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
AMBEV CIA DE BEBID ADR ADR 02319V103 418 59,400 SH   SOLE   59,400 0 0
HSBC HOLDINGS PLC ADR ADR 404280406 2,942 57,914 SH   SOLE   57,914 0 0
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 205 35,319 SH   SOLE   14,939 0 20,380
1ST SOURCE CORP COMMON STOCK N COM 336901103 893 29,161 SH   SOLE   17,127 0 12,034
1ST UNITED BANCORP INC/NORTH C COM 33740N105 296 34,289 SH   SOLE   14,909 0 19,380
22ND CENTURY GROUP INC COM 90137F103 56 18,190 SH   SOLE   16,770 0 1,420
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 8,750 146,320 SH   SOLE   117,320 0 29,000
3M CO COMMON STOCK USD.01 COM 88579Y101 177,405 1,238,513 SH   SOLE   635,025 0 603,488
8X8 INC COMMON STOCK USD.001 COM 282914100 872 107,949 SH   SOLE   63,019 0 44,930
AAON INC COMMON STOCK USD.004 COM 000360206 1,247 37,192 SH   SOLE   23,450 0 13,742
AAR CORP COMMON STOCK USD1. COM 000361105 1,867 67,737 SH   SOLE   39,066 0 28,671
AARON S INC COMMON STOCK USD.5 COM 002535300 3,185 89,364 SH   SOLE   68,488 0 20,876
ABAXIS INC COMMON STOCK NPV COM 002567105 1,238 27,939 SH   SOLE   21,759 0 6,180
ABB LTD ADR COM 000375204 626 27,200 SH   SOLE   27,200 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 102,338 2,502,147 SH   SOLE   1,222,985 0 1,279,162
ABBVIE INC. COM 00287Y109 157,691 2,793,965 SH   SOLE   1,407,734 0 1,386,231
ABERCROMBIE + FITCH CO CL A CO COM 002896207 4,059 93,857 SH   SOLE   72,838 0 21,019
ABIOMED INC COMMON STOCK USD.0 COM 003654100 1,249 49,669 SH   SOLE   40,989 0 8,680
ABM INDUSTRIES INC COMMON STOC COM 000957100 2,947 109,228 SH   SOLE   70,042 0 39,186
ABRAXAS PETROLEUM CORP COMMON COM 003830106 748 119,416 SH   SOLE   103,496 0 15,920
ACACIA RESEARCH ACACIA TEC T COM 003881307 1,160 65,363 SH   SOLE   28,463 0 36,900
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 1,541 33,865 SH   SOLE   25,815 0 8,050
ACADIA PHARMACEUTICALS COM COM 004225108 1,519 67,253 SH   SOLE   58,583 0 8,670
ACADIA REALTY TRUST REIT USD.0 COM 004239109 2,757 98,141 SH   SOLE   54,886 0 43,255
ACCELERATE DIAGNOSTICS COM COM 00430H102 471 18,101 SH   SOLE   12,841 0 5,260
ACCELERON PHARMA INC COM 00434H108 469 13,820 SH   SOLE   9,950 0 3,870
ACCENTURE PLC CL A COMMON STOC COM G1151C101 89,447 1,106,466 SH   SOLE   622,879 0 483,587
ACCO BRANDS CORP COMMON STOCK COM 00081T108 935 145,806 SH   SOLE   65,292 0 80,514
ACCURAY INC COMMON STOCK USD.0 COM 004397105 549 62,396 SH   SOLE   45,078 0 17,318
ACCURIDE CORP COMMON STOCK COM 00439T206 165 33,791 SH   SOLE   22,311 0 11,480
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 62,866 606,230 SH   SOLE   357,236 0 248,994
ACELRX PHARMACEUTICALS COM COM 00444T100 200 19,502 SH   SOLE   14,422 0 5,080
ACETO CORP COMMON STOCK USD.01 COM 004446100 697 38,413 SH   SOLE   19,643 0 18,770
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 808 106,737 SH   SOLE   52,087 0 54,650
ACI WORLDWIDE INC COMMON STOCK COM 004498101 3,669 65,709 SH   SOLE   54,875 0 10,834
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,676 49,725 SH   SOLE   37,895 0 11,830
ACTAVIS PLC COM G0083B108 60,778 272,488 SH   SOLE   146,564 0 125,924
ACTIVISION BLIZZARD INC COMMON COM 00507V109 8,729 391,437 SH   SOLE   247,758 0 143,679
ACTUANT CORP A COMMON STOCK US COM 00508X203 4,201 121,516 SH   SOLE   72,416 0 49,100
ACTUATE CORP COMMON STOCK USD. COM 00508B102 249 52,229 SH   SOLE   27,069 0 25,160
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 8,071 58,377 SH   SOLE   47,303 0 11,074
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 3,290 151,669 SH   SOLE   96,609 0 55,060
ADAMS RES & ENERGY INC COM NEW COM 006351308 201 2,572 SH   SOLE   1,192 0 1,380
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 58,395 807,009 SH   SOLE   416,883 0 390,126
ADT CORP COM 00101J106 8,411 240,723 SH   SOLE   135,354 0 105,369
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 3,229 143,136 SH   SOLE   114,376 0 28,760
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 13,482 99,923 SH   SOLE   81,635 0 18,288
ADVANCED EMISSION SOLUTIONS IN COM 00770C101 407 17,744 SH   SOLE   12,434 0 5,310
ADVANCED ENERGY INDUSTRIES COM COM 007973100 947 49,181 SH   SOLE   36,970 0 12,211
ADVANCED MICRO DEVICES COMMON COM 007903107 4,113 981,578 SH   SOLE   700,196 0 281,382
ADVENT SOFTWARE INC COMMON STO COM 007974108 2,525 77,526 SH   SOLE   63,286 0 14,240
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,181 42,106 SH   SOLE   32,176 0 9,930
AECOM TECHNOLOGY CORP COMMON S COM 00766T100 4,010 124,531 SH   SOLE   94,198 0 30,333
AEGERION PHARMACEUTICALS INC C COM 00767E102 898 27,973 SH   SOLE   20,473 0 7,500
AEGION CORP COM 00770F104 1,354 58,193 SH   SOLE   32,139 0 26,054
AEGON, N.V. COM 007924103 250 28,526 SH   SOLE   28,526 0 0
AEROFLEX HOLDING CORP COMMON S COM 007767106 166 15,814 SH   SOLE   11,124 0 4,690
AEROPOSTALE INC COMMON STOCK U COM 007865108 375 107,569 SH   SOLE   54,649 0 52,920
AEROVIRONMENT INC COMMON STOCK COM 008073108 703 22,096 SH   SOLE   13,666 0 8,430
AES CORP COMMON STOCK USD.01 COM 00130H105 14,003 900,506 SH   SOLE   497,533 0 402,973
AETNA INC COMMON STOCK USD.01 COM 00817Y108 55,541 685,013 SH   SOLE   385,388 0 299,625
AFFILIATED MANAGERS GROUP COMM COM 008252108 15,295 74,465 SH   SOLE   57,950 0 16,515
AFFYMETRIX INC COMMON STOCK US COM 00826T108 917 102,909 SH   SOLE   58,929 0 43,980
AFLAC INC COMMON STOCK USD.1 COM 001055102 54,222 871,030 SH   SOLE   506,319 0 364,711
AG MORTGAGE INVESTMENT TRUST COM 001228105 704 37,205 SH   SOLE   18,075 0 19,130
AGCO CORP COMMON STOCK USD.01 COM 001084102 6,250 111,165 SH   SOLE   82,373 0 28,792
AGENUS INC COM COM 00847G705 175 54,500 SH   SOLE   32,700 0 21,800
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 25,171 438,217 SH   SOLE   236,876 0 201,341
AGILYSYS INC COMMON STOCK USD. COM 00847J105 314 22,298 SH   SOLE   10,192 0 12,106
AGIOS PHARMACEUTICALS INC COM COM 00847X104 549 11,990 SH   SOLE   8,820 0 3,170
AGL RESOURCES INC COMMON STOCK COM 001204106 9,249 168,070 SH   SOLE   86,364 0 81,706
AGREE REALTY CORP REIT USD.000 COM 008492100 760 25,149 SH   SOLE   14,281 0 10,868
AH BELO CORP A COMMON STOCK US COM 001282102 283 23,846 SH   SOLE   10,076 0 13,770
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,379 61,677 SH   SOLE   36,586 0 25,091
AIR METHODS CORP COMMON STOCK COM 009128307 2,314 44,792 SH   SOLE   33,755 0 11,037
AIR PRODUCTS + CHEMICALS INC C COM 009158106 51,856 403,173 SH   SOLE   234,327 0 168,846
AIR TRANSPORT SERVICES GROUP C COM 00922R105 546 65,287 SH   SOLE   30,997 0 34,290
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 1,598 89,922 SH   SOLE   53,493 0 36,429
AIRGAS INC COMMON STOCK USD.01 COM 009363102 13,483 123,795 SH   SOLE   85,241 0 38,554
AK STEEL HOLDING CORP COMMON S COM 001547108 1,603 201,418 SH   SOLE   102,728 0 98,690
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 15,976 261,638 SH   SOLE   162,671 0 98,967
AKORN INC COMMON STOCK NPV COM 009728106 3,555 106,921 SH   SOLE   88,621 0 18,300
ALAMO GROUP INC COMMON STOCK U COM 011311107 604 11,160 SH   SOLE   4,026 0 7,134
ALASKA AIR GROUP INC COMMON ST COM 011659109 9,464 99,572 SH   SOLE   75,636 0 23,936
ALBANY INTL CORP CL A COMMON S COM 012348108 1,862 49,045 SH   SOLE   28,475 0 20,570
ALBANY MOLECULAR RESEARCH COMM COM 012423109 755 37,538 SH   SOLE   16,638 0 20,900
ALBEMARLE CORP COMMON STOCK US COM 012653101 7,226 101,056 SH   SOLE   78,170 0 22,886
ALCOA INC COMMON STOCK USD1. COM 013817101 23,099 1,551,321 SH   SOLE   869,166 0 682,155
ALERE INC COMMON STOCK USD.001 COM 01449J105 2,128 56,863 SH   SOLE   32,338 0 24,525
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,617 87,251 SH   SOLE   53,231 0 34,020
ALEXANDER S INC REIT USD1. COM 014752109 1,170 3,167 SH   SOLE   2,295 0 872
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 7,502 96,620 SH   SOLE   67,609 0 29,011
ALEXION PHARMACEUTICALS INC CO COM 015351109 54,278 347,379 SH   SOLE   178,033 0 169,346
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 5,984 106,782 SH   SOLE   85,252 0 21,530
ALIMERA SCIENCES INC COMMON ST COM 016259103 125 20,843 SH   SOLE   13,593 0 7,250
ALKERMES PLC COMMON STOCK USD. COM G01767105 6,641 131,957 SH   SOLE   90,227 0 41,730
ALLEGHANY CORP COMMON STOCK US COM 017175100 8,980 20,496 SH   SOLE   15,642 0 4,854
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 6,263 138,876 SH   SOLE   80,590 0 58,286
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 2,152 18,270 SH   SOLE   13,938 0 4,332
ALLEGION PLC COM G0176J109 7,541 133,051 SH   SOLE   84,212 0 48,839
ALLERGAN INC COMMON STOCK USD. COM 018490102 89,158 526,879 SH   SOLE   269,558 0 257,321
ALLETE INC COMMON STOCK NPV COM 018522300 4,813 93,721 SH   SOLE   64,181 0 29,540
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 21,680 77,086 SH   SOLE   47,167 0 29,919
ALLIANCE ONE INTERNATIONAL COM COM 018772103 261 104,335 SH   SOLE   62,715 0 41,620
ALLIANT ENERGY CORP COMMON STO COM 018802108 8,160 134,080 SH   SOLE   101,466 0 32,614
ALLIANT TECHSYSTEMS INC COMMON COM 018804104 5,534 41,326 SH   SOLE   31,336 0 9,990
ALLIED NEVADA GOLD CORP COMMON COM 019344100 505 134,264 SH   SOLE   57,244 0 77,020
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,556 67,236 SH   SOLE   44,854 0 22,382
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,056 98,274 SH   SOLE   69,672 0 28,602
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 3,518 219,167 SH   SOLE   169,278 0 49,889
ALLSTATE CORP COMMON STOCK USD COM 020002101 43,284 737,133 SH   SOLE   377,206 0 359,927
ALLY FINANCIAL INC COM 02005N100 4,629 193,600 SH   SOLE   135,700 0 57,900
ALMOST FAMILY INC COMMON STOCK COM 020409108 261 11,829 SH   SOLE   5,919 0 5,910
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 3,423 54,188 SH   SOLE   36,748 0 17,440
ALON USA ENERGY INC COMMON STO COM 020520102 412 33,122 SH   SOLE   18,312 0 14,810
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 221 23,851 SH   SOLE   9,741 0 14,110
ALPHA NATURAL RESOURCES INC CO COM 02076X102 1,116 300,879 SH   SOLE   146,733 0 154,146
ALTERA CORP COMMON STOCK USD.0 COM 021441100 18,283 525,981 SH   SOLE   345,876 0 180,105
ALTISOURCE ASSET MANAGEMENT CO COM 02153X108 957 1,323 SH   SOLE   901 0 422
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 1,373 11,986 SH   SOLE   8,801 0 3,185
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,897 72,884 SH   SOLE   35,594 0 37,290
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 951 26,133 SH   SOLE   19,753 0 6,380
ALTRIA GROUP INC COMMON STOCK COM 02209S103 127,399 3,037,638 SH   SOLE   1,753,940 0 1,283,698
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 547 26,389 SH   SOLE   15,809 0 10,580
AMAZON.COM INC COMMON STOCK US COM 023135106 206,513 635,855 SH   SOLE   329,308 0 306,547
AMBAC FINL GROUP INC COM COM 023139884 1,526 55,876 SH   SOLE   25,866 0 30,010
AMBARELLA INC COM G037AX101 728 23,349 SH   SOLE   17,069 0 6,280
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 615 24,719 SH   SOLE   10,619 0 14,100
AMC NETWORKS INC A COMMON STOC COM 00164V103 5,109 83,091 SH   SOLE   66,773 0 16,318
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 6,990 150,882 SH   SOLE   112,853 0 38,029
AMEDISYS INC COMMON STOCK USD. COM 023436108 705 42,135 SH   SOLE   21,785 0 20,350
AMERCO COMMON STOCK USD.25 COM 023586100 1,832 6,302 SH   SOLE   3,921 0 2,381
AMEREN CORPORATION COMMON STOC COM 023608102 13,453 329,083 SH   SOLE   188,094 0 140,989
AMERESCO INC CL A COMMON STOCK COM 02361E108 166 23,596 SH   SOLE   10,246 0 13,350
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,306 65,250 SH   SOLE   31,203 0 34,047
AMERICA MOVIL ADR COM 02364W105 645 31,080 SH   SOLE   31,080 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 426 10,773 SH   SOLE   5,903 0 4,870
AMERICAN AIRLINES GROUP INC COM 02376R102 32,472 755,868 SH   SOLE   373,448 0 382,420
AMERICAN ASSETS TRUST INC REIT COM 024013104 1,895 54,862 SH   SOLE   29,822 0 25,040
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,301 68,874 SH   SOLE   48,284 0 20,590
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 5,159 134,911 SH   SOLE   98,033 0 36,878
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 5,241 223,882 SH   SOLE   130,102 0 93,780
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 454 29,700 SH   SOLE   4,200 0 25,500
AMERICAN EAGLE ENERGY CORP COM 02554F300 192 32,060 SH   SOLE   12,160 0 19,900
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,480 488,423 SH   SOLE   348,723 0 139,700
AMERICAN ELECTRIC POWER COMMON COM 025537101 43,717 783,876 SH   SOLE   390,942 0 392,934
AMERICAN EQUITY INVT LIFE HL C COM 025676206 2,464 100,153 SH   SOLE   48,663 0 51,490
AMERICAN EXPRESS CO COMMON STO COM 025816109 147,301 1,552,666 SH   SOLE   811,137 0 741,529
AMERICAN FINANCIAL GROUP INC C COM 025932104 7,514 126,156 SH   SOLE   106,068 0 20,088
AMERICAN HOMES 4 RENT COM 02665T306 1,478 83,227 SH   SOLE   41,767 0 41,460
AMERICAN INTERNATIONAL GROUP C COM 026874784 126,930 2,325,577 SH   SOLE   1,163,488 0 1,162,089
AMERICAN NATIONAL INSURANCE CO COM 028591105 629 5,504 SH   SOLE   3,133 0 2,371
AMERICAN NATL BANKSHS COM COM 027745108 208 9,551 SH   SOLE   4,211 0 5,340
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 693 20,145 SH   SOLE   14,775 0 5,370
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 1,158 17,091 SH   SOLE   13,331 0 3,760
AMERICAN REALTY CAP HEALTHCARE COM 02917R108 2,181 200,240 SH   SOLE   89,040 0 111,200
AMERICAN REALTY CAP PPTYS COM COM 02917T104 6,961 555,557 SH   SOLE   293,009 0 262,548
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 713 38,016 SH   SOLE   15,586 0 22,430
AMERICAN SCIENCE + ENGINEERI C COM 029429107 1,650 23,706 SH   SOLE   18,156 0 5,550
AMERICAN SOFTWARE INC CL A COM COM 029683109 297 30,071 SH   SOLE   24,341 0 5,730
AMERICAN STATES WATER CO COMMO COM 029899101 2,679 80,618 SH   SOLE   52,658 0 27,960
AMERICAN TOWER REIT INC COM 03027X100 64,391 715,613 SH   SOLE   349,610 0 366,003
AMERICAN VANGUARD CORP COMMON COM 030371108 632 47,769 SH   SOLE   24,089 0 23,680
AMERICAN WATER WORKS CO INC CO COM 030420103 6,421 129,855 SH   SOLE   66,805 0 63,050
AMERICAN WOODMARK CORP COMMON COM 030506109 436 13,685 SH   SOLE   9,425 0 4,260
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 31,784 264,866 SH   SOLE   154,420 0 110,446
AMERIS BANCORP COMMON STOCK US COM 03076K108 862 39,996 SH   SOLE   20,922 0 19,074
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,085 26,689 SH   SOLE   14,479 0 12,210
AMERISOURCEBERGEN CORP COMMON COM 03073E105 30,708 422,630 SH   SOLE   286,100 0 136,530
AMES NATIONAL CORP COMMON STOC COM 031001100 257 11,123 SH   SOLE   5,283 0 5,840
AMETEK INC COMMON STOCK USD.01 COM 031100100 18,947 362,412 SH   SOLE   216,443 0 145,969
AMGEN INC COMMON STOCK USD.000 COM 031162100 157,180 1,327,872 SH   SOLE   651,492 0 676,380
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 1,038 92,859 SH   SOLE   50,299 0 42,560
AMN HEALTHCARE SERVICES INC CO COM 001744101 809 65,808 SH   SOLE   32,888 0 32,920
AMPCO PITTSBURGH CORP COMMON S COM 032037103 252 10,985 SH   SOLE   4,395 0 6,590
AMPHENOL CORP CL A COMMON STOC COM 032095101 24,946 258,936 SH   SOLE   174,512 0 84,424
AMPIO PHARMACEUTICALS INC COM COM 03209T109 261 31,278 SH   SOLE   22,378 0 8,900
AMREIT INC CL B COM 03216B208 416 22,758 SH   SOLE   9,448 0 13,310
AMSURG CORP COMMON STOCK NPV COM 03232P405 2,560 56,172 SH   SOLE   36,259 0 19,913
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,665 111,573 SH   SOLE   98,045 0 13,528
AMYRIS INC COMMON STOCK COM 03236M101 124 33,233 SH   SOLE   14,073 0 19,160
ANACOR PHARMACEUTICALS INC COM COM 032420101 655 36,937 SH   SOLE   20,037 0 16,900
ANADARKO PETROLEUM CORP COMMON COM 032511107 90,397 825,771 SH   SOLE   419,347 0 406,424
ANALOG DEVICES INC COMMON STOC COM 032654105 27,180 502,681 SH   SOLE   328,263 0 174,418
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,702 21,753 SH   SOLE   12,773 0 8,980
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,770 34,311 SH   SOLE   24,727 0 9,584
ANGIE'S LIST INC COM 034754101 397 33,242 SH   SOLE   24,492 0 8,750
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 554 33,927 SH   SOLE   17,729 0 16,198
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,222 10,627 SH   SOLE   10,627 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 667 14,389 SH   SOLE   11,229 0 3,160
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,996 39,933 SH   SOLE   25,735 0 14,198
ANN INC COMMON STOCK USD.0068 COM 035623107 3,256 79,146 SH   SOLE   65,876 0 13,270
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 7,319 640,373 SH   SOLE   353,814 0 286,559
ANNIES INC COM COM 03600T104 539 15,936 SH   SOLE   12,246 0 3,690
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 8,955 118,106 SH   SOLE   91,242 0 26,864
ANTARES PHARMA INC COMMON STOC COM 036642106 249 93,133 SH   SOLE   67,803 0 25,330
ANTERO RESOURCES COM 03674X106 2,562 39,042 SH   SOLE   27,672 0 11,370
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 934 180,980 SH   SOLE   92,721 0 88,259
AOL INC COMMON STOCK USD.01 COM 00184X105 3,978 99,981 SH   SOLE   74,921 0 25,060
AON PLC COM G0408V102 36,438 404,462 SH   SOLE   251,084 0 153,378
APACHE CORP COMMON STOCK USD.6 COM 037411105 63,939 635,446 SH   SOLE   320,073 0 315,373
APARTMENT INVT + MGMT CO A RE COM 03748R101 6,966 215,863 SH   SOLE   121,616 0 94,247
APCO OIL AND GAS INTL INC COMM COM G0471F109 168 11,643 SH   SOLE   5,033 0 6,610
APOGEE ENTERPRISES INC COMMON COM 037598109 1,273 36,529 SH   SOLE   22,589 0 13,940
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 893 54,145 SH   SOLE   23,945 0 30,200
APOLLO EDUCATION GROUP INC. COM 037604105 3,824 122,372 SH   SOLE   91,520 0 30,852
APOLLO INVESTMENT CORP COMMON COM 03761U106 215 24,962 SH   SOLE   10,934 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 856 51,223 SH   SOLE   30,493 0 20,730
APPLE INC COMMON STOCK NPV COM 037833100 992,439 10,679,427 SH   SOLE   5,677,403 0 5,002,024
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 3,049 60,098 SH   SOLE   37,758 0 22,340
APPLIED MATERIALS INC COMMON S COM 038222105 39,277 1,741,767 SH   SOLE   1,040,546 0 701,221
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 809 74,871 SH   SOLE   53,251 0 21,620
APPLIED OPTOELECTRONICS INC COM 03823U102 261 11,260 SH   SOLE   8,050 0 3,210
APPROACH RESOURCES INC COMMON COM 03834A103 1,127 49,562 SH   SOLE   31,092 0 18,470
APTARGROUP INC COMMON STOCK US COM 038336103 7,913 118,084 SH   SOLE   100,413 0 17,671
AQUA AMERICA INC COMMON STOCK COM 03836W103 7,176 273,691 SH   SOLE   224,756 0 48,935
ARAMARK COM 03852U106 835 32,266 SH   SOLE   19,966 0 12,300
ARATANA THERAPEUTICS INC COM COM 03874P101 289 18,515 SH   SOLE   13,165 0 5,350
ARC DOCUMENT SOLUTIONS INC COM 00191G103 246 42,000 SH   SOLE   31,550 0 10,450
ARCBEST CORP COM 03937C105 1,281 29,442 SH   SOLE   21,782 0 7,660
ARCELOR MITTAL - NY REGISTERED COM 03938L104 190 12,740 SH   SOLE   12,740 0 0
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 4,986 86,798 SH   SOLE   49,278 0 37,520
ARCH COAL INC COMMON STOCK USD COM 039380100 1,164 318,934 SH   SOLE   170,864 0 148,070
ARCHER DANIELS MIDLAND CO COMM COM 039483102 46,781 1,060,563 SH   SOLE   544,544 0 516,019
ARCTIC CAT INC COMMON STOCK US COM 039670104 715 18,138 SH   SOLE   11,678 0 6,460
ARDMORE SHIPPING CORP COM Y0207T100 269 19,450 SH   SOLE   7,650 0 11,800
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ARMOUR RESIDENTIAL REIT INC RE COM 042315101 1,874 432,891 SH   SOLE   199,601 0 233,290
ARMSTRONG WORLD INDUSTRIES COM COM 04247X102 2,704 47,080 SH   SOLE   23,838 0 23,242
ARRAY BIOPHARMA INC COMMON STO COM 04269X105 532 116,773 SH   SOLE   73,063 0 43,710
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ARUBA NETWORKS INC COMMON STOC COM 043176106 1,814 103,544 SH   SOLE   73,494 0 30,050
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ASTEC INDUSTRIES INC COMMON ST COM 046224101 1,362 31,029 SH   SOLE   16,989 0 14,040
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BALLY TECHNOLOGIES INC COMMON COM 05874B107 3,620 55,078 SH   SOLE   44,215 0 10,863
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BECTON DICKINSON AND CO COMMON COM 075887109 42,009 355,109 SH   SOLE   217,142 0 137,967
BED BATH + BEYOND INC COMMON S COM 075896100 16,189 282,133 SH   SOLE   168,120 0 114,013
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BERKSHIRE HATHAWAY INC CL B CO COM 084670702 369,233 2,917,456 SH   SOLE   1,454,567 0 1,462,889
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BHP BBILLITON PLC ADR COM 05545E209 1,012 15,510 SH   SOLE   15,510 0 0
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BIG 5 SPORTING GOODS CORP COMM COM 08915P101 332 27,019 SH   SOLE   13,679 0 13,340
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BIO RAD LABORATORIES A COMMON COM 090572207 3,522 29,423 SH   SOLE   22,826 0 6,597
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CADENCE DESIGN SYS INC COMMON COM 127387108 6,995 399,937 SH   SOLE   321,525 0 78,412
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CALAMP CORP COM COM 128126109 804 37,108 SH   SOLE   29,538 0 7,570
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ENPRO INDUSTRIES INC COMMON ST COM 29355X107 2,102 28,730 SH   SOLE   21,810 0 6,920
ENSCO PLC COM G3157S106 10,950 197,051 SH   SOLE   126,417 0 70,634
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 658 21,184 SH   SOLE   16,004 0 5,180
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 1,989 13,198 SH   SOLE   6,595 0 6,603
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,177 158,369 SH   SOLE   95,067 0 63,302
ENTERCOM COMMUNICATIONS CL A C COM 293639100 349 32,538 SH   SOLE   14,398 0 18,140
ENTERGY CORP COMMON STOCK USD. COM 29364G103 18,604 226,631 SH   SOLE   132,044 0 94,587
ENTERPRISE FINANCIAL SERVICE C COM 293712105 418 23,162 SH   SOLE   10,122 0 13,040
ENTRAVISION COMMUNICATIONS A C COM 29382R107 327 52,553 SH   SOLE   34,483 0 18,070
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 401 120,535 SH   SOLE   70,805 0 49,730
