,079 0 81,020
ARES CAPITAL CORP COMMON STOCK COM 04010L103 3,106 179,619 SH   SOLE   122,264 0 57,355
ARES COML REAL ESTATE COM COM 04013V108 258 20,762 SH   SOLE   3,952 0 16,810
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C & F FINL CORP COM COM 12466Q104 216 4,458 SH   SOLE   1,788 0 2,670
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ENSIGN GROUP INC/THE COMMON ST COM 29358P101 943 22,930 SH   SOLE   16,520 0 6,410
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 1,928 14,113 SH   SOLE   7,228 0 6,885
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,040 200,952 SH   SOLE   92,400 0 108,552
ENTERCOM COMMUNICATIONS CL A C COM 293639100 319 36,278 SH   SOLE   15,168 0 21,110
ENTERGY CORP COMMON STOCK USD. COM 29364G103 16,130 255,259 SH   SOLE   158,651 0 96,608
ENTERPRISE FINANCIAL SERVICE C COM 293712105 418 24,887 SH   SOLE   10,107 0 14,780
ENTRAVISION COMMUNICATIONS A C COM 29382R107 326 55,204 SH   SOLE   35,144 0 20,060
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 643 146,909 SH   SOLE   72,609 0 74,300
ENVESTNET INC COMMON STOCK COM 29404K106 650 20,962 SH   SOLE   14,452 0 6,510
ENZON PHARMACEUTICALS INC COMM COM 293904108 101 60,085 SH   SOLE   25,205 0 34,880
EOG RESOURCES INC COMMON STOCK COM 26875P101 83,281 491,972 SH   SOLE   280,833 0 211,139
EPAM SYSTEMS INC COM 29414B104 701 20,330 SH   SOLE   14,040 0 6,290
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 816 61,748 SH   SOLE   34,838 0 26,910
EPIZYME INC COM COM 29428V104 210 5,225 SH   SOLE   3,515 0 1,710
EPL OIL & GAS INC COM 26883D108 1,670 45,005 SH   SOLE   24,918 0 20,087
EPLUS INC COMMON STOCK USD.01 COM 294268107 269 5,209 SH   SOLE   2,239 0 2,970
EPR PROPERTIES COM 26884U109 4,538 93,114 SH   SOLE   46,814 0 46,300
EQT CORP COMMON STOCK NPV COM 26884L109 22,191 250,121 SH   SOLE   167,407 0 82,714
EQUAL ENERGY LTD COM 29390Q109 227 48,300 SH   SOLE   19,170 0 29,130
EQUIFAX INC COMMON STOCK USD1. COM 294429105 14,281 238,607 SH   SOLE   172,334 0 66,273
EQUINIX INC COMMON STOCK USD.0 COM 29444U502 15,542 84,631 SH   SOLE   72,819 0 11,812
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 2,818 82,479 SH   SOLE   53,639 0 28,840
EQUITY ONE INC REIT USD.01 COM 294752100 3,237 148,064 SH   SOLE   92,224 0 55,840
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 32,978 615,604 SH   SOLE   312,516 0 303,088
ERA GROUP INC. COM 26885G109 904 33,277 SH   SOLE   14,857 0 18,420
ERICSSON TEL - SP ADR COM 294821608 308 23,060 SH   SOLE   23,060 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,712 51,227 SH   SOLE   43,570 0 7,657
ESB FINANCIAL CORP COMMON STOC COM 26884F102 222 17,432 SH   SOLE   6,959 0 10,473
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,408 42,370 SH   SOLE   22,850 0 19,520
ESSA BANCORP INC COMMON STOCK COM 29667D104 128 12,257 SH   SOLE   4,927 0 7,330
ESSEX PROPERTY TRUST INC REIT COM 297178105 9,218 62,410 SH   SOLE   47,675 0 14,735
ESTEE LAUDER COMPANIES CL A CO COM 518439104 31,401 449,229 SH   SOLE   249,984 0 199,245
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 6,158 77,076 SH   SOLE   48,896 0 28,180
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,017 36,503 SH   SOLE   26,013 0 10,490
EURONET WORLDWIDE INC COMMON S COM 298736109 2,235 56,162 SH   SOLE   40,602 0 15,560
EVERBANK FINANCIAL CORP COM COM 29977G102 1,713 114,352 SH   SOLE   48,662 0 65,690
EVERCORE PARTNERS INC CL A COM COM 29977A105 1,964 39,895 SH   SOLE   29,085 0 10,810
EVEREST RE GROUP LTD COMMON ST COM G3223R108 10,452 71,878 SH   SOLE   58,442 0 13,436
EVERTEC INC COM COM 30040P103 586 26,402 SH   SOLE   17,902 0 8,500
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 175 15,555 SH   SOLE   10,675 0 4,880
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,237 67,418 SH   SOLE   40,282 0 27,136
EXACT SCIENCES CORP COMMON STO COM 30063P105 790 66,930 SH   SOLE   44,310 0 22,620
EXACTECH INC COMMON STOCK USD. COM 30064E109 241 11,953 SH   SOLE   5,303 0 6,650
EXAMWORKS GROUP INC COMMON STO COM 30066A105 708 27,227 SH   SOLE   18,447 0 8,780
EXAR CORP COMMON STOCK USD.000 COM 300645108 661 49,323 SH   SOLE   34,915 0 14,408
EXCEL TRUST INC REIT USD.01 COM 30068C109 861 71,730 SH   SOLE   29,190 0 42,540
EXCO RESOURCES INC COMMON STOC COM 269279402 1,278 189,660 SH   SOLE   104,490 0 85,170
EXELIS INC COM 30162A108 4,848 308,618 SH   SOLE   254,922 0 53,696
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 823 141,435 SH   SOLE   120,565 0 20,870
EXELON CORP COMMON STOCK NPV COM 30161N101 44,500 1,501,358 SH   SOLE   811,671 0 689,687
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,286 45,144 SH   SOLE   34,164 0 10,980
EXONE CO COM 302104104 259 6,088 SH   SOLE   3,728 0 2,360
EXPEDIA INC COM 30212P303 9,204 177,720 SH   SOLE   118,335 0 59,385
EXPEDITORS INTL WASH INC COMMO COM 302130109 17,438 395,771 SH   SOLE   284,603 0 111,168
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,113 15,486 SH   SOLE   11,706 0 3,780
EXPRESS INC COMMON STOCK COM 30219E103 1,953 82,799 SH   SOLE   56,709 0 26,090
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 90,634 1,467,043 SH   SOLE   819,851 0 647,192
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 3,010 109,172 SH   SOLE   55,791 0 53,381
EXTRA SPACE STORAGE INC REIT U COM 30225T102 8,044 175,818 SH   SOLE   138,287 0 37,531
EXTREME NETWORKS INC COMMON ST COM 30226D106 692 132,501 SH   SOLE   56,611 0 75,890
EXXON MOBIL CORP COMMON STOCK COM 30231G102 693,180 8,056,484 SH   SOLE   4,429,125 0 3,627,359
EZCORP INC CL A COMMON STOCK U COM 302301106 1,485 87,954 SH   SOLE   43,094 0 44,860
F5 NETWORKS INC COMMON STOCK N COM 315616102 11,417 133,131 SH   SOLE   90,145 0 42,986
FABRINET COMMON STOCK USD.01 COM G3323L100 690 40,959 SH   SOLE   17,829 0 23,130
FACEBOOK INC COM COM 30303M102 96,187 1,914,544 SH   SOLE   1,100,187 0 814,357
FACTSET RESEARCH SYSTEMS INC C COM 303075105 11,978 109,790 SH   SOLE   98,797 0 10,993
FAIR ISAAC CORP COMMON STOCK U COM 303250104 3,846 69,576 SH   SOLE   56,536 0 13,040
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 2,593 186,648 SH   SOLE   153,279 0 33,369
FAIRPOINT COMMUNICATIONS INC C COM 305560302 187 19,535 SH   SOLE   12,085 0 7,450
FAIRWAY GROUP HOLDINGS INC COM 30603D109 473 18,521 SH   SOLE   9,141 0 9,380
FAMILY DOLLAR STORES COMMON ST COM 307000109 15,872 220,387 SH   SOLE   163,301 0 57,086
FANNIE MAE COM 313586109 83 63,500 SH   SOLE   0 0 63,500
FARMERS CAP BK CORP COM COM 309562106 224 10,258 SH   SOLE   4,148 0 6,110
FARO TECHNOLOGIES INC COMMON S COM 311642102 926 21,967 SH   SOLE   15,527 0 6,440
FASTENAL CO COMMON STOCK USD.0 COM 311900104 30,051 598,028 SH   SOLE   439,992 0 158,036
FBL FINANCIAL GROUP INC CL A C COM 30239F106 650 14,480 SH   SOLE   6,420 0 8,060
FBR + CO COMMON STOCK USD.001 COM 30247C400 329 12,271 SH   SOLE   5,135 0 7,136
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 492 14,735 SH   SOLE   6,315 0 8,420
FEDERAL MOGUL CORP COMMON STOC COM 313549404 557 33,190 SH   SOLE   12,600 0 20,590
FEDERAL REALTY INVS TRUST REIT COM 313747206 12,060 118,875 SH   SOLE   94,836 0 24,039
FEDERAL SIGNAL CORP COMMON STO COM 313855108 887 68,945 SH   SOLE   47,685 0 21,260
FEDERATED INVESTORS INC CL B C COM 314211103 4,577 168,525 SH   SOLE   144,938 0 23,587
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 60,882 533,535 SH   SOLE   285,921 0 247,614
FEI COMPANY COMMON STOCK NPV COM 30241L109 4,840 55,125 SH   SOLE   41,705 0 13,420
FELCOR LODGING TRUST INC REIT COM 31430F101 1,363 221,251 SH   SOLE   106,951 0 114,300
FEMALE HEALTH COMPANY COMMON S COM 314462102 142 14,367 SH   SOLE   12,557 0 1,810
FERRO CORP COMMON STOCK USD1. COM 315405100 637 69,909 SH   SOLE   46,969 0 22,940
FIBROCELL SCIENCE INC COM COM 315721209 65 14,749 SH   SOLE   9,839 0 4,910
FIDELITY NATIONAL FINL A COMMO COM 31620R105 9,062 340,688 SH   SOLE   279,591 0 61,097
FIDELITY NATIONAL INFORMATIO C COM 31620M106 22,263 479,384 SH   SOLE   319,401 0 159,983
FIDELITY SOUTHN CORP COM COM 316394105 255 16,619 SH   SOLE   5,727 0 10,892
FIDUS INVESTMENT CORP COM 316500107 371 19,134 SH   SOLE   7,834 0 11,300
FIESTA RESTAURANT GROUP COM 31660B101 658 17,485 SH   SOLE   11,785 0 5,700
FIFTH & PACIFIC COMPANIES INC COM 316645100 5,140 204,537 SH   SOLE   100,337 0 104,200
FIFTH STREET FINANCE CORP COMM COM 31678A103 1,844 179,162 SH   SOLE   73,074 0 106,088
FIFTH THIRD BANCORP COMMON STO COM 316773100 23,100 1,280,508 SH   SOLE   775,016 0 505,492
FINANCIAL ENGINES INC COMMON S COM 317485100 3,378 56,823 SH   SOLE   43,103 0 13,720
FINANCIAL INSTITUTIONS INC COM COM 317585404 435 21,253 SH   SOLE   9,993 0 11,260
FINISAR CORPORATION COMMON STO COM 31787A507 3,349 148,004 SH   SOLE   65,656 0 82,348
FINISH LINE/THE CL A COMMON COM 317923100 1,931 77,642 SH   SOLE   44,173 0 33,469
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 6,275 257,712 SH   SOLE   163,100 0 94,612
FIRST BANCORP INC/ME COMMON ST COM 31866P102 218 12,996 SH   SOLE   5,196 0 7,800
FIRST BANCORP PUERTO RICO COMM COM 318672706 666 117,306 SH   SOLE   58,466 0 58,840
FIRST BANCORP/NC COMMON STOCK COM 318910106 441 30,511 SH   SOLE   12,058 0 18,453
FIRST BUSEY CORP COMMON STOCK COM 319383105 609 116,919 SH   SOLE   56,179 0 60,740
FIRST CASH FINL SVCS INC COMMO COM 31942D107 2,244 38,722 SH   SOLE   28,012 0 10,710
FIRST CITIZENS BCSHS CL A CO COM 31946M103 1,172 5,699 SH   SOLE   3,664 0 2,035
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,335 175,889 SH   SOLE   92,693 0 83,196
FIRST COMMUNITY BANCSHARES COM COM 31983A103 402 24,577 SH   SOLE   9,950 0 14,627
FIRST CONNECTICUT BANCORP COM 319850103 344 23,402 SH   SOLE   9,552 0 13,850
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 314 13,425 SH   SOLE   5,445 0 7,980
FIRST FINANCIAL BANCORP COMMON COM 320209109 2,196 144,739 SH   SOLE   92,933 0 51,806
FIRST FINANCIAL CORP/INDIANA C COM 320218100 607 19,240 SH   SOLE   8,570 0 10,670
FIRST FINANCIAL HOLDINGS INC COM 32023E105 1,915 34,723 SH   SOLE   14,905 0 19,818
FIRST FINANCIAL NORTHWEST COM COM 32022K102 236 22,615 SH   SOLE   9,105 0 13,510
FIRST FINL BANKSHARES INC COMM COM 32020R109 3,542 60,221 SH   SOLE   43,843 0 16,378
FIRST HORIZON NATIONAL CORP CO COM 320517105 3,946 359,024 SH   SOLE   294,120 0 64,904
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,037 186,670 SH   SOLE   88,056 0 98,614
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 614 25,406 SH   SOLE   11,086 0 14,320
FIRST MARBLEHEAD CORP/THE COMM COM 320771108 105 128,258 SH   SOLE   49,718 0 78,540
FIRST MARINER BANCORP COM COM 320795107 17 22,600 SH   SOLE   22,600 0 0
FIRST MERCHANTS CORP COMMON ST COM 320817109 736 42,458 SH   SOLE   16,758 0 25,700
FIRST MIDWEST BANCORP INC/IL C COM 320867104 1,978 130,915 SH   SOLE   66,660 0 64,255
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 5,587 538,723 SH   SOLE   444,205 0 94,518
FIRST OF LONG ISLAND CORP COMM COM 320734106 419 10,784 SH   SOLE   4,324 0 6,460
FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,264 100,539 SH   SOLE   45,796 0 54,743
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 4,384 94,026 SH   SOLE   66,517 0 27,509
FIRST SEC GROUP INC COM 336312202 180 86,529 SH   SOLE   35,429 0 51,100
FIRST SOLAR INC COMMON STOCK U COM 336433107 4,403 109,494 SH   SOLE   73,116 0 36,378
FIRSTENERGY CORP COMMON STOCK COM 337932107 21,745 596,564 SH   SOLE   363,106 0 233,458
FIRSTHAND TECH VALUE FUND COM 33766Y100 287 11,742 SH   SOLE   4,762 0 6,980
FIRSTMERIT CORP COMMON STOCK N COM 337915102 8,290 381,855 SH   SOLE   236,692 0 145,163
FISERV INC COMMON STOCK USD.01 COM 337738108 22,665 224,296 SH   SOLE   148,872 0 75,424
FIVE BELOW COM 33829M101 1,323 30,245 SH   SOLE   21,105 0 9,140
FIVE STAR QUALITY CARE COMMON COM 33832D106 313 60,455 SH   SOLE   23,505 0 36,950
FLAGSTAR BANCORP INC COMMON ST COM 337930705 421 28,550 SH   SOLE   12,289 0 16,261
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 7,250 65,813 SH   SOLE   50,639 0 15,174
FLEXTRONICS INTL LTD COM Y2573F102 139 15,300 SH   SOLE   15,300 0 0
FLIR SYSTEMS INC COMMON STOCK COM 302445101 7,374 234,826 SH   SOLE   157,839 0 76,987
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,467 63,779 SH   SOLE   48,249 0 15,530
FLOW INTL CORP COMMON STOCK US COM 343468104 259 64,932 SH   SOLE   27,562 0 37,370
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,828 365,116 SH   SOLE   321,278 0 43,838
FLOWSERVE CORP COMMON STOCK US COM 34354P105 16,218 259,938 SH   SOLE   185,623 0 74,315
FLUIDIGM CORP COMMON STOCK COM 34385P108 494 22,511 SH   SOLE   15,201 0 7,310
FLUOR CORP COMMON STOCK USD.01 COM 343412102 18,676 263,197 SH   SOLE   169,394 0 93,803
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,017 55,109 SH   SOLE   29,937 0 25,172
FMC CORP COMMON STOCK USD.1 COM 302491303 16,503 230,097 SH   SOLE   155,252 0 74,845
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 23,156 417,821 SH   SOLE   297,204 0 120,617
FNB CORP COMMON STOCK USD.01 COM 302520101 3,001 247,378 SH   SOLE   121,979 0 125,399
FOOT LOCKER INC COMMON STOCK U COM 344849104 7,667 225,910 SH   SOLE   186,000 0 39,910
FORD MOTOR CO COMMON STOCK USD COM 345370860 116,717 6,918,610 SH   SOLE   3,793,300 0 3,125,310
FOREST CITY ENTERPRISES CL A C COM 345550107 2,178 114,976 SH   SOLE   72,668 0 42,308
FOREST LABORATORIES INC COMMON COM 345838106 15,981 373,476 SH   SOLE   214,663 0 158,813
FOREST OIL CORP COMMON STOCK U COM 346091705 1,140 186,914 SH   SOLE   91,353 0 95,561
FORESTAR GROUP INC COMMON STOC COM 346233109 1,253 58,216 SH   SOLE   29,953 0 28,263
FORMFACTOR INC COMMON STOCK US COM 346375108 556 80,981 SH   SOLE   33,770 0 47,211
FORRESTER RESEARCH INC COMMON COM 346563109 1,880 51,156 SH   SOLE   46,341 0 4,815
FORTINET INC COMMON STOCK USD. COM 34959E109 2,542 125,487 SH   SOLE   92,794 0 32,693
FORTUNE BRANDS HOME & SECURITY COM 34964C106 11,702 281,087 SH   SOLE   238,118 0 42,969
FORTUNE INDUSTRIES INC COM 34963X200 3 19,300 SH   SOLE   19,300 0 0
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,274 47,175 SH   SOLE   25,455 0 21,720
FORWARD AIR CORPORATION COMMON COM 349853101 1,726 42,781 SH   SOLE   32,671 0 10,110
FOSSIL GROUP INC. COM 34988V106 10,319 88,769 SH   SOLE   60,488 0 28,281
FOSTER (LB) CO A COMMON STOCK COM 350060109 748 16,346 SH   SOLE   8,040 0 8,306
FOX CHASE BANCORP INC COMMON S COM 35137T108 288 16,580 SH   SOLE   6,636 0 9,944
FRANCESCAS HOLDINGS CORP COM 351793104 882 47,312 SH   SOLE   34,652 0 12,660
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,558 64,916 SH   SOLE   46,654 0 18,262
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 291 15,369 SH   SOLE   6,589 0 8,780
FRANKLIN RESOURCES INC COMMON COM 354613101 47,285 935,405 SH   SOLE   597,537 0 337,868
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,985 155,791 SH   SOLE   72,131 0 83,660
FRED S INC CLASS A COMMON STOC COM 356108100 2,469 157,764 SH   SOLE   124,392 0 33,372
FREDDIE MAC COM 313400301 83 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN COPPER COMMON COM 35671D857 60,843 1,839,266 SH   SOLE   982,010 0 857,256
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 718 43,107 SH   SOLE   28,701 0 14,406
FREIGHTCAR AMERICA INC COMMON COM 357023100 364 17,584 SH   SOLE   6,764 0 10,820
FRESH DEL MONTE PRODUCE INC CO COM G36738105 2,029 68,369 SH   SOLE   34,982 0 33,387
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,823 38,532 SH   SOLE   27,925 0 10,607
FRONTIER COMMUNICATIONS CORP C COM 35906A108 6,094 1,461,283 SH   SOLE   917,202 0 544,081
FRONTLINE LTD COMMON STOCK USD COM G3682E127 185 69,740 SH   SOLE   27,700 0 42,040
FTI CONSULTING INC COMMON STOC COM 302941109 3,512 92,901 SH   SOLE   55,981 0 36,920
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 424 21,569 SH   SOLE   9,109 0 12,460
FUELCELL ENERGY INC COMMON STO COM 35952H106 185 143,677 SH   SOLE   91,527 0 52,150
FULTON FINANCIAL CORP COMMON S COM 360271100 3,421 292,910 SH   SOLE   237,776 0 55,134
FURIEX PHARMACEUTICALS COMMON COM 36106P101 346 7,876 SH   SOLE   5,201 0 2,675
FURMANITE CORP COMMON STOCK NP COM 361086101 434 43,835 SH   SOLE   25,625 0 18,210
FUSION-IO INC COM COM 36112J107 1,093 81,653 SH   SOLE   47,683 0 33,970
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 494 27,492 SH   SOLE   12,522 0 14,970
FX ENERGY INC COMMON STOCK USD COM 302695101 163 47,340 SH   SOLE   31,970 0 15,370
FXCM INC A COMMON STOCK USD.01 COM 302693106 806 40,828 SH   SOLE   31,098 0 9,730
Fleetmatics Group Limited COM G35569105 580 15,439 SH   SOLE   10,749 0 4,690
G + K SERVICES INC CL A COMMO COM 361268105 2,090 34,605 SH   SOLE   18,375 0 16,230
G III APPAREL GROUP LTD COMMON COM 36237H101 1,133 20,746 SH   SOLE   13,176 0 7,570
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 180 14,312 SH   SOLE   5,342 0 8,970
GALENA BIOPHARMA COM COM 363256108 194 85,471 SH   SOLE   58,651 0 26,820
GAMCO INVESTORS INC A COMMON S COM 361438104 608 8,005 SH   SOLE   5,565 0 2,440
GAMESTOP CORP CLASS A COMMON S COM 36467W109 9,379 188,899 SH   SOLE   117,302 0 71,597
GANNETT CO COMMON STOCK USD1. COM 364730101 9,569 357,175 SH   SOLE   225,986 0 131,189
GAP INC/THE COMMON STOCK USD.0 COM 364760108 24,976 620,060 SH   SOLE   448,656 0 171,404
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 11,474 253,913 SH   SOLE   199,909 0 54,004
GARTNER INC COMMON STOCK USD.0 COM 366651107 9,671 161,185 SH   SOLE   138,095 0 23,090
GASLOG LTD COM COM G37585109 531 35,538 SH   SOLE   14,718 0 20,820
GASTAR EXPLORATION INC COM 367299203 223 56,395 SH   SOLE   38,675 0 17,720
GATX CORP COMMON STOCK USD.625 COM 361448103 3,373 70,991 SH   SOLE   57,005 0 13,986
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,121 69,935 SH   SOLE   54,365 0 15,570
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,128 49,898 SH   SOLE   35,348 0 14,550
GENERAL CABLE CORP COMMON STOC COM 369300108 3,563 112,205 SH   SOLE   69,355 0 42,850
GENERAL COMMUNICATION INC A CO COM 369385109 457 47,969 SH   SOLE   36,609 0 11,360
GENERAL DYNAMICS CORP COMMON S COM 369550108 44,633 509,971 SH   SOLE   291,970 0 218,001
GENERAL ELECTRIC CO COMMON STO COM 369604103 404,654 16,938,213 SH   SOLE   9,399,543 0 7,538,670
GENERAL GROWTH PROPERTIES REIT COM 370023103 9,440 489,390 SH   SOLE   277,359 0 212,031
GENERAL MILLS INC COMMON STOCK COM 370334104 60,484 1,262,190 SH   SOLE   723,785 0 538,405
GENERAL MOLY INC COMMON STOCK COM 370373102 131 79,296 SH   SOLE   32,426 0 46,870
GENERAL MOTORS CO COMMON STOCK COM 37045V100 51,741 1,438,444 SH   SOLE   779,133 0 659,311
GENESCO INC COMMON STOCK USD1. COM 371532102 2,127 32,433 SH   SOLE   21,553 0 10,880
GENESEE + WYOMING INC CL A COM COM 371559105 6,304 67,807 SH   SOLE   57,657 0 10,150
GENIE ENERGY COM 372284208 257 26,248 SH   SOLE   14,218 0 12,030
GENMARK DIAGNOSTICS INC COM 372309104 314 25,812 SH   SOLE   17,192 0 8,620
