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 280 33,999 SH   SOLE   11,019 0 22,980
1ST SOURCE CORP COMMON STOCK N COM 336901103 1,011 29,461 SH   SOLE   15,377 0 14,084
22ND CENTURY GROUP INC COM 90137F103 40 24,370 SH   SOLE   13,750 0 10,620
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 4,490 136,592 SH   SOLE   108,492 0 28,100
3M CO COMMON STOCK USD.01 COM 88579Y101 192,556 1,171,833 SH   SOLE   585,476 0 586,357
8X8 INC COMMON STOCK USD.001 COM 282914100 1,041 113,654 SH   SOLE   60,324 0 53,330
A10 NETWORKS INC COM 002121101 61 13,965 SH   SOLE   6,665 0 7,300
AAON INC COMMON STOCK USD.004 COM 000360206 1,245 55,608 SH   SOLE   34,997 0 20,611
AAR CORP COMMON STOCK USD1. COM 000361105 1,949 70,162 SH   SOLE   37,291 0 32,871
AARON S INC COMMON STOCK USD.5 COM 002535300 3,507 114,731 SH   SOLE   92,555 0 22,176
ABAXIS INC COMMON STOCK NPV COM 002567105 1,562 27,489 SH   SOLE   20,984 0 6,505
ABB LTD ADR COM 000375204 575 27,200 SH   SOLE   27,200 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 109,320 2,428,265 SH   SOLE   1,159,413 0 1,268,852
ABBVIE INC. COM 00287Y109 176,013 2,689,685 SH   SOLE   1,343,024 0 1,346,661
ABERCROMBIE + FITCH CO CL A CO COM 002896207 2,697 94,152 SH   SOLE   72,733 0 21,419
ABIOMED INC COMMON STOCK USD.0 COM 003654100 1,870 49,143 SH   SOLE   40,213 0 8,930
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,074 107,287 SH   SOLE   62,101 0 45,186
ABRAXAS PETROLEUM CORP COMMON COM 003830106 373 126,741 SH   SOLE   106,196 0 20,545
ACACIA RESEARCH ACACIA TEC T COM 003881307 1,148 67,753 SH   SOLE   25,553 0 42,200
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 2,238 36,555 SH   SOLE   26,955 0 9,600
ACADIA PHARMACEUTICALS COM COM 004225108 1,987 62,568 SH   SOLE   53,198 0 9,370
ACADIA REALTY TRUST REIT USD.0 COM 004239109 3,347 104,491 SH   SOLE   51,436 0 53,055
ACCELERATE DIAGNOSTICS COM COM 00430H102 343 17,871 SH   SOLE   12,611 0 5,260
ACCELERON PHARMA INC COM 00434H108 498 12,770 SH   SOLE   8,900 0 3,870
ACCENTURE PLC CL A COMMON STOC COM G1151C101 96,841 1,084,327 SH   SOLE   615,500 0 468,827
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,380 153,187 SH   SOLE   59,473 0 93,714
ACCURAY INC COMMON STOCK USD.0 COM 004397105 492 65,171 SH   SOLE   46,953 0 18,218
ACCURIDE CORP COMMON STOCK COM 00439T206 164 37,891 SH   SOLE   23,161 0 14,730
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 57,325 498,996 SH   SOLE   252,497 0 246,499
ACELRX PHARMACEUTICALS COM COM 00444T100 136 20,152 SH   SOLE   14,922 0 5,230
ACETO CORP COMMON STOCK USD.01 COM 004446100 866 39,888 SH   SOLE   18,768 0 21,120
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 1,441 117,622 SH   SOLE   53,672 0 63,950
ACI WORLDWIDE INC COMMON STOCK COM 004498101 3,870 191,870 SH   SOLE   158,393 0 33,477
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,903 46,565 SH   SOLE   34,685 0 11,880
ACTAVIS PLC COM G0083B108 101,657 394,921 SH   SOLE   207,171 0 187,750
ACTIVISION BLIZZARD INC COMMON COM 00507V109 7,910 392,554 SH   SOLE   249,625 0 142,929
ACTUA CORPORATION COM 005094107 1,073 58,069 SH   SOLE   22,429 0 35,640
ACTUANT CORP A COMMON STOCK US COM 00508X203 3,038 111,515 SH   SOLE   59,315 0 52,200
ACTUATE CORP COMMON STOCK USD. COM 00508B102 403 61,079 SH   SOLE   25,969 0 35,110
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 8,320 59,399 SH   SOLE   48,383 0 11,016
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 3,179 156,844 SH   SOLE   93,634 0 63,210
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 58,391 803,174 SH   SOLE   407,452 0 395,722
ADT CORP COM 00101J106 8,319 229,628 SH   SOLE   126,919 0 102,709
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 2,480 113,752 SH   SOLE   81,292 0 32,460
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 16,247 102,003 SH   SOLE   83,714 0 18,289
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 226 9,835 SH   SOLE   3,485 0 6,350
ADVANCED EMISSION SOLUTIONS IN COM 00770C101 400 17,564 SH   SOLE   12,079 0 5,485
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,164 49,101 SH   SOLE   35,690 0 13,411
ADVANCED MICRO DEVICES COMMON COM 007903107 2,330 872,632 SH   SOLE   701,303 0 171,329
ADVENT SOFTWARE INC COMMON STO COM 007974108 2,368 77,295 SH   SOLE   62,505 0 14,790
ADVISORY BOARD CO/THE COMMON S COM 00762W107 1,969 40,206 SH   SOLE   30,251 0 9,955
AECOM COM 00766T100 5,650 186,050 SH   SOLE   142,038 0 44,012
AEGERION PHARMACEUTICALS INC C COM 00767E102 534 25,513 SH   SOLE   17,963 0 7,550
AEGION CORP COM 00770F104 1,101 59,168 SH   SOLE   29,464 0 29,704
AEGON, N.V. COM 007924103 214 28,526 SH   SOLE   28,526 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 276 4,753 SH   SOLE   2,663 0 2,090
AERIE PHARMACEUTICALS INC COM 00771V108 234 8,020 SH   SOLE   5,760 0 2,260
AEROHIVE NETWORKS INC COM 007786106 52 10,745 SH   SOLE   4,370 0 6,375
AEROPOSTALE INC COMMON STOCK U COM 007865108 297 127,914 SH   SOLE   60,194 0 67,720
AEROVIRONMENT INC COMMON STOCK COM 008073108 621 22,771 SH   SOLE   13,441 0 9,330
AES CORP COMMON STOCK USD.01 COM 00130H105 12,156 882,757 SH   SOLE   475,624 0 407,133
AETNA INC COMMON STOCK USD.01 COM 00817Y108 58,407 657,512 SH   SOLE   365,217 0 292,295
AFFILIATED MANAGERS GROUP COMM COM 008252108 16,911 79,679 SH   SOLE   47,806 0 31,873
AFFYMETRIX INC COMMON STOCK US COM 00826T108 1,046 105,963 SH   SOLE   56,283 0 49,680
AFLAC INC COMMON STOCK USD.1 COM 001055102 48,847 799,589 SH   SOLE   433,019 0 366,570
AG MORTGAGE INVESTMENT TRUST COM 001228105 713 38,398 SH   SOLE   16,268 0 22,130
AGCO CORP COMMON STOCK USD.01 COM 001084102 4,943 109,365 SH   SOLE   83,203 0 26,162
AGENUS INC COM COM 00847G705 227 57,100 SH   SOLE   33,900 0 23,200
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 16,167 394,907 SH   SOLE   231,737 0 163,170
AGILYSYS INC COMMON STOCK USD. COM 00847J105 302 23,998 SH   SOLE   10,392 0 13,606
AGIOS PHARMACEUTICALS INC COM COM 00847X104 1,425 12,721 SH   SOLE   8,726 0 3,995
AGL RESOURCES INC COMMON STOCK COM 001204106 9,372 171,924 SH   SOLE   89,778 0 82,146
AGREE REALTY CORP REIT USD.000 COM 008492100 843 27,124 SH   SOLE   14,956 0 12,168
AH BELO CORP A COMMON STOCK US COM 001282102 271 26,096 SH   SOLE   10,326 0 15,770
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,212 64,467 SH   SOLE   38,126 0 26,341
AIR METHODS CORP COMMON STOCK COM 009128307 1,916 43,512 SH   SOLE   32,050 0 11,462
AIR PRODUCTS + CHEMICALS INC C COM 009158106 50,000 346,668 SH   SOLE   183,714 0 162,954
AIR TRANSPORT SERVICES GROUP C COM 00922R105 613 71,562 SH   SOLE   31,772 0 39,790
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 1,942 90,882 SH   SOLE   49,603 0 41,279
AIRGAS INC COMMON STOCK USD.01 COM 009363102 13,364 116,029 SH   SOLE   78,830 0 37,199
AK STEEL HOLDING CORP COMMON S COM 001547108 1,503 253,114 SH   SOLE   108,484 0 144,630
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 16,837 267,421 SH   SOLE   157,334 0 110,087
AKORN INC COMMON STOCK NPV COM 009728106 3,832 105,861 SH   SOLE   87,011 0 18,850
ALAMO GROUP INC COMMON STOCK U COM 011311107 583 12,035 SH   SOLE   4,101 0 7,934
ALASKA AIR GROUP INC COMMON ST COM 011659109 11,926 199,566 SH   SOLE   152,344 0 47,222
ALBANY INTL CORP CL A COMMON S COM 012348108 1,947 51,245 SH   SOLE   27,975 0 23,270
ALBANY MOLECULAR RESEARCH COMM COM 012423109 635 39,008 SH   SOLE   16,358 0 22,650
ALBEMARLE CORP COMMON STOCK US COM 012653101 6,196 103,043 SH   SOLE   79,847 0 23,196
ALCATEL_LUCENT ADR COM 013904305 96 27,000 SH   SOLE   27,000 0 0
ALCOA INC COMMON STOCK USD1. COM 013817101 24,248 1,535,673 SH   SOLE   839,528 0 696,145
ALDER BIOPHARMACEUTICAL INC COM 014339105 205 7,050 SH   SOLE   4,270 0 2,780
ALERE INC COMMON STOCK USD.001 COM 01449J105 2,236 58,843 SH   SOLE   33,068 0 25,775
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,563 90,756 SH   SOLE   51,336 0 39,420
ALEXANDER S INC REIT USD1. COM 014752109 1,400 3,203 SH   SOLE   2,345 0 858
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 8,738 98,470 SH   SOLE   69,259 0 29,211
ALEXION PHARMACEUTICALS INC CO COM 015351109 61,965 334,894 SH   SOLE   168,116 0 166,778
ALICO INC COMMON STOCK USD1. COM 016230104 260 5,196 SH   SOLE   1,731 0 3,465
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 6,145 109,909 SH   SOLE   88,929 0 20,980
ALIMERA SCIENCES INC COMMON ST COM 016259103 118 21,368 SH   SOLE   14,118 0 7,250
ALKERMES PLC COMMON STOCK USD. COM G01767105 7,232 123,489 SH   SOLE   83,939 0 39,550
ALLEGHANY CORP COMMON STOCK US COM 017175100 9,620 20,755 SH   SOLE   15,728 0 5,027
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 4,847 139,408 SH   SOLE   80,132 0 59,276
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 2,612 17,373 SH   SOLE   13,034 0 4,339
ALLEGION PLC COM G0176J109 7,157 129,047 SH   SOLE   82,894 0 46,153
ALLERGAN INC COMMON STOCK USD. COM 018490102 107,478 505,563 SH   SOLE   257,415 0 248,148
ALLETE INC COMMON STOCK NPV COM 018522300 3,937 71,401 SH   SOLE   35,961 0 35,440
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 25,066 87,629 SH   SOLE   54,339 0 33,290
ALLIANCE FIBER OPTIC COM COM 018680306 1,127 77,644 SH   SOLE   74,784 0 2,860
ALLIANCE ONE INTERNATIONAL COM COM 018772103 181 114,285 SH   SOLE   63,365 0 50,920
ALLIANT ENERGY CORP COMMON STO COM 018802108 9,141 137,625 SH   SOLE   103,561 0 34,064
ALLIANT TECHSYSTEMS INC COMMON COM 018804104 4,593 39,508 SH   SOLE   29,073 0 10,435
ALLIED NEVADA GOLD CORP COMMON COM 019344100 127 146,514 SH   SOLE   58,594 0 87,920
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,624 69,196 SH   SOLE   45,714 0 23,482
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,364 99,241 SH   SOLE   71,539 0 27,702
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 2,942 230,409 SH   SOLE   178,070 0 52,339
ALLSTATE CORP COMMON STOCK USD COM 020002101 49,311 701,942 SH   SOLE   350,355 0 351,587
ALLY FINANCIAL INC COM 02005N100 4,650 196,877 SH   SOLE   140,677 0 56,200
ALMOST FAMILY INC COMMON STOCK COM 020409108 366 12,629 SH   SOLE   6,019 0 6,610
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 5,214 53,749 SH   SOLE   36,921 0 16,828
ALON USA ENERGY INC COMMON STO COM 020520102 421 33,197 SH   SOLE   16,387 0 16,810
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 234 26,426 SH   SOLE   10,016 0 16,410
ALPHA NATURAL RESOURCES INC CO COM 02076X102 544 325,724 SH   SOLE   144,628 0 181,096
ALTERA CORP COMMON STOCK USD.0 COM 021441100 17,373 470,303 SH   SOLE   294,618 0 175,685
ALTISOURCE ASSET MANAGEMENT CO COM 02153X108 400 1,291 SH   SOLE   842 0 449
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 365 10,796 SH   SOLE   7,651 0 3,145
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,413 72,848 SH   SOLE   29,158 0 43,690
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 716 25,208 SH   SOLE   18,803 0 6,405
ALTRIA GROUP INC COMMON STOCK COM 02209S103 143,825 2,919,115 SH   SOLE   1,659,567 0 1,259,548
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 1,026 24,069 SH   SOLE   13,189 0 10,880
AMAZON.COM INC COMMON STOCK US COM 023135106 192,235 619,413 SH   SOLE   317,882 0 301,531
AMBAC FINL GROUP INC COM COM 023139884 1,415 57,736 SH   SOLE   22,926 0 34,810
AMBARELLA INC COM G037AX101 1,158 22,834 SH   SOLE   16,329 0 6,505
AMBEV CIA DE BEBID ADR COM 02319V103 386 62,000 SH   SOLE   62,000 0 0
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 689 26,324 SH   SOLE   10,024 0 16,300
AMC NETWORKS INC A COMMON STOC COM 00164V103 5,371 84,223 SH   SOLE   68,405 0 15,818
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 4,667 100,040 SH   SOLE   59,611 0 40,429
AMEDISYS INC COMMON STOCK USD. COM 023436108 1,263 43,020 SH   SOLE   20,070 0 22,950
AMERCO COMMON STOCK USD.25 COM 023586100 1,823 6,414 SH   SOLE   4,039 0 2,375
AMEREN CORPORATION COMMON STOC COM 023608102 14,753 319,810 SH   SOLE   179,031 0 140,779
AMERESCO INC CL A COMMON STOCK COM 02361E108 182 25,946 SH   SOLE   10,496 0 15,450
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,261 66,910 SH   SOLE   27,463 0 39,447
AMERICA MOVIL ADR COM 02364W105 689 31,080 SH   SOLE   31,080 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 618 11,573 SH   SOLE   6,003 0 5,570
AMERICAN AIRLINES GROUP INC COM 02376R102 40,103 747,775 SH   SOLE   370,635 0 377,140
AMERICAN ASSETS TRUST INC REIT COM 024013104 2,224 55,869 SH   SOLE   27,929 0 27,940
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,455 64,389 SH   SOLE   43,749 0 20,640
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 5,777 139,676 SH   SOLE   103,198 0 36,478
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 5,064 231,977 SH   SOLE   133,797 0 98,180
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 403 27,600 SH   SOLE   2,100 0 25,500
AMERICAN EAGLE ENERGY CORP COM 02554F300 22 35,860 SH   SOLE   12,160 0 23,700
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 6,031 434,477 SH   SOLE   273,377 0 161,100
AMERICAN ELECTRIC POWER COMMON COM 025537101 48,460 798,091 SH   SOLE   409,579 0 388,512
AMERICAN EQUITY INVT LIFE HL C COM 025676206 3,374 115,593 SH   SOLE   55,803 0 59,790
AMERICAN EXPRESS CO COMMON STO COM 025816109 137,715 1,480,168 SH   SOLE   767,419 0 712,749
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,602 141,660 SH   SOLE   120,872 0 20,788
AMERICAN HOMES 4 RENT COM 02665T306 1,566 91,947 SH   SOLE   48,787 0 43,160
AMERICAN INTERNATIONAL GROUP C COM 026874784 128,672 2,297,296 SH   SOLE   1,087,597 0 1,209,699
AMERICAN NATIONAL INSURANCE CO COM 028591105 611 5,349 SH   SOLE   2,949 0 2,400
AMERICAN NATL BANKSHS COM COM 027745108 261 10,501 SH   SOLE   4,311 0 6,190
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 671 18,210 SH   SOLE   12,740 0 5,470
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 861 16,716 SH   SOLE   12,856 0 3,860
AMERICAN REALTY CAP HEALTHCARE COM 02917R108 2,680 225,188 SH   SOLE   85,188 0 140,000
AMERICAN REALTY CAP PPTYS COM COM 02917T104 5,332 589,127 SH   SOLE   315,179 0 273,948
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 709 40,361 SH   SOLE   14,831 0 25,530
AMERICAN SCIENCE + ENGINEERI C COM 029429107 1,123 21,631 SH   SOLE   15,281 0 6,350
AMERICAN SOFTWARE INC CL A COM COM 029683109 279 30,671 SH   SOLE   24,941 0 5,730
AMERICAN STATES WATER CO COMMO COM 029899101 3,028 80,408 SH   SOLE   48,048 0 32,360
AMERICAN TOWER REIT INC COM 03027X100 67,992 687,831 SH   SOLE   336,141 0 351,690
AMERICAN VANGUARD CORP COMMON COM 030371108 594 51,144 SH   SOLE   24,464 0 26,680
AMERICAN WATER WORKS CO INC CO COM 030420103 7,037 132,035 SH   SOLE   67,035 0 65,000
AMERICAN WOODMARK CORP COMMON COM 030506109 519 12,835 SH   SOLE   8,275 0 4,560
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 33,636 254,340 SH   SOLE   145,765 0 108,575
AMERIS BANCORP COMMON STOCK US COM 03076K108 1,062 41,421 SH   SOLE   19,747 0 21,674
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,228 28,989 SH   SOLE   14,779 0 14,210
AMERISOURCEBERGEN CORP COMMON COM 03073E105 31,765 352,316 SH   SOLE   232,341 0 119,975
AMES NATIONAL CORP COMMON STOC COM 031001100 312 12,023 SH   SOLE   5,383 0 6,640
AMETEK INC COMMON STOCK USD.01 COM 031100100 19,091 362,742 SH   SOLE   212,373 0 150,369
AMGEN INC COMMON STOCK USD.000 COM 031162100 205,577 1,290,582 SH   SOLE   635,311 0 655,271
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 696 97,999 SH   SOLE   51,139 0 46,860
AMN HEALTHCARE SERVICES INC CO COM 001744101 1,346 68,649 SH   SOLE   30,429 0 38,220
AMPCO PITTSBURGH CORP COMMON S COM 032037103 229 11,885 SH   SOLE   4,495 0 7,390
AMPHENOL CORP CL A COMMON STOC COM 032095101 25,811 479,674 SH   SOLE   318,198 0 161,476
AMPIO PHARMACEUTICALS INC COM COM 03209T109 111 32,478 SH   SOLE   23,378 0 9,100
AMREIT INC CL B COM 03216B208 666 25,108 SH   SOLE   9,698 0 15,410
AMSURG CORP COMMON STOCK NPV COM 03232P405 3,667 67,007 SH   SOLE   37,719 0 29,288
AMTRUST FINANCIAL SERVICES COM COM 032359309 5,460 97,063 SH   SOLE   82,435 0 14,628
AMYRIS INC COMMON STOCK COM 03236M101 75 36,383 SH   SOLE   14,423 0 21,960
ANACOR PHARMACEUTICALS INC COM COM 032420101 1,239 38,412 SH   SOLE   18,862 0 19,550
ANADARKO PETROLEUM CORP COMMON COM 032511107 66,790 809,576 SH   SOLE   406,671 0 402,905
ANALOG DEVICES INC COMMON STOC COM 032654105 25,983 467,999 SH   SOLE   296,951 0 171,048
ANALOGIC CORP COMMON STOCK USD COM 032657207 2,734 32,313 SH   SOLE   22,033 0 10,280
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,801 33,891 SH   SOLE   23,732 0 10,159
ANGIE'S LIST INC COM 034754101 218 35,042 SH   SOLE   25,442 0 9,600
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 710 37,352 SH   SOLE   18,554 0 18,798
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,194 10,627 SH   SOLE   10,627 0 0
ANI PHARMACEUTICALS INC COM 00182C103 378 6,710 SH   SOLE   5,070 0 1,640
ANIKA THERAPEUTICS INC COM COM 035255108 590 14,489 SH   SOLE   11,329 0 3,160
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,598 40,678 SH   SOLE   24,630 0 16,048
ANN INC COMMON STOCK USD.0068 COM 035623107 2,866 78,561 SH   SOLE   64,841 0 13,720
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 7,522 695,883 SH   SOLE   398,324 0 297,559
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 9,894 120,656 SH   SOLE   93,092 0 27,564
ANTARES PHARMA INC COMMON STOC COM 036642106 247 95,958 SH   SOLE   70,628 0 25,330
ANTERO RESOURCES COM 03674X106 1,631 40,189 SH   SOLE   28,369 0 11,820
ANTHEM INC COM 036752103 55,943 445,157 SH   SOLE   214,548 0 230,609
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 1,000 190,420 SH   SOLE   85,561 0 104,859
AOL INC COMMON STOCK USD.01 COM 00184X105 4,769 103,301 SH   SOLE   77,211 0 26,090
AON PLC COM G0408V102 42,238 445,403 SH   SOLE   302,435 0 142,968
APACHE CORP COMMON STOCK USD.6 COM 037411105 39,192 625,376 SH   SOLE   308,010 0 317,366
APARTMENT INVT + MGMT CO A RE COM 03748R101 7,733 208,146 SH   SOLE   116,609 0 91,537
APCO OIL AND GAS INTL INC COMM COM G0471F109 180 12,843 SH   SOLE   5,333 0 7,510
APOGEE ENTERPRISES INC COMMON COM 037598109 1,578 37,254 SH   SOLE   22,014 0 15,240
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 843 51,551 SH   SOLE   16,451 0 35,100
APOLLO EDUCATION GROUP INC. COM 037604105 4,265 125,022 SH   SOLE   92,960 0 32,062
APOLLO INVESTMENT CORP COMMON COM 03761U106 122 16,457 SH   SOLE   2,429 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 722 45,798 SH   SOLE   20,618 0 25,180
APPLE INC COMMON STOCK NPV COM 037833100 1,105,633 10,016,603 SH   SOLE   5,213,889 0 4,802,714
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 3,194 70,058 SH   SOLE   44,693 0 25,365
APPLIED MATERIALS INC COMMON S COM 038222105 41,816 1,678,020 SH   SOLE   987,379 0 690,641
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 501 76,771 SH   SOLE   55,151 0 21,620
APPLIED OPTOELECTRONICS INC COM 03823U102 130 11,560 SH   SOLE   8,350 0 3,210
APPROACH RESOURCES INC COMMON COM 03834A103 302 47,332 SH   SOLE   26,562 0 20,770
APTARGROUP INC COMMON STOCK US COM 038336103 7,604 113,764 SH   SOLE   95,293 0 18,471
AQUA AMERICA INC COMMON STOCK COM 03836W103 7,470 279,781 SH   SOLE   228,896 0 50,885
ARAMARK COM 03852U106 1,024 32,858 SH   SOLE   20,358 0 12,500
ARATANA THERAPEUTICS INC COM COM 03874P101 368 20,640 SH   SOLE   14,215 0 6,425
ARC DOCUMENT SOLUTIONS INC COM 00191G103 327 32,045 SH   SOLE   21,595 0 10,450
ARCBEST CORP COM 03937C105 1,274 27,467 SH   SOLE   19,082 0 8,385
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CABOT MICROELECTRONICS CORP CO COM 12709P103 1,282 27,092 SH   SOLE   17,507 0 9,585
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CADENCE DESIGN SYS INC COMMON COM 127387108 7,690 405,354 SH   SOLE   328,942 0 76,412
CAESARS ACQUISITION CORP COM 12768T103 605 58,660 SH   SOLE   23,860 0 34,800
CAESARS ENTERTAINMENT CORP COM COM 127686103 969 61,736 SH   SOLE   26,336 0 35,400
CAI INTERNATIONAL INC COMMON S COM 12477X106 644 27,755 SH   SOLE   14,765 0 12,990
CAL MAINE FOODS INC COMMON STO COM 128030202 1,364 34,952 SH   SOLE   26,167 0 8,785
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CALAMP CORP COM COM 128126109 656 35,833 SH   SOLE   27,363 0 8,470
CALAVO GROWERS INC COMMON STOC COM 128246105 640 13,521 SH   SOLE   10,291 0 3,230
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CALLAWAY GOLF COMPANY COMMON S COM 131193104 933 121,170 SH   SOLE   56,403 0 64,767
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CAMERON INTERNATIONAL CORP COM COM 13342B105 15,762 315,565 SH   SOLE   187,427 0 128,138
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ENDURANCE SPECIALTY HOLDINGS C COM G30397106 2,231 37,281 SH   SOLE   23,188 0 14,093
ENERGEN CORP COMMON STOCK USD. COM 29265N108 5,926 92,943 SH   SOLE   70,845 0 22,098
ENERGIZER HOLDINGS INC COMMON COM 29266R108 9,952 77,410 SH   SOLE   58,969 0 18,441
ENERGY RECOVERY INC COMMON STO COM 29270J100 237 45,025 SH   SOLE   23,590 0 21,435
ENERGY XXI BERMUDA COMMON STOC COM G10082140 424 129,937 SH   SOLE   52,641 0 77,296
ENERNOC INC COMMON STOCK USD.0 COM 292764107 531 34,338 SH   SOLE   15,698 0 18,640
ENERSYS COMMON STOCK USD.01 COM 29275Y102 4,666 75,597 SH   SOLE   42,682 0 32,915
ENGILITY HOLDINGS INC. COM 29285W104 1,143 26,714 SH   SOLE   11,671 0 15,043
ENI SPA ADR COM 26874R108 513 14,700 SH   SOLE   14,700 0 0
ENNIS INC COMMON STOCK USD2.5 COM 293389102 519 38,517 SH   SOLE   16,343 0 22,174
ENOVA INTERNATIONAL INC COM 29357K103 973 43,711 SH   SOLE   22,860 0 20,851
ENOVIA SYSTEMS INC COM 29355M200 0 54,711 SH   SOLE   54,711 0 0
ENPHASE ENERGY INC COM COM 29355A107 201 14,038 SH   SOLE   10,153 0 3,885
ENPRO INDUSTRIES INC COMMON ST COM 29355X107 1,760 28,040 SH   SOLE   20,895 0 7,145
ENSCO PLC COM G3157S106 5,967 199,237 SH   SOLE   131,713 0 67,524
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 941 21,189 SH   SOLE   15,809 0 5,380
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 2,173 14,214 SH   SOLE   6,706 0 7,508
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 1,957 148,113 SH   SOLE   77,411 0 70,702
ENTERCOM COMMUNICATIONS CL A C COM 293639100 431 35,463 SH   SOLE   14,723 0 20,740
ENTERGY CORP COMMON STOCK USD. COM 29364G103 20,230 231,250 SH   SOLE   134,953 0 96,297
ENTERPRISE BANCORP INC COMMON COM 293668109 250 9,892 SH   SOLE   4,092 0 5,800
ENTERPRISE FINANCIAL SERVICE C COM 293712105 500 25,362 SH   SOLE   10,272 0 15,090
ENTRAVISION COMMUNICATIONS A C COM 29382R107 352 54,278 SH   SOLE   35,808 0 18,470
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 351 138,910 SH   SOLE   72,930 0 65,980
ENVESTNET INC COMMON STOCK COM 29404K106 1,338 27,221 SH   SOLE   19,596 0 7,625
ENVISION HEALTHCARE HOLDINGS COM 29413U103 2,164 62,392 SH   SOLE   44,472 0 17,920
ENZO BIOCHEM INC COMMON STOCK COM 294100102 126 28,315 SH   SOLE   16,135 0 12,180
EOG RESOURCES INC COMMON STOCK COM 26875P101 82,237 893,196 SH   SOLE   460,825 0 432,371
EP ENERGY CORP CL A COM 268785102 179 17,158 SH   SOLE   10,308 0 6,850
EPAM SYSTEMS INC COM 29414B104 1,437 30,084 SH   SOLE   21,934 0 8,150
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 911 53,318 SH   SOLE   27,548 0 25,770
EPIZYME INC COM COM 29428V104 202 10,715 SH   SOLE   7,555 0 3,160
EPLUS INC COMMON STOCK USD.01 COM 294268107 496 6,559 SH   SOLE   2,729 0 3,830
EPR PROPERTIES COM 26884U109 5,794 100,535 SH   SOLE   49,945 0 50,590
EQT CORP COMMON STOCK NPV COM 26884L109 16,431 217,060 SH   SOLE   134,390 0 82,670
EQUIFAX INC COMMON STOCK USD1. COM 294429105 15,310 189,311 SH   SOLE   121,511 0 67,800
EQUINIX INC COMMON STOCK USD.0 COM 29444U700 17,157 75,673 SH   SOLE   62,195 0 13,478
EQUITY COMMONWEALTH COM 294628102 2,231 86,920 SH   SOLE   43,652 0 43,268
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 3,714 72,046 SH   SOLE   42,792 0 29,254
EQUITY ONE INC REIT USD.01 COM 294752100 3,469 136,774 SH   SOLE   84,374 0 52,400
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 42,701 594,396 SH   SOLE   286,212 0 308,184