ENVENTIS CORP COM 29402J101 177 11,196 SH   SOLE   7,946 0 3,250
ENVESTNET INC COMMON STOCK COM 29404K106 1,403 28,671 SH   SOLE   21,271 0 7,400
ENVISION HEALTHCARE HOLDINGS COM 29413U103 2,175 60,575 SH   SOLE   43,255 0 17,320
ENZO BIOCHEM INC COMMON STOCK COM 294100102 144 27,490 SH   SOLE   15,310 0 12,180
EOG RESOURCES INC COMMON STOCK COM 26875P101 108,199 925,887 SH   SOLE   483,348 0 442,539
EP ENERGY CORP CL A COM 268785102 359 15,593 SH   SOLE   9,443 0 6,150
EPAM SYSTEMS INC COM 29414B104 1,382 31,594 SH   SOLE   23,794 0 7,800
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 793 56,468 SH   SOLE   33,798 0 22,670
EPIZYME INC COM COM 29428V104 327 10,515 SH   SOLE   7,355 0 3,160
EPLUS INC COMMON STOCK USD.01 COM 294268107 348 5,984 SH   SOLE   2,604 0 3,380
EPR PROPERTIES COM 26884U109 5,216 93,360 SH   SOLE   51,070 0 42,290
EQT CORP COMMON STOCK NPV COM 26884L109 23,821 222,830 SH   SOLE   137,853 0 84,977
EQUAL ENERGY LTD COM 29390Q109 215 39,650 SH   SOLE   18,760 0 20,890
EQUIFAX INC COMMON STOCK USD1. COM 294429105 13,503 186,140 SH   SOLE   118,530 0 67,610
EQUINIX INC COMMON STOCK USD.0 COM 29444U502 14,322 68,172 SH   SOLE   55,646 0 12,526
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 3,164 71,644 SH   SOLE   41,190 0 30,454
EQUITY ONE INC REIT USD.01 COM 294752100 3,120 132,278 SH   SOLE   85,478 0 46,800
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 36,923 586,079 SH   SOLE   277,725 0 308,354
ERA GROUP INC. COM 26885G109 866 30,204 SH   SOLE   14,474 0 15,730
ERICSSON TEL - SP ADR COM 294821608 558 46,160 SH   SOLE   46,160 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,629 48,220 SH   SOLE   40,071 0 8,149
EROS INTL PLC COM G3788M114 284 18,715 SH   SOLE   8,975 0 9,740
ESB FINANCIAL CORP COMMON STOC COM 26884F102 203 15,702 SH   SOLE   7,011 0 8,691
ESCALADE INC COM COM 296056104 173 10,705 SH   SOLE   3,655 0 7,050
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,420 41,004 SH   SOLE   21,634 0 19,370
ESSENT GROUP LTD COM G3198U102 660 32,872 SH   SOLE   23,768 0 9,104
ESSEX PROPERTY TRUST INC REIT COM 297178105 14,403 77,892 SH   SOLE   37,807 0 40,085
ESTEE LAUDER COMPANIES CL A CO COM 518439104 30,890 415,968 SH   SOLE   213,570 0 202,398
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 7,605 66,060 SH   SOLE   43,756 0 22,304
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,027 41,506 SH   SOLE   23,656 0 17,850
EURONET WORLDWIDE INC COMMON S COM 298736109 2,542 52,694 SH   SOLE   39,934 0 12,760
EVERBANK FINANCIAL CORP COM COM 29977G102 2,313 114,727 SH   SOLE   54,867 0 59,860
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,186 37,928 SH   SOLE   29,238 0 8,690
EVEREST RE GROUP LTD COMMON ST COM G3223R108 8,671 54,030 SH   SOLE   41,733 0 12,297
EVERTEC INC COM COM 30040P103 1,308 53,980 SH   SOLE   39,660 0 14,320
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 165 15,045 SH   SOLE   10,895 0 4,150
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,282 60,606 SH   SOLE   38,540 0 22,066
EXACT SCIENCES CORP COMMON STO COM 30063P105 1,272 74,700 SH   SOLE   52,150 0 22,550
EXACTECH INC COMMON STOCK USD. COM 30064E109 292 11,563 SH   SOLE   5,033 0 6,530
EXAMWORKS GROUP INC COMMON STO COM 30066A105 936 29,500 SH   SOLE   22,040 0 7,460
EXAR CORP COMMON STOCK USD.000 COM 300645108 674 59,683 SH   SOLE   32,265 0 27,418
EXCEL TRUST INC REIT USD.01 COM 30068C109 828 62,090 SH   SOLE   27,290 0 34,800
EXCO RESOURCES INC COMMON STOC COM 269279402 1,036 175,967 SH   SOLE   90,497 0 85,470
EXELIS INC COM 30162A108 4,388 258,404 SH   SOLE   201,548 0 56,856
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 449 132,455 SH   SOLE   120,055 0 12,400
EXELON CORP COMMON STOCK NPV COM 30161N101 51,304 1,406,356 SH   SOLE   713,346 0 693,010
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,462 49,632 SH   SOLE   32,582 0 17,050
EXONE CO COM 302104104 308 7,777 SH   SOLE   5,637 0 2,140
EXPEDIA INC COM 30212P303 12,043 152,908 SH   SOLE   96,024 0 56,884
EXPEDITORS INTL WASH INC COMMO COM 302130109 14,988 339,408 SH   SOLE   229,442 0 109,966
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,048 14,145 SH   SOLE   11,255 0 2,890
EXPRESS INC COMMON STOCK COM 30219E103 1,760 103,369 SH   SOLE   47,339 0 56,030
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 91,455 1,319,128 SH   SOLE   666,306 0 652,822
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 4,447 98,849 SH   SOLE   54,678 0 44,171
EXTRA SPACE STORAGE INC REIT U COM 30225T102 8,823 165,697 SH   SOLE   127,178 0 38,519
EXTREME NETWORKS INC COMMON ST COM 30226D106 394 88,691 SH   SOLE   56,761 0 31,930
EXXON MOBIL CORP COMMON STOCK COM 30231G102 728,952 7,240,285 SH   SOLE   3,800,244 0 3,440,041
EZCORP INC CL A COMMON STOCK U COM 302301106 867 75,059 SH   SOLE   37,189 0 37,870
F5 NETWORKS INC COMMON STOCK N COM 315616102 12,171 109,212 SH   SOLE   68,889 0 40,323
FABRINET COMMON STOCK USD.01 COM G3323L100 957 46,467 SH   SOLE   23,517 0 22,950
FACEBOOK INC COM COM 30303M102 212,432 3,156,963 SH   SOLE   1,622,636 0 1,534,327
FACTSET RESEARCH SYSTEMS INC C COM 303075105 11,047 91,844 SH   SOLE   79,958 0 11,886
FAIR ISAAC CORP COMMON STOCK U COM 303250104 3,698 58,000 SH   SOLE   47,670 0 10,330
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 3,598 230,671 SH   SOLE   141,771 0 88,900
FAIRPOINT COMMUNICATIONS INC C COM 305560302 261 18,718 SH   SOLE   11,768 0 6,950
FAIRWAY GROUP HOLDINGS INC COM 30603D109 73 11,046 SH   SOLE   9,686 0 1,360
FAMILY DOLLAR STORES COMMON ST COM 307000109 12,998 196,526 SH   SOLE   138,911 0 57,615
FANNIE MAE COM 313586109 248 63,500 SH   SOLE   0 0 63,500
FARO TECHNOLOGIES INC COMMON S COM 311642102 1,019 20,747 SH   SOLE   14,837 0 5,910
FASTENAL CO COMMON STOCK USD.0 COM 311900104 27,987 565,512 SH   SOLE   405,375 0 160,137
FBL FINANCIAL GROUP INC CL A C COM 30239F106 605 13,160 SH   SOLE   5,940 0 7,220
FBR + CO COMMON STOCK USD.001 COM 30247C400 304 11,199 SH   SOLE   4,985 0 6,214
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 410 13,199 SH   SOLE   6,189 0 7,010
FEDERAL MOGUL HOLDINGS CORP COM 313549404 803 39,718 SH   SOLE   15,978 0 23,740
FEDERAL REALTY INVS TRUST REIT COM 313747206 14,187 117,323 SH   SOLE   91,886 0 25,437
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,295 88,405 SH   SOLE   43,735 0 44,670
FEDERATED INVESTORS INC CL B C COM 314211103 4,346 140,543 SH   SOLE   113,988 0 26,555
FEDERATED NATL HLDG CORO COM 31422T101 208 8,140 SH   SOLE   5,180 0 2,960
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 71,729 473,836 SH   SOLE   242,475 0 231,361
FEI COMPANY COMMON STOCK NPV COM 30241L109 6,281 69,223 SH   SOLE   58,335 0 10,888
FELCOR LODGING TRUST INC REIT COM 31430F101 2,053 195,328 SH   SOLE   102,578 0 92,750
FEMALE HEALTH COMPANY COMMON S COM 314462102 87 15,856 SH   SOLE   12,376 0 3,480
FERRO CORP COMMON STOCK USD1. COM 315405100 821 65,335 SH   SOLE   47,135 0 18,200
FIDELITY & GUARANTY LIFE COM 315785105 291 12,150 SH   SOLE   4,620 0 7,530
FIDELITY NATIONAL INFORMATIO C COM 31620M106 20,753 379,122 SH   SOLE   214,510 0 164,612
FIDELITY SOUTHN CORP COM COM 316394105 233 17,942 SH   SOLE   7,073 0 10,869
FIESTA RESTAURANT GROUP COM 31660B101 965 20,784 SH   SOLE   14,904 0 5,880
FIFTH THIRD BANCORP COMMON STO COM 316773100 24,059 1,126,884 SH   SOLE   620,004 0 506,880
FINANCIAL ENGINES INC COMMON S COM 317485100 2,470 54,554 SH   SOLE   43,334 0 11,220
FINANCIAL INSTITUTIONS INC COM COM 317585404 451 19,273 SH   SOLE   9,893 0 9,380
FINISAR CORPORATION COMMON STO COM 31787A507 1,916 97,009 SH   SOLE   69,701 0 27,308
FINISH LINE/THE CL A COMMON COM 317923100 2,090 70,262 SH   SOLE   41,660 0 28,602
FIREEYE INC COM 31816Q101 2,522 62,187 SH   SOLE   42,567 0 19,620
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 6,065 218,228 SH   SOLE   141,916 0 76,312
FIRST BANCORP INC/ME COMMON ST COM 31866P102 200 11,476 SH   SOLE   5,196 0 6,280
FIRST BANCORP PUERTO RICO COMM COM 318672706 742 136,418 SH   SOLE   67,918 0 68,500
FIRST BANCORP/NC COMMON STOCK COM 318910106 506 27,566 SH   SOLE   11,823 0 15,743
FIRST BUSEY CORP COMMON STOCK COM 319383105 610 104,999 SH   SOLE   55,799 0 49,200
FIRST CASH FINL SVCS INC COMMO COM 31942D107 2,043 35,475 SH   SOLE   26,915 0 8,560
FIRST CITIZENS BCSHS CL A CO COM 31946M103 2,226 9,087 SH   SOLE   3,716 0 5,371
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,408 152,693 SH   SOLE   88,867 0 63,826
FIRST COMMUNITY BANCSHARES COM COM 31983A103 289 20,147 SH   SOLE   9,750 0 10,397
FIRST CONNECTICUT BANCORP COM 319850103 309 19,282 SH   SOLE   9,252 0 10,030
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 322 11,225 SH   SOLE   5,275 0 5,950
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,465 85,141 SH   SOLE   42,455 0 42,686
FIRST FINANCIAL CORP/INDIANA C COM 320218100 563 17,490 SH   SOLE   8,270 0 9,220
FIRST FINANCIAL NORTHWEST COM COM 32022K102 201 18,455 SH   SOLE   8,905 0 9,550
FIRST FINL BANKSHARES INC COMM COM 32020R109 2,926 93,262 SH   SOLE   62,286 0 30,976
FIRST HORIZON NATIONAL CORP CO COM 320517105 3,450 290,932 SH   SOLE   223,377 0 67,555
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,168 168,148 SH   SOLE   85,674 0 82,474
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 618 22,726 SH   SOLE   10,616 0 12,110
FIRST MERCHANTS CORP COMMON ST COM 320817109 924 43,714 SH   SOLE   18,224 0 25,490
FIRST MIDWEST BANCORP INC/IL C COM 320867104 1,980 116,285 SH   SOLE   64,290 0 51,995
FIRST NBC BANK HOLDING COM 32115D106 581 17,333 SH   SOLE   7,463 0 9,870
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 3,918 448,327 SH   SOLE   347,379 0 100,948
FIRST OF LONG ISLAND CORP COMM COM 320734106 378 9,684 SH   SOLE   4,214 0 5,470
FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,133 86,357 SH   SOLE   41,284 0 45,073
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 4,683 85,167 SH   SOLE   51,988 0 33,179
FIRST SOLAR INC COMMON STOCK U COM 336433107 6,950 97,804 SH   SOLE   56,697 0 41,107
FIRSTENERGY CORP COMMON STOCK COM 337932107 18,876 543,671 SH   SOLE   304,516 0 239,155
FIRSTMERIT CORP COMMON STOCK N COM 337915102 6,337 320,884 SH   SOLE   202,274 0 118,610
FISERV INC COMMON STOCK USD.01 COM 337738108 22,910 379,805 SH   SOLE   233,733 0 146,072
FIVE BELOW COM 33829M101 1,900 47,608 SH   SOLE   35,718 0 11,890
FIVE PRIME THERAPEUTICS INC COM 33830X104 199 12,820 SH   SOLE   8,420 0 4,400
FIVE STAR QUALITY CARE COMMON COM 33832D106 242 48,365 SH   SOLE   23,005 0 25,360
FLAGSTAR BANCORP INC COMMON ST COM 337930705 490 27,048 SH   SOLE   13,307 0 13,741
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 8,616 65,373 SH   SOLE   45,749 0 19,624
FLEETMATICS GROUP LIMITED COM G35569105 1,022 31,597 SH   SOLE   23,467 0 8,130
FLIR SYSTEMS INC COMMON STOCK COM 302445101 6,658 191,718 SH   SOLE   111,155 0 80,563
FLOTEK INDUSTRIES INC COMMON S COM 343389102 2,049 63,701 SH   SOLE   50,181 0 13,520
FLOWERS FOODS INC COMMON STOCK COM 343498101 6,607 313,448 SH   SOLE   264,500 0 48,948
FLOWSERVE CORP COMMON STOCK US COM 34354P105 16,366 220,126 SH   SOLE   142,826 0 77,300
FLUIDIGM CORP COMMON STOCK COM 34385P108 663 22,550 SH   SOLE   16,380 0 6,170
FLUOR CORP COMMON STOCK USD.01 COM 343412102 16,345 212,554 SH   SOLE   134,017 0 78,537
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,001 48,709 SH   SOLE   28,947 0 19,762
FMC CORP COMMON STOCK USD.1 COM 302491303 14,357 201,674 SH   SOLE   124,262 0 77,412
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 23,200 379,886 SH   SOLE   231,953 0 147,933
FNB CORP COMMON STOCK USD.01 COM 302520101 3,121 243,429 SH   SOLE   128,648 0 114,781
FNF GROUP COM 31620R303 10,500 320,509 SH   SOLE   241,008 0 79,501
FOMENTO OCON MEXICO ADR COM 344419106 261 2,790 SH   SOLE   2,790 0 0
FOOT LOCKER INC COMMON STOCK U COM 344849104 9,063 178,692 SH   SOLE   137,684 0 41,008
FORD MOTOR CO COMMON STOCK USD COM 345370860 109,830 6,370,656 SH   SOLE   3,167,376 0 3,203,280
FOREST CITY ENTERPRISES CL A C COM 345550107 2,030 102,186 SH   SOLE   56,088 0 46,098
FOREST LABORATORIES INC COMMON COM 345838106 32,182 325,071 SH   SOLE   172,296 0 152,775
FOREST OIL CORP COMMON STOCK U COM 346091705 396 173,892 SH   SOLE   94,501 0 79,391
FORESTAR GROUP INC COMMON STOC COM 346233109 1,011 52,945 SH   SOLE   28,852 0 24,093
FORMFACTOR INC COMMON STOCK US COM 346375108 577 69,351 SH   SOLE   29,740 0 39,611
FORRESTER RESEARCH INC COMMON COM 346563109 1,691 44,641 SH   SOLE   41,091 0 3,550
FORTINET INC COMMON STOCK USD. COM 34959E109 4,690 186,629 SH   SOLE   149,662 0 36,967
FORTUNE BRANDS HOME & SECURITY COM 34964C106 8,647 216,544 SH   SOLE   167,876 0 48,668
FORTUNE INDUSTRIES INC COM 34963X200 3 19,300 SH   SOLE   19,300 0 0
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 2,433 66,792 SH   SOLE   37,312 0 29,480
FORWARD AIR CORPORATION COMMON COM 349853101 1,923 40,179 SH   SOLE   31,909 0 8,270
FOSSIL GROUP INC. COM 34988V106 7,632 73,018 SH   SOLE   45,322 0 27,696
FOSTER (LB) CO A COMMON STOCK COM 350060109 783 14,476 SH   SOLE   7,770 0 6,706
FOSTER WHEELER AG COM H27178104 2,338 68,610 SH   SOLE   47,800 0 20,810
FOUNDATION MEDICINE INC COM 350465100 292 10,848 SH   SOLE   7,468 0 3,380
FOX CHASE BANCORP INC COMMON S COM 35137T108 260 15,423 SH   SOLE   7,180 0 8,243
FRANCESCAS HOLDINGS CORP COM 351793104 587 39,849 SH   SOLE   30,389 0 9,460
FRANK'S INTERNATIONAL NV COM N33462107 1,233 50,132 SH   SOLE   10,562 0 39,570
FRANKLIN COVEY CO COMMON STOCK COM 353469109 200 9,945 SH   SOLE   5,555 0 4,390
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,446 60,640 SH   SOLE   45,230 0 15,410
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 288 13,289 SH   SOLE   6,489 0 6,800
FRANKLIN RESOURCES INC COMMON COM 354613101 49,164 849,995 SH   SOLE   512,039 0 337,956
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,753 139,311 SH   SOLE   69,941 0 69,370
FRED OLSEN ENERGY ADR COM 355613209 61 10,900 SH   SOLE   10,900 0 0
FRED S INC CLASS A COMMON STOC COM 356108100 2,077 135,860 SH   SOLE   108,478 0 27,382
FREDDIE MAC COM 313400301 255 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 62,805 1,720,683 SH   SOLE   852,683 0 868,000
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 1,789 76,118 SH   SOLE   51,064 0 25,054
FREIGHTCAR AMERICA INC COMMON COM 357023100 388 15,484 SH   SOLE   6,354 0 9,130
FRESENIUS MED CARE AG SPONSORE COM 358029106 226 6,740 SH   SOLE   6,740 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 1,807 58,961 SH   SOLE   32,714 0 26,247
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,205 35,992 SH   SOLE   25,712 0 10,280
FRONTIER COMMUNICATIONS CORP C COM 35906A108 7,642 1,308,491 SH   SOLE   743,725 0 564,766
FRONTLINE LTD COMMON STOCK USD COM G3682E127 216 74,075 SH   SOLE   30,594 0 43,481
FTD COS INC COM 30281V108 840 26,428 SH   SOLE   14,471 0 11,957
FTI CONSULTING INC COMMON STOC COM 302941109 3,030 80,106 SH   SOLE   49,696 0 30,410
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 213 19,129 SH   SOLE   8,609 0 10,520
FUELCELL ENERGY INC COMMON STO COM 35952H106 407 169,452 SH   SOLE   114,752 0 54,700
FULTON FINANCIAL CORP COMMON S COM 360271100 2,901 234,102 SH   SOLE   175,533 0 58,569
FURIEX PHARMACEUTICALS COMMON COM 36106P101 768 7,237 SH   SOLE   5,420 0 1,817
FURMANITE CORP COMMON STOCK NP COM 361086101 389 33,425 SH   SOLE   25,175 0 8,250
FUSION-IO INC COM COM 36112J107 1,494 132,197 SH   SOLE   61,307 0 70,890
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 463 27,922 SH   SOLE   15,862 0 12,060
FX ENERGY INC COMMON STOCK USD COM 302695101 137 38,018 SH   SOLE   30,458 0 7,560
FXCM INC A COMMON STOCK USD.01 COM 302693106 903 60,370 SH   SOLE   30,490 0 29,880
G + K SERVICES INC CL A COMMO COM 361268105 1,723 33,083 SH   SOLE   17,913 0 15,170
G III APPAREL GROUP LTD COMMON COM 36237H101 1,660 20,325 SH   SOLE   15,895 0 4,430
GAIAM INC CL A COM 36268Q103 109 14,200 SH   SOLE   2,200 0 12,000
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 201 25,512 SH   SOLE   10,332 0 15,180
GALECTIN THERAPEUTICS INC COM 363225202 192 13,930 SH   SOLE   9,310 0 4,620
GALENA BIOPHARMA COM COM 363256108 311 101,510 SH   SOLE   75,250 0 26,260
GAMCO INVESTORS INC A COMMON S COM 361438104 630 7,584 SH   SOLE   5,434 0 2,150
GAMESTOP CORP CLASS A COMMON S COM 36467W109 6,939 171,458 SH   SOLE   100,362 0 71,096
GAMING & LEISURE PROPERTIES IN COM 36467J108 1,749 51,477 SH   SOLE   32,307 0 19,170
GANNETT CO COMMON STOCK USD1. COM 364730101 9,453 301,917 SH   SOLE   168,460 0 133,457
GAP INC/THE COMMON STOCK USD.0 COM 364760108 23,823 573,089 SH   SOLE   418,605 0 154,484
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 13,235 217,318 SH   SOLE   153,255 0 64,063
GARTNER INC COMMON STOCK USD.0 COM 366651107 9,007 127,721 SH   SOLE   103,485 0 24,236
GASLOG LTD COM COM G37585109 1,568 49,176 SH   SOLE   25,026 0 24,150
GASTAR EXPLORATION INC COM 36729W202 406 46,629 SH   SOLE   33,349 0 13,280
GATX CORP COMMON STOCK USD.625 COM 361448103 3,850 57,508 SH   SOLE   43,202 0 14,306
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,119 58,561 SH   SOLE   52,991 0 5,570
GENERAC HOLDINGS INC COMMON ST COM 368736104 3,008 61,705 SH   SOLE   46,685 0 15,020
GENERAL CABLE CORP COMMON STOC COM 369300108 1,831 71,350 SH   SOLE   35,460 0 35,890
GENERAL COMMUNICATION INC A CO COM 369385109 517 46,689 SH   SOLE   36,709 0 9,980
GENERAL DYNAMICS CORP COMMON S COM 369550108 55,330 474,734 SH   SOLE   256,297 0 218,437
GENERAL ELECTRIC CO COMMON STO COM 369604103 394,869 15,025,461 SH   SOLE   7,810,377 0 7,215,084
GENERAL GROWTH PROPERTIES REIT COM 370023103 17,149 727,891 SH   SOLE   380,340 0 347,551
GENERAL MILLS INC COMMON STOCK COM 370334104 61,238 1,165,555 SH   SOLE   612,751 0 552,804
GENERAL MOTORS CO COMMON STOCK COM 37045V100 82,317 2,267,678 SH   SOLE   1,119,492 0 1,148,186
GENESCO INC COMMON STOCK USD1. COM 371532102 2,945 35,856 SH   SOLE   20,366 0 15,490
GENESEE + WYOMING INC CL A COM COM 371559105 6,628 63,127 SH   SOLE   51,453 0 11,674
GENMARK DIAGNOSTICS INC COM 372309104 423 31,290 SH   SOLE   22,200 0 9,090
GENOMIC HEALTH INC COMMON STOC COM 37244C101 491 17,924 SH   SOLE   11,804 0 6,120
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 1,818 103,687 SH   SOLE   60,468 0 43,219
GENTEX CORP COMMON STOCK USD.0 COM 371901109 5,929 203,802 SH   SOLE   164,193 0 39,609
GENTHERM INC COM 37253A103 1,384 31,139 SH   SOLE   23,449 0 7,690
GENTIVA HEALTH SERVICES COMMON COM 37247A102 490 32,519 SH   SOLE   22,709 0 9,810
GENUINE PARTS CO COMMON STOCK COM 372460105 27,434 312,456 SH   SOLE   224,465 0 87,991
GENWORTH FINANCIAL INC CL A CO COM 37247D106 11,329 651,074 SH   SOLE   360,751 0 290,323
GEO GROUP INC/THE COMMON STOCK COM 36162J106 4,434 124,096 SH   SOLE   68,119 0 55,977
GEOMET INC COM 37250U201 1 39,097 SH   SOLE   39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,087 19,741 SH   SOLE   11,353 0 8,388
GERDAU SA SIDERURG ADR COM 373737105 79 13,400 SH   SOLE   13,400 0 0
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GERON CORP COMMON STOCK USD.00 COM 374163103 601 187,169 SH   SOLE   80,457 0 106,712
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GFI GROUP INC COMMON STOCK USD COM 361652209 315 94,835 SH   SOLE   41,415 0 53,420
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GIGAMON INC COM 37518B102 364 19,004 SH   SOLE   13,764 0 5,240
GILEAD SCIENCES INC COMMON STO COM 375558103 221,588 2,672,633 SH   SOLE   1,360,693 0 1,311,940
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GLADSTONE COMMERCIAL CORP REIT COM 376536108 343 19,182 SH   SOLE   7,372 0 11,810
GLADSTONE INVESTMENT CORP COMM COM 376546107 87 11,780 SH   SOLE   11,780 0 0
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,940 73,129 SH   SOLE   47,369 0 25,760
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,912 35,750 SH   SOLE   35,750 0 0
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GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 264 15,649 SH   SOLE   10,099 0 5,550
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 769 86,432 SH   SOLE   40,922 0 45,510
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 392 31,632 SH   SOLE   19,222 0 12,410
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 325 12,512 SH   SOLE   6,902 0 5,610
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GLOBAL POWER EQUIPMENT GROUP C COM 37941P306 333 20,590 SH   SOLE   9,040 0 11,550
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GLOBALSTAR INC COMMON STOCK US COM 378973408 1,378 324,305 SH   SOLE   140,805 0 183,500
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,330 64,015 SH   SOLE   48,215 0 15,800
GLOBUS MEDICAL INC A COM COM 379577208 1,412 59,045 SH   SOLE   44,695 0 14,350
GLU MOBILE INC COMMON STOCK US COM 379890106 359 71,747 SH   SOLE   48,597 0 23,150
GNC HOLDINGS INC CL A COMMON S COM 36191G107 2,456 72,038 SH   SOLE   49,766 0 22,272
GOGO INC COM 38046C109 912 46,611 SH   SOLE   34,381 0 12,230
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GOLDCORP INC COM 380956409 331 11,870 SH   SOLE   11,870 0 0
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GOODRICH PETROLEUM CORP COMMON COM 382410405 931 33,738 SH   SOLE   23,938 0 9,800
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 10,924 393,230 SH   SOLE   249,241 0 143,989
GOOGLE INC CL A COMMON STOCK U COM 38259P508 283,146 484,284 SH   SOLE   248,515 0 235,769
GOOGLE INC CL C COMMON STOCK U COM 38259P706 276,629 480,860 SH   SOLE   249,770 0 231,090
GORMAN RUPP CO COMMON STOCK NP COM 383082104 643 18,171 SH   SOLE   14,068 0 4,103
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GP STRATEGIES CORP COMMON STOC COM 36225V104 383 14,808 SH   SOLE   9,258 0 5,550
GRACO INC COMMON STOCK USD1. COM 384109104 7,251 92,870 SH   SOLE   71,383 0 21,487
GRAFTECH INTERNATIONAL LTD COM COM 384313102 1,592 152,225 SH   SOLE   65,955 0 86,270
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 298 8,568 SH   SOLE   6,468 0 2,100
GRAHAM HOLDINGS CO COM 384637104 4,533 6,312 SH   SOLE   3,399 0 2,913
GRAMERCY PROPERTY TRUST INC COM 38489R100 861 142,373 SH   SOLE   58,179 0 84,194
