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 440 59,400 SH   SOLE   59,400 0 0
HSBC HOLDINGS PLC ADR ADR 404280406 2,893 56,914 SH   SOLE   56,914 0 0
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 158 27,994 SH   SOLE   15,234 0 12,760
1ST SOURCE CORP COMMON STOCK N COM 336901103 971 30,261 SH   SOLE   17,627 0 12,634
1ST UNITED BANCORP INC/NORTH C COM 33740N105 273 35,579 SH   SOLE   15,299 0 20,280
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 8,904 150,535 SH   SOLE   122,875 0 27,660
3M CO COMMON STOCK USD.01 COM 88579Y101 175,132 1,290,965 SH   SOLE   646,089 0 644,876
8X8 INC COMMON STOCK USD.001 COM 282914100 866 80,084 SH   SOLE   59,274 0 20,810
AAON INC COMMON STOCK USD.004 COM 000360206 1,059 38,002 SH   SOLE   24,260 0 13,742
AAR CORP COMMON STOCK USD1. COM 000361105 1,878 72,374 SH   SOLE   40,303 0 32,071
AARON S INC COMMON STOCK USD.5 COM 002535300 3,237 107,039 SH   SOLE   81,443 0 25,596
ABAXIS INC COMMON STOCK NPV COM 002567105 1,124 28,910 SH   SOLE   22,350 0 6,560
ABB LTD ADR COM 000375204 701 27,200 SH   SOLE   27,200 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 99,438 2,582,123 SH   SOLE   1,252,575 0 1,329,548
ABBVIE INC. COM 00287Y109 147,010 2,860,126 SH   SOLE   1,442,077 0 1,418,049
ABERCROMBIE + FITCH CO CL A CO COM 002896207 4,114 106,848 SH   SOLE   85,009 0 21,839
ABIOMED INC COMMON STOCK USD.0 COM 003654100 1,307 50,196 SH   SOLE   41,516 0 8,680
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,175 110,467 SH   SOLE   71,581 0 38,886
ABRAXAS PETROLEUM CORP COMMON COM 003830106 496 125,146 SH   SOLE   105,826 0 19,320
ACACIA RESEARCH ACACIA TEC T COM 003881307 926 60,621 SH   SOLE   30,141 0 30,480
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 1,502 33,282 SH   SOLE   25,252 0 8,030
ACADIA PHARMACEUTICALS COM COM 004225108 1,515 62,257 SH   SOLE   54,897 0 7,360
ACADIA REALTY TRUST REIT USD.0 COM 004239109 2,450 92,883 SH   SOLE   54,178 0 38,705
ACCELRYS INC COMMON STOCK USD. COM 00430U103 935 75,060 SH   SOLE   33,089 0 41,971
ACCENTURE PLC CL A COMMON STOC COM G1151C101 91,021 1,141,764 SH   SOLE   641,207 0 500,557
ACCO BRANDS CORP COMMON STOCK COM 00081T108 921 149,481 SH   SOLE   68,467 0 81,014
ACCRETIVE HEALTH INC COMMON ST COM 00438V103 252 31,480 SH   SOLE   27,460 0 4,020
ACCURAY INC COMMON STOCK USD.0 COM 004397105 630 65,633 SH   SOLE   46,535 0 19,098
ACCURIDE CORP COMMON STOCK COM 00439T206 171 38,531 SH   SOLE   23,551 0 14,980
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 61,697 622,822 SH   SOLE   366,768 0 256,054
ACELRX PHARMACEUTICALS COM COM 00444T100 214 17,794 SH   SOLE   12,714 0 5,080
ACETO CORP COMMON STOCK USD.01 COM 004446100 669 33,295 SH   SOLE   15,745 0 17,550
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 260 78,920 SH   SOLE   56,150 0 22,770
ACI WORLDWIDE INC COMMON STOCK COM 004498101 4,449 75,170 SH   SOLE   63,446 0 11,724
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,893 49,932 SH   SOLE   37,622 0 12,310
ACORN FACTOR INC COM COM 004848107 50 14,824 SH   SOLE   10,504 0 4,320
ACTAVIS PLC COM G0083B108 48,114 233,732 SH   SOLE   147,914 0 85,818
ACTIVISION BLIZZARD INC COMMON COM 00507V109 4,780 233,832 SH   SOLE   126,713 0 107,119
ACTUANT CORP A COMMON STOCK US COM 00508X203 4,489 131,459 SH   SOLE   77,859 0 53,600
ACTUATE CORP COMMON STOCK USD. COM 00508B102 256 42,489 SH   SOLE   29,889 0 12,600
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 10,514 79,306 SH   SOLE   67,468 0 11,838
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 5,329 154,948 SH   SOLE   109,248 0 45,700
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 52,631 800,591 SH   SOLE   402,493 0 398,098
ADT CORP COM 00101J106 7,960 265,782 SH   SOLE   147,398 0 118,384
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 3,771 154,485 SH   SOLE   127,385 0 27,100
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 14,176 112,063 SH   SOLE   93,177 0 18,886
ADVANCED EMISSION SOLUTIONS IN COM 00770C101 416 16,970 SH   SOLE   12,090 0 4,880
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,188 48,508 SH   SOLE   36,847 0 11,661
ADVANCED MICRO DEVICES COMMON COM 007903107 4,047 1,009,270 SH   SOLE   732,498 0 276,772
ADVENT SOFTWARE INC COMMON STO COM 007974108 2,094 71,309 SH   SOLE   60,429 0 10,880
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,735 42,567 SH   SOLE   32,667 0 9,900
AECOM TECHNOLOGY CORP COMMON S COM 00766T100 4,621 143,633 SH   SOLE   113,600 0 30,033
AEGERION PHARMACEUTICALS INC C COM 00767E102 1,329 28,814 SH   SOLE   21,314 0 7,500
AEGION CORP COM 00770F104 1,534 60,590 SH   SOLE   33,536 0 27,054
AEGON, N.V. COM 007924103 258 28,051 SH   SOLE   28,051 0 0
AEROFLEX HOLDING CORP COMMON S COM 007767106 203 24,484 SH   SOLE   11,244 0 13,240
AEROPOSTALE INC COMMON STOCK U COM 007865108 435 86,728 SH   SOLE   60,128 0 26,600
AEROVIRONMENT INC COMMON STOCK COM 008073108 1,152 28,622 SH   SOLE   13,752 0 14,870
AES CORP COMMON STOCK USD.01 COM 00130H105 12,631 884,546 SH   SOLE   496,527 0 388,019
AETNA INC COMMON STOCK USD.01 COM 00817Y108 54,086 721,441 SH   SOLE   396,157 0 325,284
AFFILIATED MANAGERS GROUP COMM COM 008252108 16,913 84,544 SH   SOLE   67,739 0 16,805
AFFYMETRIX INC COMMON STOCK US COM 00826T108 777 108,993 SH   SOLE   58,643 0 50,350
AFLAC INC COMMON STOCK USD.1 COM 001055102 57,086 905,546 SH   SOLE   521,385 0 384,161
AG MORTGAGE INVESTMENT TRUST COM 001228105 603 34,424 SH   SOLE   15,294 0 19,130
AGCO CORP COMMON STOCK USD.01 COM 001084102 7,110 128,902 SH   SOLE   98,900 0 30,002
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 25,242 451,387 SH   SOLE   235,658 0 215,729
AGILYSYS INC COMMON STOCK USD. COM 00847J105 306 22,873 SH   SOLE   10,867 0 12,006
AGL RESOURCES INC COMMON STOCK COM 001204106 8,378 171,129 SH   SOLE   87,063 0 84,066
AGREE REALTY CORP REIT USD.000 COM 008492100 771 25,359 SH   SOLE   14,391 0 10,968
AH BELO CORP A COMMON STOCK US COM 001282102 280 24,221 SH   SOLE   10,351 0 13,870
AIR LEASE CORP COMMON STOCK US COM 00912X302 1,584 42,476 SH   SOLE   24,405 0 18,071
AIR METHODS CORP COMMON STOCK COM 009128307 2,469 46,214 SH   SOLE   34,567 0 11,647
AIR PRODUCTS + CHEMICALS INC C COM 009158106 48,104 404,100 SH   SOLE   233,117 0 170,983
AIR TRANSPORT SERVICES GROUP C COM 00922R105 528 67,299 SH   SOLE   32,109 0 35,190
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 1,780 91,822 SH   SOLE   55,203 0 36,619
AIRGAS INC COMMON STOCK USD.01 COM 009363102 12,972 121,795 SH   SOLE   82,285 0 39,510
AK STEEL HOLDING CORP COMMON S COM 001547108 1,473 203,977 SH   SOLE   102,787 0 101,190
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 15,485 266,020 SH   SOLE   162,207 0 103,813
AKORN INC COMMON STOCK NPV COM 009728106 2,349 106,789 SH   SOLE   89,009 0 17,780
ALAMO GROUP INC COMMON STOCK U COM 011311107 618 11,370 SH   SOLE   4,236 0 7,134
ALASKA AIR GROUP INC COMMON ST COM 011659109 10,405 111,508 SH   SOLE   85,672 0 25,836
ALBANY INTL CORP CL A COMMON S COM 012348108 1,760 49,516 SH   SOLE   29,306 0 20,210
ALBANY MOLECULAR RESEARCH COMM COM 012423109 623 33,500 SH   SOLE   12,700 0 20,800
ALBEMARLE CORP COMMON STOCK US COM 012653101 7,770 116,985 SH   SOLE   91,899 0 25,086
ALCOA INC COMMON STOCK USD1. COM 013817101 18,617 1,446,511 SH   SOLE   801,556 0 644,955
ALERE INC COMMON STOCK USD.001 COM 01449J105 1,911 55,635 SH   SOLE   31,920 0 23,715
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,746 88,009 SH   SOLE   56,679 0 31,330
ALEXANDER S INC REIT USD1. COM 014752109 1,157 3,206 SH   SOLE   2,351 0 855
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 7,902 108,902 SH   SOLE   79,241 0 29,661
ALEXION PHARMACEUTICALS INC CO COM 015351109 46,726 307,143 SH   SOLE   182,166 0 124,977
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 6,742 130,188 SH   SOLE   108,268 0 21,920
ALIMERA SCIENCES INC COMMON ST COM 016259103 121 15,379 SH   SOLE   10,059 0 5,320
ALKERMES PLC COMMON STOCK USD. COM G01767105 5,065 114,883 SH   SOLE   78,493 0 36,390
ALLEGHANY CORP COMMON STOCK US COM 017175100 9,451 23,200 SH   SOLE   18,331 0 4,869
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 5,483 145,505 SH   SOLE   81,775 0 63,730
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 2,179 19,465 SH   SOLE   14,873 0 4,592
ALLEGION PLC COM G0176J109 6,969 133,580 SH   SOLE   82,248 0 51,332
ALLERGAN INC COMMON STOCK USD. COM 018490102 67,806 546,384 SH   SOLE   270,832 0 275,552
ALLETE INC COMMON STOCK NPV COM 018522300 4,965 94,711 SH   SOLE   65,771 0 28,940
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 20,604 75,626 SH   SOLE   45,493 0 30,133
ALLIANCE HEALTHCARE SERVICE CO COM 018606301 212 6,315 SH   SOLE   2,865 0 3,450
ALLIANCE ONE INTERNATIONAL COM COM 018772103 308 105,315 SH   SOLE   63,695 0 41,620
ALLIANT ENERGY CORP COMMON STO COM 018802108 8,786 154,648 SH   SOLE   120,524 0 34,124
ALLIANT TECHSYSTEMS INC COMMON COM 018804104 6,926 48,723 SH   SOLE   38,352 0 10,371
ALLIED NEVADA GOLD CORP COMMON COM 019344100 594 137,730 SH   SOLE   60,210 0 77,520
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,720 26,360 SH   SOLE   18,617 0 7,743
ALLISON TRANSMISSION HOLDING C COM 01973R101 597 19,937 SH   SOLE   12,425 0 7,512
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 4,094 227,081 SH   SOLE   176,992 0 50,089
ALLSTATE CORP COMMON STOCK USD COM 020002101 43,936 776,527 SH   SOLE   386,106 0 390,421
ALMOST FAMILY INC COMMON STOCK COM 020409108 280 12,104 SH   SOLE   6,194 0 5,910
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 4,239 63,140 SH   SOLE   45,240 0 17,900
ALON USA ENERGY INC COMMON STO COM 020520102 511 34,174 SH   SOLE   17,414 0 16,760
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 154 20,941 SH   SOLE   9,231 0 11,710
ALPHA NATURAL RESOURCES INC CO COM 02076X102 1,966 462,475 SH   SOLE   299,229 0 163,246
ALPHATEC HOLDINGS INC COMMON S COM 02081G102 115 76,958 SH   SOLE   34,888 0 42,070
ALTERA CORP COMMON STOCK USD.0 COM 021441100 19,306 532,723 SH   SOLE   344,370 0 188,353
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 2,161 68,462 SH   SOLE   29,912 0 38,550
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 993 27,804 SH   SOLE   20,524 0 7,280
ALTRIA GROUP INC COMMON STOCK COM 02209S103 116,437 3,110,785 SH   SOLE   1,792,317 0 1,318,468
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 457 23,640 SH   SOLE   16,130 0 7,510
AMAZON.COM INC COMMON STOCK US COM 023135106 218,255 648,565 SH   SOLE   336,400 0 312,165
AMBAC FINL GROUP INC COM COM 023139884 1,585 51,079 SH   SOLE   24,949 0 26,130
AMBARELLA INC COM G037AX101 420 15,736 SH   SOLE   11,316 0 4,420
AMC NETWORKS INC A COMMON STOC COM 00164V103 6,761 92,507 SH   SOLE   75,539 0 16,968
AMCOL INTERNATIONAL CORP COMMO COM 02341W103 1,908 41,686 SH   SOLE   25,376 0 16,310
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 7,101 152,835 SH   SOLE   115,416 0 37,419
AMEDISYS INC COMMON STOCK USD. COM 023436108 702 47,127 SH   SOLE   23,477 0 23,650
AMERCO COMMON STOCK USD.25 COM 023586100 1,491 6,423 SH   SOLE   4,088 0 2,335
AMEREN CORPORATION COMMON STOC COM 023608102 13,912 337,663 SH   SOLE   191,834 0 145,829
AMERESCO INC CL A COMMON STOCK COM 02361E108 182 24,066 SH   SOLE   10,816 0 13,250
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,330 70,866 SH   SOLE   34,819 0 36,047
AMERICA MOVIL ADR COM 02364W105 618 31,080 SH   SOLE   31,080 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 336 9,148 SH   SOLE   6,308 0 2,840
AMERICAN AIRLINES GROUP INC COM 02376R102 6,936 189,514 SH   SOLE   99,596 0 89,918
AMERICAN APPAREL INC COM COM 023850100 35 70,775 SH   SOLE   31,235 0 39,540
AMERICAN ASSETS TRUST INC REIT COM 024013104 1,913 56,702 SH   SOLE   29,222 0 27,480
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,480 79,892 SH   SOLE   49,192 0 30,700
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 5,598 149,877 SH   SOLE   113,149 0 36,728
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 5,216 242,723 SH   SOLE   142,743 0 99,980
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 3,242 205,297 SH   SOLE   113,072 0 92,225
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,105 417,087 SH   SOLE   363,541 0 53,546
AMERICAN ELECTRIC POWER COMMON COM 025537101 40,196 793,449 SH   SOLE   383,525 0 409,924
AMERICAN EQUITY INVT LIFE HL C COM 025676206 2,175 92,095 SH   SOLE   47,845 0 44,250
AMERICAN EXPRESS CO COMMON STO COM 025816109 147,643 1,639,930 SH   SOLE   851,153 0 788,777
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,117 140,643 SH   SOLE   118,715 0 21,928
AMERICAN HOMES 4 RENT COM 02665T306 436 26,090 SH   SOLE   14,180 0 11,910
AMERICAN INTERNATIONAL GROUP C COM 026874784 119,268 2,384,881 SH   SOLE   1,204,193 0 1,180,688
AMERICAN NATIONAL INSURANCE CO COM 028591105 626 5,535 SH   SOLE   3,115 0 2,420
AMERICAN NATL BANKSHS COM COM 027745108 227 9,651 SH   SOLE   4,311 0 5,340
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 724 20,630 SH   SOLE   15,690 0 4,940
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 1,480 21,131 SH   SOLE   13,281 0 7,850
AMERICAN REALTY CAP PPTYS COM COM 02917T104 5,824 415,374 SH   SOLE   117,146 0 298,228
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 323 17,956 SH   SOLE   7,326 0 10,630
AMERICAN SCIENCE + ENGINEERI C COM 029429107 1,655 24,632 SH   SOLE   18,842 0 5,790
AMERICAN SOFTWARE INC CL A COM COM 029683109 307 30,207 SH   SOLE   24,477 0 5,730
AMERICAN STATES WATER CO COMMO COM 029899101 2,692 83,366 SH   SOLE   55,506 0 27,860
AMERICAN SUPERCONDUCTOR CORP C COM 030111108 98 61,125 SH   SOLE   25,745 0 35,380
AMERICAN TOWER REIT INC COM 03027X100 59,758 729,918 SH   SOLE   351,709 0 378,209
AMERICAN VANGUARD CORP COMMON COM 030371108 789 36,446 SH   SOLE   25,956 0 10,490
AMERICAN WATER WORKS CO INC CO COM 030420103 5,962 131,322 SH   SOLE   68,712 0 62,610
AMERICAN WOODMARK CORP COMMON COM 030506109 440 13,077 SH   SOLE   8,907 0 4,170
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 30,563 277,669 SH   SOLE   154,421 0 123,248
AMERIS BANCORP COMMON STOCK US COM 03076K108 943 40,466 SH   SOLE   21,292 0 19,174
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,200 27,339 SH   SOLE   15,129 0 12,210
AMERISOURCEBERGEN CORP COMMON COM 03073E105 29,266 446,193 SH   SOLE   294,211 0 151,982
AMES NATIONAL CORP COMMON STOC COM 031001100 256 11,596 SH   SOLE   5,256 0 6,340
AMETEK INC COMMON STOCK USD.01 COM 031100100 18,373 356,832 SH   SOLE   214,962 0 141,870
AMGEN INC COMMON STOCK USD.000 COM 031162100 168,088 1,362,806 SH   SOLE   668,241 0 694,565
AMICUS THERAPEUTICS INC COM 03152W109 57 27,686 SH   SOLE   17,736 0 9,950
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 640 93,224 SH   SOLE   40,504 0 52,720
AMN HEALTHCARE SERVICES INC CO COM 001744101 671 48,866 SH   SOLE   35,166 0 13,700
AMPCO PITTSBURGH CORP COMMON S COM 032037103 214 11,365 SH   SOLE   4,675 0 6,690
AMPHENOL CORP CL A COMMON STOC COM 032095101 24,738 269,915 SH   SOLE   177,323 0 92,592
AMPIO PHARMACEUTICALS INC COM COM 03209T109 146 22,982 SH   SOLE   16,252 0 6,730
AMREIT INC CL B COM 03216B208 370 22,308 SH   SOLE   8,898 0 13,410
AMSURG CORP COMMON STOCK NPV COM 03232P405 2,583 54,868 SH   SOLE   35,835 0 19,033
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,387 116,639 SH   SOLE   103,401 0 13,238
AMYRIS INC COMMON STOCK COM 03236M101 87 23,444 SH   SOLE   15,784 0 7,660
ANACOR PHARMACEUTICALS INC COM COM 032420101 445 22,234 SH   SOLE   15,974 0 6,260
ANADARKO PETROLEUM CORP COMMON COM 032511107 71,845 847,626 SH   SOLE   429,352 0 418,274
ANADIGICS INC COMMON STOCK USD COM 032515108 161 94,847 SH   SOLE   44,207 0 50,640
ANALOG DEVICES INC COMMON STOC COM 032654105 26,873 505,695 SH   SOLE   321,161 0 184,534
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,640 19,979 SH   SOLE   13,309 0 6,670
ANDERSONS INC/THE COMMON STOCK COM 034164103 2,695 45,493 SH   SOLE   24,108 0 21,384
ANGIE'S LIST INC COM 034754101 508 41,736 SH   SOLE   23,586 0 18,150
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 557 35,387 SH   SOLE   18,589 0 16,798
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,119 10,627 SH   SOLE   10,627 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 614 14,950 SH   SOLE   9,850 0 5,100
ANIXTER INTERNATIONAL INC COMM COM 035290105 4,318 42,529 SH   SOLE   29,401 0 13,128
ANN INC COMMON STOCK USD.0068 COM 035623107 3,799 91,578 SH   SOLE   77,668 0 13,910
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 7,117 648,728 SH   SOLE   363,769 0 284,959
ANNIES INC COM COM 03600T104 576 14,322 SH   SOLE   11,052 0 3,270
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 11,133 144,543 SH   SOLE   118,679 0 25,864
ANTARES PHARMA INC COMMON STOC COM 036642106 332 94,965 SH   SOLE   68,435 0 26,530
ANTERO RESOURCES COM 03674X106 1,311 20,940 SH   SOLE   14,890 0 6,050
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 917 184,830 SH   SOLE   81,571 0 103,259
AOL INC COMMON STOCK USD.01 COM 00184X105 4,833 110,413 SH   SOLE   86,023 0 24,390
AON PLC COM G0408V102 35,636 422,833 SH   SOLE   255,065 0 167,768
APACHE CORP COMMON STOCK USD.6 COM 037411105 54,977 662,772 SH   SOLE   328,324 0 334,448
APARTMENT INVT + MGMT CO A RE COM 03748R101 6,601 218,432 SH   SOLE   122,298 0 96,134
APCO OIL AND GAS INTL INC COMM COM G0471F109 166 11,514 SH   SOLE   5,004 0 6,510
API TECHNOLOGIES CORP COM COM 00187E203 196 66,770 SH   SOLE   17,500 0 49,270
APOGEE ENTERPRISES INC COMMON COM 037598109 1,198 36,051 SH   SOLE   23,211 0 12,840
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 806 48,449 SH   SOLE   23,249 0 25,200
APOLLO EDUCATION GROUP INC. COM 037604105 4,646 135,692 SH   SOLE   104,780 0 30,912
APOLLO INVESTMENT CORP COMMON COM 03761U106 2,594 312,193 SH   SOLE   145,313 0 166,880
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 783 48,218 SH   SOLE   26,288 0 21,930
APPLE INC COMMON STOCK NPV COM 037833100 876,393 1,632,807 SH   SOLE   855,040 0 777,767
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 2,552 52,912 SH   SOLE   39,712 0 13,200
APPLIED MATERIALS INC COMMON S COM 038222105 35,707 1,748,614 SH   SOLE   1,032,865 0 715,749
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 708 71,544 SH   SOLE   50,084 0 21,460
APPROACH RESOURCES INC COMMON COM 03834A103 956 45,704 SH   SOLE   30,544 0 15,160
APTARGROUP INC COMMON STOCK US COM 038336103 8,925 135,024 SH   SOLE   117,053 0 17,971
AQUA AMERICA INC COMMON STOCK COM 03836W103 8,230 328,294 SH   SOLE   281,906 0 46,388
ARABIAN AMERN DEV CO COM COM 038465100 183 16,878 SH   SOLE   11,448 0 5,430
ARC DOCUMENT SOLUTIONS INC COM 00191G103 424 57,005 SH   SOLE   29,745 0 27,260
ARCELOR MITTAL - NY REGISTERED COM 03938L104 190 11,740 SH   SOLE   11,740 0 0
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 5,489 95,393 SH   SOLE   56,644 0 38,749
ARCH COAL INC COMMON STOCK USD COM 039380100 1,550 321,577 SH   SOLE   168,007 0 153,570
ARCHER DANIELS MIDLAND CO COMM COM 039483102 47,123 1,086,042 SH   SOLE   550,961 0 535,081
ARCTIC CAT INC COMMON STOCK US COM 039670104 785 16,424 SH   SOLE   13,274 0 3,150
ARENA PHARMACEUTICALS INC COMM COM 040047102 1,381 219,249 SH   SOLE   151,149 0 68,100
ARES CAPITAL CORP COMMON STOCK COM 04010L103 2,933 166,441 SH   SOLE   101,479 0 64,962
ARES COML REAL ESTATE COM COM 04013V108 255 19,012 SH   SOLE   4,452 0 14,560
ARGAN INC COMMON STOCK USD.15 COM 04010E109 543 18,266 SH   SOLE   8,746 0 9,520
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ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,277 188,032 SH   SOLE   96,470 0 91,562
ENTERCOM COMMUNICATIONS CL A C COM 293639100 332 33,008 SH   SOLE   15,168 0 17,840
ENTERGY CORP COMMON STOCK USD. COM 29364G103 15,839 236,928 SH   SOLE   132,123 0 104,805
ENTERPRISE FINANCIAL SERVICE C COM 293712105 463 23,047 SH   SOLE   10,107 0 12,940
ENTRAVISION COMMUNICATIONS A C COM 29382R107 347 51,814 SH   SOLE   34,444 0 17,370
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 551 134,689 SH   SOLE   72,259 0 62,430
ENVESTNET INC COMMON STOCK COM 29404K106 790 19,652 SH   SOLE   14,252 0 5,400
ENVISION HEALTHCARE HOLDINGS COM 29413U103 962 28,440 SH   SOLE   20,750 0 7,690
ENZON PHARMACEUTICALS INC COMM COM 293904108 57 54,945 SH   SOLE   25,205 0 29,740
EOG RESOURCES INC COMMON STOCK COM 26875P101 91,306 465,441 SH   SOLE   237,737 0 227,704
EPAM SYSTEMS INC COM 29414B104 685 20,810 SH   SOLE   15,590 0 5,220
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 784 57,508 SH   SOLE   34,638 0 22,870
EPL OIL & GAS INC COM 26883D108 1,628 42,185 SH   SOLE   25,258 0 16,927
EPLUS INC COMMON STOCK USD.01 COM 294268107 263 4,719 SH   SOLE   2,239 0 2,480
EPR PROPERTIES COM 26884U109 4,988 93,424 SH   SOLE   50,934 0 42,490
EQT CORP COMMON STOCK NPV COM 26884L109 21,975 226,619 SH   SOLE   135,232 0 91,387
EQUAL ENERGY LTD COM 29390Q109 199 43,360 SH   SOLE   19,170 0 24,190
EQUIFAX INC COMMON STOCK USD1. COM 294429105 14,504 213,204 SH   SOLE   143,420 0 69,784
EQUINIX INC COMMON STOCK USD.0 COM 29444U502 14,065 76,095 SH   SOLE   62,775 0 13,320
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 2,929 72,061 SH   SOLE   41,757 0 30,304
EQUITY ONE INC REIT USD.01 COM 294752100 3,107 139,091 SH   SOLE   91,791 0 47,300
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 34,424 593,628 SH   SOLE   279,558 0 314,070
ERA GROUP INC. COM 26885G109 902 30,787 SH   SOLE   15,057 0 15,730
ERICSSON TEL - SP ADR COM 294821608 615 46,160 SH   SOLE   46,160 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,419 49,012 SH   SOLE   40,793 0 8,219
ESB FINANCIAL CORP COMMON STOC COM 26884F102 205 15,650 SH   SOLE   6,959 0 8,691
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,358 38,590 SH   SOLE   22,460 0 16,130
ESSA BANCORP INC COMMON STOCK COM 29667D104 120 11,017 SH   SOLE   4,927 0 6,090
ESSENT GROUP LTD COM G3198U102 550 24,494 SH   SOLE   10,730 0 13,764
ESSEX PROPERTY TRUST INC REIT COM 297178105 9,926 58,373 SH   SOLE   42,999 0 15,374
ESTEE LAUDER COMPANIES CL A CO COM 518439104 28,744 429,790 SH   SOLE   220,032 0 209,758
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 7,598 71,320 SH   SOLE   47,789 0 23,531