ERA GROUP INC. COM 26885G109 670 31,699 SH   SOLE   13,869 0 17,830
ERICSSON TEL - SP ADR COM 294821608 559 46,160 SH   SOLE   46,160 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 5,141 56,633 SH   SOLE   48,634 0 7,999
EROS INTL PLC COM G3788M114 488 23,065 SH   SOLE   10,375 0 12,690
ESB FINANCIAL CORP COMMON STOC COM 26884F102 324 17,127 SH   SOLE   7,086 0 10,041
ESCALADE INC COM COM 296056104 176 11,680 SH   SOLE   3,830 0 7,850
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,576 42,704 SH   SOLE   20,534 0 22,170
ESSENT GROUP LTD COM G3198U102 839 32,620 SH   SOLE   23,491 0 9,129
ESSEX PROPERTY TRUST INC REIT COM 297178105 17,292 83,700 SH   SOLE   42,147 0 41,553
ESTEE LAUDER COMPANIES CL A CO COM 518439104 29,402 385,850 SH   SOLE   190,272 0 195,578
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 7,593 69,230 SH   SOLE   43,412 0 25,818
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,317 42,531 SH   SOLE   21,581 0 20,950
EURONET WORLDWIDE INC COMMON S COM 298736109 2,804 51,074 SH   SOLE   37,964 0 13,110
EVERBANK FINANCIAL CORP COM COM 29977G102 2,228 116,877 SH   SOLE   46,367 0 70,510
EVERCORE PARTNERS INC CL A COM COM 29977A105 1,836 35,050 SH   SOLE   26,335 0 8,715
EVEREST RE GROUP LTD COMMON ST COM G3223R108 9,467 55,592 SH   SOLE   42,791 0 12,801
EVERTEC INC COM COM 30040P103 1,101 49,730 SH   SOLE   34,635 0 15,095
EVINE LIVE INC COM 300487105 320 48,510 SH   SOLE   23,550 0 24,960
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 115 15,520 SH   SOLE   11,370 0 4,150
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,381 61,791 SH   SOLE   36,425 0 25,366
EXACT SCIENCES CORP COMMON STO COM 30063P105 1,974 71,935 SH   SOLE   49,360 0 22,575
EXACTECH INC COMMON STOCK USD. COM 30064E109 299 12,688 SH   SOLE   5,158 0 7,530
EXAMWORKS GROUP INC COMMON STO COM 30066A105 1,366 32,850 SH   SOLE   25,065 0 7,785
EXAR CORP COMMON STOCK USD.000 COM 300645108 651 63,858 SH   SOLE   32,840 0 31,018
EXCEL TRUST INC REIT USD.01 COM 30068C109 1,048 78,290 SH   SOLE   28,090 0 50,200
EXCO RESOURCES INC COMMON STOC COM 269279402 400 184,392 SH   SOLE   89,122 0 95,270
EXELIS INC COM 30162A108 4,535 258,724 SH   SOLE   199,768 0 58,956
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 190 131,780 SH   SOLE   119,380 0 12,400
EXELON CORP COMMON STOCK NPV COM 30161N101 50,632 1,365,474 SH   SOLE   673,614 0 691,860
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,453 50,607 SH   SOLE   31,557 0 19,050
EXPEDIA INC COM 30212P303 12,729 149,120 SH   SOLE   94,791 0 54,329
EXPEDITORS INTL WASH INC COMMO COM 302130109 13,947 312,644 SH   SOLE   207,648 0 104,996
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,169 14,170 SH   SOLE   11,255 0 2,915
EXPRESS INC COMMON STOCK COM 30219E103 1,568 106,744 SH   SOLE   42,214 0 64,530
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 105,033 1,240,502 SH   SOLE   608,270 0 632,232
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 3,342 102,568 SH   SOLE   52,498 0 50,070
EXTRA SPACE STORAGE INC REIT U COM 30225T102 9,690 165,249 SH   SOLE   129,280 0 35,969
EXTREME NETWORKS INC COMMON ST COM 30226D106 341 96,491 SH   SOLE   58,761 0 37,730
EXXON MOBIL CORP COMMON STOCK COM 30231G102 634,308 6,861,089 SH   SOLE   3,467,449 0 3,393,640
EZCORP INC CL A COMMON STOCK U COM 302301106 937 79,784 SH   SOLE   37,164 0 42,620
F5 NETWORKS INC COMMON STOCK N COM 315616102 13,736 105,282 SH   SOLE   66,110 0 39,172
FABRINET COMMON STOCK USD.01 COM G3323L100 855 48,217 SH   SOLE   21,467 0 26,750
FACEBOOK INC COM COM 30303M102 260,880 3,343,756 SH   SOLE   1,725,409 0 1,618,347
FACTSET RESEARCH SYSTEMS INC C COM 303075105 11,038 78,421 SH   SOLE   67,125 0 11,296
FAIR ISAAC CORP COMMON STOCK U COM 303250104 3,902 53,965 SH   SOLE   43,985 0 9,980
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 4,011 237,593 SH   SOLE   134,993 0 102,600
FAIRPOINT COMMUNICATIONS INC C COM 305560302 278 19,568 SH   SOLE   12,218 0 7,350
FAIRWAY GROUP HOLDINGS INC COM 30603D109 49 15,576 SH   SOLE   10,136 0 5,440
FAMILY DOLLAR STORES COMMON ST COM 307000109 13,369 168,779 SH   SOLE   113,414 0 55,365
FANNIE MAE COM 313586109 130 63,500 SH   SOLE   0 0 63,500
FARMER BROS CO COMMON STOCK US COM 307675108 213 7,246 SH   SOLE   3,776 0 3,470
FARO TECHNOLOGIES INC COMMON S COM 311642102 1,297 20,687 SH   SOLE   14,477 0 6,210
FASTENAL CO COMMON STOCK USD.0 COM 311900104 21,941 461,325 SH   SOLE   301,658 0 159,667
FBL FINANCIAL GROUP INC CL A C COM 30239F106 829 14,285 SH   SOLE   6,065 0 8,220
FBR + CO COMMON STOCK USD.001 COM 30247C400 283 11,499 SH   SOLE   5,085 0 6,414
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 438 14,434 SH   SOLE   6,274 0 8,160
FEDERAL MOGUL HOLDINGS CORP COM 313549404 668 41,493 SH   SOLE   14,753 0 26,740
FEDERAL REALTY INVS TRUST REIT COM 313747206 15,612 116,976 SH   SOLE   92,559 0 24,417
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,441 93,330 SH   SOLE   41,960 0 51,370
FEDERATED INVESTORS INC CL B C COM 314211103 4,707 142,925 SH   SOLE   116,870 0 26,055
FEDERATED NATL HLDG CORO COM 31422T101 229 9,490 SH   SOLE   5,755 0 3,735
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 78,148 450,005 SH   SOLE   224,615 0 225,390
FEI COMPANY COMMON STOCK NPV COM 30241L109 6,151 68,078 SH   SOLE   56,940 0 11,138
FELCOR LODGING TRUST INC REIT COM 31430F101 2,196 202,963 SH   SOLE   97,713 0 105,250
FEMALE HEALTH COMPANY COMMON S COM 314462102 67 17,056 SH   SOLE   12,876 0 4,180
FERRO CORP COMMON STOCK USD1. COM 315405100 779 60,085 SH   SOLE   41,835 0 18,250
FIDELITY & GUARANTY LIFE COM 315785105 330 13,600 SH   SOLE   4,870 0 8,730
FIDELITY NATIONAL FIN VENTURES COM 31620R402 897 56,970 SH   SOLE   33,530 0 23,440
FIDELITY NATIONAL INFORMATIO C COM 31620M106 22,899 368,157 SH   SOLE   204,665 0 163,492
FIDELITY SOUTHN CORP COM COM 316394105 319 19,817 SH   SOLE   7,198 0 12,619
FIESTA RESTAURANT GROUP COM 31660B101 1,243 20,444 SH   SOLE   14,539 0 5,905
FIFTH THIRD BANCORP COMMON STO COM 316773100 22,120 1,085,632 SH   SOLE   582,602 0 503,030
FINANCIAL ENGINES INC COMMON S COM 317485100 1,887 51,629 SH   SOLE   40,159 0 11,470
FINANCIAL INSTITUTIONS INC COM COM 317585404 523 20,798 SH   SOLE   9,968 0 10,830
FINISAR CORPORATION COMMON STO COM 31787A507 1,726 88,933 SH   SOLE   60,975 0 27,958
FINISH LINE/THE CL A COMMON COM 317923100 1,706 70,191 SH   SOLE   37,189 0 33,002
FIREEYE INC COM 31816Q101 2,008 63,579 SH   SOLE   43,509 0 20,070
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 7,714 227,537 SH   SOLE   139,225 0 88,312
FIRST BANCORP INC/ME COMMON ST COM 31866P102 227 12,601 SH   SOLE   5,321 0 7,280
FIRST BANCORP PUERTO RICO COMM COM 318672706 878 149,608 SH   SOLE   70,208 0 79,400
FIRST BANCORP/NC COMMON STOCK COM 318910106 552 29,866 SH   SOLE   12,073 0 17,793
FIRST BUSEY CORP COMMON STOCK COM 319383105 739 113,549 SH   SOLE   56,749 0 56,800
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,933 34,725 SH   SOLE   25,940 0 8,785
FIRST CITIZENS BCSHS CL A CO COM 31946M103 2,518 9,959 SH   SOLE   3,714 0 6,245
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,451 157,419 SH   SOLE   82,293 0 75,126
FIRST COMMUNITY BANCSHARES COM COM 31983A103 363 22,047 SH   SOLE   9,950 0 12,097
FIRST CONNECTICUT BANCORP COM 319850103 355 21,732 SH   SOLE   9,452 0 12,280
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 436 12,800 SH   SOLE   5,400 0 7,400
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,697 91,291 SH   SOLE   42,405 0 48,886
FIRST FINANCIAL CORP/INDIANA C COM 320218100 671 18,840 SH   SOLE   8,420 0 10,420
FIRST FINANCIAL NORTHWEST COM COM 32022K102 244 20,230 SH   SOLE   9,080 0 11,150
FIRST FINL BANKSHARES INC COMM COM 32020R109 3,404 113,922 SH   SOLE   79,621 0 34,301
FIRST HORIZON NATIONAL CORP CO COM 320517105 4,042 297,652 SH   SOLE   227,197 0 70,455
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,586 174,408 SH   SOLE   81,034 0 93,374
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 693 24,901 SH   SOLE   10,841 0 14,060
FIRST MERCHANTS CORP COMMON ST COM 320817109 1,103 48,489 SH   SOLE   18,699 0 29,790
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,030 118,673 SH   SOLE   58,128 0 60,545
FIRST NBC BANK HOLDING COM 32115D106 633 17,983 SH   SOLE   6,563 0 11,420
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 3,843 455,837 SH   SOLE   350,889 0 104,948
FIRST OF LONG ISLAND CORP COMM COM 320734106 450 15,875 SH   SOLE   6,470 0 9,405
FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,052 85,107 SH   SOLE   34,834 0 50,273
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 4,502 86,387 SH   SOLE   51,608 0 34,779
FIRST SOLAR INC COMMON STOCK U COM 336433107 4,307 96,578 SH   SOLE   54,521 0 42,057
FIRSTENERGY CORP COMMON STOCK COM 337932107 20,770 532,713 SH   SOLE   292,188 0 240,525
FIRSTMERIT CORP COMMON STOCK N COM 337915102 6,184 327,355 SH   SOLE   189,845 0 137,510
FISERV INC COMMON STOCK USD.01 COM 337738108 25,887 364,758 SH   SOLE   224,406 0 140,352
FIVE BELOW COM 33829M101 1,747 42,793 SH   SOLE   30,553 0 12,240
FIVE PRIME THERAPEUTICS INC COM 33830X104 378 14,005 SH   SOLE   9,605 0 4,400
FIVE STAR QUALITY CARE COMMON COM 33832D106 249 60,115 SH   SOLE   23,555 0 36,560
FLAGSTAR BANCORP INC COMMON ST COM 337930705 428 27,223 SH   SOLE   11,382 0 15,841
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 9,544 64,177 SH   SOLE   45,304 0 18,873
FLEETMATICS GROUP LIMITED COM G35569105 1,053 29,682 SH   SOLE   21,027 0 8,655
FLEXSTEEL INDS INC COM COM 339382103 210 6,509 SH   SOLE   2,649 0 3,860
FLIR SYSTEMS INC COMMON STOCK COM 302445101 6,497 201,084 SH   SOLE   121,731 0 79,353
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,162 62,045 SH   SOLE   47,875 0 14,170
FLOWERS FOODS INC COMMON STOCK COM 343498101 6,166 321,323 SH   SOLE   272,825 0 48,498
FLOWSERVE CORP COMMON STOCK US COM 34354P105 12,009 200,711 SH   SOLE   126,621 0 74,090
FLUIDIGM CORP COMMON STOCK COM 34385P108 740 21,925 SH   SOLE   15,755 0 6,170
FLUOR CORP COMMON STOCK USD.01 COM 343412102 12,580 207,485 SH   SOLE   127,998 0 79,487
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,061 52,359 SH   SOLE   29,347 0 23,012
FMC CORP COMMON STOCK USD.1 COM 302491303 11,163 195,737 SH   SOLE   120,935 0 74,802
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 17,201 367,228 SH   SOLE   227,005 0 140,223
FMSA HOLDINGS INC COM 30255X106 99 14,325 SH   SOLE   225 0 14,100
FNB CORP COMMON STOCK USD.01 COM 302520101 3,483 261,487 SH   SOLE   122,806 0 138,681
FNF GROUP COM 31620R303 6,468 187,760 SH   SOLE   105,209 0 82,551
FOMENTO OCON MEXICO ADR COM 344419106 246 2,790 SH   SOLE   2,790 0 0
FOOT LOCKER INC COMMON STOCK U COM 344849104 10,643 189,439 SH   SOLE   146,881 0 42,558
FORD MOTOR CO COMMON STOCK USD COM 345370860 95,563 6,165,355 SH   SOLE   2,995,525 0 3,169,830
FOREST CITY ENTERPRISES CL A C COM 345550107 2,258 105,991 SH   SOLE   57,793 0 48,198
FOREST OIL CORP COMMON STOCK U COM 346091705 3 13,561 SH   SOLE   5,831 0 7,730
FORESTAR GROUP INC COMMON STOC COM 346233109 854 55,435 SH   SOLE   27,892 0 27,543
FORMFACTOR INC COMMON STOCK US COM 346375108 653 75,876 SH   SOLE   30,465 0 45,411
FORRESTER RESEARCH INC COMMON COM 346563109 1,461 37,116 SH   SOLE   33,566 0 3,550
FORTINET INC COMMON STOCK USD. COM 34959E109 5,848 190,736 SH   SOLE   154,769 0 35,967
FORTUNE BRANDS HOME & SECURITY COM 34964C106 9,856 217,721 SH   SOLE   168,403 0 49,318
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,394 67,241 SH   SOLE   33,511 0 33,730
FORWARD AIR CORPORATION COMMON COM 349853101 2,528 50,179 SH   SOLE   41,684 0 8,495
FOSSIL GROUP INC. COM 34988V106 7,511 67,827 SH   SOLE   41,812 0 26,015
FOSTER (LB) CO A COMMON STOCK COM 350060109 772 15,901 SH   SOLE   7,895 0 8,006
FOUNDATION MEDICINE INC COM 350465100 238 10,698 SH   SOLE   7,318 0 3,380
FOX CHASE BANCORP INC COMMON S COM 35137T108 280 16,823 SH   SOLE   7,330 0 9,493
FRANCESCAS HOLDINGS CORP COM 351793104 651 38,974 SH   SOLE   29,514 0 9,460
FRANK'S INTERNATIONAL NV COM N33462107 769 46,237 SH   SOLE   11,417 0 34,820
FRANKLIN COVEY CO COMMON STOCK COM 353469109 207 10,670 SH   SOLE   5,780 0 4,890
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,265 60,340 SH   SOLE   44,280 0 16,060
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 299 14,114 SH   SOLE   6,714 0 7,400
FRANKLIN RESOURCES INC COMMON COM 354613101 42,306 764,054 SH   SOLE   432,838 0 331,216
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,838 149,826 SH   SOLE   72,356 0 77,470
FRED S INC CLASS A COMMON STOC COM 356108100 2,395 137,545 SH   SOLE   106,263 0 31,282
FREDDIE MAC COM 313400301 136 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 38,955 1,667,581 SH   SOLE   811,441 0 856,140
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 1,933 76,630 SH   SOLE   51,476 0 25,154
FREIGHTCAR AMERICA INC COMMON COM 357023100 446 16,959 SH   SOLE   6,529 0 10,430
FRESENIUS MED CARE AG SPONSORE COM 358029106 250 6,740 SH   SOLE   6,740 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 1,983 59,098 SH   SOLE   29,051 0 30,047
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,403 34,062 SH   SOLE   23,332 0 10,730
FRONTIER COMMUNICATIONS CORP C COM 35906A108 8,639 1,295,270 SH   SOLE   711,124 0 584,146
FRONTLINE LTD COMMON STOCK USD COM G3682E127 206 81,925 SH   SOLE   31,444 0 50,481
FRP HOLDINGS INC COM 30292L107 362 9,223 SH   SOLE   3,995 0 5,228
FTD COS INC COM 30281V108 971 27,893 SH   SOLE   14,136 0 13,757
FTI CONSULTING INC COMMON STOC COM 302941109 3,113 80,591 SH   SOLE   45,881 0 34,710
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 228 20,804 SH   SOLE   8,784 0 12,020
FUELCELL ENERGY INC COMMON STO COM 35952H106 284 184,327 SH   SOLE   121,677 0 62,650
FULTON FINANCIAL CORP COMMON S COM 360271100 3,521 284,852 SH   SOLE   223,433 0 61,419
FURMANITE CORP COMMON STOCK NP COM 361086101 268 34,325 SH   SOLE   26,075 0 8,250
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 400 30,747 SH   SOLE   16,187 0 14,560
FX ENERGY INC COMMON STOCK USD COM 302695101 67 43,518 SH   SOLE   31,758 0 11,760
FXCM INC A COMMON STOCK USD.01 COM 302693106 1,069 64,520 SH   SOLE   29,740 0 34,780
G + K SERVICES INC CL A COMMO COM 361268105 2,435 34,363 SH   SOLE   17,093 0 17,270
G III APPAREL GROUP LTD COMMON COM 36237H101 2,093 20,720 SH   SOLE   15,815 0 4,905
GAIAM INC CL A COM 36268Q103 114 16,000 SH   SOLE   2,400 0 13,600
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 255 28,312 SH   SOLE   10,632 0 17,680
GALECTIN THERAPEUTICS INC COM 363225202 50 14,355 SH   SOLE   9,735 0 4,620
GALENA BIOPHARMA COM COM 363256108 154 102,285 SH   SOLE   70,425 0 31,860
GAMCO INVESTORS INC A COMMON S COM 361438104 688 7,734 SH   SOLE   5,584 0 2,150
GAMESTOP CORP CLASS A COMMON S COM 36467W109 5,491 162,444 SH   SOLE   92,708 0 69,736
GAMING & LEISURE PROPERTIES IN COM 36467J108 1,716 58,494 SH   SOLE   32,624 0 25,870
GANNETT CO COMMON STOCK USD1. COM 364730101 9,345 292,682 SH   SOLE   160,945 0 131,737
GAP INC/THE COMMON STOCK USD.0 COM 364760108 18,894 448,686 SH   SOLE   299,496 0 149,190
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 9,798 185,457 SH   SOLE   123,054 0 62,403
GARTNER INC COMMON STOCK USD.0 COM 366651107 10,649 126,457 SH   SOLE   103,146 0 23,311
GASLOG LTD COM COM G37585109 1,015 49,886 SH   SOLE   21,436 0 28,450
GASTAR EXPLORATION INC COM 36729W202 130 53,879 SH   SOLE   35,774 0 18,105
GATX CORP COMMON STOCK USD.625 COM 361448103 3,426 59,548 SH   SOLE   44,342 0 15,206
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,032 56,385 SH   SOLE   50,715 0 5,670
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,645 56,575 SH   SOLE   41,105 0 15,470
GENERAL CABLE CORP COMMON STOC COM 369300108 1,102 73,989 SH   SOLE   32,299 0 41,690
GENERAL COMMUNICATION INC A CO COM 369385109 654 47,564 SH   SOLE   37,584 0 9,980
GENERAL DYNAMICS CORP COMMON S COM 369550108 62,156 451,650 SH   SOLE   237,955 0 213,695
GENERAL ELECTRIC CO COMMON STO COM 369604103 369,672 14,628,899 SH   SOLE   7,432,015 0 7,196,884
GENERAL GROWTH PROPERTIES REIT COM 370023103 21,915 779,062 SH   SOLE   410,931 0 368,131
GENERAL MILLS INC COMMON STOCK COM 370334104 58,833 1,103,182 SH   SOLE   573,647 0 529,535
GENERAL MOTORS CO COMMON STOCK COM 37045V100 79,040 2,264,102 SH   SOLE   1,106,316 0 1,157,786
GENESCO INC COMMON STOCK USD1. COM 371532102 2,851 37,211 SH   SOLE   19,321 0 17,890
GENESEE + WYOMING INC CL A COM COM 371559105 5,942 66,076 SH   SOLE   53,736 0 12,340
GENMARK DIAGNOSTICS INC COM 372309104 439 32,290 SH   SOLE   23,200 0 9,090
GENOMIC HEALTH INC COMMON STOC COM 37244C101 557 17,424 SH   SOLE   11,304 0 6,120
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 1,981 104,644 SH   SOLE   59,925 0 44,719
GENTEX CORP COMMON STOCK USD.0 COM 371901109 9,127 252,609 SH   SOLE   213,150 0 39,459
GENTHERM INC COM 37253A103 1,079 29,474 SH   SOLE   21,484 0 7,990
GENTIVA HEALTH SERVICES COMMON COM 37247A102 610 32,004 SH   SOLE   22,194 0 9,810
GENUINE PARTS CO COMMON STOCK COM 372460105 27,041 253,738 SH   SOLE   168,389 0 85,349
GENWORTH FINANCIAL INC CL A CO COM 37247D106 5,502 647,350 SH   SOLE   355,726 0 291,624
GEO GROUP INC/THE COMMON STOCK COM 36162J106 4,978 123,352 SH   SOLE   63,256 0 60,096
GEOMET INC COM 37250U201 0 39,097 SH   SOLE   39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 499 18,836 SH   SOLE   9,248 0 9,588
GERDAU SA SIDERURG ADR COM 373737105 48 13,400 SH   SOLE   13,400 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 593 19,424 SH   SOLE   9,204 0 10,220
GERON CORP COMMON STOCK USD.00 COM 374163103 666 205,024 SH   SOLE   81,862 0 123,162
GETTY REALTY CORP REIT USD.01 COM 374297109 758 41,616 SH   SOLE   18,966 0 22,650
GFI GROUP INC COMMON STOCK USD COM 361652209 562 103,075 SH   SOLE   41,655 0 61,420
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 884 54,374 SH   SOLE   27,876 0 26,498
GIGAMON INC COM 37518B102 319 17,999 SH   SOLE   12,759 0 5,240
GILEAD SCIENCES INC COMMON STO COM 375558103 240,879 2,555,473 SH   SOLE   1,283,881 0 1,271,592
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,395 122,240 SH   SOLE   61,655 0 60,585
GLADSTONE COMMERCIAL CORP REIT COM 376536108 378 22,007 SH   SOLE   7,597 0 14,410
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,889 73,879 SH   SOLE   44,319 0 29,560
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,472 34,450 SH   SOLE   34,450 0 0
GLIMCHER REALTY TRUST REIT USD COM 379302102 2,274 165,474 SH   SOLE   104,269 0 61,205
GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 216 16,449 SH   SOLE   10,599 0 5,850
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 651 90,982 SH   SOLE   38,572 0 52,410
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 455 33,407 SH   SOLE   20,047 0 13,360
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 380 13,412 SH   SOLE   7,002 0 6,410
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 7,817 96,827 SH   SOLE   78,658 0 18,169
GLOBAL POWER EQUIPMENT GROUP C COM 37941P306 312 22,615 SH   SOLE   9,265 0 13,350
GLOBAL SOURCES LTD COMMON STOC COM G39300101 135 21,203 SH   SOLE   11,099 0 10,104
GLOBALSTAR INC COMMON STOCK US COM 378973408 982 357,035 SH   SOLE   144,435 0 212,600
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,072 62,215 SH   SOLE   45,565 0 16,650
GLOBUS MEDICAL INC A COM COM 379577208 1,247 52,479 SH   SOLE   37,979 0 14,500
GLU MOBILE INC COMMON STOCK US COM 379890106 292 74,772 SH   SOLE   50,722 0 24,050
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,360 71,555 SH   SOLE   50,933 0 20,622
GOGO INC COM 38046C109 724 43,771 SH   SOLE   31,441 0 12,330
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 1,242 34,050 SH   SOLE   17,412 0 16,638
GOLD RESOURCE CORP COMMON STOC COM 38068T105 97 28,661 SH   SOLE   20,581 0 8,080
GOLDCORP INC COM 380956409 220 11,870 SH   SOLE   11,870 0 0
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 129,783 669,572 SH   SOLE   326,700 0 342,872
GOODRICH PETROLEUM CORP COMMON COM 382410405 141 31,688 SH   SOLE   21,888 0 9,800
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 12,317 431,126 SH   SOLE   249,837 0 181,289
GOOGLE INC CL A COMMON STOCK U COM 38259P508 247,406 466,224 SH   SOLE   237,654 0 228,570
GOOGLE INC CL C COMMON STOCK U COM 38259P706 252,705 480,062 SH   SOLE   241,304 0 238,758
GOPRO INC-Class A COM 38268T103 821 12,985 SH   SOLE   9,265 0 3,720
GORMAN RUPP CO COMMON STOCK NP COM 383082104 599 18,646 SH   SOLE   14,543 0 4,103
GOVERNMENT PROPERTIES INCOME R COM 38376A103 2,292 99,630 SH   SOLE   41,740 0 57,890
GP STRATEGIES CORP COMMON STOC COM 36225V104 466 13,743 SH   SOLE   8,193 0 5,550
GRACO INC COMMON STOCK USD1. COM 384109104 7,491 93,427 SH   SOLE   72,390 0 21,037
GRAFTECH INTERNATIONAL LTD COM COM 384313102 825 162,950 SH   SOLE   64,380 0 98,570
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 254 8,818 SH   SOLE   6,718 0 2,100
GRAHAM HOLDINGS CO COM 384637104 4,675 5,413 SH   SOLE   3,870 0 1,543
GRAMERCY PROPERTY TRUST INC COM 38489R100 1,514 219,393 SH   SOLE   66,699 0 152,694
GRAND CANYON EDUCATION INC COM COM 38526M106 2,044 43,805 SH   SOLE   31,855 0 11,950
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,916 76,695 SH   SOLE   44,266 0 32,429
GRAPHIC PACKAGING HOLDING CO C COM 388689101 3,478 255,334 SH   SOLE   182,309 0 73,025
GRAY TELEVISION INC COMMON STO COM 389375106 468 41,793 SH   SOLE   28,593 0 13,200
GREAT LAKES DREDGE + DOCK CO C COM 390607109 708 82,763 SH   SOLE   39,503 0 43,260
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,336 187,824 SH   SOLE   143,659 0 44,165
GREAT SOUTHERN BANCORP INC COM COM 390905107 606 15,281 SH   SOLE   5,971 0 9,310
GREAT WESTERN BANCORP COM 391416104 360 15,780 SH   SOLE   1,680 0 14,100
GREATBATCH INC COMMON STOCK US COM 39153L106 1,952 39,590 SH   SOLE   18,246 0 21,344
GREEN DOT CORP CLASS A COMMON COM 39304D102 932 45,476 SH   SOLE   21,776 0 23,700
GREEN PLAINS INC COM 393222104 1,035 41,766 SH   SOLE   29,466 0 12,300
GREENBRIER COMPANIES INC COMMO COM 393657101 1,588 29,550 SH   SOLE   19,275 0 10,275
GREENHILL + CO INC COMMON STOC COM 395259104 1,430 32,794 SH   SOLE   24,924 0 7,870
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 1,233 37,766 SH   SOLE   16,098 0 21,668
GREIF INC CL A COMMON STOCK NP COM 397624107 1,948 41,245 SH   SOLE   31,274 0 9,971
GRIFFON CORP COMMON STOCK USD. COM 398433102 880 66,132 SH   SOLE   38,572 0 27,560
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 3,185 35,541 SH   SOLE   18,798 0 16,743
GROUPON INC COM 399473107 2,983 361,147 SH   SOLE   262,443 0 98,704
GRUBHUB INC COM 400110102 232 6,395 SH   SOLE   4,485 0 1,910
GSI GROUP INC COMMON STOCK NPV COM 36191C205 581 39,480 SH   SOLE   15,800 0 23,680
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 4 13,250 SH   SOLE   13,250 0 0
GTT COMMUNICATIONS INC COM 362393100 133 10,080 SH   SOLE   6,990 0 3,090
GUARANTY BANCORP COM 40075T607 295 20,463 SH   SOLE   8,119 0 12,344
GUESS? INC COMMON STOCK USD.01 COM 401617105 2,568 121,817 SH   SOLE   69,227 0 52,590
GUIDANCE SOFTWARE INC COMMON S COM 401692108 103 14,214 SH   SOLE   10,404 0 3,810
GUIDEWIRE SOFTWARE INC COM COM 40171V100 2,876 56,800 SH   SOLE   41,500 0 15,300
GULF ISLAND FABRICATION INC CO COM 402307102 428 22,064 SH   SOLE   10,574 0 11,490
GULFMARK OFFSHORE INC CL A COM COM 402629208 1,241 50,828 SH   SOLE   22,728 0 28,100
GULFPORT ENERGY CORP COMMON ST COM 402635304 4,929 118,081 SH   SOLE   94,461 0 23,620
H+E EQUIPMENT SERVICES INC COM COM 404030108 818 29,123 SH   SOLE   19,938 0 9,185
H+R BLOCK INC COMMON STOCK NPV COM 093671105 13,480 400,238 SH   SOLE   247,688 0 152,550
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,816 63,241 SH   SOLE   49,076 0 14,165
HACKETT GROUP INC/THE COMMON S COM 404609109 273 31,015 SH   SOLE   14,815 0 16,200
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,208 85,735 SH   SOLE   44,383 0 41,352
HAIN CELESTIAL GROUP INC COMMO COM 405217100 8,027 137,706 SH   SOLE   112,502 0 25,204