GENOMIC HEALTH INC COMMON STOC COM 37244C101 589 19,264 SH   SOLE   12,324 0 6,940
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 2,829 149,837 SH   SOLE   112,173 0 37,664
GENTEX CORP COMMON STOCK USD.0 COM 371901109 5,960 232,889 SH   SOLE   196,901 0 35,988
GENTHERM INC COM 37253A103 607 31,812 SH   SOLE   22,192 0 9,620
GENTIVA HEALTH SERVICES COMMON COM 37247A102 435 36,136 SH   SOLE   24,396 0 11,740
GENUINE PARTS CO COMMON STOCK COM 372460105 27,343 338,025 SH   SOLE   250,015 0 88,010
GENWORTH FINANCIAL INC CL A CO COM 37247D106 9,357 731,616 SH   SOLE   454,911 0 276,705
GEO GROUP INC/THE COMMON STOCK COM 36159R103 4,033 121,308 SH   SOLE   71,283 0 50,025
GEOMET INC COM 37250U201 5 39,097 SH   SOLE   39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,361 16,142 SH   SOLE   12,024 0 4,118
GERMAN AMERICAN BANCORP COMMON COM 373865104 491 19,469 SH   SOLE   9,129 0 10,340
GERON CORP COMMON STOCK USD.00 COM 374163103 611 182,536 SH   SOLE   71,894 0 110,642
GETTY REALTY CORP REIT USD.01 COM 374297109 847 43,611 SH   SOLE   19,611 0 24,000
GFI GROUP INC COMMON STOCK USD COM 361652209 403 102,035 SH   SOLE   42,015 0 60,020
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 798 55,981 SH   SOLE   28,533 0 27,448
GILEAD SCIENCES INC COMMON STO COM 375558103 181,153 2,882,764 SH   SOLE   1,600,474 0 1,282,290
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,242 131,220 SH   SOLE   68,185 0 63,035
GLADSTONE CAPITAL CORP COMMON COM 376535100 275 31,477 SH   SOLE   14,337 0 17,140
GLADSTONE COMMERCIAL CORP REIT COM 376536108 343 19,082 SH   SOLE   6,852 0 12,230
GLADSTONE INVESTMENT CORP COMM COM 376546107 336 47,607 SH   SOLE   25,988 0 21,619
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,882 69,532 SH   SOLE   49,772 0 19,760
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,217 24,250 SH   SOLE   24,250 0 0
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GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 179 10,179 SH   SOLE   4,499 0 5,680
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 772 98,841 SH   SOLE   42,501 0 56,340
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 175 18,764 SH   SOLE   12,554 0 6,210
GLOBAL GEOPHYSICAL SERVICES CO COM 37946S107 97 35,705 SH   SOLE   12,935 0 22,770
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GLOBAL PAYMENTS INC COMMON STO COM 37940X102 6,720 131,556 SH   SOLE   113,032 0 18,524
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GLOBAL SOURCES LTD COMMON STOC COM G39300101 190 25,631 SH   SOLE   11,314 0 14,317
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,567 101,707 SH   SOLE   48,897 0 52,810
GLOBECOMM SYSTEMS INC COMMON S COM 37956X103 467 33,318 SH   SOLE   14,011 0 19,307
GLOBUS MEDICAL INC A COM COM 379577208 886 50,733 SH   SOLE   35,013 0 15,720
GLU MOBILE INC COMMON STOCK US COM 379890106 144 51,611 SH   SOLE   33,391 0 18,220
GNC HOLDINGS INC CL A COMMON S COM 36191G107 4,883 89,389 SH   SOLE   67,764 0 21,625
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 1,327 35,224 SH   SOLE   23,906 0 11,318
GOLD RESOURCE CORP COMMON STOC COM 38068T105 194 29,317 SH   SOLE   19,847 0 9,470
GOLDCORP INC COM 380956409 517 19,870 SH   SOLE   19,870 0 0
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GOLUB CAPITAL BDC INC COMMON S COM 38173M102 833 48,019 SH   SOLE   19,708 0 28,311
GOODRICH PETROLEUM CORP COMMON COM 382410405 681 28,045 SH   SOLE   18,245 0 9,800
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 9,613 428,195 SH   SOLE   294,739 0 133,456
GOOGLE INC CL A COMMON STOCK U COM 38259P508 438,374 500,478 SH   SOLE   284,648 0 215,830
GORDMANS STORES INC COMMON STO COM 38269P100 124 11,038 SH   SOLE   4,938 0 6,100
GORMAN RUPP CO COMMON STOCK NP COM 383082104 736 18,353 SH   SOLE   11,745 0 6,608
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GP STRATEGIES CORP COMMON STOC COM 36225V104 364 13,868 SH   SOLE   9,648 0 4,220
GRACO INC COMMON STOCK USD1. COM 384109104 8,374 113,069 SH   SOLE   92,669 0 20,400
GRAFTECH INTERNATIONAL LTD COM COM 384313102 1,468 173,755 SH   SOLE   69,885 0 103,870
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 356 9,848 SH   SOLE   6,658 0 3,190
GRAMERCY PROPERTY TRUST INC COM 38489R100 361 87,105 SH   SOLE   35,981 0 51,124
GRAND CANYON EDUCATION INC COM COM 38526M106 1,982 49,208 SH   SOLE   35,218 0 13,990
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,687 87,804 SH   SOLE   54,115 0 33,689
GRAPHIC PACKAGING HOLDING CO C COM 388689101 1,668 194,864 SH   SOLE   136,194 0 58,670
GRAY TELEVISION INC COMMON STO COM 389375106 558 71,084 SH   SOLE   29,234 0 41,850
GREAT LAKES DREDGE + DOCK CO C COM 390607109 636 85,690 SH   SOLE   40,050 0 45,640
GREAT PLAINS ENERGY INC COMMON COM 391164100 4,925 221,830 SH   SOLE   184,465 0 37,365
GREAT SOUTHERN BANCORP INC COM COM 390905107 442 15,646 SH   SOLE   6,026 0 9,620
GREATBATCH INC COMMON STOCK US COM 39153L106 1,417 41,632 SH   SOLE   20,018 0 21,614
GREEN DOT CORP CLASS A COMMON COM 39304D102 977 37,108 SH   SOLE   16,048 0 21,060
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GREENBRIER COMPANIES INC COMMO COM 393657101 1,062 42,941 SH   SOLE   18,681 0 24,260
GREENHILL + CO INC COMMON STOC COM 395259104 2,683 53,785 SH   SOLE   43,935 0 9,850
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GREIF INC CL A COMMON STOCK NP COM 397624107 2,319 47,294 SH   SOLE   38,573 0 8,721
GRIFFON CORP COMMON STOCK USD. COM 398433102 1,013 80,807 SH   SOLE   42,987 0 37,820
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,999 38,602 SH   SOLE   19,849 0 18,753
GROUPON INC COM 399473107 4,059 362,074 SH   SOLE   284,780 0 77,294
GSI GROUP INC COMMON STOCK NPV COM 36191C205 395 41,432 SH   SOLE   16,772 0 24,660
GSI TECHNOLOGY INC COMMON STOC COM 36241U106 196 27,910 SH   SOLE   11,150 0 16,760
GSV CAP CORP COM COM 36191J101 389 26,223 SH   SOLE   10,453 0 15,770
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 1,387 162,929 SH   SOLE   105,859 0 57,070
GTX INC COMMON STOCK USD.001 COM 40052B108 51 25,503 SH   SOLE   15,663 0 9,840
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GUESS? INC COMMON STOCK USD.01 COM 401617105 4,613 154,536 SH   SOLE   137,197 0 17,339
GUIDANCE SOFTWARE INC COMMON S COM 401692108 136 14,963 SH   SOLE   10,133 0 4,830
GUIDEWIRE SOFTWARE INC COM COM 40171V100 1,940 41,176 SH   SOLE   29,376 0 11,800
GULF ISLAND FABRICATION INC CO COM 402307102 668 27,244 SH   SOLE   12,334 0 14,910
GULFMARK OFFSHORE INC CL A COM COM 402629208 2,497 49,069 SH   SOLE   19,879 0 29,190
GULFPORT ENERGY CORP COMMON ST COM 402635304 5,407 84,034 SH   SOLE   64,884 0 19,150
H+E EQUIPMENT SERVICES INC COM COM 404030108 886 33,355 SH   SOLE   22,505 0 10,850
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,706 476,586 SH   SOLE   327,678 0 148,908
H.B. FULLER CO. COMMON STOCK U COM 359694106 3,221 71,279 SH   SOLE   54,189 0 17,090
HACKETT GROUP INC/THE COMMON S COM 404609109 224 31,473 SH   SOLE   14,423 0 17,050
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,075 77,104 SH   SOLE   58,492 0 18,612
HAIN CELESTIAL GROUP INC COMMO COM 405217100 4,117 53,379 SH   SOLE   40,219 0 13,160
HALCON RESOURCES CORP COM COM 40537Q209 1,372 309,699 SH   SOLE   126,098 0 183,601
HALLADOR ENERGY CO COMMON STOC COM 40609P105 86 11,724 SH   SOLE   4,694 0 7,030
HALLIBURTON CO COMMON STOCK US COM 406216101 83,880 1,742,055 SH   SOLE   997,679 0 744,376
HALLMARK FINL SERVICES INC COM COM 40624Q203 194 21,916 SH   SOLE   7,698 0 14,218
HALOZYME THERAPEUTICS INC COMM COM 40637H109 957 86,714 SH   SOLE   55,804 0 30,910
HAMPTON ROADS BANKSHARES INC C COM 409321502 56 39,487 SH   SOLE   18,857 0 20,630
HANCOCK HOLDING CO COMMON STOC COM 410120109 6,256 199,357 SH   SOLE   125,766 0 73,591
HANESBRANDS INC COMMON STOCK U COM 410345102 10,715 171,962 SH   SOLE   146,941 0 25,021
HANGER INC. COM 41043F208 1,829 54,165 SH   SOLE   33,045 0 21,120
HANMI FINANCIAL CORPORATION CO COM 410495204 852 51,444 SH   SOLE   25,354 0 26,090
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 147 12,876 SH   SOLE   8,606 0 4,270
HANOVER INSURANCE GROUP INC/ C COM 410867105 4,302 77,767 SH   SOLE   64,982 0 12,785
HARBINGER GROUP INC COMMON STO COM 41146A106 464 44,783 SH   SOLE   17,843 0 26,940
HARDINGE INC COM COM 412324303 258 16,680 SH   SOLE   6,450 0 10,230
HARLEY DAVIDSON INC COMMON STO COM 412822108 24,069 374,679 SH   SOLE   252,056 0 122,623
HARMAN INTERNATIONAL COMMON ST COM 413086109 6,896 104,122 SH   SOLE   64,308 0 39,814
HARMONIC INC COMMON STOCK USD. COM 413160102 1,337 173,877 SH   SOLE   81,782 0 92,095
HARRIS CORP COMMON STOCK USD1. COM 413875105 10,402 175,421 SH   SOLE   112,857 0 62,564
HARRIS TEETER SUPERMARKETS INC COM 414585109 5,672 115,303 SH   SOLE   74,903 0 40,400
HARSCO CORP COMMON STOCK USD1. COM 415864107 3,451 138,601 SH   SOLE   113,762 0 24,839
HARTE HANKS INC COMMON STOCK U COM 416196103 713 80,738 SH   SOLE   43,158 0 37,580
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 20,388 655,129 SH   SOLE   395,361 0 259,768
HARVARD BIOSCIENCE INC COMMON COM 416906105 187 35,537 SH   SOLE   13,927 0 21,610
HASBRO INC COMMON STOCK USD.5 COM 418056107 9,370 198,776 SH   SOLE   131,686 0 67,090
HATTERAS FINANCIAL CORP REIT U COM 41902R103 1,345 71,880 SH   SOLE   45,377 0 26,503
HAVERTY FURNITURE COMMON STOCK COM 419596101 801 32,646 SH   SOLE   19,036 0 13,610
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 3,766 150,032 SH   SOLE   124,303 0 25,729
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 634 85,148 SH   SOLE   29,568 0 55,580
HAWAIIN TELCOM HOLDCO COM COM 420031106 376 14,149 SH   SOLE   5,709 0 8,440
HAWKINS INC COMMON STOCK USD.0 COM 420261109 413 10,932 SH   SOLE   7,412 0 3,520
HAYNES INTERNATIONAL INC COMMO COM 420877201 1,016 22,420 SH   SOLE   11,610 0 10,810
HCA HOLDINGS INC COMMON STOCK COM 40412C101 8,017 187,537 SH   SOLE   123,514 0 64,023
HCC INSURANCE HOLDINGS INC COM COM 404132102 8,990 205,158 SH   SOLE   176,714 0 28,444
HCI GROUP INC COM 40416E103 1,100 26,931 SH   SOLE   24,271 0 2,660
HCP INC REIT USD1. COM 40414L109 28,163 687,753 SH   SOLE   391,065 0 296,688
HEADWATERS INC COMMON STOCK US COM 42210P102 715 79,529 SH   SOLE   56,399 0 23,130
HEALTH CARE REIT INC REIT USD1 COM 42217K106 26,305 421,691 SH   SOLE   242,446 0 179,245
HEALTH MGMT ASSOCIATES INC A C COM 421933102 5,685 444,159 SH   SOLE   378,262 0 65,897
HEALTH NET INC COMMON STOCK US COM 42222G108 3,857 121,670 SH   SOLE   98,006 0 23,664
HEALTHCARE REALTY TRUST INC RE COM 421946104 3,526 152,572 SH   SOLE   84,382 0 68,190
HEALTHCARE SERVICES GROUP COMM COM 421906108 3,281 127,369 SH   SOLE   105,559 0 21,810
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HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,498 101,447 SH   SOLE   62,557 0 38,890
HEALTHSTREAM INC COMMON STOCK COM 42222N103 862 22,758 SH   SOLE   16,958 0 5,800
HEALTHWAYS INC COMMON STOCK US COM 422245100 915 49,418 SH   SOLE   31,078 0 18,340
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,488 104,876 SH   SOLE   82,826 0 22,050
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 633 22,705 SH   SOLE   8,395 0 14,310
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,052 51,666 SH   SOLE   39,906 0 11,760
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,246 17,022 SH   SOLE   11,712 0 5,310
HECLA MINING CO COMMON STOCK U COM 422704106 1,734 552,341 SH   SOLE   286,381 0 265,960
HEICO CORP COMMON STOCK USD.01 COM 422806109 3,596 53,084 SH   SOLE   36,684 0 16,400
HEIDRICK + STRUGGLES INTL COMM COM 422819102 559 29,322 SH   SOLE   13,692 0 15,630
HELEN OF TROY LTD COMMON STOCK COM G4388N106 2,627 59,430 SH   SOLE   31,171 0 28,259
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 6,209 244,732 SH   SOLE   152,062 0 92,670
HELMERICH + PAYNE COMMON STOCK COM 423452101 12,658 183,583 SH   SOLE   114,887 0 68,696
HENRY SCHEIN INC COMMON STOCK COM 806407102 15,398 148,483 SH   SOLE   126,364 0 22,119
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HERCULES OFFSHORE INC COMMON S COM 427093109 1,728 234,431 SH   SOLE   98,392 0 136,039
HERCULES TECHNOLOGY GROWTH COM COM 427096508 1,338 87,738 SH   SOLE   36,550 0 51,188
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HERMAN MILLER INC COMMON STOCK COM 600544100 3,498 119,885 SH   SOLE   99,435 0 20,450
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,698 303,795 SH   SOLE   124,980 0 178,815
HERSHEY CO/THE COMMON STOCK US COM 427866108 24,470 264,543 SH   SOLE   175,150 0 89,393
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 6,955 313,861 SH   SOLE   242,610 0 71,251
HESS CORP COMMON STOCK USD1. COM 42809H107 41,078 531,130 SH   SOLE   282,702 0 248,428
HEWLETT PACKARD CO COMMON STOC COM 428236103 71,925 3,428,245 SH   SOLE   1,845,115 0 1,583,130
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 3,806 98,083 SH   SOLE   74,233 0 23,850
HFF INC CLASS A COMMON STOCK U COM 40418F108 987 39,387 SH   SOLE   27,167 0 12,220
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HI TECH PHARMACAL CO INC COMMO COM 42840B101 748 17,328 SH   SOLE   9,098 0 8,230
HIBBETT SPORTS INC COMMON STOC COM 428567101 2,005 35,700 SH   SOLE   26,910 0 8,790
HICKORY TECH CORP COM COM 429060106 135 11,876 SH   SOLE   7,956 0 3,920
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 278 36,240 SH   SOLE   24,520 0 11,720
HIGHWOODS PROPERTIES INC REIT COM 431284108 7,340 207,868 SH   SOLE   136,949 0 70,919
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,311 92,396 SH   SOLE   75,280 0 17,116
HILLENBRAND INC COMMON STOCK N COM 431571108 1,798 65,692 SH   SOLE   47,082 0 18,610
HILLSHIRE BRANDS COM COM 432589109 6,786 220,744 SH   SOLE   189,383 0 31,361
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,753 94,735 SH   SOLE   39,995 0 54,740
HITTITE MICROWAVE CORP COMMON COM 43365Y104 2,479 37,939 SH   SOLE   27,449 0 10,490
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HNI CORP COMMON STOCK USD1. COM 404251100 2,888 79,814 SH   SOLE   63,834 0 15,980
HOLLYFRONTIER CORP COMMON STOC COM 436106108 12,639 300,140 SH   SOLE   247,063 0 53,077
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,690 420,806 SH   SOLE   347,027 0 73,779
HOME BANCSHARES INC COMMON STO COM 436893200 2,112 69,555 SH   SOLE   38,285 0 31,270
HOME DEPOT INC COMMON STOCK US COM 437076102 202,263 2,666,614 SH   SOLE   1,530,096 0 1,136,518
HOME FEDERAL BANCORP INC/MD CO COM 43710G105 297 23,645 SH   SOLE   8,417 0 15,228
HOME LOAN SERVICING SOLUTION C COM G6648D109 2,036 92,508 SH   SOLE   35,698 0 56,810
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HOMEAWAY INC COM COM 43739Q100 1,349 48,189 SH   SOLE   38,010 0 10,179
HOMESTREET INC COM 43785V102 347 17,999 SH   SOLE   7,419 0 10,580
HOMETRUST BANCSHARES INC COM COM 437872104 471 28,535 SH   SOLE   11,535 0 17,000
HONDA MOTOR ADR COM 438128308 455 11,920 SH   SOLE   11,920 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 115,271 1,388,139 SH   SOLE   834,759 0 553,380
HOOKER FUNITURE CORP COM COM 439038100 220 14,691 SH   SOLE   5,911 0 8,780
HORACE MANN EDUCATORS COMMON S COM 440327104 2,002 70,546 SH   SOLE   35,350 0 35,196
HORIZON BANCORP INDIANA COM COM 440407104 277 11,851 SH   SOLE   4,751 0 7,100
HORIZON PHARMA INC COM 44047T109 192 56,900 SH   SOLE   28,900 0 28,000
HORIZON TECHNOLOGY FINANCIAL C COM 44045A102 138 10,329 SH   SOLE   3,414 0 6,915
HORMEL FOODS CORP COMMON STOCK COM 440452100 13,731 326,009 SH   SOLE   245,192 0 80,817
HORNBECK OFFSHORE SERVICES COM COM 440543106 4,220 73,472 SH   SOLE   38,275 0 35,197
HORSEHEAD HOLDING CORP COMMON COM 440694305 863 69,258 SH   SOLE   33,268 0 35,990
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HOST HOTELS + RESORTS INC REIT COM 44107P104 19,994 1,131,520 SH   SOLE   653,052 0 478,468
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 387 28,706 SH   SOLE   15,126 0 13,580
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HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,184 28,332 SH   SOLE   17,934 0 10,398
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HUB GROUP INC CL A COMMON STOC COM 443320106 1,830 46,658 SH   SOLE   34,098 0 12,560
HUBBELL INC CL B COMMON STOCK COM 443510201 10,032 95,783 SH   SOLE   81,744 0 14,039
HUDSON CITY BANCORP INC COMMON COM 443683107 6,476 715,606 SH   SOLE   450,668 0 264,938
HUDSON PACIFIC PROPERTIES IN R COM 444097109 1,264 64,967 SH   SOLE   26,194 0 38,773
HUDSON VALLEY HOLDING CORP COM COM 444172100 421 22,421 SH   SOLE   9,007 0 13,414
HUMANA INC COMMON STOCK USD.16 COM 444859102 26,104 279,701 SH   SOLE   190,097 0 89,604
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 11,610 159,200 SH   SOLE   135,952 0 23,248
HUNTINGTON BANCSHARES INC COMM COM 446150104 10,168 1,230,946 SH   SOLE   745,694 0 485,252
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HURCO COMPANIES INC COMMON STO COM 447324104 294 11,352 SH   SOLE   3,582 0 7,770
HURON CONSULTING GROUP INC COM COM 447462102 2,014 38,275 SH   SOLE   20,085 0 18,190
HUTCHINSON TECHNOLOGY COM 448407106 121 34,765 SH   SOLE   13,055 0 21,710
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ICF INTERNATIONAL INC COMMON S COM 44925C103 1,042 29,435 SH   SOLE   13,335 0 16,100
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IDACORP INC COMMON STOCK NPV COM 451107106 6,980 144,218 SH   SOLE   98,508 0 45,710
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IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,150 140,230 SH   SOLE   119,069 0 21,161
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IDT CORP CLASS B COMMON STOCK COM 448947507 403 22,680 SH   SOLE   16,300 0 6,380
IGATE CORP COMMON STOCK USD.01 COM 45169U105 1,252 45,099 SH   SOLE   30,375 0 14,724
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IMATION CORP COMMON STOCK USD. COM 45245A107 198 48,245 SH   SOLE   18,855 0 29,390
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INCYTE CORP COMMON STOCK USD.0 COM 45337C102 4,127 108,187 SH   SOLE   80,959 0 27,228
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INFINITY PHARMACEUTICALS INC C COM 45665G303 881 50,489 SH   SOLE   33,374 0 17,115
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INFOBLOX INC COM COM 45672H104 2,005 47,946 SH   SOLE   33,896 0 14,050
INFORMATICA CORP COMMON STOCK COM 45666Q102 7,090 181,942 SH   SOLE   156,509 0 25,433
ING GROEP N V SPONSORED ADR COM 456837103 291 25,630 SH   SOLE   25,630 0 0
ING US INC COM 45685E106 1,414 48,425 SH   SOLE   32,695 0 15,730
INGERSOLL RAND PLC COMMON STOC COM G47791101 29,693 457,230 SH   SOLE   295,197 0 162,033
INGLES MARKETS INC CLASS A COM COM 457030104 516 17,969 SH   SOLE   7,369 0 10,600
INGRAM MICRO INC CL A COMMON S COM 457153104 5,185 224,961 SH   SOLE   183,273 0 41,688
INGREDION, INC. COM 457187102 7,936 119,936 SH   SOLE   98,210 0 21,726