ETHAN ALLEN INTERIORS INC COMM COM 297602104 870 34,193 SH   SOLE   25,913 0 8,280
EURONET WORLDWIDE INC COMMON S COM 298736109 2,215 53,252 SH   SOLE   40,222 0 13,030
EVERBANK FINANCIAL CORP COM COM 29977G102 2,031 102,962 SH   SOLE   48,202 0 54,760
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,211 40,025 SH   SOLE   30,945 0 9,080
EVEREST RE GROUP LTD COMMON ST COM G3223R108 9,978 65,197 SH   SOLE   51,271 0 13,926
EVERTEC INC COM COM 30040P103 610 24,702 SH   SOLE   17,642 0 7,060
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 187 14,725 SH   SOLE   10,675 0 4,050
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,115 62,918 SH   SOLE   39,852 0 23,066
EXACT SCIENCES CORP COMMON STO COM 30063P105 930 65,610 SH   SOLE   44,910 0 20,700
EXACTECH INC COMMON STOCK USD. COM 30064E109 246 10,893 SH   SOLE   5,303 0 5,590
EXAMWORKS GROUP INC COMMON STO COM 30066A105 883 25,217 SH   SOLE   18,417 0 6,800
EXAR CORP COMMON STOCK USD.000 COM 300645108 565 47,253 SH   SOLE   34,715 0 12,538
EXCEL TRUST INC REIT USD.01 COM 30068C109 810 63,890 SH   SOLE   27,890 0 36,000
EXCO RESOURCES INC COMMON STOC COM 269279402 993 177,400 SH   SOLE   89,450 0 87,950
EXELIS INC COM 30162A108 5,364 282,189 SH   SOLE   225,333 0 56,856
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 475 134,105 SH   SOLE   121,705 0 12,400
EXELON CORP COMMON STOCK NPV COM 30161N101 48,009 1,430,542 SH   SOLE   720,858 0 709,684
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,312 42,434 SH   SOLE   33,644 0 8,790
EXONE CO COM 302104104 207 5,788 SH   SOLE   3,708 0 2,080
EXPEDIA INC COM 30212P303 11,483 158,386 SH   SOLE   96,341 0 62,045
EXPEDITORS INTL WASH INC COMMO COM 302130109 13,902 350,786 SH   SOLE   233,832 0 116,954
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,114 14,836 SH   SOLE   11,706 0 3,130
EXPRESS INC COMMON STOCK COM 30219E103 1,185 74,649 SH   SOLE   52,219 0 22,430
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 104,235 1,388,130 SH   SOLE   686,554 0 701,576
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 4,427 100,882 SH   SOLE   55,691 0 45,191
EXTRA SPACE STORAGE INC REIT U COM 30225T102 8,015 165,225 SH   SOLE   124,956 0 40,269
EXTREME NETWORKS INC COMMON ST COM 30226D106 697 120,161 SH   SOLE   56,611 0 63,550
EXXON MOBIL CORP COMMON STOCK COM 30231G102 729,493 7,468,188 SH   SOLE   3,843,047 0 3,625,141
EZCORP INC CL A COMMON STOCK U COM 302301106 826 76,564 SH   SOLE   38,494 0 38,070
F5 NETWORKS INC COMMON STOCK N COM 315616102 12,416 116,440 SH   SOLE   70,322 0 46,118
FABRINET COMMON STOCK USD.01 COM G3323L100 767 36,939 SH   SOLE   17,589 0 19,350
FACEBOOK INC COM COM 30303M102 181,417 3,011,572 SH   SOLE   1,557,295 0 1,454,277
FACTSET RESEARCH SYSTEMS INC C COM 303075105 10,845 100,591 SH   SOLE   88,017 0 12,574
FAIR ISAAC CORP COMMON STOCK U COM 303250104 3,682 66,563 SH   SOLE   55,173 0 11,390
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 2,321 168,335 SH   SOLE   133,656 0 34,679
FAIRPOINT COMMUNICATIONS INC C COM 305560302 249 18,335 SH   SOLE   12,085 0 6,250
FAIRWAY GROUP HOLDINGS INC COM 30603D109 127 16,651 SH   SOLE   8,841 0 7,810
FAMILY DOLLAR STORES COMMON ST COM 307000109 11,820 203,759 SH   SOLE   141,898 0 61,861
FANNIE MAE COM 313586109 248 63,500 SH   SOLE   0 0 63,500
FARMERS CAP BK CORP COM COM 309562106 207 9,238 SH   SOLE   4,148 0 5,090
FARO TECHNOLOGIES INC COMMON S COM 311642102 1,120 21,127 SH   SOLE   15,317 0 5,810
FASTENAL CO COMMON STOCK USD.0 COM 311900104 28,688 581,668 SH   SOLE   415,569 0 166,099
FBL FINANCIAL GROUP INC CL A C COM 30239F106 578 13,340 SH   SOLE   6,420 0 6,920
FBR + CO COMMON STOCK USD.001 COM 30247C400 278 10,749 SH   SOLE   5,135 0 5,614
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 446 13,425 SH   SOLE   6,315 0 7,110
FEDERAL MOGUL HOLDINGS CORP COM 313549404 573 30,640 SH   SOLE   12,600 0 18,040
FEDERAL REALTY INVS TRUST REIT COM 313747206 14,778 128,817 SH   SOLE   103,065 0 25,752
FEDERAL SIGNAL CORP COMMON STO COM 313855108 969 65,005 SH   SOLE   46,795 0 18,210
FEDERATED INVESTORS INC CL B C COM 314211103 4,618 151,212 SH   SOLE   125,507 0 25,705
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 66,771 503,703 SH   SOLE   251,844 0 251,859
FEI COMPANY COMMON STOCK NPV COM 30241L109 5,653 54,871 SH   SOLE   43,421 0 11,450
FELCOR LODGING TRUST INC REIT COM 31430F101 1,836 203,131 SH   SOLE   106,381 0 96,750
FEMALE HEALTH COMPANY COMMON S COM 314462102 103 13,307 SH   SOLE   12,557 0 750
FERRO CORP COMMON STOCK USD1. COM 315405100 948 69,369 SH   SOLE   49,839 0 19,530
FIBROCELL SCIENCE INC COM COM 315721209 88 16,859 SH   SOLE   10,079 0 6,780
FIDELITY NATIONAL FINL A COMMO COM 31620R105 11,860 377,217 SH   SOLE   301,360 0 75,857
FIDELITY NATIONAL INFORMATIO C COM 31620M106 20,756 388,317 SH   SOLE   215,721 0 172,596
FIDELITY SOUTHN CORP COM COM 316394105 220 15,741 SH   SOLE   5,772 0 9,969
FIDUS INVESTMENT CORP COM 316500107 327 16,944 SH   SOLE   8,085 0 8,859
FIESTA RESTAURANT GROUP COM 31660B101 814 17,855 SH   SOLE   12,525 0 5,330
FIFTH STREET FINANCE CORP COMM COM 31678A103 1,619 171,145 SH   SOLE   72,425 0 98,720
FIFTH THIRD BANCORP COMMON STO COM 316773100 26,737 1,165,032 SH   SOLE   630,690 0 534,342
FINANCIAL ENGINES INC COMMON S COM 317485100 2,814 55,423 SH   SOLE   44,073 0 11,350
FINANCIAL INSTITUTIONS INC COM COM 317585404 446 19,373 SH   SOLE   9,993 0 9,380
FINISAR CORPORATION COMMON STO COM 31787A507 3,618 136,494 SH   SOLE   68,406 0 68,088
FINISH LINE/THE CL A COMMON COM 317923100 1,944 71,765 SH   SOLE   43,503 0 28,262
FIREEYE INC COM 31816Q101 815 13,235 SH   SOLE   8,605 0 4,630
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 6,449 242,902 SH   SOLE   163,790 0 79,112
FIRST BANCORP INC/ME COMMON ST COM 31866P102 190 11,676 SH   SOLE   5,196 0 6,480
FIRST BANCORP PUERTO RICO COMM COM 318672706 575 105,736 SH   SOLE   56,466 0 49,270
FIRST BANCORP/NC COMMON STOCK COM 318910106 530 27,901 SH   SOLE   12,058 0 15,843
FIRST BUSEY CORP COMMON STOCK COM 319383105 605 104,279 SH   SOLE   56,179 0 48,100
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,876 37,172 SH   SOLE   27,982 0 9,190
FIRST CITIZENS BCSHS CL A CO COM 31946M103 1,215 5,048 SH   SOLE   2,929 0 2,119
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,465 162,009 SH   SOLE   92,043 0 69,966
FIRST COMMUNITY BANCSHARES COM COM 31983A103 339 20,747 SH   SOLE   9,950 0 10,797
FIRST CONNECTICUT BANCORP COM 319850103 332 21,182 SH   SOLE   9,552 0 11,630
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 328 12,095 SH   SOLE   5,445 0 6,650
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,577 87,709 SH   SOLE   43,523 0 44,186
FIRST FINANCIAL CORP/INDIANA C COM 320218100 599 17,790 SH   SOLE   8,570 0 9,220
FIRST FINANCIAL HOLDINGS INC COM 32023E105 1,991 31,791 SH   SOLE   15,555 0 16,236
FIRST FINANCIAL NORTHWEST COM COM 32022K102 196 19,355 SH   SOLE   9,105 0 10,250
FIRST FINL BANKSHARES INC COMM COM 32020R109 2,829 45,789 SH   SOLE   31,921 0 13,868
FIRST HORIZON NATIONAL CORP CO COM 320517105 4,082 330,800 SH   SOLE   262,645 0 68,155
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,285 170,050 SH   SOLE   87,276 0 82,774
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 649 22,996 SH   SOLE   10,986 0 12,010
FIRST MARBLEHEAD CORP/THE COMM COM 320771207 70 11,528 SH   SOLE   4,970 0 6,558
FIRST MERCHANTS CORP COMMON ST COM 320817109 923 42,658 SH   SOLE   16,668 0 25,990
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,031 118,905 SH   SOLE   65,610 0 53,295
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 4,611 487,955 SH   SOLE   388,557 0 99,398
FIRST OF LONG ISLAND CORP COMM COM 320734106 398 9,794 SH   SOLE   4,324 0 5,470
FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,155 89,369 SH   SOLE   42,796 0 46,573
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 4,296 79,574 SH   SOLE   50,985 0 28,589
FIRST SEC GROUP INC COM 336312202 145 69,829 SH   SOLE   33,729 0 36,100
FIRST SOLAR INC COMMON STOCK U COM 336433107 6,824 97,783 SH   SOLE   56,556 0 41,227
FIRSTENERGY CORP COMMON STOCK COM 337932107 18,961 557,180 SH   SOLE   308,528 0 248,652
FIRSTHAND TECH VALUE FUND COM 33766Y100 234 10,968 SH   SOLE   4,822 0 6,146
FIRSTMERIT CORP COMMON STOCK N COM 337915102 7,310 350,927 SH   SOLE   229,117 0 121,810
FISERV INC COMMON STOCK USD.01 COM 337738108 22,839 402,870 SH   SOLE   244,292 0 158,578
FIVE BELOW COM 33829M101 1,312 30,875 SH   SOLE   23,115 0 7,760
FIVE STAR QUALITY CARE COMMON COM 33832D106 251 51,565 SH   SOLE   23,505 0 28,060
FLAGSTAR BANCORP INC COMMON ST COM 337930705 590 26,550 SH   SOLE   12,909 0 13,641
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 6,414 55,724 SH   SOLE   38,180 0 17,544
FLEETMATICS GROUP LIMITED COM G35569105 507 15,159 SH   SOLE   11,209 0 3,950
FLEXSTEEL INDS INC COM COM 339382103 226 6,014 SH   SOLE   2,654 0 3,360
FLEXTRONICS INTL LTD COM Y2573F102 141 15,300 SH   SOLE   15,300 0 0
FLIR SYSTEMS INC COMMON STOCK COM 302445101 7,572 210,343 SH   SOLE   126,992 0 83,351
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,695 60,879 SH   SOLE   48,349 0 12,530
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,265 338,707 SH   SOLE   290,659 0 48,048
FLOWSERVE CORP COMMON STOCK US COM 34354P105 17,974 229,442 SH   SOLE   144,726 0 84,716
FLUIDIGM CORP COMMON STOCK COM 34385P108 926 21,011 SH   SOLE   15,291 0 5,720
FLUOR CORP COMMON STOCK USD.01 COM 343412102 18,434 237,158 SH   SOLE   137,143 0 100,015
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,075 50,999 SH   SOLE   29,937 0 21,062
FMC CORP COMMON STOCK USD.1 COM 302491303 15,938 208,179 SH   SOLE   126,856 0 81,323
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 20,737 396,574 SH   SOLE   233,229 0 163,345
FNB CORP COMMON STOCK USD.01 COM 302520101 3,105 231,680 SH   SOLE   123,899 0 107,781
FOMENTO OCON MEXICO ADR COM 344419106 260 2,790 SH   SOLE   2,790 0 0
FOOT LOCKER INC COMMON STOCK U COM 344849104 9,690 206,260 SH   SOLE   162,992 0 43,268
FORD MOTOR CO COMMON STOCK USD COM 345370860 103,280 6,620,484 SH   SOLE   3,350,414 0 3,270,070
FOREST CITY ENTERPRISES CL A C COM 345550107 1,945 101,833 SH   SOLE   57,385 0 44,448
FOREST LABORATORIES INC COMMON COM 345838106 30,610 331,739 SH   SOLE   173,056 0 158,683
FOREST OIL CORP COMMON STOCK U COM 346091705 326 170,644 SH   SOLE   89,603 0 81,041
FORESTAR GROUP INC COMMON STOC COM 346233109 949 53,326 SH   SOLE   29,453 0 23,873
FORMFACTOR INC COMMON STOCK US COM 346375108 457 71,551 SH   SOLE   31,470 0 40,081
FORRESTER RESEARCH INC COMMON COM 346563109 1,704 47,541 SH   SOLE   43,341 0 4,200
FORTINET INC COMMON STOCK USD. COM 34959E109 4,486 203,648 SH   SOLE   167,051 0 36,597
FORTUNE BRANDS HOME & SECURITY COM 34964C106 10,563 251,013 SH   SOLE   203,895 0 47,118
FORTUNE INDUSTRIES INC COM 34963X200 3 19,300 SH   SOLE   19,300 0 0
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,327 42,835 SH   SOLE   25,335 0 17,500
FORWARD AIR CORPORATION COMMON COM 349853101 1,886 40,901 SH   SOLE   32,651 0 8,250
FOSSIL GROUP INC. COM 34988V106 8,852 75,910 SH   SOLE   45,932 0 29,978
FOSTER (LB) CO A COMMON STOCK COM 350060109 705 15,046 SH   SOLE   8,040 0 7,006
FOX CHASE BANCORP INC COMMON S COM 35137T108 252 14,979 SH   SOLE   6,636 0 8,343
FRANCESCAS HOLDINGS CORP COM 351793104 772 42,582 SH   SOLE   31,992 0 10,590
FRANK'S INTERNATIONAL NV COM N33462107 1,408 56,835 SH   SOLE   11,665 0 45,170
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,612 61,434 SH   SOLE   46,084 0 15,350
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 272 13,889 SH   SOLE   6,589 0 7,300
FRANKLIN RESOURCES INC COMMON COM 354613101 48,662 898,152 SH   SOLE   538,779 0 359,373
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,784 141,551 SH   SOLE   71,581 0 69,970
FRED S INC CLASS A COMMON STOC COM 356108100 2,529 140,424 SH   SOLE   111,942 0 28,482
FREDDIE MAC COM 313400301 255 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN COPPER COMMON COM 35671D857 58,013 1,754,253 SH   SOLE   865,349 0 888,904
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 996 40,819 SH   SOLE   24,585 0 16,234
FREIGHTCAR AMERICA INC COMMON COM 357023100 372 15,994 SH   SOLE   6,764 0 9,230
FRESENIUS MED CARE AG SPONSORE COM 358029106 235 6,740 SH   SOLE   6,740 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 1,732 62,819 SH   SOLE   34,372 0 28,447
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,119 33,299 SH   SOLE   21,834 0 11,465
FRONTIER COMMUNICATIONS CORP C COM 35906A108 7,484 1,313,040 SH   SOLE   735,633 0 577,407
FRONTLINE LTD COMMON STOCK USD COM G3682E127 235 59,881 SH   SOLE   27,700 0 32,181
FTD COS INC COM 30281V108 870 27,345 SH   SOLE   14,648 0 12,697
FTI CONSULTING INC COMMON STOC COM 302941109 2,830 84,897 SH   SOLE   53,987 0 30,910
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 211 19,629 SH   SOLE   9,109 0 10,520
FUELCELL ENERGY INC COMMON STO COM 35952H106 342 137,777 SH   SOLE   92,517 0 45,260
FULTON FINANCIAL CORP COMMON S COM 360271100 3,354 266,582 SH   SOLE   207,963 0 58,619
FURIEX PHARMACEUTICALS COMMON COM 36106P101 641 7,370 SH   SOLE   5,171 0 2,199
FURMANITE CORP COMMON STOCK NP COM 361086101 399 40,605 SH   SOLE   25,525 0 15,080
FUSION-IO INC COM COM 36112J107 798 75,823 SH   SOLE   45,713 0 30,110
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 582 28,682 SH   SOLE   16,122 0 12,560
FX ENERGY INC COMMON STOCK USD COM 302695101 149 44,530 SH   SOLE   31,970 0 12,560
FXCM INC A COMMON STOCK USD.01 COM 302693106 525 35,578 SH   SOLE   26,938 0 8,640
G + K SERVICES INC CL A COMMO COM 361268105 1,976 32,305 SH   SOLE   18,425 0 13,880
G III APPAREL GROUP LTD COMMON COM 36237H101 1,618 22,606 SH   SOLE   16,156 0 6,450
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 139 12,822 SH   SOLE   5,342 0 7,480
GALENA BIOPHARMA COM COM 363256108 215 85,901 SH   SOLE   60,151 0 25,750
GAMCO INVESTORS INC A COMMON S COM 361438104 598 7,705 SH   SOLE   5,565 0 2,140
GAMESTOP CORP CLASS A COMMON S COM 36467W109 7,221 175,687 SH   SOLE   100,699 0 74,988
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,350 64,463 SH   SOLE   39,323 0 25,140
GANNETT CO COMMON STOCK USD1. COM 364730101 8,749 316,994 SH   SOLE   179,425 0 137,569
GAP INC/THE COMMON STOCK USD.0 COM 364760108 24,173 603,427 SH   SOLE   434,619 0 168,808
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 11,864 214,699 SH   SOLE   152,086 0 62,613
GARTNER INC COMMON STOCK USD.0 COM 366651107 9,989 143,844 SH   SOLE   119,018 0 24,826
GASLOG LTD COM COM G37585109 815 34,998 SH   SOLE   14,618 0 20,380
GASTAR EXPLORATION INC COM 36729W202 276 50,385 SH   SOLE   38,475 0 11,910
GATX CORP COMMON STOCK USD.625 COM 361448103 4,379 64,508 SH   SOLE   49,812 0 14,696
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,189 65,085 SH   SOLE   53,615 0 11,470
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,891 49,018 SH   SOLE   37,068 0 11,950
GENERAL CABLE CORP COMMON STOC COM 369300108 2,684 104,791 SH   SOLE   68,371 0 36,420
GENERAL COMMUNICATION INC A CO COM 369385109 527 46,229 SH   SOLE   36,409 0 9,820
GENERAL DYNAMICS CORP COMMON S COM 369550108 51,524 473,048 SH   SOLE   248,045 0 225,003
GENERAL ELECTRIC CO COMMON STO COM 369604103 403,631 15,590,238 SH   SOLE   7,961,618 0 7,628,620
GENERAL GROWTH PROPERTIES REIT COM 370023103 16,655 757,060 SH   SOLE   393,789 0 363,271
GENERAL MILLS INC COMMON STOCK COM 370334104 62,398 1,204,129 SH   SOLE   621,077 0 583,052
GENERAL MOLY INC COMMON STOCK COM 370373102 70 71,196 SH   SOLE   32,426 0 38,770
GENERAL MOTORS CO COMMON STOCK COM 37045V100 62,648 1,820,117 SH   SOLE   965,731 0 854,386
GENESCO INC COMMON STOCK USD1. COM 371532102 2,272 30,473 SH   SOLE   21,353 0 9,120
GENESEE + WYOMING INC CL A COM COM 371559105 6,466 66,437 SH   SOLE   56,077 0 10,360
GENIE ENERGY COM 372284208 243 24,418 SH   SOLE   14,218 0 10,200
GENMARK DIAGNOSTICS INC COM 372309104 255 25,692 SH   SOLE   17,192 0 8,500
GENOMIC HEALTH INC COMMON STOC COM 37244C101 486 18,444 SH   SOLE   12,324 0 6,120
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 2,226 127,799 SH   SOLE   85,890 0 41,909
GENTEX CORP COMMON STOCK USD.0 COM 371901109 7,019 222,609 SH   SOLE   183,850 0 38,759
GENTHERM INC COM 37253A103 1,043 30,042 SH   SOLE   22,002 0 8,040
GENTIVA HEALTH SERVICES COMMON COM 37247A102 314 34,406 SH   SOLE   24,196 0 10,210
GENUINE PARTS CO COMMON STOCK COM 372460105 28,064 323,128 SH   SOLE   229,671 0 93,457
GENWORTH FINANCIAL INC CL A CO COM 37247D106 11,845 668,084 SH   SOLE   371,569 0 296,515
GEO GROUP INC/THE COMMON STOCK COM 36159R103 3,782 117,320 SH   SOLE   74,333 0 42,987
GEOMET INC COM 37250U201 0 39,097 SH   SOLE   39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,021 15,432 SH   SOLE   11,944 0 3,488
GERDAU SA SIDERURG ADR COM 373737105 78 12,200 SH   SOLE   12,200 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 513 17,749 SH   SOLE   9,129 0 8,620
GERON CORP COMMON STOCK USD.00 COM 374163103 370 177,996 SH   SOLE   71,584 0 106,412
GETTY REALTY CORP REIT USD.01 COM 374297109 754 39,911 SH   SOLE   19,461 0 20,450
GFI GROUP INC COMMON STOCK USD COM 361652209 330 92,835 SH   SOLE   42,015 0 50,820
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GILEAD SCIENCES INC COMMON STO COM 375558103 195,676 2,761,444 SH   SOLE   1,392,318 0 1,369,126
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,531 121,460 SH   SOLE   69,625 0 51,835
GLADSTONE CAPITAL CORP COMMON COM 376535100 288 28,597 SH   SOLE   14,337 0 14,260
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GLADSTONE INVESTMENT CORP COMM COM 376546107 364 43,957 SH   SOLE   25,988 0 17,969
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,806 66,362 SH   SOLE   49,002 0 17,360
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,835 34,350 SH   SOLE   34,350 0 0
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GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 615 89,631 SH   SOLE   42,121 0 47,510
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GLOBAL GEOPHYSICAL SERVICES CO COM 37946S107 3 27,655 SH   SOLE   12,835 0 14,820
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GLOBAL PAYMENTS INC COMMON STO COM 37940X102 8,085 113,703 SH   SOLE   92,924 0 20,779
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GLOBE SPECIALTY METALS INC COM COM 37954N206 1,908 91,627 SH   SOLE   47,967 0 43,660
GLOBUS MEDICAL INC A COM COM 379577208 1,302 48,973 SH   SOLE   36,593 0 12,380
GLU MOBILE INC COMMON STOCK US COM 379890106 234 49,441 SH   SOLE   33,691 0 15,750
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,407 77,403 SH   SOLE   54,021 0 23,382
GOGO INC COM 38046C109 200 9,745 SH   SOLE   5,045 0 4,700
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GOLD RESOURCE CORP COMMON STOC COM 38068T105 133 27,767 SH   SOLE   19,847 0 7,920
GOLDCORP INC COM 380956409 259 10,570 SH   SOLE   10,570 0 0
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 117,403 716,528 SH   SOLE   350,487 0 366,041
GOLUB CAPITAL BDC INC COMMON S COM 38173M102 804 45,072 SH   SOLE   19,900 0 25,172
GOODRICH PETROLEUM CORP COMMON COM 382410405 450 28,445 SH   SOLE   18,855 0 9,590
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 9,972 381,618 SH   SOLE   237,609 0 144,009
GOOGLE INC CL C COMMON STOCK U COM 38259P706 541,543 485,902 SH   SOLE   250,805 0 235,097
GORDMANS STORES INC COMMON STO COM 38269P100 56 10,248 SH   SOLE   4,938 0 5,310
GORMAN RUPP CO COMMON STOCK NP COM 383082104 687 21,616 SH   SOLE   14,678 0 6,938
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GP STRATEGIES CORP COMMON STOC COM 36225V104 358 13,148 SH   SOLE   9,648 0 3,500
GRACO INC COMMON STOCK USD1. COM 384109104 7,612 101,848 SH   SOLE   80,311 0 21,537
GRAFTECH INTERNATIONAL LTD COM COM 384313102 1,700 155,715 SH   SOLE   69,145 0 86,570
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 298 9,358 SH   SOLE   6,658 0 2,700
GRAHAM HOLDINGS CO COM 384637104 4,736 6,729 SH   SOLE   3,713 0 3,016
GRAMERCY PROPERTY TRUST INC COM 38489R100 431 83,505 SH   SOLE   35,981 0 47,524
GRAND CANYON EDUCATION INC COM COM 38526M106 2,178 46,648 SH   SOLE   34,978 0 11,670
GRANITE CONSTRUCTION INC COMMO COM 387328107 3,239 81,117 SH   SOLE   52,738 0 28,379
GRAPHIC PACKAGING HOLDING CO C COM 388689101 1,818 178,984 SH   SOLE   134,484 0 44,500
GRAY TELEVISION INC COMMON STO COM 389375106 668 64,404 SH   SOLE   28,914 0 35,490
GREAT LAKES DREDGE + DOCK CO C COM 390607109 713 78,040 SH   SOLE   40,050 0 37,990
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,503 203,520 SH   SOLE   161,455 0 42,065
GREAT SOUTHERN BANCORP INC COM COM 390905107 428 14,236 SH   SOLE   6,026 0 8,210
GREATBATCH INC COMMON STOCK US COM 39153L106 1,749 38,092 SH   SOLE   20,048 0 18,044
GREEN DOT CORP CLASS A COMMON COM 39304D102 719 36,828 SH   SOLE   19,228 0 17,600
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GREENBRIER COMPANIES INC COMMO COM 393657101 1,785 39,151 SH   SOLE   18,581 0 20,570
GREENHILL + CO INC COMMON STOC COM 395259104 2,785 53,571 SH   SOLE   45,201 0 8,370
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GREIF INC CL A COMMON STOCK NP COM 397624107 3,015 57,441 SH   SOLE   33,527 0 23,914
GRIFFON CORP COMMON STOCK USD. COM 398433102 851 71,307 SH   SOLE   42,687 0 28,620
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,458 37,432 SH   SOLE   21,739 0 15,693
GROUPON INC COM 399473107 2,401 306,223 SH   SOLE   218,379 0 87,844
GSI GROUP INC COMMON STOCK NPV COM 36191C205 485 37,152 SH   SOLE   16,672 0 20,480
GSI TECHNOLOGY INC COMMON STOC COM 36241U106 173 25,050 SH   SOLE   11,150 0 13,900
GSV CAP CORP COM COM 36191J101 240 23,673 SH   SOLE   10,453 0 13,220
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 2,758 161,779 SH   SOLE   108,019 0 53,760
GTX INC COMMON STOCK USD.001 COM 40052B108 37 24,023 SH   SOLE   15,463 0 8,560
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GUIDANCE SOFTWARE INC COMMON S COM 401692108 156 14,143 SH   SOLE   10,133 0 4,010
GUIDEWIRE SOFTWARE INC COM COM 40171V100 2,304 46,976 SH   SOLE   35,496 0 11,480