HALCON RESOURCES CORP COM COM 40537Q209 605 340,159 SH   SOLE   141,549 0 198,610
HALLADOR ENERGY CO COMMON STOC COM 40609P105 139 12,658 SH   SOLE   4,898 0 7,760
HALLIBURTON CO COMMON STOCK US COM 406216101 57,656 1,465,964 SH   SOLE   752,119 0 713,845
HALLMARK FINL SERVICES INC COM COM 40624Q203 262 21,631 SH   SOLE   7,853 0 13,778
HALOZYME THERAPEUTICS INC COMM COM 40637H109 833 86,318 SH   SOLE   58,233 0 28,085
HALYARD HEALTH INC COM 40650V100 3,527 77,562 SH   SOLE   52,271 0 25,291
HAMPTON ROADS BANKSHARES INC C COM 409321502 68 40,248 SH   SOLE   19,207 0 21,041
HANCOCK HOLDING CO COMMON STOC COM 410120109 5,147 167,671 SH   SOLE   100,982 0 66,689
HANDY + HARMAN LTD COMMON STOC COM 410315105 283 6,148 SH   SOLE   2,998 0 3,150
HANESBRANDS INC COMMON STOCK U COM 410345102 16,462 147,481 SH   SOLE   116,100 0 31,381
HANGER INC. COM 41043F208 1,254 57,252 SH   SOLE   29,542 0 27,710
HANMI FINANCIAL CORPORATION CO COM 410495204 1,050 48,160 SH   SOLE   23,617 0 24,543
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 385 27,066 SH   SOLE   10,426 0 16,640
HANOVER INSURANCE GROUP INC/ C COM 410867105 4,566 64,026 SH   SOLE   49,882 0 14,144
HARBINGER GROUP INC COMMON STO COM 41146A106 1,224 86,466 SH   SOLE   41,796 0 44,670
HARLEY DAVIDSON INC COMMON STO COM 412822108 20,035 303,981 SH   SOLE   186,377 0 117,604
HARMAN INTERNATIONAL COMMON ST COM 413086109 10,713 100,398 SH   SOLE   63,882 0 36,516
HARMONIC INC COMMON STOCK USD. COM 413160102 1,019 145,331 SH   SOLE   71,566 0 73,765
HARRIS CORP COMMON STOCK USD1. COM 413875105 10,515 146,412 SH   SOLE   86,852 0 59,560
HARSCO CORP COMMON STOCK USD1. COM 415864107 2,268 120,041 SH   SOLE   95,591 0 24,450
HARTE HANKS INC COMMON STOCK U COM 416196103 647 83,618 SH   SOLE   43,888 0 39,730
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 23,697 568,420 SH   SOLE   306,769 0 261,651
HARVEST NATURAL RESOURCES IN C COM 41754V103 96 52,810 SH   SOLE   20,810 0 32,000
HASBRO INC COMMON STOCK USD.5 COM 418056107 9,186 167,045 SH   SOLE   101,492 0 65,553
HATTERAS FINANCIAL CORP REIT U COM 41902R103 2,355 127,794 SH   SOLE   48,094 0 79,700
HAVERTY FURNITURE COMMON STOCK COM 419596101 752 34,171 SH   SOLE   18,491 0 15,680
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 4,803 143,464 SH   SOLE   114,105 0 29,359
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 1,333 51,186 SH   SOLE   27,856 0 23,330
HAWAIIN TELCOM HOLDCO COM COM 420031106 386 13,989 SH   SOLE   5,759 0 8,230
HAWKINS INC COMMON STOCK USD.0 COM 420261109 654 15,092 SH   SOLE   7,142 0 7,950
HAYNES INTERNATIONAL INC COMMO COM 420877201 994 20,490 SH   SOLE   10,665 0 9,825
HCA HOLDINGS INC COMMON STOCK COM 40412C101 14,999 204,375 SH   SOLE   124,327 0 80,048
HCC INSURANCE HOLDINGS INC COM COM 404132102 9,470 176,949 SH   SOLE   146,005 0 30,944
HCI GROUP INC COM 40416E103 456 10,535 SH   SOLE   6,815 0 3,720
HCP INC REIT USD1. COM 40414L109 27,230 618,433 SH   SOLE   315,817 0 302,616
HD SUPPLY HOLDINGS INC COM 40416M105 2,230 75,631 SH   SOLE   54,241 0 21,390
HEADWATERS INC COMMON STOCK US COM 42210P102 1,079 71,993 SH   SOLE   53,608 0 18,385
HEALTH CARE REIT INC REIT USD1 COM 42217K106 34,249 452,610 SH   SOLE   252,913 0 199,697
HEALTH NET INC COMMON STOCK US COM 42222G108 6,109 114,132 SH   SOLE   88,228 0 25,904
HEALTHCARE REALTY TRUST INC RE COM 421946104 4,297 157,283 SH   SOLE   75,503 0 81,780
HEALTHCARE SERVICES GROUP COMM COM 421906108 3,135 101,363 SH   SOLE   82,583 0 18,780
HEALTHCARE TRUST OF AMERICA COM 42225P501 2,040 75,711 SH   SOLE   40,816 0 34,895
HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,630 94,375 SH   SOLE   56,620 0 37,755
HEALTHSTREAM INC COMMON STOCK COM 42222N103 642 21,771 SH   SOLE   16,921 0 4,850
HEALTHWAYS INC COMMON STOCK US COM 422245100 841 42,326 SH   SOLE   24,956 0 17,370
HEARTLAND EXPRESS INC COMMON S COM 422347104 2,068 76,568 SH   SOLE   61,053 0 15,515
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 610 22,505 SH   SOLE   8,175 0 14,330
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,483 46,033 SH   SOLE   36,523 0 9,510
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,108 15,096 SH   SOLE   10,741 0 4,355
HECLA MINING CO COMMON STOCK U COM 422704106 1,503 538,708 SH   SOLE   257,698 0 281,010
HEICO CORP COMMON STOCK USD.01 COM 422806109 3,466 57,385 SH   SOLE   42,230 0 15,155
HEICO CORP NEW COM 422806208 231 4,882 SH   SOLE   0 0 4,882
HEIDRICK + STRUGGLES INTL COMM COM 422819102 652 28,277 SH   SOLE   13,127 0 15,150
HELEN OF TROY LTD COMMON STOCK COM G4388N106 2,847 43,764 SH   SOLE   25,405 0 18,359
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 4,696 216,408 SH   SOLE   129,038 0 87,370
HELMERICH + PAYNE COMMON STOCK COM 423452101 13,933 206,659 SH   SOLE   136,797 0 69,862
HEMISPHERE MEDIA GROUP COM 42365Q103 154 11,401 SH   SOLE   4,821 0 6,580
HENRY SCHEIN INC COMMON STOCK COM 806407102 15,526 114,034 SH   SOLE   92,350 0 21,684
HERBALIFE LTD COMMON STOCK USD COM G4412G101 2,396 63,566 SH   SOLE   42,804 0 20,762
HERCULES OFFSHORE INC COMMON S COM 427093109 221 221,316 SH   SOLE   94,557 0 126,759
HERITAGE COMMERCE CORP COMMON COM 426927109 247 27,982 SH   SOLE   12,132 0 15,850
HERITAGE FINANCIAL CORP COMMON COM 42722X106 692 39,421 SH   SOLE   16,068 0 23,353
HERITAGE OAKS BANCORP COM COM 42724R107 237 28,235 SH   SOLE   11,155 0 17,080
HERMAN MILLER INC COMMON STOCK COM 600544100 3,162 107,458 SH   SOLE   84,453 0 23,005
HERON THERAPEUTICS INC COM 427746102 165 16,450 SH   SOLE   10,430 0 6,020
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,966 279,692 SH   SOLE   113,957 0 165,735
HERSHEY CO/THE COMMON STOCK US COM 427866108 23,410 225,247 SH   SOLE   133,482 0 91,765
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 8,639 346,388 SH   SOLE   246,213 0 100,175
HESS CORP COMMON STOCK USD1. COM 42809H107 33,657 455,933 SH   SOLE   222,663 0 233,270
HEWLETT PACKARD CO COMMON STOC COM 428236103 120,431 3,001,013 SH   SOLE   1,495,075 0 1,505,938
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 3,413 82,264 SH   SOLE   56,494 0 25,770
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,230 34,236 SH   SOLE   27,001 0 7,235
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 109 14,429 SH   SOLE   7,299 0 7,130
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,387 28,644 SH   SOLE   21,214 0 7,430
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 168 39,885 SH   SOLE   18,235 0 21,650
HIGHWOODS PROPERTIES INC REIT COM 431284108 9,285 209,679 SH   SOLE   130,330 0 79,349
HILL INTERNATIONAL INC COMMON COM 431466101 80 20,895 SH   SOLE   12,160 0 8,735
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,517 77,094 SH   SOLE   59,358 0 17,736
HILLENBRAND INC COMMON STOCK N COM 431571108 2,188 63,410 SH   SOLE   45,950 0 17,460
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,887 94,577 SH   SOLE   38,467 0 56,110
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 2,725 104,455 SH   SOLE   73,995 0 30,460
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 2,689 127,210 SH   SOLE   102,010 0 25,200
HNI CORP COMMON STOCK USD1. COM 404251100 3,377 66,147 SH   SOLE   52,077 0 14,070
HOLLYFRONTIER CORP COMMON STOC COM 436106108 10,021 267,359 SH   SOLE   195,135 0 72,224
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,203 306,759 SH   SOLE   233,440 0 73,319
HOME BANCSHARES INC COMMON STO COM 436893200 1,951 60,669 SH   SOLE   42,184 0 18,485
HOME DEPOT INC COMMON STOCK US COM 437076102 241,184 2,297,645 SH   SOLE   1,213,280 0 1,084,365
HOME LOAN SERVICING SOLUTION C COM G6648D109 1,708 87,520 SH   SOLE   33,130 0 54,390
HOME PROPERTIES INC REIT USD.0 COM 437306103 4,951 75,475 SH   SOLE   55,420 0 20,055
HOMEAWAY INC COM COM 43739Q100 2,051 68,873 SH   SOLE   49,276 0 19,597
HOMESTREET INC COM 43785V102 331 19,039 SH   SOLE   7,799 0 11,240
HOMETRUST BANCSHARES INC COM COM 437872104 453 27,220 SH   SOLE   11,340 0 15,880
HONDA MOTOR ADR COM 438128308 771 26,120 SH   SOLE   26,120 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 125,478 1,255,783 SH   SOLE   674,887 0 580,896
HORACE MANN EDUCATORS COMMON S COM 440327104 2,152 64,865 SH   SOLE   31,109 0 33,756
HORIZON BANCORP INDIANA COM COM 440407104 311 11,896 SH   SOLE   4,776 0 7,120
HORIZON PHARMA PLC COM G4617B105 672 52,096 SH   SOLE   37,806 0 14,290
HORMEL FOODS CORP COMMON STOCK COM 440452100 12,848 246,607 SH   SOLE   164,962 0 81,645
HORNBECK OFFSHORE SERVICES COM COM 440543106 1,716 68,719 SH   SOLE   35,142 0 33,577
HORSEHEAD HOLDING CORP COMMON COM 440694305 1,070 67,605 SH   SOLE   32,825 0 34,780
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 16,371 267,287 SH   SOLE   125,592 0 141,695
HOSPITALITY PROPERTIES TRUST R COM 44106M102 6,127 197,650 SH   SOLE   144,170 0 53,480
HOST HOTELS + RESORTS INC REIT COM 44107P104 23,877 1,004,482 SH   SOLE   514,473 0 490,009
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,897 139,902 SH   SOLE   56,302 0 83,600
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 360 30,131 SH   SOLE   14,631 0 15,500
HOVNANIAN ENTERPRISES A COMMON COM 442487203 650 157,281 SH   SOLE   66,161 0 91,120
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,721 28,529 SH   SOLE   17,482 0 11,047
HSBC HOLDINGS PLC ADR COM 404280406 2,355 49,861 SH   SOLE   49,861 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 4,006 52,709 SH   SOLE   43,454 0 9,255
HUB GROUP INC CL A COMMON STOC COM 443320106 1,585 41,624 SH   SOLE   31,409 0 10,215
HUBBELL INC CL B COMMON STOCK COM 443510201 9,079 84,983 SH   SOLE   68,521 0 16,462
HUDSON CITY BANCORP INC COMMON COM 443683107 6,267 619,243 SH   SOLE   340,017 0 279,226
HUDSON PACIFIC PROPERTIES IN R COM 444097109 2,195 73,014 SH   SOLE   27,561 0 45,453
HUDSON VALLEY HOLDING CORP COM COM 444172100 544 20,045 SH   SOLE   8,787 0 11,258
HUMANA INC COMMON STOCK USD.16 COM 444859102 29,186 203,206 SH   SOLE   106,952 0 96,254
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 10,904 129,430 SH   SOLE   105,493 0 23,937
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,022 1,047,764 SH   SOLE   555,108 0 492,656
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 7,699 68,457 SH   SOLE   54,231 0 14,226
HUNTSMAN CORP COMMON STOCK USD COM 447011107 3,623 159,050 SH   SOLE   103,300 0 55,750
HURCO COMPANIES INC COMMON STO COM 447324104 384 11,255 SH   SOLE   3,705 0 7,550
HURON CONSULTING GROUP INC COM COM 447462102 2,419 35,369 SH   SOLE   17,847 0 17,522
HYATT HOTELS CORP CL A COMMO COM 448579102 2,035 33,802 SH   SOLE   18,365 0 15,437
HYPERION THERAPEUTICS INC COM 44915N101 291 12,113 SH   SOLE   7,243 0 4,870
HYSTER YALE MATERIALS COM 449172105 769 10,505 SH   SOLE   7,141 0 3,364
IAC/INTERACTIVECORP COMMON STO COM 44919P508 3,315 54,539 SH   SOLE   33,803 0 20,736
IBERIABANK CORP COMMON STOCK U COM 450828108 2,949 45,469 SH   SOLE   17,879 0 27,590
ICF INTERNATIONAL INC COMMON S COM 44925C103 1,125 27,445 SH   SOLE   12,215 0 15,230
ICONIX BRAND GROUP INC COMMON COM 451055107 2,566 75,949 SH   SOLE   44,804 0 31,145
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,697 20,715 SH   SOLE   9,485 0 11,230
IDACORP INC COMMON STOCK NPV COM 451107106 7,249 109,516 SH   SOLE   66,466 0 43,050
IDERA PHARMACEUTICAL COM COM 45168K306 235 53,395 SH   SOLE   34,445 0 18,950
IDEX CORP COMMON STOCK USD.01 COM 45167R104 8,776 112,748 SH   SOLE   90,538 0 22,210
IDEXX LABORATORIES INC COMMON COM 45168D104 10,395 70,107 SH   SOLE   56,701 0 13,406
IDT CORP CLASS B COMMON STOCK COM 448947507 439 21,638 SH   SOLE   15,538 0 6,100
IGATE CORP COMMON STOCK USD.01 COM 45169U105 1,702 43,121 SH   SOLE   30,277 0 12,844
IGI INC COM COM 449575109 206 23,415 SH   SOLE   15,275 0 8,140
IHS INC CLASS A COMMON STOCK U COM 451734107 6,279 55,138 SH   SOLE   37,630 0 17,508
II VI INC COMMON STOCK NPV COM 902104108 1,295 94,842 SH   SOLE   51,662 0 43,180
ILLINOIS TOOL WORKS COMMON STO COM 452308109 58,526 618,010 SH   SOLE   296,609 0 321,401
ILLUMINA INC COMMON STOCK USD. COM 452327109 20,513 111,132 SH   SOLE   75,765 0 35,367
IMMERSION CORPORATION COMMON S COM 452521107 234 24,718 SH   SOLE   18,028 0 6,690
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 487 79,897 SH   SOLE   56,552 0 23,345
IMMUNOMEDICS INC COMMON STOCK COM 452907108 341 70,943 SH   SOLE   48,313 0 22,630
IMPAX LABORATORIES INC COMMON COM 45256B101 3,361 106,106 SH   SOLE   56,286 0 49,820
IMPERVA INC COM 45321L100 856 17,312 SH   SOLE   12,412 0 4,900
IMS HEALTH HLDGS INC COM 44970B109 1,363 53,177 SH   SOLE   37,767 0 15,410
INCONTACT INC COMMON STOCK USD COM 45336E109 438 49,848 SH   SOLE   33,528 0 16,320
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 8,928 122,122 SH   SOLE   82,458 0 39,664
INDEPENDENCE HOLDING CO COMMON COM 453440307 173 12,389 SH   SOLE   4,589 0 7,800
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,712 39,986 SH   SOLE   19,676 0 20,310
INDEPENDENT BK CORP MI COM COM 453838609 372 28,485 SH   SOLE   11,035 0 17,450
INDEPENDENT BK GROUP COM COM 45384B106 364 9,323 SH   SOLE   4,483 0 4,840
INFINERA CORP COMMON STOCK USD COM 45667G103 1,752 118,990 SH   SOLE   74,995 0 43,995
INFINITY PHARMACEUTICALS INC C COM 45665G303 763 45,151 SH   SOLE   30,376 0 14,775
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,939 25,093 SH   SOLE   17,486 0 7,607
INFOBLOX INC COM COM 45672H104 890 44,062 SH   SOLE   28,212 0 15,850
INFORMATICA CORP COMMON STOCK COM 45666Q102 5,695 149,345 SH   SOLE   121,687 0 27,658
INFORMATION SVCS GROUP COM COM 45675Y104 80 18,860 SH   SOLE   11,730 0 7,130
ING GROEP N V SPONSORED ADR COM 456837103 697 53,730 SH   SOLE   53,730 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 20,579 324,645 SH   SOLE   188,524 0 136,121
INGLES MARKETS INC CLASS A COM COM 457030104 672 18,122 SH   SOLE   7,142 0 10,980
INGRAM MICRO INC CL A COMMON S COM 457153104 5,483 198,360 SH   SOLE   150,302 0 48,058
INGREDION, INC. COM 457187102 8,143 95,984 SH   SOLE   72,498 0 23,486
INLAND REAL ESTATE CORP REIT U COM 457461200 1,553 141,862 SH   SOLE   65,047 0 76,815
INNERWORKINGS INC COMMON STOCK COM 45773Y105 425 54,615 SH   SOLE   28,565 0 26,050
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,634 27,957 SH   SOLE   16,537 0 11,420
INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,337 31,315 SH   SOLE   15,455 0 15,860
INOVIO BIOMEDICAL CO COM 45773H201 459 49,995 SH   SOLE   32,395 0 17,600
INPHI CORP COMMON STOCK COM 45772F107 500 27,079 SH   SOLE   20,169 0 6,910
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,701 65,708 SH   SOLE   31,365 0 34,343
INSMED INC COMMON STOCK USD.01 COM 457669307 653 42,230 SH   SOLE   30,795 0 11,435
INSPERITY INC COMMON STOCK USD COM 45778Q107 850 25,089 SH   SOLE   18,879 0 6,210
INSTEEL INDUSTRIES INC COMMON COM 45774W108 484 20,507 SH   SOLE   15,297 0 5,210
INSULET CORP COMMON STOCK USD. COM 45784P101 2,686 58,325 SH   SOLE   42,825 0 15,500
INSYS THERAPEUTICS INC COM 45824V209 383 9,096 SH   SOLE   6,517 0 2,579
INTEGRA LIFESCIENCES HOLDING C COM 457985208 1,983 36,567 SH   SOLE   22,197 0 14,370
INTEGRATED DEVICE TECH INC COM COM 458118106 4,424 225,716 SH   SOLE   165,241 0 60,475
INTEGRATED SILICON SOLUTION CO COM 45812P107 691 41,721 SH   SOLE   18,451 0 23,270
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 8,071 103,675 SH   SOLE   55,913 0 47,762
INTEL CORP COMMON STOCK USD.00 COM 458140100 292,769 8,067,492 SH   SOLE   4,088,449 0 3,979,043
INTELSAT S A COM COM L5140P101 520 29,928 SH   SOLE   12,988 0 16,940
INTER PARFUMS INC COMMON STOCK COM 458334109 1,047 38,127 SH   SOLE   22,697 0 15,430
INTERACTIVE BROKERS GRO CL A C COM 45841N107 1,215 41,670 SH   SOLE   28,246 0 13,424
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 895 18,679 SH   SOLE   13,729 0 4,950
INTERCEPT PHARMACEUTICALS INC COM 45845P108 1,589 10,185 SH   SOLE   7,172 0 3,013
INTERCONTINENTAL EXCHANGE INC COM 45866F104 33,397 152,297 SH   SOLE   88,060 0 64,237
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,395 64,179 SH   SOLE   53,134 0 11,045
INTERFACE INC COM 458665304 1,368 83,089 SH   SOLE   68,509 0 14,580
INTERNAP CORP COM 45885A300 658 82,653 SH   SOLE   37,963 0 44,690
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,021 113,846 SH   SOLE   67,526 0 46,320
INTERNATIONAL PAPER CO COMMON COM 460146103 29,508 550,722 SH   SOLE   309,994 0 240,728
INTERPUBLIC GROUP OF COS INC C COM 460690100 12,503 601,952 SH   SOLE   370,335 0 231,617
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,908 270,066 SH   SOLE   163,476 0 106,590
INTERVAL LEISURE GROUP COMMON COM 46113M108 977 46,788 SH   SOLE   29,728 0 17,060
INTEVAC INC COMMON STOCK NPV COM 461148108 217 27,920 SH   SOLE   8,320 0 19,600
INTL BUSINESS MACHINES CORP CO COM 459200101 256,833 1,600,803 SH   SOLE   841,062 0 759,741
INTL FCSTONE INC COMMON STOCK COM 46116V105 507 24,638 SH   SOLE   12,918 0 11,720
INTL FLAVORS + FRAGRANCES COMM COM 459506101 11,832 116,735 SH   SOLE   74,565 0 42,170
INTL GAME TECHNOLOGY COMMON ST COM 459902102 5,327 308,812 SH   SOLE   230,861 0 77,951
INTL RECTIFIER CORP COMMON STO COM 460254105 5,883 147,445 SH   SOLE   88,170 0 59,275
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,706 53,910 SH   SOLE   30,312 0 23,598
INTRA CELLULAR THERAPIES COM 46116X101 215 12,155 SH   SOLE   8,465 0 3,690
INTRALINKS HOLDINGS INC COMMON COM 46118H104 625 52,494 SH   SOLE   22,584 0 29,910
INTRAWEST RESORTS HOLDINGS COM 46090K109 195 16,314 SH   SOLE   4,984 0 11,330
INTREPID POTASH INC COMMON STO COM 46121Y102 1,214 87,487 SH   SOLE   42,097 0 45,390
INTREXON CORP COM 46122T102 799 29,034 SH   SOLE   20,879 0 8,155
INTUIT INC COMMON STOCK USD.01 COM 461202103 37,036 401,732 SH   SOLE   249,926 0 151,806
INTUITIVE SURGICAL INC COMMON COM 46120E602 27,116 51,264 SH   SOLE   31,547 0 19,717
INVACARE CORP COMMON STOCK USD COM 461203101 841 50,185 SH   SOLE   23,225 0 26,960
INVENSENSE INC COM 46123D205 996 61,226 SH   SOLE   45,406 0 15,820
INVENTURE FOODS INC COM COM 461212102 152 11,906 SH   SOLE   8,421 0 3,485
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 25,026 633,257 SH   SOLE   379,000 0 254,257
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,558 165,452 SH   SOLE   62,822 0 102,630
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 1,192 57,260 SH   SOLE   27,610 0 29,650
INVESTORS BANCORP INC COMMON S COM 46146L101 5,013 446,550 SH   SOLE   190,022 0 256,528
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,292 158,134 SH   SOLE   61,054 0 97,080
ION GEOPHYSICAL CORP COMMON ST COM 462044108 535 194,431 SH   SOLE   93,651 0 100,780
IPC HEALTHCARE INC COM 44984A105 1,017 22,162 SH   SOLE   14,365 0 7,797
IPG PHOTONICS CORP COMMON STOC COM 44980X109 3,595 47,985 SH   SOLE   39,588 0 8,397
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 973 99,833 SH   SOLE   38,373 0 61,460
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,123 32,342 SH   SOLE   23,392 0 8,950
IRON MOUNTAIN INC COMMON STOCK COM 46284V101 10,430 269,785 SH   SOLE   167,289 0 102,496
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,435 93,648 SH   SOLE   66,403 0 27,245
ISHARES LEHMAN AGGREGATE BOND COM 464287226 2,126 19,310 SH   SOLE   6,810 0 12,500
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 811 8,485 SH   SOLE   6,250 0 2,235
ISHARES RUSSELL 1000 INDEX COM 464287622 8,300 72,404 SH   SOLE   72,404 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 2,550 24,425 SH   SOLE   24,425 0 0
ISHARES RUSSELL MID CAP GROWTH COM 464287481 2,622 28,125 SH   SOLE   28,125 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 365 2,185 SH   SOLE   400 0 1,785
ISIS PHARMACEUTICALS INC COMMO COM 464330109 6,897 111,711 SH   SOLE   78,981 0 32,730
ISLE OF CAPRI CASINOS COMMON S COM 464592104 247 29,520 SH   SOLE   11,680 0 17,840
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,807 132,379 SH   SOLE   58,509 0 73,870
ITAU UNIBANCO BANCO ADR COM 465562106 499 38,338 SH   SOLE   38,338 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,999 173,125 SH   SOLE   129,571 0 43,554
ITRON INC COMMON STOCK NPV COM 465741106 3,286 77,694 SH   SOLE   44,054 0 33,640
ITT CORP COM 450911201 5,089 125,786 SH   SOLE   97,253 0 28,533
ITT EDUCATIONAL SERVICES INC C COM 45068B109 317 32,954 SH   SOLE   13,819 0 19,135
IXIA COMMON STOCK NPV COM 45071R109 989 87,875 SH   SOLE   42,945 0 44,930
IXYS CORPORATION COMMON STOCK COM 46600W106 449 35,655 SH   SOLE   16,595 0 19,060
J + J SNACK FOODS CORP COMMON COM 466032109 2,781 25,567 SH   SOLE   20,462 0 5,105
J GLOBAL INC COM 48123V102 4,744 76,524 SH   SOLE   63,309 0 13,215
J.C. PENNEY CO INC COMMON STOC COM 708160106 2,609 402,552 SH   SOLE   303,686 0 98,866
JABIL CIRCUIT INC COMMON STOCK COM 466313103 5,243 240,194 SH   SOLE   185,300 0 54,894
JACK HENRY + ASSOCIATES INC CO COM 426281101 9,907 159,434 SH   SOLE   137,753 0 21,681
JACK IN THE BOX INC COMMON STO COM 466367109 4,142 51,799 SH   SOLE   38,684 0 13,115
JACOBS ENGINEERING GROUP INC C COM 469814107 6,975 156,071 SH   SOLE   94,181 0 61,890
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 188 27,584 SH   SOLE   10,644 0 16,940
JAMBA INC COMMON STOCK USD.001 COM 47023A309 211 13,978 SH   SOLE   9,987 0 3,991
JANUS CAPITAL GROUP INC COMMON COM 47102X105 4,656 288,642 SH   SOLE   162,722 0 125,920
JARDEN CORP COMMON STOCK USD.0 COM 471109108 11,132 232,503 SH   SOLE   178,881 0 53,622
JAZZ PHARMACEUTICALS PLC COM G50871105 7,244 44,241 SH   SOLE   32,059 0 12,182
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 3,975 289,759 SH   SOLE   218,974 0 70,785
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 7,120 448,938 SH   SOLE   276,988 0 171,950
JG WENTWORTH COMPANY COM 46618D108 149 13,960 SH   SOLE   5,160 0 8,800
JIVE SOFTWARE INC COM COM 47760A108 204 33,819 SH   SOLE   24,349 0 9,470
JM SMUCKER CO/THE COMMON STOCK COM 832696405 13,391 132,612 SH   SOLE   72,818 0 59,794
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,065 32,407 SH   SOLE   23,670 0 8,737
JOHNSON + JOHNSON COMMON STOCK COM 478160104 445,862 4,263,765 SH   SOLE   2,258,727 0 2,005,038
JOHNSON CONTROLS INC COMMON ST COM 478366107 50,892 1,052,787 SH   SOLE   521,470 0 531,317
JOHNSON OUTDOORS INC A COMMON COM 479167108 218 6,990 SH   SOLE   2,770 0 4,220
JONES LANG LASALLE INC COMMON COM 48020Q107 9,192 61,307 SH   SOLE   46,048 0 15,259
JOURNAL COMMUNICATIONS INC A C COM 481130102 718 62,778 SH   SOLE   26,035 0 36,743
JOY GLOBAL INC COMMON STOCK US COM 481165108 6,757 145,244 SH   SOLE   67,750 0 77,494
JPMORGAN CHASE + CO COMMON STO COM 46625H100 370,634 5,922,556 SH   SOLE   2,899,889 0 3,022,667
JUNIPER NETWORKS INC COMMON ST COM 48203R104 12,365 553,974 SH   SOLE   313,031 0 240,943
K12 INC COMMON STOCK USD.0001 COM 48273U102 437 36,850 SH   SOLE   17,790 0 19,060
KADANT INC COMMON STOCK USD.01 COM 48282T104 775 18,164 SH   SOLE   8,215 0 9,949
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,289 32,040 SH   SOLE   17,341 0 14,699
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,587 39,586 SH   SOLE   23,866 0 15,720
KANSAS CITY LIFE INS CO COMMON COM 484836101 293 6,099 SH   SOLE   2,369 0 3,730
KANSAS CITY SOUTHERN COMMON ST COM 485170302 18,643 152,772 SH   SOLE   92,606 0 60,166
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,834 96,695 SH   SOLE   73,615 0 23,080
KAR AUCTION SERVICES INC COMMO COM 48238T109 3,643 105,128 SH   SOLE   73,401 0 31,727
KARYOPHARM THERAPEUTICS INC COM 48576U106 395 10,565 SH   SOLE   7,585 0 2,980
KATE SPADE & CO COM 485865109 5,614 175,375 SH   SOLE   143,255 0 32,120
KB HOME COMMON STOCK USD1. COM 48666K109 2,311 139,643 SH   SOLE   100,523 0 39,120
KBR INC COMMON STOCK USD.001 COM 48242W106 3,156 186,195 SH   SOLE   140,578 0 45,617
KCG HOLDINGS INC CL A COM 48244B100 681 58,432 SH   SOLE   24,003 0 34,429
KEARNY FINANCIAL CORP COMMON S COM 487169104 300 21,844 SH   SOLE   9,153 0 12,691
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,093 429,295 SH   SOLE   216,800 0 212,495
KELLY SERVICES INC CL A COMMON COM 488152208 895 52,603 SH   SOLE   30,033 0 22,570