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INPHI CORP COMMON STOCK COM 45772F107 443 33,006 SH   SOLE   16,786 0 16,220
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INSTEEL INDUSTRIES INC COMMON COM 45774W108 341 21,184 SH   SOLE   15,394 0 5,790
INSULET CORP COMMON STOCK USD. COM 45784P101 2,320 64,021 SH   SOLE   45,921 0 18,100
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INTEL CORP COMMON STOCK USD.00 COM 458140100 208,137 9,081,018 SH   SOLE   5,050,599 0 4,030,419
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INTER PARFUMS INC COMMON STOCK COM 458334109 1,487 49,588 SH   SOLE   38,968 0 10,620
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INTERACTIVE INTELLIGENCE GRO C COM 45841V109 1,243 19,584 SH   SOLE   13,904 0 5,680
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INTERNAP NETWORK SERVICES COMM COM 45885A300 597 85,853 SH   SOLE   38,713 0 47,140
INTERNATIONAL BANCSHARES CRP C COM 459044103 2,693 124,518 SH   SOLE   76,822 0 47,696
INTERNATIONAL PAPER CO COMMON COM 460146103 32,908 734,549 SH   SOLE   479,813 0 254,736
INTERPUBLIC GROUP OF COS INC C COM 460690100 11,421 664,775 SH   SOLE   435,436 0 229,339
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INTERSIL CORP A COMMON STOCK U COM 46069S109 3,338 297,204 SH   SOLE   185,714 0 111,490
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INTERVEST BANCSHS CORP CL A COM 460927106 193 24,389 SH   SOLE   9,779 0 14,610
INTL BUSINESS MACHINES CORP CO COM 459200101 368,640 1,990,711 SH   SOLE   1,150,597 0 840,114
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INTL FLAVORS + FRAGRANCES COMM COM 459506101 11,481 139,507 SH   SOLE   95,842 0 43,665
INTL GAME TECHNOLOGY COMMON ST COM 459902102 8,335 440,298 SH   SOLE   304,331 0 135,967
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INTL SPEEDWAY CORP CL A COMMON COM 460335201 2,000 61,923 SH   SOLE   36,865 0 25,058
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INTREPID POTASH INC COMMON STO COM 46121Y102 2,007 128,010 SH   SOLE   80,450 0 47,560
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INVESTORS BANCORP INC COMMON S COM 46146P102 1,582 72,315 SH   SOLE   34,502 0 37,813
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,254 151,995 SH   SOLE   60,205 0 91,790
ION GEOPHYSICAL CORP COMMON ST COM 462044108 1,122 215,689 SH   SOLE   107,759 0 107,930
IPC THE HOSPITALIST CO COMMON COM 44984A105 1,005 19,693 SH   SOLE   14,836 0 4,857
IPG PHOTONICS CORP COMMON STOC COM 44980X109 1,733 30,768 SH   SOLE   23,419 0 7,349
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 606 88,123 SH   SOLE   35,733 0 52,390
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,325 35,181 SH   SOLE   24,851 0 10,330
IRON MOUNTAIN INC COMMON STOCK COM 462846106 7,703 285,086 SH   SOLE   195,656 0 89,430
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 971 81,928 SH   SOLE   55,048 0 26,880
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ISIS PHARMACEUTICALS INC COMMO COM 464330109 4,443 118,365 SH   SOLE   80,815 0 37,550
ISLE OF CAPRI CASINOS COMMON S COM 464592104 231 30,525 SH   SOLE   11,945 0 18,580
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,735 144,109 SH   SOLE   65,989 0 78,120
ITAU UNIBANCO BANCO ADR COM 465562106 224 15,880 SH   SOLE   15,880 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,098 64,964 SH   SOLE   51,418 0 13,546
ITRON INC COMMON STOCK NPV COM 465741106 3,897 90,976 SH   SOLE   55,806 0 35,170
ITT CORP COM 450911201 5,642 156,946 SH   SOLE   133,642 0 23,304
ITT EDUCATIONAL SERVICES INC C COM 45068B109 942 30,396 SH   SOLE   21,586 0 8,810
IXIA COMMON STOCK NPV COM 45071R109 1,028 65,597 SH   SOLE   45,647 0 19,950
IXYS CORPORATION COMMON STOCK COM 46600W106 357 36,950 SH   SOLE   17,210 0 19,740
Intercept Pharmaceuticals, Inc COM 45845P108 399 5,787 SH   SOLE   3,807 0 1,980
J + J SNACK FOODS CORP COMMON COM 466032109 2,175 26,942 SH   SOLE   20,832 0 6,110
J GLOBAL INC COM 48123V102 4,548 91,841 SH   SOLE   76,311 0 15,530
J.C. PENNEY CO INC COMMON STOC COM 708160106 2,399 272,046 SH   SOLE   172,453 0 99,593
JABIL CIRCUIT INC COMMON STOCK COM 466313103 6,248 288,212 SH   SOLE   178,481 0 109,731
JACK HENRY + ASSOCIATES INC CO COM 426281101 11,600 224,754 SH   SOLE   203,609 0 21,145
JACK IN THE BOX INC COMMON STO COM 466367109 2,658 66,450 SH   SOLE   45,300 0 21,150
JACOBS ENGINEERING GROUP INC C COM 469814107 10,483 180,183 SH   SOLE   118,882 0 61,301
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 148 33,044 SH   SOLE   15,064 0 17,980
JAMBA INC COMMON STOCK USD.001 COM 47023A309 198 14,824 SH   SOLE   10,015 0 4,809
JANUS CAPITAL GROUP INC COMMON COM 47102X105 2,881 338,519 SH   SOLE   205,339 0 133,180
JARDEN CORP COMMON STOCK USD.0 COM 471109108 9,456 195,374 SH   SOLE   168,656 0 26,718
JAVELIN MORTGAGE INVESTMENT COM 47200B104 218 18,398 SH   SOLE   7,378 0 11,020
JAZZ PHARMACEUTICALS PLC COM G50871105 4,218 45,867 SH   SOLE   36,137 0 9,730
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 5,888 400,238 SH   SOLE   273,829 0 126,409
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 3,240 486,497 SH   SOLE   299,067 0 187,430
JIVE SOFTWARE INC COM COM 47760A108 452 36,166 SH   SOLE   24,776 0 11,390
JM SMUCKER CO/THE COMMON STOCK COM 832696405 17,018 162,014 SH   SOLE   99,790 0 62,224
JMP GROUP INC COMMON STOCK USD COM 46629U107 132 21,334 SH   SOLE   8,524 0 12,810
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 946 38,029 SH   SOLE   27,432 0 10,597
JOHNSON + JOHNSON COMMON STOCK COM 478160104 413,613 4,771,176 SH   SOLE   2,753,176 0 2,018,000
JOHNSON CONTROLS INC COMMON ST COM 478366107 48,936 1,179,170 SH   SOLE   626,779 0 552,391
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JONES GROUP INC/THE COMMON STO COM 48020T101 1,988 132,445 SH   SOLE   60,577 0 71,868
JONES LANG LASALLE INC COMMON COM 48020Q107 6,018 68,932 SH   SOLE   54,466 0 14,466
JOS A BANK CLOTHIERS INC COMMO COM 480838101 1,961 44,606 SH   SOLE   22,126 0 22,480
JOURNAL COMMUNICATIONS INC A C COM 481130102 559 65,345 SH   SOLE   26,752 0 38,593
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JPMORGAN CHASE + CO COMMON STO COM 46625H100 339,093 6,560,119 SH   SOLE   3,501,186 0 3,058,933
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KADANT INC COMMON STOCK USD.01 COM 48282T104 667 19,855 SH   SOLE   8,306 0 11,549
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,543 35,690 SH   SOLE   19,451 0 16,239
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,317 34,784 SH   SOLE   25,234 0 9,550
KANSAS CITY LIFE INS CO COMMON COM 484836101 284 6,429 SH   SOLE   2,499 0 3,930
KANSAS CITY SOUTHERN COMMON ST COM 485170302 19,910 182,056 SH   SOLE   122,010 0 60,046
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,290 53,494 SH   SOLE   39,634 0 13,860
KAR AUCTION SERVICES INC COMMO COM 48238T109 1,984 70,317 SH   SOLE   54,750 0 15,567
KAYDON CORP COMMON STOCK USD.1 COM 486587108 2,181 61,389 SH   SOLE   27,919 0 33,470
KB HOME COMMON STOCK USD1. COM 48666K109 2,604 144,504 SH   SOLE   113,574 0 30,930
KBR INC COMMON STOCK USD.001 COM 48242W106 7,291 223,366 SH   SOLE   182,029 0 41,337
KCAP FINANCIAL INC COM 48668E101 351 39,068 SH   SOLE   15,756 0 23,312
KCG HOLDINGS INC CL A COM 48244B100 643 74,108 SH   SOLE   33,233 0 40,875
KEARNY FINANCIAL CORP COMMON S COM 487169104 238 23,289 SH   SOLE   9,198 0 14,091
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,359 482,864 SH   SOLE   269,571 0 213,293
KELLY SERVICES INC CL A COMMON COM 488152208 1,025 52,665 SH   SOLE   29,575 0 23,090
KEMET CORP COMMON STOCK USD.01 COM 488360207 282 67,462 SH   SOLE   27,002 0 40,460
KEMPER CORP COMMON STOCK USD.1 COM 488401100 2,591 77,116 SH   SOLE   64,359 0 12,757
KENNAMETAL INC COMMON STOCK US COM 489170100 5,277 115,727 SH   SOLE   94,153 0 21,574
KENNEDY WILSON HOLDINGS INC CO COM 489398107 1,308 70,488 SH   SOLE   30,478 0 40,010
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 763 75,566 SH   SOLE   51,236 0 24,330
KEY ENERGY SERVICES INC COMMON COM 492914106 1,758 241,197 SH   SOLE   94,197 0 147,000
KEYCORP COMMON STOCK USD1. COM 493267108 15,731 1,379,881 SH   SOLE   844,694 0 535,187
KEYW HOLDING CORP/THE COMMON S COM 493723100 514 38,244 SH   SOLE   18,754 0 19,490
KFORCE INC COMMON STOCK USD.01 COM 493732101 602 34,032 SH   SOLE   21,462 0 12,570
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KIMBALL INTERNATIONAL B COMMON COM 494274103 521 47,000 SH   SOLE   18,722 0 28,278
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KINDER MORGAN INC COMMON STOCK COM 49456B101 43,439 1,221,232 SH   SOLE   686,214 0 535,018
KINDRED HEALTHCARE INC COMMON COM 494580103 1,311 97,601 SH   SOLE   50,765 0 46,836
KIOR INC CL A COM COM 497217109 107 38,069 SH   SOLE   25,439 0 12,630
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KITE REALTY GROUP TRUST REIT U COM 49803T102 887 149,606 SH   SOLE   65,056 0 84,550
KLA TENCOR CORPORATION COMMON COM 482480100 14,986 246,272 SH   SOLE   153,511 0 92,761
KMG CHEMICALS INC COMMON STOCK COM 482564101 220 10,011 SH   SOLE   5,361 0 4,650
KNIGHT TRANSPORTATION INC COMM COM 499064103 1,942 117,566 SH   SOLE   97,871 0 19,695
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KNOLL INC COMMON STOCK USD.01 COM 498904200 1,181 69,705 SH   SOLE   45,505 0 24,200
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KOPPERS HOLDINGS INC COMMON ST COM 50060P106 1,177 27,590 SH   SOLE   20,330 0 7,260
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KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 886 86,150 SH   SOLE   67,511 0 18,639
KRAFT FOOD GROUP INC. COM 50076Q106 57,714 1,100,580 SH   SOLE   614,400 0 486,180
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KRATOS DEFENSE + SECURITY COMM COM 50077B207 567 68,435 SH   SOLE   24,314 0 44,121
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KRONOS WORLDWIDE INC COMMON ST COM 50105F105 322 20,767 SH   SOLE   9,810 0 10,957
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KVH INDUSTRIES INC COMMON STOC COM 482738101 204 14,788 SH   SOLE   9,068 0 5,720
Kythera Biopharmaceuticals, In COM 501570105 418 9,153 SH   SOLE   5,993 0 3,160
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 13,819 146,238 SH   SOLE   100,291 0 45,947
L BRANDS INC COM 501797104 24,063 393,828 SH   SOLE   264,850 0 128,978
L+L ENERGY INC COMMON STOCK US COM 50162D100 52 40,733 SH   SOLE   16,203 0 24,530
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,920 84,550 SH   SOLE   45,030 0 39,520
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LACLEDE GROUP INC/THE COMMON S COM 505597104 2,571 57,124 SH   SOLE   28,078 0 29,046
LADENBURG THALMANN FINANCIAL C COM 50575Q102 166 91,922 SH   SOLE   62,302 0 29,620
LAKELAND BANCORP INC COMMON ST COM 511637100 501 44,513 SH   SOLE   16,740 0 27,773
LAKELAND FINANCIAL CORP COMMON COM 511656100 826 25,308 SH   SOLE   11,889 0 13,419
LAM RESEARCH CORP COMMON STOCK COM 512807108 12,518 244,545 SH   SOLE   154,975 0 89,570
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LANDSTAR SYSTEM INC COMMON STO COM 515098101 4,583 81,877 SH   SOLE   68,535 0 13,342
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LAREDO PETROLEUM HOLDINGS COM 516806106 978 32,962 SH   SOLE   25,105 0 7,857
LAS VEGAS SANDS CORP COMMON ST COM 517834107 30,184 454,434 SH   SOLE   255,735 0 198,699
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LATTICE SEMICONDUCTOR CORP COM COM 518415104 699 156,624 SH   SOLE   78,024 0 78,600
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 585 29,330 SH   SOLE   12,253 0 17,077
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LEAP WIRELESS INTL INC COMMON COM 521863308 1,186 75,120 SH   SOLE   34,210 0 40,910
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LEAR CORP COMMON STOCK USD.01 COM 521865204 5,229 73,061 SH   SOLE   47,200 0 25,861
LEGG MASON INC COMMON STOCK US COM 524901105 5,855 175,093 SH   SOLE   107,057 0 68,036
LEGGETT + PLATT INC COMMON STO COM 524660107 6,310 209,302 SH   SOLE   131,006 0 78,296
LEIDOS HOLDINGS INC COM 525327102 5,711 125,461 SH   SOLE   92,399 0 33,062
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LENNAR CORP A COMMON STOCK USD COM 526057104 8,645 244,223 SH   SOLE   152,413 0 91,810
LENNOX INTERNATIONAL INC COMMO COM 526107107 6,123 81,354 SH   SOLE   69,403 0 11,951
LEUCADIA NATIONAL CORP COMMON COM 527288104 11,786 432,685 SH   SOLE   272,862 0 159,823
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 3,409 127,710 SH   SOLE   88,343 0 39,367
LEXICON PHARMACEUTICALS INC CO COM 528872104 542 228,704 SH   SOLE   152,022 0 76,682
LEXINGTON REALTY TRUST REIT US COM 529043101 3,641 324,234 SH   SOLE   164,483 0 159,751
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,640 110,303 SH   SOLE   92,246 0 18,057
LHC GROUP INC COMMON STOCK USD COM 50187A107 503 21,449 SH   SOLE   10,339 0 11,110
LIBBEY INC COMMON STOCK USD.01 COM 529898108 502 21,119 SH   SOLE   14,779 0 6,340
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LIBERTY GLOBAL PLC A COMMON ST COM G5480U104 33,099 417,122 SH   SOLE   236,723 0 180,399
LIBERTY INTERACTIVE CORP TRACK COM 53071M104 9,769 416,249 SH   SOLE   262,488 0 153,761
LIBERTY MEDIA CORP COM 531229102 11,389 77,399 SH   SOLE   48,301 0 29,098
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LIBERTY VENTURES SER A COM COM 53071M880 3,068 34,798 SH   SOLE   26,366 0 8,432
LIFE TECHNOLOGIES CORP COMMON COM 53217V109 19,468 260,167 SH   SOLE   175,484 0 84,683
LIFE TIME FITNESS INC COMMON S COM 53217R207 4,756 92,395 SH   SOLE   66,045 0 26,350
LIFEADVANTAGE CORP COM COM 53222K106 234 98,525 SH   SOLE   65,725 0 32,800
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,294 70,650 SH   SOLE   56,955 0 13,695
LIFETIME BRANDS INC COMMON STO COM 53222Q103 211 13,769 SH   SOLE   5,439 0 8,330
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 774 17,895 SH   SOLE   12,606 0 5,289
LIMELIGHT NETWORKS INC COMMON COM 53261M104 149 77,236 SH   SOLE   33,636 0 43,600
LIMONEIRA CO COMMON STOCK USD. COM 532746104 222 8,661 SH   SOLE   5,781 0 2,880
LINCOLN EDUCATIONAL SERVICES C COM 533535100 155 33,608 SH   SOLE   17,058 0 16,550
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 10,044 150,769 SH   SOLE   123,206 0 27,563
LINCOLN NATIONAL CORP COMMON S COM 534187109 16,666 396,906 SH   SOLE   241,841 0 155,065
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,425 17,460 SH   SOLE   11,438 0 6,022
LINEAR TECHNOLOGY CORP COMMON COM 535678106 17,812 449,119 SH   SOLE   328,022 0 121,097
LINKEDIN CORP A COMMON STOCK COM 53578A108 22,471 91,324 SH   SOLE   66,973 0 24,351
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 219 59,229 SH   SOLE   34,029 0 25,200
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,442 69,664 SH   SOLE   54,954 0 14,710
LIQUIDITY SERVICES INC COMMON COM 53635B107 1,014 30,217 SH   SOLE   21,117 0 9,100
LITHIA MOTORS INC CL A COMMON COM 536797103 2,238 30,674 SH   SOLE   22,214 0 8,460
LITTELFUSE INC COMMON STOCK US COM 537008104 2,293 29,316 SH   SOLE   20,526 0 8,790
LIVE NATION ENTERTAINMENT IN C COM 538034109 4,741 255,598 SH   SOLE   133,268 0 122,330
LIVEPERSON INC COMMON STOCK US COM 538146101 552 58,525 SH   SOLE   42,685 0 15,840
LKQ CORP COMMON STOCK USD.01 COM 501889208 16,515 518,352 SH   SOLE   445,600 0 72,752
LLOYDS TSB GROUP PLC ADR COM 539439109 235 48,770 SH   SOLE   48,770 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 254 18,989 SH   SOLE   5,519 0 13,470
LOCKHEED MARTIN CORP COMMON ST COM 539830109 64,667 506,994 SH   SOLE   330,371 0 176,623
LOEWS CORP COMMON STOCK USD.01 COM 540424108 25,568 547,017 SH   SOLE   299,197 0 247,820
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 812 26,147 SH   SOLE   18,167 0 7,980
LOMAS FINL CORP NEW COM COM 16939P106 293 7,550 SH   SOLE   7,550 0 0
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,019 15,046 SH   SOLE   9,906 0 5,140
LORILLARD INC COMMON STOCK USD COM 544147101 29,789 665,225 SH   SOLE   490,523 0 174,702
LOUISIANA PACIFIC CORP COMMON COM 546347105 5,001 284,309 SH   SOLE   218,629 0 65,680
LOWE S COS INC COMMON STOCK US COM 548661107 101,786 2,137,918 SH   SOLE   1,275,963 0 861,955
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,820 47,505 SH   SOLE   35,561 0 11,944
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,028 30,656 SH   SOLE   17,571 0 13,085
LSI CORP COMMON STOCK USD.01 COM 502161102 6,881 879,927 SH   SOLE   541,005 0 338,922
LSI INDUSTRIES INC COMMON STOC COM 50216C108 257 30,457 SH   SOLE   12,817 0 17,640
LTC PROPERTIES INC REIT USD.01 COM 502175102 2,838 74,736 SH   SOLE   58,134 0 16,602
LTX CREDENCE CORP COMMON STOCK COM 502403207 447 67,911 SH   SOLE   29,102 0 38,809
LUBY S INC COMMON STOCK USD.32 COM 549282101 194 26,960 SH   SOLE   10,690 0 16,270
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 3,606 33,809 SH   SOLE   25,255 0 8,554
LUMINEX CORP COMMON STOCK USD. COM 55027E102 924 46,184 SH   SOLE   35,444 0 10,740
LUMOS NETWORKS CORP COM 550283105 368 16,971 SH   SOLE   11,736 0 5,235
LYDALL INC COMMON STOCK USD.1 COM 550819106 451 26,283 SH   SOLE   12,383 0 13,900
LYON WILLIAM HOMES COM COM 552074700 242 11,906 SH   SOLE   7,936 0 3,970
LYONDELLBASELL INDU CL A COMMO COM N53745100 52,177 712,512 SH   SOLE   425,129 0 287,383
LifeLock, Inc. COM 53224V100 805 54,271 SH   SOLE   36,821 0 17,450
M + T BANK CORP COMMON STOCK U COM 55261F104 28,287 252,746 SH   SOLE   180,239 0 72,507
M/I HOMES INC COMMON STOCK USD COM 55305B101 796 38,600 SH   SOLE   22,490 0 16,110
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 182 10,673 SH   SOLE   6,033 0 4,640
MAC GRAY CORP COMMON STOCK USD COM 554153106 230 15,805 SH   SOLE   6,635 0 9,170
MACATAWA BK CORP COM COM 554225102 179 33,287 SH   SOLE   13,937 0 19,350
MACERICH CO/THE REIT USD.01 COM 554382101 12,239 216,842 SH   SOLE   121,471 0 95,371
MACK CALI REALTY CORP REIT USD COM 554489104 3,071 139,954 SH   SOLE   107,904 0 32,050
MACY S INC COMMON STOCK USD.01 COM 55616P104 26,920 622,142 SH   SOLE   404,152 0 217,990
MADISON SQUARE GARDEN CO A COM COM 55826P100 3,497 60,216 SH   SOLE   43,724 0 16,492
MAGELLAN HEALTH SERVICES INC C COM 559079207 3,112 51,901 SH   SOLE   27,209 0 24,692
MAGICJACK VOCALTEC LTD COM M6787E101 259 20,093 SH   SOLE   11,623 0 8,470
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 1,390 225,284 SH   SOLE   106,034 0 119,250
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MAIDENFORM BRANDS INC COMMON S COM 560305104 883 37,599 SH   SOLE   18,209 0 19,390
MAIN STREET CAPITAL CORP COMMO COM 56035L104 1,612 53,865 SH   SOLE   24,191 0 29,674
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 489 32,198 SH   SOLE   12,579 0 19,619
MAKO SURGICAL CORP COMMON STOC COM 560879108 1,398 47,375 SH   SOLE   33,394 0 13,981