GRAND CANYON EDUCATION INC COM COM 38526M106 2,119 46,090 SH   SOLE   34,590 0 11,500
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,716 75,495 SH   SOLE   48,016 0 27,479
GRAPHIC PACKAGING HOLDING CO C COM 388689101 3,080 263,286 SH   SOLE   191,936 0 71,350
GRAY TELEVISION INC COMMON STO COM 389375106 561 42,693 SH   SOLE   29,493 0 13,200
GREAT LAKES DREDGE + DOCK CO C COM 390607109 599 74,938 SH   SOLE   38,628 0 36,310
GREAT PLAINS ENERGY INC COMMON COM 391164100 4,887 181,874 SH   SOLE   139,409 0 42,465
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GREATBATCH INC COMMON STOCK US COM 39153L106 1,875 38,225 SH   SOLE   19,881 0 18,344
GREEN DOT CORP CLASS A COMMON COM 39304D102 801 42,196 SH   SOLE   21,796 0 20,400
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GREENBRIER COMPANIES INC COMMO COM 393657101 1,770 30,725 SH   SOLE   20,475 0 10,250
GREENHILL + CO INC COMMON STOC COM 395259104 2,438 49,502 SH   SOLE   41,632 0 7,870
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GREIF INC CL A COMMON STOCK NP COM 397624107 2,868 52,563 SH   SOLE   28,319 0 24,244
GRIFFON CORP COMMON STOCK USD. COM 398433102 806 64,977 SH   SOLE   40,767 0 24,210
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,967 35,191 SH   SOLE   20,648 0 14,543
GROUPON INC COM 399473107 2,348 354,690 SH   SOLE   256,436 0 98,254
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GSI GROUP INC COMMON STOCK NPV COM 36191C205 468 36,780 SH   SOLE   16,400 0 20,380
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 2,961 159,184 SH   SOLE   117,044 0 42,140
GUARANTY BANCORP COM 40075T607 262 18,813 SH   SOLE   8,019 0 10,794
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GUIDANCE SOFTWARE INC COMMON S COM 401692108 126 13,789 SH   SOLE   9,979 0 3,810
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GULF ISLAND FABRICATION INC CO COM 402307102 483 22,464 SH   SOLE   11,874 0 10,590
GULFMARK OFFSHORE INC CL A COM COM 402629208 2,019 44,678 SH   SOLE   19,478 0 25,200
GULFPORT ENERGY CORP COMMON ST COM 402635304 7,249 115,429 SH   SOLE   92,009 0 23,420
H+E EQUIPMENT SERVICES INC COM COM 404030108 1,117 30,748 SH   SOLE   21,788 0 8,960
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H.B. FULLER CO. COMMON STOCK U COM 359694106 3,159 65,671 SH   SOLE   51,731 0 13,940
HACKETT GROUP INC/THE COMMON S COM 404609109 173 28,920 SH   SOLE   14,820 0 14,100
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,109 88,110 SH   SOLE   51,808 0 36,302
HAIN CELESTIAL GROUP INC COMMO COM 405217100 5,948 67,029 SH   SOLE   54,079 0 12,950
HALCON RESOURCES CORP COM COM 40537Q209 2,257 309,584 SH   SOLE   138,274 0 171,310
HALLADOR ENERGY CO COMMON STOC COM 40609P105 108 11,433 SH   SOLE   4,773 0 6,660
HALLIBURTON CO COMMON STOCK US COM 406216101 107,931 1,519,947 SH   SOLE   786,542 0 733,405
HALLMARK FINL SERVICES INC COM COM 40624Q203 215 19,956 SH   SOLE   7,678 0 12,278
HALOZYME THERAPEUTICS INC COMM COM 40637H109 904 91,483 SH   SOLE   64,373 0 27,110
HAMPTON ROADS BANKSHARES INC C COM 409321502 60 34,837 SH   SOLE   18,757 0 16,080
HANCOCK HOLDING CO COMMON STOC COM 410120109 5,752 162,856 SH   SOLE   105,667 0 57,189
HANESBRANDS INC COMMON STOCK U COM 410345102 14,324 145,509 SH   SOLE   112,997 0 32,512
HANGER INC. COM 41043F208 1,736 55,202 SH   SOLE   31,692 0 23,510
HANMI FINANCIAL CORPORATION CO COM 410495204 968 45,935 SH   SOLE   24,792 0 21,143
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 350 24,416 SH   SOLE   10,076 0 14,340
HANOVER INSURANCE GROUP INC/ C COM 410867105 3,895 61,686 SH   SOLE   47,992 0 13,694
HARBINGER GROUP INC COMMON STO COM 41146A106 1,043 82,091 SH   SOLE   42,671 0 39,420
HARLEY DAVIDSON INC COMMON STO COM 412822108 22,702 325,010 SH   SOLE   201,736 0 123,274
HARMAN INTERNATIONAL COMMON ST COM 413086109 11,343 105,589 SH   SOLE   67,059 0 38,530
HARMONIC INC COMMON STOCK USD. COM 413160102 1,008 135,156 SH   SOLE   71,441 0 63,715
HARRIS CORP COMMON STOCK USD1. COM 413875105 11,529 152,202 SH   SOLE   91,882 0 60,320
HARSCO CORP COMMON STOCK USD1. COM 415864107 3,286 123,382 SH   SOLE   99,902 0 23,480
HARTE HANKS INC COMMON STOCK U COM 416196103 560 77,818 SH   SOLE   43,238 0 34,580
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 21,025 587,133 SH   SOLE   322,902 0 264,231
HARVEST NATURAL RESOURCES IN C COM 41754V103 239 47,860 SH   SOLE   20,260 0 27,600
HASBRO INC COMMON STOCK USD.5 COM 418056107 10,044 189,340 SH   SOLE   105,579 0 83,761
HATTERAS FINANCIAL CORP REIT U COM 41902R103 2,435 122,938 SH   SOLE   53,838 0 69,100
HAVERTY FURNITURE COMMON STOCK COM 419596101 796 31,671 SH   SOLE   18,191 0 13,480
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 3,159 124,764 SH   SOLE   96,805 0 27,959
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 696 50,796 SH   SOLE   27,716 0 23,080
HAWAIIN TELCOM HOLDCO COM COM 420031106 364 12,739 SH   SOLE   5,609 0 7,130
HAWKINS INC COMMON STOCK USD.0 COM 420261109 513 13,817 SH   SOLE   6,817 0 7,000
HAYNES INTERNATIONAL INC COMMO COM 420877201 1,109 19,590 SH   SOLE   11,090 0 8,500
HCA HOLDINGS INC COMMON STOCK COM 40412C101 10,871 192,823 SH   SOLE   115,375 0 77,448
HCC INSURANCE HOLDINGS INC COM COM 404132102 8,544 174,584 SH   SOLE   144,790 0 29,794
HCI GROUP INC COM 40416E103 1,116 27,480 SH   SOLE   24,460 0 3,020
HCP INC REIT USD1. COM 40414L109 26,360 637,018 SH   SOLE   328,972 0 308,046
HD SUPPLY HOLDINGS INC COM 40416M105 2,120 74,684 SH   SOLE   52,344 0 22,340
HEADWATERS INC COMMON STOCK US COM 42210P102 1,027 73,959 SH   SOLE   55,699 0 18,260
HEALTH CARE REIT INC REIT USD1 COM 42217K106 27,588 440,208 SH   SOLE   245,791 0 194,417
HEALTH NET INC COMMON STOCK US COM 42222G108 4,228 101,782 SH   SOLE   76,878 0 24,904
HEALTHCARE REALTY TRUST INC RE COM 421946104 4,070 160,094 SH   SOLE   87,514 0 72,580
HEALTHCARE SERVICES GROUP COMM COM 421906108 3,357 114,039 SH   SOLE   96,109 0 17,930
HEALTHCARE TRUST OF AMERICA COM 42225P105 1,764 146,482 SH   SOLE   77,142 0 69,340
HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,650 101,754 SH   SOLE   67,074 0 34,680
HEALTHSTREAM INC COMMON STOCK COM 42222N103 527 21,696 SH   SOLE   16,846 0 4,850
HEALTHWAYS INC COMMON STOCK US COM 422245100 757 43,176 SH   SOLE   27,406 0 15,770
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,908 89,418 SH   SOLE   74,528 0 14,890
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 511 20,655 SH   SOLE   7,975 0 12,680
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 1,920 46,583 SH   SOLE   37,423 0 9,160
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,444 16,311 SH   SOLE   11,981 0 4,330
HECLA MINING CO COMMON STOCK U COM 422704106 1,721 498,928 SH   SOLE   254,318 0 244,610
HEICO CORP COMMON STOCK USD.01 COM 422806109 3,102 59,715 SH   SOLE   44,985 0 14,730
HEIDRICK + STRUGGLES INTL COMM COM 422819102 482 26,052 SH   SOLE   12,902 0 13,150
HELEN OF TROY LTD COMMON STOCK COM G4388N106 2,677 44,149 SH   SOLE   27,690 0 16,459
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 5,467 207,808 SH   SOLE   132,538 0 75,270
HELMERICH + PAYNE COMMON STOCK COM 423452101 25,312 218,001 SH   SOLE   147,076 0 70,925
HEMISPHERE MEDIA GROUP COM 42365Q103 131 10,401 SH   SOLE   4,721 0 5,680
HENRY SCHEIN INC COMMON STOCK COM 806407102 13,600 114,606 SH   SOLE   92,402 0 22,204
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HERCULES OFFSHORE INC COMMON S COM 427093109 819 203,717 SH   SOLE   93,758 0 109,959
HERITAGE COMMERCE CORP COMMON COM 426927109 208 25,457 SH   SOLE   11,857 0 13,600
HERITAGE FINANCIAL CORP COMMON COM 42722X106 577 35,871 SH   SOLE   15,668 0 20,203
HERITAGE OAKS BANCORP COM COM 42724R107 195 25,535 SH   SOLE   10,855 0 14,680
HERMAN MILLER INC COMMON STOCK COM 600544100 3,191 105,523 SH   SOLE   88,593 0 16,930
HERON THERAPEUTICS INC COM 427746102 172 13,950 SH   SOLE   9,680 0 4,270
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,714 255,512 SH   SOLE   112,077 0 143,435
HERSHEY CO/THE COMMON STOCK US COM 427866108 21,988 225,819 SH   SOLE   138,477 0 87,342
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 9,689 345,681 SH   SOLE   241,956 0 103,725
HESS CORP COMMON STOCK USD1. COM 42809H107 46,499 470,210 SH   SOLE   235,939 0 234,271
HEWLETT PACKARD CO COMMON STOC COM 428236103 104,646 3,107,068 SH   SOLE   1,583,300 0 1,523,768
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 3,389 82,857 SH   SOLE   56,237 0 26,620
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,306 35,121 SH   SOLE   28,111 0 7,010
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 160 15,729 SH   SOLE   9,299 0 6,430
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,822 33,629 SH   SOLE   26,199 0 7,430
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 161 42,210 SH   SOLE   22,860 0 19,350
HIGHWOODS PROPERTIES INC REIT COM 431284108 8,174 194,854 SH   SOLE   124,105 0 70,749
HILL INTERNATIONAL INC COMMON COM 431466101 114 18,370 SH   SOLE   11,010 0 7,360
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,107 74,847 SH   SOLE   57,711 0 17,136
HILLENBRAND INC COMMON STOCK N COM 431571108 2,200 67,435 SH   SOLE   50,325 0 17,110
HILLSHIRE BRANDS COM COM 432589109 10,711 171,934 SH   SOLE   138,727 0 33,207
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,920 90,302 SH   SOLE   41,392 0 48,910
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 2,345 100,638 SH   SOLE   71,378 0 29,260
HITTITE MICROWAVE CORP COMMON COM 43365Y104 3,062 39,279 SH   SOLE   30,749 0 8,530
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 2,650 129,820 SH   SOLE   105,570 0 24,250
HNI CORP COMMON STOCK USD1. COM 404251100 2,697 68,947 SH   SOLE   55,527 0 13,420
HOLLYFRONTIER CORP COMMON STOC COM 436106108 11,424 261,487 SH   SOLE   190,913 0 70,574
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,128 320,617 SH   SOLE   248,298 0 72,319
HOME BANCSHARES INC COMMON STO COM 436893200 1,898 57,844 SH   SOLE   40,784 0 17,060
HOME DEPOT INC COMMON STOCK US COM 437076102 191,422 2,364,401 SH   SOLE   1,232,455 0 1,131,946
HOME LOAN SERVICING SOLUTION C COM G6648D109 1,997 87,868 SH   SOLE   41,428 0 46,440
HOME PROPERTIES INC REIT USD.0 COM 437306103 4,705 73,560 SH   SOLE   53,255 0 20,305
HOMEAWAY INC COM COM 43739Q100 2,360 67,781 SH   SOLE   47,684 0 20,097
HOMESTREET INC COM 43785V102 318 17,289 SH   SOLE   7,599 0 9,690
HOMETRUST BANCSHARES INC COM COM 437872104 391 24,795 SH   SOLE   11,065 0 13,730
HONDA MOTOR ADR COM 438128308 914 26,120 SH   SOLE   26,120 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 120,114 1,292,245 SH   SOLE   710,154 0 582,091
HORACE MANN EDUCATORS COMMON S COM 440327104 1,988 63,589 SH   SOLE   34,733 0 28,856
HORIZON BANCORP INDIANA COM COM 440407104 235 10,771 SH   SOLE   4,651 0 6,120
HORIZON PHARMA INC COM 44047T109 897 56,692 SH   SOLE   42,502 0 14,190
HORMEL FOODS CORP COMMON STOCK COM 440452100 14,033 284,361 SH   SOLE   200,406 0 83,955
HORNBECK OFFSHORE SERVICES COM COM 440543106 3,156 67,264 SH   SOLE   37,487 0 29,777
HORSEHEAD HOLDING CORP COMMON COM 440694305 1,166 63,846 SH   SOLE   33,766 0 30,080
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 13,793 268,506 SH   SOLE   131,451 0 137,055
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HOST HOTELS + RESORTS INC REIT COM 44107P104 22,720 1,032,246 SH   SOLE   536,487 0 495,759
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,635 137,518 SH   SOLE   65,918 0 71,600
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 336 27,106 SH   SOLE   14,406 0 12,700
HOVNANIAN ENTERPRISES A COMMON COM 442487203 741 143,836 SH   SOLE   65,016 0 78,820
HOWARD HUGHES CORP/THE COMMON COM 44267D107 4,405 27,909 SH   SOLE   17,157 0 10,752
HSN INC COMMON STOCK USD.01 COM 404303109 3,206 54,114 SH   SOLE   44,984 0 9,130
HUB GROUP INC CL A COMMON STOC COM 443320106 2,214 43,929 SH   SOLE   34,039 0 9,890
HUBBELL INC CL B COMMON STOCK COM 443510201 10,103 82,036 SH   SOLE   66,151 0 15,885
HUDSON CITY BANCORP INC COMMON COM 443683107 6,185 629,176 SH   SOLE   351,880 0 277,296
HUDSON PACIFIC PROPERTIES IN R COM 444097109 1,821 71,872 SH   SOLE   31,719 0 40,153
HUDSON VALLEY HOLDING CORP COM COM 444172100 324 17,945 SH   SOLE   8,587 0 9,358
HUMANA INC COMMON STOCK USD.16 COM 444859102 26,418 206,842 SH   SOLE   112,063 0 94,779
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 9,421 127,693 SH   SOLE   103,206 0 24,487
HUNTINGTON BANCSHARES INC COMM COM 446150104 10,387 1,088,755 SH   SOLE   590,489 0 498,266
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 6,540 69,136 SH   SOLE   54,503 0 14,633
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HURCO COMPANIES INC COMMON STO COM 447324104 297 10,540 SH   SOLE   3,690 0 6,850
HURON CONSULTING GROUP INC COM COM 447462102 2,459 34,724 SH   SOLE   19,402 0 15,322
HYATT HOTELS CORP CL A COMMO COM 448579102 1,980 32,472 SH   SOLE   18,135 0 14,337
HYPERION THERAPEUTICS INC COM 44915N101 315 12,053 SH   SOLE   7,483 0 4,570
HYSTER YALE MATERIALS COM 449172105 978 11,045 SH   SOLE   7,706 0 3,339
IAC/INTERACTIVECORP COMMON STO COM 44919P508 3,964 57,252 SH   SOLE   36,766 0 20,486
IBERIABANK CORP COMMON STOCK U COM 450828108 2,980 43,069 SH   SOLE   19,079 0 23,990
ICF INTERNATIONAL INC COMMON S COM 44925C103 909 25,695 SH   SOLE   12,665 0 13,030
ICG GROUP INC COMMON STOCK USD COM 44928D108 1,112 53,244 SH   SOLE   21,904 0 31,340
ICONIX BRAND GROUP INC COMMON COM 451055107 3,160 73,599 SH   SOLE   47,379 0 26,220
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,241 20,410 SH   SOLE   10,880 0 9,530
IDACORP INC COMMON STOCK NPV COM 451107106 6,061 104,801 SH   SOLE   67,211 0 37,590
IDENIX PHARMACEUTICALS INC COM COM 45166R204 2,422 100,491 SH   SOLE   82,761 0 17,730
IDERA PHARMACEUTICAL COM COM 45168K306 140 48,270 SH   SOLE   32,770 0 15,500
IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,111 112,841 SH   SOLE   90,181 0 22,660
IDEXX LABORATORIES INC COMMON COM 45168D104 9,766 73,115 SH   SOLE   58,965 0 14,150
IDT CORP CLASS B COMMON STOCK COM 448947507 385 22,078 SH   SOLE   16,178 0 5,900
IGATE CORP COMMON STOCK USD.01 COM 45169U105 1,549 42,576 SH   SOLE   29,982 0 12,594
IGI INC COM COM 449575109 109 20,540 SH   SOLE   14,250 0 6,290
IHS INC CLASS A COMMON STOCK U COM 451734107 7,553 55,673 SH   SOLE   37,646 0 18,027
II VI INC COMMON STOCK NPV COM 902104108 1,281 88,617 SH   SOLE   51,037 0 37,580
ILLINOIS TOOL WORKS COMMON STO COM 452308109 59,556 680,177 SH   SOLE   337,156 0 343,021
ILLUMINA INC COMMON STOCK USD. COM 452327109 18,516 103,706 SH   SOLE   69,944 0 33,762
IMMERSION CORPORATION COMMON S COM 452521107 306 24,018 SH   SOLE   17,328 0 6,690
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 1,060 89,432 SH   SOLE   66,212 0 23,220
IMMUNOMEDICS INC COMMON STOCK COM 452907108 249 68,343 SH   SOLE   46,463 0 21,880
IMPAX LABORATORIES INC COMMON COM 45256B101 3,133 104,472 SH   SOLE   61,452 0 43,020
IMPERIAL OIL LTD COMMON STCK COM 453038408 244 4,640 SH   SOLE   4,640 0 0
IMPERVA INC COM 45321L100 470 17,952 SH   SOLE   13,352 0 4,600
IMS HEALTH HLDGS INC COM 44970B109 1,349 52,540 SH   SOLE   36,580 0 15,960
INCONTACT INC COMMON STOCK USD COM 45336E109 440 47,848 SH   SOLE   32,128 0 15,720
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 6,980 123,680 SH   SOLE   83,306 0 40,374
INDEPENDENCE HOLDING CO COMMON COM 453440307 162 11,489 SH   SOLE   4,489 0 7,000
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,448 37,736 SH   SOLE   20,176 0 17,560
INDEPENDENT BK CORP MI COM COM 453838609 317 24,605 SH   SOLE   9,605 0 15,000
INDEPENDENT BK GROUP COM COM 45384B106 487 8,748 SH   SOLE   4,408 0 4,340
INFINERA CORP COMMON STOCK USD COM 45667G103 1,059 115,074 SH   SOLE   74,104 0 40,970
INFINITY PHARMACEUTICALS INC C COM 45665G303 587 46,101 SH   SOLE   31,326 0 14,775
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,263 18,793 SH   SOLE   11,986 0 6,807
INFOBLOX INC COM COM 45672H104 653 49,622 SH   SOLE   34,672 0 14,950
INFORMATICA CORP COMMON STOCK COM 45666Q102 5,260 147,553 SH   SOLE   119,445 0 28,108
INFORMATION SVCS GROUP COM COM 45675Y104 87 18,060 SH   SOLE   10,930 0 7,130
ING GROEP N V SPONSORED ADR COM 456837103 753 53,730 SH   SOLE   53,730 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 21,936 350,926 SH   SOLE   190,405 0 160,521
INGLES MARKETS INC CLASS A COM COM 457030104 436 16,547 SH   SOLE   6,967 0 9,580
INGRAM MICRO INC CL A COMMON S COM 457153104 5,565 190,510 SH   SOLE   144,702 0 45,808
INGREDION, INC. COM 457187102 7,128 94,989 SH   SOLE   72,153 0 22,836
INLAND REAL ESTATE CORP REIT U COM 457461200 1,388 130,577 SH   SOLE   63,062 0 67,515
INNERWORKINGS INC COMMON STOCK COM 45773Y105 430 50,590 SH   SOLE   27,940 0 22,650
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,604 27,862 SH   SOLE   17,292 0 10,570
INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,265 29,300 SH   SOLE   15,690 0 13,610
INOVIO BIOMEDICAL CO COM 45773H201 290 26,870 SH   SOLE   10,920 0 15,950
INPHI CORP COMMON STOCK COM 45772F107 365 24,879 SH   SOLE   18,469 0 6,410
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,922 62,513 SH   SOLE   33,270 0 29,243
INSMED INC COMMON STOCK USD.01 COM 457669307 719 35,975 SH   SOLE   27,315 0 8,660
INSPERITY INC COMMON STOCK USD COM 45778Q107 858 26,009 SH   SOLE   20,049 0 5,960
INSTEEL INDUSTRIES INC COMMON COM 45774W108 391 19,882 SH   SOLE   14,872 0 5,010
INSULET CORP COMMON STOCK USD. COM 45784P101 2,416 60,909 SH   SOLE   45,459 0 15,450
INSYS THERAPEUTICS INC COM 45824V209 276 8,826 SH   SOLE   6,847 0 1,979
INTEGRA LIFESCIENCES HOLDING C COM 457985208 1,721 36,567 SH   SOLE   23,697 0 12,870
INTEGRATED DEVICE TECH INC COM COM 458118106 3,384 218,905 SH   SOLE   162,305 0 56,600
INTEGRATED SILICON SOLUTION CO COM 45812P107 562 38,021 SH   SOLE   18,051 0 19,970
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 6,936 97,511 SH   SOLE   50,403 0 47,108
INTEL CORP COMMON STOCK USD.00 COM 458140100 261,098 8,449,766 SH   SOLE   4,405,563 0 4,044,203
INTELSAT S A COM COM L5140P101 544 28,868 SH   SOLE   14,028 0 14,840
INTER PARFUMS INC COMMON STOCK COM 458334109 1,467 49,657 SH   SOLE   36,127 0 13,530
INTERACTIVE BROKERS GRO CL A C COM 45841N107 942 40,431 SH   SOLE   25,526 0 14,905
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 1,091 19,429 SH   SOLE   14,479 0 4,950
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,337 9,878 SH   SOLE   6,868 0 3,010
INTERCONTINENTAL EXCHANGE INC COM 45866F104 29,493 156,129 SH   SOLE   91,456 0 64,673
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,217 67,304 SH   SOLE   55,884 0 11,420
INTERFACE INC COM 458665304 1,570 83,348 SH   SOLE   68,818 0 14,530
INTERMUNE INC COMMON STOCK USD COM 45884X103 4,400 99,668 SH   SOLE   69,648 0 30,020
INTERNAP NETWORK SERVICES COMM COM 45885A300 537 76,203 SH   SOLE   37,263 0 38,940
INTERNATIONAL BANCSHARES CRP C COM 459044103 2,899 107,376 SH   SOLE   67,456 0 39,920
INTERNATIONAL PAPER CO COMMON COM 460146103 28,665 567,967 SH   SOLE   326,709 0 241,258
INTERPUBLIC GROUP OF COS INC C COM 460690100 12,354 633,193 SH   SOLE   394,846 0 238,347
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,961 264,935 SH   SOLE   172,045 0 92,890
INTERVAL LEISURE GROUP COMMON COM 46113M108 1,041 47,438 SH   SOLE   30,978 0 16,460
INTEVAC INC COMMON STOCK NPV COM 461148108 233 29,120 SH   SOLE   12,020 0 17,100
INTL BUSINESS MACHINES CORP CO COM 459200101 307,007 1,693,645 SH   SOLE   909,118 0 784,527
INTL FCSTONE INC COMMON STOCK COM 46116V105 462 23,213 SH   SOLE   12,693 0 10,520
INTL FLAVORS + FRAGRANCES COMM COM 459506101 14,849 142,398 SH   SOLE   98,765 0 43,633
INTL GAME TECHNOLOGY COMMON ST COM 459902102 5,375 337,847 SH   SOLE   248,255 0 89,592
INTL RECTIFIER CORP COMMON STO COM 460254105 3,928 140,805 SH   SOLE   89,730 0 51,075
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,730 51,975 SH   SOLE   31,777 0 20,198
INTRA CELLULAR THERAPIES COM 46116X101 198 11,730 SH   SOLE   8,040 0 3,690
INTRALINKS HOLDINGS INC COMMON COM 46118H104 425 47,844 SH   SOLE   22,084 0 25,760
INTRAWEST RESORTS HOLDINGS COM 46090K109 186 16,239 SH   SOLE   4,809 0 11,430
INTREPID POTASH INC COMMON STO COM 46121Y102 1,839 109,710 SH   SOLE   70,220 0 39,490
INTREXON CORP COM 46122T102 785 31,254 SH   SOLE   23,124 0 8,130
INTUIT INC COMMON STOCK USD.01 COM 461202103 33,527 416,330 SH   SOLE   258,018 0 158,312
INTUITIVE SURGICAL INC COMMON COM 46120E602 22,998 55,847 SH   SOLE   34,491 0 21,356
INVACARE CORP COMMON STOCK USD COM 461203101 896 48,760 SH   SOLE   25,200 0 23,560
INVENSENSE INC COM 46123D205 1,458 64,267 SH   SOLE   48,797 0 15,470
INVENTURE FOODS INC COM COM 461212102 129 11,406 SH   SOLE   8,046 0 3,360
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 22,297 590,648 SH   SOLE   335,561 0 255,087
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,755 158,726 SH   SOLE   69,696 0 89,030
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 895 53,015 SH   SOLE   27,165 0 25,850
INVESTORS BANCORP INC COMMON S COM 46146L101 4,696 424,982 SH   SOLE   204,004 0 220,978
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,298 140,884 SH   SOLE   59,604 0 81,280
ION GEOPHYSICAL CORP COMMON ST COM 462044108 778 184,431 SH   SOLE   94,951 0 89,480
IPC THE HOSPITALIST CO COMMON COM 44984A105 942 21,312 SH   SOLE   14,415 0 6,897
IPG PHOTONICS CORP COMMON STOC COM 44980X109 1,878 27,298 SH   SOLE   18,751 0 8,547
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 800 94,588 SH   SOLE   41,628 0 52,960
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,363 33,294 SH   SOLE   24,794 0 8,500
IRON MOUNTAIN INC COMMON STOCK COM 462846106 8,999 253,847 SH   SOLE   157,089 0 96,758
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,502 97,977 SH   SOLE   71,907 0 26,070
ISHARES LEHMAN AGGREGATE BOND COM 464287226 5,255 48,037 SH   SOLE   48,037 0 0
ISHARES RUSSELL 1000 INDEX COM 464287622 1,134 10,300 SH   SOLE   10,300 0 0
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 386 3,250 SH   SOLE   3,250 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 930 5,719 SH   SOLE   5,719 0 0