KEMET CORP COMMON STOCK USD.01 COM 488360207 270 64,342 SH   SOLE   26,072 0 38,270
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,371 93,354 SH   SOLE   55,154 0 38,200
KENNAMETAL INC COMMON STOCK US COM 489170100 3,512 98,123 SH   SOLE   75,104 0 23,019
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,202 87,046 SH   SOLE   34,876 0 52,170
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 1,149 81,211 SH   SOLE   59,536 0 21,675
KEURIG GREEN MOUNTAIN INC COM 49271M100 24,527 185,259 SH   SOLE   116,661 0 68,598
KEY ENERGY SERVICES INC COMMON COM 492914106 330 197,659 SH   SOLE   74,989 0 122,670
KEYCORP COMMON STOCK USD1. COM 493267108 15,927 1,145,838 SH   SOLE   597,587 0 548,251
KEYSIGHT TECHNOLOGIES INC COM 49338L103 7,062 209,116 SH   SOLE   161,087 0 48,029
KEYW HOLDING CORP/THE COMMON S COM 493723100 447 43,087 SH   SOLE   18,127 0 24,960
KFORCE INC COMMON STOCK USD.01 COM 493732101 636 26,345 SH   SOLE   16,355 0 9,990
KILROY REALTY CORP REIT USD.01 COM 49427F108 7,671 111,067 SH   SOLE   80,741 0 30,326
KIMBALL ELECTRONICS INC COM 49428J109 488 40,579 SH   SOLE   16,764 0 23,815
KIMBALL INTERNATIONAL INC COM 494274103 427 46,797 SH   SOLE   18,509 0 28,288
KIMBERLY CLARK CORP COMMON STO COM 494368103 73,688 637,772 SH   SOLE   320,144 0 317,628
KIMCO REALTY CORP REIT USD.01 COM 49446R109 13,817 549,611 SH   SOLE   287,683 0 261,928
KINDER MORGAN INC COMMON STOCK COM 49456B101 86,494 2,044,300 SH   SOLE   1,154,120 0 890,180
KINDRED HEALTHCARE INC COMMON COM 494580103 1,951 107,295 SH   SOLE   52,397 0 54,898
KINROSS GOLD CORP ADR COM 496902404 48 17,050 SH   SOLE   17,050 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 6,396 79,213 SH   SOLE   65,423 0 13,790
KIRKLAND S INC COMMON STOCK NP COM 497498105 456 19,274 SH   SOLE   12,094 0 7,180
KITE PHARMA INC COM 49803L109 400 6,935 SH   SOLE   4,460 0 2,475
KITE REALTY GROUP TRUST REIT U COM 49803T300 1,643 57,153 SH   SOLE   26,481 0 30,672
KLA TENCOR CORPORATION COMMON COM 482480100 16,352 232,535 SH   SOLE   149,530 0 83,005
KLX INC. COM 482539103 2,965 71,887 SH   SOLE   60,603 0 11,284
KMG CHEMICALS INC COMMON STOCK COM 482564101 286 14,296 SH   SOLE   5,036 0 9,260
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,951 87,676 SH   SOLE   71,546 0 16,130
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 194 42,789 SH   SOLE   17,209 0 25,580
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,117 52,753 SH   SOLE   40,048 0 12,705
KNOWLES CORP COM 49926D109 2,535 107,645 SH   SOLE   80,893 0 26,752
KOFAX LTD COM G5307C105 397 56,490 SH   SOLE   40,320 0 16,170
KOHLS CORP COMMON STOCK USD.01 COM 500255104 16,406 268,767 SH   SOLE   147,572 0 121,195
KOPIN CORP COMMON STOCK USD.01 COM 500600101 357 98,514 SH   SOLE   48,234 0 50,280
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 634 24,394 SH   SOLE   18,644 0 5,750
KORN/FERRY INTERNATIONAL COMMO COM 500643200 1,930 67,111 SH   SOLE   40,877 0 26,234
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 638 76,019 SH   SOLE   54,403 0 21,616
KRAFT FOOD GROUP INC. COM 50076Q106 62,193 992,546 SH   SOLE   499,758 0 492,788
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,034 49,752 SH   SOLE   21,992 0 27,760
KRATOS DEFENSE + SECURITY COMM COM 50077B207 299 59,526 SH   SOLE   23,849 0 35,677
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,208 61,215 SH   SOLE   41,905 0 19,310
KROGER CO COMMON STOCK USD1. COM 501044101 47,212 735,269 SH   SOLE   451,260 0 284,009
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 365 28,052 SH   SOLE   11,552 0 16,500
KULICKE + SOFFA INDUSTRIES COM COM 501242101 273 18,852 SH   SOLE   14,152 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 189 14,958 SH   SOLE   9,288 0 5,670
KYOCERA LTD ADR COM 501556203 204 4,450 SH   SOLE   4,450 0 0
Kythera Biopharmaceuticals, In COM 501570105 465 13,412 SH   SOLE   9,402 0 4,010
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 14,584 115,551 SH   SOLE   70,570 0 44,981
L BRANDS INC COM 501797104 28,217 326,014 SH   SOLE   190,638 0 135,376
LA QUINTA HLDGS INC COM 50420D108 890 40,340 SH   SOLE   22,850 0 17,490
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,660 61,857 SH   SOLE   41,882 0 19,975
LABORATORY CRP OF AMER HLDGS C COM 50540R409 13,863 128,478 SH   SOLE   76,956 0 51,522
LACLEDE GROUP INC/THE COMMON S COM 505597104 3,568 67,062 SH   SOLE   31,616 0 35,446
LADDER CAPITAL CORP CL A COM 505743104 365 18,594 SH   SOLE   6,824 0 11,770
LADENBURG THALMANN FINANCIAL C COM 50575Q102 336 85,008 SH   SOLE   63,008 0 22,000
LAKELAND BANCORP INC COMMON ST COM 511637100 557 47,633 SH   SOLE   18,738 0 28,895
LAKELAND FINANCIAL CORP COMMON COM 511656100 1,044 24,023 SH   SOLE   11,514 0 12,509
LAM RESEARCH CORP COMMON STOCK COM 512807108 16,381 206,467 SH   SOLE   118,198 0 88,269
LAMAR ADVERTISING CO-A COM 512816109 6,019 112,219 SH   SOLE   91,465 0 20,754
LANCASTER COLONY CORP COMMON S COM 513847103 2,961 31,625 SH   SOLE   22,635 0 8,990
LANDAUER INC COMMON STOCK USD. COM 51476K103 361 10,565 SH   SOLE   7,585 0 2,980
LANDEC CORP COMMON STOCK USD.0 COM 514766104 505 36,602 SH   SOLE   13,742 0 22,860
LANDS END INC COM COM 51509F105 1,240 22,983 SH   SOLE   8,119 0 14,864
LANDSTAR SYSTEM INC COMMON STO COM 515098101 4,720 65,072 SH   SOLE   52,623 0 12,449
LANNETT CO INC COMMON STOCK US COM 516012101 1,141 26,612 SH   SOLE   20,532 0 6,080
LAREDO PETROLEUM INC COM 516806106 580 56,060 SH   SOLE   38,353 0 17,707
LAS VEGAS SANDS CORP COMMON ST COM 517834107 22,810 392,199 SH   SOLE   195,280 0 196,919
LASALLE HOTEL PROPERTIES REIT COM 517942108 9,368 231,489 SH   SOLE   132,196 0 99,293
LATTICE SEMICONDUCTOR CORP COM COM 518415104 700 101,647 SH   SOLE   75,727 0 25,920
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 263 27,559 SH   SOLE   12,049 0 15,510
LAZARD LTD CL A LTD PART USD.0 COM G54050102 5,048 100,898 SH   SOLE   75,440 0 25,458
LDR HOLDING CORP COM 50185U105 412 12,570 SH   SOLE   8,900 0 3,670
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 431 91,256 SH   SOLE   37,566 0 53,690
LEAR CORP COMMON STOCK USD.01 COM 521865204 6,621 67,505 SH   SOLE   44,079 0 23,426
LEE ENTERPRISES INC COM COM 523768109 238 64,545 SH   SOLE   21,845 0 42,700
LEGG MASON INC COMMON STOCK US COM 524901105 7,611 142,601 SH   SOLE   80,273 0 62,328
LEGGETT + PLATT INC COMMON STO COM 524660107 7,840 183,990 SH   SOLE   106,640 0 77,350
LEIDOS HOLDINGS INC COM 525327102 4,089 93,956 SH   SOLE   73,278 0 20,678
LENDINGTREE INC COM 52603B107 328 6,783 SH   SOLE   2,880 0 3,903
LENNAR CORP A COMMON STOCK USD COM 526057104 10,241 228,549 SH   SOLE   129,945 0 98,604
LENNOX INTERNATIONAL INC COMMO COM 526107107 6,295 66,214 SH   SOLE   53,313 0 12,901
LEUCADIA NATIONAL CORP COMMON COM 527288104 9,522 424,729 SH   SOLE   236,999 0 187,730
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 18,978 384,323 SH   SOLE   239,521 0 144,802
LEXICON PHARMACEUTICALS INC CO COM 528872104 198 217,723 SH   SOLE   147,771 0 69,952
LEXINGTON REALTY TRUST REIT US COM 529043101 3,765 342,900 SH   SOLE   167,039 0 175,861
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,596 87,133 SH   SOLE   66,226 0 20,907
LGI HOMES INC COM 50187T106 218 14,630 SH   SOLE   5,520 0 9,110
LHC GROUP INC COMMON STOCK USD COM 50187A107 650 20,859 SH   SOLE   9,939 0 10,920
LIBBEY INC COMMON STOCK USD.01 COM 529898108 621 19,758 SH   SOLE   13,948 0 5,810
LIBERATOR MEDICAL HLDGS COM 53012L108 53 18,415 SH   SOLE   11,525 0 6,890
LIBERTY BROADBAND CORP. CLASS- COM 530307107 962 19,205 SH   SOLE   9,145 0 10,060
LIBERTY BROADBAND CORP. CLASS- COM 530307305 1,636 32,842 SH   SOLE   19,419 0 13,423
LIBERTY MEDIA CORP COM 531229102 2,671 75,738 SH   SOLE   36,435 0 39,303
LIBERTY MEDIA CORP - C SHARES COM 531229300 3,996 114,076 SH   SOLE   67,726 0 46,350
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,279 193,448 SH   SOLE   141,808 0 51,640
LIBERTY TRIPADVISOR HDG-A COM 531465102 1,629 60,567 SH   SOLE   42,245 0 18,322
LIBERTY VENTURES SER A COM COM 53071M880 4,457 118,165 SH   SOLE   80,867 0 37,298
LIFE TIME FITNESS INC COMMON S COM 53217R207 4,662 82,341 SH   SOLE   50,061 0 32,280
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,931 54,663 SH   SOLE   41,338 0 13,325
LIFETIME BRANDS INC COMMON STO COM 53222Q103 232 13,514 SH   SOLE   5,384 0 8,130
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,131 21,253 SH   SOLE   16,600 0 4,653
LIMELIGHT NETWORKS INC COMMON COM 53261M104 211 76,341 SH   SOLE   30,381 0 45,960
LIMONEIRA CO COMMON STOCK USD. COM 532746104 213 8,546 SH   SOLE   6,106 0 2,440
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 7,598 109,977 SH   SOLE   81,428 0 28,549
LINCOLN NATIONAL CORP COMMON S COM 534187109 19,413 336,626 SH   SOLE   186,101 0 150,525
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,971 22,990 SH   SOLE   16,478 0 6,512
LINEAR TECHNOLOGY CORP COMMON COM 535678106 14,990 328,738 SH   SOLE   209,538 0 119,200
LINKEDIN CORP A COMMON STOCK COM 53578A108 19,684 85,689 SH   SOLE   57,831 0 27,858
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 288 50,062 SH   SOLE   35,912 0 14,150
LIONS GATE ENTERTAINMENT W/D C COM 535919203 1,919 59,922 SH   SOLE   43,442 0 16,480
LIQUIDITY SERVICES INC COMMON COM 53635B107 332 40,650 SH   SOLE   19,670 0 20,980
LITHIA MOTORS INC CL A COMMON COM 536797103 2,336 26,949 SH   SOLE   20,634 0 6,315
LITTELFUSE INC COMMON STOCK US COM 537008104 2,592 26,817 SH   SOLE   18,472 0 8,345
LIVE NATION ENTERTAINMENT IN C COM 538034109 4,942 189,261 SH   SOLE   147,602 0 41,659
LIVEPERSON INC COMMON STOCK US COM 538146101 724 51,347 SH   SOLE   38,587 0 12,760
LKQ CORP COMMON STOCK USD.01 COM 501889208 12,053 428,615 SH   SOLE   349,027 0 79,588
LLOYDS TSB GROUP PLC ADR COM 539439109 841 181,170 SH   SOLE   181,170 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 231 16,379 SH   SOLE   5,639 0 10,740
LOCKHEED MARTIN CORP COMMON ST COM 539830109 84,127 436,865 SH   SOLE   249,870 0 186,995
LOEWS CORP COMMON STOCK USD.01 COM 540424108 18,293 435,340 SH   SOLE   231,356 0 203,984
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,166 23,636 SH   SOLE   17,191 0 6,445
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,054 13,396 SH   SOLE   9,061 0 4,335
LORILLARD INC COMMON STOCK USD COM 544147101 32,531 516,857 SH   SOLE   357,970 0 158,887
LOUISIANA PACIFIC CORP COMMON COM 546347105 4,844 292,483 SH   SOLE   178,133 0 114,350
LOWE S COS INC COMMON STOCK US COM 548661107 119,994 1,744,094 SH   SOLE   932,540 0 811,554
LPL FINANCIAL HOLDINGS INC COM 50212V100 2,856 64,109 SH   SOLE   46,307 0 17,802
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,066 33,910 SH   SOLE   16,335 0 17,575
LSI INDUSTRIES INC COMMON STOC COM 50216C108 198 29,152 SH   SOLE   12,772 0 16,380
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,536 81,913 SH   SOLE   51,681 0 30,232
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 1,957 29,506 SH   SOLE   22,762 0 6,744
LUMINEX CORP COMMON STOCK USD. COM 55027E102 794 42,332 SH   SOLE   33,437 0 8,895
LUMOS NETWORKS CORP COM 550283105 320 19,029 SH   SOLE   12,839 0 6,190
LUXOFT HOLDINGS INC COM COM G57279104 208 5,394 SH   SOLE   3,724 0 1,670
LYDALL INC COMMON STOCK USD.1 COM 550819106 579 17,636 SH   SOLE   12,306 0 5,330
LYON WILLIAM HOMES COM COM 552074700 416 20,534 SH   SOLE   8,334 0 12,200
LYONDELLBASELL INDU CL A COMMO COM N53745100 52,808 665,169 SH   SOLE   354,092 0 311,077
LifeLock, Inc. COM 53224V100 1,134 61,238 SH   SOLE   43,588 0 17,650
M + T BANK CORP COMMON STOCK U COM 55261F104 20,494 163,142 SH   SOLE   90,332 0 72,810
M/I HOMES INC COMMON STOCK USD COM 55305B101 908 39,538 SH   SOLE   20,328 0 19,210
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 285 9,113 SH   SOLE   6,533 0 2,580
MACATAWA BK CORP COM COM 554225102 181 33,357 SH   SOLE   13,407 0 19,950
MACERICH CO/THE REIT USD.01 COM 554382101 16,011 191,961 SH   SOLE   97,890 0 94,071
MACK CALI REALTY CORP REIT USD COM 554489104 3,275 171,849 SH   SOLE   91,949 0 79,900
MACROGENICS INC COM 556099109 555 15,815 SH   SOLE   11,025 0 4,790
MACY S INC COMMON STOCK USD.01 COM 55616P104 32,161 489,148 SH   SOLE   297,761 0 191,387
MADISON SQUARE GARDEN CO A COM COM 55826P100 3,209 42,642 SH   SOLE   22,460 0 20,182
MAGELLAN HEALTH INC COMMON STO COM 559079207 2,983 49,685 SH   SOLE   25,913 0 23,772
MAGICJACK VOCALTEC LTD COM M6787E101 133 16,376 SH   SOLE   11,306 0 5,070
MAGNA INTERNATIONAL COM COM 559222401 339 3,120 SH   SOLE   3,120 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 524 166,855 SH   SOLE   115,815 0 51,040
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 955 74,661 SH   SOLE   38,254 0 36,407
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 648 30,993 SH   SOLE   12,414 0 18,579
MALLINCKRODT PLC COM COM G5785G107 15,688 158,419 SH   SOLE   93,293 0 65,126
MANHATTAN ASSOCIATES INC COMMO COM 562750109 3,848 94,502 SH   SOLE   68,604 0 25,898
MANITEK INTL INC COM 563420108 133 10,468 SH   SOLE   7,628 0 2,840
MANITOWOC COMPANY INC COMMON S COM 563571108 3,139 142,018 SH   SOLE   76,085 0 65,933
MANNING & NAPIER INC COM 56382Q102 252 18,260 SH   SOLE   7,590 0 10,670
MANNKIND CORP COMMON STOCK USD COM 56400P201 1,087 208,516 SH   SOLE   152,736 0 55,780
MANPOWER INC COMMON STOCK USD. COM 56418H100 6,717 98,529 SH   SOLE   75,138 0 23,391
MANTECH INTERNATIONAL CORP A C COM 564563104 1,028 34,019 SH   SOLE   14,319 0 19,700
MANULIFE FINANCIAL CORP COM COM 56501R106 448 23,470 SH   SOLE   23,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 30,847 1,090,374 SH   SOLE   541,368 0 549,006
MARATHON PETROLEUM CORP COMMON COM 56585A102 40,298 446,461 SH   SOLE   230,301 0 216,160
MARCHEX INC CLASS B COMMON STO COM 56624R108 142 30,911 SH   SOLE   21,231 0 9,680
MARCUS CORPORATION COMMON STOC COM 566330106 563 30,436 SH   SOLE   14,426 0 16,010
MARIN SOFTWARE INC COM 56804T106 171 20,271 SH   SOLE   14,551 0 5,720
MARINE PRODUCTS CORP COMMON ST COM 568427108 121 14,375 SH   SOLE   6,365 0 8,010
MARINEMAX INC COMMON STOCK USD COM 567908108 965 48,149 SH   SOLE   26,429 0 21,720
MARKEL CORP COMMON STOCK NPV COM 570535104 6,433 9,421 SH   SOLE   5,324 0 4,097
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 4,081 56,906 SH   SOLE   45,418 0 11,488
MARKETO INC COM 57063L107 659 20,147 SH   SOLE   14,517 0 5,630
MARLIN BUSINESS SERVICES INC C COM 571157106 302 14,715 SH   SOLE   5,785 0 8,930
MARRIOTT INTERNATIONAL CL A CO COM 571903202 24,974 320,055 SH   SOLE   197,041 0 123,014
MARRIOTT VACATIONS WORLD COM 57164Y107 3,463 46,453 SH   SOLE   23,733 0 22,720
MARSH + MCLENNAN COS COMMON ST COM 571748102 50,588 883,792 SH   SOLE   450,433 0 433,359
MARTEN TRANSPORT LTD COMMON ST COM 573075108 619 28,302 SH   SOLE   12,542 0 15,760
MARTHA STEWART LIVING CL A CO COM 573083102 126 29,266 SH   SOLE   16,976 0 12,290
MARTIN MARIETTA MATERIALS COMM COM 573284106 10,017 90,796 SH   SOLE   53,261 0 37,535
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 4,136 285,228 SH   SOLE   152,588 0 132,640
MASCO CORP COMMON STOCK USD1. COM 574599106 12,902 511,999 SH   SOLE   313,248 0 198,751
MASIMO CORPORATION COMMON STOC COM 574795100 1,283 48,696 SH   SOLE   34,351 0 14,345
MASONITE INTL CORP NEW COM 575385109 2,196 35,725 SH   SOLE   15,135 0 20,590
MASTEC INC COMMON STOCK USD.1 COM 576323109 1,462 64,682 SH   SOLE   46,032 0 18,650
MASTERCARD INC CLASS A COMMON COM 57636Q104 141,240 1,639,278 SH   SOLE   837,973 0 801,305
MATADOR RESOURCES COM COM 576485205 1,533 75,773 SH   SOLE   41,793 0 33,980
MATERION CORP COMMON STOCK NPV COM 576690101 1,195 33,930 SH   SOLE   21,173 0 12,757
MATRIX SERVICE CO COMMON STOCK COM 576853105 645 28,891 SH   SOLE   20,901 0 7,990
MATSON INC. COM 57686G105 2,040 59,102 SH   SOLE   30,502 0 28,600
MATTEL INC COMMON STOCK USD1. COM 577081102 14,048 453,953 SH   SOLE   258,068 0 195,885
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,508 51,538 SH   SOLE   26,702 0 24,836
MATTRESS FIRM HOLDING CORP COM 57722W106 645 11,102 SH   SOLE   7,807 0 3,295
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,168 224,907 SH   SOLE   153,017 0 71,890
MAXIMUS INC COMMON STOCK NPV COM 577933104 5,933 108,179 SH   SOLE   85,509 0 22,670
MAXLINEAR INC CLASS A COMMON S COM 57776J100 157 21,249 SH   SOLE   15,569 0 5,680
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 206 22,633 SH   SOLE   16,563 0 6,070
MB FINANCIAL INC COMMON STOCK COM 55264U108 3,487 106,121 SH   SOLE   50,492 0 55,629
MBIA INC COMMON STOCK USD1. COM 55262C100 921 96,494 SH   SOLE   53,892 0 42,602
MCCLATCHY CO CLASS A COMMON ST COM 579489105 301 90,527 SH   SOLE   39,757 0 50,770
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,155 217,425 SH   SOLE   138,755 0 78,670
MCDERMOTT INTL INC COMMON STOC COM 580037109 968 332,581 SH   SOLE   135,281 0 197,300
MCDONALD S CORP COMMON STOCK U COM 580135101 158,031 1,686,564 SH   SOLE   893,074 0 793,490
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,902 53,044 SH   SOLE   31,214 0 21,830
MCGRAW HILL FINANCIAL INC COM 580645109 35,152 395,052 SH   SOLE   247,599 0 147,453
MCKESSON CORP COMMON STOCK USD COM 58155Q103 79,013 380,641 SH   SOLE   187,090 0 193,551
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,109 79,666 SH   SOLE   46,836 0 32,830
MDC PARTNERS INC CL A COMMON S COM 552697104 1,095 48,179 SH   SOLE   21,424 0 26,755
MDU RESOURCES GROUP INC COMMON COM 552690109 5,787 246,264 SH   SOLE   186,799 0 59,465
MEAD JOHNSON NUTRITION CO COMM COM 582839106 29,212 290,555 SH   SOLE   179,571 0 110,984
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 647 76,429 SH   SOLE   38,354 0 38,075
MEADWESTVACO CORP COMMON STOCK COM 583334107 9,494 213,881 SH   SOLE   116,366 0 97,515
MEDASSETS INC COMMON STOCK USD COM 584045108 1,267 64,132 SH   SOLE   46,377 0 17,755
MEDIA GEN INC COM 58441K100 1,166 69,682 SH   SOLE   27,142 0 42,540
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,945 286,274 SH   SOLE   140,214 0 146,060
MEDICINES COMPANY COMMON STOCK COM 584688105 2,120 76,600 SH   SOLE   55,860 0 20,740
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 2,597 54,384 SH   SOLE   40,836 0 13,548
MEDIFAST INC COMMON STOCK USD. COM 58470H101 452 13,473 SH   SOLE   9,883 0 3,590
MEDIVATION INC COMMON STOCK US COM 58501N101 6,257 62,817 SH   SOLE   42,705 0 20,112
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 8,728 132,018 SH   SOLE   104,154 0 27,864
MEDTRONIC PLC COM G5960L103 125,090 1,732,543 SH   SOLE   888,617 0 843,926
MEMORIAL RESOURCES DEVELOPMENT COM 58605q109 468 25,947 SH   SOLE   18,820 0 7,127
MEN S WEARHOUSE INC/THE COMMON COM 587118100 2,595 58,767 SH   SOLE   40,412 0 18,355
MENTOR GRAPHICS CORP COMMON ST COM 587200106 4,385 200,035 SH   SOLE   120,775 0 79,260
MERCANTILE BANK CORP COM COM 587376104 436 20,747 SH   SOLE   7,967 0 12,780
MERCHANTS BANCSHARES INC COMMO COM 588448100 217 7,073 SH   SOLE   2,963 0 4,110
MERCK + CO. INC. COMMON STOCK COM 58933Y105 240,408 4,233,286 SH   SOLE   2,171,251 0 2,062,035
MERCURY GENERAL CORP COMMON ST COM 589400100 2,252 39,734 SH   SOLE   31,940 0 7,794
MERCURY SYSTEMS INC COM 589378108 671 48,232 SH   SOLE   22,882 0 25,350
MEREDITH CORP COMMON STOCK USD COM 589433101 4,000 73,640 SH   SOLE   43,020 0 30,620
MERGE HEALTHCARE INC COMMON ST COM 589499102 215 60,309 SH   SOLE   41,009 0 19,300
MERIDIAN BANCORP INC COM 58958U103 215 19,132 SH   SOLE   14,260 0 4,872
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 1,607 97,630 SH   SOLE   85,320 0 12,310
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 1,082 62,442 SH   SOLE   28,987 0 33,455
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,246 62,407 SH   SOLE   29,451 0 32,956
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,690 111,568 SH   SOLE   57,228 0 54,340
MERRIMACK PHARMACEUTICALS INC COM 590328100 920 81,381 SH   SOLE   55,351 0 26,030
META FINL GROUP INC COM COM 59100U108 266 7,590 SH   SOLE   2,920 0 4,670
METHODE ELECTRONICS INC COMMON COM 591520200 1,658 45,411 SH   SOLE   34,496 0 10,915
METLIFE INC COMMON STOCK USD.0 COM 59156R108 87,000 1,608,435 SH   SOLE   811,963 0 796,472
METRO BANCORP INC COMMON STOCK COM 59161R101 483 18,643 SH   SOLE   7,543 0 11,100
METTLER TOLEDO INTERNATIONAL C COM 592688105 12,290 40,634 SH   SOLE   33,171 0 7,463
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,018 252,618 SH   SOLE   149,550 0 103,068
MGE ENERGY INC COMMON STOCK US COM 55277P104 3,334 73,102 SH   SOLE   44,945 0 28,157
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,707 397,791 SH   SOLE   206,561 0 191,230
MGM RESORTS INTERNATIONAL COMM COM 552953101 5,347 250,114 SH   SOLE   138,646 0 111,468
MICHAEL KORS HOLDINGS COM G60754101 20,321 270,584 SH   SOLE   173,015 0 97,569
MICHAELS COS INC COM 59408Q106 309 12,495 SH   SOLE   9,115 0 3,380
MICREL INC COMMON STOCK NPV COM 594793101 670 46,169 SH   SOLE   32,649 0 13,520
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 12,843 284,701 SH   SOLE   174,806 0 109,895
MICRON TECHNOLOGY INC COMMON S COM 595112103 60,863 1,738,440 SH   SOLE   896,571 0 841,869
MICROSEMI CORP COMMON STOCK US COM 595137100 3,335 117,510 SH   SOLE   74,830 0 42,680
MICROSOFT CORP COMMON STOCK US COM 594918104 636,486 13,702,605 SH   SOLE   7,067,455 0 6,635,150
MICROSTRATEGY INC CL A COMMON COM 594972408 1,710 10,532 SH   SOLE   7,953 0 2,579
MID AMERICA APARTMENT COMM REI COM 59522J103 7,149 95,734 SH   SOLE   71,209 0 24,525
MIDDLEBY CORP COMMON STOCK USD COM 596278101 4,157 41,946 SH   SOLE   30,052 0 11,894
MIDDLESEX WATER CO COMMON STOC COM 596680108 505 21,885 SH   SOLE   9,345 0 12,540
MIDSOUTH BANCORP INC COMMON ST COM 598039105 189 10,873 SH   SOLE   4,363 0 6,510
MIDSTATES PETROLEUM CORP COM COM 59804T100 71 47,257 SH   SOLE   18,987 0 28,270
MIDWEDTONE FINL GROUP COM 598511103 261 9,044 SH   SOLE   3,654 0 5,390
MILLENIAL MEDIA INC COM 60040N105 156 97,268 SH   SOLE   39,898 0 57,370
MILLER ENERGY RESOURCES INC CO COM 600527105 48 38,636 SH   SOLE   16,751 0 21,885
MILLER INDUSTRIES INC/TENN COM COM 600551204 305 14,657 SH   SOLE   6,162 0 8,495
MIMEDX GROUP INC COM 602496101 861 74,693 SH   SOLE   52,133 0 22,560
MINERALS TECHNOLOGIES INC COMM COM 603158106 5,137 73,962 SH   SOLE   50,582 0 23,380
MISTRAS GROUP INC COMMON STOCK COM 60649T107 257 14,002 SH   SOLE   10,202 0 3,800
MITCHAM INDUSTRIES INC COMMON COM 606501104 102 17,143 SH   SOLE   7,193 0 9,950
MITSUBISHI FINL ADR COM 606822104 1,071 193,670 SH   SOLE   193,670 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 515 151,560 SH   SOLE   151,560 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 3,092 84,470 SH   SOLE   41,497 0 42,973
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,886 71,248 SH   SOLE   35,608 0 35,640
MODEL N INC COM 607525102 184 17,313 SH   SOLE   10,043 0 7,270
MODINE MANUFACTURING CO COMMON COM 607828100 846 62,210 SH   SOLE   30,251 0 31,959
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L206 196 52,386 SH   SOLE   21,604 0 30,782
MOELIS & CO COM 60786M105 293 8,395 SH   SOLE   3,195 0 5,200
MOHAWK INDUSTRIES INC COMMON S COM 608190104 12,066 77,667 SH   SOLE   40,900 0 36,767
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,926 35,986 SH   SOLE   27,926 0 8,060
MOLSON COORS BREWING CO B COM COM 60871R209 15,114 202,824 SH   SOLE   106,052 0 96,772
MOLYCORP INC COMMON STOCK COM 608753109 210 238,455 SH   SOLE   95,305 0 143,150
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 607 50,453 SH   SOLE   36,123 0 14,330
MONARCH CASINO + RESORT INC CO COM 609027107 257 15,508 SH   SOLE   6,058 0 9,450
MONDELEZ INTERNATIONAL INC COM 609207105 98,654 2,715,880 SH   SOLE   1,314,793 0 1,401,087
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 360 39,549 SH   SOLE   14,449 0 25,100
MONMOUTH REIT CLASS A REIT USD COM 609720107 847 76,494 SH   SOLE   30,634 0 45,860
MONOLITHIC POWER SYSTEMS INC C COM 609839105 2,173 43,683 SH   SOLE   32,388 0 11,295
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,170 40,589 SH   SOLE   31,374 0 9,215