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GULFMARK OFFSHORE INC CL A COM COM 402629208 2,016 44,859 SH   SOLE   19,659 0 25,200
GULFPORT ENERGY CORP COMMON ST COM 402635304 9,011 126,589 SH   SOLE   103,659 0 22,930
H+E EQUIPMENT SERVICES INC COM COM 404030108 1,260 31,145 SH   SOLE   22,245 0 8,900
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,673 419,784 SH   SOLE   257,490 0 162,294
H.B. FULLER CO. COMMON STOCK U COM 359694106 3,364 69,679 SH   SOLE   55,139 0 14,540
HACKETT GROUP INC/THE COMMON S COM 404609109 171 28,603 SH   SOLE   14,423 0 14,180
HAEMONETICS CORP/MASS COMMON S COM 405024100 2,537 77,834 SH   SOLE   61,892 0 15,942
HAIN CELESTIAL GROUP INC COMMO COM 405217100 7,334 80,174 SH   SOLE   68,984 0 11,190
HALCON RESOURCES CORP COM COM 40537Q209 1,162 268,308 SH   SOLE   114,998 0 153,310
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HALLIBURTON CO COMMON STOCK US COM 406216101 92,477 1,570,340 SH   SOLE   802,877 0 767,463
HALLMARK FINL SERVICES INC COM COM 40624Q203 166 20,016 SH   SOLE   7,698 0 12,318
HALOZYME THERAPEUTICS INC COMM COM 40637H109 1,099 86,574 SH   SOLE   59,664 0 26,910
HAMPTON ROADS BANKSHARES INC C COM 409321502 55 34,837 SH   SOLE   18,857 0 15,980
HANCOCK HOLDING CO COMMON STOC COM 410120109 6,659 181,681 SH   SOLE   120,392 0 61,289
HANESBRANDS INC COMMON STOCK U COM 410345102 12,197 159,482 SH   SOLE   126,770 0 32,712
HANGER INC. COM 41043F208 1,682 49,935 SH   SOLE   32,605 0 17,330
HANMI FINANCIAL CORPORATION CO COM 410495204 1,094 46,937 SH   SOLE   24,994 0 21,943
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 174 12,156 SH   SOLE   8,606 0 3,550
HANOVER INSURANCE GROUP INC/ C COM 410867105 4,326 70,413 SH   SOLE   56,969 0 13,444
HARBINGER GROUP INC COMMON STO COM 41146A106 493 40,273 SH   SOLE   17,843 0 22,430
HARDINGE INC COM COM 412324303 217 15,100 SH   SOLE   6,450 0 8,650
HARLEY DAVIDSON INC COMMON STO COM 412822108 22,467 337,295 SH   SOLE   205,061 0 132,234
HARMAN INTERNATIONAL COMMON ST COM 413086109 10,173 95,610 SH   SOLE   53,667 0 41,943
HARMONIC INC COMMON STOCK USD. COM 413160102 1,131 158,357 SH   SOLE   80,632 0 77,725
HARRIS CORP COMMON STOCK USD1. COM 413875105 11,498 157,158 SH   SOLE   90,642 0 66,516
HARSCO CORP COMMON STOCK USD1. COM 415864107 2,969 126,711 SH   SOLE   100,414 0 26,297
HARTE HANKS INC COMMON STOCK U COM 416196103 662 74,838 SH   SOLE   42,958 0 31,880
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 21,353 605,414 SH   SOLE   329,921 0 275,493
HARVARD BIOSCIENCE INC COMMON COM 416906105 152 32,137 SH   SOLE   13,927 0 18,210
HASBRO INC COMMON STOCK USD.5 COM 418056107 10,687 192,138 SH   SOLE   104,431 0 87,707
HATTERAS FINANCIAL CORP REIT U COM 41902R103 1,196 63,438 SH   SOLE   35,855 0 27,583
HAVERTY FURNITURE COMMON STOCK COM 419596101 902 30,376 SH   SOLE   18,936 0 11,440
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 3,513 138,196 SH   SOLE   111,137 0 27,059
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 1,090 78,108 SH   SOLE   29,468 0 48,640
HAWAIIN TELCOM HOLDCO COM COM 420031106 363 12,739 SH   SOLE   5,709 0 7,030
HAWKINS INC COMMON STOCK USD.0 COM 420261109 384 10,452 SH   SOLE   7,362 0 3,090
HAYNES INTERNATIONAL INC COMMO COM 420877201 1,124 20,810 SH   SOLE   11,610 0 9,200
HCA HOLDINGS INC COMMON STOCK COM 40412C101 8,841 168,408 SH   SOLE   100,680 0 67,728
HCC INSURANCE HOLDINGS INC COM COM 404132102 8,705 191,362 SH   SOLE   161,618 0 29,744
HCI GROUP INC COM 40416E103 1,014 27,861 SH   SOLE   25,621 0 2,240
HCP INC REIT USD1. COM 40414L109 25,011 644,774 SH   SOLE   330,946 0 313,828
HD SUPPLY HOLDINGS INC COM 40416M105 850 32,520 SH   SOLE   23,680 0 8,840
HEADWATERS INC COMMON STOCK US COM 42210P102 1,000 75,679 SH   SOLE   56,119 0 19,560
HEALTH CARE REIT INC REIT USD1 COM 42217K106 23,861 400,354 SH   SOLE   206,111 0 194,243
HEALTH NET INC COMMON STOCK US COM 42222G108 3,823 112,409 SH   SOLE   87,565 0 24,844
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HEALTHCARE SERVICES GROUP COMM COM 421906108 3,402 117,069 SH   SOLE   98,639 0 18,430
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HEALTHSTREAM INC COMMON STOCK COM 42222N103 581 21,768 SH   SOLE   16,958 0 4,810
HEALTHWAYS INC COMMON STOCK US COM 422245100 775 45,208 SH   SOLE   29,538 0 15,670
HEARTLAND EXPRESS INC COMMON S COM 422347104 2,097 92,436 SH   SOLE   73,526 0 18,910
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 561 20,775 SH   SOLE   8,395 0 12,380
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,108 50,866 SH   SOLE   41,266 0 9,600
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,507 16,072 SH   SOLE   11,762 0 4,310
HECLA MINING CO COMMON STOCK U COM 422704106 1,504 489,821 SH   SOLE   263,881 0 225,940
HEICO CORP COMMON STOCK USD.01 COM 422806109 3,795 63,084 SH   SOLE   46,154 0 16,930
HEICO CORP NEW COM 422806208 212 4,882 SH   SOLE   0 0 4,882
HEIDRICK + STRUGGLES INTL COMM COM 422819102 538 26,792 SH   SOLE   13,542 0 13,250
HELEN OF TROY LTD COMMON STOCK COM G4388N106 3,722 53,760 SH   SOLE   29,771 0 23,989
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 5,186 225,695 SH   SOLE   148,025 0 77,670
HELMERICH + PAYNE COMMON STOCK COM 423452101 22,318 207,497 SH   SOLE   136,120 0 71,377
HENRY SCHEIN INC COMMON STOCK COM 806407102 15,731 131,785 SH   SOLE   107,426 0 24,359
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HERCULES TECHNOLOGY GROWTH COM COM 427096508 1,117 79,395 SH   SOLE   36,340 0 43,055
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HERITAGE OAKS BANCORP COM COM 42724R107 199 24,635 SH   SOLE   10,955 0 13,680
HERMAN MILLER INC COMMON STOCK COM 600544100 3,696 115,045 SH   SOLE   97,045 0 18,000
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,568 269,015 SH   SOLE   118,380 0 150,635
HERSHEY CO/THE COMMON STOCK US COM 427866108 25,703 246,197 SH   SOLE   142,867 0 103,330
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 7,425 278,730 SH   SOLE   190,205 0 88,525
HESS CORP COMMON STOCK USD1. COM 42809H107 41,986 506,587 SH   SOLE   247,674 0 258,913
HEWLETT PACKARD CO COMMON STOC COM 428236103 103,293 3,192,007 SH   SOLE   1,587,477 0 1,604,530
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 3,764 86,453 SH   SOLE   59,873 0 26,580
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,318 39,227 SH   SOLE   29,077 0 10,150
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 181 18,839 SH   SOLE   9,689 0 9,150
HI TECH PHARMACAL CO INC COMMO COM 42840B101 747 17,233 SH   SOLE   10,453 0 6,780
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,853 35,040 SH   SOLE   27,310 0 7,730
HICKORY TECH CORP COM COM 429060106 143 11,206 SH   SOLE   7,956 0 3,250
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 250 34,560 SH   SOLE   24,370 0 10,190
HIGHWOODS PROPERTIES INC REIT COM 431284108 7,793 202,886 SH   SOLE   142,877 0 60,009
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,296 85,516 SH   SOLE   67,150 0 18,366
HILLENBRAND INC COMMON STOCK N COM 431571108 2,025 62,622 SH   SOLE   46,242 0 16,380
HILLSHIRE BRANDS COM COM 432589109 7,360 197,543 SH   SOLE   163,896 0 33,647
HILLTOP HOLDINGS INC COMMON ST COM 432748101 2,048 86,085 SH   SOLE   40,375 0 45,710
HITTITE MICROWAVE CORP COMMON COM 43365Y104 2,288 36,289 SH   SOLE   27,439 0 8,850
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HNI CORP COMMON STOCK USD1. COM 404251100 2,756 75,382 SH   SOLE   61,982 0 13,400
HOLLYFRONTIER CORP COMMON STOC COM 436106108 13,692 287,771 SH   SOLE   215,667 0 72,104
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,078 375,714 SH   SOLE   297,825 0 77,889
HOME BANCSHARES INC COMMON STO COM 436893200 2,189 63,605 SH   SOLE   37,945 0 25,660
HOME DEPOT INC COMMON STOCK US COM 437076102 200,345 2,531,842 SH   SOLE   1,311,162 0 1,220,680
HOME FEDERAL BANCORP INC/MD CO COM 43710G105 338 21,735 SH   SOLE   8,417 0 13,318
HOME LOAN SERVICING SOLUTION C COM G6648D109 1,868 86,488 SH   SOLE   38,148 0 48,340
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HOMEAWAY INC COM COM 43739Q100 1,633 43,337 SH   SOLE   31,100 0 12,237
HOMESTREET INC COM 43785V102 319 16,309 SH   SOLE   7,419 0 8,890
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HONDA MOTOR ADR COM 438128308 923 26,120 SH   SOLE   26,120 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 122,230 1,317,706 SH   SOLE   708,471 0 609,235
HOOKER FUNITURE CORP COM COM 439038100 208 13,261 SH   SOLE   5,911 0 7,350
HORACE MANN EDUCATORS COMMON S COM 440327104 1,875 64,671 SH   SOLE   35,415 0 29,256
HORIZON BANCORP INDIANA COM COM 440407104 238 10,671 SH   SOLE   4,751 0 5,920
HORIZON PHARMA INC COM 44047T109 800 52,930 SH   SOLE   29,650 0 23,280
HORMEL FOODS CORP COMMON STOCK COM 440452100 14,366 291,577 SH   SOLE   204,524 0 87,053
HORNBECK OFFSHORE SERVICES COM COM 440543106 2,914 69,697 SH   SOLE   39,850 0 29,847
HORSEHEAD HOLDING CORP COMMON COM 440694305 1,114 66,238 SH   SOLE   32,898 0 33,340
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 11,862 274,267 SH   SOLE   134,244 0 140,023
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HOST HOTELS + RESORTS INC REIT COM 44107P104 21,407 1,057,652 SH   SOLE   554,510 0 503,142
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HOUSTON WIRE + CABLE CO COMMON COM 44244K109 352 26,826 SH   SOLE   15,126 0 11,700
HOVNANIAN ENTERPRISES A COMMON COM 442487203 536 113,232 SH   SOLE   69,372 0 43,860
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,604 25,255 SH   SOLE   14,381 0 10,874
HSN INC COMMON STOCK USD.01 COM 404303109 3,627 60,731 SH   SOLE   51,071 0 9,660
HUB GROUP INC CL A COMMON STOC COM 443320106 1,770 44,268 SH   SOLE   33,488 0 10,780
HUBBELL INC CL B COMMON STOCK COM 443510201 11,305 94,311 SH   SOLE   79,025 0 15,286
HUDSON CITY BANCORP INC COMMON COM 443683107 6,287 639,623 SH   SOLE   356,205 0 283,418
HUDSON PACIFIC PROPERTIES IN R COM 444097109 1,477 64,002 SH   SOLE   26,049 0 37,953
HUDSON VALLEY HOLDING CORP COM COM 444172100 386 20,265 SH   SOLE   9,007 0 11,258
HUMANA INC COMMON STOCK USD.16 COM 444859102 24,524 217,570 SH   SOLE   116,962 0 100,608
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 10,288 143,053 SH   SOLE   117,286 0 25,767
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,210 1,124,354 SH   SOLE   610,468 0 513,886
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HURCO COMPANIES INC COMMON STO COM 447324104 281 10,532 SH   SOLE   3,582 0 6,950
HURON CONSULTING GROUP INC COM COM 447462102 2,242 35,380 SH   SOLE   20,128 0 15,252
HUTCHINSON TECHNOLOGY COM 448407106 88 31,215 SH   SOLE   12,755 0 18,460
HYATT HOTELS CORP CL A COMMO COM 448579102 1,920 35,672 SH   SOLE   17,285 0 18,387
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IAC/INTERACTIVECORP COMMON STO COM 44919P508 4,708 65,945 SH   SOLE   45,559 0 20,386
IBERIABANK CORP COMMON STOCK U COM 450828108 2,912 41,516 SH   SOLE   18,126 0 23,390
ICF INTERNATIONAL INC COMMON S COM 44925C103 1,069 26,865 SH   SOLE   13,335 0 13,530
ICG GROUP INC COMMON STOCK USD COM 44928D108 1,055 51,671 SH   SOLE   22,621 0 29,050
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ICU MEDICAL INC COMMON STOCK U COM 44930G107 960 16,030 SH   SOLE   11,580 0 4,450
IDACORP INC COMMON STOCK NPV COM 451107106 6,376 114,946 SH   SOLE   76,166 0 38,780
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IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,255 126,972 SH   SOLE   103,072 0 23,900
IDEXX LABORATORIES INC COMMON COM 45168D104 10,046 82,754 SH   SOLE   68,204 0 14,550
IDT CORP CLASS B COMMON STOCK COM 448947507 363 21,800 SH   SOLE   16,200 0 5,600
IGATE CORP COMMON STOCK USD.01 COM 45169U105 1,372 43,489 SH   SOLE   30,415 0 13,074
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II VI INC COMMON STOCK NPV COM 902104108 1,379 89,360 SH   SOLE   52,180 0 37,180
ILLINOIS TOOL WORKS COMMON STO COM 452308109 56,978 700,577 SH   SOLE   326,991 0 373,586
ILLUMINA INC COMMON STOCK USD. COM 452327109 15,590 104,873 SH   SOLE   69,807 0 35,066
IMATION CORP COMMON STOCK USD. COM 45245A107 251 43,585 SH   SOLE   18,855 0 24,730
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IMMUNOGEN INC COMMON STOCK USD COM 45253H101 1,494 100,037 SH   SOLE   66,817 0 33,220
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IMPERVA INC COM 45321L100 969 17,393 SH   SOLE   12,843 0 4,550
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INCYTE CORP COMMON STOCK USD.0 COM 45337C102 5,084 94,991 SH   SOLE   63,187 0 31,804
INDEPENDENCE HOLDING CO COMMON COM 453440307 153 11,382 SH   SOLE   4,282 0 7,100
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,514 38,446 SH   SOLE   20,386 0 18,060
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INFINITY PHARMACEUTICALS INC C COM 45665G303 548 46,049 SH   SOLE   31,274 0 14,775
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,259 18,623 SH   SOLE   12,476 0 6,147
INFOBLOX INC COM COM 45672H104 969 48,296 SH   SOLE   35,696 0 12,600
INFORMATICA CORP COMMON STOCK COM 45666Q102 6,252 165,491 SH   SOLE   136,633 0 28,858
ING GROEP N V SPONSORED ADR COM 456837103 766 53,730 SH   SOLE   53,730 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 22,583 394,526 SH   SOLE   227,005 0 167,521
INGLES MARKETS INC CLASS A COM COM 457030104 389 16,349 SH   SOLE   7,369 0 8,980
INGRAM MICRO INC CL A COMMON S COM 457153104 6,135 207,560 SH   SOLE   163,152 0 44,408
INGREDION, INC. COM 457187102 7,504 110,226 SH   SOLE   86,190 0 24,036
INLAND REAL ESTATE CORP REIT U COM 457461200 1,078 102,167 SH   SOLE   66,332 0 35,835
INNERWORKINGS INC COMMON STOCK COM 45773Y105 342 44,635 SH   SOLE   34,045 0 10,590
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,426 25,148 SH   SOLE   18,268 0 6,880
INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,038 22,941 SH   SOLE   16,821 0 6,120
INNOVATIVE SOLTNS&SUPP COM COM 45769N105 87 11,556 SH   SOLE   7,256 0 4,300
INPHI CORP COMMON STOCK COM 45772F107 467 29,026 SH   SOLE   15,486 0 13,540
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,671 66,556 SH   SOLE   34,413 0 32,143
INSMED INC COMMON STOCK USD.01 COM 457669307 605 31,782 SH   SOLE   23,282 0 8,500
INSPERITY INC COMMON STOCK USD COM 45778Q107 842 27,172 SH   SOLE   20,712 0 6,460
INSTEEL INDUSTRIES INC COMMON COM 45774W108 397 20,204 SH   SOLE   15,394 0 4,810
INSULET CORP COMMON STOCK USD. COM 45784P101 2,929 61,771 SH   SOLE   46,381 0 15,390
INSYS THERAPEUTICS INC COM 45824V209 287 6,937 SH   SOLE   5,047 0 1,890
INTEGRA LIFESCIENCES HOLDING C COM 457985208 1,560 33,914 SH   SOLE   22,924 0 10,990
INTEGRATED DEVICE TECH INC COM COM 458118106 3,225 263,662 SH   SOLE   179,822 0 83,840
INTEGRATED SILICON SOLUTION CO COM 45812P107 578 37,147 SH   SOLE   18,077 0 19,070
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 6,714 112,558 SH   SOLE   62,616 0 49,942
INTEL CORP COMMON STOCK USD.00 COM 458140100 223,030 8,641,227 SH   SOLE   4,483,571 0 4,157,656
INTELSAT S A COM COM L5140P101 245 13,075 SH   SOLE   7,465 0 5,610
INTER PARFUMS INC COMMON STOCK COM 458334109 1,712 47,288 SH   SOLE   37,918 0 9,370
INTERACTIVE BROKERS GRO CL A C COM 45841N107 843 38,898 SH   SOLE   25,343 0 13,555
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 1,392 19,194 SH   SOLE   14,274 0 4,920
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,335 7,079 SH   SOLE   5,157 0 1,922
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 32,387 163,710 SH   SOLE   96,616 0 67,094
INTERDIGITAL INC COMMON STOCK COM 45867G101 2,507 75,731 SH   SOLE   63,871 0 11,860
INTERFACE INC COM 458665304 1,690 82,226 SH   SOLE   68,216 0 14,010
INTERMOLECULAR INC COM 45882D109 40 14,147 SH   SOLE   10,027 0 4,120
INTERMUNE INC COMMON STOCK USD COM 45884X103 3,128 93,456 SH   SOLE   65,706 0 27,750
INTERNAP NETWORK SERVICES COMM COM 45885A300 557 78,683 SH   SOLE   38,713 0 39,970
INTERNATIONAL BANCSHARES CRP C COM 459044103 2,917 116,323 SH   SOLE   75,803 0 40,520
INTERNATIONAL PAPER CO COMMON COM 460146103 29,754 648,525 SH   SOLE   391,839 0 256,686
INTERPUBLIC GROUP OF COS INC C COM 460690100 10,269 599,153 SH   SOLE   351,804 0 247,349
INTERSECTIONS INC COMMON STOCK COM 460981301 69 11,764 SH   SOLE   5,364 0 6,400
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,668 283,877 SH   SOLE   189,487 0 94,390
INTERVAL LEISURE GROUP COMMON COM 46113M108 1,164 44,515 SH   SOLE   32,065 0 12,450
INTERVEST BANCSHS CORP CL A COM 460927106 163 21,909 SH   SOLE   9,779 0 12,130
INTL BUSINESS MACHINES CORP CO COM 459200101 349,946 1,817,994 SH   SOLE   957,512 0 860,482
INTL FCSTONE INC COMMON STOCK COM 46116V105 425 22,618 SH   SOLE   13,098 0 9,520
INTL FLAVORS + FRAGRANCES COMM COM 459506101 14,207 148,499 SH   SOLE   100,960 0 47,539
INTL GAME TECHNOLOGY COMMON ST COM 459902102 5,486 390,190 SH   SOLE   239,799 0 150,391
INTL RECTIFIER CORP COMMON STO COM 460254105 4,116 150,228 SH   SOLE   98,343 0 51,885
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,960 57,665 SH   SOLE   36,267 0 21,398
INTRALINKS HOLDINGS INC COMMON COM 46118H104 506 49,446 SH   SOLE   23,186 0 26,260
INTREPID POTASH INC COMMON STO COM 46121Y102 1,748 113,072 SH   SOLE   72,782 0 40,290
INTREXON CORP COM 46122T102 247 9,390 SH   SOLE   5,650 0 3,740
INTUIT INC COMMON STOCK USD.01 COM 461202103 33,849 435,469 SH   SOLE   264,539 0 170,930
INTUITIVE SURGICAL INC COMMON COM 46120E602 29,114 66,471 SH   SOLE   34,335 0 32,136
INVACARE CORP COMMON STOCK USD COM 461203101 962 50,453 SH   SOLE   25,893 0 24,560
INVENSENSE INC COM 46123D205 1,293 54,638 SH   SOLE   41,838 0 12,800
INVENTURE FOODS INC COM COM 461212102 162 11,606 SH   SOLE   8,246 0 3,360
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 22,704 613,624 SH   SOLE   344,187 0 269,437
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,776 168,565 SH   SOLE   75,935 0 92,630
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 1,111 55,002 SH   SOLE   28,352 0 26,650
INVESTORS BANCORP INC COMMON S COM 46146P102 2,028 73,385 SH   SOLE   39,840 0 33,545
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,243 138,375 SH   SOLE   60,205 0 78,170
ION GEOPHYSICAL CORP COMMON ST COM 462044108 794 188,549 SH   SOLE   100,209 0 88,340
IPC THE HOSPITALIST CO COMMON COM 44984A105 943 19,223 SH   SOLE   15,186 0 4,037
IPG PHOTONICS CORP COMMON STOC COM 44980X109 1,913 26,915 SH   SOLE   18,548 0 8,367
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 598 79,593 SH   SOLE   35,733 0 43,860
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,420 34,591 SH   SOLE   25,721 0 8,870
IRON MOUNTAIN INC COMMON STOCK COM 462846106 7,136 258,824 SH   SOLE   159,767 0 99,057
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,002 81,328 SH   SOLE   56,368 0 24,960
ISHARES LEHMAN AGGREGATE BOND COM 464287226 10,081 93,389 SH   SOLE   44,089 0 49,300
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 3,505 40,500 SH   SOLE   40,500 0 0
ISHARES RUSSELL 1000 INDEX COM 464287622 2,923 27,900 SH   SOLE   27,900 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 1,662 17,220 SH   SOLE   17,220 0 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 313 2,300 SH   SOLE   2,300 0 0
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 2,272 19,530 SH   SOLE   19,530 0 0
ISHARES RUSSELL MID CAP GROWTH COM 464287481 1,739 20,265 SH   SOLE   20,265 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 1,452 9,385 SH   SOLE   9,010 0 375
ISHARES S&P SMALLCAP 600 COM 464287804 508 4,615 SH   SOLE   4,615 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 5,168 119,595 SH   SOLE   87,095 0 32,500
ISLE OF CAPRI CASINOS COMMON S COM 464592104 212 27,585 SH   SOLE   11,945 0 15,640
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,933 130,929 SH   SOLE   65,359 0 65,570
ITAU UNIBANCO BANCO ADR COM 465562106 495 33,280 SH   SOLE   33,280 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,581 176,204 SH   SOLE   131,870 0 44,334
ITRON INC COMMON STOCK NPV COM 465741106 2,998 84,343 SH   SOLE   54,203 0 30,140
ITT CORP COM 450911201 6,099 142,643 SH   SOLE   116,870 0 25,773
ITT EDUCATIONAL SERVICES INC C COM 45068B109 830 28,946 SH   SOLE   21,676 0 7,270
IXIA COMMON STOCK NPV COM 45071R109 788 63,007 SH   SOLE   45,817 0 17,190
IXYS CORPORATION COMMON STOCK COM 46600W106 381 33,570 SH   SOLE   17,210 0 16,360
J + J SNACK FOODS CORP COMMON COM 466032109 2,407 25,082 SH   SOLE   19,902 0 5,180
J GLOBAL INC COM 48123V102 3,031 60,561 SH   SOLE   47,171 0 13,390
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,129 362,942 SH   SOLE   290,616 0 72,326
JABIL CIRCUIT INC COMMON STOCK COM 466313103 4,570 253,915 SH   SOLE   145,444 0 108,471
JACK HENRY + ASSOCIATES INC CO COM 426281101 11,150 199,962 SH   SOLE   176,881 0 23,081
JACK IN THE BOX INC COMMON STO COM 466367109 3,701 62,800 SH   SOLE   45,490 0 17,310
JACOBS ENGINEERING GROUP INC C COM 469814107 10,398 163,744 SH   SOLE   99,583 0 64,161
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 210 29,104 SH   SOLE   13,764 0 15,340
JAMBA INC COMMON STOCK USD.001 COM 47023A309 164 13,706 SH   SOLE   9,715 0 3,991
JANUS CAPITAL GROUP INC COMMON COM 47102X105 3,340 307,278 SH   SOLE   193,828 0 113,450
JARDEN CORP COMMON STOCK USD.0 COM 471109108 11,127 185,983 SH   SOLE   153,901 0 32,082
JAVELIN MORTGAGE INVESTMENT COM 47200B104 213 15,858 SH   SOLE   7,378 0 8,480
JAZZ PHARMACEUTICALS PLC COM G50871105 5,698 41,089 SH   SOLE   29,766 0 11,323
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 4,819 344,227 SH   SOLE   279,932 0 64,295
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 3,901 448,865 SH   SOLE   292,975 0 155,890
JIVE SOFTWARE INC COM COM 47760A108 257 32,106 SH   SOLE   22,646 0 9,460
JM SMUCKER CO/THE COMMON STOCK COM 832696405 13,960 143,561 SH   SOLE   77,976 0 65,585
JMP GROUP INC COMMON STOCK USD COM 46629U107 136 19,164 SH   SOLE   8,524 0 10,640
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,105 35,759 SH   SOLE   27,072 0 8,687
JOHNSON + JOHNSON COMMON STOCK COM 478160104 438,792 4,466,990 SH   SOLE   2,387,831 0 2,079,159
JOHNSON CONTROLS INC COMMON ST COM 478366107 52,582 1,111,198 SH   SOLE   551,075 0 560,123
JONES GROUP INC/THE COMMON STO COM 48020T101 1,992 133,045 SH   SOLE   72,087 0 60,958