ISHARES S&P SMALLCAP 600 COM 464287804 806 7,195 SH   SOLE   7,195 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 4,026 116,873 SH   SOLE   85,043 0 31,830
ISLE OF CAPRI CASINOS COMMON S COM 464592104 216 25,245 SH   SOLE   11,405 0 13,840
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,914 127,754 SH   SOLE   62,884 0 64,870
ITAU UNIBANCO BANCO ADR COM 465562106 547 38,038 SH   SOLE   38,038 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,162 168,917 SH   SOLE   124,363 0 44,554
ITRON INC COMMON STOCK NPV COM 465741106 3,073 75,789 SH   SOLE   46,849 0 28,940
ITT CORP COM 450911201 5,841 121,434 SH   SOLE   94,751 0 26,683
ITT EDUCATIONAL SERVICES INC C COM 45068B109 588 35,204 SH   SOLE   18,444 0 16,760
IXIA COMMON STOCK NPV COM 45071R109 940 82,225 SH   SOLE   42,645 0 39,580
IXYS CORPORATION COMMON STOCK COM 46600W106 403 32,730 SH   SOLE   16,270 0 16,460
J + J SNACK FOODS CORP COMMON COM 466032109 2,284 24,272 SH   SOLE   19,292 0 4,980
J GLOBAL INC COM 48123V102 2,981 58,609 SH   SOLE   45,819 0 12,790
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,424 378,384 SH   SOLE   286,588 0 91,796
JABIL CIRCUIT INC COMMON STOCK COM 466313103 5,239 250,677 SH   SOLE   144,618 0 106,059
JACK HENRY + ASSOCIATES INC CO COM 426281101 10,931 183,932 SH   SOLE   161,551 0 22,381
JACK IN THE BOX INC COMMON STO COM 466367109 3,246 54,239 SH   SOLE   41,449 0 12,790
JACOBS ENGINEERING GROUP INC C COM 469814107 8,390 157,462 SH   SOLE   97,177 0 60,285
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 214 27,594 SH   SOLE   12,554 0 15,040
JAMBA INC COMMON STOCK USD.001 COM 47023A309 164 13,553 SH   SOLE   9,562 0 3,991
JANUS CAPITAL GROUP INC COMMON COM 47102X105 3,506 280,934 SH   SOLE   171,364 0 109,570
JARDEN CORP COMMON STOCK USD.0 COM 471109108 9,099 153,318 SH   SOLE   118,336 0 34,982
JAZZ PHARMACEUTICALS PLC COM G50871105 7,023 47,769 SH   SOLE   34,509 0 13,260
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 3,517 282,039 SH   SOLE   213,754 0 68,285
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 4,546 419,023 SH   SOLE   271,523 0 147,500
JGWPT HOLDINGS INC-A COM 46617M109 141 12,510 SH   SOLE   5,010 0 7,500
JIVE SOFTWARE INC COM COM 47760A108 279 32,794 SH   SOLE   23,324 0 9,470
JM SMUCKER CO/THE COMMON STOCK COM 832696405 14,424 135,350 SH   SOLE   75,334 0 60,016
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,076 34,707 SH   SOLE   26,520 0 8,187
JOHNSON + JOHNSON COMMON STOCK COM 478160104 461,482 4,411,027 SH   SOLE   2,401,566 0 2,009,461
JOHNSON CONTROLS INC COMMON ST COM 478366107 54,064 1,082,804 SH   SOLE   543,767 0 539,037
JONES LANG LASALLE INC COMMON COM 48020Q107 7,671 60,692 SH   SOLE   45,437 0 15,255
JOURNAL COMMUNICATIONS INC A C COM 481130102 510 57,503 SH   SOLE   25,560 0 31,943
JOY GLOBAL INC COMMON STOCK US COM 481165108 9,271 150,550 SH   SOLE   88,306 0 62,244
JPMORGAN CHASE + CO COMMON STO COM 46625H100 350,787 6,087,946 SH   SOLE   3,057,109 0 3,030,837
JUNIPER NETWORKS INC COMMON ST COM 48203R104 15,691 639,418 SH   SOLE   365,125 0 274,293
K12 INC COMMON STOCK USD.0001 COM 48273U102 880 36,570 SH   SOLE   19,510 0 17,060
KADANT INC COMMON STOCK USD.01 COM 48282T104 654 17,014 SH   SOLE   8,065 0 8,949
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,254 30,935 SH   SOLE   18,336 0 12,599
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,654 38,711 SH   SOLE   24,391 0 14,320
KANSAS CITY LIFE INS CO COMMON COM 484836101 257 5,649 SH   SOLE   2,319 0 3,330
KANSAS CITY SOUTHERN COMMON ST COM 485170302 16,990 158,028 SH   SOLE   97,174 0 60,854
KAPSTONE PAPER AND PACKAGING C COM 48562P103 3,258 98,338 SH   SOLE   76,108 0 22,230
KAR AUCTION SERVICES INC COMMO COM 48238T109 3,264 102,416 SH   SOLE   71,239 0 31,177
KARYOPHARM THERAPEUTICS INC COM 48576U106 490 10,520 SH   SOLE   7,590 0 2,930
KATE SPADE & CO COM 485865109 6,511 170,718 SH   SOLE   137,648 0 33,070
KB HOME COMMON STOCK USD1. COM 48666K109 2,569 137,503 SH   SOLE   102,133 0 35,370
KBR INC COMMON STOCK USD.001 COM 48242W106 4,367 183,105 SH   SOLE   139,138 0 43,967
KCG HOLDINGS INC CL A COM 48244B100 745 62,752 SH   SOLE   28,123 0 34,629
KEARNY FINANCIAL CORP COMMON S COM 487169104 307 20,269 SH   SOLE   8,978 0 11,291
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,991 441,264 SH   SOLE   225,031 0 216,233
KELLY SERVICES INC CL A COMMON COM 488152208 820 47,743 SH   SOLE   29,073 0 18,670
KEMET CORP COMMON STOCK USD.01 COM 488360207 339 58,942 SH   SOLE   25,472 0 33,470
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,384 91,814 SH   SOLE   58,714 0 33,100
KENNAMETAL INC COMMON STOCK US COM 489170100 4,300 92,908 SH   SOLE   70,689 0 22,219
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,265 84,451 SH   SOLE   39,681 0 44,770
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 1,325 86,121 SH   SOLE   64,571 0 21,550
KEURIG GREEN MOUNTAIN INC COM 49271M100 23,991 192,529 SH   SOLE   119,147 0 73,382
KEY ENERGY SERVICES INC COMMON COM 492914106 1,732 189,479 SH   SOLE   80,509 0 108,970
KEYCORP COMMON STOCK USD1. COM 493267108 17,478 1,219,676 SH   SOLE   676,865 0 542,811
KEYW HOLDING CORP/THE COMMON S COM 493723100 485 38,562 SH   SOLE   17,702 0 20,860
KFORCE INC COMMON STOCK USD.01 COM 493732101 646 29,850 SH   SOLE   20,560 0 9,290
KILROY REALTY CORP REIT USD.01 COM 49427F108 6,720 107,897 SH   SOLE   77,871 0 30,026
KIMBALL INTERNATIONAL B COMMON COM 494274103 715 42,747 SH   SOLE   18,059 0 24,688
KIMBERLY CLARK CORP COMMON STO COM 494368103 72,802 654,577 SH   SOLE   335,300 0 319,277
KIMCO REALTY CORP REIT USD.01 COM 49446R109 13,019 566,557 SH   SOLE   299,959 0 266,598
KINDER MORGAN INC COMMON STOCK COM 49456B101 39,936 1,101,391 SH   SOLE   555,292 0 546,099
KINDRED HEALTHCARE INC COMMON COM 494580103 2,099 90,870 SH   SOLE   52,972 0 37,898
KINROSS GOLD CORP ADR COM 496902404 71 17,050 SH   SOLE   17,050 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 9,123 77,885 SH   SOLE   63,633 0 14,252
KIRKLAND S INC COMMON STOCK NP COM 497498105 339 18,299 SH   SOLE   11,819 0 6,480
KITE REALTY GROUP TRUST REIT U COM 49803T102 1,089 177,316 SH   SOLE   79,626 0 97,690
KLA TENCOR CORPORATION COMMON COM 482480100 17,604 242,347 SH   SOLE   155,642 0 86,705
KMG CHEMICALS INC COMMON STOCK COM 482564101 238 13,221 SH   SOLE   5,011 0 8,210
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,411 101,446 SH   SOLE   85,366 0 16,080
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 551 38,864 SH   SOLE   16,784 0 22,080
KNOLL INC COMMON STOCK USD.01 COM 498904200 994 57,353 SH   SOLE   44,723 0 12,630
KNOWLES CORP COM 49926D109 3,152 102,530 SH   SOLE   77,228 0 25,302
KODIAK OIL + GAS CORP COMMON S COM 50015Q100 3,713 255,192 SH   SOLE   184,502 0 70,690
KOFAX LTD COM G5307C105 485 56,420 SH   SOLE   40,250 0 16,170
KOHLS CORP COMMON STOCK USD.01 COM 500255104 14,514 275,518 SH   SOLE   153,351 0 122,167
KOPIN CORP COMMON STOCK USD.01 COM 500600101 347 106,464 SH   SOLE   63,184 0 43,280
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 979 25,594 SH   SOLE   19,844 0 5,750
KORN/FERRY INTERNATIONAL COMMO COM 500643200 1,989 67,723 SH   SOLE   43,989 0 23,734
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 842 74,962 SH   SOLE   53,496 0 21,466
KRAFT FOOD GROUP INC. COM 50076Q106 62,071 1,035,372 SH   SOLE   526,004 0 509,368
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,050 46,877 SH   SOLE   22,667 0 24,210
KRATOS DEFENSE + SECURITY COMM COM 50077B207 408 52,351 SH   SOLE   23,274 0 29,077
KRISPY KREME DOUGHNUTS INC COM COM 501014104 995 62,290 SH   SOLE   43,880 0 18,410
KROGER CO COMMON STOCK USD1. COM 501044101 38,643 781,776 SH   SOLE   483,127 0 298,649
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 403 25,727 SH   SOLE   11,227 0 14,500
KULICKE + SOFFA INDUSTRIES COM COM 501242101 262 18,402 SH   SOLE   13,702 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 184 14,158 SH   SOLE   8,938 0 5,220
KYOCERA LTD ADR COM 501556203 212 4,450 SH   SOLE   4,450 0 0
Kythera Biopharmaceuticals, In COM 501570105 542 14,137 SH   SOLE   10,127 0 4,010
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 14,557 120,556 SH   SOLE   77,268 0 43,288
L BRANDS INC COM 501797104 19,192 327,170 SH   SOLE   189,264 0 137,906
LA QUINTA HLDGS INC COM 50420D108 757 39,575 SH   SOLE   24,285 0 15,290
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,460 62,997 SH   SOLE   44,147 0 18,850
LABORATORY CRP OF AMER HLDGS C COM 50540R409 13,184 128,753 SH   SOLE   79,493 0 49,260
LACLEDE GROUP INC/THE COMMON S COM 505597104 2,586 53,273 SH   SOLE   29,327 0 23,946
LADDER CAPITAL CORP CL A COM 505743104 315 17,444 SH   SOLE   7,274 0 10,170
LADENBURG THALMANN FINANCIAL C COM 50575Q102 254 80,733 SH   SOLE   61,533 0 19,200
LAKELAND BANCORP INC COMMON ST COM 511637100 466 43,136 SH   SOLE   18,240 0 24,896
LAKELAND FINANCIAL CORP COMMON COM 511656100 841 22,048 SH   SOLE   11,289 0 10,759
LAM RESEARCH CORP COMMON STOCK COM 512807108 14,475 214,192 SH   SOLE   123,523 0 90,669
LAMAR ADVERTISING CO A COMMON COM 512815101 5,378 101,467 SH   SOLE   81,113 0 20,354
LANCASTER COLONY CORP COMMON S COM 513847103 3,047 32,025 SH   SOLE   23,835 0 8,190
LANDAUER INC COMMON STOCK USD. COM 51476K103 434 10,340 SH   SOLE   7,360 0 2,980
LANDEC CORP COMMON STOCK USD.0 COM 514766104 417 33,402 SH   SOLE   13,392 0 20,010
LANDS END INC COM COM 51509F105 725 21,588 SH   SOLE   8,924 0 12,664
LANDSTAR SYSTEM INC COMMON STO COM 515098101 4,213 65,834 SH   SOLE   51,666 0 14,168
LANNETT CO INC COMMON STOCK US COM 516012101 1,389 27,997 SH   SOLE   22,267 0 5,730
LAREDO PETROLEUM INC COM 516806106 1,670 53,908 SH   SOLE   37,401 0 16,507
LAS VEGAS SANDS CORP COMMON ST COM 517834107 30,243 396,787 SH   SOLE   197,568 0 199,219
LASALLE HOTEL PROPERTIES REIT COM 517942108 5,964 168,986 SH   SOLE   85,493 0 83,493
LATTICE SEMICONDUCTOR CORP COM COM 518415104 848 102,792 SH   SOLE   77,072 0 25,720
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 335 25,209 SH   SOLE   11,799 0 13,410
LAZARD LTD CL A LTD PART USD.0 COM G54050102 4,854 94,151 SH   SOLE   67,593 0 26,558
LDR HOLDING CORP COM 50185U105 303 12,120 SH   SOLE   8,450 0 3,670
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 615 83,706 SH   SOLE   36,816 0 46,890
LEAR CORP COMMON STOCK USD.01 COM 521865204 6,074 68,008 SH   SOLE   45,007 0 23,001
LEE ENTERPRISES INC COM COM 523768109 286 64,245 SH   SOLE   27,145 0 37,100
LEGG MASON INC COMMON STOCK US COM 524901105 7,744 150,930 SH   SOLE   85,570 0 65,360
LEGGETT + PLATT INC COMMON STO COM 524660107 6,662 194,327 SH   SOLE   114,817 0 79,510
LEIDOS HOLDINGS INC COM 525327102 3,240 84,511 SH   SOLE   64,283 0 20,228
LENNAR CORP A COMMON STOCK USD COM 526057104 9,527 226,946 SH   SOLE   131,202 0 95,744
LENNOX INTERNATIONAL INC COMMO COM 526107107 5,830 65,087 SH   SOLE   52,436 0 12,651
LEUCADIA NATIONAL CORP COMMON COM 527288104 11,231 428,325 SH   SOLE   243,225 0 185,100
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 6,480 147,567 SH   SOLE   99,971 0 47,596
LEXICON PHARMACEUTICALS INC CO COM 528872104 338 209,848 SH   SOLE   142,346 0 67,502
LEXINGTON REALTY TRUST REIT US COM 529043101 3,629 329,629 SH   SOLE   172,868 0 156,761
LEXMARK INTERNATIONAL INC A CO COM 529771107 4,255 88,348 SH   SOLE   68,041 0 20,307
LGI HOMES INC COM 50187T106 238 13,055 SH   SOLE   5,145 0 7,910
LHC GROUP INC COMMON STOCK USD COM 50187A107 415 19,409 SH   SOLE   9,889 0 9,520
LIBBEY INC COMMON STOCK USD.01 COM 529898108 512 19,233 SH   SOLE   13,923 0 5,310
LIBERATOR MEDICAL HLDGS COM 53012L108 66 17,640 SH   SOLE   10,750 0 6,890
LIBERTY GLOBAL PLC A COMMON ST COM G5480U104 683 15,451 SH   SOLE   2,840 0 12,611
LIBERTY INTERACTIVE CORP TRACK COM 53071M104 11,044 376,149 SH   SOLE   230,361 0 145,788
LIBERTY MEDIA CORP COM 531229102 8,548 62,541 SH   SOLE   34,155 0 28,386
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,089 186,884 SH   SOLE   134,478 0 52,406
LIBERTY VENTURES SER A COM COM 53071M880 4,466 60,510 SH   SOLE   41,388 0 19,122
LIFE TIME FITNESS INC COMMON S COM 53217R207 3,990 81,856 SH   SOLE   53,776 0 28,080
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,313 53,353 SH   SOLE   40,378 0 12,975
LIFETIME BRANDS INC COMMON STO COM 53222Q103 193 12,289 SH   SOLE   5,259 0 7,030
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,453 23,328 SH   SOLE   18,700 0 4,628
LIMELIGHT NETWORKS INC COMMON COM 53261M104 193 62,966 SH   SOLE   29,606 0 33,360
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 7,576 108,410 SH   SOLE   80,261 0 28,149
LINCOLN NATIONAL CORP COMMON S COM 534187109 17,816 346,342 SH   SOLE   193,797 0 152,545
LINDSAY CORP COMMON STOCK USD1 COM 535555106 2,058 24,365 SH   SOLE   18,053 0 6,312
LINEAR TECHNOLOGY CORP COMMON COM 535678106 18,536 393,802 SH   SOLE   271,292 0 122,510
LINKEDIN CORP A COMMON STOCK COM 53578A108 14,676 85,588 SH   SOLE   57,012 0 28,576
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 288 48,487 SH   SOLE   34,337 0 14,150
LIONS GATE ENTERTAINMENT W/D C COM 535919203 1,678 58,695 SH   SOLE   41,815 0 16,880
LIQUIDITY SERVICES INC COMMON COM 53635B107 609 38,625 SH   SOLE   19,345 0 19,280
LITHIA MOTORS INC CL A COMMON COM 536797103 2,593 27,569 SH   SOLE   21,479 0 6,090
LITTELFUSE INC COMMON STOCK US COM 537008104 2,554 27,482 SH   SOLE   19,862 0 7,620
LIVE NATION ENTERTAINMENT IN C COM 538034109 4,550 184,286 SH   SOLE   143,527 0 40,759
LIVEPERSON INC COMMON STOCK US COM 538146101 529 52,122 SH   SOLE   40,562 0 11,560
LKQ CORP COMMON STOCK USD.01 COM 501889208 11,264 422,048 SH   SOLE   340,360 0 81,688
LLOYDS TSB GROUP PLC ADR COM 539439109 931 181,170 SH   SOLE   181,170 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 197 15,029 SH   SOLE   5,489 0 9,540
LOCKHEED MARTIN CORP COMMON ST COM 539830109 77,528 482,350 SH   SOLE   287,633 0 194,717
LOEWS CORP COMMON STOCK USD.01 COM 540424108 19,186 435,954 SH   SOLE   245,740 0 190,214
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,153 24,736 SH   SOLE   18,316 0 6,420
LOMAS FINL CORP NEW COM COM 16939P106 484 12,350 SH   SOLE   12,350 0 0
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,001 13,771 SH   SOLE   9,561 0 4,210
LORILLARD INC COMMON STOCK USD COM 544147101 36,159 593,058 SH   SOLE   428,371 0 164,687
LOUISIANA PACIFIC CORP COMMON COM 546347105 4,317 287,429 SH   SOLE   188,679 0 98,750
LOWE S COS INC COMMON STOCK US COM 548661107 90,912 1,894,404 SH   SOLE   1,049,614 0 844,790
LPL FINANCIAL HOLDINGS INC COM 50212V100 3,160 63,522 SH   SOLE   45,020 0 18,502
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,363 32,710 SH   SOLE   17,085 0 15,625
LSI INDUSTRIES INC COMMON STOC COM 50216C108 199 24,977 SH   SOLE   12,497 0 12,480
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,593 92,023 SH   SOLE   64,991 0 27,032
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 2,347 30,896 SH   SOLE   24,152 0 6,744
LUMINEX CORP COMMON STOCK USD. COM 55027E102 724 42,207 SH   SOLE   34,187 0 8,020
LUMOS NETWORKS CORP COM 550283105 265 18,304 SH   SOLE   12,514 0 5,790
LUXOFT HOLDINGS INC COM COM G57279104 202 5,594 SH   SOLE   3,924 0 1,670
LYDALL INC COMMON STOCK USD.1 COM 550819106 468 17,111 SH   SOLE   12,631 0 4,480
LYON WILLIAM HOMES COM COM 552074700 614 20,184 SH   SOLE   9,584 0 10,600
LYONDELLBASELL INDU CL A COMMO COM N53745100 68,828 704,840 SH   SOLE   378,222 0 326,618
LifeLock, Inc. COM 53224V100 930 66,633 SH   SOLE   49,033 0 17,600
M + T BANK CORP COMMON STOCK U COM 55261F104 28,579 230,382 SH   SOLE   162,442 0 67,940
M/I HOMES INC COMMON STOCK USD COM 55305B101 908 37,413 SH   SOLE   21,603 0 15,810
MACATAWA BK CORP COM COM 554225102 154 30,437 SH   SOLE   13,237 0 17,200
MACERICH CO/THE REIT USD.01 COM 554382101 12,769 191,293 SH   SOLE   98,112 0 93,181
MACK CALI REALTY CORP REIT USD COM 554489104 3,694 171,963 SH   SOLE   100,563 0 71,400
MACROGENICS INC COM 556099109 349 16,050 SH   SOLE   11,260 0 4,790
MACY S INC COMMON STOCK USD.01 COM 55616P104 30,180 520,167 SH   SOLE   315,460 0 204,707
MADISON SQUARE GARDEN CO A COM COM 55826P100 2,593 41,527 SH   SOLE   22,295 0 19,232
MAGELLAN HEALTH INC COMMON STO COM 559079207 3,058 49,125 SH   SOLE   28,353 0 20,772
MAGICJACK VOCALTEC LTD COM M6787E101 243 16,101 SH   SOLE   11,131 0 4,970
MAGNA INTERNATIONAL COM COM 559222401 336 3,120 SH   SOLE   3,120 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 1,410 171,984 SH   SOLE   121,144 0 50,840
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 820 67,861 SH   SOLE   37,554 0 30,307
MAIN STREET CAPITAL CORP COMMO COM 56035L104 916 27,822 SH   SOLE   27,514 0 308
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 484 28,068 SH   SOLE   12,139 0 15,929
MALLINCKRODT PLC COM COM G5785G107 6,121 76,494 SH   SOLE   62,270 0 14,224
MANHATTAN ASSOCIATES INC COMMO COM 562750109 3,382 98,227 SH   SOLE   72,929 0 25,298
MANITEK INTL INC COM 563420108 165 10,143 SH   SOLE   7,303 0 2,840
MANITOWOC COMPANY INC COMMON S COM 563571108 6,208 188,925 SH   SOLE   74,292 0 114,633
MANNING & NAPIER INC COM 56382Q102 287 16,635 SH   SOLE   7,415 0 9,220
MANNKIND CORP COMMON STOCK USD COM 56400P201 2,324 211,447 SH   SOLE   157,517 0 53,930
MANPOWER INC COMMON STOCK USD. COM 56418H100 8,053 94,909 SH   SOLE   73,618 0 21,291
MANTECH INTERNATIONAL CORP A C COM 564563104 2,079 70,428 SH   SOLE   53,328 0 17,100
MANULIFE FINANCIAL CORP COM COM 56501R106 446 22,470 SH   SOLE   22,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 44,934 1,125,606 SH   SOLE   570,080 0 555,526
MARATHON PETROLEUM CORP COMMON COM 56585A102 36,299 464,956 SH   SOLE   245,866 0 219,090
MARCHEX INC CLASS B COMMON STO COM 56624R108 379 31,511 SH   SOLE   21,831 0 9,680
MARCUS CORPORATION COMMON STOC COM 566330106 509 27,911 SH   SOLE   14,201 0 13,710
MARIN SOFTWARE INC COM 56804T106 231 19,621 SH   SOLE   13,901 0 5,720
MARINE PRODUCTS CORP COMMON ST COM 568427108 117 14,125 SH   SOLE   6,115 0 8,010
MARINEMAX INC COMMON STOCK USD COM 567908108 800 47,764 SH   SOLE   28,644 0 19,120
MARKEL CORP COMMON STOCK NPV COM 570535104 6,005 9,159 SH   SOLE   5,223 0 3,936
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 2,438 45,096 SH   SOLE   33,933 0 11,163
MARKETO INC COM 57063L107 639 21,962 SH   SOLE   16,332 0 5,630
MARLIN BUSINESS SERVICES INC C COM 571157106 249 13,715 SH   SOLE   5,685 0 8,030
MARRIOTT INTERNATIONAL CL A CO COM 571903202 21,140 329,790 SH   SOLE   200,090 0 129,700
MARRIOTT VACATIONS WORLD COM 57164Y107 2,810 47,923 SH   SOLE   27,103 0 20,820
MARSH + MCLENNAN COS COMMON ST COM 571748102 47,731 921,093 SH   SOLE   469,554 0 451,539
MARTEN TRANSPORT LTD COMMON ST COM 573075108 590 26,377 SH   SOLE   12,117 0 14,260
MARTHA STEWART LIVING CL A CO COM 573083102 131 27,916 SH   SOLE   16,426 0 11,490
MARTIN MARIETTA MATERIALS COMM COM 573284106 9,171 69,448 SH   SOLE   50,977 0 18,471
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 3,978 277,568 SH   SOLE   149,978 0 127,590
MASCO CORP COMMON STOCK USD1. COM 574599106 11,793 531,227 SH   SOLE   327,168 0 204,059
MASIMO CORPORATION COMMON STOC COM 574795100 1,291 54,716 SH   SOLE   40,061 0 14,655
MASONITE INTL CORP NEW COM 575385109 1,976 35,125 SH   SOLE   17,485 0 17,640
MASTEC INC COMMON STOCK USD.1 COM 576323109 2,018 65,483 SH   SOLE   47,983 0 17,500
MASTERCARD INC CLASS A COMMON COM 57636Q104 132,342 1,801,305 SH   SOLE   970,490 0 830,815
MATADOR RESOURCES COM COM 576485205 2,206 75,333 SH   SOLE   45,403 0 29,930
MATERION CORP COMMON STOCK NPV COM 576690101 1,238 33,455 SH   SOLE   21,998 0 11,457
MATRIX SERVICE CO COMMON STOCK COM 576853105 981 29,921 SH   SOLE   21,981 0 7,940
MATSON INC. COM 57686G105 1,517 56,507 SH   SOLE   32,667 0 23,840
MATTEL INC COMMON STOCK USD1. COM 577081102 18,315 469,970 SH   SOLE   271,205 0 198,765
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,635 63,380 SH   SOLE   43,630 0 19,750
MATTRESS FIRM HOLDING CORP COM 57722W106 546 11,427 SH   SOLE   8,157 0 3,270
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,600 224,785 SH   SOLE   151,045 0 73,740
MAXIMUS INC COMMON STOCK NPV COM 577933104 6,125 142,369 SH   SOLE   120,049 0 22,320
MAXLINEAR INC CLASS A COMMON S COM 57776J100 207 20,574 SH   SOLE   14,894 0 5,680
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 350 23,108 SH   SOLE   17,038 0 6,070
MB FINANCIAL INC COMMON STOCK COM 55264U108 2,330 86,142 SH   SOLE   46,406 0 39,736
MBIA INC COMMON STOCK USD1. COM 55262C100 1,007 91,194 SH   SOLE   50,642 0 40,552
MCCLATCHY CO CLASS A COMMON ST COM 579489105 446 80,427 SH   SOLE   38,957 0 41,470
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,003 223,534 SH   SOLE   142,204 0 81,330
MCDERMOTT INTL INC COMMON STOC COM 580037109 2,507 309,926 SH   SOLE   137,726 0 172,200
MCDONALD S CORP COMMON STOCK U COM 580135101 180,253 1,789,294 SH   SOLE   979,174 0 810,120
MCG CAPITAL CORP COMMON STOCK COM 58047P107 112 28,600 SH   SOLE   28,600 0 0
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,925 52,394 SH   SOLE   33,464 0 18,930
MCGRAW HILL FINANCIAL INC COM 580645109 33,924 408,580 SH   SOLE   254,515 0 154,065
MCKESSON CORP COMMON STOCK USD COM 58155Q103 78,329 420,649 SH   SOLE   223,367 0 197,282
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,316 76,446 SH   SOLE   47,816 0 28,630
MDC PARTNERS INC CL A COMMON S COM 552697104 974 45,304 SH   SOLE   21,999 0 23,305
MDU RESOURCES GROUP INC COMMON COM 552690109 8,168 232,694 SH   SOLE   177,779 0 54,915
MEAD JOHNSON NUTRITION CO COMM COM 582839106 28,338 304,155 SH   SOLE   188,072 0 116,083
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 507 70,579 SH   SOLE   37,704 0 32,875
MEADWESTVACO CORP COMMON STOCK COM 583334107 9,843 222,395 SH   SOLE   125,170 0 97,225
MEASUREMENT SPECIALTIES INC CO COM 583421102 1,669 19,391 SH   SOLE   15,901 0 3,490
MEDASSETS INC COMMON STOCK USD COM 584045108 1,294 56,653 SH   SOLE   39,623 0 17,030
MEDIA GEN INC CL A COM 584404107 1,386 67,532 SH   SOLE   30,692 0 36,840
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,611 272,749 SH   SOLE   144,289 0 128,460
MEDICINES COMPANY COMMON STOCK COM 584688105 2,369 81,525 SH   SOLE   62,135 0 19,390