MONRO MUFFLER BRAKE INC COMMON COM 610236101 2,943 50,911 SH   SOLE   41,851 0 9,060
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 97,773 818,393 SH   SOLE   412,691 0 405,702
MONSTER BEVERAGE CORP COM 611740101 21,594 199,301 SH   SOLE   125,564 0 73,737
MONSTER WORLDWIDE INC COMMON S COM 611742107 674 145,908 SH   SOLE   69,848 0 76,060
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,394 66,841 SH   SOLE   32,341 0 34,500
MOODY S CORP COMMON STOCK USD. COM 615369105 25,638 267,592 SH   SOLE   166,659 0 100,933
MOOG INC CLASS A COMMON STOCK COM 615394202 5,051 68,224 SH   SOLE   36,044 0 32,180
MORGAN STANLEY COMMON STOCK US COM 617446448 92,977 2,396,324 SH   SOLE   1,175,727 0 1,220,597
MORGANS HOTEL GROUP CO COMMON COM 61748W108 282 35,990 SH   SOLE   16,940 0 19,050
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,111 17,171 SH   SOLE   11,792 0 5,379
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 18,769 411,161 SH   SOLE   223,886 0 187,275
MOTORCAR PARTS OF AMERICA IN C COM 620071100 395 12,720 SH   SOLE   8,700 0 4,020
MOTOROLA SOLUTIONS INC COMMON COM 620076307 19,075 284,367 SH   SOLE   159,110 0 125,257
MOVADO GROUP INC COMMON STOCK COM 624580106 696 24,536 SH   SOLE   14,056 0 10,480
MRC GLOBAL INC COM COM 55345K103 1,015 66,985 SH   SOLE   44,368 0 22,617
MSA SAFETY INC COM 553498106 2,733 51,475 SH   SOLE   42,950 0 8,525
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 6,583 81,019 SH   SOLE   70,162 0 10,857
MSCI INC A COMMON STOCK USD.01 COM 55354G100 7,365 155,255 SH   SOLE   120,514 0 34,741
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,760 36,790 SH   SOLE   31,495 0 5,295
MUELLER INDUSTRIES INC COMMON COM 624756102 2,664 78,037 SH   SOLE   49,572 0 28,465
MUELLER WATER PRODUCTS INC A C COM 624758108 1,260 123,062 SH   SOLE   87,942 0 35,120
MULTI COLOR CORP COMMON STOCK COM 625383104 719 12,967 SH   SOLE   6,657 0 6,310
MULTI FINELINE ELECTRONIX IN C COM 62541B101 157 14,021 SH   SOLE   4,981 0 9,040
MURPHY OIL CORP COMMON STOCK U COM 626717102 11,841 234,383 SH   SOLE   130,315 0 104,068
MURPHY USA INC COM 626755102 4,673 67,863 SH   SOLE   54,577 0 13,286
MWI VETERINARY SUPPLY INC COMM COM 55402X105 2,901 17,075 SH   SOLE   13,282 0 3,793
MYERS INDUSTRIES INC COMMON ST COM 628464109 530 30,131 SH   SOLE   21,701 0 8,430
MYLAN INC COMMON STOCK USD.5 COM 628530107 28,706 509,235 SH   SOLE   334,582 0 174,653
MYR GROUP INC/DELAWARE COMMON COM 55405W104 745 27,175 SH   SOLE   10,575 0 16,600
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,302 67,593 SH   SOLE   43,936 0 23,657
N B T BANCORP INC COMMON STOCK COM 628778102 1,795 68,322 SH   SOLE   33,015 0 35,307
NABORS INDUSTRIES LTD COMMON S COM G6359F103 6,446 496,634 SH   SOLE   291,820 0 204,814
NACCO INDUSTRIES CL A COMMON S COM 629579103 458 7,722 SH   SOLE   3,411 0 4,311
NANOMETRICS INC COMMON STOCK N COM 630077105 509 30,256 SH   SOLE   18,016 0 12,240
NANOVIRICIDES INC COM 630087203 80 29,365 SH   SOLE   18,525 0 10,840
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 7,437 155,077 SH   SOLE   82,115 0 72,962
NATIONAL BANKSHARES INC/VA COM COM 634865109 293 9,634 SH   SOLE   4,204 0 5,430
NATIONAL BEVERAGE CORP COMMON COM 635017106 637 28,145 SH   SOLE   23,155 0 4,990
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,082 75,312 SH   SOLE   34,132 0 41,180
NATIONAL FUEL GAS CO COMMON ST COM 636180101 7,288 104,811 SH   SOLE   78,749 0 26,062
NATIONAL GEN HLDGS CORP COM 636220303 790 42,450 SH   SOLE   15,450 0 27,000
NATIONAL GRID TRANS ADR COM 636274300 802 11,352 SH   SOLE   11,352 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 929 14,789 SH   SOLE   6,199 0 8,590
NATIONAL INSTRUMENTS CORP COMM COM 636518102 6,218 200,000 SH   SOLE   174,380 0 25,620
NATIONAL INTERSTATE CORP COMMO COM 63654U100 327 10,980 SH   SOLE   4,940 0 6,040
NATIONAL OILWELL VARCO INC COM COM 637071101 49,013 747,954 SH   SOLE   394,016 0 353,938
NATIONAL PRESTO INDS INC COMMO COM 637215104 500 8,620 SH   SOLE   3,921 0 4,699
NATIONAL RETAIL PROPERTIES REI COM 637417106 7,087 180,005 SH   SOLE   137,598 0 42,407
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 419 14,869 SH   SOLE   11,139 0 3,730
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,312 47,337 SH   SOLE   36,042 0 11,295
NATL PENN BCSHS INC COMMON STO COM 637138108 2,136 202,900 SH   SOLE   102,782 0 100,118
NATL WESTERN LIFE INS CL A COM COM 638522102 1,010 3,750 SH   SOLE   1,743 0 2,007
NATURAL GAS SERVICES GROUP COM COM 63886Q109 421 18,268 SH   SOLE   8,478 0 9,790
NATURAL GROCERS BY VITAMIN C COM 63888U108 206 7,295 SH   SOLE   5,185 0 2,110
NATURES SUNSHINE PRODS INC COM COM 639027101 219 14,744 SH   SOLE   6,274 0 8,470
NATUS MEDICAL INC COMMON STOCK COM 639050103 1,212 33,627 SH   SOLE   24,472 0 9,155
NAUTILUS INC COM COM 63910B102 475 31,303 SH   SOLE   16,393 0 14,910
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 240 126,856 SH   SOLE   76,106 0 50,750
NAVIENT CORP COM 63938C108 11,612 537,331 SH   SOLE   288,947 0 248,384
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,281 83,350 SH   SOLE   43,050 0 40,300
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,334 18,184 SH   SOLE   9,511 0 8,673
NAVIOS MARITIME ACQUISITIONS COM Y62159101 334 91,955 SH   SOLE   29,355 0 62,600
NAVIOS MARITIME HOLDINGS COM Y62196103 418 101,820 SH   SOLE   41,420 0 60,400
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,288 38,481 SH   SOLE   21,229 0 17,252
NCI BUILDING SYSTEMS INC COMMO COM 628852204 399 21,568 SH   SOLE   15,268 0 6,300
NCR CORPORATION COMMON STOCK U COM 62886E108 6,153 211,170 SH   SOLE   162,669 0 48,501
NEENAH PAPER INC COMMON STOCK COM 640079109 1,348 22,363 SH   SOLE   12,748 0 9,615
NEKTAR THERAPEUTICS COMMON STO COM 640268108 2,394 154,451 SH   SOLE   89,916 0 64,535
NELNET INC CL A COMMON STOCK U COM 64031N108 1,789 38,625 SH   SOLE   20,616 0 18,009
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,897 38,245 SH   SOLE   29,960 0 8,285
NEOSTEM INC COMMON STOCK USD.0 COM 640650404 97 25,715 SH   SOLE   12,245 0 13,470
NETAPP INC COMMON STOCK USD.00 COM 64110D104 17,227 415,607 SH   SOLE   242,923 0 172,684
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 28,945 84,731 SH   SOLE   52,607 0 32,124
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 1,978 55,591 SH   SOLE   25,085 0 30,506
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,597 43,701 SH   SOLE   31,566 0 12,135
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,693 33,827 SH   SOLE   22,749 0 11,078
NEURALSTEM INC COM 64127R302 114 41,875 SH   SOLE   39,495 0 2,380
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 1,527 68,340 SH   SOLE   47,680 0 20,660
NEUSTAR INC CLASS A COMMON STO COM 64126X201 2,300 82,735 SH   SOLE   65,005 0 17,730
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 516 26,288 SH   SOLE   18,118 0 8,170
NEW JERSEY RESOURCES CORP COMM COM 646025106 4,252 69,479 SH   SOLE   34,849 0 34,630
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,105 46,751 SH   SOLE   18,210 0 28,541
NEW RESIDENTIAL INVESTMENT COM 64828T201 2,330 182,490 SH   SOLE   70,385 0 112,105
NEW YORK + CO COMMON STOCK USD COM 649295102 87 32,885 SH   SOLE   17,709 0 15,176
NEW YORK COMMUNITY BANCORP COM COM 649445103 8,868 554,240 SH   SOLE   423,640 0 130,600
NEW YORK MTGE TR INC COM COM 649604501 948 122,959 SH   SOLE   45,549 0 77,410
NEW YORK REIT INC COM 64976L109 2,261 213,489 SH   SOLE   79,489 0 134,000
NEW YORK TIMES CO A COMMON STO COM 650111107 3,573 270,276 SH   SOLE   154,465 0 115,811
NEWBRIDGE BANCORP COM 65080T102 356 40,842 SH   SOLE   15,262 0 25,580
NEWELL RUBBERMAID INC COMMON S COM 651229106 14,326 376,122 SH   SOLE   223,576 0 152,546
NEWFIELD EXPLORATION CO COMMON COM 651290108 4,860 179,196 SH   SOLE   100,609 0 78,587
NEWLINK GENETICS CORP COM 651511107 725 18,237 SH   SOLE   13,667 0 4,570
NEWMARKET CORP COMMON STOCK NP COM 651587107 5,566 13,793 SH   SOLE   11,235 0 2,558
NEWMONT MINING CORP COMMON STO COM 651639106 12,195 645,244 SH   SOLE   351,792 0 293,452
NEWPARK RESOURCES INC COMMON S COM 651718504 1,328 139,167 SH   SOLE   69,493 0 69,674
NEWPORT CORP COMMON STOCK USD. COM 651824104 832 43,555 SH   SOLE   29,545 0 14,010
NEWS CORP CL A COMMON STOCK US COM 65249B109 9,880 629,673 SH   SOLE   343,346 0 286,327
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 678 52,992 SH   SOLE   29,302 0 23,690
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,396 26,964 SH   SOLE   18,279 0 8,685
NEXTERA ENERGY INC COMMON STOC COM 65339F101 75,476 710,093 SH   SOLE   354,977 0 355,116
NIC INC COMMON STOCK NPV COM 62914B100 3,173 176,398 SH   SOLE   155,445 0 20,953
NICHOLAS FINANCIAL INC COMMON COM 65373J209 202 13,551 SH   SOLE   5,521 0 8,030
NIDEC CORP ADR COM 654090109 224 13,800 SH   SOLE   13,800 0 0
NIELSEN NV COM N63218106 17,702 395,762 SH   SOLE   239,681 0 156,081
NIKE INC CL B COMMON STOCK NP COM 654106103 118,910 1,236,711 SH   SOLE   655,654 0 581,057
NIPPON TEL & TEL ADR COM 654624105 487 19,030 SH   SOLE   19,030 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 16,481 388,517 SH   SOLE   209,359 0 179,158
NL INDUSTRIES COMMON STOCK USD COM 629156407 102 11,832 SH   SOLE   3,932 0 7,900
NMI HOLDINGS INC-CLASS A COM 629209305 563 61,661 SH   SOLE   23,161 0 38,500
NN INC COMMON STOCK USD.01 COM 629337106 290 14,113 SH   SOLE   9,323 0 4,790
NOBLE CORP PLC COM G65431101 3,808 229,793 SH   SOLE   154,173 0 75,620
NOBLE ENERGY INC COMMON STOCK COM 655044105 23,791 501,600 SH   SOLE   304,179 0 197,421
NOKIA CORP COM 654902204 416 52,972 SH   SOLE   52,972 0 0
NOMURA HLDGS INC ADR COM 65535H208 292 51,440 SH   SOLE   51,440 0 0
NOODLES & CO COM 65540B105 219 8,309 SH   SOLE   5,939 0 2,370
NORANDA ALUMINUM HOLDING COR C COM 65542W107 188 53,544 SH   SOLE   19,824 0 33,720
NORDIC AMERICAN OFFSHORE LTD COM Y6366T112 146 11,855 SH   SOLE   2,180 0 9,675
NORDIC AMERICAN TANKERS LTD CO COM G65773106 1,166 115,787 SH   SOLE   47,717 0 68,070
NORDSON CORP COMMON STOCK NPV COM 655663102 6,951 89,162 SH   SOLE   70,892 0 18,270
NORDSTROM INC COMMON STOCK NPV COM 655664100 17,754 223,628 SH   SOLE   148,178 0 75,450
NORFOLK SOUTHERN CORP COMMON S COM 655844108 58,006 529,201 SH   SOLE   277,928 0 251,273
NORTEK INC COM COM 656559309 605 7,434 SH   SOLE   5,459 0 1,975
NORTH ATLANTIC DRILLING LTD COM G6613P202 137 83,900 SH   SOLE   39,140 0 44,760
NORTHEAST UTILITIES COMMON STO COM 664397106 24,058 449,509 SH   SOLE   253,988 0 195,521
NORTHERN OIL AND GAS INC COMMO COM 665531109 516 91,342 SH   SOLE   40,792 0 50,550
NORTHERN TRUST CORP COMMON STO COM 665859104 20,355 302,005 SH   SOLE   157,191 0 144,814
NORTHFIELD BANCORP INC/NJ COM 66611T108 1,670 112,853 SH   SOLE   72,331 0 40,522
NORTHRIM BANCORP INC COM COM 666762109 229 8,722 SH   SOLE   3,422 0 5,300
NORTHROP GRUMMAN CORP COMMON S COM 666807102 45,795 310,704 SH   SOLE   163,623 0 147,081
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 2,629 116,480 SH   SOLE   72,041 0 44,439
NORTHSTAR REALTY FINANCE COR R COM 66704R704 2,250 127,972 SH   SOLE   78,803 0 49,169
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,554 203,804 SH   SOLE   128,428 0 75,376
NORTHWEST BIOTHERAPEUTICS COM 66737P600 159 29,745 SH   SOLE   20,615 0 9,130
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,320 46,491 SH   SOLE   24,009 0 22,482
NORTHWEST PIPE CO COMMON STOCK COM 667746101 377 12,507 SH   SOLE   5,067 0 7,440
NORTHWESTERN CORP COMMON STOCK COM 668074305 4,244 75,017 SH   SOLE   37,112 0 37,905
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 3,032 64,833 SH   SOLE   45,763 0 19,070
NOVARTIS AG ADR COM 66987V109 3,726 40,210 SH   SOLE   40,210 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 1,075 181,308 SH   SOLE   127,443 0 53,865
NOVO-NORDISK A/S COM 670100205 1,126 26,600 SH   SOLE   26,600 0 0
NOW INC COM COM 67011P100 3,978 154,621 SH   SOLE   102,273 0 52,348
NPS PHARMACEUTICALS INC COMMON COM 62936P103 3,596 100,518 SH   SOLE   67,133 0 33,385
NRG ENERGY INC COMMON STOCK US COM 629377508 11,397 422,897 SH   SOLE   227,270 0 195,627
NRG YIELD INC CLASS A COM 62942X108 1,410 29,919 SH   SOLE   11,619 0 18,300
NTELOS HOLDINGS CORP COM 67020Q305 90 21,576 SH   SOLE   11,986 0 9,590
NTT DOCOMO INC ADR COM 62942M201 249 17,070 SH   SOLE   17,070 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 3,201 73,259 SH   SOLE   58,355 0 14,904
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,518 176,446 SH   SOLE   97,981 0 78,465
NUCOR CORP COMMON STOCK USD.4 COM 670346105 20,201 411,846 SH   SOLE   220,035 0 191,811
NUMEREX CORP PA CL A COM 67053A102 143 12,939 SH   SOLE   8,189 0 4,750
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 248 11,525 SH   SOLE   4,755 0 6,770
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 563 28,793 SH   SOLE   20,778 0 8,015
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,515 53,332 SH   SOLE   36,407 0 16,925
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K203 109 19,710 SH   SOLE   8,141 0 11,569
NVE CORP COMMON STOCK USD.01 COM 629445206 392 5,533 SH   SOLE   2,673 0 2,860
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 14,037 700,084 SH   SOLE   388,042 0 312,042
NVR INC COMMON STOCK USD.01 COM 62944T105 7,222 5,663 SH   SOLE   4,650 0 1,013
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 968 53,990 SH   SOLE   38,140 0 15,850
National Bank Holdings Corp. COM 633707104 1,058 54,521 SH   SOLE   23,161 0 31,360
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 28,743 149,220 SH   SOLE   92,508 0 56,712
OASIS PETROLEUM INC COMMON STO COM 674215108 1,293 78,172 SH   SOLE   54,912 0 23,260
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 104,038 1,290,634 SH   SOLE   660,007 0 630,627
OCEANEERING INTL INC COMMON ST COM 675232102 11,955 203,278 SH   SOLE   167,795 0 35,483
OCEANFIRST FINANCIAL CORP COMM COM 675234108 356 20,792 SH   SOLE   7,422 0 13,370
OCLARO INC COMMON STOCK USD.01 COM 67555N206 213 119,389 SH   SOLE   45,289 0 74,100
OCWEN FINANCIAL CORP COMMON ST COM 675746309 1,255 83,132 SH   SOLE   56,742 0 26,390
OFFICE DEPOT INC COMMON STOCK COM 676220106 8,784 1,024,400 SH   SOLE   582,430 0 441,970
OFG BANCORP COM 67103X102 1,244 74,716 SH   SOLE   38,111 0 36,605
OGE ENERGY CORP COMMON STOCK U COM 670837103 9,158 258,114 SH   SOLE   191,806 0 66,308
OHR PHARMACEUTICAL INC COM 67778H200 142 17,070 SH   SOLE   10,640 0 6,430
OIL STATES INTERNATIONAL INC C COM 678026105 3,414 69,811 SH   SOLE   49,184 0 20,627
OLD DOMINION FREIGHT LINE COMM COM 679580100 7,162 92,249 SH   SOLE   75,389 0 16,860
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,616 175,784 SH   SOLE   79,181 0 96,603
OLD REPUBLIC INTL CORP COMMON COM 680223104 4,566 312,065 SH   SOLE   235,209 0 76,856
OLIN CORP COMMON STOCK USD1. COM 680665205 3,187 139,960 SH   SOLE   90,120 0 49,840
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 233 13,105 SH   SOLE   6,915 0 6,190
OM ASSET MANAGEMENT COM G67506108 174 10,725 SH   SOLE   125 0 10,600
OM GROUP INC COMMON STOCK USD. COM 670872100 1,624 54,501 SH   SOLE   26,867 0 27,634
OMEGA HEALTHCARE INVESTORS REI COM 681936100 6,654 170,298 SH   SOLE   129,038 0 41,260
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 288 27,248 SH   SOLE   11,368 0 15,880
OMEROS CORP COM COM 682143102 713 28,763 SH   SOLE   18,963 0 9,800
OMNICARE INC COMMON STOCK USD1 COM 681904108 9,166 125,687 SH   SOLE   95,523 0 30,164
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,324 39,981 SH   SOLE   29,371 0 10,610
OMNICOM GROUP COMMON STOCK USD COM 681919106 30,175 389,501 SH   SOLE   253,014 0 136,487
OMNIVISION TECHNOLOGIES INC CO COM 682128103 2,188 84,164 SH   SOLE   37,687 0 46,477
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 337 41,430 SH   SOLE   30,990 0 10,440
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,322 69,964 SH   SOLE   57,484 0 12,480
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,399 335,545 SH   SOLE   211,135 0 124,410
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 223 10,230 SH   SOLE   7,090 0 3,140
ONCOTHYREON INC COMMON STOCK N COM 682324108 109 57,210 SH   SOLE   38,560 0 18,650
ONE GAS INC COM 68235P108 4,140 100,442 SH   SOLE   56,850 0 43,592
ONE LIBERTY PROPERTIES INC REI COM 682406103 457 19,326 SH   SOLE   9,116 0 10,210
ONEBEACON INSURANCE GROUP A CO COM G67742109 567 35,005 SH   SOLE   12,545 0 22,460
ONEOK INC COMMON STOCK USD.01 COM 682680103 14,167 284,530 SH   SOLE   168,150 0 116,380
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH   SOLE   10,700 0 0
OPHTHOTECH CORP COM 683745103 489 10,894 SH   SOLE   7,614 0 3,280
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,742 174,385 SH   SOLE   120,360 0 54,025
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 314 13,504 SH   SOLE   5,594 0 7,910
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 252,476 5,614,325 SH   SOLE   2,976,738 0 2,637,587
ORANGE ADR COM 684060106 532 31,450 SH   SOLE   31,450 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 734 72,435 SH   SOLE   31,870 0 40,565
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 365 55,840 SH   SOLE   21,940 0 33,900
ORBITAL SCIENCES CORP COMMON S COM 685564106 2,402 89,336 SH   SOLE   39,325 0 50,011
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 488 59,295 SH   SOLE   28,345 0 30,950
OREXIGEN THERAPEUTICS INC COMM COM 686164104 618 101,911 SH   SOLE   74,616 0 27,295
ORGANOVO HLDGS INC COM 68620A104 368 50,695 SH   SOLE   36,035 0 14,660
ORION MARINE GROUP INC COMMON COM 68628V308 460 41,634 SH   SOLE   20,230 0 21,404
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,648 107,019 SH   SOLE   68,999 0 38,020
ORMAT TECHNOLOGIES INC COMMON COM 686688102 587 21,599 SH   SOLE   10,719 0 10,880
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 899 29,903 SH   SOLE   14,573 0 15,330
OSHKOSH CORP COMMON STOCK USD. COM 688239201 5,011 103,005 SH   SOLE   78,020 0 24,985
OSI SYSTEMS INC COMMON STOCK N COM 671044105 2,119 29,939 SH   SOLE   14,824 0 15,115
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 290 18,134 SH   SOLE   12,524 0 5,610
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,715 55,390 SH   SOLE   26,154 0 29,236
OUTERWALL INC COM 690070107 1,592 21,170 SH   SOLE   15,385 0 5,785
OUTFRONT MEDIA INC COM 69007J106 1,994 74,285 SH   SOLE   43,895 0 30,390
OVASCIENCE INC COM COM 69014Q101 837 18,926 SH   SOLE   6,966 0 11,960
OVERSTOCK.COM INC COMMON STOCK COM 690370101 276 11,362 SH   SOLE   6,667 0 4,695
OWENS + MINOR INC COMMON STOCK COM 690732102 6,072 172,947 SH   SOLE   120,457 0 52,490
OWENS CORNING COMMON STOCK USD COM 690742101 2,892 80,755 SH   SOLE   44,422 0 36,333
OWENS ILLINOIS INC COMMON STOC COM 690768403 6,190 229,337 SH   SOLE   136,823 0 92,514
OWENS REALTY MTG INC COM 690828108 162 11,050 SH   SOLE   2,850 0 8,200
OXFORD INDUSTRIES INC COMMON S COM 691497309 887 16,069 SH   SOLE   12,294 0 3,775
P G + E CORP COMMON STOCK NPV COM 69331C108 38,953 731,643 SH   SOLE   356,012 0 375,631
PACCAR INC COMMON STOCK USD1. COM 693718108 34,803 511,736 SH   SOLE   307,227 0 204,509
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 518 66,126 SH   SOLE   52,636 0 13,490
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 342 24,102 SH   SOLE   10,482 0 13,620
PACIFIC ETHANOL INC COM COM 69423U305 310 30,027 SH   SOLE   12,570 0 17,457
PACIFIC PREMIER BNCRP COM COM 69478X105 370 21,352 SH   SOLE   8,262 0 13,090
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 103 47,260 SH   SOLE   27,477 0 19,783
PACIRA PHARMACEUTICALS INC COM COM 695127100 2,965 33,443 SH   SOLE   24,923 0 8,520
PACKAGING CORP OF AMERICA COMM COM 695156109 10,716 137,301 SH   SOLE   113,447 0 23,854
PACWEST BANCORP COMMON STOCK N COM 695263103 5,475 120,432 SH   SOLE   91,464 0 28,968
PAIN THERAPEUTICS INC COMMON S COM 69562K100 66 32,725 SH   SOLE   20,305 0 12,420
PALL CORP COMMON STOCK USD.1 COM 696429307 16,178 159,848 SH   SOLE   96,151 0 63,697
PALO ALTO NETWORKS INC COM 697435105 4,960 40,468 SH   SOLE   29,430 0 11,038
PANDORA MEDIA INC COM COM 698354107 2,745 153,930 SH   SOLE   111,716 0 42,214
PANERA BREAD COMPANY CLASS A C COM 69840W108 6,179 35,349 SH   SOLE   28,540 0 6,809
PANHANDLE OIL AND GAS INC A CO COM 698477106 335 14,388 SH   SOLE   11,048 0 3,340
PANTRY INC COMMON STOCK USD.01 COM 698657103 1,168 31,511 SH   SOLE   12,631 0 18,880
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,260 40,504 SH   SOLE   31,499 0 9,005
PARAGON OFFSHORE PLC COM G6S01W108 29 10,300 SH   SOLE   10,300 0 0
PARAMOUNT GROUP INC COM COM 69924R108 1,257 67,600 SH   SOLE   44,650 0 22,950
PAREXEL INTERNATIONAL CORP COM COM 699462107 4,072 73,286 SH   SOLE   57,556 0 15,730
PARK ELECTROCHEMICAL CORP COMM COM 700416209 853 34,230 SH   SOLE   15,740 0 18,490
PARK NATIONAL CORP COMMON STOC COM 700658107 1,709 19,315 SH   SOLE   8,165 0 11,150
PARK OHIO HOLDINGS CORP COMMON COM 700666100 470 7,453 SH   SOLE   5,483 0 1,970
PARK STERLING CORP COMMON STOC COM 70086Y105 427 58,114 SH   SOLE   24,114 0 34,000
PARKER DRILLING CO COMMON STOC COM 701081101 535 174,420 SH   SOLE   77,500 0 96,920
PARKER HANNIFIN CORP COMMON ST COM 701094104 27,919 216,514 SH   SOLE   123,039 0 93,475
PARKERVISION INC COM COM 701354102 70 76,937 SH   SOLE   55,987 0 20,950
PARKWAY PROPERTIES INC REIT US COM 70159Q104 2,133 115,994 SH   SOLE   50,162 0 65,832
PARSLEY ENERGY INC COM 701877102 652 40,850 SH   SOLE   28,970 0 11,880
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,405 38,595 SH   SOLE   22,779 0 15,816
PATRICK INDS INC COM COM 703343103 285 6,474 SH   SOLE   4,634 0 1,840
PATTERN ENERGY GROUP INC COM 70338P100 769 31,180 SH   SOLE   21,985 0 9,195
PATTERSON COS INC COMMON STOCK COM 703395103 10,014 208,201 SH   SOLE   157,492 0 50,709
PATTERSON UTI ENERGY INC COMMO COM 703481101 3,896 234,848 SH   SOLE   153,800 0 81,048
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 24,759 536,267 SH   SOLE   360,152 0 176,115
PAYLOCITY HLDG CORP COM 70438V106 229 8,765 SH   SOLE   3,775 0 4,990
PBF ENERGY INC COM 69318G106 1,143 42,915 SH   SOLE   27,215 0 15,700
PC CONNECTION INC COMMON STOCK COM 69318J100 318 12,965 SH   SOLE   5,455 0 7,510
PDC ENERGY INC COM 69327R101 2,277 55,170 SH   SOLE   27,460 0 27,710
PDF SOLUTIONS INC COMMON STOCK COM 693282105 357 24,056 SH   SOLE   17,356 0 6,700
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,135 147,176 SH   SOLE   104,536 0 42,640
PEABODY ENERGY CORP COMMON STO COM 704549104 2,535 327,500 SH   SOLE   244,264 0 83,236
PEAPACK-GLADSTONE FNL COM COM 704699107 262 14,126 SH   SOLE   4,926 0 9,200
PEARSON PLC ADR COM 705015105 220 11,900 SH   SOLE   11,900 0 0
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 4,776 104,674 SH   SOLE   42,082 0 62,592
PEGASYSTEMS INC COMMON STOCK U COM 705573103 672 32,340 SH   SOLE   21,793 0 10,547
PENDRELL CORP COMMON STOCK USD COM 70686R104 315 228,161 SH   SOLE   91,821 0 136,340
PENN NATIONAL GAMING INC COMMO COM 707569109 1,459 106,274 SH   SOLE   40,574 0 65,700
PENN REAL ESTATE INVEST TST RE COM 709102107 2,651 112,992 SH   SOLE   52,709 0 60,283
PENN VIRGINIA CORP COMMON STOC COM 707882106 656 98,193 SH   SOLE   45,088 0 53,105
PENNS WOODS BANCORP INC COMMON COM 708430103 371 7,537 SH   SOLE   3,767 0 3,770
PENNYMAC FINL SVCS INC COM 70932B101 236 13,614 SH   SOLE   7,574 0 6,040
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 1,959 92,910 SH   SOLE   35,840 0 57,070
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,450 29,549 SH   SOLE   18,069 0 11,480
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR PLC COM G7S00T104 17,321 260,777 SH   SOLE   133,780 0 126,997
PEOPLE S UNITED FINANCIAL COMM COM 712704105 8,038 529,540 SH   SOLE   344,510 0 185,030
PEOPLES BANCORP INC COMMON STO COM 709789101 422 16,271 SH   SOLE   5,780 0 10,491
PEOPLES FINL SERVICES CO COM 711040105 420 8,525 SH   SOLE   2,775 0 5,750
PEP BOYS MANNY MOE + JACK COMM COM 713278109 848 86,379 SH   SOLE   43,309 0 43,070
PEPCO HOLDINGS INC COMMON STOC COM 713291102 8,427 312,936 SH   SOLE   171,929 0 141,007