MALLINCKRODT PLC COM COM G5785G107 4,375 99,238 SH   SOLE   72,887 0 26,351
MANHATTAN ASSOCIATES INC COMMO COM 562750109 2,548 26,698 SH   SOLE   19,103 0 7,595
MANITEK INTL INC COM 563420108 125 11,403 SH   SOLE   7,033 0 4,370
MANITOWOC COMPANY INC COMMON S COM 563571108 4,450 227,293 SH   SOLE   156,095 0 71,198
MANNING & NAPIER INC COM 56382Q102 312 18,695 SH   SOLE   7,615 0 11,080
MANNKIND CORP COMMON STOCK USD COM 56400P201 881 154,567 SH   SOLE   107,577 0 46,990
MANPOWER INC COMMON STOCK USD. COM 56418H100 8,653 118,958 SH   SOLE   95,487 0 23,471
MANTECH INTERNATIONAL CORP A C COM 564563104 2,665 92,673 SH   SOLE   71,813 0 20,860
MANULIFE FINANCIAL CORP COM COM 56501R106 172 10,370 SH   SOLE   10,370 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 43,106 1,235,824 SH   SOLE   663,248 0 572,576
MARATHON PETROLEUM CORP COMMON COM 56585A102 37,763 587,113 SH   SOLE   313,681 0 273,432
MARCHEX INC CLASS B COMMON STO COM 56624R108 277 38,011 SH   SOLE   17,011 0 21,000
MARCUS CORPORATION COMMON STOC COM 566330106 466 32,054 SH   SOLE   14,644 0 17,410
MARINE PRODUCTS CORP COMMON ST COM 568427108 132 14,517 SH   SOLE   5,997 0 8,520
MARINEMAX INC COMMON STOCK USD COM 567908108 618 50,626 SH   SOLE   28,976 0 21,650
MARKEL CORP COMMON STOCK NPV COM 570535104 5,331 10,297 SH   SOLE   6,441 0 3,856
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 3,713 61,848 SH   SOLE   48,475 0 13,373
MARLIN BUSINESS SERVICES INC C COM 571157106 369 14,785 SH   SOLE   5,655 0 9,130
MARRIOTT INTERNATIONAL CL A CO COM 571903202 16,776 398,870 SH   SOLE   263,782 0 135,088
MARRIOTT VACATIONS WORLD COM 57164Y107 2,322 52,764 SH   SOLE   26,044 0 26,720
MARSH + MCLENNAN COS COMMON ST COM 571748102 42,282 970,891 SH   SOLE   546,318 0 424,573
MARTEN TRANSPORT LTD COMMON ST COM 573075108 545 31,769 SH   SOLE   10,389 0 21,380
MARTHA STEWART LIVING CL A CO COM 573083102 96 41,828 SH   SOLE   16,098 0 25,730
MARTIN MARIETTA MATERIALS COMM COM 573284106 7,636 77,783 SH   SOLE   66,737 0 11,046
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 3,613 314,205 SH   SOLE   194,835 0 119,370
MASCO CORP COMMON STOCK USD1. COM 574599106 13,044 612,989 SH   SOLE   415,057 0 197,932
MASIMO CORPORATION COMMON STOC COM 574795100 2,343 87,946 SH   SOLE   69,821 0 18,125
MASTEC INC COMMON STOCK USD.1 COM 576323109 2,108 69,557 SH   SOLE   48,857 0 20,700
MASTERCARD INC CLASS A COMMON COM 57636Q104 136,443 202,805 SH   SOLE   115,261 0 87,544
MATADOR RESOURCES COM COM 576485205 1,137 69,637 SH   SOLE   29,227 0 40,410
MATERION CORP COMMON STOCK NPV COM 576690101 1,138 35,507 SH   SOLE   22,960 0 12,547
MATRIX SERVICE CO COMMON STOCK COM 576853105 855 43,562 SH   SOLE   22,322 0 21,240
MATSON INC. COM 57686G105 1,865 71,092 SH   SOLE   56,822 0 14,270
MATTEL INC COMMON STOCK USD1. COM 577081102 23,724 566,735 SH   SOLE   380,768 0 185,967
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,318 60,867 SH   SOLE   43,257 0 17,610
MATTRESS FIRM HOLDING CORP COM 57722W106 375 11,783 SH   SOLE   7,923 0 3,860
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 8,147 273,388 SH   SOLE   205,721 0 67,667
MAXIMUS INC COMMON STOCK NPV COM 577933104 4,123 91,551 SH   SOLE   64,681 0 26,870
MAXLINEAR INC CLASS A COMMON S COM 57776J100 167 20,094 SH   SOLE   13,514 0 6,580
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 236 26,010 SH   SOLE   17,620 0 8,390
MB FINANCIAL INC COMMON STOCK COM 55264U108 2,729 96,640 SH   SOLE   48,584 0 48,056
MBIA INC COMMON STOCK USD1. COM 55262C100 1,105 108,015 SH   SOLE   69,723 0 38,292
MCCLATCHY CO CLASS A COMMON ST COM 579489105 205 68,401 SH   SOLE   41,801 0 26,600
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,577 256,216 SH   SOLE   171,881 0 84,335
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,577 212,302 SH   SOLE   134,734 0 77,568
MCDONALD S CORP COMMON STOCK U COM 580135101 189,000 1,964,453 SH   SOLE   1,149,305 0 815,148
MCG CAPITAL CORP COMMON STOCK COM 58047P107 641 127,109 SH   SOLE   68,989 0 58,120
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,849 51,787 SH   SOLE   35,667 0 16,120
MCGRAW HILL FINANCIAL INC COM 580645109 28,122 428,754 SH   SOLE   274,882 0 153,872
MCKESSON CORP COMMON STOCK USD COM 58155Q103 58,650 457,134 SH   SOLE   268,937 0 188,197
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,594 86,433 SH   SOLE   56,333 0 30,100
MDC PARTNERS INC CL A COMMON S COM 552697104 846 30,219 SH   SOLE   14,149 0 16,070
MDU RESOURCES GROUP INC COMMON COM 552690109 7,907 282,693 SH   SOLE   231,438 0 51,255
MEAD JOHNSON NUTRITION CO COMM COM 582839106 25,387 341,860 SH   SOLE   226,268 0 115,592
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MEADWESTVACO CORP COMMON STOCK COM 583334107 9,864 256,996 SH   SOLE   157,985 0 99,011
MEASUREMENT SPECIALTIES INC CO COM 583421102 1,142 21,062 SH   SOLE   15,652 0 5,410
MEDALLION FINANCIAL CORP COMMO COM 583928106 375 25,228 SH   SOLE   10,044 0 15,184
MEDASSETS INC COMMON STOCK USD COM 584045108 1,558 61,277 SH   SOLE   41,287 0 19,990
MEDIA GEN INC CL A COM 584404107 396 27,781 SH   SOLE   10,691 0 17,090
MEDICAL ACTION IND INC COMMON COM 58449L100 112 16,829 SH   SOLE   8,029 0 8,800
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,433 282,082 SH   SOLE   137,122 0 144,960
MEDICINES COMPANY COMMON STOCK COM 584688105 2,664 79,474 SH   SOLE   59,204 0 20,270
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 2,965 29,968 SH   SOLE   21,798 0 8,170
MEDIFAST INC COMMON STOCK USD. COM 58470H101 432 16,070 SH   SOLE   11,310 0 4,760
MEDIVATION INC COMMON STOCK US COM 58501N101 4,441 74,094 SH   SOLE   55,009 0 19,085
MEDLEY CAPITAL CORP COMMON STO COM 58503F106 585 42,395 SH   SOLE   16,146 0 26,249
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 8,216 81,835 SH   SOLE   69,267 0 12,568
MEDTRONIC INC COMMON STOCK USD COM 585055106 107,470 2,018,211 SH   SOLE   1,101,590 0 916,621
MEN S WEARHOUSE INC/THE COMMON COM 587118100 2,989 87,770 SH   SOLE   44,550 0 43,220
MENTOR GRAPHICS CORP COMMON ST COM 587200106 5,354 229,096 SH   SOLE   146,966 0 82,130
MERCANTILE BANK CORP COM COM 587376104 261 11,997 SH   SOLE   4,897 0 7,100
MERCHANTS BANCSHARES INC COMMO COM 588448100 216 7,468 SH   SOLE   2,888 0 4,580
MERCK + CO. INC. COMMON STOCK COM 58933Y105 231,647 4,865,503 SH   SOLE   2,720,840 0 2,144,663
MERCURY GENERAL CORP COMMON ST COM 589400100 2,298 47,567 SH   SOLE   40,363 0 7,204
MERCURY SYSTEMS INC COM 589378108 510 51,030 SH   SOLE   24,660 0 26,370
MEREDITH CORP COMMON STOCK USD COM 589433101 4,105 86,207 SH   SOLE   53,447 0 32,760
MERGE HEALTHCARE INC COMMON ST COM 589499102 164 62,765 SH   SOLE   40,485 0 22,280
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,601 109,970 SH   SOLE   94,900 0 15,070
MERIDIAN INTERSTATE BANCORP CO COM 58964Q104 255 11,697 SH   SOLE   5,141 0 6,556
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 798 65,824 SH   SOLE   31,099 0 34,725
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,137 49,750 SH   SOLE   33,394 0 16,356
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,168 148,575 SH   SOLE   62,565 0 86,010
MERRIMACK PHARMACEUTICALS INC COM 590328100 317 83,491 SH   SOLE   56,191 0 27,300
META FINL GROUP INC COM COM 59100U108 279 7,335 SH   SOLE   2,855 0 4,480
METHODE ELECTRONICS INC COMMON COM 591520200 1,637 58,454 SH   SOLE   36,104 0 22,350
METLIFE INC COMMON STOCK USD.0 COM 59156R108 81,490 1,735,668 SH   SOLE   958,293 0 777,375
METRO BANCORP INC COMMON STOCK COM 59161R101 401 19,108 SH   SOLE   7,578 0 11,530
METROCORP BANCSHARES COM COM 591650106 348 25,279 SH   SOLE   9,979 0 15,300
METTLER TOLEDO INTERNATIONAL C COM 592688105 12,243 50,994 SH   SOLE   43,970 0 7,024
MFA FINANCIAL INC REIT USD.01 COM 55272X102 1,958 262,801 SH   SOLE   174,358 0 88,443
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,858 52,392 SH   SOLE   32,534 0 19,858
MGIC INVESTMENT CORP COMMON ST COM 552848103 2,929 402,396 SH   SOLE   226,186 0 176,210
MGM RESORTS INTERNATIONAL COMM COM 552953101 5,672 277,490 SH   SOLE   175,109 0 102,381
MICHAEL BAKER CORP COMMON STOC COM 057149106 533 13,167 SH   SOLE   5,698 0 7,469
MICHAEL KORS HOLDINGS COM G60754101 13,167 176,690 SH   SOLE   139,448 0 37,242
MICREL INC COMMON STOCK NPV COM 594793101 1,335 146,594 SH   SOLE   129,514 0 17,080
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 12,963 321,742 SH   SOLE   218,063 0 103,679
MICRON TECHNOLOGY INC COMMON S COM 595112103 25,899 1,482,508 SH   SOLE   917,078 0 565,430
MICROS SYSTEMS INC COMMON STOC COM 594901100 6,184 123,823 SH   SOLE   101,856 0 21,967
MICROSEMI CORP COMMON STOCK US COM 595137100 2,999 123,687 SH   SOLE   81,887 0 41,800
MICROSOFT CORP COMMON STOCK US COM 594918104 503,903 15,127,691 SH   SOLE   8,759,127 0 6,368,564
MICROSTRATEGY INC CL A COMMON COM 594972408 1,211 11,669 SH   SOLE   8,565 0 3,104
MID AMERICA APARTMENT COMM REI COM 59522J103 2,498 39,964 SH   SOLE   25,879 0 14,085
MIDDLEBY CORP COMMON STOCK USD COM 596278101 4,669 22,351 SH   SOLE   15,858 0 6,493
MIDDLESEX WATER CO COMMON STOC COM 596680108 479 22,395 SH   SOLE   9,485 0 12,910
MIDSOUTH BANCORP INC COMMON ST COM 598039105 171 11,047 SH   SOLE   4,337 0 6,710
MIDSTATES PETROLEUM CORP COM COM 59804T100 230 44,892 SH   SOLE   17,812 0 27,080
MIDWAY GOLD CORP COMMON STOCK COM 598153104 98 102,557 SH   SOLE   64,137 0 38,420
MIDWEDTONE FINL GROUP COM 598511103 233 9,064 SH   SOLE   3,554 0 5,510
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MILLER ENERGY RESOURCES INC CO COM 600527105 299 41,181 SH   SOLE   16,291 0 24,890
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MIMEDX GROUP INC COM 602496101 317 75,903 SH   SOLE   51,643 0 24,260
MINDSPEED TECHNOLOGIES INC COM COM 602682205 130 42,794 SH   SOLE   26,674 0 16,120
MINE SAFETY APPLIANCES CO COMM COM 602720104 3,112 60,292 SH   SOLE   50,552 0 9,740
MINERALS TECHNOLOGIES INC COMM COM 603158106 4,467 90,482 SH   SOLE   60,342 0 30,140
MISTRAS GROUP INC COMMON STOCK COM 60649T107 253 14,874 SH   SOLE   10,304 0 4,570
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MITEK SYSTEM INC COM 606710200 104 20,075 SH   SOLE   13,455 0 6,620
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MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,497 93,903 SH   SOLE   47,950 0 45,953
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MODINE MANUFACTURING CO COMMON COM 607828100 1,043 71,310 SH   SOLE   30,281 0 41,029
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MOHAWK INDUSTRIES INC COMMON S COM 608190104 12,132 93,146 SH   SOLE   75,253 0 17,893
MOLEX INC COMMON STOCK USD.05 COM 608554101 7,636 198,236 SH   SOLE   123,105 0 75,131
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,398 39,273 SH   SOLE   29,633 0 9,640
MOLSON COORS BREWING CO B COM COM 60871R209 11,123 221,878 SH   SOLE   133,541 0 88,337
MOLYCORP INC COMMON STOCK COM 608753109 1,187 180,969 SH   SOLE   75,279 0 105,690
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 843 58,616 SH   SOLE   37,926 0 20,690
MONARCH CASINO + RESORT INC CO COM 609027107 247 13,033 SH   SOLE   6,263 0 6,770
MONDELEZ INTERNATIONAL INC COM 609207105 99,830 3,177,284 SH   SOLE   1,670,489 0 1,506,795
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 579 29,554 SH   SOLE   12,031 0 17,523
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MONOLITHIC POWER SYSTEMS INC C COM 609839105 1,395 46,056 SH   SOLE   32,986 0 13,070
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,297 45,262 SH   SOLE   34,272 0 10,990
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,083 66,316 SH   SOLE   55,659 0 10,657
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 102,588 982,927 SH   SOLE   561,810 0 421,117
MONSTER BEVERAGE CORP COM 611740101 11,720 224,297 SH   SOLE   153,132 0 71,165
MONSTER WORLDWIDE INC COMMON S COM 611742107 1,176 266,063 SH   SOLE   167,763 0 98,300
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,148 82,459 SH   SOLE   39,309 0 43,150
MOODY S CORP COMMON STOCK USD. COM 615369105 30,405 432,314 SH   SOLE   328,649 0 103,665
MOOG INC CLASS A COMMON STOCK COM 615394202 4,664 79,490 SH   SOLE   41,430 0 38,060
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MORGANS HOTEL GROUP CO COMMON COM 61748W108 265 34,480 SH   SOLE   17,040 0 17,440
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,571 19,822 SH   SOLE   14,731 0 5,091
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MOSYS INC COMMON STOCK USD.01 COM 619718109 162 43,592 SH   SOLE   26,942 0 16,650
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MOVADO GROUP INC COMMON STOCK COM 624580106 1,300 29,712 SH   SOLE   14,822 0 14,890
MOVE INC COM 62458M207 600 35,416 SH   SOLE   23,957 0 11,459
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MRC GLOBAL INC COM COM 55345K103 1,631 60,858 SH   SOLE   44,490 0 16,368
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 8,196 100,754 SH   SOLE   88,815 0 11,939
MSCI INC A COMMON STOCK USD.01 COM 55354G100 7,862 195,269 SH   SOLE   160,864 0 34,405
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,703 42,006 SH   SOLE   35,496 0 6,510
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MULTI COLOR CORP COMMON STOCK COM 625383104 556 16,392 SH   SOLE   10,332 0 6,060
MULTI FINELINE ELECTRONIX IN C COM 62541B101 235 14,476 SH   SOLE   5,216 0 9,260
MULTIMEDIA GAMES HOLDING CO CO COM 625453105 1,115 32,274 SH   SOLE   23,954 0 8,320
MURPHY OIL CORP COMMON STOCK U COM 626717102 16,585 274,949 SH   SOLE   164,507 0 110,442
MURPHY USA INC COM 626755102 3,084 76,348 SH   SOLE   54,080 0 22,268
MVC CAPITAL INC COMMON STOCK U COM 553829102 427 32,669 SH   SOLE   13,160 0 19,509
MWI VETERINARY SUPPLY INC COMM COM 55402X105 2,757 18,458 SH   SOLE   13,960 0 4,498
MYERS INDUSTRIES INC COMMON ST COM 628464109 937 46,595 SH   SOLE   23,165 0 23,430
MYLAN INC COMMON STOCK USD.5 COM 628530107 26,895 704,606 SH   SOLE   414,305 0 290,301
MYR GROUP INC/DELAWARE COMMON COM 55405W104 714 29,370 SH   SOLE   12,250 0 17,120
MYRIAD GENETICS INC COMMON STO COM 62855J104 1,947 82,852 SH   SOLE   60,331 0 22,521
N B T BANCORP INC COMMON STOCK COM 628778102 2,356 102,525 SH   SOLE   65,089 0 37,436
NABORS INDUSTRIES LTD COMMON S COM G6359F103 8,045 500,933 SH   SOLE   327,325 0 173,608
NACCO INDUSTRIES CL A COMMON S COM 629579103 449 8,102 SH   SOLE   3,561 0 4,541
NANOMETRICS INC COMMON STOCK N COM 630077105 477 29,578 SH   SOLE   18,138 0 11,440
NANOSPHERE INC COM COM 63009F105 76 38,138 SH   SOLE   24,218 0 13,920
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NASH FINCH CO COMMON STOCK USD COM 631158102 556 21,063 SH   SOLE   9,158 0 11,905
NATIONAL BANKSHARES INC/VA COM COM 634865109 354 9,864 SH   SOLE   4,204 0 5,660
NATIONAL BEVERAGE CORP COMMON COM 635017106 526 29,440 SH   SOLE   23,900 0 5,540
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,419 75,234 SH   SOLE   35,864 0 39,370
NATIONAL FUEL GAS CO COMMON ST COM 636180101 8,295 120,639 SH   SOLE   98,697 0 21,942
NATIONAL GRID TRANS ADR COM 636274300 358 6,071 SH   SOLE   6,071 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 749 15,854 SH   SOLE   6,244 0 9,610
NATIONAL INSTRUMENTS CORP COMM COM 636518102 7,783 251,628 SH   SOLE   228,368 0 23,260
NATIONAL INTERSTATE CORP COMMO COM 63654U100 301 10,810 SH   SOLE   5,050 0 5,760
NATIONAL OILWELL VARCO INC COM COM 637071101 60,583 775,608 SH   SOLE   417,376 0 358,232
NATIONAL PRESTO INDS INC COMMO COM 637215104 633 8,995 SH   SOLE   4,366 0 4,629
NATIONAL RESEARCH CORP COMMON COM 637372202 213 11,330 SH   SOLE   5,390 0 5,940
NATIONAL RETAIL PROPERTIES REI COM 637417106 5,956 187,185 SH   SOLE   148,068 0 39,117
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 1,040 18,500 SH   SOLE   14,540 0 3,960
NATL HEALTH INVESTORS INC REIT COM 63633D104 2,765 48,608 SH   SOLE   38,338 0 10,270
NATL PENN BCSHS INC COMMON STO COM 637138108 2,084 207,392 SH   SOLE   106,725 0 100,667
NATL WESTERN LIFE INS CL A COM COM 638522102 775 3,843 SH   SOLE   1,762 0 2,081
NATURAL GAS SERVICES GROUP COM COM 63886Q109 505 18,813 SH   SOLE   8,723 0 10,090
NATURAL GROCERS BY VITAMIN C COM 63888U108 304 7,648 SH   SOLE   5,108 0 2,540
NATURES SUNSHINE PRODS INC COM COM 639027101 287 15,041 SH   SOLE   6,141 0 8,900
NATUS MEDICAL INC COMMON STOCK COM 639050103 598 42,179 SH   SOLE   25,009 0 17,170
NAUTILUS INC COM COM 63910B102 221 30,655 SH   SOLE   18,025 0 12,630
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 302 114,021 SH   SOLE   70,861 0 43,160
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,389 89,872 SH   SOLE   46,022 0 43,850
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,089 18,850 SH   SOLE   9,697 0 9,153
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,627 44,588 SH   SOLE   28,176 0 16,412
NCI BUILDING SYSTEMS INC COMMO COM 628852204 270 21,187 SH   SOLE   13,297 0 7,890
NCR CORPORATION COMMON STOCK U COM 62886E108 11,342 286,335 SH   SOLE   244,512 0 41,823
NEENAH PAPER INC COMMON STOCK COM 640079109 1,086 27,634 SH   SOLE   13,389 0 14,245
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,593 152,447 SH   SOLE   94,057 0 58,390
NELNET INC CL A COMMON STOCK U COM 64031N108 1,635 42,511 SH   SOLE   22,142 0 20,369
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,657 27,292 SH   SOLE   20,722 0 6,570
NEOGENOMICS INC COM 64049M209 85 28,477 SH   SOLE   18,937 0 9,540
NEONODE INC COM COM 64051M402 139 21,667 SH   SOLE   14,507 0 7,160
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 205 27,759 SH   SOLE   11,299 0 16,460
NETAPP INC COMMON STOCK USD.00 COM 64110D104 25,200 591,263 SH   SOLE   398,141 0 193,122
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 27,915 90,279 SH   SOLE   61,112 0 29,167
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,022 65,510 SH   SOLE   30,884 0 34,626
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,250 48,882 SH   SOLE   34,582 0 14,300
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,734 34,592 SH   SOLE   25,227 0 9,365
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 794 70,160 SH   SOLE   46,900 0 23,260
NEUSTAR INC CLASS A COMMON STO COM 64126X201 5,571 112,592 SH   SOLE   95,713 0 16,879
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 376 38,885 SH   SOLE   18,725 0 20,160
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,286 74,601 SH   SOLE   38,211 0 36,390
NEW MOUNTAIN FINANCE CORP COMM COM 647551100 669 46,409 SH   SOLE   17,105 0 29,304
NEW RESIDENTIAL INVESTMENT COM 64828T102 2,441 368,719 SH   SOLE   154,689 0 214,030
NEW YORK + CO COMMON STOCK USD COM 649295102 187 32,427 SH   SOLE   17,951 0 14,476
NEW YORK COMMUNITY BANCORP COM COM 649445103 10,108 668,972 SH   SOLE   550,322 0 118,650
NEW YORK MTGE TR INC COM COM 649604501 542 86,754 SH   SOLE   34,744 0 52,010
NEW YORK TIMES CO A COMMON STO COM 650111107 3,686 293,232 SH   SOLE   179,751 0 113,481