JONES LANG LASALLE INC COMMON COM 48020Q107 7,931 66,928 SH   SOLE   50,965 0 15,963
JOS A BANK CLOTHIERS INC COMMO COM 480838101 2,805 43,621 SH   SOLE   24,576 0 19,045
JOURNAL COMMUNICATIONS INC A C COM 481130102 527 59,495 SH   SOLE   26,752 0 32,743
JOY GLOBAL INC COMMON STOCK US COM 481165108 9,361 161,403 SH   SOLE   93,229 0 68,174
JPMORGAN CHASE + CO COMMON STO COM 46625H100 380,454 6,266,751 SH   SOLE   3,133,289 0 3,133,462
JUNIPER NETWORKS INC COMMON ST COM 48203R104 18,003 698,860 SH   SOLE   390,061 0 308,799
K12 INC COMMON STOCK USD.0001 COM 48273U102 531 23,452 SH   SOLE   16,622 0 6,830
KADANT INC COMMON STOCK USD.01 COM 48282T104 671 18,405 SH   SOLE   8,306 0 10,099
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,380 33,320 SH   SOLE   19,821 0 13,499
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,312 32,264 SH   SOLE   24,834 0 7,430
KANSAS CITY LIFE INS CO COMMON COM 484836101 286 5,929 SH   SOLE   2,499 0 3,430
KANSAS CITY SOUTHERN COMMON ST COM 485170302 16,705 163,674 SH   SOLE   97,639 0 66,035
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,981 103,348 SH   SOLE   80,108 0 23,240
KAR AUCTION SERVICES INC COMMO COM 48238T109 1,951 64,287 SH   SOLE   47,210 0 17,077
KATE SPADE & CO COM 485865109 9,434 254,362 SH   SOLE   167,342 0 87,020
KB HOME COMMON STOCK USD1. COM 48666K109 2,357 138,753 SH   SOLE   111,103 0 27,650
KBR INC COMMON STOCK USD.001 COM 48242W106 5,416 202,985 SH   SOLE   159,618 0 43,367
KCAP FINANCIAL INC COM 48668E101 309 35,663 SH   SOLE   15,953 0 19,710
KCG HOLDINGS INC CL A COM 48244B100 806 67,582 SH   SOLE   34,253 0 33,329
KEARNY FINANCIAL CORP COMMON S COM 487169104 315 21,289 SH   SOLE   9,198 0 12,091
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,841 459,911 SH   SOLE   223,182 0 236,729
KELLY SERVICES INC CL A COMMON COM 488152208 1,157 48,755 SH   SOLE   29,185 0 19,570
KEMET CORP COMMON STOCK USD.01 COM 488360207 356 61,272 SH   SOLE   27,002 0 34,270
KEMPER CORP COMMON STOCK USD.1 COM 488401100 2,699 68,897 SH   SOLE   55,610 0 13,287
KENNAMETAL INC COMMON STOCK US COM 489170100 4,722 106,599 SH   SOLE   83,730 0 22,869
KENNEDY WILSON HOLDINGS INC CO COM 489398107 1,636 72,698 SH   SOLE   31,228 0 41,470
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 1,451 85,176 SH   SOLE   62,426 0 22,750
KEURIG GREEN MOUNTAIN INC COM 49271M100 20,800 196,985 SH   SOLE   119,943 0 77,042
KEY ENERGY SERVICES INC COMMON COM 492914106 2,032 219,967 SH   SOLE   93,597 0 126,370
KEYCORP COMMON STOCK USD1. COM 493267108 17,788 1,249,174 SH   SOLE   683,847 0 565,327
KEYW HOLDING CORP/THE COMMON S COM 493723100 655 35,034 SH   SOLE   18,754 0 16,280
KFORCE INC COMMON STOCK USD.01 COM 493732101 693 32,522 SH   SOLE   21,462 0 11,060
KILROY REALTY CORP REIT USD.01 COM 49427F108 7,079 120,848 SH   SOLE   90,322 0 30,526
KIMBALL INTERNATIONAL B COMMON COM 494274103 773 42,710 SH   SOLE   18,722 0 23,988
KIMBERLY CLARK CORP COMMON STO COM 494368103 73,658 668,096 SH   SOLE   334,041 0 334,055
KIMCO REALTY CORP REIT USD.01 COM 49446R109 12,621 576,838 SH   SOLE   304,284 0 272,554
KINDER MORGAN INC COMMON STOCK COM 49456B101 38,348 1,180,308 SH   SOLE   610,909 0 569,399
KINDRED HEALTHCARE INC COMMON COM 494580103 2,106 89,913 SH   SOLE   51,315 0 38,598
KINROSS GOLD CORP ADR COM 496902404 58 14,050 SH   SOLE   14,050 0 0
KIOR INC CL A COM COM 497217109 21 35,929 SH   SOLE   25,439 0 10,490
KIRBY CORP COMMON STOCK USD.1 COM 497266106 8,376 82,725 SH   SOLE   67,344 0 15,381
KIRKLAND S INC COMMON STOCK NP COM 497498105 328 17,754 SH   SOLE   12,174 0 5,580
KITE REALTY GROUP TRUST REIT U COM 49803T102 1,035 172,446 SH   SOLE   71,756 0 100,690
KLA TENCOR CORPORATION COMMON COM 482480100 15,544 224,826 SH   SOLE   126,945 0 97,881
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,339 101,131 SH   SOLE   85,001 0 16,130
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 458 33,807 SH   SOLE   13,127 0 20,680
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,182 64,955 SH   SOLE   45,405 0 19,550
KNOWLES CORP COM 49926D109 4,420 140,004 SH   SOLE   114,817 0 25,187
KODIAK OIL + GAS CORP COMMON S COM 50015Q100 3,218 265,067 SH   SOLE   191,077 0 73,990
KOHLS CORP COMMON STOCK USD.01 COM 500255104 15,921 280,299 SH   SOLE   149,486 0 130,813
KOPIN CORP COMMON STOCK USD.01 COM 500600101 415 109,784 SH   SOLE   64,804 0 44,980
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 1,098 26,630 SH   SOLE   20,380 0 6,250
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,333 78,356 SH   SOLE   43,602 0 34,754
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 776 70,576 SH   SOLE   50,810 0 19,766
KRAFT FOOD GROUP INC. COM 50076Q106 59,906 1,067,839 SH   SOLE   530,913 0 536,926
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,256 48,039 SH   SOLE   23,729 0 24,310
KRATOS DEFENSE + SECURITY COMM COM 50077B207 489 64,791 SH   SOLE   24,314 0 40,477
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,155 65,133 SH   SOLE   45,433 0 19,700
KROGER CO COMMON STOCK USD1. COM 501044101 34,995 801,726 SH   SOLE   488,619 0 313,107
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 318 19,047 SH   SOLE   6,780 0 12,267
KULICKE + SOFFA INDUSTRIES COM COM 501242101 250 19,802 SH   SOLE   15,102 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 181 13,788 SH   SOLE   9,068 0 4,720
KYOCERA LTD ADR COM 501556203 201 4,450 SH   SOLE   4,450 0 0
Kythera Biopharmaceuticals, In COM 501570105 383 9,643 SH   SOLE   6,923 0 2,720
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 15,139 128,134 SH   SOLE   78,701 0 49,433
L BRANDS INC COM 501797104 20,411 359,536 SH   SOLE   218,840 0 140,696
L+L ENERGY INC COMMON STOCK US COM 50162D100 59 39,263 SH   SOLE   16,203 0 23,060
LA Z BOY INC COMMON STOCK USD1 COM 505336107 2,203 81,290 SH   SOLE   47,710 0 33,580
LABORATORY CRP OF AMER HLDGS C COM 50540R409 13,874 141,272 SH   SOLE   87,066 0 54,206
LACLEDE GROUP INC/THE COMMON S COM 505597104 2,465 52,274 SH   SOLE   27,928 0 24,346
LADENBURG THALMANN FINANCIAL C COM 50575Q102 262 86,902 SH   SOLE   62,302 0 24,600
LAKELAND BANCORP INC COMMON ST COM 511637100 460 40,903 SH   SOLE   16,740 0 24,163
LAKELAND FINANCIAL CORP COMMON COM 511656100 931 23,148 SH   SOLE   11,889 0 11,259
LAM RESEARCH CORP COMMON STOCK COM 512807108 12,147 220,863 SH   SOLE   124,928 0 95,935
LAMAR ADVERTISING CO A COMMON COM 512815101 5,870 115,124 SH   SOLE   90,820 0 24,304
LANCASTER COLONY CORP COMMON S COM 513847103 3,246 32,652 SH   SOLE   27,312 0 5,340
LANDAUER INC COMMON STOCK USD. COM 51476K103 487 10,740 SH   SOLE   7,760 0 2,980
LANDEC CORP COMMON STOCK USD.0 COM 514766104 266 23,827 SH   SOLE   15,147 0 8,680
LANDSTAR SYSTEM INC COMMON STO COM 515098101 4,309 72,768 SH   SOLE   58,350 0 14,418
LANNETT CO INC COMMON STOCK US COM 516012101 558 15,615 SH   SOLE   11,125 0 4,490
LAREDO PETROLEUM INC COM 516806106 749 28,952 SH   SOLE   19,745 0 9,207
LAS VEGAS SANDS CORP COMMON ST COM 517834107 34,199 423,364 SH   SOLE   214,815 0 208,549
LASALLE HOTEL PROPERTIES REIT COM 517942108 5,806 185,430 SH   SOLE   99,737 0 85,693
LATTICE SEMICONDUCTOR CORP COM COM 518415104 1,127 143,784 SH   SOLE   78,024 0 65,760
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 485 26,663 SH   SOLE   12,253 0 14,410
LAZARD LTD CL A LTD PART USD.0 COM G54050102 4,465 94,814 SH   SOLE   67,596 0 27,218
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 637 84,883 SH   SOLE   37,293 0 47,590
LEAR CORP COMMON STOCK USD.01 COM 521865204 5,265 62,883 SH   SOLE   36,592 0 26,291
LEGG MASON INC COMMON STOCK US COM 524901105 7,546 153,870 SH   SOLE   82,844 0 71,026
LEGGETT + PLATT INC COMMON STO COM 524660107 6,143 188,205 SH   SOLE   104,889 0 83,316
LEIDOS HOLDINGS INC COM 525327102 3,576 101,097 SH   SOLE   79,159 0 21,938
LENNAR CORP A COMMON STOCK USD COM 526057104 8,964 226,247 SH   SOLE   127,877 0 98,370
LENNOX INTERNATIONAL INC COMMO COM 526107107 6,695 73,646 SH   SOLE   60,365 0 13,281
LEUCADIA NATIONAL CORP COMMON COM 527288104 11,459 409,243 SH   SOLE   236,263 0 172,980
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 4,535 115,861 SH   SOLE   70,695 0 45,166
LEXICON PHARMACEUTICALS INC CO COM 528872104 365 211,224 SH   SOLE   147,022 0 64,202
LEXINGTON REALTY TRUST REIT US COM 529043101 3,327 304,944 SH   SOLE   161,183 0 143,761
LEXMARK INTERNATIONAL INC A CO COM 529771107 4,619 99,776 SH   SOLE   78,489 0 21,287
LHC GROUP INC COMMON STOCK USD COM 50187A107 437 19,809 SH   SOLE   10,289 0 9,520
LIBBEY INC COMMON STOCK USD.01 COM 529898108 520 19,989 SH   SOLE   14,679 0 5,310
LIBERTY GLOBAL PLC - SERIES C COM G5480U120 16,010 393,260 SH   SOLE   209,977 0 183,283
LIBERTY GLOBAL PLC A COMMON ST COM G5480U104 16,727 402,097 SH   SOLE   205,403 0 196,694
LIBERTY INTERACTIVE CORP TRACK COM 53071M104 10,681 369,985 SH   SOLE   209,587 0 160,398
LIBERTY MEDIA CORP COM 531229102 8,710 66,624 SH   SOLE   37,170 0 29,454
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,299 197,497 SH   SOLE   151,281 0 46,216
LIBERTY VENTURES SER A COM COM 53071M880 3,898 29,911 SH   SOLE   20,569 0 9,342
LIFE TIME FITNESS INC COMMON S COM 53217R207 4,188 87,072 SH   SOLE   65,022 0 22,050
LIFEADVANTAGE CORP COM COM 53222K106 106 80,985 SH   SOLE   65,725 0 15,260
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,493 64,026 SH   SOLE   49,651 0 14,375
LIFETIME BRANDS INC COMMON STO COM 53222Q103 221 12,369 SH   SOLE   5,439 0 6,930
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,449 21,544 SH   SOLE   17,116 0 4,428
LIMELIGHT NETWORKS INC COMMON COM 53261M104 144 65,826 SH   SOLE   30,736 0 35,090
LINCOLN EDUCATIONAL SERVICES C COM 533535100 102 27,188 SH   SOLE   13,308 0 13,880
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 9,702 134,737 SH   SOLE   105,738 0 28,999
LINCOLN NATIONAL CORP COMMON S COM 534187109 17,998 355,206 SH   SOLE   194,553 0 160,653
LINDSAY CORP COMMON STOCK USD1 COM 535555106 2,174 24,650 SH   SOLE   19,258 0 5,392
LINEAR TECHNOLOGY CORP COMMON COM 535678106 19,539 401,295 SH   SOLE   270,185 0 131,110
LINKEDIN CORP A COMMON STOCK COM 53578A108 15,129 81,806 SH   SOLE   54,496 0 27,310
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 331 49,339 SH   SOLE   34,029 0 15,310
LIONS GATE ENTERTAINMENT W/D C COM 535919203 1,566 58,604 SH   SOLE   41,884 0 16,720
LIQUIDITY SERVICES INC COMMON COM 53635B107 733 28,147 SH   SOLE   20,267 0 7,880
LITHIA MOTORS INC CL A COMMON COM 536797103 1,979 29,774 SH   SOLE   23,204 0 6,570
LITTELFUSE INC COMMON STOCK US COM 537008104 2,607 27,846 SH   SOLE   20,496 0 7,350
LIVE NATION ENTERTAINMENT IN C COM 538034109 5,140 236,328 SH   SOLE   133,048 0 103,280
LIVEPERSON INC COMMON STOCK US COM 538146101 670 55,495 SH   SOLE   42,335 0 13,160
LKQ CORP COMMON STOCK USD.01 COM 501889208 12,129 460,311 SH   SOLE   380,123 0 80,188
LLOYDS TSB GROUP PLC ADR COM 539439109 838 164,670 SH   SOLE   164,670 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 291 20,629 SH   SOLE   5,519 0 15,110
LOCKHEED MARTIN CORP COMMON ST COM 539830109 77,555 475,100 SH   SOLE   281,760 0 193,340
LOEWS CORP COMMON STOCK USD.01 COM 540424108 23,808 540,466 SH   SOLE   281,485 0 258,981
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,114 24,807 SH   SOLE   17,987 0 6,820
LOMAS FINL CORP NEW COM COM 16939P106 671 15,850 SH   SOLE   15,850 0 0
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,015 14,346 SH   SOLE   9,836 0 4,510
LORILLARD INC COMMON STOCK USD COM 544147101 33,373 617,108 SH   SOLE   433,467 0 183,641
LOUISIANA PACIFIC CORP COMMON COM 546347105 4,541 269,175 SH   SOLE   212,885 0 56,290
LOWE S COS INC COMMON STOCK US COM 548661107 98,171 2,007,578 SH   SOLE   1,090,526 0 917,052
LPL FINANCIAL HOLDINGS INC COM 50212V100 2,111 40,172 SH   SOLE   27,480 0 12,692
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,102 29,446 SH   SOLE   18,021 0 11,425
LSI CORP COMMON STOCK USD.01 COM 502161102 8,678 783,893 SH   SOLE   428,698 0 355,195
LSI INDUSTRIES INC COMMON STOC COM 50216C108 225 27,497 SH   SOLE   12,817 0 14,680
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,003 79,796 SH   SOLE   65,594 0 14,202
LTX CREDENCE CORP COMMON STOCK COM 502403207 548 61,485 SH   SOLE   29,002 0 32,483
LUBY S INC COMMON STOCK USD.32 COM 549282101 149 24,190 SH   SOLE   10,690 0 13,500
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 3,086 32,903 SH   SOLE   25,759 0 7,144
LUMINEX CORP COMMON STOCK USD. COM 55027E102 803 44,314 SH   SOLE   35,394 0 8,920
LUMOS NETWORKS CORP COM 550283105 222 16,576 SH   SOLE   12,086 0 4,490
LYDALL INC COMMON STOCK USD.1 COM 550819106 548 23,953 SH   SOLE   12,283 0 11,670
LYON WILLIAM HOMES COM COM 552074700 310 11,236 SH   SOLE   7,936 0 3,300
LYONDELLBASELL INDU CL A COMMO COM N53745100 60,967 685,481 SH   SOLE   360,400 0 325,081
LifeLock, Inc. COM 53224V100 911 53,261 SH   SOLE   38,201 0 15,060
M + T BANK CORP COMMON STOCK U COM 55261F104 29,781 245,516 SH   SOLE   166,871 0 78,645
M/I HOMES INC COMMON STOCK USD COM 55305B101 803 35,800 SH   SOLE   22,260 0 13,540
MACATAWA BK CORP COM COM 554225102 145 28,837 SH   SOLE   12,737 0 16,100
MACERICH CO/THE REIT USD.01 COM 554382101 12,252 196,560 SH   SOLE   100,809 0 95,751
MACK CALI REALTY CORP REIT USD COM 554489104 2,616 125,849 SH   SOLE   93,149 0 32,700
MACY S INC COMMON STOCK USD.01 COM 55616P104 31,887 537,812 SH   SOLE   313,807 0 224,005
MADISON SQUARE GARDEN CO A COM COM 55826P100 2,970 52,305 SH   SOLE   34,383 0 17,922
MAGELLAN HEALTH SERVICES INC C COM 559079207 2,839 47,831 SH   SOLE   26,859 0 20,972
MAGICJACK VOCALTEC LTD COM M6787E101 377 17,753 SH   SOLE   10,623 0 7,130
MAGNA INTERNATIONAL COM COM 559222401 300 3,120 SH   SOLE   3,120 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 1,758 206,874 SH   SOLE   107,994 0 98,880
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 878 70,371 SH   SOLE   39,264 0 31,107
MAIN STREET CAPITAL CORP COMMO COM 56035L104 2,473 75,272 SH   SOLE   50,026 0 25,246
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 505 29,508 SH   SOLE   12,579 0 16,929
MALLINCKRODT PLC COM COM G5785G107 5,881 92,750 SH   SOLE   66,124 0 26,626
MANHATTAN ASSOCIATES INC COMMO COM 562750109 3,585 102,330 SH   SOLE   75,622 0 26,708
MANITEK INTL INC COM 563420108 177 10,873 SH   SOLE   7,033 0 3,840
MANITOWOC COMPANY INC COMMON S COM 563571108 5,841 185,725 SH   SOLE   74,402 0 111,323
MANNING & NAPIER INC COM 56382Q102 284 16,935 SH   SOLE   7,615 0 9,320
MANNKIND CORP COMMON STOCK USD COM 56400P201 559 138,947 SH   SOLE   99,197 0 39,750
MANPOWER INC COMMON STOCK USD. COM 56418H100 8,617 109,311 SH   SOLE   85,520 0 23,791
MANTECH INTERNATIONAL CORP A C COM 564563104 2,543 86,465 SH   SOLE   68,765 0 17,700
MANULIFE FINANCIAL CORP COM COM 56501R106 434 22,470 SH   SOLE   22,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 41,760 1,175,683 SH   SOLE   591,137 0 584,546
MARATHON PETROLEUM CORP COMMON COM 56585A102 43,400 498,620 SH   SOLE   245,335 0 253,285
MARCHEX INC CLASS B COMMON STO COM 56624R108 367 34,911 SH   SOLE   17,011 0 17,900
MARCUS CORPORATION COMMON STOC COM 566330106 492 29,454 SH   SOLE   14,544 0 14,910
MARINE PRODUCTS CORP COMMON ST COM 568427108 105 14,007 SH   SOLE   5,997 0 8,010
MARINEMAX INC COMMON STOCK USD COM 567908108 728 47,946 SH   SOLE   28,826 0 19,120
MARKEL CORP COMMON STOCK NPV COM 570535104 5,565 9,335 SH   SOLE   5,326 0 4,009
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 2,749 46,418 SH   SOLE   34,955 0 11,463
MARLIN BUSINESS SERVICES INC C COM 571157106 285 13,685 SH   SOLE   5,655 0 8,030
MARRIOTT INTERNATIONAL CL A CO COM 571903202 18,998 339,137 SH   SOLE   200,541 0 138,596
MARRIOTT VACATIONS WORLD COM 57164Y107 2,786 49,824 SH   SOLE   27,504 0 22,320
MARSH + MCLENNAN COS COMMON ST COM 571748102 46,646 946,170 SH   SOLE   475,349 0 470,821
MARTEN TRANSPORT LTD COMMON ST COM 573075108 622 28,909 SH   SOLE   10,389 0 18,520
MARTHA STEWART LIVING CL A CO COM 573083102 143 31,508 SH   SOLE   16,098 0 15,410
MARTIN MARIETTA MATERIALS COMM COM 573284106 9,786 76,246 SH   SOLE   57,431 0 18,815
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 4,412 280,156 SH   SOLE   155,426 0 124,730
MASCO CORP COMMON STOCK USD1. COM 574599106 12,211 549,814 SH   SOLE   335,149 0 214,665
MASIMO CORPORATION COMMON STOC COM 574795100 2,395 87,681 SH   SOLE   72,026 0 15,655
MASTEC INC COMMON STOCK USD.1 COM 576323109 2,888 66,487 SH   SOLE   48,657 0 17,830
MASTERCARD INC CLASS A COMMON COM 57636Q104 149,588 2,002,521 SH   SOLE   1,065,381 0 937,140
MATADOR RESOURCES COM COM 576485205 1,789 73,032 SH   SOLE   33,432 0 39,600
MATERION CORP COMMON STOCK NPV COM 576690101 1,137 33,507 SH   SOLE   22,760 0 10,747
MATRIX SERVICE CO COMMON STOCK COM 576853105 1,359 40,242 SH   SOLE   22,072 0 18,170
MATSON INC. COM 57686G105 1,099 44,521 SH   SOLE   32,321 0 12,200
MATTEL INC COMMON STOCK USD1. COM 577081102 20,565 512,727 SH   SOLE   311,642 0 201,085
MATTHEWS INTL CORP CLASS A COM COM 577128101 3,064 75,081 SH   SOLE   60,111 0 14,970
MATTRESS FIRM HOLDING CORP COM 57722W106 521 10,893 SH   SOLE   7,643 0 3,250
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,840 236,705 SH   SOLE   160,835 0 75,870
MAXIMUS INC COMMON STOCK NPV COM 577933104 6,751 150,481 SH   SOLE   127,211 0 23,270
MAXLINEAR INC CLASS A COMMON S COM 57776J100 182 19,194 SH   SOLE   13,514 0 5,680
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 318 24,590 SH   SOLE   17,620 0 6,970
MB FINANCIAL INC COMMON STOCK COM 55264U108 2,717 87,770 SH   SOLE   47,384 0 40,386
MBIA INC COMMON STOCK USD1. COM 55262C100 1,323 94,547 SH   SOLE   54,545 0 40,002
MCCLATCHY CO CLASS A COMMON ST COM 579489105 413 64,341 SH   SOLE   41,801 0 22,540
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,661 232,235 SH   SOLE   144,749 0 87,486
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,501 191,937 SH   SOLE   89,739 0 102,198
MCDONALD S CORP COMMON STOCK U COM 580135101 180,140 1,837,603 SH   SOLE   987,970 0 849,633
MCG CAPITAL CORP COMMON STOCK COM 58047P107 444 117,239 SH   SOLE   68,589 0 48,650
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,700 48,617 SH   SOLE   35,267 0 13,350
MCGRAW HILL FINANCIAL INC COM 580645109 30,123 394,796 SH   SOLE   230,783 0 164,013
MCKESSON CORP COMMON STOCK USD COM 58155Q103 76,466 433,065 SH   SOLE   225,451 0 207,614
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,258 79,859 SH   SOLE   53,859 0 26,000
MDC PARTNERS INC CL A COMMON S COM 552697104 928 40,647 SH   SOLE   21,072 0 19,575
MDU RESOURCES GROUP INC COMMON COM 552690109 8,810 256,788 SH   SOLE   202,803 0 53,985
MEAD JOHNSON NUTRITION CO COMM COM 582839106 25,883 311,323 SH   SOLE   187,342 0 123,981
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 419 71,815 SH   SOLE   39,180 0 32,635
MEADWESTVACO CORP COMMON STOCK COM 583334107 8,845 234,994 SH   SOLE   128,805 0 106,189
MEASUREMENT SPECIALTIES INC CO COM 583421102 1,365 20,112 SH   SOLE   15,552 0 4,560
MEDALLION FINANCIAL CORP COMMO COM 583928106 317 24,028 SH   SOLE   10,044 0 13,984
MEDASSETS INC COMMON STOCK USD COM 584045108 1,411 57,087 SH   SOLE   40,857 0 16,230
MEDIA GEN INC CL A COM 584404107 480 26,131 SH   SOLE   11,691 0 14,440
MEDICAL ACTION IND INC COMMON COM 58449L100 107 15,329 SH   SOLE   8,029 0 7,300
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,345 261,522 SH   SOLE   137,762 0 123,760
MEDICINES COMPANY COMMON STOCK COM 584688105 2,297 80,834 SH   SOLE   63,384 0 17,450
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 3,108 57,192 SH   SOLE   43,494 0 13,698
MEDIFAST INC COMMON STOCK USD. COM 58470H101 443 15,240 SH   SOLE   11,150 0 4,090
MEDIVATION INC COMMON STOCK US COM 58501N101 4,175 64,859 SH   SOLE   43,641 0 21,218
MEDLEY CAPITAL CORP COMMON STO COM 58503F106 614 45,148 SH   SOLE   16,421 0 28,727
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 9,079 146,479 SH   SOLE   117,915 0 28,564
MEDTRONIC INC COMMON STOCK USD COM 585055106 115,903 1,883,383 SH   SOLE   964,509 0 918,874
MEN S WEARHOUSE INC/THE COMMON COM 587118100 3,921 80,045 SH   SOLE   45,695 0 34,350
MENTOR GRAPHICS CORP COMMON ST COM 587200106 4,677 212,418 SH   SOLE   142,558 0 69,860
MERCANTILE BANK CORP COM COM 587376104 223 10,827 SH   SOLE   4,897 0 5,930
MERCHANTS BANCSHARES INC COMMO COM 588448100 218 6,698 SH   SOLE   2,888 0 3,810
MERCK + CO. INC. COMMON STOCK COM 58933Y105 255,937 4,508,316 SH   SOLE   2,306,213 0 2,202,103
MERCURY GENERAL CORP COMMON ST COM 589400100 1,958 43,442 SH   SOLE   35,648 0 7,794
MERCURY SYSTEMS INC COM 589378108 613 46,410 SH   SOLE   24,460 0 21,950
MEREDITH CORP COMMON STOCK USD COM 589433101 3,754 80,852 SH   SOLE   53,632 0 27,220
MERGE HEALTHCARE INC COMMON ST COM 589499102 129 52,785 SH   SOLE   40,185 0 12,600
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,186 100,340 SH   SOLE   87,230 0 13,110
MERIDIAN INTERSTATE BANCORP CO COM 58964Q104 274 10,697 SH   SOLE   5,141 0 5,556
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 857 59,954 SH   SOLE   30,899 0 29,055
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,068 49,380 SH   SOLE   34,404 0 14,976
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,673 136,565 SH   SOLE   63,695 0 72,870
MERRIMACK PHARMACEUTICALS INC COM 590328100 382 75,771 SH   SOLE   52,891 0 22,880
META FINL GROUP INC COM COM 59100U108 306 6,825 SH   SOLE   2,855 0 3,970
METHODE ELECTRONICS INC COMMON COM 591520200 1,671 54,504 SH   SOLE   35,854 0 18,650
METLIFE INC COMMON STOCK USD.0 COM 59156R108 88,585 1,677,745 SH   SOLE   863,624 0 814,121
METRO BANCORP INC COMMON STOCK COM 59161R101 365 17,278 SH   SOLE   7,578 0 9,700
METTLER TOLEDO INTERNATIONAL C COM 592688105 10,764 45,670 SH   SOLE   37,807 0 7,863
MFA FINANCIAL INC REIT USD.01 COM 55272X102 1,835 236,779 SH   SOLE   139,711 0 97,068
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,844 72,506 SH   SOLE   47,249 0 25,257
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,171 372,166 SH   SOLE   224,296 0 147,870
MGM RESORTS INTERNATIONAL COMM COM 552953101 6,426 248,498 SH   SOLE   140,507 0 107,991
MICHAEL KORS HOLDINGS COM G60754101 24,762 265,485 SH   SOLE   167,816 0 97,669