PEPSICO INC COMMON STOCK USD.0 COM 713448108 244,998 2,590,928 SH   SOLE   1,270,856 0 1,320,072
PEREGRINE PHARMACEUTICALS COMM COM 713661304 152 109,481 SH   SOLE   96,761 0 12,720
PERFICIENT INC COMMON STOCK US COM 71375U101 849 45,557 SH   SOLE   29,497 0 16,060
PERFORMANT FINANCIAL CORP COM 71377E105 154 23,136 SH   SOLE   15,796 0 7,340
PERICOM SEMICONDUCTOR CORP COM COM 713831105 448 33,103 SH   SOLE   16,203 0 16,900
PERKINELMER INC COMMON STOCK U COM 714046109 5,936 135,738 SH   SOLE   79,789 0 55,949
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 246 26,220 SH   SOLE   18,970 0 7,250
PERRIGO CO PLC COM G97822103 25,605 153,175 SH   SOLE   93,525 0 59,650
PERRY ELLIS INTERNATIONAL COMM COM 288853104 546 21,047 SH   SOLE   11,191 0 9,856
PETMED EXPRESS INC COMMON STOC COM 716382106 1,389 96,687 SH   SOLE   91,887 0 4,800
PETROLEO BRASILEIRO ADR COM 71654V101 227 30,010 SH   SOLE   30,010 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 237 63,255 SH   SOLE   43,345 0 19,910
PETSMART INC COMMON STOCK USD. COM 716768106 13,980 171,966 SH   SOLE   117,497 0 54,469
PFIZER INC COMMON STOCK USD.05 COM 717081103 296,000 9,502,423 SH   SOLE   5,072,099 0 4,430,324
PGT INC COM 69336V101 430 44,699 SH   SOLE   34,379 0 10,320
PHARMACYCLICS INC COMMON STOCK COM 716933106 6,017 49,215 SH   SOLE   32,991 0 16,224
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,057 51,022 SH   SOLE   26,517 0 24,505
PHH CORP COMMON STOCK USD.01 COM 693320202 1,806 75,392 SH   SOLE   32,472 0 42,920
PHI INC NON VOTING COMMON STOC COM 69336T205 661 17,683 SH   SOLE   8,378 0 9,305
PHIBRO ANIMAL HEALTH CO COM 71742Q106 326 10,330 SH   SOLE   7,120 0 3,210
PHILIP MORRIS INTERNATIONAL CO COM 718172109 187,351 2,300,191 SH   SOLE   1,249,526 0 1,050,665
PHILIPS ELEC ADR COM 500472303 371 12,796 SH   SOLE   12,796 0 0
PHILLIPS 66 COM 718546104 65,824 918,050 SH   SOLE   465,909 0 452,141
PHOENIX COMPANIES INC COMMON S COM 71902E604 545 7,917 SH   SOLE   3,134 0 4,783
PHOTOMEDEX INC COM COM 719358301 27 17,555 SH   SOLE   7,685 0 9,870
PHOTRONICS INC COMMON STOCK US COM 719405102 735 88,455 SH   SOLE   38,168 0 50,287
PHYSICIANS REALTY TRUST COM 71943U104 967 58,230 SH   SOLE   19,230 0 39,000
PICO HOLDINGS INC COMMON STOCK COM 693366205 612 32,488 SH   SOLE   13,938 0 18,550
PIEDMONT NATURAL GAS CO COMMON COM 720186105 5,012 127,165 SH   SOLE   62,995 0 64,170
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,440 129,499 SH   SOLE   70,568 0 58,931
PIER 1 IMPORTS INC COMMON STOC COM 720279108 1,424 92,500 SH   SOLE   64,865 0 27,635
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,761 53,716 SH   SOLE   38,006 0 15,710
PINNACLE ENTERTAINMENT INC COM COM 723456109 1,552 69,739 SH   SOLE   53,589 0 16,150
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 2,323 58,761 SH   SOLE   29,578 0 29,183
PINNACLE FOODS INC DEL COM 72348P104 1,147 32,503 SH   SOLE   19,073 0 13,430
PINNACLE WEST CAPITAL COMMON S COM 723484101 9,899 144,913 SH   SOLE   84,386 0 60,527
PIONEER ENERGY SERVICES CORP COM 723664108 473 85,386 SH   SOLE   47,216 0 38,170
PIONEER NATURAL RESOURCES CO C COM 723787107 35,125 235,976 SH   SOLE   121,492 0 114,484
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,523 26,216 SH   SOLE   12,913 0 13,303
PITNEY BOWES INC COMMON STOCK COM 724479100 7,358 301,936 SH   SOLE   182,495 0 119,441
PLANTRONICS INC COMMON STOCK U COM 727493108 3,847 72,559 SH   SOLE   57,354 0 15,205
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,676 72,177 SH   SOLE   53,917 0 18,260
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 3,240 44,131 SH   SOLE   22,311 0 21,820
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,045 49,614 SH   SOLE   27,734 0 21,880
PLUG POWER INC COM COM 72919P202 648 216,055 SH   SOLE   88,855 0 127,200
PLUM CREEK TIMBER CO REIT USD. COM 729251108 11,511 269,017 SH   SOLE   150,028 0 118,989
PLY GEM HLDGS INC COM 72941W100 263 18,787 SH   SOLE   11,427 0 7,360
PMC SIERRA INC COMMON STOCK COM 69344F106 1,951 213,030 SH   SOLE   94,240 0 118,790
PNC FINANCIAL SERVICES GROUP C COM 693475105 75,779 830,640 SH   SOLE   407,085 0 423,555
PNM RESOURCES INC COMMON STOCK COM 69349H107 5,071 171,144 SH   SOLE   105,804 0 65,340
POLARIS INDUSTRIES INC COMMON COM 731068102 15,110 99,907 SH   SOLE   82,845 0 17,062
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 3,238 239,841 SH   SOLE   153,726 0 86,115
POLYONE CORPORATION COMMON STO COM 73179P106 5,705 150,493 SH   SOLE   123,487 0 27,006
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,833 38,951 SH   SOLE   26,626 0 12,325
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,302 52,051 SH   SOLE   38,936 0 13,115
POPEYES LOUISIANA KITCHEN INC COM 732872106 1,185 21,060 SH   SOLE   14,010 0 7,050
POPULAR INC COMMON STOCK USD6. COM 733174700 2,348 68,951 SH   SOLE   37,936 0 31,015
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,828 127,624 SH   SOLE   63,394 0 64,230
PORTOLA PHARMACEUTICALS COM COM 737010108 936 33,055 SH   SOLE   23,560 0 9,495
POSCO ADR COM 693483109 378 5,921 SH   SOLE   5,921 0 0
POST HOLDINGS INC COM 737446104 3,506 83,689 SH   SOLE   48,659 0 35,030
POST PROPERTIES INC REIT USD.0 COM 737464107 2,744 46,693 SH   SOLE   28,572 0 18,121
POTASH CORP SASKATCHEWAN, INC COM 73755L107 430 12,171 SH   SOLE   12,171 0 0
POTBELLY CORP COM 73754Y100 140 10,915 SH   SOLE   7,695 0 3,220
POTLATCH CORP REIT USD1. COM 737630103 2,964 70,791 SH   SOLE   56,876 0 13,915
POWELL INDUSTRIES INC COMMON S COM 739128106 752 15,319 SH   SOLE   7,089 0 8,230
POWER INTEGRATIONS INC COMMON COM 739276103 1,699 32,828 SH   SOLE   24,623 0 8,205
POWERSECURE INTERNATIONAL IN C COM 73936N105 333 28,619 SH   SOLE   11,839 0 16,780
POZEN INC COMMON STOCK USD.001 COM 73941U102 182 22,745 SH   SOLE   16,775 0 5,970
PPG INDUSTRIES INC COMMON STOC COM 693506107 53,561 231,715 SH   SOLE   119,081 0 112,634
PPL CORPORATION COMMON STOCK U COM 69351T106 30,326 834,750 SH   SOLE   447,143 0 387,607
PRA GROUP INC COM 69354N106 3,104 53,574 SH   SOLE   40,204 0 13,370
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 68,656 529,914 SH   SOLE   280,361 0 249,553
PRECISION CASTPARTS CORP COMMO COM 740189105 55,491 230,368 SH   SOLE   121,397 0 108,971
PREFERRED BANK LOS ANGELES COM COM 740367404 442 15,848 SH   SOLE   6,518 0 9,330
PREFORMED LINE PRODUCTS CO COM COM 740444104 259 4,749 SH   SOLE   1,464 0 3,285
PREMIER INC'CL A COM 74051N102 755 22,529 SH   SOLE   16,329 0 6,200
PREMIERE GLOBAL SERVICES INC C COM 740585104 771 72,637 SH   SOLE   35,667 0 36,970
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 1,946 56,039 SH   SOLE   42,049 0 13,990
PRGX GLOBAL INC COMMON STOCK U COM 69357C503 217 37,868 SH   SOLE   16,458 0 21,410
PRICELINE GROUP INC COMMON STO COM 741503403 97,217 85,262 SH   SOLE   43,223 0 42,039
PRICESMART INC COMMON STOCK US COM 741511109 1,731 18,977 SH   SOLE   13,479 0 5,498
PRIMERICA INC COMMON STOCK COM 74164M108 5,838 107,590 SH   SOLE   63,810 0 43,780
PRIMORIS SERVICES CORP COMMON COM 74164F103 719 30,948 SH   SOLE   22,493 0 8,455
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 18,440 355,019 SH   SOLE   191,699 0 163,320
PRIVATEBANCORP INC COMMON STOC COM 742962103 3,672 109,933 SH   SOLE   50,103 0 59,830
PROASSURANCE CORP COMMON STOCK COM 74267C106 2,761 61,153 SH   SOLE   44,347 0 16,806
PROCERA NETWORKS INC COMMON ST COM 74269U203 187 25,977 SH   SOLE   11,387 0 14,590
PROCTER + GAMBLE CO/THE COMMON COM 742718109 400,781 4,399,835 SH   SOLE   2,203,960 0 2,195,875
PROGENICS PHARMACEUTICALS COMM COM 743187106 654 86,493 SH   SOLE   38,003 0 48,490
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,217 82,038 SH   SOLE   39,583 0 42,455
PROGRESSIVE CORP COMMON STOCK COM 743315103 19,928 738,357 SH   SOLE   406,193 0 332,164
PROLOGIS INC REIT USD.01 COM 74340W103 29,192 678,413 SH   SOLE   343,333 0 335,080
PROOFPOINT INC COM COM 743424103 1,416 29,369 SH   SOLE   20,804 0 8,565
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 560 20,366 SH   SOLE   14,956 0 5,410
PROSPERITY BANCSHARES INC COMM COM 743606105 9,425 170,244 SH   SOLE   114,374 0 55,870
PROTECTIVE LIFE CORP COMMON ST COM 743674103 7,035 101,009 SH   SOLE   74,064 0 26,945
PROTO LABS INC COM COM 743713109 1,239 18,444 SH   SOLE   13,409 0 5,035
PROVIDENCE SERVICE CORP COMMON COM 743815102 478 13,119 SH   SOLE   10,549 0 2,570
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,802 99,773 SH   SOLE   49,730 0 50,043
PRTOTHENA CORP PLC COM G72800108 617 29,736 SH   SOLE   12,946 0 16,790
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 65,136 720,052 SH   SOLE   350,426 0 369,626
PRUDENTIAL PLC ADR COM 74435K204 865 18,730 SH   SOLE   18,730 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,901 36,478 SH   SOLE   24,508 0 11,970
PTC INC. COM 69370C100 5,980 163,159 SH   SOLE   131,269 0 31,890
PTC THERAPEUTICS INC COM COM 69366J200 1,100 21,243 SH   SOLE   13,948 0 7,295
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 26,807 647,361 SH   SOLE   353,381 0 293,980
PUBLIC STORAGE REIT USD.1 COM 74460D109 54,912 297,062 SH   SOLE   171,118 0 125,944
PULTEGROUP INC COMMON STOCK US COM 745867101 9,427 439,283 SH   SOLE   239,439 0 199,844
PUMA BIOTECHNOLOGY INC COM 74587V107 4,093 21,623 SH   SOLE   15,287 0 6,336
PVH CORP COMMON STOCK USD1. COM 693656100 14,382 112,213 SH   SOLE   70,034 0 42,179
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 121 12,821 SH   SOLE   10,111 0 2,710
QEP RESOURCES INC COMMON STOCK COM 74733V100 4,727 233,765 SH   SOLE   130,772 0 102,993
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,605 153,646 SH   SOLE   97,011 0 56,635
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 2,653 85,877 SH   SOLE   61,632 0 24,245
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,783 133,858 SH   SOLE   58,288 0 75,570
QTS REALTY TRUST INC-CL A COM 74736A103 282 8,340 SH   SOLE   5,730 0 2,610
QUAD GRAPHICS INC COMMON STOCK COM 747301109 862 37,546 SH   SOLE   14,876 0 22,670
QUAKER CHEMICAL CORP COMMON ST COM 747316107 2,862 31,091 SH   SOLE   25,941 0 5,150
QUALCOMM INC COMMON STOCK USD. COM 747525103 216,730 2,915,781 SH   SOLE   1,535,982 0 1,379,799
QUALITY DISTRIBUTION INC COMMO COM 74756M102 329 30,921 SH   SOLE   13,731 0 17,190
QUALITY SYSTEMS INC COMMON STO COM 747582104 1,407 90,260 SH   SOLE   76,200 0 14,060
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,013 53,951 SH   SOLE   24,721 0 29,230
QUANTA SERVICES INC COMMON STO COM 74762E102 8,137 286,629 SH   SOLE   161,244 0 125,385
QUANTUM CORP COMMON STOCK USD. COM 747906204 435 247,411 SH   SOLE   128,857 0 118,554
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 12,862 191,795 SH   SOLE   107,086 0 84,709
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,688 224,985 SH   SOLE   168,057 0 56,928
QUICKSILVER RESOURCES INC COMM COM 74837R104 36 182,280 SH   SOLE   84,920 0 97,360
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 850 29,399 SH   SOLE   20,124 0 9,275
QUIKSILVER INC COM COM 74837P108 142 45,210 SH   SOLE   31,510 0 13,700
QUIKSILVER INC COMMON STOCK US COM 74838C106 372 168,549 SH   SOLE   103,569 0 64,980
QUINSTREET INC COMMON STOCK COM 74874Q100 302 49,790 SH   SOLE   23,340 0 26,450
QUINTILES TRANSNATIONAL COM COM 74876Y101 2,428 41,247 SH   SOLE   25,467 0 15,780
QVC GROUP COM 53071M104 11,194 380,491 SH   SOLE   233,603 0 146,888
Qualys, Inc. COM 74758T303 556 14,721 SH   SOLE   10,371 0 4,350
RACKSPACE HOSTING INC COMMON S COM 750086100 7,654 163,517 SH   SOLE   134,129 0 29,388
RADIAN GROUP INC COMMON STOCK COM 750236101 4,215 252,076 SH   SOLE   116,607 0 135,469
RADIO ONE INC NON VTG CL D COM 75040P405 26 15,715 SH   SOLE   10,715 0 5,000
RADNET INC COMMON STOCK USD.00 COM 750491102 221 25,860 SH   SOLE   17,490 0 8,370
RAIT FINANCIAL TRUST REIT USD. COM 749227609 827 107,762 SH   SOLE   42,406 0 65,356
RALLY SOFTWARE DEV CORP COM 751198102 225 19,768 SH   SOLE   14,388 0 5,380
RALPH LAUREN CORP COMMON STOCK COM 751212101 17,254 93,183 SH   SOLE   61,283 0 31,900
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,068 96,312 SH   SOLE   65,237 0 31,075
RAMCO GERSHENSON PROPERTIES RE COM 751452202 2,008 107,158 SH   SOLE   42,560 0 64,598
RANGE RESOURCES CORP COMMON ST COM 75281A109 12,877 240,913 SH   SOLE   149,738 0 91,175
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 537 51,083 SH   SOLE   36,923 0 14,160
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,273 50,924 SH   SOLE   38,764 0 12,160
RAYMOND JAMES FINANCIAL INC CO COM 754730109 8,859 154,638 SH   SOLE   118,182 0 36,456
RAYONIER ADVANCED MATERIALS COM 75508B104 791 35,491 SH   SOLE   23,812 0 11,679
RAYONIER INC REIT NPV COM 754907103 6,423 229,884 SH   SOLE   184,528 0 45,356
RAYTHEON COMPANY COMMON STOCK COM 755111507 49,790 460,293 SH   SOLE   238,977 0 221,316
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,536 23,809 SH   SOLE   16,574 0 7,235
RE/MAX HOLDINGS INC-CL A COM 75524W108 441 12,865 SH   SOLE   4,365 0 8,500
REACHLOCAL INC COMMON STOCK COM 75525F104 36 10,464 SH   SOLE   7,154 0 3,310
READING INTERNATINAL CL A COM 755408101 303 22,819 SH   SOLE   9,459 0 13,360
REALD INC COMMON STOCK USD.000 COM 75604L105 400 33,940 SH   SOLE   24,170 0 9,770
REALNETWORKS INC COMMON STOCK COM 75605L708 229 32,509 SH   SOLE   13,425 0 19,084
REALOGY HOLDINGS CORP COM 75605y106 4,287 96,351 SH   SOLE   63,321 0 33,030
REALPAGE INC COMMON STOCK COM 75606N109 916 41,728 SH   SOLE   28,418 0 13,310
REALTY INCOME CORP REIT USD1. COM 756109104 13,630 285,682 SH   SOLE   213,025 0 72,657
RECEPTOS INC COM COM 756207106 2,151 17,556 SH   SOLE   12,709 0 4,847
RED HAT INC COMMON STOCK USD.0 COM 756577102 18,837 272,446 SH   SOLE   165,154 0 107,292
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,150 14,941 SH   SOLE   10,066 0 4,875
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,297 116,620 SH   SOLE   50,360 0 66,260
REED ELSEVIER NV ADR COM 758204200 233 4,890 SH   SOLE   4,890 0 0
REED ELSEVIER PLC ADR COM 758205207 300 4,410 SH   SOLE   4,410 0 0
REGADO BIOSCIENCES INC COM 75874Q107 11 12,435 SH   SOLE   10,430 0 2,005
REGAL BELOIT CORP COMMON STOCK COM 758750103 4,054 53,906 SH   SOLE   41,709 0 12,197
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,681 78,691 SH   SOLE   54,725 0 23,966
REGENCY CENTERS CORP REIT USD. COM 758849103 7,872 123,426 SH   SOLE   87,585 0 35,841
REGENERON PHARMACEUTICALS COMM COM 75886F107 52,585 128,177 SH   SOLE   64,079 0 64,098
REGIONAL MGMT CORP COM COM 75902K106 201 12,725 SH   SOLE   4,545 0 8,180
REGIONS FINANCIAL CORP COMMON COM 7591EP100 18,575 1,758,956 SH   SOLE   968,603 0 790,353
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,177 70,226 SH   SOLE   34,166 0 36,060
REINSURANCE GROUP OF AMERICA C COM 759351604 7,870 89,820 SH   SOLE   69,971 0 19,849
REIS INC COM 75936P105 286 10,939 SH   SOLE   4,664 0 6,275
RELIANCE STEEL + ALUMINUM COMM COM 759509102 5,923 96,663 SH   SOLE   74,180 0 22,483
RELYPSA INC COM 759531106 389 12,620 SH   SOLE   8,930 0 3,690
REMY INTERNATIONAL INC COM 75971M108 380 18,141 SH   SOLE   7,556 0 10,585
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 4,846 49,848 SH   SOLE   37,901 0 11,947
RENASANT CORP COMMON STOCK USD COM 75970E107 1,207 41,726 SH   SOLE   17,181 0 24,545
RENEWABLE ENERGY GROUP COM 75972A301 429 44,147 SH   SOLE   17,877 0 26,270
RENT A CENTER INC COMMON STOCK COM 76009N100 3,927 108,116 SH   SOLE   63,356 0 44,760
RENTECH INC COMMON STOCK USD.0 COM 760112102 281 222,774 SH   SOLE   168,214 0 54,560
RENTRAK CORP COMMON STOCK USD. COM 760174102 589 8,086 SH   SOLE   5,361 0 2,725
REPLIGEN CORP COM COM 759916109 941 47,546 SH   SOLE   40,241 0 7,305
REPROS THERAPEUTICS COM COM 76028H209 195 19,590 SH   SOLE   13,940 0 5,650
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 1,025 70,277 SH   SOLE   29,579 0 40,698
REPUBLIC BANCORP INC CLASS A C COM 760281204 398 16,082 SH   SOLE   6,489 0 9,593
REPUBLIC FIRST BANCORP COM COM 760416107 132 35,260 SH   SOLE   11,710 0 23,550
REPUBLIC SERVICES INC COMMON S COM 760759100 14,178 352,258 SH   SOLE   187,435 0 164,823
RESMED INC COMMON STOCK USD.00 COM 761152107 14,422 257,253 SH   SOLE   218,340 0 38,913
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 132 100,018 SH   SOLE   40,668 0 59,350
RESOLUTE FOREST PRODUCTS COM 76117W109 1,582 89,846 SH   SOLE   37,192 0 52,654
RESOURCE AMERICA INC CL A COM 761195205 155 17,154 SH   SOLE   6,874 0 10,280
RESOURCE CAPITAL CORP REIT USD COM 76120W302 881 174,791 SH   SOLE   71,661 0 103,130
RESOURCES CONNECTION INC COMMO COM 76122Q105 1,006 61,185 SH   SOLE   29,285 0 31,900
RESTAURANT BRANDS INTERNATIONA COM 76131D103 6,215 159,196 SH   SOLE   113,810 0 45,386
RESTORATION HARDWARE HOLDINGS COM 761283100 2,360 24,582 SH   SOLE   17,657 0 6,925
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,568 152,955 SH   SOLE   78,375 0 74,580
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,454 147,058 SH   SOLE   76,983 0 70,075
RETAILMENOT INC COM 76132B106 348 23,794 SH   SOLE   17,024 0 6,770
RETROPHIN INC COM 761299106 216 17,663 SH   SOLE   12,223 0 5,440
REVLON INC CLASS A COMMON STOC COM 761525609 448 13,106 SH   SOLE   5,726 0 7,380
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 34 25,049 SH   SOLE   18,709 0 6,340
REX AMERICAN RESOURCES CORP CO COM 761624105 363 5,858 SH   SOLE   3,821 0 2,037
REX ENERGY CORP COMMON STOCK U COM 761565100 252 49,437 SH   SOLE   38,117 0 11,320
REXFORD INDUSTRIAL REALTY INC COM 76169C100 850 54,109 SH   SOLE   16,525 0 37,584
REXNORD CORP NEW COM COM 76169B102 1,569 55,605 SH   SOLE   38,855 0 16,750
REYNOLDS AMERICAN INC COMMON S COM 761713106 32,679 508,468 SH   SOLE   299,813 0 208,655
RF MICRO DEVICES INC COMMON ST COM 749941100 7,550 455,078 SH   SOLE   374,198 0 80,880
RICE ENERGY INC COM 762760106 763 36,378 SH   SOLE   25,418 0 10,960
RIGEL PHARMACEUTICALS INC COMM COM 766559603 284 125,145 SH   SOLE   51,395 0 73,750
RIGHTSIDE GROUP LTD COM 76658B100 73 10,806 SH   SOLE   4,192 0 6,614
RIGNET INC COM COM 766582100 404 9,848 SH   SOLE   7,318 0 2,530
RING ENERGY INC COM 76680V108 145 13,790 SH   SOLE   9,675 0 4,115
RINGCENTRAL INC-CLASS A COM 76680R206 312 20,899 SH   SOLE   14,829 0 6,070
RIO TINTO PLC ADR COM 767204100 824 17,886 SH   SOLE   17,886 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 5,180 688,814 SH   SOLE   466,474 0 222,340
RIVERBED TECHNOLOGY INC COMMON COM 768573107 4,504 220,682 SH   SOLE   178,285 0 42,397
RLI CORP COMMON STOCK USD1. COM 749607107 3,595 72,771 SH   SOLE   38,217 0 34,554
RLJ LODGING TRUST REIT COM 74965L101 6,159 183,690 SH   SOLE   74,918 0 108,772
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 805 34,457 SH   SOLE   18,767 0 15,690
ROBERT HALF INTL INC COMMON ST COM 770323103 11,389 195,081 SH   SOLE   121,837 0 73,244
ROCK TENN COMPANY CL A COMMON COM 772739207 10,470 171,693 SH   SOLE   135,455 0 36,238
ROCKET FUEL INC COM 773111109 216 13,394 SH   SOLE   9,354 0 4,040
ROCKWELL AUTOMATION INC COMMON COM 773903109 22,979 206,650 SH   SOLE   120,985 0 85,665
ROCKWELL COLLINS INC COMMON ST COM 774341101 20,538 243,113 SH   SOLE   154,135 0 88,978
ROCKWELL MEDICAL INC COM 774374102 504 49,049 SH   SOLE   20,719 0 28,330
ROCKWOOD HOLDINGS INC COMMON S COM 774415103 3,730 47,336 SH   SOLE   26,739 0 20,597
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,331 46,254 SH   SOLE   23,039 0 23,215
ROGERS CORP COMMON STOCK USD1. COM 775133101 2,162 26,553 SH   SOLE   13,476 0 13,077
ROLLINS INC COMMON STOCK USD1. COM 775711104 5,082 153,528 SH   SOLE   136,058 0 17,470
ROPER INDUSTRIES INC COMMON ST COM 776696106 24,140 154,398 SH   SOLE   89,549 0 64,849
ROSETTA RESOURCES INC COMMON S COM 777779307 2,637 118,193 SH   SOLE   71,933 0 46,260
ROSETTA STONE INC COMMON STOCK COM 777780107 259 26,526 SH   SOLE   9,956 0 16,570
ROSS STORES INC COMMON STOCK U COM 778296103 31,909 338,524 SH   SOLE   228,243 0 110,281
ROUNDY'S INC COM COM 779268101 236 48,790 SH   SOLE   18,870 0 29,920
ROUSE PROPERTIES INC COM 779287101 889 47,989 SH   SOLE   16,399 0 31,590
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,737 121,154 SH   SOLE   91,378 0 29,776
ROWAN COMPANIES PLC COM G7665A101 3,743 160,521 SH   SOLE   113,278 0 47,243
ROYAL BANK OF CANADA COM 780087102 1,462 21,160 SH   SOLE   21,160 0 0
ROYAL BK OF SCOTLAND GROUP ADR COM 780097689 130 10,770 SH   SOLE   10,770 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 15,473 187,711 SH   SOLE   98,084 0 89,627
ROYAL DUTCH SHELL ADR COM 780259206 1,741 26,000 SH   SOLE   26,000 0 0
ROYAL DUTCH SHELL PLC ADR COM 780259107 1,279 18,389 SH   SOLE   18,389 0 0
ROYAL GOLD INC COMMON STOCK US COM 780287108 6,337 101,064 SH   SOLE   81,608 0 19,456
RPC INC COMMON STOCK USD.1 COM 749660106 1,229 94,280 SH   SOLE   43,879 0 50,401
RPM INTERNATIONAL INC COMMON S COM 749685103 9,556 188,449 SH   SOLE   153,727 0 34,722
RPX CORP COMMON STOCK COM 74972G103 856 62,117 SH   SOLE   24,787 0 37,330
RR DONNELLEY + SONS CO COMMON COM 257867101 4,341 258,292 SH   SOLE   194,110 0 64,182
RSP PERMIAN INC COM 74978Q105 631 25,113 SH   SOLE   10,703 0 14,410
RTI INTERNATIONAL METALS INC C COM 74973W107 1,263 49,989 SH   SOLE   25,684 0 24,305
RTI SURGICAL INC COM 74975N105 385 74,038 SH   SOLE   30,848 0 43,190
RUBICON TECHNOLOGY INC COMMON COM 78112T107 152 33,197 SH   SOLE   13,632 0 19,565
RUBY TUESDAY INC COMMON STOCK COM 781182100 719 105,124 SH   SOLE   55,069 0 50,055
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 548 53,606 SH   SOLE   27,746 0 25,860
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,263 39,396 SH   SOLE   25,131 0 14,265
RUTH S HOSPITALITY GROUP INC C COM 783332109 626 41,716 SH   SOLE   26,086 0 15,630
RYDER SYSTEM INC COMMON STOCK COM 783549108 6,289 67,738 SH   SOLE   39,295 0 28,443
RYLAND GROUP INC/THE COMMON ST COM 783764103 3,022 78,383 SH   SOLE   39,653 0 38,730
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,863 54,279 SH   SOLE   25,944 0 28,335
Regulus Therapeutics Inc. COM 75915K101 168 10,452 SH   SOLE   7,172 0 3,280
Ruckus Wireless, Inc. COM 781220108 605 50,310 SH   SOLE   36,120 0 14,190
S + T BANCORP INC COMMON STOCK COM 783859101 1,975 66,260 SH   SOLE   42,402 0 23,858
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,790 58,949 SH   SOLE   41,044 0 17,905
SABRE CORP COM 78573M104 645 31,807 SH   SOLE   22,017 0 9,790
SAFE BULKERS INC COM Y7388L103 195 49,795 SH   SOLE   20,295 0 29,500
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 580 29,273 SH   SOLE   13,080 0 16,193
SAFETY INSURANCE GROUP INC COM COM 78648T100 2,165 33,828 SH   SOLE   22,648 0 11,180
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 10,917 310,856 SH   SOLE   170,838 0 140,018
SAGA COMMUNICATIONS INC CL A C COM 786598300 228 5,236 SH   SOLE   2,527 0 2,709
SAGENT PHARMACEUTICALS INC COM COM 786692103 551 21,924 SH   SOLE   14,804 0 7,120
SAIA INC COMMON STOCK USD.001 COM 78709Y105 1,460 26,364 SH   SOLE   20,814 0 5,550
SALEM COMMUNICATIONS CL A COM COM 794093104 109 13,989 SH   SOLE   5,629 0 8,360
SALESFORCE.COM INC COMMON STOC COM 79466L302 58,148 980,402 SH   SOLE   496,015 0 484,387
SALIX PHARMACEUTICALS LTD COMM COM 795435106 10,405 90,529 SH   SOLE   74,314 0 16,215
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 3,714 120,832 SH   SOLE   82,427 0 38,405
SANCHEZ ENERGY CORP COM COM 79970Y105 463 49,786 SH   SOLE   27,531 0 22,255
SANDERSON FARMS INC COMMON STO COM 800013104 2,492 29,661 SH   SOLE   21,087 0 8,574
SANDISK CORP COMMON STOCK USD. COM 80004C101 29,118 297,186 SH   SOLE   173,261 0 123,925
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 584 320,725 SH   SOLE   183,865 0 136,860
SANDY SPRING BANCORP INC COMMO COM 800363103 898 34,446 SH   SOLE   14,434 0 20,012
SANFILLIPPO JOHN B SON COM COM 800422107 488 10,716 SH   SOLE   4,246 0 6,470
SANGAMO BIOSCIENCES INC COMMON COM 800677106 943 62,030 SH   SOLE   45,455 0 16,575
SANMINA CORP COM 801056102 3,082 130,985 SH   SOLE   63,767 0 67,218