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 2,453 57,294 SH   SOLE   43,996 0 13,298
MEDIFAST INC COMMON STOCK USD. COM 58470H101 424 13,928 SH   SOLE   10,338 0 3,590
MEDIVATION INC COMMON STOCK US COM 58501N101 4,897 63,530 SH   SOLE   42,952 0 20,578
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 7,635 131,301 SH   SOLE   103,437 0 27,864
MEDTRONIC INC COMMON STOCK USD COM 585055106 116,953 1,834,266 SH   SOLE   955,110 0 879,156
MEN S WEARHOUSE INC/THE COMMON COM 587118100 3,362 60,252 SH   SOLE   43,222 0 17,030
MENTOR GRAPHICS CORP COMMON ST COM 587200106 4,243 196,724 SH   SOLE   128,064 0 68,660
MERCANTILE BANK CORP COM COM 587376104 428 18,722 SH   SOLE   7,692 0 11,030
MERCHANTS BANCSHARES INC COMMO COM 588448100 208 6,498 SH   SOLE   2,888 0 3,610
MERCK + CO. INC. COMMON STOCK COM 58933Y105 255,239 4,412,088 SH   SOLE   2,310,753 0 2,101,335
MERCURY GENERAL CORP COMMON ST COM 589400100 1,784 37,919 SH   SOLE   30,525 0 7,394
MERCURY SYSTEMS INC COM 589378108 504 44,407 SH   SOLE   23,557 0 20,850
MEREDITH CORP COMMON STOCK USD COM 589433101 3,582 74,070 SH   SOLE   47,650 0 26,420
MERGE HEALTHCARE INC COMMON ST COM 589499102 134 59,134 SH   SOLE   40,434 0 18,700
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 1,980 95,930 SH   SOLE   83,620 0 12,310
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 869 57,542 SH   SOLE   29,787 0 27,755
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,627 62,232 SH   SOLE   33,576 0 28,656
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,419 108,823 SH   SOLE   61,733 0 47,090
MERRIMACK PHARMACEUTICALS INC COM 590328100 586 80,381 SH   SOLE   54,901 0 25,480
META FINL GROUP INC COM COM 59100U108 277 6,915 SH   SOLE   2,845 0 4,070
METHODE ELECTRONICS INC COMMON COM 591520200 1,809 47,356 SH   SOLE   36,466 0 10,890
METLIFE INC COMMON STOCK USD.0 COM 59156R108 92,404 1,663,132 SH   SOLE   848,207 0 814,925
METRO BANCORP INC COMMON STOCK COM 59161R101 392 16,968 SH   SOLE   7,368 0 9,600
METTLER TOLEDO INTERNATIONAL C COM 592688105 10,246 40,468 SH   SOLE   32,743 0 7,725
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,063 251,318 SH   SOLE   152,450 0 98,868
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,770 70,102 SH   SOLE   45,545 0 24,557
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,612 390,958 SH   SOLE   222,928 0 168,030
MGM RESORTS INTERNATIONAL COMM COM 552953101 6,474 245,225 SH   SOLE   137,164 0 108,061
MICHAEL KORS HOLDINGS COM G60754101 23,436 264,367 SH   SOLE   169,198 0 95,169
MICREL INC COMMON STOCK NPV COM 594793101 1,685 149,404 SH   SOLE   134,584 0 14,820
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,328 273,062 SH   SOLE   177,707 0 95,355
MICRON TECHNOLOGY INC COMMON S COM 595112103 59,391 1,802,459 SH   SOLE   943,168 0 859,291
MICROS SYSTEMS INC COMMON STOC COM 594901100 7,021 103,405 SH   SOLE   83,042 0 20,363
MICROSEMI CORP COMMON STOCK US COM 595137100 3,217 120,210 SH   SOLE   81,380 0 38,830
MICROSOFT CORP COMMON STOCK US COM 594918104 571,697 13,709,766 SH   SOLE   7,125,856 0 6,583,910
MICROSTRATEGY INC CL A COMMON COM 594972408 1,544 10,977 SH   SOLE   8,492 0 2,485
MID AMERICA APARTMENT COMM REI COM 59522J103 6,933 94,914 SH   SOLE   70,189 0 24,725
MIDDLEBY CORP COMMON STOCK USD COM 596278101 4,660 56,331 SH   SOLE   44,037 0 12,294
MIDDLESEX WATER CO COMMON STOC COM 596680108 421 19,885 SH   SOLE   9,145 0 10,740
MIDSTATES PETROLEUM CORP COM COM 59804T100 310 42,882 SH   SOLE   18,512 0 24,370
MILLENIAL MEDIA INC COM 60040N105 441 88,343 SH   SOLE   38,923 0 49,420
MILLER ENERGY RESOURCES INC CO COM 600527105 222 34,736 SH   SOLE   16,026 0 18,710
MILLER INDUSTRIES INC/TENN COM COM 600551204 271 13,182 SH   SOLE   5,862 0 7,320
MIMEDX GROUP INC COM 602496101 550 77,588 SH   SOLE   55,128 0 22,460
MINERALS TECHNOLOGIES INC COMM COM 603158106 4,825 73,575 SH   SOLE   53,095 0 20,480
MISTRAS GROUP INC COMMON STOCK COM 60649T107 335 13,682 SH   SOLE   9,882 0 3,800
MITCHAM INDUSTRIES INC COMMON COM 606501104 218 15,568 SH   SOLE   7,018 0 8,550
MITSUBISHI FINL ADR COM 606822104 1,333 216,670 SH   SOLE   216,670 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 565 137,460 SH   SOLE   137,460 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,618 83,795 SH   SOLE   46,522 0 37,273
MOBILE MINI INC COMMON STOCK U COM 60740F105 3,271 68,298 SH   SOLE   37,408 0 30,890
MODEL N INC COM 607525102 180 16,313 SH   SOLE   9,643 0 6,670
MODINE MANUFACTURING CO COMMON COM 607828100 912 57,935 SH   SOLE   29,476 0 28,459
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L107 180 48,011 SH   SOLE   21,129 0 26,882
MOELIS & CO COM 60786M105 255 7,595 SH   SOLE   3,095 0 4,500
MOHAWK INDUSTRIES INC COMMON S COM 608190104 10,846 78,398 SH   SOLE   42,526 0 35,872
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,689 37,851 SH   SOLE   29,816 0 8,035
MOLSON COORS BREWING CO B COM COM 60871R209 15,555 209,753 SH   SOLE   113,161 0 96,592
MOLYCORP INC COMMON STOCK COM 608753109 558 217,005 SH   SOLE   92,955 0 124,050
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 622 51,528 SH   SOLE   37,198 0 14,330
MONARCH CASINO + RESORT INC CO COM 609027107 218 14,383 SH   SOLE   5,933 0 8,450
MONDELEZ INTERNATIONAL INC COM 609207105 105,421 2,803,006 SH   SOLE   1,383,675 0 1,419,331
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 531 36,074 SH   SOLE   14,074 0 22,000
MONMOUTH REIT CLASS A REIT USD COM 609720107 699 69,669 SH   SOLE   29,909 0 39,760
MONOLITHIC POWER SYSTEMS INC C COM 609839105 1,876 44,293 SH   SOLE   33,423 0 10,870
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,179 41,869 SH   SOLE   33,279 0 8,590
MONRO MUFFLER BRAKE INC COMMON COM 610236101 2,820 53,011 SH   SOLE   44,176 0 8,835
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 111,992 897,804 SH   SOLE   465,039 0 432,765
MONSTER BEVERAGE CORP COM 611740101 14,126 198,867 SH   SOLE   125,075 0 73,792
MONSTER WORLDWIDE INC COMMON S COM 611742107 882 134,823 SH   SOLE   71,063 0 63,760
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,136 66,866 SH   SOLE   35,166 0 31,700
MOODY S CORP COMMON STOCK USD. COM 615369105 33,082 377,392 SH   SOLE   273,116 0 104,276
MOOG INC CLASS A COMMON STOCK COM 615394202 5,096 69,919 SH   SOLE   39,989 0 29,930
MORGAN STANLEY COMMON STOCK US COM 617446448 76,963 2,380,533 SH   SOLE   1,186,826 0 1,193,707
MORGANS HOTEL GROUP CO COMMON COM 61748W108 268 33,800 SH   SOLE   16,850 0 16,950
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,165 16,221 SH   SOLE   10,892 0 5,329
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 21,299 430,710 SH   SOLE   239,495 0 191,215
MOTORCAR PARTS OF AMERICA IN C COM 620071100 267 10,970 SH   SOLE   7,650 0 3,320
MOTOROLA SOLUTIONS INC COMMON COM 620076307 20,468 307,469 SH   SOLE   176,182 0 131,287
MOVADO GROUP INC COMMON STOCK COM 624580106 1,011 24,261 SH   SOLE   14,981 0 9,280
MOVE INC COM 62458M207 477 32,280 SH   SOLE   22,760 0 9,520
MRC GLOBAL INC COM COM 55345K103 1,817 64,228 SH   SOLE   42,561 0 21,667
MSA SAFETY INC COM 553498106 3,627 63,100 SH   SOLE   54,800 0 8,300
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 7,750 81,032 SH   SOLE   69,875 0 11,157
MSCI INC A COMMON STOCK USD.01 COM 55354G100 7,122 155,342 SH   SOLE   120,042 0 35,300
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,723 40,185 SH   SOLE   35,115 0 5,070
MUELLER INDUSTRIES INC COMMON COM 624756102 2,321 78,912 SH   SOLE   52,572 0 26,340
MUELLER WATER PRODUCTS INC A C COM 624758108 1,099 127,145 SH   SOLE   93,125 0 34,020
MULTI COLOR CORP COMMON STOCK COM 625383104 603 15,062 SH   SOLE   9,452 0 5,610
MULTI FINELINE ELECTRONIX IN C COM 62541B101 142 12,896 SH   SOLE   4,856 0 8,040
MULTIMEDIA GAMES HOLDING CO CO COM 625453105 906 30,557 SH   SOLE   24,127 0 6,430
MURPHY OIL CORP COMMON STOCK U COM 626717102 16,605 249,773 SH   SOLE   134,105 0 115,668
MURPHY USA INC COM 626755102 2,862 58,531 SH   SOLE   45,795 0 12,736
MWI VETERINARY SUPPLY INC COMM COM 55402X105 2,461 17,335 SH   SOLE   13,606 0 3,729
MYERS INDUSTRIES INC COMMON ST COM 628464109 624 31,056 SH   SOLE   22,626 0 8,430
MYLAN INC COMMON STOCK USD.5 COM 628530107 31,903 618,759 SH   SOLE   350,615 0 268,144
MYR GROUP INC/DELAWARE COMMON COM 55405W104 656 25,880 SH   SOLE   11,480 0 14,400
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,672 68,661 SH   SOLE   44,204 0 24,457
N B T BANCORP INC COMMON STOCK COM 628778102 1,552 64,597 SH   SOLE   33,940 0 30,657
NABORS INDUSTRIES LTD COMMON S COM G6359F103 13,700 466,446 SH   SOLE   267,642 0 198,804
NACCO INDUSTRIES CL A COMMON S COM 629579103 358 7,072 SH   SOLE   3,361 0 3,711
NANOMETRICS INC COMMON STOCK N COM 630077105 523 28,681 SH   SOLE   17,541 0 11,140
NANOVIRICIDES INC COM 630087203 111 26,340 SH   SOLE   17,550 0 8,790
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 6,170 159,772 SH   SOLE   86,541 0 73,231
NATIONAL BANKSHARES INC/VA COM COM 634865109 273 8,834 SH   SOLE   4,104 0 4,730
NATIONAL BEVERAGE CORP COMMON COM 635017106 527 27,870 SH   SOLE   22,880 0 4,990
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,262 72,052 SH   SOLE   35,872 0 36,180
NATIONAL FUEL GAS CO COMMON ST COM 636180101 7,918 101,121 SH   SOLE   76,209 0 24,912
NATIONAL GEN HLDGS CORP COM 636220303 687 39,500 SH   SOLE   16,200 0 23,300
NATIONAL GRID TRANS ADR COM 636274300 1,002 13,471 SH   SOLE   13,471 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 752 13,364 SH   SOLE   6,074 0 7,290
NATIONAL INSTRUMENTS CORP COMM COM 636518102 7,144 220,563 SH   SOLE   194,493 0 26,070
NATIONAL INTERSTATE CORP COMMO COM 63654U100 288 10,280 SH   SOLE   4,840 0 5,440
NATIONAL OILWELL VARCO INC COM COM 637071101 59,185 718,701 SH   SOLE   365,373 0 353,328
NATIONAL PRESTO INDS INC COMMO COM 637215104 611 8,395 SH   SOLE   4,196 0 4,199
NATIONAL RETAIL PROPERTIES REI COM 637417106 5,768 155,100 SH   SOLE   113,643 0 41,457
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 556 15,327 SH   SOLE   10,997 0 4,330
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,662 58,537 SH   SOLE   47,967 0 10,570
NATL PENN BCSHS INC COMMON STO COM 637138108 1,954 184,646 SH   SOLE   103,078 0 81,568
NATL WESTERN LIFE INS CL A COM COM 638522102 862 3,455 SH   SOLE   1,714 0 1,741
NATURAL GAS SERVICES GROUP COM COM 63886Q109 552 16,693 SH   SOLE   8,303 0 8,390
NATURES SUNSHINE PRODS INC COM COM 639027101 229 13,494 SH   SOLE   6,124 0 7,370
NATUS MEDICAL INC COMMON STOCK COM 639050103 862 34,297 SH   SOLE   25,167 0 9,130
NAUTILUS INC COM COM 63910B102 343 30,928 SH   SOLE   17,168 0 13,760
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 178 120,081 SH   SOLE   72,831 0 47,250
NAVIENT CORP COM 63938C108 10,029 566,289 SH   SOLE   312,175 0 254,114
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,365 78,250 SH   SOLE   43,850 0 34,400
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,127 16,809 SH   SOLE   9,336 0 7,473
NAVIOS MARITIME ACQUISITIONS COM Y62159101 305 82,280 SH   SOLE   28,280 0 54,000
NAVIOS MARITIME HOLDINGS COM Y62196103 936 92,495 SH   SOLE   40,395 0 52,100
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,409 37,591 SH   SOLE   21,539 0 16,052
NCI BUILDING SYSTEMS INC COMMO COM 628852204 440 22,645 SH   SOLE   16,345 0 6,300
NCR CORPORATION COMMON STOCK U COM 62886E108 7,165 204,193 SH   SOLE   157,342 0 46,851
NEENAH PAPER INC COMMON STOCK COM 640079109 1,175 22,113 SH   SOLE   13,298 0 8,815
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,982 154,580 SH   SOLE   96,020 0 58,560
NELNET INC CL A COMMON STOCK U COM 64031N108 1,506 36,360 SH   SOLE   21,001 0 15,359
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,534 37,910 SH   SOLE   29,875 0 8,035
NEOSTEM INC COMMON STOCK USD.0 COM 640650404 147 22,590 SH   SOLE   11,820 0 10,770
NETAPP INC COMMON STOCK USD.00 COM 64110D104 16,424 449,733 SH   SOLE   263,969 0 185,764
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 38,554 87,503 SH   SOLE   54,656 0 32,847
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,003 57,616 SH   SOLE   31,160 0 26,456
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 2,024 45,651 SH   SOLE   33,541 0 12,110
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,030 34,876 SH   SOLE   23,592 0 11,284
NEURALSTEM INC COM 64127R302 170 40,200 SH   SOLE   37,820 0 2,380
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 1,049 70,720 SH   SOLE   50,360 0 20,360
NEUSTAR INC CLASS A COMMON STO COM 64126X201 2,346 90,150 SH   SOLE   71,870 0 18,280
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 382 27,513 SH   SOLE   19,343 0 8,170
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,828 66,969 SH   SOLE   37,039 0 29,930
NEW MEDIA INVESTMENT GROUP COM 64704V106 475 33,636 SH   SOLE   13,395 0 20,241
NEW RESIDENTIAL INVESTMENT COM 64828T102 2,153 341,761 SH   SOLE   149,051 0 192,710
NEW YORK + CO COMMON STOCK USD COM 649295102 114 30,985 SH   SOLE   17,509 0 13,476
NEW YORK COMMUNITY BANCORP COM COM 649445103 8,610 538,825 SH   SOLE   413,275 0 125,550
NEW YORK MTGE TR INC COM COM 649604501 810 103,684 SH   SOLE   44,174 0 59,510
NEW YORK REIT INC COM 64976L109 2,264 204,720 SH   SOLE   89,020 0 115,700
NEW YORK TIMES CO A COMMON STO COM 650111107 3,911 257,160 SH   SOLE   158,439 0 98,721
NEWBRIDGE BANCORP COM 65080T102 297 36,867 SH   SOLE   14,837 0 22,030
NEWCASTLE INVESTMENT CORP REIT COM 65105M108 53 10,973 SH   SOLE   3,473 0 7,500
NEWELL RUBBERMAID INC COMMON S COM 651229106 12,176 392,909 SH   SOLE   236,243 0 156,666
NEWFIELD EXPLORATION CO COMMON COM 651290108 7,952 179,908 SH   SOLE   100,336 0 79,572
NEWLINK GENETICS CORP COM 651511107 444 16,712 SH   SOLE   12,142 0 4,570
NEWMARKET CORP COMMON STOCK NP COM 651587107 5,462 13,930 SH   SOLE   11,288 0 2,642
NEWMONT MINING CORP COMMON STO COM 651639106 16,633 653,797 SH   SOLE   362,495 0 291,302
NEWPARK RESOURCES INC COMMON S COM 651718504 1,657 133,002 SH   SOLE   73,328 0 59,674
NEWPORT CORP COMMON STOCK USD. COM 651824104 840 45,405 SH   SOLE   31,895 0 13,510
NEWS CORP CL A COMMON STOCK US COM 65249B109 11,558 644,243 SH   SOLE   357,036 0 287,207
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 700 49,792 SH   SOLE   28,952 0 20,840
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,501 29,089 SH   SOLE   20,629 0 8,460
NEXTERA ENERGY INC COMMON STOC COM 65339F101 76,612 747,583 SH   SOLE   390,322 0 357,261
NIC INC COMMON STOCK NPV COM 62914B100 1,893 119,403 SH   SOLE   99,350 0 20,053
NICHOLAS FINANCIAL INC COMMON COM 65373J209 178 12,376 SH   SOLE   5,396 0 6,980
NIDEC CORP ADR COM 654090109 212 13,800 SH   SOLE   13,800 0 0
NIELSEN NV COM N63218106 18,363 379,321 SH   SOLE   233,530 0 145,791
NII HOLDINGS INC COMMON STOCK COM 62913F201 10 18,093 SH   SOLE   5,403 0 12,690
NIKE INC CL B COMMON STOCK NP COM 654106103 105,292 1,357,732 SH   SOLE   752,345 0 605,387
NIMBLE STORAGE INC COM 65440R101 236 7,684 SH   SOLE   5,664 0 2,020
NIPPON TEL & TEL ADR COM 654624105 594 19,030 SH   SOLE   19,030 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 15,596 396,451 SH   SOLE   220,573 0 175,878
NL INDUSTRIES COMMON STOCK USD COM 629156407 102 11,012 SH   SOLE   3,832 0 7,180
NMI HOLDINGS INC-CLASS A COM 629209305 588 55,985 SH   SOLE   22,785 0 33,200
NN INC COMMON STOCK USD.01 COM 629337106 371 14,488 SH   SOLE   9,798 0 4,690
NOBLE CORP PLC COM G65431101 7,880 234,804 SH   SOLE   155,264 0 79,540
NOBLE ENERGY INC COMMON STOCK COM 655044105 40,568 523,723 SH   SOLE   311,620 0 212,103
NOKIA CORP COM 654902204 400 52,972 SH   SOLE   52,972 0 0
NOMURA HLDGS INC ADR COM 65535H208 362 51,440 SH   SOLE   51,440 0 0
NOODLES & CO COM 65540B105 276 8,034 SH   SOLE   5,664 0 2,370
NORANDA ALUMINUM HOLDING COR C COM 65542W107 171 48,319 SH   SOLE   19,249 0 29,070
NORDIC AMERICAN TANKERS LTD CO COM G65773106 992 104,137 SH   SOLE   46,567 0 57,570
NORDSON CORP COMMON STOCK NPV COM 655663102 7,103 88,580 SH   SOLE   69,930 0 18,650
NORDSTROM INC COMMON STOCK NPV COM 655664100 14,050 206,835 SH   SOLE   128,275 0 78,560
NORFOLK SOUTHERN CORP COMMON S COM 655844108 58,302 565,877 SH   SOLE   320,436 0 245,441
NORTEK INC COM COM 656559309 651 7,254 SH   SOLE   5,304 0 1,950
NORTH ATLANTIC DRILLING LTD COM G6613P202 813 76,575 SH   SOLE   37,415 0 39,160
NORTHEAST UTILITIES COMMON STO COM 664397106 23,329 493,536 SH   SOLE   296,671 0 196,865
NORTHERN OIL AND GAS INC COMMO COM 665531109 1,483 91,027 SH   SOLE   46,777 0 44,250
NORTHERN TRUST CORP COMMON STO COM 665859104 19,176 298,649 SH   SOLE   157,335 0 141,314
NORTHFIELD BANCORP INC/NJ COM 66611T108 934 71,215 SH   SOLE   35,793 0 35,422
NORTHRIM BANCORP INC COM COM 666762109 203 7,922 SH   SOLE   3,322 0 4,600
NORTHROP GRUMMAN CORP COMMON S COM 666807102 40,019 334,521 SH   SOLE   181,147 0 153,374
NORTHSTAR REALTY FINANCE COR R COM 66704R704 3,878 223,143 SH   SOLE   137,464 0 85,679
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,997 220,821 SH   SOLE   155,545 0 65,276
NORTHWEST BIOTHERAPEUTICS COM 66737P600 192 28,620 SH   SOLE   19,490 0 9,130
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,150 45,607 SH   SOLE   26,025 0 19,582
NORTHWEST PIPE CO COMMON STOCK COM 667746101 459 11,382 SH   SOLE   4,942 0 6,440
NORTHWESTERN CORP COMMON STOCK COM 668074305 3,367 64,517 SH   SOLE   36,912 0 27,605
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 2,010 63,421 SH   SOLE   43,601 0 19,820
NOVARTIS AG ADR COM 66987V109 3,422 37,795 SH   SOLE   37,795 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 794 171,908 SH   SOLE   124,268 0 47,640
NOVO-NORDISK A/S COM 670100205 1,381 29,900 SH   SOLE   29,900 0 0
NOW INC COM COM 67011P100 6,018 166,198 SH   SOLE   113,100 0 53,098
NPS PHARMACEUTICALS INC COMMON COM 62936P103 3,564 107,822 SH   SOLE   75,562 0 32,260
NRG ENERGY INC COMMON STOCK US COM 629377508 15,803 424,820 SH   SOLE   232,213 0 192,607
NRG YIELD INC CLASS A COM 62942X108 1,303 25,029 SH   SOLE   11,829 0 13,200
NTELOS HOLDINGS CORP COM 67020Q305 253 20,276 SH   SOLE   11,686 0 8,590
NTT DOCOMO INC ADR COM 62942M201 292 17,070 SH   SOLE   17,070 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 3,768 50,952 SH   SOLE   35,598 0 15,354
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 3,188 169,851 SH   SOLE   94,786 0 75,065
NUCOR CORP COMMON STOCK USD.4 COM 670346105 19,866 403,365 SH   SOLE   228,134 0 175,231
NUMEREX CORP PA CL A COM 67053A102 142 12,339 SH   SOLE   7,839 0 4,500
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 251 10,525 SH   SOLE   4,655 0 5,870
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 505 29,518 SH   SOLE   21,578 0 7,940
NUVASIVE INC COMMON STOCK USD. COM 670704105 1,990 55,942 SH   SOLE   40,342 0 15,600
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K203 360 17,910 SH   SOLE   7,941 0 9,969
NVE CORP COMMON STOCK USD.01 COM 629445206 287 5,158 SH   SOLE   2,598 0 2,560
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 14,131 762,192 SH   SOLE   429,660 0 332,532
NVR INC COMMON STOCK USD.01 COM 62944T105 6,663 5,791 SH   SOLE   4,727 0 1,064
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 813 56,565 SH   SOLE   39,815 0 16,750
National Bank Holdings Corp. COM 633707104 1,061 53,218 SH   SOLE   26,158 0 27,060
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 23,960 159,097 SH   SOLE   99,045 0 60,052
OASIS PETROLEUM INC COMMON STO COM 674215108 4,323 77,355 SH   SOLE   53,245 0 24,110
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 141,667 1,380,370 SH   SOLE   750,039 0 630,331
OCEANEERING INTL INC COMMON ST COM 675232102 12,493 159,898 SH   SOLE   121,303 0 38,595
OCEANFIRST FINANCIAL CORP COMM COM 675234108 318 19,217 SH   SOLE   7,247 0 11,970
OCLARO INC COMMON STOCK USD.01 COM 67555N206 238 108,264 SH   SOLE   44,064 0 64,200
OCWEN FINANCIAL CORP COMMON ST COM 675746309 3,193 86,065 SH   SOLE   58,825 0 27,240
OFFICE DEPOT INC COMMON STOCK COM 676220106 5,546 974,609 SH   SOLE   591,779 0 382,830
OFG BANCORP COM 67103X102 1,229 66,784 SH   SOLE   34,979 0 31,805
OGE ENERGY CORP COMMON STOCK U COM 670837103 9,750 249,479 SH   SOLE   185,801 0 63,678
OHR PHARMACEUTICAL INC COM 67778H200 140 14,770 SH   SOLE   10,140 0 4,630
OI SA-ADR COM 670851203 9 10,500 SH   SOLE   10,500 0 0
OIL STATES INTERNATIONAL INC C COM 678026105 4,373 68,227 SH   SOLE   47,744 0 20,483
OLD DOMINION FREIGHT LINE COMM COM 679580100 5,862 92,057 SH   SOLE   74,697 0 17,360
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,246 157,254 SH   SOLE   81,851 0 75,403
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,388 325,740 SH   SOLE   251,834 0 73,906
OLIN CORP COMMON STOCK USD1. COM 680665205 3,724 138,340 SH   SOLE   96,850 0 41,490
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 335 13,555 SH   SOLE   8,215 0 5,340
OM GROUP INC COMMON STOCK USD. COM 670872100 1,702 52,476 SH   SOLE   28,692 0 23,784
OMEGA HEALTHCARE INVESTORS REI COM 681936100 6,226 168,916 SH   SOLE   127,106 0 41,810
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 340 24,853 SH   SOLE   11,173 0 13,680
OMEROS CORP COM COM 682143102 493 28,313 SH   SOLE   18,813 0 9,500
OMNIAMERICAN BANCORP INC COMMO COM 68216R107 508 20,338 SH   SOLE   12,558 0 7,780
OMNICARE INC COMMON STOCK USD1 COM 681904108 8,152 122,452 SH   SOLE   93,588 0 28,864
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,185 41,281 SH   SOLE   30,521 0 10,760
OMNICOM GROUP COMMON STOCK USD COM 681919106 31,885 447,694 SH   SOLE   304,897 0 142,797
OMNIVISION TECHNOLOGIES INC CO COM 682128103 1,797 81,755 SH   SOLE   41,678 0 40,077
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 358 39,380 SH   SOLE   29,840 0 9,540
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,578 72,474 SH   SOLE   60,644 0 11,830
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,069 335,813 SH   SOLE   211,003 0 124,810
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 231 9,930 SH   SOLE   6,790 0 3,140
ONCOTHYREON INC COMMON STOCK N COM 682324108 176 54,410 SH   SOLE   36,160 0 18,250
ONE GAS INC COM 68235P108 3,606 95,527 SH   SOLE   58,035 0 37,492
ONE LIBERTY PROPERTIES INC REI COM 682406103 386 18,076 SH   SOLE   8,966 0 9,110