NEWBRIDGE BANCORP COM 65080T102 249 34,147 SH   SOLE   13,537 0 20,610
NEWCASTLE INVESTMENT CORP REIT COM 65105M108 74 13,173 SH   SOLE   5,673 0 7,500
NEWELL RUBBERMAID INC COMMON S COM 651229106 12,485 454,017 SH   SOLE   299,389 0 154,628
NEWFIELD EXPLORATION CO COMMON COM 651290108 5,856 213,955 SH   SOLE   136,533 0 77,422
NEWLINK GENETICS CORP COM 651511107 293 15,584 SH   SOLE   10,404 0 5,180
NEWMARKET CORP COMMON STOCK NP COM 651587107 6,794 23,598 SH   SOLE   21,019 0 2,579
NEWMONT MINING CORP COMMON STO COM 651639106 19,926 709,126 SH   SOLE   430,852 0 278,274
NEWPARK RESOURCES INC COMMON S COM 651718504 1,491 117,803 SH   SOLE   79,449 0 38,354
NEWPORT CORP COMMON STOCK USD. COM 651824104 1,046 66,922 SH   SOLE   31,942 0 34,980
NEWS CORP CL A COMMON STOCK US COM 65249B109 14,228 885,952 SH   SOLE   499,982 0 385,970
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 991 54,222 SH   SOLE   29,812 0 24,410
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,371 30,801 SH   SOLE   19,561 0 11,240
NEXTERA ENERGY INC COMMON STOC COM 65339F101 61,459 766,708 SH   SOLE   433,355 0 333,353
NGP CAPITAL RESOURCES CO COMMO COM 62912R107 216 29,049 SH   SOLE   11,438 0 17,611
NIC INC COMMON STOCK NPV COM 62914B100 3,211 138,940 SH   SOLE   114,427 0 24,513
NICHOLAS FINANCIAL INC COMMON COM 65373J209 226 13,876 SH   SOLE   5,496 0 8,380
NIELSEN HOLDINGS NV COMMON STO COM N63218106 9,303 255,220 SH   SOLE   156,268 0 98,952
NII HOLDINGS INC COMMON STOCK COM 62913F201 1,604 264,285 SH   SOLE   111,215 0 153,070
NIKE INC CL B COMMON STOCK NP COM 654106103 106,405 1,464,830 SH   SOLE   874,553 0 590,277
NIPPON TEL & TEL ADR COM 654624105 222 8,530 SH   SOLE   8,530 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 13,539 438,307 SH   SOLE   268,977 0 169,330
NL INDUSTRIES COMMON STOCK USD COM 629156407 135 11,932 SH   SOLE   3,832 0 8,100
NN INC COMMON STOCK USD.01 COM 629337106 364 23,365 SH   SOLE   9,415 0 13,950
NOBLE CORP COMMON STOCK CHF3.8 COM H5833N103 9,577 253,559 SH   SOLE   164,369 0 89,190
NOBLE ENERGY INC COMMON STOCK COM 655044105 35,023 522,647 SH   SOLE   322,575 0 200,072
NOKIA CORP COM 654902204 140 21,572 SH   SOLE   21,572 0 0
NOMURA HLDGS INC ADR COM 65535H208 189 24,140 SH   SOLE   24,140 0 0
NORANDA ALUMINUM HOLDING COR C COM 65542W107 113 46,089 SH   SOLE   18,579 0 27,510
NORDIC AMERICAN TANKERS LTD CO COM G65773106 740 89,859 SH   SOLE   35,979 0 53,880
NORDSON CORP COMMON STOCK NPV COM 655663102 8,052 109,353 SH   SOLE   92,561 0 16,792
NORDSTROM INC COMMON STOCK NPV COM 655664100 13,923 247,738 SH   SOLE   164,426 0 83,312
NORFOLK SOUTHERN CORP COMMON S COM 655844108 43,234 558,943 SH   SOLE   304,027 0 254,916
NORTEK INC COM COM 656559309 552 8,034 SH   SOLE   5,454 0 2,580
NORTHEAST UTILITIES COMMON STO COM 664397106 21,844 529,543 SH   SOLE   346,183 0 183,360
NORTHERN OIL AND GAS INC COMMO COM 665531109 1,526 105,776 SH   SOLE   49,426 0 56,350
NORTHERN TRUST CORP COMMON STO COM 665859104 18,237 335,295 SH   SOLE   198,106 0 137,189
NORTHFIELD BANCORP INC/NJ COM 66611T108 950 78,225 SH   SOLE   37,723 0 40,502
NORTHRIM BANCORP INC COM COM 666762109 210 8,732 SH   SOLE   3,422 0 5,310
NORTHROP GRUMMAN CORP COMMON S COM 666807102 35,921 377,079 SH   SOLE   213,865 0 163,214
NORTHSTAR REALTY FINANCE COR R COM 66704R100 2,995 322,768 SH   SOLE   125,549 0 197,219
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,940 222,371 SH   SOLE   144,285 0 78,086
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,093 49,859 SH   SOLE   26,267 0 23,592
NORTHWEST PIPE CO COMMON STOCK COM 667746101 425 12,922 SH   SOLE   5,232 0 7,690
NORTHWESTERN CORP COMMON STOCK COM 668074305 3,153 70,197 SH   SOLE   37,482 0 32,715
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 702 22,740 SH   SOLE   17,500 0 5,240
NOVARTIS AG ADR COM 66987V109 1,448 18,870 SH   SOLE   18,870 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 383 121,199 SH   SOLE   79,289 0 41,910
NOVO-NORDISK A/S COM 670100205 470 2,780 SH   SOLE   2,780 0 0
NPS PHARMACEUTICALS INC COMMON COM 62936P103 3,890 122,273 SH   SOLE   69,893 0 52,380
NRG ENERGY INC COMMON STOCK US COM 629377508 12,872 470,986 SH   SOLE   283,497 0 187,489
NTELOS HOLDINGS CORP COM 67020Q305 324 17,231 SH   SOLE   12,046 0 5,185
NU SKIN ENTERPRISES INC A CO COM 67018T105 7,120 74,371 SH   SOLE   60,790 0 13,581
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 3,671 196,374 SH   SOLE   125,364 0 71,010
NUCOR CORP COMMON STOCK USD.4 COM 670346105 22,159 452,034 SH   SOLE   275,232 0 176,802
NUMEREX CORP PA CL A COM 67053A102 206 18,849 SH   SOLE   7,439 0 11,410
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 273 11,518 SH   SOLE   4,538 0 6,980
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 467 32,490 SH   SOLE   22,560 0 9,930
NUVASIVE INC COMMON STOCK USD. COM 670704105 1,720 70,235 SH   SOLE   37,045 0 33,190
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K104 445 194,117 SH   SOLE   81,557 0 112,560
NV ENERGY INC COMMON STOCK USD COM 67073Y106 8,542 361,805 SH   SOLE   291,942 0 69,863
NVE CORP COMMON STOCK USD.01 COM 629445206 225 4,408 SH   SOLE   2,908 0 1,500
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 13,293 854,284 SH   SOLE   522,680 0 331,604
NVR INC COMMON STOCK USD.01 COM 62944T105 7,047 7,666 SH   SOLE   6,539 0 1,127
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 816 61,999 SH   SOLE   42,419 0 19,580
NYSE EURONEXT COMMON STOCK USD COM 629491101 15,155 361,015 SH   SOLE   218,634 0 142,381
National Bank Holdings Corp. COM 633707104 1,505 73,256 SH   SOLE   30,606 0 42,650
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 23,565 184,691 SH   SOLE   124,337 0 60,354
OASIS PETROLEUM INC COMMON STO COM 674215108 4,047 82,366 SH   SOLE   62,276 0 20,090
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 141,379 1,511,433 SH   SOLE   854,365 0 657,068
OCEANEERING INTL INC COMMON ST COM 675232102 19,844 244,261 SH   SOLE   213,651 0 30,610
OCEANFIRST FINANCIAL CORP COMM COM 675234108 362 21,387 SH   SOLE   7,347 0 14,040
OCWEN FINANCIAL CORP COMMON ST COM 675746309 5,454 97,796 SH   SOLE   73,906 0 23,890
ODYSSEY MARINE EXPLORATION COM COM 676118102 214 71,191 SH   SOLE   45,601 0 25,590
OFFICE DEPOT INC COMMON STOCK COM 676220106 2,631 544,781 SH   SOLE   362,205 0 182,576
OFFICEMAX INC COMMON STOCK USD COM 67622P101 1,815 141,911 SH   SOLE   66,286 0 75,625
OFG BANCORP COM 67103X102 1,227 75,798 SH   SOLE   36,473 0 39,325
OGE ENERGY CORP COMMON STOCK U COM 670837103 11,180 309,785 SH   SOLE   248,647 0 61,138
OIL STATES INTERNATIONAL INC C COM 678026105 9,298 89,869 SH   SOLE   70,027 0 19,842
OLD DOMINION FREIGHT LINE COMM COM 679580100 3,652 79,401 SH   SOLE   61,721 0 17,680
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,439 171,746 SH   SOLE   82,553 0 89,193
OLD REPUBLIC INTL CORP COMMON COM 680223104 6,119 397,330 SH   SOLE   327,814 0 69,516
OLIN CORP COMMON STOCK USD1. COM 680665205 3,214 139,301 SH   SOLE   116,151 0 23,150
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 407 14,657 SH   SOLE   8,497 0 6,160
OM GROUP INC COMMON STOCK USD. COM 670872100 1,947 57,626 SH   SOLE   29,902 0 27,724
OMEGA HEALTHCARE INVESTORS REI COM 681936100 6,140 205,553 SH   SOLE   170,923 0 34,630
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 272 26,766 SH   SOLE   11,316 0 15,450
OMEROS CORP COM COM 682143102 261 26,816 SH   SOLE   17,276 0 9,540
OMNIAMERICAN BANCORP INC COMMO COM 68216R107 534 21,825 SH   SOLE   12,495 0 9,330
OMNICARE INC COMMON STOCK USD1 COM 681904108 8,779 158,175 SH   SOLE   127,461 0 30,714
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,199 50,618 SH   SOLE   30,458 0 20,160
OMNICOM GROUP COMMON STOCK USD COM 681919106 31,989 504,234 SH   SOLE   361,051 0 143,183
OMNIVISION TECHNOLOGIES INC CO COM 682128103 1,312 85,673 SH   SOLE   40,606 0 45,067
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 382 44,722 SH   SOLE   31,192 0 13,530
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,344 71,032 SH   SOLE   58,352 0 12,680
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,160 432,932 SH   SOLE   319,162 0 113,770
ONCOGENEX PHARMACEUTICAL INC C COM 68230A106 123 13,293 SH   SOLE   8,463 0 4,830
ONE LIBERTY PROPERTIES INC REI COM 682406103 399 19,676 SH   SOLE   9,096 0 10,580
ONEBEACON INSURANCE GROUP A CO COM G67742109 538 36,448 SH   SOLE   12,888 0 23,560
ONEOK INC COMMON STOCK USD.01 COM 682680103 20,001 375,119 SH   SOLE   259,242 0 115,877
ONSTREAM MEDIA CORP COM COM 682875208 3 10,700 SH   SOLE   10,700 0 0
ONYX PHARMACEUTICALS INC COMMO COM 683399109 9,191 73,726 SH   SOLE   54,344 0 19,382
OPENTABLE INC COMMON STOCK COM 68372A104 2,149 30,708 SH   SOLE   22,636 0 8,072
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,420 161,234 SH   SOLE   98,924 0 62,310
OPLINK COMMUNICATIONS INC COMM COM 68375Q403 608 32,326 SH   SOLE   16,076 0 16,250
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 246 13,859 SH   SOLE   5,769 0 8,090
OPTIMER PHARMACEUTICALS INC CO COM 68401H104 620 49,175 SH   SOLE   32,465 0 16,710
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 219,922 6,630,160 SH   SOLE   3,756,615 0 2,873,545
ORANGE ADR COM 684060106 203 16,250 SH   SOLE   16,250 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 469 78,012 SH   SOLE   32,687 0 45,325
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 262 49,805 SH   SOLE   20,245 0 29,560
ORBITAL SCIENCES CORP COMMON S COM 685564106 1,776 83,864 SH   SOLE   44,183 0 39,681
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 277 28,768 SH   SOLE   18,378 0 10,390
OREXIGEN THERAPEUTICS INC COMM COM 686164104 545 88,707 SH   SOLE   60,477 0 28,230
ORIENT EXPRESS HOTELS LTD A C COM G67743107 1,790 137,898 SH   SOLE   59,735 0 78,163
ORION MARINE GROUP INC COMMON COM 68628V308 445 42,784 SH   SOLE   20,560 0 22,224
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,133 68,804 SH   SOLE   35,949 0 32,855
ORMAT TECHNOLOGIES INC COMMON COM 686688102 701 26,174 SH   SOLE   10,564 0 15,610
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 706 33,865 SH   SOLE   16,825 0 17,040
OSHKOSH CORP COMMON STOCK USD. COM 688239201 6,939 141,680 SH   SOLE   115,725 0 25,955
OSI SYSTEMS INC COMMON STOCK N COM 671044105 1,934 25,970 SH   SOLE   17,495 0 8,475
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 281 16,869 SH   SOLE   11,509 0 5,360
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,627 58,948 SH   SOLE   28,052 0 30,896
OUTERWALL INC COM 690070107 1,631 32,636 SH   SOLE   23,716 0 8,920
OVERSTOCK.COM INC COMMON STOCK COM 690370101 348 11,717 SH   SOLE   6,507 0 5,210
OWENS + MINOR INC COMMON STOCK COM 690732102 8,255 238,651 SH   SOLE   190,071 0 48,580
OWENS CORNING COMMON STOCK USD COM 690742101 3,345 88,073 SH   SOLE   55,330 0 32,743
OWENS ILLINOIS INC COMMON STOC COM 690768403 8,135 270,989 SH   SOLE   177,162 0 93,827
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,141 16,780 SH   SOLE   12,420 0 4,360
P G + E CORP COMMON STOCK NPV COM 69331C108 31,135 760,864 SH   SOLE   403,787 0 357,077
PACCAR INC COMMON STOCK USD1. COM 693718108 30,746 552,392 SH   SOLE   333,892 0 218,500
PACER INTERNATIONAL INC COMMON COM 69373H106 465 75,130 SH   SOLE   46,214 0 28,916
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 395 71,514 SH   SOLE   32,754 0 38,760
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 327 24,957 SH   SOLE   10,367 0 14,590
PACIFIC PREMIER BNCRP COM COM 69478X105 303 22,537 SH   SOLE   8,297 0 14,240
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 155 51,551 SH   SOLE   26,411 0 25,140
PACIRA PHARMACEUTICALS INC COM COM 695127100 1,406 29,239 SH   SOLE   21,209 0 8,030
PACKAGING CORP OF AMERICA COMM COM 695156109 10,057 176,158 SH   SOLE   152,741 0 23,417
PACWEST BANCORP COMMON STOCK N COM 695263103 2,446 71,177 SH   SOLE   37,938 0 33,239
PALL CORP COMMON STOCK USD.1 COM 696429307 17,405 225,923 SH   SOLE   165,479 0 60,444
PALO ALTO NETWORKS INC COM 697435105 1,324 28,905 SH   SOLE   22,770 0 6,135
PANDORA MEDIA INC COM COM 698354107 2,782 110,688 SH   SOLE   87,050 0 23,638
PANERA BREAD COMPANY CLASS A C COM 69840W108 7,668 48,371 SH   SOLE   41,166 0 7,205
PANHANDLE OIL AND GAS INC A CO COM 698477106 239 8,439 SH   SOLE   5,489 0 2,950
PANTRY INC COMMON STOCK USD.01 COM 698657103 381 34,391 SH   SOLE   14,871 0 19,520
PAPA JOHN S INTL INC COMMON ST COM 698813102 1,642 23,493 SH   SOLE   17,763 0 5,730
PARAMOUNT GOLD AND SILVER COMM COM 69924P102 163 126,624 SH   SOLE   86,984 0 39,640
PAREXEL INTERNATIONAL CORP COM COM 699462107 4,169 82,995 SH   SOLE   63,815 0 19,180
PARK ELECTROCHEMICAL CORP COMM COM 700416209 1,006 35,125 SH   SOLE   16,025 0 19,100
PARK NATIONAL CORP COMMON STOC COM 700658107 1,477 18,678 SH   SOLE   7,911 0 10,767
PARK OHIO HOLDINGS CORP COMMON COM 700666100 303 7,879 SH   SOLE   5,389 0 2,490
PARK STERLING CORP COMMON STOC COM 70086Y105 388 60,569 SH   SOLE   24,089 0 36,480
PARKER DRILLING CO COMMON STOC COM 701081101 1,039 182,263 SH   SOLE   79,663 0 102,600
PARKER HANNIFIN CORP COMMON ST COM 701094104 25,425 233,854 SH   SOLE   142,480 0 91,374
PARKERVISION INC COM COM 701354102 268 80,057 SH   SOLE   54,597 0 25,460
PARKWAY PROPERTIES INC REIT US COM 70159Q104 1,306 73,478 SH   SOLE   33,628 0 39,850
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,118 44,988 SH   SOLE   27,680 0 17,308
PATRIOT TRANSPORTATION HLDG CO COM 70337B102 313 9,249 SH   SOLE   3,911 0 5,338
PATTERSON COS INC COMMON STOCK COM 703395103 6,173 153,547 SH   SOLE   106,653 0 46,894
PATTERSON UTI ENERGY INC COMMO COM 703481101 5,341 249,792 SH   SOLE   193,794 0 55,998
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 26,965 663,518 SH   SOLE   492,428 0 171,090
PBF ENERGY INC COM 69318G106 345 15,360 SH   SOLE   10,370 0 4,990
PC CONNECTION INC COMMON STOCK COM 69318J100 197 13,040 SH   SOLE   5,430 0 7,610
PC TEL INC COMMON STOCK USD.00 COM 69325Q105 237 26,746 SH   SOLE   13,046 0 13,700
PDC Energy Inc COM 69327R101 3,467 58,238 SH   SOLE   27,878 0 30,360
PDF SOLUTIONS INC COMMON STOCK COM 693282105 509 23,966 SH   SOLE   16,746 0 7,220
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,171 146,969 SH   SOLE   99,149 0 47,820
PEABODY ENERGY CORP COMMON STO COM 704549104 7,100 411,614 SH   SOLE   255,652 0 155,962
PEAPACK-GLADSTONE FNL COM COM 704699107 225 12,106 SH   SOLE   4,776 0 7,330
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 2,914 101,507 SH   SOLE   43,495 0 58,012
PEGASYSTEMS INC COMMON STOCK U COM 705573103 720 18,079 SH   SOLE   11,878 0 6,201
PENDRELL CORP COMMON STOCK USD COM 70686R104 438 225,770 SH   SOLE   94,690 0 131,080
PENFORD CORP COM COM 707051108 205 14,331 SH   SOLE   5,211 0 9,120
PENN NATIONAL GAMING INC COMMO COM 707569109 2,872 51,876 SH   SOLE   32,894 0 18,982
PENN REAL ESTATE INVEST TST RE COM 709102107 2,232 119,342 SH   SOLE   55,149 0 64,193
PENN VIRGINIA CORP COMMON STOC COM 707882106 596 89,667 SH   SOLE   39,462 0 50,205
PENNANTPARK FLOATING RATE CAP COM 70806A106 228 16,532 SH   SOLE   5,523 0 11,009
PENNANTPARK INVESTMENT CORP CO COM 708062104 1,193 105,907 SH   SOLE   50,250 0 55,657
PENNS WOODS BANCORP INC COMMON COM 708430103 359 7,202 SH   SOLE   3,702 0 3,500
PENNYMAC FINL SVCS INC COM 70932B101 329 17,531 SH   SOLE   7,091 0 10,440
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 2,136 94,191 SH   SOLE   37,051 0 57,140
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 2,743 64,203 SH   SOLE   33,038 0 31,165
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR LTD COM H6169Q108 18,953 291,853 SH   SOLE   182,780 0 109,073
PEOPLE S UNITED FINANCIAL COMM COM 712704105 9,194 639,391 SH   SOLE   457,543 0 181,848
PEOPLES BANCORP INC COMMON STO COM 709789101 307 14,716 SH   SOLE   5,905 0 8,811
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,132 90,782 SH   SOLE   44,492 0 46,290
PEPCO HOLDINGS INC COMMON STOC COM 713291102 6,536 354,073 SH   SOLE   228,356 0 125,717
PEPSICO INC COMMON STOCK USD.0 COM 713448108 235,024 2,956,280 SH   SOLE   1,629,433 0 1,326,847
PEREGRINE PHARMACEUTICALS COMM COM 713661304 133 94,540 SH   SOLE   82,590 0 11,950
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 207 23,071 SH   SOLE   15,471 0 7,600
PERFICIENT INC COMMON STOCK US COM 71375U101 1,013 55,180 SH   SOLE   28,670 0 26,510
PERFORMANT FINANCIAL CORP COM 71377E105 211 19,316 SH   SOLE   12,896 0 6,420
PERICOM SEMICONDUCTOR CORP COM COM 713831105 277 35,463 SH   SOLE   16,753 0 18,710
PERKINELMER INC COMMON STOCK U COM 714046109 5,923 156,906 SH   SOLE   103,541 0 53,365
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 55 20,074 SH   SOLE   9,364 0 10,710
PERRIGO CO COMMON STOCK NPV COM 714290103 21,966 178,036 SH   SOLE   135,312 0 42,724
PERRY ELLIS INTERNATIONAL COMM COM 288853104 413 21,937 SH   SOLE   11,571 0 10,366
PETMED EXPRESS INC COMMON STOC COM 716382106 353 21,672 SH   SOLE   15,897 0 5,775
PETROLEO BRASILEIRO ADR COM 71654V101 223 13,310 SH   SOLE   13,310 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 285 71,175 SH   SOLE   43,955 0 27,220
PETSMART INC COMMON STOCK USD. COM 716768106 16,456 215,794 SH   SOLE   161,614 0 54,180
PFIZER INC COMMON STOCK USD.05 COM 717081103 312,466 10,883,539 SH   SOLE   6,093,707 0 4,789,832
PGT INC COM 69336V101 283 28,549 SH   SOLE   19,009 0 9,540
PHARMACYCLICS INC COMMON STOCK COM 716933106 8,103 58,538 SH   SOLE   43,758 0 14,780
PHARMERICA CORP COMMON STOCK U COM 71714F104 719 54,165 SH   SOLE   28,319 0 25,846
PHH CORP COMMON STOCK USD.01 COM 693320202 2,092 88,131 SH   SOLE   38,931 0 49,200
PHI INC NON VOTING COMMON STOC COM 69336T205 698 18,518 SH   SOLE   8,653 0 9,865
PHILIP MORRIS INTERNATIONAL CO COM 718172109 236,442 2,730,596 SH   SOLE   1,663,491 0 1,067,105
PHILLIPS 66 COM 718546104 62,416 1,079,484 SH   SOLE   577,165 0 502,319
PHOENIX COMPANIES INC COMMON S COM 71902E604 318 8,215 SH   SOLE   3,151 0 5,064
PHOTOMEDEX INC COM COM 719358301 317 19,917 SH   SOLE   10,117 0 9,800
PHOTRONICS INC COMMON STOCK US COM 719405102 722 92,267 SH   SOLE   39,580 0 52,687
PICO HOLDINGS INC COMMON STOCK COM 693366205 726 33,531 SH   SOLE   14,281 0 19,250
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,363 132,689 SH   SOLE   66,559 0 66,130
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,469 142,236 SH   SOLE   80,655 0 61,581
PIER 1 IMPORTS INC COMMON STOC COM 720279108 2,076 106,364 SH   SOLE   72,675 0 33,689
PIKE ELECTRIC CORP COMMON STOC COM 721283109 340 30,079 SH   SOLE   14,759 0 15,320
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,032 61,445 SH   SOLE   44,915 0 16,530
PINNACLE ENTERTAINMENT INC COM COM 723456109 1,976 78,902 SH   SOLE   57,529 0 21,373
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 1,857 62,304 SH   SOLE   31,726 0 30,578
PINNACLE FOODS INC DEL COM 72348P104 673 25,415 SH   SOLE   18,845 0 6,570