MICREL INC COMMON STOCK NPV COM 594793101 1,729 156,074 SH   SOLE   141,254 0 14,820
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,562 283,967 SH   SOLE   173,894 0 110,073
MICRON TECHNOLOGY INC COMMON S COM 595112103 33,037 1,396,318 SH   SOLE   776,698 0 619,620
MICROS SYSTEMS INC COMMON STOC COM 594901100 5,865 110,813 SH   SOLE   87,970 0 22,843
MICROSEMI CORP COMMON STOCK US COM 595137100 2,942 117,537 SH   SOLE   82,257 0 35,280
MICROSOFT CORP COMMON STOCK US COM 594918104 593,800 14,486,470 SH   SOLE   7,585,229 0 6,901,241
MICROSTRATEGY INC CL A COMMON COM 594972408 1,313 11,382 SH   SOLE   8,750 0 2,632
MID AMERICA APARTMENT COMM REI COM 59522J103 7,210 105,604 SH   SOLE   81,579 0 24,025
MIDDLEBY CORP COMMON STOCK USD COM 596278101 5,710 21,611 SH   SOLE   16,068 0 5,543
MIDDLESEX WATER CO COMMON STOC COM 596680108 443 20,325 SH   SOLE   9,485 0 10,840
MIDSTATES PETROLEUM CORP COM COM 59804T100 216 40,282 SH   SOLE   17,812 0 22,470
MIDWAY GOLD CORP COMMON STOCK COM 598153104 102 97,097 SH   SOLE   64,137 0 32,960
MIDWEDTONE FINL GROUP COM 598511103 206 8,144 SH   SOLE   3,554 0 4,590
MILLENIAL MEDIA INC COM 60040N105 199 28,801 SH   SOLE   20,371 0 8,430
MILLER ENERGY RESOURCES INC CO COM 600527105 218 37,001 SH   SOLE   16,291 0 20,710
MILLER INDUSTRIES INC/TENN COM COM 600551204 265 13,562 SH   SOLE   5,942 0 7,620
MIMEDX GROUP INC COM 602496101 460 75,013 SH   SOLE   52,553 0 22,460
MINERALS TECHNOLOGIES INC COMM COM 603158106 5,475 84,807 SH   SOLE   59,357 0 25,450
MISTRAS GROUP INC COMMON STOCK COM 60649T107 318 13,964 SH   SOLE   10,164 0 3,800
MITCHAM INDUSTRIES INC COMMON COM 606501104 221 15,860 SH   SOLE   7,110 0 8,750
MITEK SYSTEM INC COM 606710200 74 18,995 SH   SOLE   13,455 0 5,540
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MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,551 85,333 SH   SOLE   47,360 0 37,973
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,601 59,981 SH   SOLE   34,191 0 25,790
MODINE MANUFACTURING CO COMMON COM 607828100 944 64,460 SH   SOLE   29,881 0 34,579
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L107 209 49,311 SH   SOLE   21,629 0 27,682
MOHAWK INDUSTRIES INC COMMON S COM 608190104 10,999 80,887 SH   SOLE   42,244 0 38,643
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,405 37,398 SH   SOLE   29,613 0 7,785
MOLSON COORS BREWING CO B COM COM 60871R209 12,788 217,264 SH   SOLE   114,206 0 103,058
MOLYCORP INC COMMON STOCK COM 608753109 822 175,329 SH   SOLE   69,779 0 105,550
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 646 55,436 SH   SOLE   37,746 0 17,690
MONARCH CASINO + RESORT INC CO COM 609027107 227 12,273 SH   SOLE   6,263 0 6,010
MONDELEZ INTERNATIONAL INC COM 609207105 102,380 2,963,232 SH   SOLE   1,464,637 0 1,498,595
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 479 27,111 SH   SOLE   11,931 0 15,180
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MONOLITHIC POWER SYSTEMS INC C COM 609839105 1,729 44,606 SH   SOLE   33,396 0 11,210
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,301 43,162 SH   SOLE   33,932 0 9,230
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,114 54,744 SH   SOLE   45,609 0 9,135
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 105,673 928,828 SH   SOLE   478,047 0 450,781
MONSTER BEVERAGE CORP COM 611740101 13,605 195,899 SH   SOLE   120,517 0 75,382
MONSTER WORLDWIDE INC COMMON S COM 611742107 1,150 153,793 SH   SOLE   82,353 0 71,440
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,238 75,199 SH   SOLE   39,299 0 35,900
MOODY S CORP COMMON STOCK USD. COM 615369105 31,028 391,179 SH   SOLE   279,665 0 111,514
MOOG INC CLASS A COMMON STOCK COM 615394202 4,796 73,210 SH   SOLE   40,950 0 32,260
MORGAN STANLEY COMMON STOCK US COM 617446448 75,786 2,431,365 SH   SOLE   1,216,518 0 1,214,847
MORGANS HOTEL GROUP CO COMMON COM 61748W108 256 31,790 SH   SOLE   17,040 0 14,750
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,340 16,959 SH   SOLE   11,530 0 5,429
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 25,694 513,880 SH   SOLE   256,815 0 257,065
MOSYS INC COMMON STOCK USD.01 COM 619718109 184 40,572 SH   SOLE   26,942 0 13,630
MOTOROLA SOLUTIONS INC COMMON COM 620076307 22,525 350,372 SH   SOLE   212,672 0 137,700
MOVADO GROUP INC COMMON STOCK COM 624580106 1,259 27,642 SH   SOLE   15,012 0 12,630
MOVE INC COM 62458M207 385 33,297 SH   SOLE   23,657 0 9,640
MRC GLOBAL INC COM COM 55345K103 1,409 52,257 SH   SOLE   34,190 0 18,067
MSA SAFETY INC COM 553498106 3,891 68,267 SH   SOLE   59,667 0 8,600
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 7,809 90,253 SH   SOLE   77,866 0 12,387
MSCI INC A COMMON STOCK USD.01 COM 55354G100 7,491 174,130 SH   SOLE   137,830 0 36,300
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,896 42,286 SH   SOLE   36,546 0 5,740
MUELLER INDUSTRIES INC COMMON COM 624756102 2,162 72,106 SH   SOLE   53,846 0 18,260
MUELLER WATER PRODUCTS INC A C COM 624758108 1,282 134,977 SH   SOLE   97,367 0 37,610
MULTI COLOR CORP COMMON STOCK COM 625383104 525 15,002 SH   SOLE   9,932 0 5,070
MULTI FINELINE ELECTRONIX IN C COM 62541B101 170 13,256 SH   SOLE   5,216 0 8,040
MULTIMEDIA GAMES HOLDING CO CO COM 625453105 890 30,634 SH   SOLE   24,204 0 6,430
MURPHY OIL CORP COMMON STOCK U COM 626717102 16,315 259,550 SH   SOLE   136,434 0 123,116
MURPHY USA INC COM 626755102 2,577 63,489 SH   SOLE   48,953 0 14,536
MVC CAPITAL INC COMMON STOCK U COM 553829102 391 28,859 SH   SOLE   13,160 0 15,699
MWI VETERINARY SUPPLY INC COMM COM 55402X105 2,749 17,663 SH   SOLE   13,815 0 3,848
MYERS INDUSTRIES INC COMMON ST COM 628464109 854 42,885 SH   SOLE   22,875 0 20,010
MYLAN INC COMMON STOCK USD.5 COM 628530107 30,389 622,334 SH   SOLE   338,946 0 283,388
MYR GROUP INC/DELAWARE COMMON COM 55405W104 675 26,650 SH   SOLE   12,250 0 14,400
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,444 71,481 SH   SOLE   47,274 0 24,207
N B T BANCORP INC COMMON STOCK COM 628778102 1,607 65,696 SH   SOLE   34,739 0 30,957
NABORS INDUSTRIES LTD COMMON S COM G6359F103 10,686 433,517 SH   SOLE   251,629 0 181,888
NACCO INDUSTRIES CL A COMMON S COM 629579103 394 7,272 SH   SOLE   3,561 0 3,711
NANOMETRICS INC COMMON STOCK N COM 630077105 501 27,858 SH   SOLE   18,138 0 9,720
NANOSPHERE INC COM COM 63009F105 80 37,098 SH   SOLE   24,718 0 12,380
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 5,943 160,885 SH   SOLE   85,778 0 75,107
NATIONAL BANKSHARES INC/VA COM COM 634865109 326 8,934 SH   SOLE   4,204 0 4,730
NATIONAL BEVERAGE CORP COMMON COM 635017106 564 28,890 SH   SOLE   23,900 0 4,990
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,044 69,584 SH   SOLE   35,434 0 34,150
NATIONAL FUEL GAS CO COMMON ST COM 636180101 7,683 109,693 SH   SOLE   86,791 0 22,902
NATIONAL GRID TRANS ADR COM 636274300 926 13,471 SH   SOLE   13,471 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 805 14,434 SH   SOLE   6,244 0 8,190
NATIONAL INSTRUMENTS CORP COMM COM 636518102 6,740 234,923 SH   SOLE   209,253 0 25,670
NATIONAL INTERSTATE CORP COMMO COM 63654U100 271 10,090 SH   SOLE   5,050 0 5,040
NATIONAL OILWELL VARCO INC COM COM 637071101 56,307 723,084 SH   SOLE   366,426 0 356,658
NATIONAL PRESTO INDS INC COMMO COM 637215104 650 8,335 SH   SOLE   4,316 0 4,019
NATIONAL RESEARCH CORP COMMON COM 637372202 172 10,380 SH   SOLE   5,390 0 4,990
NATIONAL RETAIL PROPERTIES REI COM 637417106 5,832 169,937 SH   SOLE   129,590 0 40,347
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 502 15,480 SH   SOLE   10,860 0 4,620
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,540 58,548 SH   SOLE   48,268 0 10,280
NATL PENN BCSHS INC COMMON STO COM 637138108 1,977 189,213 SH   SOLE   105,645 0 83,568
NATL WESTERN LIFE INS CL A COM COM 638522102 871 3,561 SH   SOLE   1,762 0 1,799
NATURAL GAS SERVICES GROUP COM COM 63886Q109 519 17,213 SH   SOLE   8,723 0 8,490
NATURAL GROCERS BY VITAMIN C COM 63888U108 315 7,218 SH   SOLE   5,108 0 2,110
NATURES SUNSHINE PRODS INC COM COM 639027101 188 13,611 SH   SOLE   6,141 0 7,470
NATUS MEDICAL INC COMMON STOCK COM 639050103 1,023 39,649 SH   SOLE   24,959 0 14,690
NAUTILUS INC COM COM 63910B102 276 28,645 SH   SOLE   18,025 0 10,620
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 196 106,031 SH   SOLE   70,061 0 35,970
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,540 82,532 SH   SOLE   45,332 0 37,200
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,076 17,520 SH   SOLE   9,747 0 7,773
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,348 39,787 SH   SOLE   22,935 0 16,852
NCI BUILDING SYSTEMS INC COMMO COM 628852204 345 19,787 SH   SOLE   13,197 0 6,590
NCR CORPORATION COMMON STOCK U COM 62886E108 9,236 252,704 SH   SOLE   208,553 0 44,151
NEENAH PAPER INC COMMON STOCK COM 640079109 1,304 25,214 SH   SOLE   13,339 0 11,875
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,778 146,677 SH   SOLE   93,577 0 53,100
NELNET INC CL A COMMON STOCK U COM 64031N108 1,612 39,401 SH   SOLE   22,042 0 17,359
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,763 39,217 SH   SOLE   30,782 0 8,435
NEOGENOMICS INC COM 64049M209 93 26,877 SH   SOLE   18,937 0 7,940
NEONODE INC COM COM 64051M402 117 20,507 SH   SOLE   14,507 0 6,000
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 194 24,479 SH   SOLE   10,799 0 13,680
NETAPP INC COMMON STOCK USD.00 COM 64110D104 18,722 507,383 SH   SOLE   310,013 0 197,370
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 29,336 83,334 SH   SOLE   50,819 0 32,515
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,117 62,760 SH   SOLE   34,004 0 28,756
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,760 46,832 SH   SOLE   34,262 0 12,570
NETSUITE INC COMMON STOCK USD. COM 64118Q107 2,968 31,296 SH   SOLE   21,002 0 10,294
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 1,076 66,860 SH   SOLE   46,800 0 20,060
NEUSTAR INC CLASS A COMMON STO COM 64126X201 3,145 96,725 SH   SOLE   79,052 0 17,673
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 528 36,355 SH   SOLE   19,575 0 16,780
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,415 68,581 SH   SOLE   37,821 0 30,760
NEW MOUNTAIN FINANCE CORP COMM COM 647551100 713 49,019 SH   SOLE   18,372 0 30,647
NEW RESIDENTIAL INVESTMENT COM 64828T102 2,074 320,549 SH   SOLE   143,039 0 177,510
NEW YORK + CO COMMON STOCK USD COM 649295102 116 26,327 SH   SOLE   17,951 0 8,376
NEW YORK COMMUNITY BANCORP COM COM 649445103 9,716 604,600 SH   SOLE   480,000 0 124,600
NEW YORK MTGE TR INC COM COM 649604501 670 86,154 SH   SOLE   34,744 0 51,410
NEW YORK TIMES CO A COMMON STO COM 650111107 4,611 269,317 SH   SOLE   173,216 0 96,101
NEWBRIDGE BANCORP COM 65080T102 219 30,667 SH   SOLE   13,537 0 17,130
NEWCASTLE INVESTMENT CORP REIT COM 65105M108 62 13,173 SH   SOLE   5,673 0 7,500
NEWELL RUBBERMAID INC COMMON S COM 651229106 12,332 412,443 SH   SOLE   247,115 0 165,328
NEWFIELD EXPLORATION CO COMMON COM 651290108 5,936 189,292 SH   SOLE   107,320 0 81,972
NEWLINK GENETICS CORP COM 651511107 431 15,174 SH   SOLE   10,714 0 4,460
NEWMARKET CORP COMMON STOCK NP COM 651587107 6,194 15,851 SH   SOLE   13,051 0 2,800
NEWMONT MINING CORP COMMON STO COM 651639106 15,460 659,571 SH   SOLE   361,847 0 297,724
NEWPARK RESOURCES INC COMMON S COM 651718504 1,255 109,593 SH   SOLE   78,529 0 31,064
NEWPORT CORP COMMON STOCK USD. COM 651824104 1,254 60,622 SH   SOLE   31,642 0 28,980
NEWS CORP CL A COMMON STOCK US COM 65249B109 14,572 846,244 SH   SOLE   435,931 0 410,313
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 702 50,652 SH   SOLE   29,812 0 20,840
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,136 30,281 SH   SOLE   21,351 0 8,930
NEXTERA ENERGY INC COMMON STOC COM 65339F101 72,084 753,859 SH   SOLE   382,517 0 371,342
NGP CAPITAL RESOURCES CO COMMO COM 62912R107 180 26,665 SH   SOLE   11,831 0 14,834
NIC INC COMMON STOCK NPV COM 62914B100 2,398 124,200 SH   SOLE   103,047 0 21,153
NICHOLAS FINANCIAL INC COMMON COM 65373J209 196 12,476 SH   SOLE   5,496 0 6,980
NIDEC CORP ADR COM 654090109 212 6,900 SH   SOLE   6,900 0 0
NIELSEN HOLDINGS NV COMMON STO COM N63218106 13,708 307,151 SH   SOLE   177,770 0 129,381
NII HOLDINGS INC COMMON STOCK COM 62913F201 257 216,205 SH   SOLE   103,015 0 113,190
NIKE INC CL B COMMON STOCK NP COM 654106103 103,571 1,402,267 SH   SOLE   774,786 0 627,481
NIPPON TEL & TEL ADR COM 654624105 483 17,730 SH   SOLE   17,730 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 14,524 408,773 SH   SOLE   226,923 0 181,850
NL INDUSTRIES COMMON STOCK USD COM 629156407 119 11,012 SH   SOLE   3,832 0 7,180
NN INC COMMON STOCK USD.01 COM 629337106 414 20,995 SH   SOLE   9,275 0 11,720
NOBLE CORP PLC COM G65431101 7,916 241,777 SH   SOLE   158,287 0 83,490
NOBLE ENERGY INC COMMON STOCK COM 655044105 35,228 495,892 SH   SOLE   272,801 0 223,091
NOKIA CORP COM 654902204 389 52,972 SH   SOLE   52,972 0 0
NOMURA HLDGS INC ADR COM 65535H208 331 51,440 SH   SOLE   51,440 0 0
NORANDA ALUMINUM HOLDING COR C COM 65542W107 170 41,449 SH   SOLE   18,579 0 22,870
NORDIC AMERICAN TANKERS LTD CO COM G65773106 859 87,249 SH   SOLE   35,979 0 51,270
NORDSON CORP COMMON STOCK NPV COM 655663102 6,846 97,122 SH   SOLE   78,772 0 18,350
NORDSTROM INC COMMON STOCK NPV COM 655664100 13,398 214,541 SH   SOLE   125,827 0 88,714
NORFOLK SOUTHERN CORP COMMON S COM 655844108 56,554 582,011 SH   SOLE   322,522 0 259,489
NORTEK INC COM COM 656559309 625 7,604 SH   SOLE   5,454 0 2,150
NORTHEAST UTILITIES COMMON STO COM 664397106 22,813 501,393 SH   SOLE   298,350 0 203,043
NORTHERN OIL AND GAS INC COMMO COM 665531109 1,418 97,006 SH   SOLE   49,056 0 47,950
NORTHERN TRUST CORP COMMON STO COM 665859104 20,841 317,892 SH   SOLE   170,448 0 147,444
NORTHFIELD BANCORP INC/NJ COM 66611T108 921 71,595 SH   SOLE   37,723 0 33,872
NORTHRIM BANCORP INC COM COM 666762109 204 7,922 SH   SOLE   3,422 0 4,500
NORTHROP GRUMMAN CORP COMMON S COM 666807102 41,979 340,239 SH   SOLE   175,734 0 164,505
NORTHSTAR REALTY FINANCE COR R COM 66704R100 6,314 391,227 SH   SOLE   177,809 0 213,418
NORTHWEST BANCSHARES INC COMMO COM 667340103 3,328 227,941 SH   SOLE   161,365 0 66,576
NORTHWEST NATURAL GAS CO COMMO COM 667655104 1,997 45,369 SH   SOLE   25,787 0 19,582
NORTHWEST PIPE CO COMMON STOCK COM 667746101 422 11,672 SH   SOLE   5,232 0 6,440
NORTHWESTERN CORP COMMON STOCK COM 668074305 3,159 66,612 SH   SOLE   39,067 0 27,545
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 600 18,590 SH   SOLE   12,930 0 5,660
NOVARTIS AG ADR COM 66987V109 3,239 38,095 SH   SOLE   38,095 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 646 142,649 SH   SOLE   98,579 0 44,070
NOVO-NORDISK A/S COM 670100205 1,365 29,900 SH   SOLE   29,900 0 0
NPS PHARMACEUTICALS INC COMMON COM 62936P103 3,662 122,353 SH   SOLE   76,953 0 45,400
NRG ENERGY INC COMMON STOCK US COM 629377508 13,733 431,847 SH   SOLE   233,998 0 197,849
NRG YIELD INC CLASS A COM 62942X108 832 21,050 SH   SOLE   5,750 0 15,300
NTELOS HOLDINGS CORP COM 67020Q305 220 16,266 SH   SOLE   11,816 0 4,450
NTT DOCOMO INC ADR COM 62942M201 269 17,070 SH   SOLE   17,070 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 4,299 51,888 SH   SOLE   36,304 0 15,584
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,992 174,254 SH   SOLE   99,789 0 74,465
NUCOR CORP COMMON STOCK USD.4 COM 670346105 20,771 410,978 SH   SOLE   225,169 0 185,809
NUMEREX CORP PA CL A COM 67053A102 185 16,919 SH   SOLE   7,439 0 9,480
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 271 10,408 SH   SOLE   4,538 0 5,870
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 463 30,700 SH   SOLE   22,160 0 8,540
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,543 66,205 SH   SOLE   38,165 0 28,040
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K203 358 17,664 SH   SOLE   8,154 0 9,510
NVE CORP COMMON STOCK USD.01 COM 629445206 238 4,168 SH   SOLE   2,908 0 1,260
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 13,814 771,295 SH   SOLE   423,861 0 347,434
NVR INC COMMON STOCK USD.01 COM 62944T105 7,670 6,687 SH   SOLE   5,447 0 1,240
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 732 57,419 SH   SOLE   40,749 0 16,670
National Bank Holdings Corp. COM 633707104 1,236 61,596 SH   SOLE   30,736 0 30,860
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 24,583 165,667 SH   SOLE   100,531 0 65,136
OASIS PETROLEUM INC COMMON STO COM 674215108 3,149 75,456 SH   SOLE   51,076 0 24,380
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 137,226 1,440,090 SH   SOLE   774,716 0 665,374
OCEANEERING INTL INC COMMON ST COM 675232102 13,090 182,155 SH   SOLE   139,990 0 42,165
OCEANFIRST FINANCIAL CORP COMM COM 675234108 345 19,517 SH   SOLE   7,347 0 12,170
OCWEN FINANCIAL CORP COMMON ST COM 675746309 3,361 85,796 SH   SOLE   58,776 0 27,020
ODYSSEY MARINE EXPLORATION COM COM 676118102 154 67,051 SH   SOLE   45,601 0 21,450
OFFICE DEPOT INC COMMON STOCK COM 676220106 4,071 985,634 SH   SOLE   657,094 0 328,540
OFG BANCORP COM 67103X102 1,192 69,338 SH   SOLE   36,033 0 33,305
OGE ENERGY CORP COMMON STOCK U COM 670837103 10,326 280,898 SH   SOLE   216,540 0 64,358
OI SA-ADR COM 670851203 14 10,400 SH   SOLE   10,400 0 0
OIL STATES INTERNATIONAL INC C COM 678026105 8,072 81,866 SH   SOLE   59,969 0 21,897
OLD DOMINION FREIGHT LINE COMM COM 679580100 6,149 108,380 SH   SOLE   88,860 0 19,520
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,330 156,296 SH   SOLE   81,193 0 75,103
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,906 360,111 SH   SOLE   286,955 0 73,156
OLIN CORP COMMON STOCK USD1. COM 680665205 3,572 129,363 SH   SOLE   112,373 0 16,990
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 389 13,567 SH   SOLE   8,447 0 5,120
OM GROUP INC COMMON STOCK USD. COM 670872100 1,776 53,476 SH   SOLE   29,902 0 23,574
OMEGA HEALTHCARE INVESTORS REI COM 681936100 6,486 193,511 SH   SOLE   155,941 0 37,570
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 290 23,996 SH   SOLE   11,216 0 12,780
OMEROS CORP COM COM 682143102 309 25,616 SH   SOLE   17,276 0 8,340
OMNIAMERICAN BANCORP INC COMMO COM 68216R107 462 20,275 SH   SOLE   12,495 0 7,780
OMNICARE INC COMMON STOCK USD1 COM 681904108 8,529 142,931 SH   SOLE   111,057 0 31,874
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,342 46,888 SH   SOLE   30,198 0 16,690
OMNICOM GROUP COMMON STOCK USD COM 681919106 33,145 456,540 SH   SOLE   302,569 0 153,971
OMNIVISION TECHNOLOGIES INC CO COM 682128103 1,376 77,733 SH   SOLE   40,396 0 37,337
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 439 42,332 SH   SOLE   31,092 0 11,240
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,646 68,562 SH   SOLE   58,202 0 10,360
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,518 374,234 SH   SOLE   249,374 0 124,860
ONCOGENEX PHARMACEUTICAL INC C COM 68230A106 148 12,583 SH   SOLE   8,463 0 4,120
ONE GAS INC COM 68235P108 2,770 77,082 SH   SOLE   62,549 0 14,533
ONE LIBERTY PROPERTIES INC REI COM 682406103 384 18,006 SH   SOLE   9,096 0 8,910
ONEBEACON INSURANCE GROUP A CO COM G67742109 517 33,448 SH   SOLE   12,888 0 20,560
ONEOK INC COMMON STOCK USD.01 COM 682680103 19,006 320,778 SH   SOLE   192,596 0 128,182
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH   SOLE   10,700 0 0
OPENTABLE INC COMMON STOCK COM 68372A104 2,282 29,658 SH   SOLE   22,696 0 6,962
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,524 163,564 SH   SOLE   108,174 0 55,390
OPLINK COMMUNICATIONS INC COMM COM 68375Q403 537 29,906 SH   SOLE   16,026 0 13,880
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 351 12,529 SH   SOLE   5,769 0 6,760
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 261,966 6,403,467 SH   SOLE   3,384,714 0 3,018,753
ORANGE ADR COM 684060106 462 31,450 SH   SOLE   31,450 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 563 70,597 SH   SOLE   32,687 0 37,910
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 325 47,445 SH   SOLE   20,245 0 27,200
ORBITAL SCIENCES CORP COMMON S COM 685564106 2,101 75,314 SH   SOLE   43,553 0 31,761
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 224 28,558 SH   SOLE   17,778 0 10,780
OREXIGEN THERAPEUTICS INC COMM COM 686164104 566 87,127 SH   SOLE   63,207 0 23,920
ORIENT EXPRESS HOTELS LTD A C COM G67743107 1,793 124,408 SH   SOLE   59,205 0 65,203
ORION MARINE GROUP INC COMMON COM 68628V308 490 38,964 SH   SOLE   20,460 0 18,504
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,890 119,549 SH   SOLE   91,549 0 28,000
ORIX CORP ADR COM 686330101 216 3,060 SH   SOLE   3,060 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 715 23,814 SH   SOLE   10,564 0 13,250
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 921 30,555 SH   SOLE   16,025 0 14,530
OSHKOSH CORP COMMON STOCK USD. COM 688239201 7,006 119,008 SH   SOLE   93,343 0 25,665
OSI SYSTEMS INC COMMON STOCK N COM 671044105 1,470 24,560 SH   SOLE   17,255 0 7,305
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 211 16,069 SH   SOLE   11,509 0 4,560
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,665 54,088 SH   SOLE   27,952 0 26,136
OUTERWALL INC COM 690070107 2,120 29,246 SH   SOLE   22,206 0 7,040
OVERSTOCK.COM INC COMMON STOCK COM 690370101 218 11,077 SH   SOLE   6,407 0 4,670
OWENS + MINOR INC COMMON STOCK COM 690732102 8,240 235,231 SH   SOLE   194,381 0 40,850
OWENS CORNING COMMON STOCK USD COM 690742101 3,447 79,841 SH   SOLE   44,238 0 35,603
OWENS ILLINOIS INC COMMON STOC COM 690768403 8,140 240,617 SH   SOLE   141,005 0 99,612
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,296 16,570 SH   SOLE   12,850 0 3,720
P G + E CORP COMMON STOCK NPV COM 69331C108 31,382 726,432 SH   SOLE   358,685 0 367,747
PACCAR INC COMMON STOCK USD1. COM 693718108 33,728 500,118 SH   SOLE   272,251 0 227,867
PACER INTERNATIONAL INC COMMON COM 69373H106 634 70,710 SH   SOLE   46,214 0 24,496
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 366 68,494 SH   SOLE   34,104 0 34,390
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 311 22,587 SH   SOLE   10,367 0 12,220
PACIFIC PREMIER BNCRP COM COM 69478X105 314 19,437 SH   SOLE   8,297 0 11,140
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 127 42,894 SH   SOLE   26,411 0 16,483