ONEBEACON INSURANCE GROUP A CO COM G67742109 493 31,705 SH   SOLE   12,245 0 19,460
ONEOK INC COMMON STOCK USD.01 COM 682680103 20,021 294,079 SH   SOLE   173,909 0 120,170
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH   SOLE   10,700 0 0
OPENTABLE INC COMMON STOCK COM 68372A104 3,027 29,214 SH   SOLE   22,400 0 6,814
OPHTHOTECH CORP COM 683745103 512 12,094 SH   SOLE   8,814 0 3,280
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,582 178,907 SH   SOLE   125,057 0 53,850
OPLINK COMMUNICATIONS INC COMM COM 68375Q403 500 29,486 SH   SOLE   15,276 0 14,210
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 296 12,329 SH   SOLE   5,469 0 6,860
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 245,172 6,049,160 SH   SOLE   3,248,460 0 2,800,700
ORANGE ADR COM 684060106 497 31,450 SH   SOLE   31,450 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 569 66,085 SH   SOLE   31,195 0 34,890
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 314 47,615 SH   SOLE   21,215 0 26,400
ORBITAL SCIENCES CORP COMMON S COM 685564106 2,562 86,702 SH   SOLE   43,141 0 43,561
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 521 58,531 SH   SOLE   30,581 0 27,950
ORCHIDS PAPER PRODS CO COM COM 68572N104 206 6,432 SH   SOLE   3,832 0 2,600
OREXIGEN THERAPEUTICS INC COMM COM 686164104 620 100,391 SH   SOLE   73,521 0 26,870
ORGANOVO HLDGS INC COM 68620A104 402 48,170 SH   SOLE   34,510 0 13,660
ORION MARINE GROUP INC COMMON COM 68628V308 417 38,484 SH   SOLE   19,980 0 18,504
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,839 119,469 SH   SOLE   86,249 0 33,220
ORIX CORP ADR COM 686330101 254 3,060 SH   SOLE   3,060 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 593 20,574 SH   SOLE   10,394 0 10,180
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 1,006 27,753 SH   SOLE   14,323 0 13,430
OSHKOSH CORP COMMON STOCK USD. COM 688239201 5,760 103,730 SH   SOLE   79,645 0 24,085
OSI SYSTEMS INC COMMON STOCK N COM 671044105 1,976 29,599 SH   SOLE   16,384 0 13,215
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 271 17,359 SH   SOLE   11,999 0 5,360
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,603 52,915 SH   SOLE   27,579 0 25,336
OUTERWALL INC COM 690070107 1,408 23,730 SH   SOLE   17,970 0 5,760
OVASCIENCE INC COM COM 69014Q101 163 17,756 SH   SOLE   6,596 0 11,160
OVERSTOCK.COM INC COMMON STOCK COM 690370101 174 11,012 SH   SOLE   6,342 0 4,670
OWENS + MINOR INC COMMON STOCK COM 690732102 7,618 224,204 SH   SOLE   178,414 0 45,790
OWENS CORNING COMMON STOCK USD COM 690742101 2,989 77,286 SH   SOLE   42,953 0 34,333
OWENS ILLINOIS INC COMMON STOC COM 690768403 8,154 235,389 SH   SOLE   140,965 0 94,424
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,077 16,159 SH   SOLE   12,409 0 3,750
P G + E CORP COMMON STOCK NPV COM 69331C108 35,412 737,433 SH   SOLE   366,922 0 370,511
PACCAR INC COMMON STOCK USD1. COM 693718108 35,031 557,547 SH   SOLE   331,388 0 226,159
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 345 55,821 SH   SOLE   42,331 0 13,490
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 302 21,977 SH   SOLE   10,257 0 11,720
PACIFIC ETHANOL INC COM COM 69423U305 360 23,537 SH   SOLE   10,905 0 12,632
PACIFIC PREMIER BNCRP COM COM 69478X105 272 19,277 SH   SOLE   8,037 0 11,240
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 90 37,910 SH   SOLE   26,127 0 11,783
PACIRA PHARMACEUTICALS INC COM COM 695127100 3,203 34,868 SH   SOLE   26,598 0 8,270
PACKAGING CORP OF AMERICA COMM COM 695156109 10,084 141,054 SH   SOLE   116,350 0 24,704
PACWEST BANCORP COMMON STOCK N COM 695263103 4,963 114,956 SH   SOLE   87,088 0 27,868
PAIN THERAPEUTICS INC COMMON S COM 69562K100 183 31,800 SH   SOLE   19,380 0 12,420
PALL CORP COMMON STOCK USD.1 COM 696429307 16,701 195,589 SH   SOLE   131,274 0 64,315
PALO ALTO NETWORKS INC COM 697435105 3,224 38,445 SH   SOLE   27,621 0 10,824
PANDORA MEDIA INC COM COM 698354107 4,522 153,303 SH   SOLE   109,339 0 43,964
PANERA BREAD COMPANY CLASS A C COM 69840W108 5,309 35,434 SH   SOLE   28,378 0 7,056
PANHANDLE OIL AND GAS INC A CO COM 698477106 396 7,059 SH   SOLE   5,389 0 1,670
PANTRY INC COMMON STOCK USD.01 COM 698657103 519 32,031 SH   SOLE   15,051 0 16,980
PAPA JOHN S INTL INC COMMON ST COM 698813102 1,822 42,989 SH   SOLE   34,009 0 8,980
PAREXEL INTERNATIONAL CORP COM COM 699462107 3,954 74,831 SH   SOLE   59,551 0 15,280
PARK ELECTROCHEMICAL CORP COMM COM 700416209 896 31,755 SH   SOLE   15,465 0 16,290
PARK NATIONAL CORP COMMON STOC COM 700658107 1,377 17,840 SH   SOLE   7,990 0 9,850
PARK OHIO HOLDINGS CORP COMMON COM 700666100 427 7,343 SH   SOLE   5,273 0 2,070
PARK STERLING CORP COMMON STOC COM 70086Y105 348 52,839 SH   SOLE   23,539 0 29,300
PARKER DRILLING CO COMMON STOC COM 701081101 1,044 160,145 SH   SOLE   75,925 0 84,220
PARKER HANNIFIN CORP COMMON ST COM 701094104 28,604 227,504 SH   SOLE   134,748 0 92,756
PARKERVISION INC COM COM 701354102 90 60,787 SH   SOLE   53,637 0 7,150
PARKWAY PROPERTIES INC REIT US COM 70159Q104 2,146 103,911 SH   SOLE   51,179 0 52,732
PARSLEY ENERGY INC COM 701877102 996 41,380 SH   SOLE   30,450 0 10,930
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,174 38,220 SH   SOLE   23,294 0 14,926
PATRICK INDS INC COM COM 703343103 283 6,074 SH   SOLE   4,434 0 1,640
PATRIOT TRANSPORTATION HLDG CO COM 70337B102 295 8,448 SH   SOLE   3,920 0 4,528
PATTERN ENERGY GROUP INC COM 70338P100 1,053 31,810 SH   SOLE   23,240 0 8,570
PATTERSON COS INC COMMON STOCK COM 703395103 4,426 112,032 SH   SOLE   62,013 0 50,019
PATTERSON UTI ENERGY INC COMMO COM 703481101 8,293 237,356 SH   SOLE   161,658 0 75,698
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 23,902 575,131 SH   SOLE   394,496 0 180,635
PBF ENERGY INC COM 69318G106 1,109 41,603 SH   SOLE   26,253 0 15,350
PC CONNECTION INC COMMON STOCK COM 69318J100 244 11,790 SH   SOLE   5,330 0 6,460
PDC ENERGY INC COM 69327R101 3,468 54,910 SH   SOLE   31,100 0 23,810
PDF SOLUTIONS INC COMMON STOCK COM 693282105 524 24,706 SH   SOLE   18,006 0 6,700
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 2,286 236,145 SH   SOLE   193,505 0 42,640
PEABODY ENERGY CORP COMMON STO COM 704549104 6,104 373,311 SH   SOLE   210,729 0 162,582
PEAPACK-GLADSTONE FNL COM COM 704699107 260 12,276 SH   SOLE   4,776 0 7,500
PEARSON PLC ADR COM 705015105 260 13,100 SH   SOLE   13,100 0 0
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 3,521 95,274 SH   SOLE   45,182 0 50,092
PEGASYSTEMS INC COMMON STOCK U COM 705573103 728 34,485 SH   SOLE   24,663 0 9,822
PENDRELL CORP COMMON STOCK USD COM 70686R104 368 208,836 SH   SOLE   89,696 0 119,140
PENN NATIONAL GAMING INC COMMO COM 707569109 1,207 99,404 SH   SOLE   43,304 0 56,100
PENN REAL ESTATE INVEST TST RE COM 709102107 2,061 109,512 SH   SOLE   55,929 0 53,583
PENN VIRGINIA CORP COMMON STOC COM 707882106 1,573 92,779 SH   SOLE   46,574 0 46,205
PENNANTPARK INVESTMENT CORP CO COM 708062104 160 13,945 SH   SOLE   13,945 0 0
PENNS WOODS BANCORP INC COMMON COM 708430103 328 6,962 SH   SOLE   3,692 0 3,270
PENNYMAC FINL SVCS INC COM 70932B101 194 12,739 SH   SOLE   7,299 0 5,440
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 2,014 91,799 SH   SOLE   43,329 0 48,470
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,447 29,234 SH   SOLE   17,904 0 11,330
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR PLC COM G7S00T104 18,515 256,718 SH   SOLE   140,781 0 115,937
PEOPLE S UNITED FINANCIAL COMM COM 712704105 8,300 547,149 SH   SOLE   362,199 0 184,950
PEOPLES BANCORP INC COMMON STO COM 709789101 342 12,946 SH   SOLE   5,605 0 7,341
PEOPLES FINL SERVICES CO COM 711040105 392 7,625 SH   SOLE   2,625 0 5,000
PEP BOYS MANNY MOE + JACK COMM COM 713278109 917 79,979 SH   SOLE   42,609 0 37,370
PEPCO HOLDINGS INC COMMON STOC COM 713291102 8,814 320,744 SH   SOLE   182,517 0 138,227
PEPSICO INC COMMON STOCK USD.0 COM 713448108 241,371 2,701,713 SH   SOLE   1,337,381 0 1,364,332
PEREGRINE PHARMACEUTICALS COMM COM 713661304 199 105,796 SH   SOLE   94,376 0 11,420
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 220 32,131 SH   SOLE   13,921 0 18,210
PERFICIENT INC COMMON STOCK US COM 71375U101 848 43,557 SH   SOLE   28,797 0 14,760
PERFORMANT FINANCIAL CORP COM 71377E105 224 22,186 SH   SOLE   15,046 0 7,140
PERICOM SEMICONDUCTOR CORP COM COM 713831105 275 30,403 SH   SOLE   15,903 0 14,500
PERKINELMER INC COMMON STOCK U COM 714046109 6,701 143,062 SH   SOLE   87,013 0 56,049
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 228 25,420 SH   SOLE   18,170 0 7,250
PERRIGO CO PLC COM G97822103 26,735 183,416 SH   SOLE   125,417 0 57,999
PERRY ELLIS INTERNATIONAL COMM COM 288853104 342 19,597 SH   SOLE   11,041 0 8,556
PETMED EXPRESS INC COMMON STOC COM 716382106 1,185 87,937 SH   SOLE   83,137 0 4,800
PETROLEO BRASILEIRO ADR COM 71654V101 479 30,610 SH   SOLE   30,610 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 461 61,355 SH   SOLE   41,945 0 19,410
PETSMART INC COMMON STOCK USD. COM 716768106 11,811 197,511 SH   SOLE   140,792 0 56,719
PFIZER INC COMMON STOCK USD.05 COM 717081103 294,162 9,911,127 SH   SOLE   5,380,603 0 4,530,524
PGT INC COM 69336V101 346 40,849 SH   SOLE   30,529 0 10,320
PHARMACYCLICS INC COMMON STOCK COM 716933106 4,760 53,059 SH   SOLE   35,538 0 17,521
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,408 49,252 SH   SOLE   27,947 0 21,305
PHH CORP COMMON STOCK USD.01 COM 693320202 1,807 78,627 SH   SOLE   37,957 0 40,670
PHI INC NON VOTING COMMON STOC COM 69336T205 718 16,108 SH   SOLE   8,203 0 7,905
PHIBRO ANIMAL HEALTH CO COM 71742Q106 217 9,880 SH   SOLE   6,670 0 3,210
PHILIP MORRIS INTERNATIONAL CO COM 718172109 210,007 2,490,893 SH   SOLE   1,422,178 0 1,068,715
PHILIPS ELEC ADR COM 500472303 406 12,796 SH   SOLE   12,796 0 0
PHILLIPS 66 COM 718546104 76,710 953,752 SH   SOLE   491,971 0 461,781
PHOENIX COMPANIES INC COMMON S COM 71902E604 341 7,042 SH   SOLE   3,059 0 3,983
PHOTOMEDEX INC COM COM 719358301 198 16,155 SH   SOLE   7,685 0 8,470
PHOTRONICS INC COMMON STOCK US COM 719405102 692 80,475 SH   SOLE   37,788 0 42,687
PHYSICIANS REALTY TRUST COM 71943U104 585 40,655 SH   SOLE   16,755 0 23,900
PICO HOLDINGS INC COMMON STOCK COM 693366205 691 29,088 SH   SOLE   13,638 0 15,450
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,531 121,108 SH   SOLE   65,738 0 55,370
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,487 131,309 SH   SOLE   71,278 0 60,031
PIER 1 IMPORTS INC COMMON STOC COM 720279108 1,485 96,339 SH   SOLE   68,779 0 27,560
PIKE CORPORATION COMMON STOCK COM 721283109 285 31,779 SH   SOLE   13,699 0 18,080
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 982 35,901 SH   SOLE   22,391 0 13,510
PINNACLE ENTERTAINMENT INC COM COM 723456109 1,828 72,605 SH   SOLE   56,505 0 16,100
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 2,218 56,186 SH   SOLE   30,753 0 25,433
PINNACLE FOODS INC DEL COM 72348P104 1,004 30,513 SH   SOLE   18,083 0 12,430
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,545 147,739 SH   SOLE   87,052 0 60,687
PIONEER ENERGY SERVICES CORP COM 723664108 1,515 86,366 SH   SOLE   49,996 0 36,370
PIONEER NATURAL RESOURCES CO C COM 723787107 55,739 242,543 SH   SOLE   126,226 0 116,317
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,421 27,446 SH   SOLE   14,363 0 13,083
PITNEY BOWES INC COMMON STOCK COM 724479100 8,649 313,143 SH   SOLE   194,092 0 119,051
PLANTRONICS INC COMMON STOCK U COM 727493108 3,679 76,564 SH   SOLE   62,134 0 14,430
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,683 60,050 SH   SOLE   42,290 0 17,760
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 2,984 46,017 SH   SOLE   25,497 0 20,520
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,105 48,634 SH   SOLE   29,354 0 19,280
PLUG POWER INC COM COM 72919P202 925 197,590 SH   SOLE   87,890 0 109,700
PLUM CREEK TIMBER CO REIT USD. COM 729251108 12,776 283,281 SH   SOLE   157,722 0 125,559
PLX TECHNOLOGY INC COMMON STOC COM 693417107 209 32,348 SH   SOLE   24,328 0 8,020
PLY GEM HLDGS INC COM 72941W100 164 16,287 SH   SOLE   10,927 0 5,360
PMC SIERRA INC COMMON STOCK COM 69344F106 1,653 217,266 SH   SOLE   113,276 0 103,990
PNC FINANCIAL SERVICES GROUP C COM 693475105 75,370 846,383 SH   SOLE   426,138 0 420,245
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,893 166,839 SH   SOLE   109,899 0 56,940
POLARIS INDUSTRIES INC COMMON COM 731068102 16,795 128,952 SH   SOLE   111,938 0 17,014
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 2,993 238,890 SH   SOLE   161,650 0 77,240
POLYONE CORPORATION COMMON STO COM 73179P106 6,570 155,905 SH   SOLE   129,499 0 26,406
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,998 41,851 SH   SOLE   29,751 0 12,100
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,071 54,291 SH   SOLE   41,501 0 12,790
POPEYES LOUISIANA KITCHEN INC COM 732872106 995 22,765 SH   SOLE   15,765 0 7,000
POPULAR INC COMMON STOCK USD6. COM 733174700 2,255 65,981 SH   SOLE   36,466 0 29,515
PORTFOLIO RECOVERY ASSOCIATE C COM 73640Q105 3,474 58,349 SH   SOLE   45,229 0 13,120
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,225 121,873 SH   SOLE   66,443 0 55,430
PORTOLA PHARMACEUTICALS COM COM 737010108 897 30,725 SH   SOLE   22,655 0 8,070
POSCO ADR COM 693483109 485 6,521 SH   SOLE   6,521 0 0
POST HOLDINGS INC COM 737446104 4,241 83,309 SH   SOLE   53,279 0 30,030
POST PROPERTIES INC REIT USD.0 COM 737464107 2,484 46,458 SH   SOLE   28,137 0 18,321
POTASH CORP SASKATCHEWAN, INC COM 73755L107 462 12,171 SH   SOLE   12,171 0 0
POTBELLY CORP COM 73754Y100 168 10,540 SH   SOLE   7,320 0 3,220
POTLATCH CORP REIT USD1. COM 737630103 3,040 73,426 SH   SOLE   59,136 0 14,290
POWELL INDUSTRIES INC COMMON S COM 739128106 928 14,194 SH   SOLE   6,964 0 7,230
POWER INTEGRATIONS INC COMMON COM 739276103 1,954 33,958 SH   SOLE   25,978 0 7,980
POWER SOLUTIONS INTL INC COM 73933G202 230 3,202 SH   SOLE   2,192 0 1,010
POWERSECURE INTERNATIONAL IN C COM 73936N105 252 25,919 SH   SOLE   11,539 0 14,380
POZEN INC COMMON STOCK USD.001 COM 73941U102 172 20,670 SH   SOLE   16,100 0 4,570
PPG INDUSTRIES INC COMMON STOC COM 693506107 50,942 242,409 SH   SOLE   126,055 0 116,354
PPL CORPORATION COMMON STOCK U COM 69351T106 29,199 821,810 SH   SOLE   447,603 0 374,207
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 66,984 504,249 SH   SOLE   257,728 0 246,521
PRECISION CASTPARTS CORP COMMO COM 740189105 59,752 236,734 SH   SOLE   128,878 0 107,856
PREFERRED BANK LOS ANGELES COM COM 740367404 342 14,448 SH   SOLE   6,368 0 8,080
PREFORMED LINE PRODUCTS CO COM COM 740444104 242 4,499 SH   SOLE   1,439 0 3,060
PREMIER INC'CL A COM 74051N102 647 22,302 SH   SOLE   16,002 0 6,300
PREMIERE GLOBAL SERVICES INC C COM 740585104 990 74,187 SH   SOLE   40,317 0 33,870
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 2,024 59,709 SH   SOLE   45,769 0 13,940
PRGX GLOBAL INC COMMON STOCK U COM 69357C503 228 35,718 SH   SOLE   16,108 0 19,610
PRICELINE GROUP INC COMMON STO COM 741503403 106,526 88,550 SH   SOLE   45,577 0 42,973
PRICESMART INC COMMON STOCK US COM 741511109 1,703 19,562 SH   SOLE   14,164 0 5,398
PRIMERICA INC COMMON STOCK COM 74164M108 5,062 105,795 SH   SOLE   68,015 0 37,780
PRIMORIS SERVICES CORP COMMON COM 74164F103 903 31,328 SH   SOLE   22,898 0 8,430
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 18,491 366,305 SH   SOLE   203,085 0 163,220
PRIVATEBANCORP INC COMMON STOC COM 742962103 3,129 107,673 SH   SOLE   55,943 0 51,730
PROASSURANCE CORP COMMON STOCK COM 74267C106 3,852 86,758 SH   SOLE   70,552 0 16,206
PROCERA NETWORKS INC COMMON ST COM 74269U203 276 27,352 SH   SOLE   14,712 0 12,640
PROCTER + GAMBLE CO/THE COMMON COM 742718109 359,147 4,569,876 SH   SOLE   2,344,191 0 2,225,685
PROGENICS PHARMACEUTICALS COMM COM 743187106 344 79,793 SH   SOLE   36,903 0 42,890
PROGRESS SOFTWARE CORP COMMON COM 743312100 1,987 82,658 SH   SOLE   46,003 0 36,655
PROGRESSIVE CORP COMMON STOCK COM 743315103 19,315 761,631 SH   SOLE   428,727 0 332,904
PROLOGIS INC REIT USD.01 COM 74340W103 28,382 690,732 SH   SOLE   353,332 0 337,400
PROOFPOINT INC COM COM 743424103 1,202 32,089 SH   SOLE   24,049 0 8,040
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 552 20,891 SH   SOLE   15,481 0 5,410
PROSPERITY BANCSHARES INC COMM COM 743606105 10,199 162,926 SH   SOLE   114,806 0 48,120
PROTECTIVE LIFE CORP COMMON ST COM 743674103 6,522 94,069 SH   SOLE   72,064 0 22,005
PROTO LABS INC COM COM 743713109 1,601 19,544 SH   SOLE   14,634 0 4,910
PROVIDENCE SERVICE CORP COMMON COM 743815102 414 11,314 SH   SOLE   8,744 0 2,570
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,721 99,357 SH   SOLE   55,714 0 43,643
PRTOTHENA CORP PLC COM G72800108 552 24,461 SH   SOLE   12,121 0 12,340
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 65,401 736,747 SH   SOLE   366,651 0 370,096
PRUDENTIAL PLC ADR COM 74435K204 928 20,230 SH   SOLE   20,230 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,479 29,696 SH   SOLE   18,626 0 11,070
PTC INC. COM 69370C100 6,330 163,142 SH   SOLE   130,452 0 32,690
PTC THERAPEUTICS INC COM COM 69366J200 500 19,113 SH   SOLE   12,693 0 6,420
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 30,890 757,299 SH   SOLE   462,479 0 294,820
PUBLIC STORAGE REIT USD.1 COM 74460D109 56,451 329,450 SH   SOLE   200,676 0 128,774
PULTEGROUP INC COMMON STOCK US COM 745867101 9,103 451,532 SH   SOLE   251,488 0 200,044
PUMA BIOTECHNOLOGY INC COM 74587V107 1,426 21,604 SH   SOLE   15,950 0 5,654
PVH CORP COMMON STOCK USD1. COM 693656100 13,579 116,457 SH   SOLE   73,177 0 43,280
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 182 16,346 SH   SOLE   13,636 0 2,710
QEP RESOURCES INC COMMON STOCK COM 74733V100 8,351 242,070 SH   SOLE   136,217 0 105,853
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,596 147,056 SH   SOLE   92,221 0 54,835
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 1,962 86,722 SH   SOLE   63,052 0 23,670
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,316 130,407 SH   SOLE   64,037 0 66,370
QTS REALTY TRUST INC-CL A COM 74736A103 229 7,990 SH   SOLE   5,380 0 2,610
QUAD GRAPHICS INC COMMON STOCK COM 747301109 778 34,771 SH   SOLE   15,001 0 19,770
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,262 16,438 SH   SOLE   11,688 0 4,750
QUALCOMM INC COMMON STOCK USD. COM 747525103 238,436 3,010,551 SH   SOLE   1,593,422 0 1,417,129
QUALITY DISTRIBUTION INC COMMO COM 74756M102 420 28,271 SH   SOLE   13,281 0 14,990
QUALITY SYSTEMS INC COMMON STO COM 747582104 1,583 98,660 SH   SOLE   84,600 0 14,060
QUANEX BUILDING PRODUCTS COMMO COM 747619104 977 54,646 SH   SOLE   29,566 0 25,080
QUANTA SERVICES INC COMMON STO COM 74762E102 10,359 299,563 SH   SOLE   168,738 0 130,825
QUANTUM CORP COMMON STOCK USD. COM 747906204 284 232,881 SH   SOLE   127,977 0 104,904
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 11,672 198,881 SH   SOLE   112,662 0 86,219
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,436 219,210 SH   SOLE   164,582 0 54,628
QUESTCOR PHARMACEUTICALS COMMO COM 74835Y101 9,274 100,266 SH   SOLE   83,726 0 16,540
QUICKSILVER RESOURCES INC COMM COM 74837R104 424 158,690 SH   SOLE   77,500 0 81,190
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 649 29,374 SH   SOLE   20,174 0 9,200
QUIKSILVER INC COM COM 74837P108 225 43,460 SH   SOLE   30,060 0 13,400
QUIKSILVER INC COMMON STOCK US COM 74838C106 566 158,065 SH   SOLE   103,885 0 54,180
QUINSTREET INC COMMON STOCK COM 74874Q100 246 44,590 SH   SOLE   21,840 0 22,750
QUINTILES TRANSNATIONAL COM COM 74876Y101 2,139 40,142 SH   SOLE   25,622 0 14,520
Qualys, Inc. COM 74758T303 386 15,041 SH   SOLE   10,691 0 4,350
RACKSPACE HOSTING INC COMMON S COM 750086100 5,359 159,205 SH   SOLE   129,067 0 30,138
RADIAN GROUP INC COMMON STOCK COM 750236101 3,671 247,872 SH   SOLE   129,903 0 117,969
RADIO ONE INC NON VTG CL D COM 75040P405 74 15,040 SH   SOLE   10,040 0 5,000
RADNET INC COMMON STOCK USD.00 COM 750491102 164 24,810 SH   SOLE   16,640 0 8,170
RAIT FINANCIAL TRUST REIT USD. COM 749227609 848 102,582 SH   SOLE   48,126 0 54,456
RALLY SOFTWARE DEV CORP COM 751198102 208 19,068 SH   SOLE   13,688 0 5,380
RALPH LAUREN CORP COMMON STOCK COM 751212101 18,638 115,987 SH   SOLE   83,905 0 32,082
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,503 105,077 SH   SOLE   74,077 0 31,000
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,535 92,368 SH   SOLE   41,770 0 50,598
RANGE RESOURCES CORP COMMON ST COM 75281A109 21,433 246,493 SH   SOLE   152,118 0 94,375
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 629 54,458 SH   SOLE   40,298 0 14,160
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,770 53,419 SH   SOLE   41,309 0 12,110
RAYMOND JAMES FINANCIAL INC CO COM 754730109 7,537 148,578 SH   SOLE   114,022 0 34,556
RAYONIER ADVANCED MATERIALS COM 75508B104 2,747 70,890 SH   SOLE   56,232 0 14,658
RAYONIER INC REIT NPV COM 754907103 7,471 210,142 SH   SOLE   166,156 0 43,986
RAYTHEON COMPANY COMMON STOCK COM 755111507 44,123 478,301 SH   SOLE   254,871 0 223,430
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,572 24,544 SH   SOLE   17,834 0 6,710
RE/MAX HOLDINGS INC-CL A COM 75524W108 339 11,465 SH   SOLE   4,165 0 7,300
REACHLOCAL INC COMMON STOCK COM 75525F104 82 11,719 SH   SOLE   6,829 0 4,890
READING INTERNATINAL CL A COM 755408101 177 20,694 SH   SOLE   9,234 0 11,460
REALD INC COMMON STOCK USD.000 COM 75604L105 419 32,865 SH   SOLE   23,195 0 9,670
REALNETWORKS INC COMMON STOCK COM 75605L708 214 28,059 SH   SOLE   13,125 0 14,934
REALOGY HOLDINGS CORP COM 75605y106 3,540 93,864 SH   SOLE   61,484 0 32,380
REALPAGE INC COMMON STOCK COM 75606N109 986 43,878 SH   SOLE   30,668 0 13,210
REALTY INCOME CORP REIT USD1. COM 756109104 12,260 276,012 SH   SOLE   203,305 0 72,707
RECEPTOS INC COM COM 756207106 568 13,332 SH   SOLE   9,702 0 3,630
RED HAT INC COMMON STOCK USD.0 COM 756577102 15,363 277,965 SH   SOLE   172,153 0 105,812
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,139 15,991 SH   SOLE   11,141 0 4,850
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,248 115,452 SH   SOLE   58,792 0 56,660