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,954 163,565 SH   SOLE   106,103 0 57,462
PIONEER ENERGY SERVICES CORP COM 723664108 876 116,615 SH   SOLE   50,885 0 65,730
PIONEER NATURAL RESOURCES CO C COM 723787107 41,833 221,571 SH   SOLE   145,623 0 75,948
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,042 30,377 SH   SOLE   14,504 0 15,873
PITNEY BOWES INC COMMON STOCK COM 724479100 6,659 366,086 SH   SOLE   250,901 0 115,185
PLANET PAYMENT INC COM U72603118 34 13,368 SH   SOLE   3,098 0 10,270
PLANTRONICS INC COMMON STOCK U COM 727493108 4,115 89,355 SH   SOLE   72,055 0 17,300
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 3,362 56,289 SH   SOLE   28,229 0 28,060
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,204 59,246 SH   SOLE   29,506 0 29,740
PLUM CREEK TIMBER CO REIT USD. COM 729251108 14,600 311,768 SH   SOLE   193,187 0 118,581
PLX TECHNOLOGY INC COMMON STOC COM 693417107 271 44,950 SH   SOLE   26,220 0 18,730
PLY GEM HLDGS INC COM 72941W100 202 14,447 SH   SOLE   9,017 0 5,430
PMC SIERRA INC COMMON STOCK COM 69344F106 1,797 271,487 SH   SOLE   137,037 0 134,450
PMFG INC COMMON STOCK USD1. COM 69345P103 210 28,421 SH   SOLE   11,361 0 17,060
PNC FINANCIAL SERVICES GROUP C COM 693475105 66,148 913,020 SH   SOLE   484,733 0 428,287
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,476 197,784 SH   SOLE   128,484 0 69,300
POLARIS INDUSTRIES INC COMMON COM 731068102 18,051 139,734 SH   SOLE   122,931 0 16,803
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 2,832 259,362 SH   SOLE   209,069 0 50,293
POLYONE CORPORATION COMMON STO COM 73179P106 4,206 136,957 SH   SOLE   101,898 0 35,059
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,910 46,609 SH   SOLE   31,279 0 15,330
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,344 59,579 SH   SOLE   43,309 0 16,270
POPULAR INC COMMON STOCK USD6. COM 733174700 1,999 76,210 SH   SOLE   47,397 0 28,813
PORTFOLIO RECOVERY ASSOCIATE C COM 73640Q105 3,965 66,154 SH   SOLE   49,153 0 17,001
PORTLAND GENERAL ELECTRIC CO C COM 736508847 3,777 133,804 SH   SOLE   67,644 0 66,160
PORTOLA PHARMACEUTICALS COM COM 737010108 226 8,441 SH   SOLE   5,651 0 2,790
POSCO ADR COM 693483109 215 2,921 SH   SOLE   2,921 0 0
POST HOLDINGS INC COM 737446104 3,116 77,182 SH   SOLE   49,282 0 27,900
POST PROPERTIES INC REIT USD.0 COM 737464107 2,406 53,444 SH   SOLE   34,593 0 18,851
POTLATCH CORP REIT USD1. COM 737630103 3,342 84,223 SH   SOLE   67,263 0 16,960
POWELL INDUSTRIES INC COMMON S COM 739128106 980 15,994 SH   SOLE   7,344 0 8,650
POWER INTEGRATIONS INC COMMON COM 739276103 1,850 34,169 SH   SOLE   24,729 0 9,440
POWERSECURE INTERNATIONAL IN C COM 73936N105 266 16,591 SH   SOLE   11,041 0 5,550
POZEN INC COMMON STOCK USD.001 COM 73941U102 214 37,290 SH   SOLE   15,280 0 22,010
PPG INDUSTRIES INC COMMON STOC COM 693506107 43,771 262,006 SH   SOLE   152,759 0 109,247
PPL CORPORATION COMMON STOCK U COM 69351T106 27,030 889,719 SH   SOLE   533,164 0 356,555
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 72,676 604,579 SH   SOLE   362,068 0 242,511
PRECISION CASTPARTS CORP COMMO COM 740189105 67,474 296,929 SH   SOLE   153,942 0 142,987
PREFERRED BANK LOS ANGELES COM COM 740367404 290 16,298 SH   SOLE   6,608 0 9,690
PREFORMED LINE PRODUCTS CO COM COM 740444104 341 4,739 SH   SOLE   1,439 0 3,300
PREMIERE GLOBAL SERVICES INC C COM 740585104 804 80,719 SH   SOLE   42,099 0 38,620
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 1,967 65,297 SH   SOLE   48,567 0 16,730
PRGX GLOBAL INC COMMON STOCK U COM 69357C503 248 39,538 SH   SOLE   16,008 0 23,530
PRICELINE.COM INC COMMON STOCK COM 741503403 94,624 93,599 SH   SOLE   52,687 0 40,912
PRICESMART INC COMMON STOCK US COM 741511109 2,018 21,192 SH   SOLE   14,672 0 6,520
PRIMERICA INC COMMON STOCK COM 74164M108 5,206 129,058 SH   SOLE   80,048 0 49,010
PRIMORIS SERVICES CORP COMMON COM 74164F103 850 33,360 SH   SOLE   23,220 0 10,140
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 17,621 411,508 SH   SOLE   249,326 0 162,182
PRIVATEBANCORP INC COMMON STOC COM 742962103 2,391 111,732 SH   SOLE   53,092 0 58,640
PROASSURANCE CORP COMMON STOCK COM 74267C106 4,209 93,407 SH   SOLE   77,671 0 15,736
PROCERA NETWORKS INC COMMON ST COM 74269U203 462 29,854 SH   SOLE   15,114 0 14,740
PROCTER + GAMBLE CO/THE COMMON COM 742718109 373,147 4,936,465 SH   SOLE   2,702,621 0 2,233,844
PROGENICS PHARMACEUTICALS COMM COM 743187106 271 53,789 SH   SOLE   30,019 0 23,770
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,171 83,870 SH   SOLE   50,395 0 33,475
PROGRESSIVE CORP COMMON STOCK COM 743315103 25,944 952,771 SH   SOLE   643,351 0 309,420
PROLOGIS INC REIT USD.01 COM 74340W103 28,277 751,656 SH   SOLE   423,484 0 328,172
PROOFPOINT INC COM COM 743424103 638 19,850 SH   SOLE   13,580 0 6,270
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 770 22,513 SH   SOLE   16,053 0 6,460
PROSPECT CAPITAL CORP COMMON S COM 74348T102 4,434 396,639 SH   SOLE   183,443 0 213,196
PROSPERITY BANCSHARES INC COMM COM 743606105 11,306 182,824 SH   SOLE   129,334 0 53,490
PROTECTIVE LIFE CORP COMMON ST COM 743674103 4,986 117,182 SH   SOLE   95,437 0 21,745
PROTO LABS INC COM COM 743713109 1,263 16,535 SH   SOLE   11,385 0 5,150
PROVIDENCE SERVICE CORP COMMON COM 743815102 334 11,634 SH   SOLE   8,594 0 3,040
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,778 109,665 SH   SOLE   57,172 0 52,493
PROVIDENT FINL HLDGS COM COM 743868101 205 12,356 SH   SOLE   4,876 0 7,480
PROVIDENT NEW YORK BANCORP COM COM 744028101 708 64,987 SH   SOLE   25,298 0 39,689
PRTOTHENA CORP PLC COM G72800108 326 16,123 SH   SOLE   6,413 0 9,710
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 64,069 821,608 SH   SOLE   447,858 0 373,750
PRUDENTIAL PLC ADR COM 74435K204 330 8,830 SH   SOLE   8,830 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 1,935 25,937 SH   SOLE   18,097 0 7,840
PTC INC. COM 69370C100 6,342 223,074 SH   SOLE   181,144 0 41,930
PTGI HOLDING INC COM 74443P104 36 10,519 SH   SOLE   6,999 0 3,520
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 24,354 739,560 SH   SOLE   447,048 0 292,512
PUBLIC STORAGE REIT USD.1 COM 74460D109 55,627 346,476 SH   SOLE   218,729 0 127,747
PULTEGROUP INC COMMON STOCK US COM 745867101 9,874 598,415 SH   SOLE   417,022 0 181,393
PUMA BIOTECHNOLOGY INC COM 74587V107 1,136 21,174 SH   SOLE   14,784 0 6,390
PURE CYCLE CORP COM COM 746228303 68 14,759 SH   SOLE   9,819 0 4,940
PVH CORP COMMON STOCK USD1. COM 693656100 15,711 132,366 SH   SOLE   88,917 0 43,449
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 114 16,779 SH   SOLE   13,519 0 3,260
QEP RESOURCES INC COMMON STOCK COM 74733V100 8,197 296,038 SH   SOLE   188,252 0 107,786
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,355 156,780 SH   SOLE   106,655 0 50,125
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 3,123 91,197 SH   SOLE   62,747 0 28,450
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,623 148,329 SH   SOLE   66,579 0 81,750
QUAD GRAPHICS INC COMMON STOCK COM 747301109 1,094 36,023 SH   SOLE   14,543 0 21,480
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,531 20,958 SH   SOLE   11,928 0 9,030
QUALCOMM INC COMMON STOCK USD. COM 747525103 221,448 3,287,536 SH   SOLE   1,908,279 0 1,379,257
QUALITY DISTRIBUTION INC COMMO COM 74756M102 234 25,296 SH   SOLE   11,886 0 13,410
QUALITY SYSTEMS INC COMMON STO COM 747582104 2,046 94,154 SH   SOLE   79,604 0 14,550
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,172 62,240 SH   SOLE   30,200 0 32,040
QUANTA SERVICES INC COMMON STO COM 74762E102 9,421 342,471 SH   SOLE   205,308 0 137,163
QUANTUM CORP COMMON STOCK USD. COM 747906204 422 305,526 SH   SOLE   132,272 0 173,254
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 15,107 244,490 SH   SOLE   153,187 0 91,303
QUESTAR CORP COMMON STOCK NPV COM 748356102 6,103 271,355 SH   SOLE   220,515 0 50,840
QUESTCOR PHARMACEUTICALS COMMO COM 74835Y101 6,706 115,624 SH   SOLE   97,474 0 18,150
QUICKSILVER RESOURCES INC COMM COM 74837R104 336 170,544 SH   SOLE   74,324 0 96,220
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 902 31,746 SH   SOLE   21,186 0 10,560
QUIKSILVER INC COMMON STOCK US COM 74838C106 1,214 172,743 SH   SOLE   108,893 0 63,850
QUINSTREET INC COMMON STOCK COM 74874Q100 450 47,580 SH   SOLE   22,010 0 25,570
QUINTILES TRANSNATIONAL COM COM 74876Y101 909 20,255 SH   SOLE   14,635 0 5,620
Qualys, Inc. COM 74758T303 279 13,063 SH   SOLE   8,783 0 4,280
RACKSPACE HOSTING INC COMMON S COM 750086100 10,220 193,713 SH   SOLE   167,369 0 26,344
RADIAN GROUP INC COMMON STOCK COM 750236101 3,473 249,352 SH   SOLE   123,423 0 125,929
RADIOSHACK CORP COMMON STOCK U COM 750438103 503 147,626 SH   SOLE   58,086 0 89,540
RADISYS CORP COMMON STOCK NPV COM 750459109 102 31,892 SH   SOLE   12,912 0 18,980
RAIT FINANCIAL TRUST REIT USD. COM 749227609 719 101,613 SH   SOLE   43,491 0 58,122
RALPH LAUREN CORP COMMON STOCK COM 751212101 20,864 126,653 SH   SOLE   94,398 0 32,255
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,051 111,810 SH   SOLE   73,870 0 37,940
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,464 95,003 SH   SOLE   40,765 0 54,238
RANGE RESOURCES CORP COMMON ST COM 75281A109 21,001 276,729 SH   SOLE   186,470 0 90,259
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 792 52,982 SH   SOLE   36,222 0 16,760
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,994 60,952 SH   SOLE   46,992 0 13,960
RAYMOND JAMES FINANCIAL INC CO COM 754730109 7,649 183,553 SH   SOLE   150,547 0 33,006
RAYONIER INC REIT NPV COM 754907103 15,156 272,342 SH   SOLE   231,439 0 40,903
RAYTHEON COMPANY COMMON STOCK COM 755111507 46,701 605,959 SH   SOLE   372,183 0 233,776
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,766 26,809 SH   SOLE   18,399 0 8,410
READING INTERNATINAL CL A COM 755408101 155 23,554 SH   SOLE   9,334 0 14,220
REALD INC COMMON STOCK USD.000 COM 75604L105 274 39,147 SH   SOLE   24,387 0 14,760
REALNETWORKS INC COMMON STOCK COM 75605L708 285 33,349 SH   SOLE   13,425 0 19,924
REALPAGE INC COMMON STOCK COM 75606N109 1,016 43,886 SH   SOLE   28,606 0 15,280
REALTY INCOME CORP REIT USD1. COM 756109104 12,077 303,821 SH   SOLE   240,844 0 62,977
RED HAT INC COMMON STOCK USD.0 COM 756577102 14,396 312,008 SH   SOLE   211,410 0 100,598
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,302 18,317 SH   SOLE   11,607 0 6,710
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,531 128,558 SH   SOLE   59,138 0 69,420
REGAL BELOIT CORP COMMON STOCK COM 758750103 4,425 65,134 SH   SOLE   53,587 0 11,547
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,553 81,803 SH   SOLE   60,445 0 21,358
REGENCY CENTERS CORP REIT USD. COM 758849103 7,622 157,635 SH   SOLE   123,156 0 34,479
REGENERON PHARMACEUTICALS COMM COM 75886F107 44,622 142,622 SH   SOLE   80,738 0 61,884
REGIONS FINANCIAL CORP COMMON COM 7591EP100 18,851 2,035,728 SH   SOLE   1,268,039 0 767,689
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,683 114,626 SH   SOLE   73,556 0 41,070
REINSURANCE GROUP OF AMERICA C COM 759351604 7,285 108,746 SH   SOLE   88,394 0 20,352
RELIANCE STEEL + ALUMINUM COMM COM 759509102 8,424 114,969 SH   SOLE   93,946 0 21,023
REMY INTERNATIONAL INC COM 759663107 384 18,961 SH   SOLE   7,521 0 11,440
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 2,955 32,644 SH   SOLE   20,420 0 12,224
RENASANT CORP COMMON STOCK USD COM 75970E107 1,183 43,559 SH   SOLE   18,631 0 24,928
RENEWABLE ENERGY GROUP COM 75972A301 408 26,949 SH   SOLE   11,999 0 14,950
RENT A CENTER INC COMMON STOCK COM 76009N100 5,187 136,132 SH   SOLE   85,542 0 50,590
RENTECH INC COMMON STOCK USD.0 COM 760112102 462 233,296 SH   SOLE   168,336 0 64,960
RENTRAK CORP COMMON STOCK USD. COM 760174102 336 10,297 SH   SOLE   5,967 0 4,330
REPLIGEN CORP COM COM 759916109 496 44,683 SH   SOLE   34,873 0 9,810
REPROS THERAPEUTICS COM COM 76028H209 489 18,241 SH   SOLE   12,391 0 5,850
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 729 61,249 SH   SOLE   32,028 0 29,221
REPUBLIC BANCORP INC CLASS A C COM 760281204 451 16,377 SH   SOLE   6,564 0 9,813
REPUBLIC SERVICES INC COMMON S COM 760759100 13,994 419,488 SH   SOLE   251,693 0 167,795
RESMED INC COMMON STOCK USD.00 COM 761152107 16,492 312,226 SH   SOLE   275,152 0 37,074
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 777 92,888 SH   SOLE   37,648 0 55,240
RESOLUTE FOREST PRODUCTS COM 76117W109 1,377 104,123 SH   SOLE   44,069 0 60,054
RESOURCE AMERICA INC CL A COM 761195205 132 16,419 SH   SOLE   6,499 0 9,920
RESOURCE CAPITAL CORP REIT USD COM 76120W302 1,080 181,746 SH   SOLE   75,136 0 106,610
RESOURCES CONNECTION INC COMMO COM 76122Q105 894 65,856 SH   SOLE   30,276 0 35,580
RESPONSYS INC COMMON STOCK USD COM 761248103 607 36,781 SH   SOLE   22,521 0 14,260
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 1,698 122,880 SH   SOLE   60,270 0 62,610
RETAIL PROPERTIES AMERICA INC COM 76131V202 1,502 109,201 SH   SOLE   66,416 0 42,785
REVLON INC CLASS A COMMON STOC COM 761525609 397 14,278 SH   SOLE   6,998 0 7,280
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 80 31,363 SH   SOLE   17,083 0 14,280
REX AMERICAN RESOURCES CORP CO COM 761624105 234 7,608 SH   SOLE   3,398 0 4,210
REX ENERGY CORP COMMON STOCK U COM 761565100 1,008 45,213 SH   SOLE   31,743 0 13,470
REXNORD CORP NEW COM COM 76169B102 552 26,527 SH   SOLE   17,817 0 8,710
REYNOLDS AMERICAN INC COMMON S COM 761713106 28,868 591,806 SH   SOLE   385,605 0 206,201
RF MICRO DEVICES INC COMMON ST COM 749941100 3,115 552,365 SH   SOLE   436,053 0 116,312
RICHARDSON ELEC LTD COMMON STO COM 763165107 195 17,167 SH   SOLE   7,247 0 9,920
RIGEL PHARMACEUTICALS INC COMM COM 766559603 458 127,940 SH   SOLE   51,500 0 76,440
RIGNET INC COM COM 766582100 404 11,148 SH   SOLE   7,748 0 3,400
RIO TINTO PLC ADR COM 767204100 385 7,886 SH   SOLE   7,886 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 4,162 874,384 SH   SOLE   516,604 0 357,780
RIVERBED TECHNOLOGY INC COMMON COM 768573107 4,004 274,449 SH   SOLE   234,195 0 40,254
RLI CORP COMMON STOCK USD1. COM 749607107 4,290 49,069 SH   SOLE   30,909 0 18,160
RLJ LODGING TRUST REIT COM 74965L101 4,529 192,800 SH   SOLE   81,768 0 111,032
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 591 20,922 SH   SOLE   11,132 0 9,790
ROBERT HALF INTL INC COMMON ST COM 770323103 9,264 237,360 SH   SOLE   163,291 0 74,069
ROCK TENN COMPANY CL A COMMON COM 772739207 12,008 118,576 SH   SOLE   101,741 0 16,835
ROCKVILLE FINANCIAL INC COMMON COM 774188106 549 42,256 SH   SOLE   15,483 0 26,773
ROCKWELL AUTOMATION INC COMMON COM 773903109 26,217 245,152 SH   SOLE   166,225 0 78,927
ROCKWELL COLLINS INC COMMON ST COM 774341101 18,182 267,929 SH   SOLE   195,537 0 72,392
ROCKWELL MEDICAL INC COM 774374102 573 50,197 SH   SOLE   21,387 0 28,810
ROCKWOOD HOLDINGS INC COMMON S COM 774415103 4,642 69,387 SH   SOLE   48,899 0 20,488
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,246 51,462 SH   SOLE   26,827 0 24,635
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,584 26,634 SH   SOLE   14,277 0 12,357
ROLLINS INC COMMON STOCK USD1. COM 775711104 5,051 190,537 SH   SOLE   173,384 0 17,153
ROMA FINANCIAL CORP COMMON STO COM 77581P109 217 11,664 SH   SOLE   6,625 0 5,039
ROPER INDUSTRIES INC COMMON ST COM 776696106 22,405 168,622 SH   SOLE   110,625 0 57,997
ROSETTA RESOURCES INC COMMON S COM 777779307 6,095 111,922 SH   SOLE   91,142 0 20,780
ROSETTA STONE INC COMMON STOCK COM 777780107 172 10,591 SH   SOLE   6,761 0 3,830
ROSS STORES INC COMMON STOCK U COM 778296103 33,562 461,022 SH   SOLE   348,081 0 112,941
ROUNDY'S INC COM COM 779268101 293 34,060 SH   SOLE   13,590 0 20,470
ROUSE PROPERTIES INC COM 779287101 726 35,282 SH   SOLE   14,002 0 21,280
ROVI CORP COMMON STOCK USD.001 COM 779376102 3,055 159,353 SH   SOLE   130,993 0 28,360
ROWAN COMPANIES PLC COM G7665A101 7,247 197,352 SH   SOLE   123,475 0 73,877
ROYAL BANK OF CANADA COM 780087102 582 9,060 SH   SOLE   9,060 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 4,642 121,264 SH   SOLE   77,377 0 43,887
ROYAL GOLD INC COMMON STOCK US COM 780287108 4,834 99,344 SH   SOLE   82,478 0 16,866
RPC INC COMMON STOCK USD.1 COM 749660106 2,251 145,488 SH   SOLE   99,395 0 46,093
RPM INTERNATIONAL INC COMMON S COM 749685103 8,273 228,531 SH   SOLE   191,392 0 37,139
RPX CORP COMMON STOCK COM 74972G103 745 42,474 SH   SOLE   18,424 0 24,050
RR DONNELLEY + SONS CO COMMON COM 257867101 5,109 323,369 SH   SOLE   271,355 0 52,014
RTI INTERNATIONAL METALS INC C COM 74973W107 1,786 55,746 SH   SOLE   28,481 0 27,265
RTI SURGICAL INC COM 74975N105 299 79,821 SH   SOLE   32,391 0 47,430
RUBICON TECHNOLOGY INC COMMON COM 78112T107 325 26,844 SH   SOLE   12,894 0 13,950
RUBY TUESDAY INC COMMON STOCK COM 781182100 804 107,134 SH   SOLE   54,116 0 53,018
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 627 55,035 SH   SOLE   28,548 0 26,487
RUE21 INC COMMON STOCK USD.001 COM 781295100 653 16,198 SH   SOLE   11,588 0 4,610
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,353 51,048 SH   SOLE   26,518 0 24,530
RUTH S HOSPITALITY GROUP INC C COM 783332109 436 36,743 SH   SOLE   26,443 0 10,300
RYDER SYSTEM INC COMMON STOCK COM 783549108 4,852 81,268 SH   SOLE   51,732 0 29,536
RYLAND GROUP INC/THE COMMON ST COM 783764103 2,484 61,280 SH   SOLE   45,710 0 15,570
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,142 62,059 SH   SOLE   32,599 0 29,460
Realogy Holdings Corp COM 75605y106 4,412 102,553 SH   SOLE   80,093 0 22,460
Restoration Hardware Holdings, COM 761283100 1,000 15,788 SH   SOLE   10,998 0 4,790
Ruckus Wireless, Inc. COM 781220108 662 39,353 SH   SOLE   26,843 0 12,510
S + T BANCORP INC COMMON STOCK COM 783859101 1,666 68,800 SH   SOLE   43,252 0 25,548
S.Y. BANCORP INC COMMON STOCK COM 785060104 683 24,094 SH   SOLE   10,607 0 13,487
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,343 58,375 SH   SOLE   32,141 0 26,234
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 482 30,711 SH   SOLE   13,605 0 17,106
SAFETY INSURANCE GROUP INC COM COM 78648T100 2,001 37,783 SH   SOLE   26,283 0 11,500
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 12,864 402,126 SH   SOLE   250,114 0 152,012
SAGA COMMUNICATIONS INC CL A C COM 786598300 263 5,931 SH   SOLE   2,692 0 3,239
SAGENT PHARMACEUTICALS INC COM COM 786692103 296 14,491 SH   SOLE   9,701 0 4,790
SAIA INC COMMON STOCK USD.001 COM 78709Y105 778 24,941 SH   SOLE   17,956 0 6,985
SAKS INC COMMON STOCK USD.1 COM 79377W108 3,948 247,675 SH   SOLE   155,495 0 92,180
SALEM COMMUNICATIONS CL A COM COM 794093104 114 13,762 SH   SOLE   5,472 0 8,290
SALESFORCE.COM INC COMMON STOC COM 79466L302 53,347 1,027,678 SH   SOLE   582,544 0 445,134
SALIX PHARMACEUTICALS LTD COMM COM 795435106 7,101 106,171 SH   SOLE   91,555 0 14,616