SANOFI COM 80105N105 1,547 33,910 SH   SOLE   33,910 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 1,040 53,047 SH   SOLE   30,917 0 22,130
SAP AKTIENGESELLSCHA ADR COM 803054204 895 12,850 SH   SOLE   12,850 0 0
SAPIENS INTL CORP COM COM N7716A151 210 28,465 SH   SOLE   11,465 0 17,000
SAPIENT CORPORATION COMMON STO COM 803062108 2,592 104,168 SH   SOLE   73,328 0 30,840
SAREPTA THERAPEUTICS INC COM 803607100 490 33,882 SH   SOLE   23,857 0 10,025
SAUL CENTERS INC REIT USD.01 COM 804395101 753 13,167 SH   SOLE   8,567 0 4,600
SBA COMMUNICATIONS CORP CL A C COM 78388J106 11,773 106,295 SH   SOLE   72,428 0 33,867
SCANA CORP COMMON STOCK NPV COM 80589M102 10,499 173,822 SH   SOLE   96,449 0 77,373
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,728 43,025 SH   SOLE   19,035 0 23,990
SCHLUMBERGER LTD COMMON STOCK COM 806857108 142,766 1,671,541 SH   SOLE   902,440 0 769,101
SCHNITZER STEEL INDS INC A COM COM 806882106 808 35,795 SH   SOLE   14,425 0 21,370
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,581 43,418 SH   SOLE   21,431 0 21,987
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,828 45,099 SH   SOLE   24,123 0 20,976
SCHWAB (CHARLES) CORP COMMON S COM 808513105 53,959 1,787,315 SH   SOLE   882,739 0 904,576
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 2,014 47,616 SH   SOLE   30,266 0 17,350
SCICLONE PHARMACEUTICALS INC C COM 80862K104 477 54,407 SH   SOLE   32,457 0 21,950
SCIENCE APPLICATIONS INTERNATI COM 808625107 3,073 62,051 SH   SOLE   49,194 0 12,857
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 804 63,195 SH   SOLE   37,355 0 25,840
SCIQUEST INC COMMON STOCK USD. COM 80908T101 320 22,135 SH   SOLE   15,625 0 6,510
SCORPIO BULKERS INC COM Y7546A106 337 170,944 SH   SOLE   67,244 0 103,700
SCORPIO TANKERS INC COMMON STO COM Y7542C106 1,948 224,162 SH   SOLE   92,122 0 132,040
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 3,920 62,897 SH   SOLE   51,613 0 11,284
SCRIPPS NETWORKS INTER CL A CO COM 811065101 11,176 148,478 SH   SOLE   92,443 0 56,035
SEABOARD CORP COMMON STOCK USD COM 811543107 2,603 620 SH   SOLE   391 0 229
SEACHANGE INTERNATIONAL INC CO COM 811699107 282 44,199 SH   SOLE   19,129 0 25,070
SEACOAST BANKING CORP/FL COMMO COM 811707801 350 25,457 SH   SOLE   9,581 0 15,876
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,225 30,142 SH   SOLE   13,852 0 16,290
SEADRILL LIMITED COM COM G7945E105 3,191 267,264 SH   SOLE   147,988 0 119,276
SEAGATE TECHNOLOGY COM G7945M107 16,923 254,484 SH   SOLE   150,377 0 104,107
SEALED AIR CORP COMMON STOCK U COM 81211K100 12,875 303,451 SH   SOLE   199,363 0 104,088
SEARS HOLDINGS CORP COMMON STO COM 812350106 963 29,213 SH   SOLE   15,509 0 13,704
SEARS HOMETOWN AND OUTLET STOR COM 812362101 195 14,808 SH   SOLE   5,918 0 8,890
SEATTLE GENETICS INC COMMON ST COM 812578102 2,838 88,339 SH   SOLE   60,159 0 28,180
SEAWORLD ENTERTAINMENT INC COM 81282V100 891 49,798 SH   SOLE   36,368 0 13,430
SEI INVESTMENTS COMPANY COMMON COM 784117103 9,794 244,593 SH   SOLE   207,736 0 36,857
SELECT COMFORT CORPORATION COM COM 81616X103 1,578 58,367 SH   SOLE   43,587 0 14,780
SELECT INCOME REIT COM COM 81618T100 1,207 49,450 SH   SOLE   18,500 0 30,950
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 890 61,790 SH   SOLE   41,055 0 20,735
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,564 94,367 SH   SOLE   47,551 0 46,816
SEMGROUP CORP CLASS A COMMON S COM 81663A105 3,000 43,871 SH   SOLE   30,251 0 13,620
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 36,188 324,968 SH   SOLE   177,772 0 147,196
SEMTECH CORP COMMON STOCK USD. COM 816850101 2,691 97,609 SH   SOLE   78,064 0 19,545
SENECA FOODS CORP CL A COMMO COM 817070501 333 12,337 SH   SOLE   5,977 0 6,360
SENIOR HOUSING PROP TRUST REIT COM 81721M109 5,856 264,837 SH   SOLE   193,350 0 71,487
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 200 33,265 SH   SOLE   23,995 0 9,270
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 6,104 101,156 SH   SOLE   61,936 0 39,220
SEQUENOM INC COMMON STOCK USD. COM 817337405 395 106,787 SH   SOLE   70,567 0 36,220
SEQUENTIAL BRANDS GROUP COM 817340201 179 13,695 SH   SOLE   8,135 0 5,560
SERVICE CORP INTERNATIONAL COM COM 817565104 6,698 295,079 SH   SOLE   233,768 0 61,311
SERVICEMASTER GLOBAL HOLDINGS COM 81761R109 585 21,855 SH   SOLE   15,875 0 5,980
SERVICENOW INC. COM 81762P102 7,345 108,252 SH   SOLE   78,244 0 30,008
SERVICESOURCE INTERNATIONAL CO COM 81763U100 411 87,761 SH   SOLE   35,641 0 52,120
SEVENTY SEVEN ENERGY INC COM 818097107 234 43,326 SH   SOLE   12,914 0 30,412
SFX ENTERTAINMENT INC COM 784178303 264 58,197 SH   SOLE   22,297 0 35,900
SHENANDOAH TELECOMMUNICATION C COM 82312B106 686 21,950 SH   SOLE   14,744 0 7,206
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 31,958 121,493 SH   SOLE   75,400 0 46,093
SHINHAN FINL GROUP ADR COM 824596100 254 6,300 SH   SOLE   6,300 0 0
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,255 88,856 SH   SOLE   40,899 0 47,957
SHIRE PLC ADR COM 82481R106 572 2,690 SH   SOLE   2,690 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 579 22,536 SH   SOLE   9,216 0 13,320
SHORETEL INC COMMON STOCK USD. COM 825211105 361 49,182 SH   SOLE   35,582 0 13,600
SHUTTERFLY INC COMMON STOCK US COM 82568P304 1,817 43,586 SH   SOLE   24,482 0 19,104
SHUTTERSTOCK INC COM 825690100 829 12,000 SH   SOLE   8,650 0 3,350
SIERRA BANCORP COMMON STOCK NP COM 82620P102 277 15,760 SH   SOLE   6,570 0 9,190
SIGMA ALDRICH COMMON STOCK USD COM 826552101 21,900 159,536 SH   SOLE   105,123 0 54,413
SIGNATURE BANK COMMON STOCK US COM 82669G104 8,391 66,615 SH   SOLE   55,082 0 11,533
SIGNET JEWELERS LTD COMMON STO COM G81276100 13,902 105,666 SH   SOLE   84,030 0 21,636
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,400 63,426 SH   SOLE   51,127 0 12,299
SILICON GRAPHICS INTERNATION C COM 82706L108 324 28,492 SH   SOLE   20,812 0 7,680
SILICON IMAGE INC COMMON STOCK COM 82705T102 472 85,576 SH   SOLE   47,686 0 37,890
SILICON LABORATORIES INC COMMO COM 826919102 3,291 69,112 SH   SOLE   48,967 0 20,145
SILVER BAY REALTY TRUST CORP COM 82735Q102 794 47,965 SH   SOLE   16,477 0 31,488
SILVER SPRING NETWORKS COM COM 82817Q103 244 28,888 SH   SOLE   20,128 0 8,760
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,149 28,270 SH   SOLE   13,750 0 14,520
SIMON PROPERTY GROUP INC REIT COM 828806109 103,832 570,161 SH   SOLE   293,937 0 276,224
SIMPSON MANUFACTURING CO INC C COM 829073105 2,155 62,279 SH   SOLE   30,209 0 32,070
SINCLAIR BROADCAST GROUP A COM COM 829226109 1,668 60,982 SH   SOLE   43,462 0 17,520
SIRIUS XM HOLDINGS INC COM 82968B103 8,121 2,320,412 SH   SOLE   1,499,539 0 820,873
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 6,570 75,197 SH   SOLE   60,412 0 14,785
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,587 59,950 SH   SOLE   39,480 0 20,470
SIZMEK INC COM 83013P105 213 33,946 SH   SOLE   16,276 0 17,670
SJW CORP COMMON STOCK USD1.042 COM 784305104 734 22,845 SH   SOLE   11,776 0 11,069
SKECHERS USA INC CL A COMMON S COM 830566105 3,064 55,455 SH   SOLE   39,650 0 15,805
SKILLED HEALTHCARE GROU CL A C COM 83066R107 228 26,583 SH   SOLE   12,263 0 14,320
SKULLCANDY INC COM 83083J104 230 24,979 SH   SOLE   9,799 0 15,180
SKYWEST INC COMMON STOCK NPV COM 830879102 1,093 82,322 SH   SOLE   39,903 0 42,419
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 19,813 272,496 SH   SOLE   224,522 0 47,974
SL GREEN REALTY CORP REIT USD. COM 78440X101 15,012 126,133 SH   SOLE   89,482 0 36,651
SLM CORP COMMON STOCK USD.2 COM 78442P106 5,636 553,090 SH   SOLE   426,128 0 126,962
SM ENERGY CO COMMON STOCK USD. COM 78454L100 3,627 94,014 SH   SOLE   75,983 0 18,031
SMITH (A.O.) CORP COMMON STOCK COM 831865209 5,603 99,328 SH   SOLE   77,768 0 21,560
SMITH + WESSON HOLDING CORP CO COM 831756101 360 38,048 SH   SOLE   38,048 0 0
SNAP ON INC COMMON STOCK USD1. COM 833034101 10,827 79,177 SH   SOLE   43,730 0 35,447
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,638 86,356 SH   SOLE   46,218 0 40,138
SOLARCITY CORP COM 83416T100 1,680 31,412 SH   SOLE   22,812 0 8,600
SOLARWINDS INC COMMON STOCK US COM 83416B109 4,659 93,494 SH   SOLE   75,278 0 18,216
SOLAZYME INC COMMON STOCK COM 83415T101 157 60,662 SH   SOLE   44,052 0 16,610
SOLERA HOLDINGS INC COMMON STO COM 83421A104 4,973 97,159 SH   SOLE   78,677 0 18,482
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,983 73,327 SH   SOLE   41,447 0 31,880
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,738 63,829 SH   SOLE   38,514 0 25,315
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,559 172,976 SH   SOLE   137,065 0 35,911
SONUS NETWORKS INC COMMON STOC COM 835916503 806 203,083 SH   SOLE   149,253 0 53,830
SONY CORP SPONSORED ADR COM 835699307 281 13,750 SH   SOLE   13,750 0 0
SOTHEBY S COMMON STOCK USD.01 COM 835898107 3,893 90,163 SH   SOLE   73,408 0 16,755
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 3,133 53,165 SH   SOLE   25,771 0 27,394
SOUTH STATE CORP COM 840441109 2,253 33,586 SH   SOLE   14,800 0 18,786
SOUTHERN CO COMMON STOCK USD5. COM 842587107 72,940 1,485,247 SH   SOLE   735,612 0 749,635
SOUTHERN COPPER CORP COMMON ST COM 84265V105 4,576 162,274 SH   SOLE   82,297 0 79,977
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 1,014 35,072 SH   SOLE   16,443 0 18,629
SOUTHWEST AIRLINES CO COMMON S COM 844741108 41,325 976,478 SH   SOLE   598,078 0 378,400
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 458 26,403 SH   SOLE   11,300 0 15,103
SOUTHWEST GAS CORP COMMON STOC COM 844895102 5,100 82,506 SH   SOLE   44,658 0 37,848
SOUTHWESTERN ENERGY CO COMMON COM 845467109 13,969 511,859 SH   SOLE   313,669 0 198,190
SOVRAN SELF STORAGE INC REIT U COM 84610H108 3,916 44,903 SH   SOLE   31,662 0 13,241
SP PLUS CORP COM 78469C103 403 15,972 SH   SOLE   10,124 0 5,848
SPANSION INC CLASS A COMMON ST COM 84649R200 1,829 53,439 SH   SOLE   35,829 0 17,610
SPARTAN MOTORS INC COMMON STOC COM 846819100 259 49,217 SH   SOLE   20,187 0 29,030
SPARTANNASH CO COM 847215100 1,590 60,820 SH   SOLE   27,442 0 33,378
SPARTON CORP COM COM 847235108 246 8,671 SH   SOLE   6,231 0 2,440
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 2,481 12,070 SH   SOLE   10,125 0 1,945
SPECTRA ENERGY CORP COMMON STO COM 847560109 41,015 1,129,895 SH   SOLE   587,569 0 542,326
SPECTRANETICS CORP COMMON STOC COM 84760C107 1,328 38,401 SH   SOLE   26,079 0 12,322
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,481 15,479 SH   SOLE   11,289 0 4,190
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 655 94,575 SH   SOLE   49,575 0 45,000
SPEED COMMERCE INC. COM 84764T106 126 40,705 SH   SOLE   25,035 0 15,670
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 400 18,286 SH   SOLE   7,196 0 11,090
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 5,749 133,573 SH   SOLE   82,186 0 51,387
SPIRIT AIRLINES INC COMMON STO COM 848577102 4,056 53,665 SH   SOLE   38,825 0 14,840
SPIRIT REALTY CAPITAL INC COM 84860W102 2,987 251,191 SH   SOLE   135,012 0 116,179
SPLUNK INC COM COM 848637104 5,261 89,239 SH   SOLE   64,377 0 24,862
SPOK HOLDINGS INC COM 84863T106 602 34,700 SH   SOLE   15,293 0 19,407
SPORTSMANS WHSE HLDGS INC COM 84920Y106 76 10,425 SH   SOLE   4,425 0 6,000
SPRINGLEAF HOLDING INC COM 85172J101 1,099 30,388 SH   SOLE   11,688 0 18,700
SPRINT CORP COMMON COM 85207U105 2,762 665,520 SH   SOLE   336,907 0 328,613
SPROUTS FARMERS MARKET INC COM 85208M102 2,597 76,425 SH   SOLE   53,715 0 22,710
SPS COMMERCE INC COMMON STOCK COM 78463M107 797 14,077 SH   SOLE   10,522 0 3,555
SPX CORP COMMON STOCK USD10. COM 784635104 4,617 53,732 SH   SOLE   40,035 0 13,697
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 3,219 55,041 SH   SOLE   39,591 0 15,450
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,079 58,665 SH   SOLE   35,585 0 23,080
ST JUDE MEDICAL INC COMMON STO COM 790849103 26,227 403,307 SH   SOLE   242,511 0 160,796
STAAR SURGICAL CO COMMON STOCK COM 852312305 291 31,917 SH   SOLE   23,067 0 8,850
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,729 70,585 SH   SOLE   23,385 0 47,200
STAGE STORES INC COMMON STOCK COM 85254C305 1,149 55,531 SH   SOLE   29,231 0 26,300
STAMPS.COM INC COMMON STOCK US COM 852857200 708 14,756 SH   SOLE   10,936 0 3,820
STANCORP FINANCIAL GROUP COMMO COM 852891100 4,339 62,103 SH   SOLE   48,696 0 13,407
STANDARD MOTOR PRODS COMMON ST COM 853666105 936 24,565 SH   SOLE   15,895 0 8,670
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,670 229,056 SH   SOLE   117,236 0 111,820
STANDEX INTERNATIONAL CORP COM COM 854231107 1,260 16,306 SH   SOLE   9,556 0 6,750
STANLEY BLACK + DECKER INC COM COM 854502101 20,339 211,683 SH   SOLE   113,573 0 98,110
STAPLES INC COMMON STOCK USD.0 COM 855030102 15,490 854,872 SH   SOLE   465,900 0 388,972
STARBUCKS CORP COMMON STOCK US COM 855244109 102,850 1,253,502 SH   SOLE   633,808 0 619,694
STARWOOD HOTELS + RESORTS COMM COM 85590A401 20,377 251,350 SH   SOLE   147,545 0 103,805
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,267 140,576 SH   SOLE   80,536 0 60,040
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,454 55,122 SH   SOLE   21,002 0 34,120
STARZ - LIBERTY CAPITAL COM 85571Q102 2,396 80,660 SH   SOLE   54,364 0 26,296
STATE AUTO FINANCIAL CORP COMM COM 855707105 599 26,942 SH   SOLE   13,972 0 12,970
STATE BANK FINANCIAL CORP COMM COM 856190103 843 42,197 SH   SOLE   17,814 0 24,383
STATE NATIONAL COMPANIES COM 85711T305 198 16,550 SH   SOLE   250 0 16,300
STATE STREET CORP COMMON STOCK COM 857477103 52,837 673,084 SH   SOLE   328,386 0 344,698
STEEL DYNAMICS INC COMMON STOC COM 858119100 5,936 300,700 SH   SOLE   230,636 0 70,064
STEELCASE INC CL A COMMON STOC COM 858155203 1,226 68,326 SH   SOLE   45,806 0 22,520
STEIN MART INC COMMON STOCK US COM 858375108 650 44,482 SH   SOLE   21,403 0 23,079
STEINER LEISURE LTD COMMON STO COM P8744Y102 1,087 23,533 SH   SOLE   10,323 0 13,210
STEPAN CO COMMON STOCK USD1. COM 858586100 1,176 29,338 SH   SOLE   18,088 0 11,250
STERICYCLE INC COMMON STOCK US COM 858912108 15,845 120,881 SH   SOLE   75,966 0 44,915
STERIS CORP COMMON STOCK NPV COM 859152100 6,310 97,296 SH   SOLE   78,946 0 18,350
STERLING BANCORP/DE COM 85917A100 1,996 138,793 SH   SOLE   67,892 0 70,901
STERLING CONSTRUCTION CO COMMO COM 859241101 145 22,629 SH   SOLE   9,020 0 13,609
STEVEN MADDEN LTD COMMON STOCK COM 556269108 1,965 61,719 SH   SOLE   45,037 0 16,682
STEWART INFORMATION SERVICES C COM 860372101 1,312 35,415 SH   SOLE   16,865 0 18,550
STIFEL FINANCIAL CORP COMMON S COM 860630102 5,131 100,566 SH   SOLE   46,108 0 54,458
STILLWATER MINING CO COMMON ST COM 86074Q102 2,114 143,427 SH   SOLE   105,087 0 38,340
STMICROELECTRONICS ADR COM 861012102 87 11,582 SH   SOLE   11,582 0 0
STOCK YARDS BANCORP, INC COM 861025104 801 24,021 SH   SOLE   10,607 0 13,414
STONE ENERGY CORP COMMON STOCK COM 861642106 1,484 87,902 SH   SOLE   41,948 0 45,954
STONEGATE BANK FT LAUDERDALE COM 861811107 335 11,300 SH   SOLE   3,750 0 7,550
STONEGATE MORTGAGE CORP COM 86181Q300 193 16,145 SH   SOLE   6,445 0 9,700
STONERIDGE INC COMMON STOCK NP COM 86183P102 439 34,116 SH   SOLE   20,358 0 13,758
STORE CAPITAL CORP COM 862121100 586 27,140 SH   SOLE   2,840 0 24,300
STRATASYS LTD COM M85548101 2,775 33,392 SH   SOLE   22,624 0 10,768
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SYNNEX CORP COMMON STOCK USD.0 COM 87162W100 3,603 46,097 SH   SOLE   24,457 0 21,640
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SYNTEL INC COMMON STOCK NPV COM 87162H103 1,679 37,321 SH   SOLE   27,566 0 9,755
SYNUTRA INTERNATIONAL INC COMM COM 87164C102 90 14,872 SH   SOLE   9,882 0 4,990
SYSCO CORP COMMON STOCK USD1. COM 871829107 40,880 1,029,992 SH   SOLE   534,048 0 495,944
SYSTEMAX INC COMMON STOCK USD. COM 871851101 231 17,094 SH   SOLE   6,334 0 10,760
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TAHOE RESOURSES INC COM COM 873868103 709 51,143 SH   SOLE   31,616 0 19,527
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TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 3,635 129,668 SH   SOLE   64,648 0 65,020
TAL INTERNATIONAL GROUP INC CO COM 874083108 1,812 41,589 SH   SOLE   20,829 0 20,760
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TANGOE INC COM 87582Y108 485 37,229 SH   SOLE   28,749 0 8,480
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TARGET CORP COMMON STOCK USD.0 COM 87612E106 81,482 1,073,407 SH   SOLE   567,610 0 505,797
TASER INTERNATIONAL INC COMMON COM 87651B104 1,578 59,579 SH   SOLE   41,144 0 18,435
TAUBMAN CENTERS INC REIT USD.0 COM 876664103 7,158 93,667 SH   SOLE   71,930 0 21,737
TAYLOR MORRISON HOME CORP COM 87724P106 338 17,888 SH   SOLE   10,898 0 6,990
TCF FINANCIAL CORP COMMON STOC COM 872275102 3,236 203,621 SH   SOLE   154,713 0 48,908
TD AMERITRADE HOLDING CORP COM COM 87236Y108 8,241 230,331 SH   SOLE   156,882 0 73,449
TE CONNECTIVITY LTD COM H84989104 18,673 295,218 SH   SOLE   180,179 0 115,039
TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 3,797 66,003 SH   SOLE   46,643 0 19,360
TEAM INC COMMON STOCK USD.3 COM 878155100 734 18,131 SH   SOLE   13,671 0 4,460
TECH DATA CORP COMMON STOCK US COM 878237106 3,290 52,025 SH   SOLE   38,575 0 13,450
TECHTARGET COMMON STOCK USD.00 COM 87874R100 252 22,202 SH   SOLE   8,542 0 13,660
TECO ENERGY INC COMMON STOCK U COM 872375100 5,651 275,804 SH   SOLE   148,644 0 127,160
TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,665 32,710 SH   SOLE   20,523 0 12,187
TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 410 81,076 SH   SOLE   33,226 0 47,850
TEJON RANCH CO COMMON STOCK US COM 879080109 649 22,017 SH   SOLE   10,877 0 11,140
TELECOM ITALIA SPA ADR COM 87927Y102 180 17,070 SH   SOLE   17,070 0 0
TELECOMMUNICATION SYSTEMS A CO COM 87929J103 197 63,202 SH   SOLE   26,475 0 36,727
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 5,978 58,181 SH   SOLE   32,180 0 26,001
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TELEFONICA SA ADR COM 879382208 783 55,120 SH   SOLE   55,120 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 221 33,073 SH   SOLE   12,383 0 20,690
TELEPHONE AND DATA SYSTEMS COM COM 879433829 2,901 114,895 SH   SOLE   90,848 0 24,047
TELETECH HOLDINGS INC COMMON S COM 879939106 744 31,425 SH   SOLE   20,625 0 10,800
TELUS CORP ADR COM 87971M103 292 8,100 SH   SOLE   8,100 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 4,705 85,683 SH   SOLE   69,166 0 16,517
TENET HEALTHCARE CORP COMMON S COM 88033G407 6,317 124,661 SH   SOLE   84,241 0 40,420
TENNANT CO COMMON STOCK USD.37 COM 880345103 1,586 21,972 SH   SOLE   15,857 0 6,115
TENNECO INC COMMON STOCK USD.0 COM 880349105 3,062 54,090 SH   SOLE   37,260 0 16,830
TERADATA CORP COMMON STOCK USD COM 88076W103 9,547 218,558 SH   SOLE   133,774 0 84,784
TERADYNE INC COMMON STOCK USD. COM 880770102 5,104 257,899 SH   SOLE   200,681 0 57,218
TEREX CORP COMMON STOCK USD.01 COM 880779103 4,300 154,221 SH   SOLE   102,928 0 51,293
TERRAFORM POWER INC CL A COM 88104R100 589 19,080 SH   SOLE   6,130 0 12,950
TERRENO REALTY CORP REIT USD.0 COM 88146M101 1,005 48,713 SH   SOLE   13,963 0 34,750
TERRITORIAL BANCORP INC COMMON COM 88145X108 264 12,245 SH   SOLE   5,825 0 6,420
TESARO INC COM COM 881569107 572 15,387 SH   SOLE   10,897 0 4,490
TESCO CORP COMMON STOCK NPV COM 88157K101 669 52,209 SH   SOLE   21,719 0 30,490
TESLA MOTORS INC COMMON STOCK COM 88160R101 16,671 74,955 SH   SOLE   52,160 0 22,795
TESORO CORP COMMON STOCK USD.1 COM 881609101 14,813 199,234 SH   SOLE   111,337 0 87,897
TESSCO TECHNOLOGIES COM COM 872386107 210 7,242 SH   SOLE   2,902 0 4,340
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 2,435 68,093 SH   SOLE   41,681 0 26,412
TETRA TECH INC COMMON STOCK US COM 88162G103 2,739 102,580 SH   SOLE   52,000 0 50,580
TETRA TECHNOLOGIES INC COMMON COM 88162F105 839 125,665 SH   SOLE   60,002 0 65,663
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 797 20,081 SH   SOLE   14,046 0 6,035
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 3,882 71,445 SH   SOLE   42,305 0 29,140
TEXAS INSTRUMENTS INC COMMON S COM 882508104 100,070 1,871,690 SH   SOLE   1,027,665 0 844,025
TEXAS ROADHOUSE INC COMMON STO COM 882681109 3,282 97,209 SH   SOLE   78,079 0 19,130
TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 961 27,995 SH   SOLE   13,885 0 14,110
TEXTRON INC COMMON STOCK USD.1 COM 883203101 13,395 318,098 SH   SOLE   184,428 0 133,670
TEXTURA CORP COM 883211104 422 14,814 SH   SOLE   10,764 0 4,050
TFS FINANCIAL CORP COMMON STOC COM 87240R107 676 45,400 SH   SOLE   27,146 0 18,254
TG THERAPEUTICS INC COM 88322Q108 324 20,459 SH   SOLE   14,389 0 6,070
THE CHILDREN'S PLACE INC. COM 168905107 2,121 37,217 SH   SOLE   18,747 0 18,470
THE WHITEWAVE FOODS CO. CLASS COM 966244105 9,463 270,435 SH   SOLE   197,734 0 72,701
THERAPEUDICSMD INC COM COM 88338N107 361 81,224 SH   SOLE   57,149 0 24,075
THERAVANCE BIOPHARMA INC COM G8807B106 301 20,199 SH   SOLE   14,079 0 6,120
THERAVANCE INC COMMON STOCK US COM 88338T104 1,059 74,806 SH   SOLE   48,566 0 26,240
THERMO FISHER SCIENTIFIC INC C COM 883556102 73,391 585,772 SH   SOLE   302,580 0 283,192
THERMON GROUP HOLDINGS INC COM COM 88362T103 593 24,518 SH   SOLE   17,568 0 6,950
THIRD POINT REINSURANCE LTD COM G8827U100 997 68,783 SH   SOLE   25,483 0 43,300
THOMSON REUTERS CORP COMMON ST COM 884903105 13,308 329,887 SH   SOLE   166,706 0 163,181
THOR INDUSTRIES INC COMMON STO COM 885160101 5,116 91,574 SH   SOLE   81,143 0 10,431
THORATEC CORP COMMON STOCK NPV COM 885175307 2,686 82,734 SH   SOLE   66,189 0 16,545
THRESHOLD PHARMACEUTICALS COM COM 885807206 141 44,221 SH   SOLE   30,131 0 14,090
TIDEWATER INC COMMON STOCK USD COM 886423102 2,177 67,163 SH   SOLE   48,361 0 18,802
TIFFANY + CO COMMON STOCK USD. COM 886547108 16,945 158,569 SH   SOLE   100,066 0 58,503
TILE SHOP HLDGS INC COM 88677Q109 192 21,582 SH   SOLE   15,422 0 6,160
TILLYS INC COM COM 886885102 129 13,352 SH   SOLE   5,222 0 8,130
TIME INC COM 887228104 5,329 216,556 SH   SOLE   125,825 0 90,731
TIME WARNER CABLE COMMON STOCK COM 88732J207 71,438 469,800 SH   SOLE   248,434 0 221,366
TIME WARNER INC COMMON STOCK U COM 887317303 115,710 1,354,600 SH   SOLE   672,201 0 682,399
TIMKEN CO COMMON STOCK NPV COM 887389104 5,253 123,079 SH   SOLE   75,582 0 47,497
TIMKENSTEEL CORP COM 887399103 1,956 52,818 SH   SOLE   38,571 0 14,247
TITAN INTERNATIONAL INC COMMON COM 88830M102 779 73,238 SH   SOLE   37,103 0 36,135
TITAN MACHINERY INC COMMON STO COM 88830R101 308 22,064 SH   SOLE   10,364 0 11,700
TIVO INC COMMON STOCK USD.001 COM 888706108 1,675 141,495 SH   SOLE   71,885 0 69,610
TJX COMPANIES INC COMMON STOCK COM 872540109 83,747 1,221,161 SH   SOLE   663,610 0 557,551
TOLL BROTHERS INC COMMON STOCK COM 889478103 7,289 212,696 SH   SOLE   161,575 0 51,121
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,345 24,318 SH   SOLE   10,883 0 13,435
TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,738 56,707 SH   SOLE   49,974 0 6,733
TORCHMARK CORP COMMON STOCK US COM 891027104 11,232 207,343 SH   SOLE   134,852 0 72,491
TORNIER NV COMMON STOCK COM N87237108 1,111 43,570 SH   SOLE   16,420 0 27,150
TORO CO COMMON STOCK USD1. COM 891092108 3,526 55,251 SH   SOLE   40,371 0 14,880
TORONTO DOMINION COM COM 891160509 1,286 26,920 SH   SOLE   26,920 0 0
TOTAL SA-SPON ADR COM 89151E109 1,818 35,500 SH   SOLE   35,500 0 0
TOTAL SYSTEM SERVICES INC COMM COM 891906109 8,047 236,969 SH   SOLE   143,655 0 93,314
TOWER INTERNATIONAL INC COMMON COM 891826109 399 15,614 SH   SOLE   11,154 0 4,460
TOWERS WATSON + CO CL A COMMON COM 891894107 9,573 84,589 SH   SOLE   64,613 0 19,976
TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 571 37,733 SH   SOLE   15,287 0 22,446
TOYOTA MOTOR CORP ADR COM 892331307 2,631 20,970 SH   SOLE   20,970 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 17,072 216,599 SH   SOLE   146,193 0 70,406
TRADE STR RESIDENTIAL INC COM 89255N203 173 22,440 SH   SOLE   8,340 0 14,100
TRANSATLANTIC PETROLEUM COM G89982113 113 20,885 SH   SOLE   9,985 0 10,900