REED ELSEVIER NV ADR COM 758204200 225 4,890 SH   SOLE   4,890 0 0
REED ELSEVIER PLC ADR COM 758205207 285 4,410 SH   SOLE   4,410 0 0
REGADO BIOSCIENCES INC COM 75874Q107 84 12,360 SH   SOLE   7,730 0 4,630
REGAL BELOIT CORP COMMON STOCK COM 758750103 4,164 53,006 SH   SOLE   41,309 0 11,697
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,609 76,244 SH   SOLE   53,278 0 22,966
REGENCY CENTERS CORP REIT USD. COM 758849103 6,767 121,535 SH   SOLE   85,248 0 36,287
REGENERON PHARMACEUTICALS COMM COM 75886F107 38,558 136,504 SH   SOLE   69,660 0 66,844
REGIONAL MGMT CORP COM COM 75902K106 177 11,425 SH   SOLE   4,395 0 7,030
REGIONS FINANCIAL CORP COMMON COM 7591EP100 19,436 1,830,159 SH   SOLE   1,039,566 0 790,593
REGIS CORP COMMON STOCK USD.05 COM 758932107 981 69,686 SH   SOLE   38,226 0 31,460
REINSURANCE GROUP OF AMERICA C COM 759351604 6,964 88,268 SH   SOLE   68,731 0 19,537
REIS INC COM 75936P105 207 9,839 SH   SOLE   4,439 0 5,400
RELIANCE STEEL + ALUMINUM COMM COM 759509102 6,734 91,362 SH   SOLE   71,079 0 20,283
RELYPSA INC COM 759531106 306 12,570 SH   SOLE   8,880 0 3,690
REMY INTERNATIONAL INC COM 759663107 384 16,441 SH   SOLE   7,331 0 9,110
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 5,294 49,479 SH   SOLE   38,117 0 11,362
RENASANT CORP COMMON STOCK USD COM 75970E107 1,114 38,326 SH   SOLE   17,781 0 20,545
RENEWABLE ENERGY GROUP COM 75972A301 460 40,097 SH   SOLE   17,427 0 22,670
RENT A CENTER INC COMMON STOCK COM 76009N100 4,073 142,001 SH   SOLE   103,141 0 38,860
RENTECH INC COMMON STOCK USD.0 COM 760112102 545 210,249 SH   SOLE   162,689 0 47,560
RENTRAK CORP COMMON STOCK USD. COM 760174102 433 8,251 SH   SOLE   5,651 0 2,600
REPLIGEN CORP COM COM 759916109 1,100 48,271 SH   SOLE   40,991 0 7,280
REPROS THERAPEUTICS COM COM 76028H209 338 19,520 SH   SOLE   13,870 0 5,650
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 707 65,197 SH   SOLE   30,549 0 34,648
REPUBLIC BANCORP INC CLASS A C COM 760281204 355 14,957 SH   SOLE   6,364 0 8,593
REPUBLIC FIRST BANCORP COM COM 760416107 159 31,610 SH   SOLE   11,310 0 20,300
REPUBLIC SERVICES INC COMMON S COM 760759100 13,863 365,106 SH   SOLE   197,063 0 168,043
RESMED INC COMMON STOCK USD.00 COM 761152107 13,328 263,236 SH   SOLE   223,223 0 40,013
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 785 90,818 SH   SOLE   39,668 0 51,150
RESOLUTE FOREST PRODUCTS COM 76117W109 1,423 84,810 SH   SOLE   39,656 0 45,154
RESOURCE AMERICA INC CL A COM 761195205 145 15,529 SH   SOLE   6,699 0 8,830
RESOURCE CAPITAL CORP REIT USD COM 76120W302 895 159,046 SH   SOLE   72,316 0 86,730
RESOURCES CONNECTION INC COMMO COM 76122Q105 729 55,626 SH   SOLE   27,926 0 27,700
RESTORATION HARDWARE HOLDINGS COM 761283100 2,549 27,397 SH   SOLE   20,597 0 6,800
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,051 130,380 SH   SOLE   76,200 0 54,180
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,237 145,428 SH   SOLE   74,253 0 71,175
RETAILMENOT INC COM 76132B106 704 26,444 SH   SOLE   19,674 0 6,770
RETROPHIN INC COM 761299106 201 17,138 SH   SOLE   11,698 0 5,440
REVANCE THERAPEUTICS INC COM 761330109 213 6,274 SH   SOLE   3,354 0 2,920
REVLON INC CLASS A COMMON STOC COM 761525609 388 12,716 SH   SOLE   6,186 0 6,530
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 48 20,934 SH   SOLE   17,984 0 2,950
REX AMERICAN RESOURCES CORP CO COM 761624105 422 5,761 SH   SOLE   3,881 0 1,880
REX ENERGY CORP COMMON STOCK U COM 761565100 749 42,302 SH   SOLE   31,032 0 11,270
REXFORD INDUSTRIAL REALTY INC COM 76169C100 435 30,569 SH   SOLE   10,585 0 19,984
REXNORD CORP NEW COM COM 76169B102 1,780 63,245 SH   SOLE   46,845 0 16,400
REYNOLDS AMERICAN INC COMMON S COM 761713106 29,005 480,605 SH   SOLE   267,700 0 212,905
RF MICRO DEVICES INC COMMON ST COM 749941100 4,316 450,001 SH   SOLE   370,871 0 79,130
RICE ENERGY INC COM 762760106 1,074 35,286 SH   SOLE   24,676 0 10,610
RIGEL PHARMACEUTICALS INC COMM COM 766559603 417 114,770 SH   SOLE   50,270 0 64,500
RIGNET INC COM COM 766582100 541 10,048 SH   SOLE   7,518 0 2,530
RING ENERGY INC COM 76680V108 229 13,140 SH   SOLE   9,100 0 4,040
RINGCENTRAL INC-CLASS A COM 76680R206 322 21,314 SH   SOLE   15,244 0 6,070
RIO TINTO PLC ADR COM 767204100 1,063 19,586 SH   SOLE   19,586 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 4,821 672,427 SH   SOLE   452,537 0 219,890
RIVERBED TECHNOLOGY INC COMMON COM 768573107 4,572 221,595 SH   SOLE   178,148 0 43,447
RLI CORP COMMON STOCK USD1. COM 749607107 3,356 73,316 SH   SOLE   43,762 0 29,554
RLJ LODGING TRUST REIT COM 74965L101 5,166 178,810 SH   SOLE   83,638 0 95,172
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 941 33,482 SH   SOLE   19,592 0 13,890
ROBERT HALF INTL INC COMMON ST COM 770323103 9,681 202,790 SH   SOLE   126,936 0 75,854
ROCK CREEK PHARMACEUTICALS INC COM 772081105 37 62,303 SH   SOLE   62,303 0 0
ROCK TENN COMPANY CL A COMMON COM 772739207 8,784 83,192 SH   SOLE   66,130 0 17,062
ROCKET FUEL INC COM 773111109 432 13,904 SH   SOLE   9,864 0 4,040
ROCKWELL AUTOMATION INC COMMON COM 773903109 27,122 216,696 SH   SOLE   132,837 0 83,859
ROCKWELL COLLINS INC COMMON ST COM 774341101 19,654 251,517 SH   SOLE   160,979 0 90,538
ROCKWELL MEDICAL INC COM 774374102 552 46,049 SH   SOLE   21,519 0 24,530
ROCKWOOD HOLDINGS INC COMMON S COM 774415103 3,605 47,438 SH   SOLE   26,941 0 20,497
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,117 46,459 SH   SOLE   25,464 0 20,995
ROGERS COMMUNICATION ADR COM 775109200 203 5,040 SH   SOLE   5,040 0 0
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,718 25,893 SH   SOLE   14,216 0 11,677
ROLLINS INC COMMON STOCK USD1. COM 775711104 4,499 149,976 SH   SOLE   131,256 0 18,720
ROPER INDUSTRIES INC COMMON ST COM 776696106 20,845 142,762 SH   SOLE   78,867 0 63,895
ROSETTA RESOURCES INC COMMON S COM 777779307 6,371 116,148 SH   SOLE   75,788 0 40,360
ROSETTA STONE INC COMMON STOCK COM 777780107 234 24,051 SH   SOLE   9,681 0 14,370
ROSS STORES INC COMMON STOCK U COM 778296103 27,983 423,153 SH   SOLE   306,462 0 116,691
ROUNDY'S INC COM COM 779268101 243 44,190 SH   SOLE   18,370 0 25,820
ROUSE PROPERTIES INC COM 779287101 810 47,314 SH   SOLE   19,124 0 28,190
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,850 118,964 SH   SOLE   90,438 0 28,526
ROWAN COMPANIES PLC COM G7665A101 5,942 186,106 SH   SOLE   102,863 0 83,243
ROYAL BANK OF CANADA COM 780087102 1,469 20,560 SH   SOLE   20,560 0 0
ROYAL BK OF SCOTLAND GROUP ADR COM 780097689 148 13,070 SH   SOLE   13,070 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 5,905 106,203 SH   SOLE   60,336 0 45,867
ROYAL GOLD INC COMMON STOCK US COM 780287108 5,949 78,149 SH   SOLE   59,513 0 18,636
RPC INC COMMON STOCK USD.1 COM 749660106 2,368 100,793 SH   SOLE   44,522 0 56,271
RPM INTERNATIONAL INC COMMON S COM 749685103 8,531 184,742 SH   SOLE   150,195 0 34,547
RPX CORP COMMON STOCK COM 74972G103 1,048 59,042 SH   SOLE   26,712 0 32,330
RR DONNELLEY + SONS CO COMMON COM 257867101 4,652 274,307 SH   SOLE   210,083 0 64,224
RSP PERMIAN INC COM 74978Q105 746 22,988 SH   SOLE   11,278 0 11,710
RTI INTERNATIONAL METALS INC C COM 74973W107 1,283 48,254 SH   SOLE   27,049 0 21,205
RTI SURGICAL INC COM 74975N105 278 63,913 SH   SOLE   30,123 0 33,790
RUBICON TECHNOLOGY INC COMMON COM 78112T107 290 33,197 SH   SOLE   16,657 0 16,540
RUBY TUESDAY INC COMMON STOCK COM 781182100 749 98,704 SH   SOLE   55,149 0 43,555
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 481 48,656 SH   SOLE   27,246 0 21,410
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,379 39,786 SH   SOLE   26,096 0 13,690
RUTH S HOSPITALITY GROUP INC C COM 783332109 473 38,291 SH   SOLE   25,361 0 12,930
RYDER SYSTEM INC COMMON STOCK COM 783549108 5,633 63,949 SH   SOLE   35,295 0 28,654
RYLAND GROUP INC/THE COMMON ST COM 783764103 3,093 78,432 SH   SOLE   44,702 0 33,730
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,778 57,699 SH   SOLE   31,989 0 25,710
Regulus Therapeutics Inc. COM 75915K101 88 10,927 SH   SOLE   6,797 0 4,130
Ruckus Wireless, Inc. COM 781220108 628 52,695 SH   SOLE   38,555 0 14,140
S + T BANCORP INC COMMON STOCK COM 783859101 1,561 62,810 SH   SOLE   42,102 0 20,708
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,556 54,199 SH   SOLE   38,969 0 15,230
SABRE CORP COM 78573M104 585 29,190 SH   SOLE   21,450 0 7,740
SAFE BULKERS INC COM Y7388L103 442 45,295 SH   SOLE   19,795 0 25,500
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 542 26,048 SH   SOLE   12,805 0 13,243
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,932 37,603 SH   SOLE   28,123 0 9,480
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 11,497 334,790 SH   SOLE   194,652 0 140,138
SAGA COMMUNICATIONS INC CL A C COM 786598300 208 4,861 SH   SOLE   2,452 0 2,409
SAGENT PHARMACEUTICALS INC COM COM 786692103 564 21,799 SH   SOLE   15,079 0 6,720
SAIA INC COMMON STOCK USD.001 COM 78709Y105 1,166 26,544 SH   SOLE   21,219 0 5,325
SALEM COMMUNICATIONS CL A COM COM 794093104 121 12,739 SH   SOLE   5,479 0 7,260
SALESFORCE.COM INC COMMON STOC COM 79466L302 57,434 988,878 SH   SOLE   506,851 0 482,027
SALIX PHARMACEUTICALS LTD COMM COM 795435106 11,371 92,183 SH   SOLE   75,347 0 16,836
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 3,007 119,905 SH   SOLE   80,750 0 39,155
SANCHEZ ENERGY CORP COM COM 79970Y105 1,821 48,442 SH   SOLE   30,512 0 17,930
SANDERSON FARMS INC COMMON STO COM 800013104 2,950 30,347 SH   SOLE   22,357 0 7,990
SANDISK CORP COMMON STOCK USD. COM 80004C101 31,830 304,795 SH   SOLE   181,536 0 123,259
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 2,295 321,005 SH   SOLE   187,445 0 133,560
SANDY SPRING BANCORP INC COMMO COM 800363103 784 31,471 SH   SOLE   14,109 0 17,362
SANFILLIPPO JOHN B SON COM COM 800422107 259 9,796 SH   SOLE   4,226 0 5,570
SANGAMO BIOSCIENCES INC COMMON COM 800677106 992 64,950 SH   SOLE   49,700 0 15,250
SANMINA CORP COM 801056102 2,893 127,005 SH   SOLE   68,787 0 58,218
SANOFI COM 80105N105 1,803 33,910 SH   SOLE   33,910 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 968 49,817 SH   SOLE   29,237 0 20,580
SAP AKTIENGESELLSCHA ADR COM 803054204 989 12,850 SH   SOLE   12,850 0 0
SAPIENS INTL CORP COM COM N7716A151 204 25,540 SH   SOLE   11,040 0 14,500
SAPIENT CORPORATION COMMON STO COM 803062108 1,837 113,034 SH   SOLE   82,994 0 30,040
SARAS SPA ADR COM 803249101 70 10,100 SH   SOLE   10,100 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,153 38,697 SH   SOLE   28,747 0 9,950
SAUL CENTERS INC REIT USD.01 COM 804395101 639 13,142 SH   SOLE   8,542 0 4,600
SBA COMMUNICATIONS CORP CL A C COM 78388J106 10,781 105,382 SH   SOLE   71,243 0 34,139
SCANA CORP COMMON STOCK NPV COM 80589M102 9,583 178,088 SH   SOLE   101,730 0 76,358
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,553 40,776 SH   SOLE   19,786 0 20,990
SCHAWK INC COMMON STOCK USD.00 COM 806373106 391 19,218 SH   SOLE   9,078 0 10,140
SCHLUMBERGER LTD COMMON STOCK COM 806857108 204,484 1,733,647 SH   SOLE   966,101 0 767,546
SCHNITZER STEEL INDS INC A COM COM 806882106 880 33,759 SH   SOLE   15,489 0 18,270
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,444 42,358 SH   SOLE   23,171 0 19,187
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,706 44,081 SH   SOLE   25,505 0 18,576
SCHWAB (CHARLES) CORP COMMON S COM 808513105 49,757 1,847,630 SH   SOLE   931,914 0 915,716
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 3,039 69,596 SH   SOLE   54,946 0 14,650
SCICLONE PHARMACEUTICALS INC C COM 80862K104 275 52,212 SH   SOLE   32,012 0 20,200
SCIENCE APPLICATIONS INTERNATI COM 808625107 2,858 64,711 SH   SOLE   52,304 0 12,407
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 692 62,245 SH   SOLE   38,355 0 23,890
SCIQUEST INC COMMON STOCK USD. COM 80908T101 364 20,560 SH   SOLE   14,950 0 5,610
SCORPIO BULKERS INC COM Y7546A106 1,380 155,094 SH   SOLE   65,494 0 89,600
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,419 237,840 SH   SOLE   106,700 0 131,140
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 3,512 61,760 SH   SOLE   50,226 0 11,534
SCRIPPS NETWORKS INTER CL A CO COM 811065101 12,853 158,410 SH   SOLE   99,365 0 59,045
SEABOARD CORP COMMON STOCK USD COM 811543107 1,809 599 SH   SOLE   398 0 201
SEACHANGE INTERNATIONAL INC CO COM 811699107 311 38,824 SH   SOLE   18,704 0 20,120
SEACOAST BANKING CORP/FL COMMO COM 811707801 236 21,757 SH   SOLE   9,331 0 12,426
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,545 30,937 SH   SOLE   15,447 0 15,490
SEADRILL LIMITED COM COM G7945E105 9,662 241,861 SH   SOLE   141,201 0 100,660
SEAGATE TECHNOLOGY COM G7945M107 15,587 274,316 SH   SOLE   165,699 0 108,617
SEALED AIR CORP COMMON STOCK U COM 81211K100 9,985 292,223 SH   SOLE   185,792 0 106,431
SEARS HOLDINGS CORP COMMON STO COM 812350106 1,162 29,091 SH   SOLE   15,687 0 13,404
SEARS HOMETOWN AND OUTLET STOR COM 812362101 266 12,398 SH   SOLE   5,108 0 7,290
SEATTLE GENETICS INC COMMON ST COM 812578102 3,405 89,012 SH   SOLE   60,282 0 28,730
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,395 49,251 SH   SOLE   34,921 0 14,330
SEI INVESTMENTS COMPANY COMMON COM 784117103 8,252 251,801 SH   SOLE   214,044 0 37,757
SELECT COMFORT CORPORATION COM COM 81616X103 1,302 63,013 SH   SOLE   48,083 0 14,930
SELECT INCOME REIT COM COM 81618T100 1,553 52,412 SH   SOLE   26,162 0 26,250
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 994 63,735 SH   SOLE   44,450 0 19,285
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,307 93,337 SH   SOLE   52,521 0 40,816
SEMGROUP CORP CLASS A COMMON S COM 81663A105 3,643 46,206 SH   SOLE   32,736 0 13,470
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 31,975 305,369 SH   SOLE   166,473 0 138,896
SEMTECH CORP COMMON STOCK USD. COM 816850101 2,833 108,338 SH   SOLE   88,818 0 19,520
SENECA FOODS CORP CL A COMMO COM 817070501 350 11,437 SH   SOLE   5,877 0 5,560
SENIOR HOUSING PROP TRUST REIT COM 81721M109 6,308 259,702 SH   SOLE   188,365 0 71,337
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 331 38,240 SH   SOLE   28,970 0 9,270
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 5,623 100,911 SH   SOLE   66,841 0 34,070
SEQUENOM INC COMMON STOCK USD. COM 817337405 401 103,562 SH   SOLE   67,742 0 35,820
SEQUENTIAL BRANDS GROUP COM 817340201 178 12,920 SH   SOLE   7,660 0 5,260
SERVICE CORP INTERNATIONAL COM COM 817565104 6,015 290,302 SH   SOLE   228,691 0 61,611
SERVICENOW INC. COM 81762P102 6,660 107,490 SH   SOLE   76,482 0 31,008
SERVICESOURCE INTERNATIONAL CO COM 81763U100 462 79,661 SH   SOLE   34,741 0 44,920
SFX ENTERTAINMENT INC COM 784178303 429 53,022 SH   SOLE   21,722 0 31,300
SHENANDOAH TELECOMMUNICATION C COM 82312B106 642 21,080 SH   SOLE   14,274 0 6,806
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 26,232 126,780 SH   SOLE   79,288 0 47,492
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,601 86,146 SH   SOLE   44,389 0 41,757
SHIRE PLC ADR COM 82481R106 633 2,690 SH   SOLE   2,690 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 428 20,736 SH   SOLE   9,016 0 11,720
SHORETEL INC COMMON STOCK USD. COM 825211105 311 47,657 SH   SOLE   34,057 0 13,600
SHUTTERFLY INC COMMON STOCK US COM 82568P304 1,863 43,266 SH   SOLE   25,787 0 17,479
SHUTTERSTOCK INC COM 825690100 1,093 13,170 SH   SOLE   9,820 0 3,350
SIEMENS AG ADR COM 826197501 461 3,490 SH   SOLE   3,490 0 0
SIERRA BANCORP COMMON STOCK NP COM 82620P102 227 14,360 SH   SOLE   6,420 0 7,940
SIGMA ALDRICH COMMON STOCK USD COM 826552101 22,818 224,854 SH   SOLE   168,333 0 56,521
SIGNATURE BANK COMMON STOCK US COM 82669G104 8,077 64,013 SH   SOLE   52,584 0 11,429
SIGNET JEWELERS LTD COMMON STO COM G81276100 11,411 103,187 SH   SOLE   81,893 0 21,294
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,212 63,199 SH   SOLE   50,650 0 12,549
SILICON GRAPHICS INTERNATION C COM 82706L108 272 28,242 SH   SOLE   21,862 0 6,380
SILICON IMAGE INC COMMON STOCK COM 82705T102 382 75,701 SH   SOLE   46,211 0 29,490
SILICON LABORATORIES INC COMMO COM 826919102 3,547 72,028 SH   SOLE   53,808 0 18,220
SILVER BAY REALTY TRUST CORP COM 82735Q102 749 45,866 SH   SOLE   17,878 0 27,988
SILVER SPRING NETWORKS COM COM 82817Q103 372 27,888 SH   SOLE   19,328 0 8,560
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,042 26,445 SH   SOLE   13,625 0 12,820
SIMON PROPERTY GROUP INC REIT COM 828806109 93,036 559,512 SH   SOLE   273,657 0 285,855
SIMPSON MANUFACTURING CO INC C COM 829073105 2,196 60,406 SH   SOLE   32,436 0 27,970
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,256 64,923 SH   SOLE   47,653 0 17,270
SIRIUS XM HOLDINGS INC COM 82968B103 8,549 2,470,785 SH   SOLE   1,613,612 0 857,173
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 6,017 72,965 SH   SOLE   58,180 0 14,785
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,561 60,193 SH   SOLE   39,123 0 21,070
SIZMEK INC COM 83013P105 299 31,371 SH   SOLE   16,051 0 15,320
SJW CORP COMMON STOCK USD1.042 COM 784305104 579 21,295 SH   SOLE   11,526 0 9,769
SKECHERS USA INC CL A COMMON S COM 830566105 2,567 56,180 SH   SOLE   41,300 0 14,880
SKILLED HEALTHCARE GROU CL A C COM 83066R107 141 22,358 SH   SOLE   11,838 0 10,520
SKULLCANDY INC COM 83083J104 148 20,379 SH   SOLE   9,549 0 10,830
SKYWEST INC COMMON STOCK NPV COM 830879102 973 79,607 SH   SOLE   41,638 0 37,969
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 12,161 258,974 SH   SOLE   209,530 0 49,444
SL GREEN REALTY CORP REIT USD. COM 78440X101 13,447 122,908 SH   SOLE   86,941 0 35,967
SLM CORP COMMON STOCK USD.2 COM 78442P106 4,560 548,773 SH   SOLE   425,061 0 123,712
SM ENERGY CO COMMON STOCK USD. COM 78454L100 7,724 91,847 SH   SOLE   73,936 0 17,911
SMITH (A.O.) CORP COMMON STOCK COM 831865209 4,991 100,661 SH   SOLE   79,451 0 21,210
SMITH + WESSON HOLDING CORP CO COM 831756101 579 39,823 SH   SOLE   39,823 0 0
SNAP ON INC COMMON STOCK USD1. COM 833034101 9,741 82,185 SH   SOLE   46,353 0 35,832
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,193 82,875 SH   SOLE   47,837 0 35,038
SOLARCITY CORP COM 83416T100 2,597 36,785 SH   SOLE   27,835 0 8,950
SOLARWINDS INC COMMON STOCK US COM 83416B109 3,517 90,967 SH   SOLE   72,451 0 18,516
SOLAZYME INC COMMON STOCK COM 83415T101 693 58,812 SH   SOLE   42,202 0 16,610
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,497 96,752 SH   SOLE   77,670 0 19,082
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,934 72,502 SH   SOLE   44,922 0 27,580
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,467 66,441 SH   SOLE   43,251 0 23,190
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,393 168,296 SH   SOLE   138,385 0 29,911
SONUS NETWORKS INC COMMON STOC COM 835916107 790 220,018 SH   SOLE   166,388 0 53,630
SONY CORP SPONSORED ADR COM 835699307 231 13,750 SH   SOLE   13,750 0 0
SOTHEBY S COMMON STOCK USD.01 COM 835898107 4,146 98,747 SH   SOLE   82,267 0 16,480
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 3,050 50,490 SH   SOLE   26,996 0 23,494
SOUTH STATE CORP COM 840441109 1,922 31,511 SH   SOLE   15,275 0 16,236
SOUTHERN CO COMMON STOCK USD5. COM 842587107 66,490 1,465,172 SH   SOLE   715,944 0 749,228
SOUTHERN COPPER CORP COMMON ST COM 84265V105 4,982 164,057 SH   SOLE   82,380 0 81,677
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 657 22,685 SH   SOLE   10,532 0 12,153
SOUTHWEST AIRLINES CO COMMON S COM 844741108 27,185 1,012,097 SH   SOLE   626,517 0 385,580
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 401 23,503 SH   SOLE   11,050 0 12,453
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,335 82,121 SH   SOLE   49,473 0 32,648
SOUTHWESTERN ENERGY CO COMMON COM 845467109 24,289 533,947 SH   SOLE   330,737 0 203,210
SOVRAN SELF STORAGE INC REIT U COM 84610H108 3,514 45,493 SH   SOLE   32,577 0 12,916
SP PLUS CORP COM 78469C103 321 14,997 SH   SOLE   9,749 0 5,248
SPANSION INC CLASS A COMMON ST COM 84649R200 1,164 55,264 SH   SOLE   38,504 0 16,760
SPARTAN MOTORS INC COMMON STOC COM 846819100 205 45,167 SH   SOLE   19,737 0 25,430
SPARTANNASH CO COM 847215100 1,175 55,920 SH   SOLE   26,942 0 28,978
SPARTON CORP COM COM 847235108 234 8,421 SH   SOLE   5,981 0 2,440
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 10,425 53,265 SH   SOLE   40,350 0 12,915
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 3,704 14,214 SH   SOLE   14,214 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 53,811 1,266,746 SH   SOLE   717,042 0 549,704
SPECTRANETICS CORP COMMON STOC COM 84760C107 914 39,966 SH   SOLE   27,669 0 12,297
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,336 15,529 SH   SOLE   11,189 0 4,340
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 713 87,750 SH   SOLE   48,050 0 39,700
SPEED COMMERCE INC. COM 84764T106 144 38,455 SH   SOLE   23,885 0 14,570
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 322 17,636 SH   SOLE   7,046 0 10,590
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 3,387 100,506 SH   SOLE   70,069 0 30,437
SPIRIT AIRLINES INC COMMON STO COM 848577102 3,357 53,088 SH   SOLE   37,748 0 15,340
SPIRIT REALTY CAPITAL INC COM 84860W102 2,751 242,201 SH   SOLE   126,422 0 115,779
SPLUNK INC COM COM 848637104 4,919 88,907 SH   SOLE   63,095 0 25,812
SPRINGLEAF HOLDING INC COM 85172J101 738 28,433 SH   SOLE   12,483 0 15,950
SPRINT CORP COMMON COM 85207U105 5,660 663,540 SH   SOLE   338,877 0 324,663
SPROUTS FARMERS MARKET INC COM 85208M102 2,444 74,698 SH   SOLE   51,638 0 23,060
SPS COMMERCE INC COMMON STOCK COM 78463M107 863 13,652 SH   SOLE   10,122 0 3,530
SPX CORP COMMON STOCK USD10. COM 784635104 5,887 54,403 SH   SOLE   41,032 0 13,371
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 2,563 57,971 SH   SOLE   43,071 0 14,900
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,582 62,215 SH   SOLE   40,485 0 21,730
ST JUDE MEDICAL INC COMMON STO COM 790849103 28,904 417,386 SH   SOLE   253,110 0 164,276
STAAR SURGICAL CO COMMON STOCK COM 852312305 521 30,992 SH   SOLE   22,142 0 8,850
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,598 66,550 SH   SOLE   29,150 0 37,400
STAGE STORES INC COMMON STOCK COM 85254C305 988 52,881 SH   SOLE   29,881 0 23,000