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 3,869 147,913 SH   SOLE   117,462 0 30,451
SANCHEZ ENERGY CORP COM COM 79970Y105 1,056 39,966 SH   SOLE   17,746 0 22,220
SANDERSON FARMS INC COMMON STO COM 800013104 2,056 31,514 SH   SOLE   23,374 0 8,140
SANDISK CORP COMMON STOCK USD. COM 80004C101 22,087 371,151 SH   SOLE   237,677 0 133,474
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 2,113 360,497 SH   SOLE   235,537 0 124,960
SANDY SPRING BANCORP INC COMMO COM 800363103 844 36,283 SH   SOLE   14,909 0 21,374
SANFILLIPPO JOHN B SON COM COM 800422107 255 10,986 SH   SOLE   4,326 0 6,660
SANGAMO BIOSCIENCES INC COMMON COM 800677106 527 50,274 SH   SOLE   33,994 0 16,280
SANMINA CORP COM 801056102 2,297 131,340 SH   SOLE   58,292 0 73,048
SANOFI COM 80105N105 806 15,910 SH   SOLE   15,910 0 0
SANTARUS INC COMMON STOCK USD. COM 802817304 1,609 71,292 SH   SOLE   55,262 0 16,030
SAP AKTIENGESELLSCHA ADR COM 803054204 447 6,050 SH   SOLE   6,050 0 0
SAPIENS INTL CORP COM COM N7716A151 130 21,560 SH   SOLE   9,120 0 12,440
SAPIENT CORPORATION COMMON STO COM 803062108 1,890 121,400 SH   SOLE   84,880 0 36,520
SAREPTA THERAPEUTICS INC COM 803607100 1,503 31,813 SH   SOLE   21,763 0 10,050
SAUL CENTERS INC REIT USD.01 COM 804395101 602 13,022 SH   SOLE   8,862 0 4,160
SBA COMMUNICATIONS CORP CL A C COM 78388J106 9,980 124,037 SH   SOLE   91,151 0 32,886
SCANA CORP COMMON STOCK NPV COM 80589M102 9,231 200,509 SH   SOLE   123,674 0 76,835
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,574 45,500 SH   SOLE   20,560 0 24,940
SCHAWK INC COMMON STOCK USD.00 COM 806373106 331 22,325 SH   SOLE   9,635 0 12,690
SCHLUMBERGER LTD COMMON STOCK COM 806857108 167,018 1,890,201 SH   SOLE   1,078,621 0 811,580
SCHNITZER STEEL INDS INC A COM COM 806882106 1,008 36,592 SH   SOLE   15,622 0 20,970
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,771 61,810 SH   SOLE   38,544 0 23,266
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,552 52,667 SH   SOLE   26,462 0 26,205
SCHWAB (CHARLES) CORP COMMON S COM 808513105 40,628 1,921,846 SH   SOLE   1,049,608 0 872,238
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 3,638 60,108 SH   SOLE   50,718 0 9,390
SCICLONE PHARMACEUTICALS INC C COM 80862K104 285 56,162 SH   SOLE   32,932 0 23,230
SCIENCE APPLICATIONS INTERNATI COM 808625107 2,419 71,665 SH   SOLE   52,780 0 18,885
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 1,556 96,232 SH   SOLE   71,742 0 24,490
SCIQUEST INC COMMON STOCK USD. COM 80908T101 451 20,082 SH   SOLE   13,542 0 6,540
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,365 242,269 SH   SOLE   92,219 0 150,050
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,105 74,599 SH   SOLE   64,324 0 10,275
SCRIPPS NETWORKS INTER CL A CO COM 811065101 13,442 172,088 SH   SOLE   118,501 0 53,587
SEABOARD CORP COMMON STOCK USD COM 811543107 1,778 647 SH   SOLE   404 0 243
SEACHANGE INTERNATIONAL INC CO COM 811699107 526 45,828 SH   SOLE   19,118 0 26,710
SEACOAST BANKING CORP/FL COMMO COM 811707306 222 102,087 SH   SOLE   40,637 0 61,450
SEACOR HOLDINGS INC COMMON STO COM 811904101 3,008 33,255 SH   SOLE   15,865 0 17,390
SEADRILL LIMITED COM COM G7945E105 14,659 325,185 SH   SOLE   251,985 0 73,200
SEAGATE TECHNOLOGY COM G7945M107 12,787 292,344 SH   SOLE   185,314 0 107,030
SEALED AIR CORP COMMON STOCK U COM 81211K100 8,101 297,935 SH   SOLE   200,266 0 97,669
SEARS HOLDINGS CORP COMMON STO COM 812350106 2,676 44,866 SH   SOLE   21,200 0 23,666
SEARS HOMETOWN AND OUTLET STOR COM 812362101 284 8,948 SH   SOLE   4,848 0 4,100
SEATTLE GENETICS INC COMMON ST COM 812578102 4,351 99,268 SH   SOLE   73,628 0 25,640
SEAWORLD ENTERTAINMENT INC COM 81282V100 773 26,100 SH   SOLE   20,600 0 5,500
SEI INVESTMENTS COMPANY COMMON COM 784117103 9,738 315,031 SH   SOLE   278,371 0 36,660
SELECT COMFORT CORPORATION COM COM 81616X103 1,700 69,826 SH   SOLE   49,426 0 20,400
SELECT INCOME REIT COM COM 81618T100 795 30,809 SH   SOLE   10,919 0 19,890
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 567 70,225 SH   SOLE   29,195 0 41,030
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,527 103,134 SH   SOLE   54,118 0 49,016
SEMGROUP CORP CLASS A COMMON S COM 81663A105 2,986 52,368 SH   SOLE   34,128 0 18,240
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 32,621 381,090 SH   SOLE   237,396 0 143,694
SEMTECH CORP COMMON STOCK USD. COM 816850101 4,124 137,500 SH   SOLE   113,900 0 23,600
SENECA FOODS CORP CL A COMMO COM 817070501 400 13,297 SH   SOLE   6,647 0 6,650
SENIOR HOUSING PROP TRUST REIT COM 81721M109 7,001 299,947 SH   SOLE   234,120 0 65,827
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 7,174 149,794 SH   SOLE   106,124 0 43,670
SEQUENOM INC COMMON STOCK USD. COM 817337405 311 116,641 SH   SOLE   75,214 0 41,427
SERVICE CORP INTERNATIONAL COM COM 817565104 6,612 355,125 SH   SOLE   298,084 0 57,041
SERVICENOW INC. COM 81762P102 3,533 68,012 SH   SOLE   53,414 0 14,598
SERVICESOURCE INTERNATIONAL CO COM 81763U100 652 53,935 SH   SOLE   36,375 0 17,560
SHENANDOAH TELECOMMUNICATION C COM 82312B106 560 23,246 SH   SOLE   15,080 0 8,166
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 26,996 148,181 SH   SOLE   99,223 0 48,958
SHFL ENTERTAINMENT INC COM 78423R105 1,571 68,310 SH   SOLE   49,465 0 18,845
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,350 88,436 SH   SOLE   41,291 0 47,145
SHOE CARNIVAL INC COMMON STOCK COM 824889109 623 23,078 SH   SOLE   9,333 0 13,745
SHORETEL INC COMMON STOCK USD. COM 825211105 468 77,484 SH   SOLE   33,224 0 44,260
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,276 40,727 SH   SOLE   27,688 0 13,039
SIEMENS AG ADR COM 826197501 698 5,790 SH   SOLE   5,790 0 0
SIERRA BANCORP COMMON STOCK NP COM 82620P102 258 16,402 SH   SOLE   6,472 0 9,930
SIGA TECHNOLOGIES INC COMMON S COM 826917106 154 40,218 SH   SOLE   22,058 0 18,160
SIGMA ALDRICH COMMON STOCK USD COM 826552101 17,606 206,398 SH   SOLE   151,231 0 55,167
SIGMA DESIGNS INC COMMON STOCK COM 826565103 277 49,620 SH   SOLE   22,640 0 26,980
SIGNATURE BANK COMMON STOCK US COM 82669G104 6,404 69,971 SH   SOLE   57,758 0 12,213
SIGNET JEWELERS LTD COMMON STO COM G81276100 8,494 118,546 SH   SOLE   96,940 0 21,606
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,688 78,471 SH   SOLE   66,950 0 11,521
SILICON GRAPHICS INTERNATION C COM 82706L108 509 31,294 SH   SOLE   21,574 0 9,720
SILICON IMAGE INC COMMON STOCK COM 82705T102 387 72,453 SH   SOLE   50,253 0 22,200
SILICON LABORATORIES INC COMMO COM 826919102 2,926 68,514 SH   SOLE   57,557 0 10,957
SILVER BAY REALTY TRUST CORP COM 82735Q102 374 23,885 SH   SOLE   8,658 0 15,227
SIMMONS FIRST NATL CORP CL A C COM 828730200 922 29,655 SH   SOLE   14,085 0 15,570
SIMON PROPERTY GROUP INC REIT COM 828806109 89,217 601,881 SH   SOLE   324,770 0 277,111
SIMPSON MANUFACTURING CO INC C COM 829073105 2,190 67,245 SH   SOLE   33,385 0 33,860
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,374 70,817 SH   SOLE   49,217 0 21,600
SIRIUS XM RADIO INC COMMON STO COM 82967N108 13,597 3,513,447 SH   SOLE   1,903,734 0 1,609,713
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 3,544 52,947 SH   SOLE   39,051 0 13,896
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,176 64,390 SH   SOLE   46,540 0 17,850
SJW CORP COMMON STOCK USD1.042 COM 784305104 652 23,265 SH   SOLE   11,986 0 11,279
SKECHERS USA INC CL A COMMON S COM 830566105 2,310 74,258 SH   SOLE   40,698 0 33,560
SKILLED HEALTHCARE GROU CL A C COM 83066R107 102 23,348 SH   SOLE   12,008 0 11,340
SKULLCANDY INC COM 83083J104 150 24,299 SH   SOLE   9,599 0 14,700
SKYWEST INC COMMON STOCK NPV COM 830879102 1,244 85,696 SH   SOLE   41,567 0 44,129
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 7,904 318,212 SH   SOLE   270,091 0 48,121
SL GREEN REALTY CORP REIT USD. COM 78440X101 13,582 152,876 SH   SOLE   115,563 0 37,313
SLM CORP COMMON STOCK USD.2 COM 78442P106 16,080 645,795 SH   SOLE   393,329 0 252,466
SM ENERGY CO COMMON STOCK USD. COM 78454L100 8,855 114,718 SH   SOLE   97,175 0 17,543
SMITH (A.O.) CORP COMMON STOCK COM 831865209 5,021 111,089 SH   SOLE   91,289 0 19,800
SMITH + WESSON HOLDING CORP CO COM 831756101 537 48,891 SH   SOLE   45,771 0 3,120
SNAP ON INC COMMON STOCK USD1. COM 833034101 9,066 91,119 SH   SOLE   57,279 0 33,840
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,529 87,667 SH   SOLE   49,269 0 38,398
SOLAR CAPITAL LTD COMMON STOCK COM 83413U100 1,404 63,335 SH   SOLE   26,113 0 37,222
SOLAR SENIOR CAPITAL LTD COMMO COM 83416M105 284 15,735 SH   SOLE   6,213 0 9,522
SOLARCITY CORP COM 83416T100 636 18,370 SH   SOLE   14,450 0 3,920
SOLARWINDS INC COMMON STOCK US COM 83416B109 3,956 112,849 SH   SOLE   95,841 0 17,008
SOLAZYME INC COMMON STOCK COM 83415T101 450 41,800 SH   SOLE   28,050 0 13,750
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,224 117,720 SH   SOLE   100,715 0 17,005
SOLTA MEDICAL INC COMMON STOCK COM 83438K103 196 94,362 SH   SOLE   38,478 0 55,884
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,757 73,820 SH   SOLE   45,810 0 28,010
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,286 72,469 SH   SOLE   45,934 0 26,535
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,253 186,256 SH   SOLE   158,980 0 27,276
SONUS NETWORKS INC COMMON STOC COM 835916107 1,106 327,210 SH   SOLE   160,120 0 167,090
SOTHEBY S COMMON STOCK USD.01 COM 835898107 6,217 126,552 SH   SOLE   101,392 0 25,160
SOURCEFIRE INC COMMON STOCK US COM 83616T108 3,247 42,773 SH   SOLE   31,403 0 11,370
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 3,139 53,577 SH   SOLE   28,713 0 24,864
SOUTHERN CO COMMON STOCK USD5. COM 842587107 63,029 1,530,562 SH   SOLE   806,088 0 724,474
SOUTHERN COPPER CORP COMMON ST COM 84265V105 4,975 182,618 SH   SOLE   102,207 0 80,411
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 676 25,191 SH   SOLE   10,633 0 14,558
SOUTHWEST AIRLINES CO COMMON S COM 844741108 15,096 1,036,806 SH   SOLE   644,003 0 392,803
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 405 27,375 SH   SOLE   11,322 0 16,053
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,480 89,599 SH   SOLE   49,751 0 39,848
SOUTHWESTERN ENERGY CO COMMON COM 845467109 21,467 590,070 SH   SOLE   396,858 0 193,212
SOVRAN SELF STORAGE INC REIT U COM 84610H108 3,405 44,998 SH   SOLE   30,562 0 14,436
SPANSION INC CLASS A COMMON ST COM 84649R200 722 71,532 SH   SOLE   29,352 0 42,180
SPARK NETWORKS INC COM COM 84651P100 126 15,101 SH   SOLE   10,051 0 5,050
SPARTAN MOTORS INC COMMON STOC COM 846819100 341 56,247 SH   SOLE   25,567 0 30,680
SPARTAN STORES INC COMMON STOC COM 846822104 821 37,201 SH   SOLE   17,141 0 20,060
SPARTON CORP COM COM 847235108 359 14,091 SH   SOLE   5,761 0 8,330
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 10,432 62,060 SH   SOLE   53,860 0 8,200
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 13,911 61,465 SH   SOLE   61,465 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 45,654 1,333,740 SH   SOLE   793,937 0 539,803
SPECTRANETICS CORP COMMON STOC COM 84760C107 717 42,709 SH   SOLE   27,902 0 14,807
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,506 22,877 SH   SOLE   16,697 0 6,180
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 840 100,114 SH   SOLE   45,734 0 54,380
SPEED COMMERCE INC. COM 84764T106 178 54,215 SH   SOLE   21,535 0 32,680
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 347 19,388 SH   SOLE   7,138 0 12,250
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 2,354 97,110 SH   SOLE   67,381 0 29,729
SPIRIT AIRLINES INC COMMON STO COM 848577102 1,966 57,368 SH   SOLE   39,998 0 17,370
SPIRIT REALTY CAPITAL INC COM 84860W102 2,333 254,112 SH   SOLE   151,063 0 103,049
SPLUNK INC COM COM 848637104 5,502 91,647 SH   SOLE   72,094 0 19,553
SPRINT CORP COMMON COM 85207U105 4,862 782,875 SH   SOLE   425,848 0 357,027
SPS COMMERCE INC COMMON STOCK COM 78463M107 958 14,313 SH   SOLE   9,993 0 4,320
SPX CORP COMMON STOCK USD10. COM 784635104 5,998 70,869 SH   SOLE   56,796 0 14,073
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 2,091 54,895 SH   SOLE   38,515 0 16,380
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,028 52,374 SH   SOLE   32,585 0 19,789
ST JUDE MEDICAL INC COMMON STO COM 790849103 25,451 474,482 SH   SOLE   313,581 0 160,901
STAAR SURGICAL CO COMMON STOCK COM 852312305 461 34,075 SH   SOLE   22,205 0 11,870
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,234 61,352 SH   SOLE   23,922 0 37,430
STAGE STORES INC COMMON STOCK COM 85254C305 1,153 60,068 SH   SOLE   31,178 0 28,890
STAMPS.COM INC COMMON STOCK US COM 852857200 688 14,978 SH   SOLE   11,228 0 3,750
STANCORP FINANCIAL GROUP COMMO COM 852891100 3,655 66,435 SH   SOLE   54,008 0 12,427
STANDARD MOTOR PRODS COMMON ST COM 853666105 814 25,306 SH   SOLE   16,646 0 8,660
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,949 246,382 SH   SOLE   122,842 0 123,540
STANDARD PARKING CORP COMMON S COM 853790103 524 19,469 SH   SOLE   10,179 0 9,290
STANDEX INTERNATIONAL CORP COM COM 854231107 1,251 21,062 SH   SOLE   10,012 0 11,050
STANLEY BLACK + DECKER INC COM COM 854502101 21,576 238,221 SH   SOLE   145,252 0 92,969
STAPLES INC COMMON STOCK USD.0 COM 855030102 14,523 991,323 SH   SOLE   609,413 0 381,910
STAR SCIENTIFIC INC COMMON STO COM 85517P101 231 120,832 SH   SOLE   100,002 0 20,830
STARBUCKS CORP COMMON STOCK US COM 855244109 108,287 1,406,879 SH   SOLE   790,464 0 616,415
STARWOOD HOTELS + RESORTS COMM COM 85590A401 19,822 298,304 SH   SOLE   191,443 0 106,861
STARWOOD PROPERTY TRUST INC RE COM 85571B105 2,785 116,190 SH   SOLE   74,500 0 41,690
STARZ - LIBERTY CAPITAL COM 85571Q102 3,406 121,072 SH   SOLE   93,589 0 27,483
STATE AUTO FINANCIAL CORP COMM COM 855707105 579 27,652 SH   SOLE   14,362 0 13,290
STATE BANK FINANCIAL CORP COMM COM 856190103 695 43,779 SH   SOLE   17,739 0 26,040
STATE STREET CORP COMMON STOCK COM 857477103 51,668 785,822 SH   SOLE   415,973 0 369,849
STEEL DYNAMICS INC COMMON STOC COM 858119100 5,499 329,058 SH   SOLE   269,374 0 59,684
STEELCASE INC CL A COMMON STOC COM 858155203 1,991 119,801 SH   SOLE   52,081 0 67,720
STEIN MART INC COMMON STOCK US COM 858375108 540 39,324 SH   SOLE   22,505 0 16,819
STEINER LEISURE LTD COMMON STO COM P8744Y102 1,287 22,023 SH   SOLE   10,793 0 11,230
STELLARONE CORP COMMON STOCK U COM 85856G100 710 31,572 SH   SOLE   13,045 0 18,527
STELLUS CAPITAL INVESTMENT COM 858568108 243 16,212 SH   SOLE   6,392 0 9,820
STEMLINE THERAPEUTICS INC COM 85858C107 379 8,359 SH   SOLE   5,469 0 2,890
STEPAN CO COMMON STOCK USD1. COM 858586100 2,558 44,314 SH   SOLE   33,924 0 10,390
STERICYCLE INC COMMON STOCK US COM 858912108 16,465 142,676 SH   SOLE   97,213 0 45,463
STERIS CORP COMMON STOCK NPV COM 859152100 4,868 113,326 SH   SOLE   91,556 0 21,770
STERLING BANCORP/DE COM 85917A100 825 60,093 SH   SOLE   32,040 0 28,053
STERLING CONSTRUCTION CO COMMO COM 859241101 204 22,064 SH   SOLE   9,155 0 12,909
STERLING FINL CORP/SPOKANE COM COM 859319303 1,459 50,931 SH   SOLE   20,969 0 29,962
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,621 48,682 SH   SOLE   34,802 0 13,880
STEWART ENTERPRISES INC CL A C COM 860370105 1,325 100,848 SH   SOLE   70,315 0 30,533
STEWART INFORMATION SERVICES C COM 860372101 1,188 37,141 SH   SOLE   18,061 0 19,080
STIFEL FINANCIAL CORP COMMON S COM 860630102 4,442 107,752 SH   SOLE   50,238 0 57,514
STILLWATER MINING CO COMMON ST COM 86074Q102 2,358 214,184 SH   SOLE   108,924 0 105,260
STONE ENERGY CORP COMMON STOCK COM 861642106 2,842 87,633 SH   SOLE   44,796 0 42,837
STONERIDGE INC COMMON STOCK NP COM 86183P102 380 35,168 SH   SOLE   20,630 0 14,538
STRAIGHT PATH COMM CL B COM 862578101 60 11,338 SH   SOLE   8,149 0 3,189
STRATASYS LTD COM M85548101 2,456 24,258 SH   SOLE   17,958 0 6,300
STRATEGIC HOTELS + RESORTS I R COM 86272T106 2,201 253,591 SH   SOLE   160,921 0 92,670
STRAYER EDUCATION INC COMMON S COM 863236105 1,448 34,866 SH   SOLE   31,082 0 3,784
STRYKER CORP COMMON STOCK USD. COM 863667101 46,167 683,038 SH   SOLE   417,295 0 265,743
STURM RUGER + CO INC COMMON ST COM 864159108 2,511 40,100 SH   SOLE   39,060 0 1,040
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 84 13,541 SH   SOLE   8,711 0 4,830
SUFFOLK BANCORP COMMON STOCK U COM 864739107 277 15,607 SH   SOLE   6,167 0 9,440
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 422 43,396 SH   SOLE   43,396 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 882 96,001 SH   SOLE   37,201 0 58,800
SUN BANCORP INC NJ COMMON STOC COM 86663B102 212 55,388 SH   SOLE   22,388 0 33,000
SUN COMMUNITIES INC REIT USD.0 COM 866674104 1,638 38,433 SH   SOLE   23,373 0 15,060
SUN HYDRAULICS CORP COMMON STO COM 866942105 915 25,239 SH   SOLE   16,599 0 8,640
SUNCOKE ENERGY INC COM 86722A103 1,997 117,473 SH   SOLE   56,410 0 61,063
SUNCOR ENERGY INC COM 867224107 359 10,040 SH   SOLE   10,040 0 0
SUNEDISON INC COM 86732Y109 3,455 433,503 SH   SOLE   350,173 0 83,330
SUNESIS PHARMACEUTICALS INC CO COM 867328601 150 30,156 SH   SOLE   19,686 0 10,470
SUNPOWER CORP CL A COM COM 867652406 932 35,612 SH   SOLE   23,102 0 12,510
SUNSTONE HOTEL INVESTORS INC R COM 867892101 3,471 272,435 SH   SOLE   121,881 0 150,554
SUNTRUST BANKS INC COMMON STOC COM 867914103 25,099 774,190 SH   SOLE   464,222 0 309,968
SUPER MICRO COMPUTER INC COMMO COM 86800U104 668 49,372 SH   SOLE   23,372 0 26,000
SUPERIOR ENERGY SERVICES INC C COM 868157108 6,432 256,853 SH   SOLE   201,299 0 55,554
SUPERIOR INDUSTRIES INTL COMMO COM 868168105 715 40,128 SH   SOLE   18,872 0 21,256
SUPERNUS PHARMACEUTICAL COM COM 868459108 94 12,862 SH   SOLE   8,582 0 4,280
SUPERTEX INC COMMON STOCK NPV COM 868532102 414 16,338 SH   SOLE   7,288 0 9,050
SUPERVALU INC COMMON STOCK USD COM 868536103 3,112 378,077 SH   SOLE   277,287 0 100,790
SUPPORT.COM INC COMMON STOCK U COM 86858W101 236 43,338 SH   SOLE   28,890 0 14,448
SURMODICS INC COMMON STOCK USD COM 868873100 413 17,376 SH   SOLE   12,306 0 5,070
SUSQUEHANNA BANCSHARES INC COM COM 869099101 4,206 335,121 SH   SOLE   172,876 0 162,245
SUSSER HOLDINGS CORP COMMON ST COM 869233106 922 17,347 SH   SOLE   12,167 0 5,180
SVB FINANCIAL GROUP COMMON STO COM 78486Q101 5,853 67,767 SH   SOLE   54,576 0 13,191
SWIFT ENERGY CO COMMON STOCK U COM 870738101 808 70,783 SH   SOLE   33,903 0 36,880
SWIFT TRANSPORTATION CO COMMON COM 87074U101 1,726 85,479 SH   SOLE   56,589 0 28,890
SWISHER HYGIENE INC COMMON STO COM 870808102 93 152,554 SH   SOLE   61,384 0 91,170
SWS GROUP INC COMMON STOCK USD COM 78503N107 264 47,363 SH   SOLE   21,443 0 25,920
SYKES ENTERPRISES INC COMMON S COM 871237103 1,187 66,275 SH   SOLE   30,776 0 35,499
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SYNGENTA AG ADR COM 87160A100 254 3,130 SH   SOLE   3,130 0 0
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SYNOPSYS INC COMMON STOCK USD. COM 871607107 8,701 230,795 SH   SOLE   188,857 0 41,938