PACIRA PHARMACEUTICALS INC COM COM 695127100 2,157 30,819 SH   SOLE   23,809 0 7,010
PACKAGING CORP OF AMERICA COMM COM 695156109 10,953 155,642 SH   SOLE   129,688 0 25,954
PACWEST BANCORP COMMON STOCK N COM 695263103 3,085 71,724 SH   SOLE   44,360 0 27,364
PALL CORP COMMON STOCK USD.1 COM 696429307 17,484 195,416 SH   SOLE   130,547 0 64,869
PALO ALTO NETWORKS INC COM 697435105 1,696 24,724 SH   SOLE   17,730 0 6,994
PANDORA MEDIA INC COM COM 698354107 3,141 103,602 SH   SOLE   74,488 0 29,114
PANERA BREAD COMPANY CLASS A C COM 69840W108 7,448 42,205 SH   SOLE   34,409 0 7,796
PANHANDLE OIL AND GAS INC A CO COM 698477106 320 7,339 SH   SOLE   5,489 0 1,850
PANTRY INC COMMON STOCK USD.01 COM 698657103 481 31,351 SH   SOLE   14,871 0 16,480
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,334 44,786 SH   SOLE   34,986 0 9,800
PARAMOUNT GOLD AND SILVER COMM COM 69924P102 138 112,414 SH   SOLE   79,484 0 32,930
PAREXEL INTERNATIONAL CORP COM COM 699462107 4,444 82,165 SH   SOLE   65,425 0 16,740
PARK ELECTROCHEMICAL CORP COMM COM 700416209 974 32,615 SH   SOLE   16,225 0 16,390
PARK NATIONAL CORP COMMON STOC COM 700658107 1,311 17,051 SH   SOLE   7,801 0 9,250
PARK OHIO HOLDINGS CORP COMMON COM 700666100 413 7,359 SH   SOLE   5,289 0 2,070
PARK STERLING CORP COMMON STOC COM 70086Y105 363 54,649 SH   SOLE   24,089 0 30,560
PARKER DRILLING CO COMMON STOC COM 701081101 1,175 165,663 SH   SOLE   79,363 0 86,300
PARKER HANNIFIN CORP COMMON ST COM 701094104 25,665 214,395 SH   SOLE   117,404 0 96,991
PARKERVISION INC COM COM 701354102 348 72,407 SH   SOLE   51,557 0 20,850
PARKWAY PROPERTIES INC REIT US COM 70159Q104 1,653 90,585 SH   SOLE   44,293 0 46,292
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,252 41,083 SH   SOLE   23,115 0 17,968
PATRICK INDS INC COM COM 703343103 244 5,500 SH   SOLE   3,910 0 1,590
PATRIOT TRANSPORTATION HLDG CO COM 70337B102 304 8,439 SH   SOLE   3,911 0 4,528
PATTERN ENERGY GROUP INC COM 70338P100 519 19,135 SH   SOLE   6,635 0 12,500
PATTERSON COS INC COMMON STOCK COM 703395103 5,638 135,000 SH   SOLE   84,405 0 50,595
PATTERSON UTI ENERGY INC COMMO COM 703481101 7,155 225,840 SH   SOLE   162,942 0 62,898
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 25,023 587,392 SH   SOLE   400,449 0 186,943
PBF ENERGY INC COM 69318G106 345 13,370 SH   SOLE   7,490 0 5,880
PC CONNECTION INC COMMON STOCK COM 69318J100 240 11,790 SH   SOLE   5,430 0 6,360
PC TEL INC COMMON STOCK USD.00 COM 69325Q105 212 24,306 SH   SOLE   12,896 0 11,410
PDC ENERGY INC COM 69327R101 3,523 56,583 SH   SOLE   31,163 0 25,420
PDF SOLUTIONS INC COMMON STOCK COM 693282105 411 22,646 SH   SOLE   16,646 0 6,000
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,918 230,829 SH   SOLE   189,829 0 41,000
PEABODY ENERGY CORP COMMON STO COM 704549104 6,174 377,847 SH   SOLE   211,885 0 165,962
PEAPACK-GLADSTONE FNL COM COM 704699107 239 10,876 SH   SOLE   4,776 0 6,100
PEARSON PLC ADR COM 705015105 233 13,100 SH   SOLE   13,100 0 0
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 3,253 96,327 SH   SOLE   46,735 0 49,592
PEGASYSTEMS INC COMMON STOCK U COM 705573103 646 18,299 SH   SOLE   12,938 0 5,361
PENDRELL CORP COMMON STOCK USD COM 70686R104 367 200,480 SH   SOLE   89,990 0 110,490
PENFORD CORP COM COM 707051108 189 13,171 SH   SOLE   5,211 0 7,960
PENN NATIONAL GAMING INC COMMO COM 707569109 573 46,504 SH   SOLE   26,172 0 20,332
PENN REAL ESTATE INVEST TST RE COM 709102107 2,006 111,112 SH   SOLE   56,329 0 54,783
PENN VIRGINIA CORP COMMON STOC COM 707882106 1,399 79,967 SH   SOLE   39,062 0 40,905
PENNANTPARK FLOATING RATE CAP COM 70806A106 220 15,900 SH   SOLE   5,725 0 10,175
PENNANTPARK INVESTMENT CORP CO COM 708062104 1,070 96,842 SH   SOLE   51,905 0 44,937
PENNS WOODS BANCORP INC COMMON COM 708430103 335 6,872 SH   SOLE   3,702 0 3,170
PENNYMAC FINL SVCS INC COM 70932B101 261 15,661 SH   SOLE   6,891 0 8,770
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 2,091 87,501 SH   SOLE   39,531 0 47,970
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 2,585 60,463 SH   SOLE   34,328 0 26,135
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR LTD COM H6169Q108 20,994 264,612 SH   SOLE   146,084 0 118,528
PEOPLE S UNITED FINANCIAL COMM COM 712704105 8,449 568,188 SH   SOLE   375,170 0 193,018
PEOPLES BANCORP INC COMMON STO COM 709789101 328 13,246 SH   SOLE   5,905 0 7,341
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,061 83,392 SH   SOLE   44,192 0 39,200
PEPCO HOLDINGS INC COMMON STOC COM 713291102 6,531 318,913 SH   SOLE   182,786 0 136,127
PEPSICO INC COMMON STOCK USD.0 COM 713448108 232,832 2,788,411 SH   SOLE   1,353,364 0 1,435,047
PEREGRINE PHARMACEUTICALS COMM COM 713661304 163 85,710 SH   SOLE   80,090 0 5,620
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 131 21,591 SH   SOLE   15,271 0 6,320
PERFICIENT INC COMMON STOCK US COM 71375U101 924 51,000 SH   SOLE   28,570 0 22,430
PERFORMANT FINANCIAL CORP COM 71377E105 165 18,236 SH   SOLE   12,896 0 5,340
PERICOM SEMICONDUCTOR CORP COM COM 713831105 251 32,053 SH   SOLE   16,553 0 15,500
PERKINELMER INC COMMON STOCK U COM 714046109 6,400 142,039 SH   SOLE   83,744 0 58,295
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 94 17,624 SH   SOLE   9,364 0 8,260
PERRIGO CO PLC COM G97822103 30,050 194,294 SH   SOLE   139,791 0 54,503
PERRY ELLIS INTERNATIONAL COMM COM 288853104 278 20,227 SH   SOLE   11,571 0 8,656
PETMED EXPRESS INC COMMON STOC COM 716382106 1,232 91,897 SH   SOLE   87,097 0 4,800
PETROLEO BRASILEIRO ADR COM 71654V101 409 29,510 SH   SOLE   29,510 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 356 62,505 SH   SOLE   43,255 0 19,250
PETSMART INC COMMON STOCK USD. COM 716768106 13,991 203,091 SH   SOLE   142,192 0 60,899
PFIZER INC COMMON STOCK USD.05 COM 717081103 337,904 10,520,064 SH   SOLE   5,684,692 0 4,835,372
PGT INC COM 69336V101 310 26,939 SH   SOLE   19,009 0 7,930
PHARMACYCLICS INC COMMON STOCK COM 716933106 4,930 49,194 SH   SOLE   32,675 0 16,519
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,395 49,874 SH   SOLE   27,969 0 21,905
PHH CORP COMMON STOCK USD.01 COM 693320202 2,081 80,541 SH   SOLE   39,071 0 41,470
PHI INC NON VOTING COMMON STOC COM 69336T205 733 16,558 SH   SOLE   8,653 0 7,905
PHILIP MORRIS INTERNATIONAL CO COM 718172109 219,880 2,685,727 SH   SOLE   1,525,872 0 1,159,855
PHILIPS ELEC ADR COM 500472303 435 12,370 SH   SOLE   12,370 0 0
PHILLIPS 66 COM 718546104 75,724 982,669 SH   SOLE   479,731 0 502,938
PHOENIX COMPANIES INC COMMON S COM 71902E604 381 7,364 SH   SOLE   3,081 0 4,283
PHOTOMEDEX INC COM COM 719358301 236 14,937 SH   SOLE   8,117 0 6,820
PHOTRONICS INC COMMON STOCK US COM 719405102 716 83,907 SH   SOLE   39,280 0 44,627
PHYSICIANS REALTY TRUST COM 71943U104 196 14,050 SH   SOLE   650 0 13,400
PICO HOLDINGS INC COMMON STOCK COM 693366205 791 30,431 SH   SOLE   14,181 0 16,250
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,341 122,669 SH   SOLE   67,249 0 55,420
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,156 125,713 SH   SOLE   63,492 0 62,221
PIER 1 IMPORTS INC COMMON STOC COM 720279108 1,984 105,065 SH   SOLE   76,545 0 28,520
PIKE CORPORATION COMMON STOCK COM 721283109 298 27,719 SH   SOLE   14,759 0 12,960
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,230 58,815 SH   SOLE   44,495 0 14,320
PINNACLE ENTERTAINMENT INC COM COM 723456109 1,876 79,152 SH   SOLE   60,479 0 18,673
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 2,146 57,249 SH   SOLE   31,456 0 25,793
PINNACLE FOODS INC DEL COM 72348P104 621 20,805 SH   SOLE   14,235 0 6,570
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,273 151,355 SH   SOLE   88,104 0 63,251
PIONEER ENERGY SERVICES CORP COM 723664108 1,400 108,145 SH   SOLE   50,635 0 57,510
PIONEER NATURAL RESOURCES CO C COM 723787107 37,830 202,149 SH   SOLE   118,376 0 83,773
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,270 27,737 SH   SOLE   14,654 0 13,083
PITNEY BOWES INC COMMON STOCK COM 724479100 8,164 314,128 SH   SOLE   191,967 0 122,161
PLANET PAYMENT INC COM U72603118 29 10,468 SH   SOLE   3,098 0 7,370
PLANTRONICS INC COMMON STOCK U COM 727493108 3,765 84,700 SH   SOLE   70,380 0 14,320
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 3,168 52,719 SH   SOLE   29,699 0 23,020
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,193 54,726 SH   SOLE   29,656 0 25,070
PLUM CREEK TIMBER CO REIT USD. COM 729251108 12,503 297,419 SH   SOLE   171,554 0 125,865
PLX TECHNOLOGY INC COMMON STOC COM 693417107 233 38,530 SH   SOLE   26,220 0 12,310
PLY GEM HLDGS INC COM 72941W100 170 13,437 SH   SOLE   8,917 0 4,520
PMC SIERRA INC COMMON STOCK COM 69344F106 1,844 242,347 SH   SOLE   129,937 0 112,410
PMFG INC COMMON STOCK USD1. COM 69345P103 152 25,511 SH   SOLE   11,361 0 14,150
PNC FINANCIAL SERVICES GROUP C COM 693475105 75,473 867,503 SH   SOLE   429,164 0 438,339
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,927 182,276 SH   SOLE   123,846 0 58,430
POLARIS INDUSTRIES INC COMMON COM 731068102 19,766 141,479 SH   SOLE   123,496 0 17,983
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 2,889 210,534 SH   SOLE   159,841 0 50,693
POLYONE CORPORATION COMMON STO COM 73179P106 4,754 129,674 SH   SOLE   99,428 0 30,246
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,497 43,749 SH   SOLE   30,889 0 12,860
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,549 57,879 SH   SOLE   43,979 0 13,900
POPEYES LOUISIANA KITCHEN INC COM 732872106 959 23,601 SH   SOLE   16,201 0 7,400
POPULAR INC COMMON STOCK USD6. COM 733174700 2,109 68,043 SH   SOLE   38,308 0 29,735
PORTFOLIO RECOVERY ASSOCIATE C COM 73640Q105 3,679 63,583 SH   SOLE   49,513 0 14,070
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,054 125,364 SH   SOLE   69,834 0 55,530
PORTOLA PHARMACEUTICALS COM COM 737010108 212 8,181 SH   SOLE   5,811 0 2,370
POSCO ADR COM 693483109 453 6,521 SH   SOLE   6,521 0 0
POST HOLDINGS INC COM 737446104 4,124 74,817 SH   SOLE   51,387 0 23,430
POST PROPERTIES INC REIT USD.0 COM 737464107 2,399 48,863 SH   SOLE   29,642 0 19,221
POTASH CORP SASKATCHEWAN, INC COM 73755L107 423 11,671 SH   SOLE   11,671 0 0
POTLATCH CORP REIT USD1. COM 737630103 3,093 79,949 SH   SOLE   64,859 0 15,090
POWELL INDUSTRIES INC COMMON S COM 739128106 954 14,724 SH   SOLE   7,294 0 7,430
POWER INTEGRATIONS INC COMMON COM 739276103 2,174 33,049 SH   SOLE   25,109 0 7,940
POWERSECURE INTERNATIONAL IN C COM 73936N105 370 15,771 SH   SOLE   11,141 0 4,630
POZEN INC COMMON STOCK USD.001 COM 73941U102 269 33,580 SH   SOLE   15,280 0 18,300
PPG INDUSTRIES INC COMMON STOC COM 693506107 49,498 255,858 SH   SOLE   131,455 0 124,403
PPL CORPORATION COMMON STOCK U COM 69351T106 27,263 822,674 SH   SOLE   441,519 0 381,155
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 67,600 516,147 SH   SOLE   261,190 0 254,957
PRECISION CASTPARTS CORP COMMO COM 740189105 67,768 268,112 SH   SOLE   133,214 0 134,898
PREFERRED BANK LOS ANGELES COM COM 740367404 384 14,788 SH   SOLE   6,608 0 8,180
PREFORMED LINE PRODUCTS CO COM COM 740444104 303 4,419 SH   SOLE   1,439 0 2,980
PREMIER INC'CL A COM 74051N102 585 17,755 SH   SOLE   12,905 0 4,850
PREMIERE GLOBAL SERVICES INC C COM 740585104 904 74,979 SH   SOLE   42,099 0 32,880
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 1,698 62,317 SH   SOLE   47,677 0 14,640
PRGX GLOBAL INC COMMON STOCK U COM 69357C503 248 35,738 SH   SOLE   16,008 0 19,730
PRICELINE GROUP INC COMMON STO COM 741503403 107,355 90,071 SH   SOLE   45,898 0 44,173
PRICESMART INC COMMON STOCK US COM 741511109 2,062 20,428 SH   SOLE   14,672 0 5,756
PRIMERICA INC COMMON STOCK COM 74164M108 5,532 117,419 SH   SOLE   77,139 0 40,280
PRIMORIS SERVICES CORP COMMON COM 74164F103 937 31,260 SH   SOLE   22,900 0 8,360
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 17,461 379,668 SH   SOLE   209,280 0 170,388
PRIVATEBANCORP INC COMMON STOC COM 742962103 3,150 103,252 SH   SOLE   54,272 0 48,980
PROASSURANCE CORP COMMON STOCK COM 74267C106 4,060 91,185 SH   SOLE   74,729 0 16,456
PROCERA NETWORKS INC COMMON ST COM 74269U203 282 27,154 SH   SOLE   14,914 0 12,240
PROCTER + GAMBLE CO/THE COMMON COM 742718109 372,566 4,622,408 SH   SOLE   2,344,842 0 2,277,566
PROGENICS PHARMACEUTICALS COMM COM 743187106 212 51,879 SH   SOLE   30,319 0 21,560
PROGRESS SOFTWARE CORP COMMON COM 743312100 1,662 76,220 SH   SOLE   49,725 0 26,495
PROGRESSIVE CORP COMMON STOCK COM 743315103 21,095 870,982 SH   SOLE   535,482 0 335,500
PROLOGIS INC REIT USD.01 COM 74340W103 28,831 706,122 SH   SOLE   360,390 0 345,732
PROOFPOINT INC COM COM 743424103 716 19,300 SH   SOLE   13,990 0 5,310
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 672 21,323 SH   SOLE   15,953 0 5,370
PROSPECT CAPITAL CORP COMMON S COM 74348T102 3,895 360,613 SH   SOLE   147,416 0 213,197
PROSPERITY BANCSHARES INC COMM COM 743606105 10,860 164,179 SH   SOLE   120,059 0 44,120
PROTECTIVE LIFE CORP COMMON ST COM 743674103 5,684 108,077 SH   SOLE   85,532 0 22,545
PROTO LABS INC COM COM 743713109 1,043 15,415 SH   SOLE   11,395 0 4,020
PROVIDENCE SERVICE CORP COMMON COM 743815102 315 11,124 SH   SOLE   8,594 0 2,530
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,838 100,075 SH   SOLE   56,332 0 43,743
PROVIDENT FINL HLDGS COM COM 743868101 171 11,116 SH   SOLE   4,876 0 6,240
PRTOTHENA CORP PLC COM G72800108 643 16,778 SH   SOLE   6,838 0 9,940
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 65,989 779,549 SH   SOLE   390,671 0 388,878
PRUDENTIAL PLC ADR COM 74435K204 784 18,430 SH   SOLE   18,430 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,130 25,467 SH   SOLE   18,457 0 7,010
PTC INC. COM 69370C100 7,570 213,670 SH   SOLE   177,710 0 35,960
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 29,874 783,283 SH   SOLE   470,291 0 312,992
PUBLIC STORAGE REIT USD.1 COM 74460D109 57,767 342,854 SH   SOLE   206,540 0 136,314
PULTEGROUP INC COMMON STOCK US COM 745867101 10,219 532,541 SH   SOLE   332,653 0 199,888
PUMA BIOTECHNOLOGY INC COM 74587V107 2,194 21,067 SH   SOLE   15,447 0 5,620
PURE CYCLE CORP COM COM 746228303 84 13,929 SH   SOLE   9,819 0 4,110
PVH CORP COMMON STOCK USD1. COM 693656100 14,892 119,359 SH   SOLE   72,544 0 46,815
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 191 16,229 SH   SOLE   13,519 0 2,710
QEP RESOURCES INC COMMON STOCK COM 74733V100 7,850 266,659 SH   SOLE   153,238 0 113,421
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 2,954 140,085 SH   SOLE   86,600 0 53,485
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 2,437 91,647 SH   SOLE   67,337 0 24,310
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,726 135,399 SH   SOLE   65,529 0 69,870
QTS REALTY TRUST INC-CL A COM 74736A103 246 9,800 SH   SOLE   1,400 0 8,400
QUAD GRAPHICS INC COMMON STOCK COM 747301109 774 33,013 SH   SOLE   14,443 0 18,570
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,528 19,388 SH   SOLE   11,848 0 7,540
QUALCOMM INC COMMON STOCK USD. COM 747525103 246,136 3,121,181 SH   SOLE   1,641,250 0 1,479,931
QUALITY DISTRIBUTION INC COMMO COM 74756M102 300 23,076 SH   SOLE   11,886 0 11,190
QUALITY SYSTEMS INC COMMON STO COM 747582104 1,615 95,654 SH   SOLE   83,044 0 12,610
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,176 56,880 SH   SOLE   29,690 0 27,190
QUANTA SERVICES INC COMMON STO COM 74762E102 10,736 290,935 SH   SOLE   165,342 0 125,593
QUANTUM CORP COMMON STOCK USD. COM 747906204 330 270,686 SH   SOLE   126,472 0 144,214
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 12,284 212,089 SH   SOLE   119,769 0 92,320
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,866 246,692 SH   SOLE   192,874 0 53,818
QUESTCOR PHARMACEUTICALS COMMO COM 74835Y101 6,857 105,604 SH   SOLE   90,454 0 15,150
QUICKSILVER RESOURCES INC COMM COM 74837R104 397 150,874 SH   SOLE   74,324 0 76,550
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 827 30,286 SH   SOLE   21,086 0 9,200
QUIKSILVER INC COMMON STOCK US COM 74838C106 1,219 162,253 SH   SOLE   108,253 0 54,000
QUINSTREET INC COMMON STOCK COM 74874Q100 287 43,260 SH   SOLE   22,010 0 21,250
QUINTILES TRANSNATIONAL COM COM 74876Y101 1,067 21,015 SH   SOLE   12,625 0 8,390
Qualys, Inc. COM 74758T303 314 12,343 SH   SOLE   8,783 0 3,560
RACKSPACE HOSTING INC COMMON S COM 750086100 5,673 172,837 SH   SOLE   143,259 0 29,578
RADIAN GROUP INC COMMON STOCK COM 750236101 3,473 231,062 SH   SOLE   125,953 0 105,109
RADIOSHACK CORP COMMON STOCK U COM 750438103 269 126,776 SH   SOLE   58,086 0 68,690
RADISYS CORP COMMON STOCK NPV COM 750459109 103 28,712 SH   SOLE   12,912 0 15,800
RAIT FINANCIAL TRUST REIT USD. COM 749227609 854 100,627 SH   SOLE   44,211 0 56,416
RALPH LAUREN CORP COMMON STOCK COM 751212101 19,886 123,570 SH   SOLE   88,168 0 35,402
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,136 105,690 SH   SOLE   73,190 0 32,500
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,502 92,143 SH   SOLE   40,945 0 51,198
RANGE RESOURCES CORP COMMON ST COM 75281A109 20,993 253,019 SH   SOLE   153,968 0 99,051
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 518 51,812 SH   SOLE   37,752 0 14,060
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,828 55,802 SH   SOLE   43,192 0 12,610
RAYMOND JAMES FINANCIAL INC CO COM 754730109 9,367 167,475 SH   SOLE   132,519 0 34,956
RAYONIER INC REIT NPV COM 754907103 11,457 249,563 SH   SOLE   207,127 0 42,436
RAYTHEON COMPANY COMMON STOCK COM 755111507 48,821 494,187 SH   SOLE   256,481 0 237,706
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,613 25,329 SH   SOLE   18,319 0 7,010
RE/MAX HOLDINGS INC-CL A COM 75524W108 231 8,000 SH   SOLE   1,600 0 6,400
READING INTERNATINAL CL A COM 755408101 155 21,114 SH   SOLE   9,334 0 11,780
REALD INC COMMON STOCK USD.000 COM 75604L105 409 36,627 SH   SOLE   24,387 0 12,240
REALNETWORKS INC COMMON STOCK COM 75605L708 229 30,259 SH   SOLE   13,425 0 16,834
REALOGY HOLDINGS CORP COM 75605y106 3,887 89,463 SH   SOLE   63,393 0 26,070
REALPAGE INC COMMON STOCK COM 75606N109 749 41,226 SH   SOLE   28,206 0 13,020
REALTY INCOME CORP REIT USD1. COM 756109104 11,835 289,656 SH   SOLE   222,119 0 67,537
RECEPTOS INC COM COM 756207106 223 5,318 SH   SOLE   3,468 0 1,850
RED HAT INC COMMON STOCK USD.0 COM 756577102 14,881 280,881 SH   SOLE   171,221 0 109,660
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,248 17,407 SH   SOLE   11,477 0 5,930
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,400 118,338 SH   SOLE   60,118 0 58,220
REED ELSEVIER NV ADR COM 758204200 212 4,890 SH   SOLE   4,890 0 0
REED ELSEVIER PLC ADR COM 758205207 271 4,410 SH   SOLE   4,410 0 0
REGAL BELOIT CORP COMMON STOCK COM 758750103 4,352 59,849 SH   SOLE   48,122 0 11,727
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,394 74,639 SH   SOLE   53,423 0 21,216
REGENCY CENTERS CORP REIT USD. COM 758849103 7,256 142,099 SH   SOLE   106,722 0 35,377
REGENERON PHARMACEUTICALS COMM COM 75886F107 42,265 140,753 SH   SOLE   71,468 0 69,285
REGIONS FINANCIAL CORP COMMON COM 7591EP100 20,896 1,880,830 SH   SOLE   1,066,331 0 814,499
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,028 75,032 SH   SOLE   40,272 0 34,760
REINSURANCE GROUP OF AMERICA C COM 759351604 7,882 98,983 SH   SOLE   77,946 0 21,037
RELIANCE STEEL + ALUMINUM COMM COM 759509102 7,378 104,413 SH   SOLE   82,370 0 22,043
REMY INTERNATIONAL INC COM 759663107 405 17,131 SH   SOLE   7,521 0 9,610
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 5,712 58,523 SH   SOLE   45,929 0 12,594
RENASANT CORP COMMON STOCK USD COM 75970E107 1,132 38,976 SH   SOLE   18,631 0 20,345
RENEWABLE ENERGY GROUP COM 75972A301 288 24,019 SH   SOLE   11,599 0 12,420
RENT A CENTER INC COMMON STOCK COM 76009N100 4,146 155,870 SH   SOLE   115,090 0 40,780
RENTECH INC COMMON STOCK USD.0 COM 760112102 422 222,296 SH   SOLE   168,336 0 53,960
RENTRAK CORP COMMON STOCK USD. COM 760174102 530 8,797 SH   SOLE   5,967 0 2,830
REPLIGEN CORP COM COM 759916109 570 44,353 SH   SOLE   36,073 0 8,280
REPROS THERAPEUTICS COM COM 76028H209 332 18,741 SH   SOLE   13,091 0 5,650
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 514 56,216 SH   SOLE   31,488 0 24,728
REPUBLIC BANCORP INC CLASS A C COM 760281204 340 15,057 SH   SOLE   6,564 0 8,493
REPUBLIC SERVICES INC COMMON S COM 760759100 13,078 382,851 SH   SOLE   206,840 0 176,011
RESMED INC COMMON STOCK USD.00 COM 761152107 13,103 293,208 SH   SOLE   248,485 0 44,723
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 604 83,898 SH   SOLE   37,648 0 46,250
RESOLUTE FOREST PRODUCTS COM 76117W109 1,873 93,233 SH   SOLE   43,479 0 49,754
RESOURCE AMERICA INC CL A COM 761195205 126 14,729 SH   SOLE   6,499 0 8,230
RESOURCE CAPITAL CORP REIT USD COM 76120W302 908 162,966 SH   SOLE   73,736 0 89,230
RESOURCES CONNECTION INC COMMO COM 76122Q105 849 60,226 SH   SOLE   30,026 0 30,200
RESTORATION HARDWARE HOLDINGS COM 761283100 1,155 15,698 SH   SOLE   11,568 0 4,130
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 1,710 114,450 SH   SOLE   60,270 0 54,180
RETAIL PROPERTIES AMERICA INC COM 76131V202 1,288 95,160 SH   SOLE   51,525 0 43,635
RETAILMENOT INC COM 76132B106 252 7,880 SH   SOLE   4,540 0 3,340
REVLON INC CLASS A COMMON STOC COM 761525609 332 12,978 SH   SOLE   6,898 0 6,080
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 78 24,723 SH   SOLE   16,983 0 7,740
REX AMERICAN RESOURCES CORP CO COM 761624105 396 6,948 SH   SOLE   3,398 0 3,550
REX ENERGY CORP COMMON STOCK U COM 761565100 792 42,313 SH   SOLE   31,043 0 11,270
REXFORD INDUSTRIAL REALTY INC COM 76169C100 156 10,984 SH   SOLE   500 0 10,484
REXNORD CORP NEW COM COM 76169B102 704 24,287 SH   SOLE   17,647 0 6,640
REYNOLDS AMERICAN INC COMMON S COM 761713106 26,254 491,467 SH   SOLE   269,466 0 222,001
RF MICRO DEVICES INC COMMON ST COM 749941100 3,980 505,046 SH   SOLE   408,433 0 96,613
RICHARDSON ELEC LTD COMMON STO COM 763165107 147 13,677 SH   SOLE   7,247 0 6,430
RIGEL PHARMACEUTICALS INC COMM COM 766559603 452 116,400 SH   SOLE   51,500 0 64,900
RIGNET INC COM COM 766582100 569 10,578 SH   SOLE   7,748 0 2,830
RIO TINTO PLC ADR COM 767204100 971 17,386 SH   SOLE   17,386 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 5,075 809,364 SH   SOLE   511,364 0 298,000