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TRANSDIGM GROUP INC COMMON STO COM 893641100 8,735 44,487 SH   SOLE   30,481 0 14,006
TRANSENTERIX INC COM 89366M201 104 35,695 SH   SOLE   15,045 0 20,650
TRANSOCEAN INC SHS COM H8817H100 4,847 264,404 SH   SOLE   170,864 0 93,540
TRAVELERS COS INC/THE COMMON S COM 89417E109 56,428 533,092 SH   SOLE   269,148 0 263,944
TRAVELPORT WORLDWIDE LTD COM G9019D104 305 16,919 SH   SOLE   2,800 0 14,119
TRECORA RESOURCES COM 894648104 252 17,143 SH   SOLE   11,513 0 5,630
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TREEHOUSE FOODS INC COMMON STO COM 89469A104 6,437 75,263 SH   SOLE   53,228 0 22,035
TREMOR VIDEO INC COM COM 89484Q100 122 42,515 SH   SOLE   15,324 0 27,191
TREX COMPANY INC COMMON STOCK COM 89531P105 1,365 32,068 SH   SOLE   24,283 0 7,785
TRI POINTE HOMES INC COM 87265H109 2,698 176,890 SH   SOLE   71,615 0 105,275
TRIANGLE PETROLEUM CORP COMMON COM 89600B201 375 78,535 SH   SOLE   43,165 0 35,370
TRICO BANCSHARES COMMON STOCK COM 896095106 659 26,681 SH   SOLE   9,441 0 17,240
TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,289 41,187 SH   SOLE   28,113 0 13,074
TRIMBLE NAVIGATION LTD COMMON COM 896239100 9,675 364,529 SH   SOLE   296,357 0 68,172
TRINET GROUP INC COM 896288107 503 16,090 SH   SOLE   6,720 0 9,370
TRINITY INDUSTRIES INC COMMON COM 896522109 6,018 214,861 SH   SOLE   170,053 0 44,808
TRIPADVISOR INC COM 896945201 11,992 160,616 SH   SOLE   100,250 0 60,366
TRIPLE S MANAGEMENT CORP B COM COM 896749108 793 33,180 SH   SOLE   13,860 0 19,320
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 5,038 182,874 SH   SOLE   143,139 0 39,735
TRISTATE CAP HLDGS INC COM 89678F100 274 26,733 SH   SOLE   9,923 0 16,810
TRIUMPH GROUP INC COMMON STOCK COM 896818101 4,489 66,777 SH   SOLE   53,151 0 13,626
TRONOX LIMITED COM COM Q9235V101 1,879 78,675 SH   SOLE   31,475 0 47,200
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,036 46,572 SH   SOLE   34,797 0 11,775
TRULIA INC COM 897888103 1,449 31,476 SH   SOLE   21,805 0 9,671
TRUSTCO BANK CORP NY COMMON ST COM 898349105 1,076 148,250 SH   SOLE   71,150 0 77,100
TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,802 154,912 SH   SOLE   100,602 0 54,310
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 7,646 74,339 SH   SOLE   40,400 0 33,939
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 647 85,973 SH   SOLE   40,253 0 45,720
TUESDAY MORNING CORP COMMON ST COM 899035505 1,026 47,297 SH   SOLE   30,237 0 17,060
TUMI HODINGD INC COM COM 89969Q104 941 39,655 SH   SOLE   28,090 0 11,565
TUPPERWARE BRANDS CORP COMMON COM 899896104 4,501 71,447 SH   SOLE   58,420 0 13,027
TUTOR PERINI CORP COMMON STOCK COM 901109108 1,209 50,229 SH   SOLE   20,731 0 29,498
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 117,135 3,049,992 SH   SOLE   1,557,231 0 1,492,761
TWITTER INC COM 90184L102 13,736 382,948 SH   SOLE   277,063 0 105,885
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,148 214,393 SH   SOLE   128,623 0 85,770
TYCO INTERNATIONAL PLC COM G91442106 25,806 588,365 SH   SOLE   367,880 0 220,485
TYLER TECHNOLOGIES INC COMMON COM 902252105 6,201 56,661 SH   SOLE   45,145 0 11,516
TYSON FOODS INC CL A COMMON ST COM 902494103 14,848 370,369 SH   SOLE   203,860 0 166,509
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UBS AG COM H89231338 684 41,400 SH   SOLE   41,400 0 0
UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
UDR INC REIT USD.01 COM 902653104 10,218 331,546 SH   SOLE   240,409 0 91,137
UGI CORP COMMON STOCK NPV COM 902681105 8,192 215,705 SH   SOLE   165,037 0 50,668
UIL HOLDINGS CORP COMMON STOCK COM 902748102 4,027 92,489 SH   SOLE   47,953 0 44,536
ULTA SALON COSMETICS + FRAGR C COM 90384S303 6,677 52,229 SH   SOLE   34,890 0 17,339
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 6,662 45,375 SH   SOLE   36,903 0 8,472
ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 344 37,053 SH   SOLE   16,193 0 20,860
ULTRA PETROLEUM CORP COMMON ST COM 903914109 1,472 111,887 SH   SOLE   65,133 0 46,754
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 231 5,259 SH   SOLE   3,604 0 1,655
ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 69 32,139 SH   SOLE   11,719 0 20,420
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ULURU INC COM 90403T209 18 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 3,881 68,218 SH   SOLE   36,358 0 31,860
UMH PROPERTIES INC REIT USD.1 COM 903002103 221 23,168 SH   SOLE   9,058 0 14,110
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 5,944 349,468 SH   SOLE   215,314 0 134,154
UNDER ARMOUR INC CLASS A COMMO COM 904311107 16,134 237,621 SH   SOLE   146,783 0 90,838
UNIFI INC COMMON STOCK USD.1 COM 904677200 587 19,750 SH   SOLE   8,194 0 11,556
UNIFIRST CORP/MA COMMON STOCK COM 904708104 3,772 31,062 SH   SOLE   18,031 0 13,031
UNILEVER N V NY SHS NEW COM 904784709 924 23,665 SH   SOLE   23,665 0 0
UNILEVER PLC ADR COM 904767704 671 16,570 SH   SOLE   16,570 0 0
UNILIFE CORP COMMON STOCK USD. COM 90478E103 297 88,586 SH   SOLE   55,496 0 33,090
UNION BANKSHARES CORPORATION COM 90539J109 1,953 81,098 SH   SOLE   43,515 0 37,583
UNION PACIFIC CORP COMMON STOC COM 907818108 184,232 1,546,482 SH   SOLE   818,587 0 727,895
UNISYS CORP COMMON STOCK USD.0 COM 909214306 1,825 61,921 SH   SOLE   36,921 0 25,000
UNIT CORP COMMON STOCK USD.2 COM 909218109 2,251 66,023 SH   SOLE   45,237 0 20,786
UNITED BANKSHARES INC COMMON S COM 909907107 4,043 107,960 SH   SOLE   50,347 0 57,613
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,356 71,595 SH   SOLE   32,737 0 38,858
UNITED COMMUNITY FINL COM COM 909839102 368 68,563 SH   SOLE   25,244 0 43,319
UNITED CONTINENTAL HOLDINGS CO COM 910047109 21,345 319,107 SH   SOLE   207,207 0 111,900
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UNITED FIRE GROUP INC COM 910340108 1,020 34,308 SH   SOLE   17,178 0 17,130
UNITED NATURAL FOODS INC COMMO COM 911163103 6,010 77,728 SH   SOLE   64,583 0 13,145
UNITED PARCEL SERVICE CL B COM COM 911312106 129,399 1,163,974 SH   SOLE   593,933 0 570,041
UNITED RENTALS INC COMMON STOC COM 911363109 14,020 137,439 SH   SOLE   85,043 0 52,396
UNITED STATES STEEL CORP COMMO COM 912909108 4,821 180,285 SH   SOLE   138,718 0 41,567
UNITED STATIONERS INC COMMON S COM 913004107 2,984 70,787 SH   SOLE   37,157 0 33,630
UNITED TECHNOLOGIES CORP COMMO COM 913017109 147,960 1,286,606 SH   SOLE   719,097 0 567,509
UNITED THERAPEUTICS CORP COMMO COM 91307C102 8,837 68,242 SH   SOLE   56,150 0 12,092
UNITEDHEALTH GROUP INC COMMON COM 91324P102 167,043 1,652,417 SH   SOLE   851,013 0 801,404
UNITEDINS HLDGS CORP COM 910710102 277 12,600 SH   SOLE   8,170 0 4,430
UNITIL CORP COMMON STOCK NPV COM 913259107 682 18,593 SH   SOLE   7,683 0 10,910
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 529 57,039 SH   SOLE   22,559 0 34,480
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 1,566 35,617 SH   SOLE   20,473 0 15,144
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,049 37,787 SH   SOLE   26,722 0 11,065
UNIVERSAL ELECTRONICS INC COMM COM 913483103 944 14,512 SH   SOLE   11,017 0 3,495
UNIVERSAL FOREST PRODUCTS COMM COM 913543104 1,975 37,119 SH   SOLE   20,869 0 16,250
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UNIVERSAL HEALTH SERVICES B CO COM 913903100 11,277 101,360 SH   SOLE   59,876 0 41,484
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 587 28,699 SH   SOLE   21,039 0 7,660
UNIVERSAL STAINLESS + ALLOY CO COM 913837100 233 9,283 SH   SOLE   3,863 0 5,420
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 343 34,901 SH   SOLE   15,936 0 18,965
UNIVERSAL TRUCKLOAD SERVICES C COM 91388P105 217 7,604 SH   SOLE   3,614 0 3,990
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 507 25,049 SH   SOLE   10,049 0 15,000
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 11,634 333,555 SH   SOLE   182,024 0 151,531
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URBAN OUTFITTERS INC COMMON ST COM 917047102 5,200 148,035 SH   SOLE   89,389 0 58,646
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US BANCORP COMMON STOCK USD.01 COM 902973304 131,031 2,915,048 SH   SOLE   1,522,292 0 1,392,756
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US ECOLOGY INC COMMON STOCK US COM 91732J102 1,369 34,119 SH   SOLE   27,599 0 6,520
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USA TRUCK INC COM COM 902925106 201 7,095 SH   SOLE   2,295 0 4,800
USANA HEALTH SCIENCES INC COMM COM 90328M107 563 5,485 SH   SOLE   3,285 0 2,200
USG CORP COMMON STOCK USD.1 COM 903293405 2,045 73,046 SH   SOLE   48,876 0 24,170
UTI WORLDWIDE INC COMMON STOCK COM G87210103 1,608 133,234 SH   SOLE   57,324 0 75,910
VAALCO ENERGY INC COMMON STOCK COM 91851C201 319 69,886 SH   SOLE   31,056 0 38,830
VAIL RESORTS INC COMMON STOCK COM 91879Q109 3,309 36,309 SH   SOLE   26,044 0 10,265
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VALERO ENERGY CORP COMMON STOC COM 91913Y100 42,479 858,159 SH   SOLE   432,627 0 425,532
VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,507 60,320 SH   SOLE   35,393 0 24,927
VALLEY NATIONAL BANCORP COMMON COM 919794107 4,055 417,608 SH   SOLE   234,375 0 183,233
VALMONT INDUSTRIES COMMON STOC COM 920253101 4,193 33,018 SH   SOLE   24,476 0 8,542
VALSPAR CORP COMMON STOCK USD. COM 920355104 10,103 116,829 SH   SOLE   96,445 0 20,384
VANDA PHARMACEUTICALS INC COMM COM 921659108 416 29,020 SH   SOLE   20,230 0 8,790
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VANTIVE CORP COM COM 92210H105 3,125 92,143 SH   SOLE   66,584 0 25,559
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 13,236 153,005 SH   SOLE   96,995 0 56,010
VASCO DATA SECURITY INTL COMMO COM 92230Y104 833 29,532 SH   SOLE   21,096 0 8,436
VASCULAR SOLUTIONS INC COMMON COM 92231M109 390 14,341 SH   SOLE   10,316 0 4,025
VCA INC COMMON STOCK USD.001 COM 918194101 5,172 106,045 SH   SOLE   80,052 0 25,993
VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,451 68,111 SH   SOLE   49,131 0 18,980
VECTREN CORPORATION COMMON STO COM 92240G101 5,238 113,305 SH   SOLE   88,085 0 25,220
VEECO INSTRUMENTS INC COMMON S COM 922417100 2,313 66,313 SH   SOLE   32,998 0 33,315
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VENTAS INC REIT USD.25 COM 92276F100 30,366 423,520 SH   SOLE   228,848 0 194,672
VERA BRADLEY INC COMMON STOCK COM 92335C106 367 18,024 SH   SOLE   11,979 0 6,045
VERASTEM INC COM 92337C104 240 26,207 SH   SOLE   10,487 0 15,720
VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 5,729 154,011 SH   SOLE   127,395 0 26,616
VERINT SYSTEMS INC COMMON STOC COM 92343X100 3,088 52,990 SH   SOLE   36,323 0 16,667
VERISIGN INC COMMON STOCK USD. COM 92343E102 9,212 161,616 SH   SOLE   100,557 0 61,059
VERISK ANALYTICS INC CLASS A C COM 92345Y106 8,543 133,387 SH   SOLE   92,852 0 40,535
VERITIV CORP COM 923454102 387 7,465 SH   SOLE   4,496 0 2,969
VERIZON COMMUNICATIONS INC COM COM 92343V104 327,118 6,992,685 SH   SOLE   3,653,469 0 3,339,216
VERTEX PHARMACEUTICALS INC COM COM 92532F100 40,415 340,196 SH   SOLE   207,839 0 132,357
VF CORP COMMON STOCK USD1. COM 918204108 40,464 540,240 SH   SOLE   359,906 0 180,334
VIACOM INC CLASS B COMMON STOC COM 92553P201 50,069 665,363 SH   SOLE   336,891 0 328,472
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 868 32,561 SH   SOLE   14,611 0 17,950
VIASAT INC COMMON STOCK USD.00 COM 92552V100 2,837 45,012 SH   SOLE   33,782 0 11,230
VICOR CORP COMMON STOCK USD.01 COM 925815102 330 27,304 SH   SOLE   12,834 0 14,470
VIEWPOINT FINANCIAL GROUP COMM COM 92672A101 1,314 55,082 SH   SOLE   26,728 0 28,354
VILLAGE SUPER MARKET CLASS A C COM 927107409 314 11,460 SH   SOLE   4,030 0 7,430
VINCE HOLDING CORP COM 92719W108 219 8,363 SH   SOLE   5,673 0 2,690
VIOLIN MEMORY INC COM 92763A101 294 61,380 SH   SOLE   43,910 0 17,470
VIRGIN AMERICA INC COM 92765X208 542 12,530 SH   SOLE   2,730 0 9,800
VIRNETX HOLDING CORP COMMON ST COM 92823T108 217 39,571 SH   SOLE   27,491 0 12,080
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,575 9,237 SH   SOLE   7,349 0 1,888
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 997 23,917 SH   SOLE   18,180 0 5,737
VISA INC CLASS A SHARES COMMON COM 92826C839 213,668 814,905 SH   SOLE   416,873 0 398,032
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,379 168,138 SH   SOLE   126,677 0 41,461
VISHAY PRECISION GROUP COMMON COM 92835K103 297 17,332 SH   SOLE   6,767 0 10,565
VISTEON CORP COMMON STOCK COM 92839U206 3,186 29,819 SH   SOLE   15,967 0 13,852
VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,738 35,770 SH   SOLE   20,420 0 15,350
VITESSE SEMICONDUCTOR CORP COM COM 928497304 131 34,640 SH   SOLE   22,310 0 12,330
VIVINT SOLAR INC COM 92854Q106 106 11,475 SH   SOLE   175 0 11,300
VIVUS INC COMMON STOCK USD.001 COM 928551100 262 90,914 SH   SOLE   63,314 0 27,600
VMWARE INC CLASS A COMMON STOC COM 928563402 7,522 91,152 SH   SOLE   45,332 0 45,820
VOCERA COMMUNICATIONS INC COM COM 92857F107 191 18,331 SH   SOLE   13,241 0 5,090
VODAFONE GROUP PLC ADR COM 92857W308 1,302 38,107 SH   SOLE   38,107 0 0
VOLCANO CORP COMMON STOCK USD. COM 928645100 748 41,848 SH   SOLE   28,108 0 13,740
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 922 242,055 SH   SOLE   99,895 0 142,160
VORNADO REALTY TRUST REIT USD. COM 929042109 29,967 254,583 SH   SOLE   130,303 0 124,280
VOXX INTERNATIONAL CORPORATION COM 91829F104 276 31,538 SH   SOLE   13,308 0 18,230
VOYA FINANACIAL INC COM 929089100 3,710 87,547 SH   SOLE   50,457 0 37,090
VRINGO INC COM COM 92911N104 32 58,832 SH   SOLE   40,801 0 18,031
VSE CORP COMMON STOCK USD.05 COM 918284100 353 5,352 SH   SOLE   2,092 0 3,260
VULCAN MATERIALS CO COMMON STO COM 929160109 10,850 165,062 SH   SOLE   90,865 0 74,197
VWR CORPORATION COM 91843L103 216 8,340 SH   SOLE   6,490 0 1,850
W+T OFFSHORE INC COMMON STOCK COM 92922P106 294 40,098 SH   SOLE   18,858 0 21,240
WABASH NATIONAL CORP COMMON ST COM 929566107 758 61,321 SH   SOLE   40,721 0 20,600
WABCO HOLDINGS INC COMMON STOC COM 92927K102 5,014 47,850 SH   SOLE   31,031 0 16,819
WABTEC CORP COMMON STOCK USD.0 COM 929740108 12,176 140,131 SH   SOLE   110,147 0 29,984
WADDELL + REED FINANCIAL A COM COM 930059100 5,894 118,298 SH   SOLE   96,780 0 21,518
WAGEWORKS INC COM COM 930427109 2,135 33,063 SH   SOLE   25,228 0 7,835
WAL MART STORES INC COMMON STO COM 931142103 223,591 2,603,525 SH   SOLE   1,315,597 0 1,287,928
WALGREENS BOOTS ALLIANCE INC COM 931427108 118,184 1,550,966 SH   SOLE   815,183 0 735,783
WALKER + DUNLOP INC COMMON STO COM 93148P102 444 25,308 SH   SOLE   11,228 0 14,080
WALT DISNEY CO/THE COMMON STOC COM 254687106 262,459 2,786,487 SH   SOLE   1,445,693 0 1,340,794
WALTER ENERGY INC COMMON STOCK COM 93317Q105 128 92,644 SH   SOLE   45,774 0 46,870
WALTER INVESTMENT MANAGEMENT R COM 93317W102 860 52,113 SH   SOLE   22,305 0 29,808
WARREN RESOURCES INC COMMON ST COM 93564A100 164 101,639 SH   SOLE   42,009 0 59,630
WASHINGTON FEDERAL INC COMMON COM 938824109 4,221 190,575 SH   SOLE   106,025 0 84,550
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WASHINGTON TRUST BANCORP COMMO COM 940610108 1,034 25,725 SH   SOLE   12,365 0 13,360
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WASTE MANAGEMENT INC COMMON ST COM 94106L109 38,700 754,097 SH   SOLE   357,825 0 396,272
WATERS CORP COMMON STOCK USD.0 COM 941848103 18,014 159,808 SH   SOLE   75,098 0 84,710
WATERSTONE FINANCIAL INC. COM 94188P101 535 40,657 SH   SOLE   14,411 0 26,246
WATSCO INC COMMON STOCK USD.5 COM 942622200 4,172 38,987 SH   SOLE   32,421 0 6,566
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,956 46,603 SH   SOLE   24,033 0 22,570
WAUSAU PAPER CORP COMMON STOCK COM 943315101 637 56,042 SH   SOLE   37,522 0 18,520
WCI COMMUNITIES INC COM 92923C807 259 13,205 SH   SOLE   4,205 0 9,000
WD 40 CO COMMON STOCK USD.001 COM 929236107 2,441 28,696 SH   SOLE   23,516 0 5,180
WEB.COM GROUP INC COMMON STOCK COM 94733A104 824 43,408 SH   SOLE   31,698 0 11,710
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,404 35,494 SH   SOLE   22,911 0 12,583
WEBSTER FINANCIAL CORP COMMON COM 947890109 6,258 192,373 SH   SOLE   116,103 0 76,270
WEIGHT WATCHERS INTL INC COMMO COM 948626106 630 25,364 SH   SOLE   16,584 0 8,780
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WEIS MARKETS INC COMMON STOCK COM 948849104 880 18,411 SH   SOLE   8,965 0 9,446
WELLCARE HEALTH PLANS INC COMM COM 94946T106 7,650 93,222 SH   SOLE   58,562 0 34,660
WELLS FARGO + CO COMMON STOCK COM 949746101 415,216 7,574,173 SH   SOLE   3,665,114 0 3,909,059
WENDY S CO/THE COMMON STOCK US COM 95058W100 3,378 374,085 SH   SOLE   279,036 0 95,049
WERNER ENTERPRISES INC COMMON COM 950755108 3,391 108,853 SH   SOLE   76,833 0 32,020
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,297 37,276 SH   SOLE   16,092 0 21,184
WESCO AIRCRAFT HOLDINGS INC COM 950814103 871 62,309 SH   SOLE   25,449 0 36,860
WESCO INTERNATIONAL INC COMMON COM 95082P105 2,371 31,115 SH   SOLE   15,135 0 15,980
WEST BANCORPORATION COMMON STO COM 95123P106 349 20,497 SH   SOLE   8,370 0 12,127
WEST CORP COM COM 952355204 1,294 39,207 SH   SOLE   20,347 0 18,860
WEST MARINE INC COMMON STOCK U COM 954235107 330 25,536 SH   SOLE   10,511 0 15,025
WEST PHARMACEUTICAL SERVICES C COM 955306105 8,173 153,510 SH   SOLE   133,140 0 20,370
WESTAMERICA BANCORPORATION COM COM 957090103 2,734 55,780 SH   SOLE   32,468 0 23,312
WESTAR ENERGY INC COMMON STOCK COM 95709T100 6,758 163,866 SH   SOLE   127,250 0 36,616
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WESTERN ASSET MTG CAP CORP COM 95790D105 729 49,578 SH   SOLE   17,814 0 31,764
WESTERN DIGITAL CORP COMMON ST COM 958102105 31,124 281,155 SH   SOLE   154,543 0 126,612
WESTERN REFINING INC COMMON ST COM 959319104 3,740 98,996 SH   SOLE   82,936 0 16,060
WESTERN UNION CO COMMON STOCK COM 959802109 16,176 903,186 SH   SOLE   592,234 0 310,952
WESTLAKE CHEMICAL CORP COMMON COM 960413102 1,870 30,615 SH   SOLE   21,025 0 9,590
WESTMORELAND COAL CO COMMON ST COM 960878106 609 18,337 SH   SOLE   6,857 0 11,480
WESTPAC BANKING CORP SP ADR COM 961214301 1,092 40,592 SH   SOLE   40,592 0 0
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WEX INC COM 96208T104 6,304 63,726 SH   SOLE   53,375 0 10,351
WEYCO GROUP INC COMMON STOCK U COM 962149100 298 10,047 SH   SOLE   3,537 0 6,510
WEYERHAEUSER CO REIT USD1.25 COM 962166104 25,886 721,254 SH   SOLE   375,088 0 346,166
WGL HOLDINGS INC COMMON STOCK COM 92924F106 5,787 105,959 SH   SOLE   63,503 0 42,456
WHIRLPOOL CORP COMMON STOCK US COM 963320106 20,474 105,676 SH   SOLE   54,172 0 51,504
WHITE MOUNTAINS INSURANCE GP C COM G9618E107 2,662 4,224 SH   SOLE   2,236 0 1,988
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WHITING PETROLEUM CORP COMMON COM 966387102 3,955 119,849 SH   SOLE   75,246 0 44,603
WHOLE FOODS MARKET INC COMMON COM 966837106 24,872 493,292 SH   SOLE   282,442 0 210,850
WILEY (JOHN) + SONS CLASS A CO COM 968223206 4,820 81,367 SH   SOLE   69,367 0 12,000
WILLBROS GROUP INC COMMON STOC COM 969203108 216 34,455 SH   SOLE   24,995 0 9,460
WILLIAMS COS INC COMMON STOCK COM 969457100 53,062 1,180,727 SH   SOLE   605,343 0 575,384
WILLIAMS SONOMA INC COMMON STO COM 969904101 11,548 152,592 SH   SOLE   130,006 0 22,586
WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,066 105,234 SH   SOLE   49,664 0 55,570
WINDSTREAM HOLDINGS INC COM 97382A101 7,476 907,307 SH   SOLE   586,798 0 320,509
WINNEBAGO INDUSTRIES COMMON ST COM 974637100 707 32,474 SH   SOLE   24,994 0 7,480
WINTRUST FINANCIAL CORP COMMON COM 97650W108 3,734 79,862 SH   SOLE   41,747 0 38,115
WISCONSIN ENERGY CORP COMMON S COM 976657106 17,346 328,902 SH   SOLE   201,113 0 127,789
WISDOMTREE INVTS INC COM COM 97717P104 1,328 84,697 SH   SOLE   60,652 0 24,045
WIX.COM LTD COM M98068105 216 10,275 SH   SOLE   7,295 0 2,980
WOLVERINE WORLD WIDE INC COMMO COM 978097103 3,591 121,838 SH   SOLE   93,973 0 27,865
WOODWARD INC COMMON STOCK USD. COM 980745103 5,591 113,561 SH   SOLE   82,391 0 31,170
WORKDAY INC COM 98138H101 5,850 71,681 SH   SOLE   50,991 0 20,690
WORLD ACCEPTANCE CORP COMMON S COM 981419104 914 11,504 SH   SOLE   8,514 0 2,990
WORLD FUEL SERVICES CORP COMMO COM 981475106 4,457 94,961 SH   SOLE   73,798 0 21,163
WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 337 27,275 SH   SOLE   17,765 0 9,510
WORTHINGTON INDUSTRIES COMMON COM 981811102 2,562 85,152 SH   SOLE   69,742 0 15,410
WP CAREY INC COM 92936U109 4,626 65,993 SH   SOLE   35,873 0 30,120
WP GLIMCHER INC COM 92939N102 3,534 205,211 SH   SOLE   146,106 0 59,105
WPP PLC ADR COM 92937A102 416 4,000 SH   SOLE   4,000 0 0
WPX ENERGY INC COM 98212B103 3,040 261,354 SH   SOLE   196,437 0 64,917
WR BERKLEY CORP COMMON STOCK U COM 084423102 6,725 131,203 SH   SOLE   99,026 0 32,177
WR GRACE + CO COMMON STOCK USD COM 38388F108 5,651 59,239 SH   SOLE   39,959 0 19,280
WRIGHT MEDICAL GROUP INC COMMO COM 98235T107 1,482 55,171 SH   SOLE   27,508 0 27,663
WSFS FINANCIAL CORP COMMON STO COM 929328102 998 12,980 SH   SOLE   4,820 0 8,160
WSP HOLDINGS LTD COM 92934f203 0 10,690 SH   SOLE   10,690 0 0
WW GRAINGER INC COMMON STOCK U COM 384802104 25,911 101,655 SH   SOLE   61,743 0 39,912
WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 16,097 187,702 SH   SOLE   110,891 0 76,811
WYNN RESORTS LTD COMMON STOCK COM 983134107 16,955 113,978 SH   SOLE   71,800 0 42,178
XCEL ENERGY INC COMMON STOCK U COM 98389B100 25,681 714,960 SH   SOLE   414,251 0 300,709
XCERRA CORP COM 98400J108 533 58,192 SH   SOLE   29,364 0 28,828
XENCOR INC COM 98401F105 174 10,845 SH   SOLE   7,120 0 3,725
XENOPORT INC COMMON STOCK USD. COM 98411C100 639 72,918 SH   SOLE   31,128 0 41,790
XEROX CORP COMMON STOCK USD1. COM 984121103 15,957 1,151,305 SH   SOLE   587,563 0 563,742
XILINX INC COMMON STOCK USD.01 COM 983919101 18,503 427,418 SH   SOLE   289,095 0 138,323
XL GROUP PLC COMMON STOCK USD. COM G98290102 11,208 326,101 SH   SOLE   183,443 0 142,658
XO GROUP INC COMMON STOCK USD. COM 983772104 540 29,654 SH   SOLE   22,154 0 7,500
XOMA CORP COM 98419J107 298 82,933 SH   SOLE   55,373 0 27,560
XOOM CORP COM 98419Q101 400 22,856 SH   SOLE   16,086 0 6,770
XPO LOGISTICS INC COM COM 983793100 2,638 64,527 SH   SOLE   29,109 0 35,418
XYLEM INC COM 98419M100 10,415 273,572 SH   SOLE   155,883 0 117,689
YADKIN FINANCIAL CORPORATION COM 984305102 517 26,312 SH   SOLE   10,396 0 15,916
YAHOO INC COMMON STOCK USD.00 COM 984332106 73,524 1,455,632 SH   SOLE   705,386 0 750,246
YAMANA GOLD INC COM COM 98462Y100 43 10,580 SH   SOLE   10,580 0 0
YELP INC COM COM 985817105 2,168 39,606 SH   SOLE   27,516 0 12,090
YORK WATER CO COMMON STOCK NPV COM 987184108 301 12,966 SH   SOLE   7,546 0 5,420
YRC WORLDWIDE INC COM 984249607 854 37,990 SH   SOLE   17,080 0 20,910
YUM BRANDS INC COMMON STOCK N COM 988498101 53,985 741,038 SH   SOLE   405,833 0 335,205
YUME INC COM COM 98872B104 108 21,500 SH   SOLE   7,750 0 13,750
ZAYO GROUP HOLDINGS INC COM 98919V105 218 7,130 SH   SOLE   4,730 0 2,400
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 6,031 77,910 SH   SOLE   62,067 0 15,843
ZELTIQ AESTHETICS INC COM 98933Q108 617 22,105 SH   SOLE   15,775 0 6,330
ZENDESK INC COM 98936J101 205 8,415 SH   SOLE   5,405 0 3,010
ZEP INC COMMON STOCK USD.01 COM 98944B108 490 32,337 SH   SOLE   17,217 0 15,120
ZILLOW INC COM 98954A107 2,579 24,353 SH   SOLE   16,890 0 7,463
ZIMMER HOLDINGS INC COMMON STO COM 98956P102 26,763 235,963 SH   SOLE   125,382 0 110,581
ZIONS BANCORPORATION COMMON ST COM 989701107 7,080 248,331 SH   SOLE   137,188 0 111,143
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 338 66,689 SH   SOLE   47,489 0 19,200
ZIX CORP COMMON STOCK USD.01 COM 98974P100 188 52,086 SH   SOLE   39,006 0 13,080
ZOETIS INC COM COM 98978V103 32,855 763,538 SH   SOLE   436,615 0 326,923
ZOGENIX INC COM 98978L105 128 93,662 SH   SOLE   66,842 0 26,820
ZULILY INC-CL A COM 989774104 235 10,048 SH   SOLE   6,618 0 3,430
ZUMIEZ INC COMMON STOCK NPV COM 989817101 981 25,402 SH   SOLE   16,512 0 8,890
ZYNGA INC CL A COM 98986T108 1,135 426,726 SH   SOLE   254,743 0 171,983