STAMPS.COM INC COMMON STOCK US COM 852857200 502 14,906 SH   SOLE   11,186 0 3,720
STANCORP FINANCIAL GROUP COMMO COM 852891100 3,401 53,133 SH   SOLE   40,026 0 13,107
STANDARD MOTOR PRODS COMMON ST COM 853666105 1,071 23,965 SH   SOLE   16,145 0 7,820
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,828 212,611 SH   SOLE   118,091 0 94,520
STANDEX INTERNATIONAL CORP COM COM 854231107 1,227 16,471 SH   SOLE   10,171 0 6,300
STANLEY BLACK + DECKER INC COM COM 854502101 18,701 212,942 SH   SOLE   118,577 0 94,365
STAPLES INC COMMON STOCK USD.0 COM 855030102 9,554 881,364 SH   SOLE   491,052 0 390,312
STARBUCKS CORP COMMON STOCK US COM 855244109 100,321 1,296,478 SH   SOLE   665,754 0 630,724
STARWOOD HOTELS + RESORTS COMM COM 85590A401 21,714 268,673 SH   SOLE   159,398 0 109,275
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,202 134,721 SH   SOLE   76,981 0 57,740
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,390 53,022 SH   SOLE   23,102 0 29,920
STARZ - LIBERTY CAPITAL COM 85571Q102 2,553 85,703 SH   SOLE   58,892 0 26,811
STATE AUTO FINANCIAL CORP COMM COM 855707105 587 25,042 SH   SOLE   13,772 0 11,270
STATE BANK FINANCIAL CORP COMM COM 856190103 646 38,209 SH   SOLE   17,519 0 20,690
STATE STREET CORP COMMON STOCK COM 857477103 46,631 693,299 SH   SOLE   347,571 0 345,728
STEEL DYNAMICS INC COMMON STOC COM 858119100 4,887 272,270 SH   SOLE   208,256 0 64,014
STEELCASE INC CL A COMMON STOC COM 858155203 1,108 73,206 SH   SOLE   51,236 0 21,970
STEIN MART INC COMMON STOCK US COM 858375108 573 41,232 SH   SOLE   21,053 0 20,179
STEINER LEISURE LTD COMMON STO COM P8744Y102 926 21,383 SH   SOLE   10,123 0 11,260
STEPAN CO COMMON STOCK USD1. COM 858586100 1,507 28,518 SH   SOLE   18,768 0 9,750
STERICYCLE INC COMMON STOCK US COM 858912108 14,833 125,258 SH   SOLE   79,142 0 46,116
STERIS CORP COMMON STOCK NPV COM 859152100 5,239 97,956 SH   SOLE   80,156 0 17,800
STERLING BANCORP/DE COM 85917A100 1,575 131,253 SH   SOLE   70,552 0 60,701
STERLING CONSTRUCTION CO COMMO COM 859241101 193 20,554 SH   SOLE   8,795 0 11,759
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,243 65,399 SH   SOLE   49,067 0 16,332
STEWART INFORMATION SERVICES C COM 860372101 1,035 33,390 SH   SOLE   17,640 0 15,750
STIFEL FINANCIAL CORP COMMON S COM 860630102 4,683 98,908 SH   SOLE   51,850 0 47,058
STILLWATER MINING CO COMMON ST COM 86074Q102 2,649 150,927 SH   SOLE   113,437 0 37,490
STMICROELECTRONICS ADR COM 861012102 117 13,182 SH   SOLE   13,182 0 0
STOCK YARDS BANCORP, INC COM 861025104 666 22,271 SH   SOLE   10,407 0 11,864
STONE ENERGY CORP COMMON STOCK COM 861642106 4,113 87,912 SH   SOLE   48,358 0 39,554
STONEGATE BANK FT LAUDERDALE COM 861811107 253 10,025 SH   SOLE   3,525 0 6,500
STONEGATE MORTGAGE CORP COM 86181Q300 204 14,595 SH   SOLE   6,295 0 8,300
STONERIDGE INC COMMON STOCK NP COM 86183P102 352 32,816 SH   SOLE   19,758 0 13,058
STRATASYS LTD COM M85548101 3,702 32,580 SH   SOLE   21,668 0 10,912
STRATEGIC HOTELS + RESORTS I R COM 86272T106 3,418 291,845 SH   SOLE   186,595 0 105,250
STRAYER EDUCATION INC COMMON S COM 863236105 597 11,374 SH   SOLE   8,390 0 2,984
STRYKER CORP COMMON STOCK USD. COM 863667101 53,532 634,873 SH   SOLE   359,015 0 275,858
STURM RUGER + CO INC COMMON ST COM 864159108 2,272 38,499 SH   SOLE   38,499 0 0
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 99 14,408 SH   SOLE   10,098 0 4,310
SUFFOLK BANCORP COMMON STOCK U COM 864739107 311 13,947 SH   SOLE   6,067 0 7,880
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 888 104,896 SH   SOLE   104,896 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 1,106 104,311 SH   SOLE   42,121 0 62,190
SUN BANCORP INC NJ COMMON STOC COM 86663B102 200 49,982 SH   SOLE   22,152 0 27,830
SUN COMMUNITIES INC REIT USD.0 COM 866674104 1,995 40,022 SH   SOLE   26,152 0 13,870
SUN HYDRAULICS CORP COMMON STO COM 866942105 938 23,113 SH   SOLE   15,883 0 7,230
SUN LIFE FINL SVCS ADR COM 866796105 265 7,230 SH   SOLE   7,230 0 0
SUNCOKE ENERGY INC COM 86722A103 1,823 84,773 SH   SOLE   55,580 0 29,193
SUNCOR ENERGY INC COM 867224107 1,035 24,290 SH   SOLE   24,290 0 0
SUNEDISON INC COM 86732Y109 7,460 330,097 SH   SOLE   251,377 0 78,720
SUNESIS PHARMACEUTICALS INC CO COM 867328601 253 38,793 SH   SOLE   26,593 0 12,200
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SYNAGEVA BIOPHARMA CORP COM COM 87159A103 2,057 19,629 SH   SOLE   14,868 0 4,761
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SYNCHRONOSS TECHNOLOGIES INC C COM 87157B103 1,441 41,227 SH   SOLE   32,852 0 8,375
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SYNOPSYS INC COMMON STOCK USD. COM 871607107 7,315 188,440 SH   SOLE   143,242 0 45,198
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SYNUTRA INTERNATIONAL INC COMM COM 87164C102 96 14,322 SH   SOLE   9,532 0 4,790
SYSCO CORP COMMON STOCK USD1. COM 871829107 40,244 1,074,606 SH   SOLE   575,646 0 498,960
SYSTEMAX INC COMMON STOCK USD. COM 871851101 226 15,744 SH   SOLE   6,184 0 9,560
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TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 3,208 144,250 SH   SOLE   78,130 0 66,120
TAL INTERNATIONAL GROUP INC CO COM 874083108 1,838 41,424 SH   SOLE   23,664 0 17,760
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TAMINCO CORP COM COM 87509U106 517 22,217 SH   SOLE   13,897 0 8,320
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TANGOE INC COM 87582Y108 551 36,579 SH   SOLE   28,099 0 8,480
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TARGET CORP COMMON STOCK USD.0 COM 87612E106 67,580 1,166,174 SH   SOLE   645,917 0 520,257
TASER INTERNATIONAL INC COMMON COM 87651B104 813 61,154 SH   SOLE   42,844 0 18,310
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TAYLOR MORRISON HOME CORP COM 87724P106 381 16,973 SH   SOLE   10,133 0 6,840
TCF FINANCIAL CORP COMMON STOC COM 872275102 3,247 198,326 SH   SOLE   151,318 0 47,008
TD AMERITRADE HOLDING CORP COM COM 87236Y108 7,248 231,199 SH   SOLE   156,050 0 75,149
TE CONNECTIVITY LTD COM H84989104 19,525 315,733 SH   SOLE   197,164 0 118,569
TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 3,431 68,693 SH   SOLE   49,783 0 18,910
TEAM INC COMMON STOCK USD.3 COM 878155100 753 18,351 SH   SOLE   13,891 0 4,460
TECH DATA CORP COMMON STOCK US COM 878237106 3,058 48,915 SH   SOLE   36,515 0 12,400
TECHNE CORP COMMON STOCK USD.0 COM 878377100 8,754 94,571 SH   SOLE   83,826 0 10,745
TECHTARGET COMMON STOCK USD.00 COM 87874R100 163 18,427 SH   SOLE   8,317 0 10,110
TECO ENERGY INC COMMON STOCK U COM 872375100 4,846 262,243 SH   SOLE   141,363 0 120,880
TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 2,019 32,428 SH   SOLE   20,121 0 12,307
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TEJON RANCH CO COMMON STOCK US COM 879080109 660 20,517 SH   SOLE   10,677 0 9,840
TELECOM ITALIA SPA ADR COM 87927Y102 220 17,470 SH   SOLE   17,470 0 0
TELECOMMUNICATION SYSTEMS A CO COM 87929J103 173 52,677 SH   SOLE   25,850 0 26,827
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 5,647 58,116 SH   SOLE   35,329 0 22,787
TELEFLEX INC COMMON STOCK USD1 COM 879369106 5,425 51,370 SH   SOLE   38,981 0 12,389
TELEFONICA SA ADR COM 879382208 946 55,120 SH   SOLE   55,120 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 171 29,973 SH   SOLE   12,133 0 17,840
TELEPHONE AND DATA SYSTEMS COM COM 879433829 2,930 112,210 SH   SOLE   88,713 0 23,497
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TELUS CORP ADR COM 87971M103 302 8,100 SH   SOLE   8,100 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 5,019 84,066 SH   SOLE   67,069 0 16,997
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TENNECO INC COMMON STOCK USD.0 COM 880349105 3,962 60,305 SH   SOLE   43,825 0 16,480
TERADATA CORP COMMON STOCK USD COM 88076W103 9,321 231,869 SH   SOLE   142,225 0 89,644
TERADYNE INC COMMON STOCK USD. COM 880770102 4,515 230,332 SH   SOLE   177,844 0 52,488
TEREX CORP COMMON STOCK USD.01 COM 880779103 7,068 171,976 SH   SOLE   100,933 0 71,043
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TERRITORIAL BANCORP INC COMMON COM 88145X108 233 11,170 SH   SOLE   5,700 0 5,470
TESARO INC COM COM 881569107 451 14,512 SH   SOLE   10,022 0 4,490
TESCO CORP COMMON STOCK NPV COM 88157K101 1,107 51,894 SH   SOLE   25,604 0 26,290
TESLA MOTORS INC COMMON STOCK COM 88160R101 17,924 74,665 SH   SOLE   51,422 0 23,243
TESORO CORP COMMON STOCK USD.1 COM 881609101 10,889 185,589 SH   SOLE   109,462 0 76,127
TESSCO TECHNOLOGIES COM COM 872386107 204 6,442 SH   SOLE   2,752 0 3,690
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 1,511 68,413 SH   SOLE   44,451 0 23,962
TETRA TECH INC COMMON STOCK US COM 88162G103 2,808 102,113 SH   SOLE   58,233 0 43,880
TETRA TECHNOLOGIES INC COMMON COM 88162F105 1,373 116,540 SH   SOLE   59,177 0 57,363
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 231 17,131 SH   SOLE   11,671 0 5,460
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 3,717 68,895 SH   SOLE   43,905 0 24,990
TEXAS INDUSTRIES INC COMMON ST COM 882491103 2,822 30,554 SH   SOLE   23,274 0 7,280
TEXAS INSTRUMENTS INC COMMON S COM 882508104 93,479 1,956,037 SH   SOLE   1,084,512 0 871,525
TEXAS ROADHOUSE INC COMMON STO COM 882681109 2,708 104,154 SH   SOLE   85,374 0 18,780
TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 1,055 27,315 SH   SOLE   14,905 0 12,410
TEXTRON INC COMMON STOCK USD.1 COM 883203101 12,599 329,048 SH   SOLE   193,028 0 136,020
TEXTURA CORP COM 883211104 358 15,124 SH   SOLE   11,074 0 4,050
TFS FINANCIAL CORP COMMON STOC COM 87240R107 629 44,075 SH   SOLE   25,971 0 18,104
TG THERAPEUTICS INC COM 88322Q108 176 18,714 SH   SOLE   12,644 0 6,070
THE CHILDREN'S PLACE INC. COM 168905107 1,740 35,054 SH   SOLE   19,184 0 15,870
THE WHITEWAVE FOODS CO. CLASS COM 966244105 8,638 266,858 SH   SOLE   191,707 0 75,151
THERAPEUDICSMD INC COM COM 88338N107 335 75,899 SH   SOLE   53,949 0 21,950
THERAVANCE BIOPHARMA INC COM G8807B106 666 20,881 SH   SOLE   13,511 0 7,370
THERAVANCE INC COMMON STOCK US COM 88338T104 2,383 80,021 SH   SOLE   54,931 0 25,090
THERMO FISHER SCIENTIFIC INC C COM 883556102 70,848 600,411 SH   SOLE   315,623 0 284,788
THERMON GROUP HOLDINGS INC COM COM 88362T103 654 24,834 SH   SOLE   17,884 0 6,950
THIRD POINT REINSURANCE LTD COM G8827U100 958 62,803 SH   SOLE   25,603 0 37,200
THOMSON REUTERS CORP COMMON ST COM 884903105 11,861 326,213 SH   SOLE   164,796 0 161,417
THOR INDUSTRIES INC COMMON STO COM 885160101 3,872 68,087 SH   SOLE   57,406 0 10,681
THORATEC CORP COMMON STOCK NPV COM 885175307 3,035 87,074 SH   SOLE   71,054 0 16,020
THRESHOLD PHARMACEUTICALS COM COM 885807206 169 42,671 SH   SOLE   28,931 0 13,740
TIBCO SOFTWARE INC COMMON STOC COM 88632Q103 4,484 222,311 SH   SOLE   175,673 0 46,638
TIDEWATER INC COMMON STOCK USD COM 886423102 3,560 63,406 SH   SOLE   45,691 0 17,715
TIFFANY + CO COMMON STOCK USD. COM 886547108 22,445 223,892 SH   SOLE   162,257 0 61,635
TILE SHOP HLDGS INC COM 88677Q109 320 20,907 SH   SOLE   14,747 0 6,160
TILLYS INC COM COM 886885102 98 12,127 SH   SOLE   5,097 0 7,030
TIME INC COM 887228104 5,516 227,741 SH   SOLE   141,751 0 85,990
TIME WARNER CABLE COMMON STOCK COM 88732J207 67,893 460,918 SH   SOLE   237,948 0 222,970
TIME WARNER INC COMMON STOCK U COM 887317303 100,186 1,426,142 SH   SOLE   725,393 0 700,749
TIMKEN CO COMMON STOCK NPV COM 887389104 6,927 102,104 SH   SOLE   75,107 0 26,997
TITAN INTERNATIONAL INC COMMON COM 88830M102 1,185 70,463 SH   SOLE   39,028 0 31,435
TITAN MACHINERY INC COMMON STO COM 88830R101 322 19,589 SH   SOLE   10,089 0 9,500
TIVO INC COMMON STOCK USD.001 COM 888706108 1,896 146,865 SH   SOLE   80,555 0 66,310
TJX COMPANIES INC COMMON STOCK COM 872540109 70,767 1,331,451 SH   SOLE   756,750 0 574,701
TOLL BROTHERS INC COMMON STOCK COM 889478103 7,503 203,336 SH   SOLE   154,165 0 49,171
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,063 22,068 SH   SOLE   10,533 0 11,535
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TORCHMARK CORP COMMON STOCK US COM 891027104 11,525 140,682 SH   SOLE   91,745 0 48,937
TORNIER NV COMMON STOCK COM N87237108 951 40,695 SH   SOLE   17,345 0 23,350
TORO CO COMMON STOCK USD1. COM 891092108 3,517 55,299 SH   SOLE   39,869 0 15,430
TORONTO DOMINION COM COM 891160509 1,348 26,220 SH   SOLE   26,220 0 0
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TOTAL SYSTEM SERVICES INC COMM COM 891906109 10,550 335,875 SH   SOLE   241,001 0 94,874
TOWER INTERNATIONAL INC COMMON COM 891826109 572 15,514 SH   SOLE   11,054 0 4,460
TOWERS WATSON + CO CL A COMMON COM 891894107 8,143 78,126 SH   SOLE   59,165 0 18,961
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TOYOTA MOTOR CORP ADR COM 892331307 2,509 20,970 SH   SOLE   20,970 0 0
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TRADE STR RESIDENTIAL INC COM 89255N203 142 19,000 SH   SOLE   6,900 0 12,100
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TRANSDIGM GROUP INC COMMON STO COM 893641100 7,451 44,546 SH   SOLE   30,561 0 13,985
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TRAVELERS COS INC/THE COMMON S COM 89417E109 61,907 658,095 SH   SOLE   387,068 0 271,027
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TREDEGAR CORP COMMON STOCK NPV COM 894650100 961 41,068 SH   SOLE   21,965 0 19,103
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TREEHOUSE FOODS INC COMMON STO COM 89469A104 4,120 51,449 SH   SOLE   34,139 0 17,310
TREMOR VIDEO INC COM COM 89484Q100 180 38,074 SH   SOLE   14,874 0 23,200
TREX COMPANY INC COMMON STOCK COM 89531P105 938 32,538 SH   SOLE   24,778 0 7,760
TRI POINTE HOMES INC COM 87265H109 307 19,530 SH   SOLE   8,430 0 11,100
TRIANGLE PETROLEUM CORP COMMON COM 89600B201 852 72,485 SH   SOLE   41,815 0 30,670
TRICO BANCSHARES COMMON STOCK COM 896095106 464 20,031 SH   SOLE   9,141 0 10,890
TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,669 43,767 SH   SOLE   31,268 0 12,499
TRIMBLE NAVIGATION LTD COMMON COM 896239100 13,302 359,990 SH   SOLE   289,868 0 70,122
TRINET GROUP INC COM 896288107 381 15,815 SH   SOLE   7,645 0 8,170
TRINITY INDUSTRIES INC COMMON COM 896522109 8,813 201,589 SH   SOLE   156,281 0 45,308
TRIPADVISOR INC COM 896945201 18,478 170,051 SH   SOLE   107,775 0 62,276
TRIPLE S MANAGEMENT CORP B COM COM 896749108 560 31,255 SH   SOLE   14,635 0 16,620
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 2,985 188,801 SH   SOLE   150,291 0 38,510
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TRIUMPH GROUP INC COMMON STOCK COM 896818101 4,605 65,957 SH   SOLE   52,931 0 13,026
TRONOX LIMITED COM COM Q9235V101 2,022 75,160 SH   SOLE   34,760 0 40,400
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,333 48,364 SH   SOLE   36,614 0 11,750
TRULIA INC COM 897888103 1,575 33,251 SH   SOLE   24,105 0 9,146
TRUSTCO BANK CORP NY COMMON ST COM 898349105 907 135,775 SH   SOLE   69,925 0 65,850
TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,919 158,720 SH   SOLE   111,960 0 46,760
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 6,483 72,422 SH   SOLE   40,317 0 32,105
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 643 78,473 SH   SOLE   39,553 0 38,920
TUESDAY MORNING CORP COMMON ST COM 899035505 809 45,422 SH   SOLE   30,237 0 15,185
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TUMI HODINGD INC COM COM 89969Q104 841 41,785 SH   SOLE   30,245 0 11,540
TUPPERWARE BRANDS CORP COMMON COM 899896104 7,744 92,520 SH   SOLE   78,943 0 13,577
TUTOR PERINI CORP COMMON STOCK COM 901109108 1,564 49,274 SH   SOLE   23,776 0 25,498
TW TELECOM INC COMMON STOCK US COM 87311L104 9,382 232,748 SH   SOLE   192,803 0 39,945
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 112,543 3,201,790 SH   SOLE   1,661,939 0 1,539,851
TWIN DISC INC COMMON STOCK NPV COM 901476101 290 8,761 SH   SOLE   4,681 0 4,080
TWITTER INC COM 90184L102 14,862 362,761 SH   SOLE   256,251 0 106,510
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,122 202,443 SH   SOLE   120,773 0 81,670
TYCO INTERNATIONAL LTD COMMON COM H89128104 28,666 628,646 SH   SOLE   393,651 0 234,995
TYLER TECHNOLOGIES INC COMMON COM 902252105 4,002 43,879 SH   SOLE   32,658 0 11,221
TYSON FOODS INC CL A COMMON ST COM 902494103 13,800 367,596 SH   SOLE   209,117 0 158,479
U.S. PHYSICAL THERAPY INC COMM COM 90337L108 332 9,701 SH   SOLE   6,941 0 2,760
UBIQUITI NETWORKS INC COM 90347A100 1,180 26,113 SH   SOLE   19,603 0 6,510
UBS AG-REG COM COM H89231338 972 53,040 SH   SOLE   53,040 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 9,270 323,791 SH   SOLE   231,804 0 91,987
UGI CORP COMMON STOCK NPV COM 902681105 6,911 136,852 SH   SOLE   104,406 0 32,446
UIL HOLDINGS CORP COMMON STOCK COM 902748102 3,383 87,399 SH   SOLE   49,163 0 38,236
ULTA SALON COSMETICS + FRAGR C COM 90384S303 4,813 52,651 SH   SOLE   34,923 0 17,728
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 4,209 30,461 SH   SOLE   22,138 0 8,323
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ULTRA PETROLEUM CORP COMMON ST COM 903914109 3,278 110,400 SH   SOLE   64,796 0 45,604
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ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 64 21,464 SH   SOLE   11,444 0 10,020
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ULURU INC COM 90403T209 29 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 4,090 64,528 SH   SOLE   36,968 0 27,560
UMH PROPERTIES INC REIT USD.1 COM 903002103 212 21,143 SH   SOLE   8,833 0 12,310
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 5,742 320,400 SH   SOLE   204,496 0 115,904
UNDER ARMOUR INC CLASS A COMMO COM 904311107 12,985 218,264 SH   SOLE   128,816 0 89,448
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UNIFIRST CORP/MA COMMON STOCK COM 904708104 2,668 25,170 SH   SOLE   13,739 0 11,431
UNILEVER N V NY SHS NEW COM 904784709 1,036 23,665 SH   SOLE   23,665 0 0
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UNIT CORP COMMON STOCK USD.2 COM 909218109 4,534 65,873 SH   SOLE   46,437 0 19,436
UNITED BANKSHARES INC COMMON S COM 909907107 4,260 131,757 SH   SOLE   81,744 0 50,013
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,141 69,728 SH   SOLE   36,720 0 33,008
UNITED COMMUNITY FINL COM COM 909839102 244 59,043 SH   SOLE   24,974 0 34,069
UNITED CONTINENTAL HOLDINGS CO COM 910047109 12,173 296,407 SH   SOLE   204,010 0 92,397
UNITED FINANCIAL BANCORP INC COM 910304104 947 69,853 SH   SOLE   29,696 0 40,157
UNITED FIRE GROUP INC COM 910340108 919 31,333 SH   SOLE   16,903 0 14,430
UNITED NATURAL FOODS INC COMMO COM 911163103 5,248 80,611 SH   SOLE   67,891 0 12,720
UNITED PARCEL SERVICE CL B COM COM 911312106 124,957 1,217,193 SH   SOLE   633,010 0 584,183
UNITED RENTALS INC COMMON STOC COM 911363109 13,889 132,613 SH   SOLE   108,358 0 24,255
UNITED STATES STEEL CORP COMMO COM 912909108 4,719 181,240 SH   SOLE   99,830 0 81,410
UNITED STATIONERS INC COMMON S COM 913004107 2,861 68,982 SH   SOLE   39,952 0 29,030
UNITED TECHNOLOGIES CORP COMMO COM 913017109 163,115 1,412,861 SH   SOLE   771,981 0 640,880
UNITED THERAPEUTICS CORP COMMO COM 91307C102 6,234 70,446 SH   SOLE   56,902 0 13,544
UNITEDHEALTH GROUP INC COMMON COM 91324P102 140,886 1,723,373 SH   SOLE   910,179 0 813,194
UNITEDINS HLDGS CORP COM 910710102 207 12,000 SH   SOLE   7,670 0 4,330
UNITIL CORP COMMON STOCK NPV COM 913259107 571 16,893 SH   SOLE   7,483 0 9,410
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 433 51,989 SH   SOLE   22,009 0 29,980
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 2,437 44,026 SH   SOLE   31,282 0 12,744
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,264 39,392 SH   SOLE   28,352 0 11,040
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VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,986 9,381 SH   SOLE   7,538 0 1,843
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 862 24,092 SH   SOLE   18,405 0 5,687
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VMWARE INC CLASS A COMMON STOC COM 928563402 8,862 91,540 SH   SOLE   45,620 0 45,920
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WEST CORP COM COM 952355204 1,037 38,687 SH   SOLE   22,327 0 16,360
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WISDOMTREE INVTS INC COM COM 97717P104 1,135 91,802 SH   SOLE   68,632 0 23,170
WOLVERINE WORLD WIDE INC COMMO COM 978097103 3,323 127,531 SH   SOLE   100,441 0 27,090
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WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 14,821 195,740 SH   SOLE   116,869 0 78,871
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XCEL ENERGY INC COMMON STOCK U COM 98389B100 24,484 759,665 SH   SOLE   472,356 0 287,309
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XEROX CORP COMMON STOCK USD1. COM 984121103 14,340 1,152,760 SH   SOLE   602,748 0 550,012
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XL GROUP PLC COMMON STOCK USD. COM G98290102 11,245 343,571 SH   SOLE   197,793 0 145,778
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XOOM CORP COM 98419Q101 631 23,931 SH   SOLE   17,161 0 6,770
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YORK WATER CO COMMON STOCK NPV COM 987184108 243 11,691 SH   SOLE   7,271 0 4,420
YRC WORLDWIDE INC COM 984249607 1,074 38,215 SH   SOLE   20,005 0 18,210
YUM BRANDS INC COMMON STOCK N COM 988498101 58,656 722,363 SH   SOLE   380,538 0 341,825
YUME INC COM COM 98872B104 114 19,375 SH   SOLE   7,525 0 11,850
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 6,247 75,883 SH   SOLE   59,740 0 16,143
ZELTIQ AESTHETICS INC COM 98933Q108 335 22,030 SH   SOLE   15,700 0 6,330
ZEP INC COMMON STOCK USD.01 COM 98944B108 529 29,962 SH   SOLE   16,542 0 13,420
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ZIONS BANCORPORATION COMMON ST COM 989701107 7,052 239,306 SH   SOLE   133,273 0 106,033
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 261 64,714 SH   SOLE   45,514 0 19,200
ZIX CORP COMMON STOCK USD.01 COM 98974P100 149 43,536 SH   SOLE   37,556 0 5,980
ZOETIS INC COM COM 98978V103 27,163 841,734 SH   SOLE   459,281 0 382,453
ZOGENIX INC COM 98978L105 182 90,687 SH   SOLE   63,867 0 26,820
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