SYNOVUS FINANCIAL CORP COMMON COM 87161C105 4,729 1,432,909 SH   SOLE   1,224,533 0 208,376
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SYNTEL INC COMMON STOCK NPV COM 87162H103 1,611 20,114 SH   SOLE   14,274 0 5,840
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SYSCO CORP COMMON STOCK USD1. COM 871829107 37,009 1,162,703 SH   SOLE   678,309 0 484,394
SYSTEMAX INC COMMON STOCK USD. COM 871851101 162 17,474 SH   SOLE   6,584 0 10,890
Shutterstock, Inc. COM 825690100 564 7,749 SH   SOLE   4,389 0 3,360
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TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 1,854 102,105 SH   SOLE   74,255 0 27,850
TAL INTERNATIONAL GROUP INC CO COM 874083108 2,072 44,332 SH   SOLE   23,862 0 20,470
TAMINCO CORP COM COM 87509U106 294 14,497 SH   SOLE   9,007 0 5,490
TANGER FACTORY OUTLET CENTER R COM 875465106 3,741 114,583 SH   SOLE   84,992 0 29,591
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TARGA RESOURCES CORP COMMON ST COM 87612G101 2,605 35,703 SH   SOLE   25,273 0 10,430
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TARGET CORP COMMON STOCK USD.0 COM 87612E106 80,724 1,261,713 SH   SOLE   751,027 0 510,686
TASER INTERNATIONAL INC COMMON COM 87651B104 826 55,432 SH   SOLE   34,912 0 20,520
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TAYLOR CAPITAL GROUP INC COMMO COM 876851106 638 28,801 SH   SOLE   12,811 0 15,990
TAYLOR MORRISON HOME CORP COM 87724P106 595 26,280 SH   SOLE   20,050 0 6,230
TCF FINANCIAL CORP COMMON STOC COM 872275102 3,396 237,811 SH   SOLE   195,815 0 41,996
TCP CAP CORP COM COM 87238Q103 573 35,303 SH   SOLE   14,113 0 21,190
TD AMERITRADE HOLDING CORP COM COM 87236Y108 5,116 195,413 SH   SOLE   127,984 0 67,429
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TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 2,793 73,607 SH   SOLE   50,397 0 23,210
TEAM INC COMMON STOCK USD.3 COM 878155100 815 20,512 SH   SOLE   14,592 0 5,920
TEARLAB CORP COM COM 878193101 266 24,059 SH   SOLE   16,579 0 7,480
TECH DATA CORP COMMON STOCK US COM 878237106 2,878 57,666 SH   SOLE   45,886 0 11,780
TECHNE CORP COMMON STOCK USD.0 COM 878377100 8,118 101,405 SH   SOLE   91,215 0 10,190
TECHTARGET COMMON STOCK USD.00 COM 87874R100 83 16,729 SH   SOLE   8,089 0 8,640
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TEJON RANCH CO COMMON STOCK US COM 879080109 545 17,672 SH   SOLE   11,672 0 6,000
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TELEDYNE TECHNOLOGIES INC COMM COM 879360105 4,657 54,837 SH   SOLE   36,327 0 18,510
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TELEFONICA SA ADR COM 879382208 415 26,820 SH   SOLE   26,820 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 141 24,215 SH   SOLE   9,915 0 14,300
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TENET HEALTHCARE CORP COMMON S COM 88033G407 6,810 165,335 SH   SOLE   121,226 0 44,109
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TERADATA CORP COMMON STOCK USD COM 88076W103 15,232 274,750 SH   SOLE   185,536 0 89,214
TERADYNE INC COMMON STOCK USD. COM 880770102 4,787 289,792 SH   SOLE   187,623 0 102,169
TEREX CORP COMMON STOCK USD.01 COM 880779103 7,348 218,695 SH   SOLE   163,422 0 55,273
TERRENO REALTY CORP REIT USD.0 COM 88146M101 575 32,348 SH   SOLE   10,268 0 22,080
TERRITORIAL BANCORP INC COMMON COM 88145X108 318 14,460 SH   SOLE   5,800 0 8,660
TESARO INC COM COM 881569107 453 11,696 SH   SOLE   7,666 0 4,030
TESCO CORP COMMON STOCK NPV COM 88157K101 848 51,176 SH   SOLE   21,426 0 29,750
TESLA MOTORS INC COMMON STOCK COM 88160R101 15,594 80,620 SH   SOLE   60,196 0 20,424
TESORO CORP COMMON STOCK USD.1 COM 881609101 9,039 205,528 SH   SOLE   127,973 0 77,555
TESSCO TECHNOLOGIES COM COM 872386107 242 7,177 SH   SOLE   2,827 0 4,350
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 1,762 91,076 SH   SOLE   45,724 0 45,352
TETRA TECH INC COMMON STOCK US COM 88162G103 2,900 112,007 SH   SOLE   59,365 0 52,642
TETRA TECHNOLOGIES INC COMMON COM 88162F105 1,644 131,171 SH   SOLE   61,898 0 69,273
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 3,734 81,233 SH   SOLE   44,137 0 37,096
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TEXAS INSTRUMENTS INC COMMON S COM 882508104 87,390 2,170,097 SH   SOLE   1,302,101 0 867,996
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TEXTRON INC COMMON STOCK USD.1 COM 883203101 10,908 395,069 SH   SOLE   252,657 0 142,412
TFS FINANCIAL CORP COMMON STOC COM 87240R107 631 52,676 SH   SOLE   36,082 0 16,594
TG THERAPEUTICS INC COM 88322Q108 59 11,546 SH   SOLE   7,606 0 3,940
TGC INDS INC COM NEW COM 872417308 119 15,126 SH   SOLE   7,771 0 7,355
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THERAPEUDICSMD INC COM COM 88338N107 199 67,795 SH   SOLE   45,245 0 22,550
THERAVANCE INC COMMON STOCK US COM 88338T104 3,003 73,432 SH   SOLE   54,752 0 18,680
THERMO FISHER SCIENTIFIC INC C COM 883556102 53,621 581,893 SH   SOLE   320,374 0 261,519
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THL CREDIT INC COMMON STOCK COM 872438106 668 42,753 SH   SOLE   16,883 0 25,870
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THOMSON REUTERS CORP COMMON ST COM 884903105 12,856 367,209 SH   SOLE   199,982 0 167,227
THOR INDUSTRIES INC COMMON STO COM 885160101 4,738 81,635 SH   SOLE   71,244 0 10,391
THORATEC CORP COMMON STOCK NPV COM 885175307 3,799 101,880 SH   SOLE   82,170 0 19,710
THRESHOLD PHARMACEUTICALS COM COM 885807206 202 43,523 SH   SOLE   28,793 0 14,730
TIBCO SOFTWARE INC COMMON STOC COM 88632Q103 7,056 275,732 SH   SOLE   233,177 0 42,555
TICC CAPITAL CORP COMMON STOCK COM 87244T109 713 73,088 SH   SOLE   29,774 0 43,314
TIDEWATER INC COMMON STOCK USD COM 886423102 4,557 76,863 SH   SOLE   59,908 0 16,955
TIFFANY + CO COMMON STOCK USD. COM 886547108 17,456 227,820 SH   SOLE   163,929 0 63,891
TILE SHOP HLDGS INC COM 88677Q109 483 16,379 SH   SOLE   11,069 0 5,310
TILLYS INC COM COM 886885102 148 10,177 SH   SOLE   5,557 0 4,620
TIME WARNER CABLE COMMON STOCK COM 88732J207 57,924 519,033 SH   SOLE   295,384 0 223,649
TIME WARNER INC COMMON STOCK U COM 887317303 106,820 1,623,159 SH   SOLE   870,332 0 752,827
TIMKEN CO COMMON STOCK NPV COM 887389104 7,899 130,771 SH   SOLE   101,834 0 28,937
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TITAN MACHINERY INC COMMON STO COM 88830R101 395 24,599 SH   SOLE   10,559 0 14,040
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TJX COMPANIES INC COMMON STOCK COM 872540109 81,705 1,448,925 SH   SOLE   889,398 0 559,527
TMS INTERNATIONAL CORP A COMMO COM 87261Q103 287 16,440 SH   SOLE   8,290 0 8,150
TOLL BROTHERS INC COMMON STOCK COM 889478103 7,766 239,462 SH   SOLE   195,601 0 43,861
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,131 24,469 SH   SOLE   10,804 0 13,665
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TORCHMARK CORP COMMON STOCK US COM 891027104 12,135 167,720 SH   SOLE   115,856 0 51,864
TORNIER NV COMMON STOCK COM N87237108 687 35,547 SH   SOLE   14,337 0 21,210
TORO CO COMMON STOCK USD1. COM 891092108 3,513 64,644 SH   SOLE   50,305 0 14,339
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TOTAL SYSTEM SERVICES INC COMM COM 891906109 11,439 388,821 SH   SOLE   300,198 0 88,623
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TOWERSTREAM CORP COMMON STOCK COM 892000100 185 64,745 SH   SOLE   37,525 0 27,220
TOWN SPORTS INTERNATIONAL COMM COM 89214A102 481 37,025 SH   SOLE   14,145 0 22,880
TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 526 36,487 SH   SOLE   15,018 0 21,469
TOYOTA MOTOR CORP ADR COM 892331307 1,212 9,470 SH   SOLE   9,470 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 16,230 241,622 SH   SOLE   206,148 0 35,474
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TRAVELERS COS INC/THE COMMON S COM 89417E109 64,689 763,113 SH   SOLE   461,531 0 301,582
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TRC COS INC COMMON STOCK USD.1 COM 872625108 162 21,838 SH   SOLE   8,648 0 13,190
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TREX COMPANY INC COMMON STOCK COM 89531P105 892 18,019 SH   SOLE   13,059 0 4,960
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TRIANGLE CAPITAL CORP COMMON S COM 895848109 1,215 41,361 SH   SOLE   19,086 0 22,275
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TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,515 40,605 SH   SOLE   29,476 0 11,129
TRIMBLE NAVIGATION LTD COMMON COM 896239100 13,120 441,606 SH   SOLE   379,540 0 62,066
TRINITY INDUSTRIES INC COMMON COM 896522109 5,479 120,810 SH   SOLE   97,156 0 23,654
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TRIPLE S MANAGEMENT CORP B COM COM 896749108 626 34,055 SH   SOLE   15,425 0 18,630
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 2,192 269,672 SH   SOLE   144,087 0 125,585
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TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,242 51,747 SH   SOLE   37,447 0 14,300
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TRUSTMARK CORP COMMON STOCK NP COM 898402102 4,528 176,885 SH   SOLE   119,305 0 57,580
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 6,137 86,059 SH   SOLE   51,964 0 34,095
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 869 89,113 SH   SOLE   41,423 0 47,690
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TUMI HODINGD INC COM COM 89969Q104 884 43,873 SH   SOLE   30,113 0 13,760
TUPPERWARE BRANDS CORP COMMON COM 899896104 7,801 90,315 SH   SOLE   77,136 0 13,179
TUTOR PERINI CORP COMMON STOCK COM 901109108 1,166 54,697 SH   SOLE   23,449 0 31,248
TW TELECOM INC COMMON STOCK US COM 87311L104 8,385 280,760 SH   SOLE   244,008 0 36,752
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TWIN DISC INC COMMON STOCK NPV COM 901476101 344 13,181 SH   SOLE   4,811 0 8,370
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,256 232,375 SH   SOLE   156,165 0 76,210
TYCO INTERNATIONAL LTD COMMON COM H89128104 13,464 384,899 SH   SOLE   251,129 0 133,770
TYLER TECHNOLOGIES INC COMMON COM 902252105 3,985 45,553 SH   SOLE   32,593 0 12,960
TYSON FOODS INC CL A COMMON ST COM 902494103 11,732 414,864 SH   SOLE   253,610 0 161,254
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UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
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UGI CORP COMMON STOCK NPV COM 902681105 6,670 170,467 SH   SOLE   139,821 0 30,646
UIL HOLDINGS CORP COMMON STOCK COM 902748102 3,375 90,763 SH   SOLE   48,287 0 42,476
ULTA SALON COSMETICS + FRAGR C COM 90384S303 7,560 63,287 SH   SOLE   46,081 0 17,206
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UMPQUA HOLDINGS CORP COMMON ST COM 904214103 3,093 190,674 SH   SOLE   96,099 0 94,575
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UNITED PARCEL SERVICE CL B COM COM 911312106 123,465 1,351,269 SH   SOLE   765,727 0 585,542
UNITED RENTALS INC COMMON STOC COM 911363109 9,450 162,126 SH   SOLE   137,804 0 24,322
UNITED STATES STEEL CORP COMMO COM 912909108 4,552 221,084 SH   SOLE   142,519 0 78,565
UNITED STATIONERS INC COMMON S COM 913004107 3,369 77,440 SH   SOLE   41,540 0 35,900
UNITED TECHNOLOGIES CORP COMMO COM 913017109 174,120 1,614,912 SH   SOLE   965,033 0 649,879
UNITED THERAPEUTICS CORP COMMO COM 91307C102 6,559 83,182 SH   SOLE   71,415 0 11,767
UNITEDHEALTH GROUP INC COMMON COM 91324P102 140,226 1,958,187 SH   SOLE   1,067,357 0 890,830
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UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,408 43,955 SH   SOLE   29,795 0 14,160
UNIVERSAL ELECTRONICS INC COMM COM 913483103 821 22,797 SH   SOLE   11,337 0 11,460
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UNIVERSAL HEALTH SERVICES B CO COM 913903100 11,039 147,212 SH   SOLE   123,303 0 23,909
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UNIVERSAL TECHNICAL INSTITUT C COM 913915104 437 36,031 SH   SOLE   16,626 0 19,405
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 490 25,979 SH   SOLE   10,169 0 15,810
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UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 12,142 398,896 SH   SOLE   243,681 0 155,215
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UR ENERGY INC COMMON STOCK COM 91688R108 175 151,143 SH   SOLE   66,073 0 85,070
URANIUM ENERGY CORP COMMON STO COM 916896103 183 81,139 SH   SOLE   56,549 0 24,590
URBAN OUTFITTERS INC COMMON ST COM 917047102 6,877 187,031 SH   SOLE   128,202 0 58,829
URS CORP COMMON STOCK USD.01 COM 903236107 6,142 114,270 SH   SOLE   92,135 0 22,135
URSTADT BIDDLE CLASS A REIT COM 917286205 622 31,289 SH   SOLE   18,889 0 12,400
US AIRWAYS GROUP INC COMMON ST COM 90341W108 4,643 244,908 SH   SOLE   122,728 0 122,180
US BANCORP COMMON STOCK USD.01 COM 902973304 118,759 3,246,555 SH   SOLE   1,741,134 0 1,505,421
US CELLULAR CORP COMMON STOCK COM 911684108 446 9,788 SH   SOLE   6,109 0 3,679
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VANTIVE CORP COM COM 92210H105 2,089 74,750 SH   SOLE   58,709 0 16,041
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VERINT SYSTEMS INC COMMON STOC COM 92343X100 1,884 50,829 SH   SOLE   34,441 0 16,388
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VF CORP COMMON STOCK USD1. COM 918204108 28,650 143,936 SH   SOLE   96,034 0 47,902
VIACOM INC CLASS B COMMON STOC COM 92553P201 71,319 853,306 SH   SOLE   480,690 0 372,616
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 876 35,116 SH   SOLE   16,626 0 18,490
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,204 50,257 SH   SOLE   37,077 0 13,180
VICAL INC COMMON STOCK USD.01 COM 925602104 86 69,064 SH   SOLE   43,734 0 25,330
VICOR CORP COMMON STOCK USD.01 COM 925815102 255 31,134 SH   SOLE   13,404 0 17,730
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VIRNETX HOLDING CORP COMMON ST COM 92823T108 921 45,129 SH   SOLE   29,899 0 15,230
VIROPHARMA INC COMMON STOCK US COM 928241108 3,465 88,175 SH   SOLE   64,765 0 23,410
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,488 9,146 SH   SOLE   7,157 0 1,989
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 655 22,538 SH   SOLE   16,661 0 5,877
VISA INC CLASS A SHARES COMMON COM 92826C839 181,544 949,993 SH   SOLE   543,203 0 406,790
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,581 200,216 SH   SOLE   163,095 0 37,121
VISHAY PRECISION GROUP COMMON COM 92835K103 257 17,657 SH   SOLE   6,892 0 10,765
VISTAPRINT NV COMMON STOCK USD COM N93540107 1,890 33,433 SH   SOLE   24,033 0 9,400
VISTEON CORP COMMON STOCK COM 92839U206 3,618 47,834 SH   SOLE   34,933 0 12,901
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VMWARE INC CLASS A COMMON STOC COM 928563402 7,883 97,440 SH   SOLE   55,504 0 41,936
VOCERA COMMUNICATIONS INC COM COM 92857F107 379 20,383 SH   SOLE   12,623 0 7,760
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VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 901 39,168 SH   SOLE   19,368 0 19,800
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 730 232,510 SH   SOLE   96,250 0 136,260
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VOXX INTERNATIONAL CORPORATION COM 91829F104 437 31,878 SH   SOLE   13,448 0 18,430
VRINGO INC COM COM 92911N104 249 86,323 SH   SOLE   38,033 0 48,290
VSE CORP COMMON STOCK USD.05 COM 918284100 258 5,492 SH   SOLE   2,132 0 3,360
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WARNER CHILCOTT PLC CLASS A CO COM G94368100 4,936 216,038 SH   SOLE   169,677 0 46,361
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WASHINGTON FEDERAL INC COMMON COM 938824109 3,179 153,709 SH   SOLE   125,256 0 28,453
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WERNER ENTERPRISES INC COMMON COM 950755108 2,964 127,051 SH   SOLE   93,891 0 33,160
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,184 39,836 SH   SOLE   17,592 0 22,244
WESCO AIRCRAFT HOLDINGS INC COM 950814103 1,187 56,731 SH   SOLE   24,021 0 32,710
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WEST CORP COM COM 952355204 503 22,679 SH   SOLE   12,709 0 9,970
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WESTAMERICA BANCORPORATION COM COM 957090103 3,987 80,148 SH   SOLE   55,226 0 24,922
WESTAR ENERGY INC COMMON STOCK COM 95709T100 5,909 192,789 SH   SOLE   159,033 0 33,756
WESTELL TECHNOLOGIES INC A COM COM 957541105 200 59,843 SH   SOLE   23,983 0 35,860
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WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,176 20,795 SH   SOLE   16,778 0 4,017
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WINTRUST FINANCIAL CORP COMMON COM 97650W108 3,081 75,016 SH   SOLE   41,791 0 33,225
WISCONSIN ENERGY CORP COMMON S COM 976657106 15,141 374,952 SH   SOLE   247,175 0 127,777
WISDOMTREE INVTS INC COM COM 97717P104 1,077 92,783 SH   SOLE   63,783 0 29,000
WMS INDUSTRIES INC COMMON STOC COM 929297109 3,171 122,199 SH   SOLE   73,409 0 48,790
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WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 13,895 227,892 SH   SOLE   154,367 0 73,525
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YAHOO INC COMMON STOCK USD.00 COM 984332106 54,296 1,637,403 SH   SOLE   884,550 0 752,853
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YELP INC COM COM 985817105 1,924 29,078 SH   SOLE   20,108 0 8,970
YORK WATER CO COMMON STOCK NPV COM 987184108 260 12,941 SH   SOLE   7,421 0 5,520
YRC WORLDWIDE INC COM 984249607 212 12,585 SH   SOLE   5,465 0 7,120
YUM BRANDS INC COMMON STOCK N COM 988498101 61,270 858,246 SH   SOLE   525,014 0 333,232
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ZALE CORP COMMON STOCK USD.01 COM 988858106 792 52,113 SH   SOLE   23,223 0 28,890
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ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 3,619 79,483 SH   SOLE   64,330 0 15,153
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ZEP INC COMMON STOCK USD.01 COM 98944B108 531 32,652 SH   SOLE   17,592 0 15,060
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ZIMMER HOLDINGS INC COMMON STO COM 98956P102 20,575 250,487 SH   SOLE   153,881 0 96,606
ZIONS BANCORPORATION COMMON ST COM 989701107 7,444 271,489 SH   SOLE   166,459 0 105,030
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 248 62,809 SH   SOLE   40,839 0 21,970
ZIX CORP COMMON STOCK USD.01 COM 98974P100 275 56,186 SH   SOLE   38,396 0 17,790
ZOETIS INC COM COM 98978V103 25,104 806,689 SH   SOLE   542,799 0 263,890
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ZOLTEK COMPANIES INC COMMON ST COM 98975W104 668 40,014 SH   SOLE   15,664 0 24,350
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ZYGO CORP COMMON STOCK USD.1 COM 989855101 402 25,137 SH   SOLE   9,567 0 15,570
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