RIVERBED TECHNOLOGY INC COMMON COM 768573107 4,836 245,343 SH   SOLE   201,316 0 44,027
RLI CORP COMMON STOCK USD1. COM 749607107 3,267 73,850 SH   SOLE   43,896 0 29,954
RLJ LODGING TRUST REIT COM 74965L101 4,693 175,490 SH   SOLE   83,018 0 92,472
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 582 23,042 SH   SOLE   14,602 0 8,440
ROBERT HALF INTL INC COMMON ST COM 770323103 8,700 207,396 SH   SOLE   127,444 0 79,952
ROCK TENN COMPANY CL A COMMON COM 772739207 11,279 106,839 SH   SOLE   87,742 0 19,097
ROCKVILLE FINANCIAL INC COMMON COM 774188106 498 36,676 SH   SOLE   15,483 0 21,193
ROCKWELL AUTOMATION INC COMMON COM 773903109 27,326 219,396 SH   SOLE   130,640 0 88,756
ROCKWELL COLLINS INC COMMON ST COM 774341101 19,608 246,114 SH   SOLE   170,246 0 75,868
ROCKWELL MEDICAL INC COM 774374102 572 45,197 SH   SOLE   21,197 0 24,000
ROCKWOOD HOLDINGS INC COMMON S COM 774415103 4,416 59,354 SH   SOLE   38,127 0 21,227
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,124 46,922 SH   SOLE   26,557 0 20,365
ROGERS COMMUNICATION ADR COM 775109200 209 5,040 SH   SOLE   5,040 0 0
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,556 24,934 SH   SOLE   14,407 0 10,527
ROLLINS INC COMMON STOCK USD1. COM 775711104 4,830 159,707 SH   SOLE   141,237 0 18,470
ROPER INDUSTRIES INC COMMON ST COM 776696106 19,524 146,239 SH   SOLE   88,318 0 57,921
ROSETTA RESOURCES INC COMMON S COM 777779307 5,015 107,673 SH   SOLE   90,143 0 17,530
ROSETTA STONE INC COMMON STOCK COM 777780107 113 10,031 SH   SOLE   6,761 0 3,270
ROSS STORES INC COMMON STOCK U COM 778296103 31,406 438,931 SH   SOLE   315,088 0 123,843
ROUNDY'S INC COM COM 779268101 212 30,810 SH   SOLE   13,590 0 17,220
ROUSE PROPERTIES INC COM 779287101 612 35,482 SH   SOLE   13,792 0 21,690
ROVI CORP COMMON STOCK USD.001 COM 779376102 3,234 141,982 SH   SOLE   112,403 0 29,579
ROWAN COMPANIES PLC COM G7665A101 6,408 190,270 SH   SOLE   107,003 0 83,267
ROYAL BANK OF CANADA COM 780087102 1,297 19,660 SH   SOLE   19,660 0 0
ROYAL BK OF SCOTLAND GROUP ADR COM 780097689 135 12,970 SH   SOLE   12,970 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 6,039 110,691 SH   SOLE   63,534 0 47,157
ROYAL GOLD INC COMMON STOCK US COM 780287108 5,634 89,971 SH   SOLE   71,717 0 18,254
RPC INC COMMON STOCK USD.1 COM 749660106 2,365 115,795 SH   SOLE   43,824 0 71,971
RPM INTERNATIONAL INC COMMON S COM 749685103 8,493 202,996 SH   SOLE   167,779 0 35,217
RPX CORP COMMON STOCK COM 74972G103 621 38,124 SH   SOLE   17,944 0 20,180
RR DONNELLEY + SONS CO COMMON COM 257867101 5,497 307,085 SH   SOLE   249,151 0 57,934
RTI INTERNATIONAL METALS INC C COM 74973W107 1,426 51,336 SH   SOLE   28,191 0 23,145
RTI SURGICAL INC COM 74975N105 285 69,881 SH   SOLE   31,791 0 38,090
RUBICON TECHNOLOGY INC COMMON COM 78112T107 297 26,334 SH   SOLE   13,144 0 13,190
RUBY TUESDAY INC COMMON STOCK COM 781182100 537 95,771 SH   SOLE   53,916 0 41,855
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 580 50,798 SH   SOLE   28,298 0 22,500
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,538 47,358 SH   SOLE   26,418 0 20,940
RUTH S HOSPITALITY GROUP INC C COM 783332109 421 34,853 SH   SOLE   26,293 0 8,560
RYDER SYSTEM INC COMMON STOCK COM 783549108 5,725 71,640 SH   SOLE   40,374 0 31,266
RYLAND GROUP INC/THE COMMON ST COM 783764103 2,445 61,240 SH   SOLE   48,110 0 13,130
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,632 61,899 SH   SOLE   37,359 0 24,540
Ruckus Wireless, Inc. COM 781220108 440 36,223 SH   SOLE   25,733 0 10,490
S + T BANCORP INC COMMON STOCK COM 783859101 1,535 64,760 SH   SOLE   43,152 0 21,608
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,553 55,671 SH   SOLE   33,851 0 21,820
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 618 27,848 SH   SOLE   13,505 0 14,343
SAFETY INSURANCE GROUP INC COM COM 78648T100 2,106 39,113 SH   SOLE   29,333 0 9,780
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 13,616 368,591 SH   SOLE   207,531 0 161,060
SAGA COMMUNICATIONS INC CL A C COM 786598300 268 5,401 SH   SOLE   2,692 0 2,709
SAGENT PHARMACEUTICALS INC COM COM 786692103 322 13,781 SH   SOLE   9,701 0 4,080
SAIA INC COMMON STOCK USD.001 COM 78709Y105 1,046 27,381 SH   SOLE   21,676 0 5,705
SALEM COMMUNICATIONS CL A COM COM 794093104 124 12,432 SH   SOLE   5,472 0 6,960
SALESFORCE.COM INC COMMON STOC COM 79466L302 56,381 987,580 SH   SOLE   504,447 0 483,133
SALIX PHARMACEUTICALS LTD COMM COM 795435106 10,010 96,610 SH   SOLE   80,151 0 16,459
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 3,570 130,283 SH   SOLE   90,418 0 39,865
SANCHEZ ENERGY CORP COM COM 79970Y105 1,430 48,266 SH   SOLE   23,496 0 24,770
SANDERSON FARMS INC COMMON STO COM 800013104 2,368 30,164 SH   SOLE   23,244 0 6,920
SANDISK CORP COMMON STOCK USD. COM 80004C101 25,958 319,719 SH   SOLE   184,462 0 135,257
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 1,962 319,528 SH   SOLE   187,768 0 131,760
SANDY SPRING BANCORP INC COMMO COM 800363103 824 32,971 SH   SOLE   14,909 0 18,062
SANFILLIPPO JOHN B SON COM COM 800422107 228 9,896 SH   SOLE   4,326 0 5,570
SANGAMO BIOSCIENCES INC COMMON COM 800677106 1,065 58,884 SH   SOLE   43,814 0 15,070
SANMINA CORP COM 801056102 2,299 131,760 SH   SOLE   71,242 0 60,518
SANOFI COM 80105N105 1,773 33,910 SH   SOLE   33,910 0 0
SAP AKTIENGESELLSCHA ADR COM 803054204 1,045 12,850 SH   SOLE   12,850 0 0
SAPIENS INTL CORP COM COM N7716A151 167 20,540 SH   SOLE   9,120 0 11,420
SAPIENT CORPORATION COMMON STO COM 803062108 1,962 115,020 SH   SOLE   84,070 0 30,950
SAREPTA THERAPEUTICS INC COM 803607100 852 35,463 SH   SOLE   25,463 0 10,000
SAUL CENTERS INC REIT USD.01 COM 804395101 596 12,592 SH   SOLE   8,812 0 3,780
SBA COMMUNICATIONS CORP CL A C COM 78388J106 9,823 107,997 SH   SOLE   71,904 0 36,093
SCANA CORP COMMON STOCK NPV COM 80589M102 9,512 185,347 SH   SOLE   102,803 0 82,544
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,684 41,300 SH   SOLE   20,010 0 21,290
SCHAWK INC COMMON STOCK USD.00 COM 806373106 409 20,475 SH   SOLE   9,635 0 10,840
SCHLUMBERGER LTD COMMON STOCK COM 806857108 174,742 1,792,225 SH   SOLE   1,002,232 0 789,993
SCHNITZER STEEL INDS INC A COM COM 806882106 967 33,522 SH   SOLE   15,302 0 18,220
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,477 42,828 SH   SOLE   23,541 0 19,287
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,754 48,378 SH   SOLE   26,002 0 22,376
SCHWAB (CHARLES) CORP COMMON S COM 808513105 50,701 1,855,154 SH   SOLE   934,316 0 920,838
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 2,834 66,548 SH   SOLE   59,378 0 7,170
SCICLONE PHARMACEUTICALS INC C COM 80862K104 238 52,232 SH   SOLE   32,932 0 19,300
SCIENCE APPLICATIONS INTERNATI COM 808625107 2,149 57,471 SH   SOLE   44,849 0 12,622
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 1,183 86,178 SH   SOLE   65,058 0 21,120
SCIQUEST INC COMMON STOCK USD. COM 80908T101 513 18,982 SH   SOLE   13,542 0 5,440
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,172 217,839 SH   SOLE   91,799 0 126,040
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,107 67,014 SH   SOLE   55,630 0 11,384
SCRIPPS NETWORKS INTER CL A CO COM 811065101 12,389 163,205 SH   SOLE   99,334 0 63,871
SEABOARD CORP COMMON STOCK USD COM 811543107 1,615 616 SH   SOLE   405 0 211
SEACHANGE INTERNATIONAL INC CO COM 811699107 432 41,338 SH   SOLE   19,118 0 22,220
SEACOAST BANKING CORP/FL COMMO COM 811707801 213 19,353 SH   SOLE   8,127 0 11,226
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,666 30,845 SH   SOLE   16,095 0 14,750
SEADRILL LIMITED COM COM G7945E105 10,135 288,255 SH   SOLE   182,345 0 105,910
SEAGATE TECHNOLOGY COM G7945M107 15,534 276,601 SH   SOLE   162,184 0 114,417
SEALED AIR CORP COMMON STOCK U COM 81211K100 9,407 286,182 SH   SOLE   179,193 0 106,989
SEARS HOLDINGS CORP COMMON STO COM 812350106 1,706 35,725 SH   SOLE   17,379 0 18,346
SEATTLE GENETICS INC COMMON ST COM 812578102 3,959 86,888 SH   SOLE   58,408 0 28,480
SEAWORLD ENTERTAINMENT INC COM 81282V100 658 21,770 SH   SOLE   15,290 0 6,480
SEI INVESTMENTS COMPANY COMMON COM 784117103 9,467 281,664 SH   SOLE   241,537 0 40,127
SELECT COMFORT CORPORATION COM COM 81616X103 1,225 67,776 SH   SOLE   50,446 0 17,330
SELECT INCOME REIT COM COM 81618T100 892 29,479 SH   SOLE   12,429 0 17,050
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 770 61,820 SH   SOLE   29,195 0 32,625
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,217 95,064 SH   SOLE   53,448 0 41,616
SEMGROUP CORP CLASS A COMMON S COM 81663A105 3,396 51,708 SH   SOLE   35,998 0 15,710
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 30,914 319,488 SH   SOLE   168,239 0 151,249
SEMTECH CORP COMMON STOCK USD. COM 816850101 3,048 120,277 SH   SOLE   100,057 0 20,220
SENECA FOODS CORP CL A COMMO COM 817070501 383 12,157 SH   SOLE   6,597 0 5,560
SENIOR HOUSING PROP TRUST REIT COM 81721M109 6,145 273,472 SH   SOLE   205,965 0 67,507
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 6,299 111,661 SH   SOLE   74,991 0 36,670
SEQUENOM INC COMMON STOCK USD. COM 817337405 261 106,434 SH   SOLE   70,614 0 35,820
SERVICE CORP INTERNATIONAL COM COM 817565104 6,310 317,417 SH   SOLE   255,356 0 62,061
SERVICENOW INC. COM 81762P102 3,632 60,622 SH   SOLE   43,594 0 17,028
SERVICESOURCE INTERNATIONAL CO COM 81763U100 419 49,665 SH   SOLE   35,075 0 14,590
SFX ENTERTAINMENT INC COM 784178303 114 16,160 SH   SOLE   4,080 0 12,080
SHENANDOAH TELECOMMUNICATION C COM 82312B106 707 21,886 SH   SOLE   15,080 0 6,806
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 26,064 132,215 SH   SOLE   80,252 0 51,963
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,467 81,638 SH   SOLE   41,081 0 40,557
SHIRE PLC ADR COM 82481R106 400 2,690 SH   SOLE   2,690 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 485 21,053 SH   SOLE   9,333 0 11,720
SHORETEL INC COMMON STOCK USD. COM 825211105 604 70,274 SH   SOLE   33,224 0 37,050
SHUTTERFLY INC COMMON STOCK US COM 82568P304 1,690 39,587 SH   SOLE   28,688 0 10,899
SHUTTERSTOCK INC COM 825690100 541 7,449 SH   SOLE   4,649 0 2,800
SIEMENS AG ADR COM 826197501 1,593 11,790 SH   SOLE   11,790 0 0
SIERRA BANCORP COMMON STOCK NP COM 82620P102 236 14,812 SH   SOLE   6,472 0 8,340
SIGA TECHNOLOGIES INC COMMON S COM 826917106 98 31,578 SH   SOLE   22,058 0 9,520
SIGMA ALDRICH COMMON STOCK USD COM 826552101 22,658 242,646 SH   SOLE   181,943 0 60,703
SIGMA DESIGNS INC COMMON STOCK COM 826565103 214 45,030 SH   SOLE   22,240 0 22,790
SIGNATURE BANK COMMON STOCK US COM 82669G104 8,104 64,530 SH   SOLE   51,446 0 13,084
SIGNET JEWELERS LTD COMMON STO COM G81276100 11,549 109,096 SH   SOLE   85,680 0 23,416
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,423 69,116 SH   SOLE   56,717 0 12,399
SILICON GRAPHICS INTERNATION C COM 82706L108 379 30,854 SH   SOLE   22,774 0 8,080
SILICON IMAGE INC COMMON STOCK COM 82705T102 474 68,693 SH   SOLE   50,253 0 18,440
SILICON LABORATORIES INC COMMO COM 826919102 3,172 60,711 SH   SOLE   48,951 0 11,760
SILVER BAY REALTY TRUST CORP COM 82735Q102 330 21,256 SH   SOLE   8,168 0 13,088
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,023 27,455 SH   SOLE   14,035 0 13,420
SIMON PROPERTY GROUP INC REIT COM 828806109 93,560 570,488 SH   SOLE   280,599 0 289,889
SIMPSON MANUFACTURING CO INC C COM 829073105 2,151 60,895 SH   SOLE   32,925 0 27,970
SINCLAIR BROADCAST GROUP A COM COM 829226109 1,818 67,097 SH   SOLE   49,127 0 17,970
SIRIUS XM HOLDINGS INC COM 82968B103 10,507 3,283,557 SH   SOLE   1,623,164 0 1,660,393
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 6,320 84,635 SH   SOLE   69,430 0 15,205
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,266 56,440 SH   SOLE   36,780 0 19,660
SIZMEK INC COM 83013P105 359 33,803 SH   SOLE   17,383 0 16,420
SJW CORP COMMON STOCK USD1.042 COM 784305104 621 21,015 SH   SOLE   11,986 0 9,029
SKECHERS USA INC CL A COMMON S COM 830566105 2,551 69,808 SH   SOLE   41,828 0 27,980
SKILLED HEALTHCARE GROU CL A C COM 83066R107 100 18,888 SH   SOLE   12,008 0 6,880
SKULLCANDY INC COM 83083J104 200 21,829 SH   SOLE   9,599 0 12,230
SKYWEST INC COMMON STOCK NPV COM 830879102 1,003 78,626 SH   SOLE   41,167 0 37,459
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 10,710 285,435 SH   SOLE   232,441 0 52,994
SL GREEN REALTY CORP REIT USD. COM 78440X101 14,324 142,362 SH   SOLE   103,651 0 38,711
SLM CORP COMMON STOCK USD.2 COM 78442P106 14,501 592,362 SH   SOLE   326,316 0 266,046
SM ENERGY CO COMMON STOCK USD. COM 78454L100 7,331 102,837 SH   SOLE   83,826 0 19,011
SMITH (A.O.) CORP COMMON STOCK COM 831865209 5,178 112,523 SH   SOLE   91,413 0 21,110
SMITH + WESSON HOLDING CORP CO COM 831756101 654 44,741 SH   SOLE   44,741 0 0
SNAP ON INC COMMON STOCK USD1. COM 833034101 9,282 81,796 SH   SOLE   46,780 0 35,016
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,294 81,367 SH   SOLE   48,679 0 32,688
SOLAR CAPITAL LTD COMMON STOCK COM 83413U100 1,231 56,532 SH   SOLE   26,112 0 30,420
SOLAR SENIOR CAPITAL LTD COMMO COM 83416M105 247 14,461 SH   SOLE   6,398 0 8,063
SOLARCITY CORP COM 83416T100 1,415 22,600 SH   SOLE   17,720 0 4,880
SOLARWINDS INC COMMON STOCK US COM 83416B109 4,303 100,929 SH   SOLE   81,913 0 19,016
SOLAZYME INC COMMON STOCK COM 83415T101 454 39,070 SH   SOLE   27,650 0 11,420
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,673 105,351 SH   SOLE   86,569 0 18,782
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,557 69,260 SH   SOLE   45,540 0 23,720
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,516 66,524 SH   SOLE   44,624 0 21,900
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,542 183,865 SH   SOLE   154,124 0 29,741
SONUS NETWORKS INC COMMON STOC COM 835916107 961 285,260 SH   SOLE   155,420 0 129,840
SONY CORP SPONSORED ADR COM 835699307 263 13,750 SH   SOLE   13,750 0 0
SOTHEBY S COMMON STOCK USD.01 COM 835898107 5,351 122,874 SH   SOLE   102,614 0 20,260
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,742 48,887 SH   SOLE   27,783 0 21,104
SOUTHERN CO COMMON STOCK USD5. COM 842587107 63,302 1,440,640 SH   SOLE   721,636 0 719,004
SOUTHERN COPPER CORP COMMON ST COM 84265V105 5,050 173,470 SH   SOLE   86,543 0 86,927
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 718 22,875 SH   SOLE   10,634 0 12,241
SOUTHWEST AIRLINES CO COMMON S COM 844741108 22,523 953,980 SH   SOLE   522,984 0 430,996
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 438 24,775 SH   SOLE   11,322 0 13,453
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,514 84,449 SH   SOLE   51,101 0 33,348
SOUTHWESTERN ENERGY CO COMMON COM 845467109 24,729 537,472 SH   SOLE   326,366 0 211,106
SOVRAN SELF STORAGE INC REIT U COM 84610H108 3,331 45,348 SH   SOLE   32,932 0 12,416
SP PLUS CORP COM 78469C103 480 18,267 SH   SOLE   10,179 0 8,088
SPANSION INC CLASS A COMMON ST COM 84649R200 1,159 66,532 SH   SOLE   30,652 0 35,880
SPARK NETWORKS INC COM COM 84651P100 75 14,251 SH   SOLE   10,051 0 4,200
SPARTAN MOTORS INC COMMON STOC COM 846819100 265 51,487 SH   SOLE   25,467 0 26,020
SPARTAN STORES INC COMMON STOC COM 846822104 1,318 56,807 SH   SOLE   28,029 0 28,778
SPARTON CORP COM COM 847235108 375 12,801 SH   SOLE   5,761 0 7,040
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 6,475 34,620 SH   SOLE   30,645 0 3,975
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 4,608 18,390 SH   SOLE   18,390 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 47,358 1,282,037 SH   SOLE   723,945 0 558,092
SPECTRANETICS CORP COMMON STOC COM 84760C107 1,206 39,789 SH   SOLE   27,542 0 12,247
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,755 22,017 SH   SOLE   16,867 0 5,150
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 713 90,944 SH   SOLE   45,084 0 45,860
SPEED COMMERCE INC. COM 84764T106 186 51,065 SH   SOLE   21,535 0 29,530
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 334 17,828 SH   SOLE   7,138 0 10,690
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 2,462 87,345 SH   SOLE   56,098 0 31,247
SPIRIT AIRLINES INC COMMON STO COM 848577102 3,322 55,918 SH   SOLE   41,878 0 14,040
SPIRIT REALTY CAPITAL INC COM 84860W102 2,515 229,032 SH   SOLE   120,423 0 108,609
SPLUNK INC COM COM 848637104 6,228 87,116 SH   SOLE   62,464 0 24,652
SPRINGLEAF HOLDING INC COM 85172J101 550 21,850 SH   SOLE   10,000 0 11,850
SPRINT CORP COMMON COM 85207U105 6,903 751,145 SH   SOLE   389,524 0 361,621
SPROUTS FARMERS MARKET INC COM 85208M102 432 11,980 SH   SOLE   8,220 0 3,760
SPS COMMERCE INC COMMON STOCK COM 78463M107 856 13,923 SH   SOLE   10,093 0 3,830
SPX CORP COMMON STOCK USD10. COM 784635104 6,272 63,794 SH   SOLE   49,103 0 14,691
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 2,092 52,275 SH   SOLE   38,425 0 13,850
ST JOE CO/THE COMMON STOCK NPV COM 790148100 904 46,943 SH   SOLE   25,984 0 20,959
ST JUDE MEDICAL INC COMMON STO COM 790849103 29,325 448,462 SH   SOLE   265,090 0 183,372
STAAR SURGICAL CO COMMON STOCK COM 852312305 599 31,885 SH   SOLE   22,005 0 9,880
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,343 55,722 SH   SOLE   23,822 0 31,900
STAGE STORES INC COMMON STOCK COM 85254C305 1,352 55,278 SH   SOLE   30,678 0 24,600
STAMPS.COM INC COMMON STOCK US COM 852857200 466 13,888 SH   SOLE   11,268 0 2,620
STANCORP FINANCIAL GROUP COMMO COM 852891100 4,067 60,881 SH   SOLE   47,694 0 13,187
STANDARD MOTOR PRODS COMMON ST COM 853666105 852 23,826 SH   SOLE   16,626 0 7,200
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,853 222,982 SH   SOLE   121,962 0 101,020
STANDEX INTERNATIONAL CORP COM COM 854231107 1,042 19,442 SH   SOLE   9,872 0 9,570
STANLEY BLACK + DECKER INC COM COM 854502101 17,320 213,196 SH   SOLE   117,232 0 95,964
STAPLES INC COMMON STOCK USD.0 COM 855030102 10,337 911,568 SH   SOLE   506,638 0 404,930
STAR SCIENTIFIC INC COMMON STO COM 85517P101 160 204,392 SH   SOLE   96,502 0 107,890
STARBUCKS CORP COMMON STOCK US COM 855244109 98,083 1,336,648 SH   SOLE   681,451 0 655,197
STARWOOD HOTELS + RESORTS COMM COM 85590A401 21,886 274,947 SH   SOLE   157,014 0 117,933
STARWOOD PROPERTY TRUST INC RE COM 85571B105 2,692 114,100 SH   SOLE   65,740 0 48,360
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 749 26,014 SH   SOLE   13,472 0 12,542
STARZ - LIBERTY CAPITAL COM 85571Q102 3,187 98,741 SH   SOLE   68,558 0 30,183
STATE AUTO FINANCIAL CORP COMM COM 855707105 546 25,632 SH   SOLE   14,362 0 11,270
STATE BANK FINANCIAL CORP COMM COM 856190103 699 39,529 SH   SOLE   17,739 0 21,790
STATE STREET CORP COMMON STOCK COM 857477103 50,516 726,320 SH   SOLE   358,210 0 368,110
STEEL DYNAMICS INC COMMON STOC COM 858119100 5,333 299,756 SH   SOLE   237,092 0 62,664
STEELCASE INC CL A COMMON STOC COM 858155203 1,805 108,641 SH   SOLE   51,421 0 57,220
STEIN MART INC COMMON STOCK US COM 858375108 513 36,584 SH   SOLE   22,305 0 14,279
STEINER LEISURE LTD COMMON STO COM P8744Y102 930 20,113 SH   SOLE   10,793 0 9,320
STELLUS CAPITAL INVESTMENT COM 858568108 210 14,632 SH   SOLE   6,392 0 8,240
STEPAN CO COMMON STOCK USD1. COM 858586100 1,818 28,154 SH   SOLE   19,324 0 8,830
STERICYCLE INC COMMON STOCK US COM 858912108 14,659 129,020 SH   SOLE   79,333 0 49,687
STERIS CORP COMMON STOCK NPV COM 859152100 5,164 108,153 SH   SOLE   89,553 0 18,600
STERLING BANCORP/DE COM 85917A100 1,724 136,194 SH   SOLE   72,293 0 63,901
STERLING CONSTRUCTION CO COMMO COM 859241101 173 19,914 SH   SOLE   9,155 0 10,759
STERLING FINL CORP/SPOKANE COM COM 859319303 1,632 48,961 SH   SOLE   24,049 0 24,912
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,755 76,563 SH   SOLE   59,141 0 17,422
STEWART INFORMATION SERVICES C COM 860372101 1,184 33,691 SH   SOLE   17,941 0 15,750
STIFEL FINANCIAL CORP COMMON S COM 860630102 4,960 99,686 SH   SOLE   51,628 0 48,058
STILLWATER MINING CO COMMON ST COM 86074Q102 2,939 198,434 SH   SOLE   111,824 0 86,610
STOCK YARDS BANCORP, INC COM 861025104 705 22,271 SH   SOLE   10,607 0 11,664
STONE ENERGY CORP COMMON STOCK COM 861642106 3,443 82,045 SH   SOLE   45,991 0 36,054
STONERIDGE INC COMMON STOCK NP COM 86183P102 368 32,788 SH   SOLE   20,130 0 12,658
STRAIGHT PATH COMM CL B COM 862578101 80 10,920 SH   SOLE   8,149 0 2,771
STRATASYS LTD COM M85548101 2,390 22,528 SH   SOLE   14,888 0 7,640
STRATEGIC HOTELS + RESORTS I R COM 86272T106 2,461 241,521 SH   SOLE   159,621 0 81,900
STRAYER EDUCATION INC COMMON S COM 863236105 552 11,880 SH   SOLE   8,596 0 3,284
STRYKER CORP COMMON STOCK USD. COM 863667101 52,220 640,970 SH   SOLE   361,630 0 279,340
STURM RUGER + CO INC COMMON ST COM 864159108 2,421 40,490 SH   SOLE   40,490 0 0
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 92 12,881 SH   SOLE   8,711 0 4,170
SUFFOLK BANCORP COMMON STOCK U COM 864739107 313 14,047 SH   SOLE   6,167 0 7,880
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 907 104,896 SH   SOLE   104,896 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 906 97,591 SH   SOLE   37,201 0 60,390
SUN BANCORP INC NJ COMMON STOC COM 86663B102 167 49,718 SH   SOLE   22,388 0 27,330
SUN COMMUNITIES INC REIT USD.0 COM 866674104 1,629 36,123 SH   SOLE   23,403 0 12,720
SUN HYDRAULICS CORP COMMON STO COM 866942105 1,026 23,699 SH   SOLE   16,499 0 7,200
SUN LIFE FINL SVCS ADR COM 866796105 250 7,230 SH   SOLE   7,230 0 0
SUNCOKE ENERGY INC COM 86722A103 2,474 108,323 SH   SOLE   56,710 0 51,613
SUNCOR ENERGY INC COM 867224107 734 20,990 SH   SOLE   20,990 0 0
SUNEDISON INC COM 86732Y109 8,472 449,674 SH   SOLE   369,064 0 80,610
SUNESIS PHARMACEUTICALS INC CO COM 867328601 182 27,586 SH   SOLE   18,686 0 8,900
SUNPOWER CORP CL A COM COM 867652406 1,311 40,642 SH   SOLE   29,732 0 10,910
SUNSTONE HOTEL INVESTORS INC R COM 867892101 3,702 269,611 SH   SOLE   127,691 0 141,920
SUNTRUST BANKS INC COMMON STOC COM 867914103 28,512 716,564 SH   SOLE   390,789 0 325,775
SUPER MICRO COMPUTER INC COMMO COM 86800U104 787 45,322 SH   SOLE   23,572 0 21,750
SUPERIOR ENERGY SERVICES INC C COM 868157108 7,249 235,679 SH   SOLE   171,475 0 64,204
SUPERIOR INDUSTRIES INTL COMMO COM 868168105 754 36,798 SH   SOLE   18,622 0 18,176
SUPERNUS PHARMACEUTICAL COM COM 868459108 110 12,302 SH   SOLE   8,582 0 3,720
SUPERTEX INC COMMON STOCK NPV COM 868532102 497 15,083 SH   SOLE   7,313 0 7,770
SUPERVALU INC COMMON STOCK USD COM 868536103 2,336 341,486 SH   SOLE   255,486 0 86,000
SUPPORT.COM INC COMMON STOCK U COM 86858W101 104 40,898 SH   SOLE   28,890 0 12,008
SURGICAL CARE AFFILIATES INC COM 86881L106 228 7,400 SH   SOLE   2,100 0 5,300
SURMODICS INC COMMON STOCK USD COM 868873100 378 16,726 SH   SOLE   12,556 0 4,170
SUSQUEHANNA BANCSHARES INC COM COM 869099101 3,482 305,744 SH   SOLE   170,836 0 134,908
SUSSER HOLDINGS CORP COMMON ST COM 869233106 1,011 16,177 SH   SOLE   12,167 0 4,010
SVB FINANCIAL GROUP COMMON STO COM 78486Q101 8,253 64,087 SH   SOLE   49,839 0 14,248
SWIFT ENERGY CO COMMON STOCK U COM 870738101 692 64,273 SH   SOLE   33,203 0 31,070
SWIFT TRANSPORTATION CO COMMON COM 87074U101 2,048 82,729 SH   SOLE   58,019 0 24,710
SWISHER HYGIENE INC COMMON STO COM 870808102 62 136,914 SH   SOLE   61,384 0 75,530
SWS GROUP INC COMMON STOCK USD COM 78503N107 324 43,253 SH   SOLE   21,343 0 21,910
SYKES ENTERPRISES INC COMMON S COM 871237103 1,209 60,867 SH   SOLE   30,576 0 30,291
SYMANTEC CORP COMMON STOCK USD COM 871503108 21,242 1,063,682 SH   SOLE   613,693 0 449,989
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SYNAGEVA BIOPHARMA CORP COM COM 87159A103 1,419 17,097 SH   SOLE   12,487 0 4,610
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SYNOPSYS INC COMMON STOCK USD. COM 871607107 8,062 209,902 SH   SOLE   165,204 0 44,698
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SYNUTRA INTERNATIONAL INC COMM COM 87164C102 98 14,636 SH   SOLE   9,836 0 4,800
SYSCO CORP COMMON STOCK USD1. COM 871829107 39,378 1,089,910 SH   SOLE   574,406 0 515,504
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TABLEAU SOFTWARE INC COM 87336U105 534 7,021 SH   SOLE   4,932 0 2,089
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TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 2,157 98,365 SH   SOLE   74,455 0 23,910
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TAMINCO CORP COM COM 87509U106 285 13,587 SH   SOLE   9,007 0 4,580
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TARGET CORP COMMON STOCK USD.0 COM 87612E106 74,295 1,227,810 SH   SOLE   678,771 0 549,039
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TCF FINANCIAL CORP COMMON STOC COM 872275102 3,649 219,040 SH   SOLE   173,032 0 46,008
TCP CAP CORP COM COM 87238Q103 635 38,393 SH   SOLE   14,113 0 24,280
TD AMERITRADE HOLDING CORP COM COM 87236Y108 5,890 173,499 SH   SOLE   102,790 0 70,709
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TEAM INC COMMON STOCK USD.3 COM 878155100 828 19,312 SH   SOLE   14,492 0 4,820
TEARLAB CORP COM COM 878193101 143 21,119 SH   SOLE   14,879 0 6,240
TECH DATA CORP COMMON STOCK US COM 878237106 3,197 52,446 SH   SOLE   40,146 0 12,300
TECHNE CORP COMMON STOCK USD.0 COM 878377100 8,666 101,512 SH   SOLE   90,597 0 10,915
TECHTARGET COMMON STOCK USD.00 COM 87874R100 115 15,899 SH   SOLE   8,089 0 7,810
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TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,393 24,775 SH   SOLE   13,618 0 11,157
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TEJON RANCH CO COMMON STOCK US COM 879080109 572 16,902 SH   SOLE   11,672 0 5,230
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TELECOMMUNICATION SYSTEMS A CO COM 87929J103 118 51,097 SH   SOLE   26,870 0 24,227
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 4,910 50,444 SH   SOLE   36,047 0 14,397
TELEFLEX INC COMMON STOCK USD1 COM 879369106 6,251 58,289 SH   SOLE   45,687 0 12,602
TELEFONICA SA ADR COM 879382208 870 55,120 SH   SOLE   55,120 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 130 21,755 SH   SOLE   9,915 0 11,840
TELEPHONE AND DATA SYSTEMS COM COM 879433829 3,321 126,699 SH   SOLE   102,352 0 24,347
TELETECH HOLDINGS INC COMMON S COM 879939106 800 32,643 SH   SOLE   22,513 0 10,130
TELUS CORP ADR COM 87971M103 291 8,100 SH   SOLE   8,100 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 4,702 92,788 SH   SOLE   75,871 0 16,917
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TENET HEALTHCARE CORP COMMON S COM 88033G407 5,921 138,318 SH   SOLE   90,959 0 47,359
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TENNECO INC COMMON STOCK USD.0 COM 880349105 3,731 64,255 SH   SOLE   45,985 0 18,270
TERADATA CORP COMMON STOCK USD COM 88076W103 12,122 246,434 SH   SOLE   150,872 0 95,562
TERADYNE INC COMMON STOCK USD. COM 880770102 5,026 252,705 SH   SOLE   199,517 0 53,188
TEREX CORP COMMON STOCK USD.01 COM 880779103 8,484 191,521 SH   SOLE   119,478 0 72,043
TERRENO REALTY CORP REIT USD.0 COM 88146M101 549 29,018 SH   SOLE   10,268 0 18,750
TERRITORIAL BANCORP INC COMMON COM 88145X108 276 12,770 SH   SOLE   5,800 0 6,970
TESARO INC COM COM 881569107 332 11,276 SH   SOLE   7,836 0 3,440
TESCO CORP COMMON STOCK NPV COM 88157K101 937 50,646 SH   SOLE   24,866 0 25,780
TESLA MOTORS INC COMMON STOCK COM 88160R101 14,379 68,979 SH   SOLE   47,776 0 21,203
TESORO CORP COMMON STOCK USD.1 COM 881609101 9,271 183,249 SH   SOLE   100,716 0 82,533
TESSCO TECHNOLOGIES COM COM 872386107 243 6,517 SH   SOLE   2,827 0 3,690
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 1,959 82,886 SH   SOLE   44,504 0 38,382
TETRA TECH INC COMMON STOCK US COM 88162G103 3,072 103,805 SH   SOLE   59,425 0 44,380
TETRA TECHNOLOGIES INC COMMON COM 88162F105 1,536 120,001 SH   SOLE   61,138 0 58,863
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 114 10,453 SH   SOLE   6,653 0 3,800
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TEXAS INSTRUMENTS INC COMMON S COM 882508104 95,921 2,034,371 SH   SOLE   1,116,112 0 918,259
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TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 1,038 27,126 SH   SOLE   15,256 0 11,870
TEXTRON INC COMMON STOCK USD.1 COM 883203101 13,430 341,809 SH   SOLE   197,777 0 144,032
TFS FINANCIAL CORP COMMON STOC COM 87240R107 577 46,385 SH   SOLE   28,331 0 18,054
TG THERAPEUTICS INC COM 88322Q108 73 10,626 SH   SOLE   7,306 0 3,320
TGC INDS INC COM NEW COM 872417308 71 11,936 SH   SOLE   7,771 0 4,165
THE WHITEWAVE FOODS CO. CLASS COM 966244105 7,494 262,563 SH   SOLE   195,372 0 67,191
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THERAVANCE INC COMMON STOCK US COM 88338T104 1,996 64,522 SH   SOLE   43,682 0 20,840
THERMO FISHER SCIENTIFIC INC C COM 883556102 69,177 575,323 SH   SOLE   298,642 0 276,681
THERMON GROUP HOLDINGS INC COM COM 88362T103 531 22,906 SH   SOLE   16,436 0 6,470
THIRD POINT REINSURANCE LTD COM G8827U100 279 17,600 SH   SOLE   3,500 0 14,100
THL CREDIT INC COMMON STOCK COM 872438106 550 39,873 SH   SOLE   16,883 0 22,990
THOMSON REUTERS CORP COMMON ST COM 884903105 11,359 332,129 SH   SOLE   164,432 0 167,697
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THORATEC CORP COMMON STOCK NPV COM 885175307 3,416 95,398 SH   SOLE   78,778 0 16,620
THRESHOLD PHARMACEUTICALS COM COM 885807206 189 39,633 SH   SOLE   27,193 0 12,440
TIBCO SOFTWARE INC COMMON STOC COM 88632Q103 4,945 243,332 SH   SOLE   196,194 0 47,138
TICC CAPITAL CORP COMMON STOCK COM 87244T109 642 65,632 SH   SOLE   30,266 0 35,366
TIDEWATER INC COMMON STOCK USD COM 886423102 3,407 70,080 SH   SOLE   52,215 0 17,865
TIFFANY + CO COMMON STOCK USD. COM 886547108 19,864 230,572 SH   SOLE   164,691 0 65,881
TILE SHOP HLDGS INC COM 88677Q109 232 14,989 SH   SOLE   10,569 0 4,420
TIME WARNER CABLE COMMON STOCK COM 88732J207 66,605 485,527 SH   SOLE   245,006 0 240,521
TIME WARNER INC COMMON STOCK U COM 887317303 97,404 1,490,954 SH   SOLE   739,939 0 751,015
TIMKEN CO COMMON STOCK NPV COM 887389104 6,932 117,925 SH   SOLE   88,768 0 29,157
TITAN INTERNATIONAL INC COMMON COM 88830M102 1,317 69,371 SH   SOLE   48,246 0 21,125
TITAN MACHINERY INC COMMON STO COM 88830R101 349 22,269 SH   SOLE   10,559 0 11,710
TIVO INC COMMON STOCK USD.001 COM 888706108 2,063 155,963 SH   SOLE   89,673 0 66,290
TJX COMPANIES INC COMMON STOCK COM 872540109 83,690 1,379,879 SH   SOLE   780,583 0 599,296
TOLL BROTHERS INC COMMON STOCK COM 889478103 7,965 221,859 SH   SOLE   174,928 0 46,931
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,104 22,539 SH   SOLE   10,804 0 11,735
TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,679 56,087 SH   SOLE   49,092 0 6,994
TORCHMARK CORP COMMON STOCK US COM 891027104 11,819 150,180 SH   SOLE   95,967 0 54,213
TORNIER NV COMMON STOCK COM N87237108 679 31,987 SH   SOLE   14,237 0 17,750
TORO CO COMMON STOCK USD1. COM 891092108 3,607 57,081 SH   SOLE   41,301 0 15,780
TORONTO DOMINION COM COM 891160509 1,095 23,320 SH   SOLE   23,320 0 0
TOTAL SA-SPON ADR COM 89151E109 3,090 47,100 SH   SOLE   47,100 0 0
TOTAL SYSTEM SERVICES INC COMM COM 891906109 10,469 344,258 SH   SOLE   247,306 0 96,952
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TOWERS WATSON + CO CL A COMMON COM 891894107 10,247 89,846 SH   SOLE   70,441 0 19,405
TOWERSTREAM CORP COMMON STOCK COM 892000100 127 53,915 SH   SOLE   37,525 0 16,390
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TOYOTA MOTOR CORP ADR COM 892331307 2,288 20,270 SH   SOLE   20,270 0 0
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TRANS WORLD ENTMT CORP COM COM 89336Q100 38 10,581 SH   SOLE   5,631 0 4,950
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TRANSDIGM GROUP INC COMMON STO COM 893641100 8,374 45,217 SH   SOLE   30,719 0 14,498
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TRC COS INC COMMON STOCK USD.1 COM 872625108 130 19,558 SH   SOLE   8,648 0 10,910
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TREX COMPANY INC COMMON STOCK COM 89531P105 1,259 17,209 SH   SOLE   13,079 0 4,130
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TRIANGLE CAPITAL CORP COMMON S COM 895848109 968 37,376 SH   SOLE   18,749 0 18,627
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TRIMBLE NAVIGATION LTD COMMON COM 896239100 15,274 392,962 SH   SOLE   323,940 0 69,022
TRINITY INDUSTRIES INC COMMON COM 896522109 7,948 110,278 SH   SOLE   85,494 0 24,784
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TRIPLE S MANAGEMENT CORP B COM COM 896749108 500 31,005 SH   SOLE   15,425 0 15,580
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TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,430 48,867 SH   SOLE   37,147 0 11,720
TRULIA INC COM 897888103 824 24,808 SH   SOLE   18,172 0 6,636
TRUSTCO BANK CORP NY COMMON ST COM 898349105 986 140,098 SH   SOLE   71,508 0 68,590
TRUSTMARK CORP COMMON STOCK NP COM 898402102 4,340 171,214 SH   SOLE   123,454 0 47,760
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 6,342 77,697 SH   SOLE   43,122 0 34,575
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 692 81,943 SH   SOLE   41,223 0 40,720
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TUMI HODINGD INC COM COM 89969Q104 920 40,663 SH   SOLE   29,193 0 11,470
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TW TELECOM INC COMMON STOCK US COM 87311L104 8,118 259,699 SH   SOLE   218,384 0 41,315
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TWITTER INC COM 90184L102 3,800 81,420 SH   SOLE   40,140 0 41,280
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,069 201,895 SH   SOLE   120,725 0 81,170
TYCO INTERNATIONAL LTD COMMON COM H89128104 15,669 369,546 SH   SOLE   226,176 0 143,370
TYLER TECHNOLOGIES INC COMMON COM 902252105 3,779 45,160 SH   SOLE   33,779 0 11,381
TYSON FOODS INC CL A COMMON ST COM 902494103 16,324 370,921 SH   SOLE   202,587 0 168,334
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UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
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UGI CORP COMMON STOCK NPV COM 902681105 7,023 153,977 SH   SOLE   121,091 0 32,886
UIL HOLDINGS CORP COMMON STOCK COM 902748102 3,263 88,653 SH   SOLE   49,217 0 39,436
ULTA SALON COSMETICS + FRAGR C COM 90384S303 5,280 54,161 SH   SOLE   35,953 0 18,208
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UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,205 62,101 SH   SOLE   32,093 0 30,008
UNITED COMMUNITY FINL COM COM 909839102 227 58,033 SH   SOLE   21,764 0 36,269
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UNITED PARCEL SERVICE CL B COM COM 911312106 123,088 1,263,998 SH   SOLE   641,613 0 622,385
UNITED RENTALS INC COMMON STOC COM 911363109 13,715 144,455 SH   SOLE   118,277 0 26,178
UNITED STATES STEEL CORP COMMO COM 912909108 5,213 188,807 SH   SOLE   105,261 0 83,546
UNITED STATIONERS INC COMMON S COM 913004107 2,941 71,610 SH   SOLE   40,780 0 30,830
UNITED TECHNOLOGIES CORP COMMO COM 913017109 175,487 1,501,942 SH   SOLE   817,917 0 684,025
UNITED THERAPEUTICS CORP COMMO COM 91307C102 7,112 75,631 SH   SOLE   62,577 0 13,054
UNITEDHEALTH GROUP INC COMMON COM 91324P102 149,476 1,823,103 SH   SOLE   952,601 0 870,502
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UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,308 41,005 SH   SOLE   29,365 0 11,640
UNIVERSAL ELECTRONICS INC COMM COM 913483103 791 20,617 SH   SOLE   11,387 0 9,230
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UNIVERSAL HEALTH SERVICES B CO COM 913903100 10,784 131,398 SH   SOLE   106,279 0 25,119
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 470 36,969 SH   SOLE   20,459 0 16,510
UNIVERSAL STAINLESS + ALLOY CO COM 913837100 290 8,583 SH   SOLE   3,863 0 4,720
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 429 33,091 SH   SOLE   16,426 0 16,665
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 489 23,819 SH   SOLE   10,169 0 13,650
UNS ENERGY CORP COM 903119105 4,416 73,557 SH   SOLE   45,111 0 28,446
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 12,461 352,890 SH   SOLE   193,875 0 159,015
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UR ENERGY INC COMMON STOCK COM 91688R108 213 137,533 SH   SOLE   66,073 0 71,460
URANIUM ENERGY CORP COMMON STO COM 916896103 94 70,879 SH   SOLE   50,449 0 20,430
URBAN OUTFITTERS INC COMMON ST COM 917047102 6,056 166,049 SH   SOLE   102,097 0 63,952
URS CORP COMMON STOCK USD.01 COM 903236107 4,845 102,946 SH   SOLE   79,176 0 23,770
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UTI WORLDWIDE INC COMMON STOCK COM G87210103 1,659 156,631 SH   SOLE   117,121 0 39,510
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VAIL RESORTS INC COMMON STOCK COM 91879Q109 2,851 40,900 SH   SOLE   30,150 0 10,750
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VALLEY NATIONAL BANCORP COMMON COM 919794107 2,877 276,382 SH   SOLE   222,311 0 54,071
VALMONT INDUSTRIES COMMON STOC COM 920253101 6,074 40,810 SH   SOLE   33,414 0 7,396
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VANTIVE CORP COM COM 92210H105 1,913 63,287 SH   SOLE   45,218 0 18,069
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 14,093 167,793 SH   SOLE   103,707 0 64,086
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VEECO INSTRUMENTS INC COMMON S COM 922417100 2,649 63,171 SH   SOLE   37,656 0 25,515
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VERINT SYSTEMS INC COMMON STOC COM 92343X100 2,365 50,403 SH   SOLE   36,781 0 13,622
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VERISK ANALYTICS INC CLASS A C COM 92345Y106 7,588 126,557 SH   SOLE   86,692 0 39,865
VERIZON COMMUNICATIONS INC COM COM 92343V104 347,263 7,300,041 SH   SOLE   3,812,083 0 3,487,958
VERTEX PHARMACEUTICALS INC COM COM 92532F100 25,248 357,011 SH   SOLE   214,323 0 142,688
VF CORP COMMON STOCK USD1. COM 918204108 32,419 523,902 SH   SOLE   325,920 0 197,982
VIACOM INC CLASS B COMMON STOC COM 92553P201 62,506 735,453 SH   SOLE   368,657 0 366,796
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 758 31,526 SH   SOLE   16,426 0 15,100
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,314 48,007 SH   SOLE   36,827 0 11,180
VICAL INC COMMON STOCK USD.01 COM 925602104 84 65,112 SH   SOLE   43,734 0 21,378
VICOR CORP COMMON STOCK USD.01 COM 925815102 291 28,524 SH   SOLE   13,254 0 15,270
VIEWPOINT FINANCIAL GROUP COMM COM 92672A101 1,615 55,970 SH   SOLE   29,316 0 26,654
VILLAGE SUPER MARKET CLASS A C COM 927107409 234 8,852 SH   SOLE   4,182 0 4,670
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VIRNETX HOLDING CORP COMMON ST COM 92823T108 598 42,199 SH   SOLE   29,019 0 13,180
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,580 9,126 SH   SOLE   7,206 0 1,920
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 754 22,508 SH   SOLE   17,121 0 5,387
VISA INC CLASS A SHARES COMMON COM 92826C839 195,831 907,212 SH   SOLE   466,168 0 441,044
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,654 178,358 SH   SOLE   139,847 0 38,511
VISHAY PRECISION GROUP COMMON COM 92835K103 277 15,957 SH   SOLE   6,892 0 9,065
VISTAPRINT NV COMMON STOCK USD COM N93540107 1,570 31,903 SH   SOLE   24,193 0 7,710
VISTEON CORP COMMON STOCK COM 92839U206 3,705 41,893 SH   SOLE   27,232 0 14,661
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VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,692 35,616 SH   SOLE   27,436 0 8,180
VIVUS INC COMMON STOCK USD.001 COM 928551100 708 119,145 SH   SOLE   87,005 0 32,140
VMWARE INC CLASS A COMMON STOC COM 928563402 10,064 93,172 SH   SOLE   47,210 0 45,962
VOCERA COMMUNICATIONS INC COM COM 92857F107 308 18,863 SH   SOLE   12,423 0 6,440
VOCUS INC COMMON STOCK USD.01 COM 92858J108 342 25,637 SH   SOLE   12,077 0 13,560
VODAFONE GROUP PLC ADR COM 92857W308 1,436 39,007 SH   SOLE   39,007 0 0
VOLCANO CORP COMMON STOCK USD. COM 928645100 1,041 52,791 SH   SOLE   37,701 0 15,090
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 905 211,950 SH   SOLE   96,250 0 115,700
VORNADO REALTY TRUST REIT USD. COM 929042109 25,717 260,928 SH   SOLE   138,041 0 122,887
VOXX INTERNATIONAL CORPORATION COM 91829F104 401 29,328 SH   SOLE   13,348 0 15,980
VOYA FINANACIAL INC COM 929089100 1,540 42,455 SH   SOLE   25,535 0 16,920
VRINGO INC COM COM 92911N104 266 76,713 SH   SOLE   36,733 0 39,980
VSE CORP COMMON STOCK USD.05 COM 918284100 263 4,992 SH   SOLE   2,132 0 2,860
VULCAN MATERIALS CO COMMON STO COM 929160109 11,445 172,231 SH   SOLE   95,518 0 76,713
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WABASH NATIONAL CORP COMMON ST COM 929566107 1,274 92,592 SH   SOLE   43,992 0 48,600
WABCO HOLDINGS INC COMMON STOC COM 92927K102 5,606 53,104 SH   SOLE   33,730 0 19,374
WABTEC CORP COMMON STOCK USD.0 COM 929740108 13,682 176,541 SH   SOLE   145,357 0 31,184
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WAGEWORKS INC COM COM 930427109 1,521 27,107 SH   SOLE   21,217 0 5,890
WAL MART STORES INC COMMON STO COM 931142103 216,840 2,837,104 SH   SOLE   1,519,916 0 1,317,188
WALGREEN CO COMMON STOCK USD.0 COM 931422109 109,571 1,659,408 SH   SOLE   890,313 0 769,095
WALKER + DUNLOP INC COMMON STO COM 93148P102 359 21,978 SH   SOLE   10,698 0 11,280
WALT DISNEY CO/THE COMMON STOC COM 254687106 231,361 2,889,488 SH   SOLE   1,445,886 0 1,443,602
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WALTER INVESTMENT MANAGEMENT R COM 93317W102 1,601 53,655 SH   SOLE   27,297 0 26,358
WARREN RESOURCES INC COMMON ST COM 93564A100 466 97,099 SH   SOLE   43,889 0 53,210
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WASHINGTON FEDERAL INC COMMON COM 938824109 3,250 139,502 SH   SOLE   109,649 0 29,853
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WATSCO INC COMMON STOCK USD.5 COM 942622200 4,701 47,052 SH   SOLE   40,402 0 6,650
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,775 47,280 SH   SOLE   27,310 0 19,970
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WD 40 CO COMMON STOCK USD.001 COM 929236107 2,282 29,417 SH   SOLE   23,817 0 5,600
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WEB.COM GROUP INC COMMON STOCK COM 94733A104 1,411 41,466 SH   SOLE   31,056 0 10,410
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,407 33,975 SH   SOLE   23,337 0 10,638
WEBSTER FINANCIAL CORP COMMON COM 947890109 6,386 205,611 SH   SOLE   137,141 0 68,470
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WELLCARE HEALTH PLANS INC COMM COM 94946T106 6,265 98,633 SH   SOLE   66,793 0 31,840
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WELLS FARGO + CO COMMON STOCK COM 949746101 404,050 8,123,234 SH   SOLE   3,983,373 0 4,139,861
WENDY S CO/THE COMMON STOCK US COM 95058W100 3,629 397,925 SH   SOLE   303,576 0 94,349
WERNER ENTERPRISES INC COMMON COM 950755108 3,062 120,013 SH   SOLE   91,873 0 28,140
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,159 36,426 SH   SOLE   17,592 0 18,834
WESCO AIRCRAFT HOLDINGS INC COM 950814103 1,138 51,721 SH   SOLE   23,661 0 28,060
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WEST CORP COM COM 952355204 504 21,049 SH   SOLE   12,709 0 8,340
WEST MARINE INC COMMON STOCK U COM 954235107 271 23,811 SH   SOLE   10,386 0 13,425
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WESTAMERICA BANCORPORATION COM COM 957090103 4,223 78,082 SH   SOLE   56,820 0 21,262
WESTAR ENERGY INC COMMON STOCK COM 95709T100 6,239 177,437 SH   SOLE   141,771 0 35,666
WESTELL TECHNOLOGIES INC A COM COM 957541105 199 54,043 SH   SOLE   23,983 0 30,060
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WESTERN ASSET MTG CAP CORP COM 95790D105 494 31,614 SH   SOLE   15,350 0 16,264
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WESTERN REFINING INC COMMON ST COM 959319104 2,781 72,058 SH   SOLE   45,638 0 26,420
WESTERN UNION CO COMMON STOCK COM 959802109 17,470 1,067,831 SH   SOLE   727,261 0 340,570
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WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,352 35,534 SH   SOLE   26,394 0 9,140
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WEX INC COM 96208T104 6,763 71,154 SH   SOLE   60,454 0 10,700
WEYCO GROUP INC COMMON STOCK U COM 962149100 249 9,232 SH   SOLE   3,472 0 5,760
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WGL HOLDINGS INC COMMON STOCK COM 92924F106 4,460 111,345 SH   SOLE   73,769 0 37,576
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WHITE MOUNTAINS INSURANCE GP C COM G9618E107 2,502 4,171 SH   SOLE   2,156 0 2,015
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WHITING PETROLEUM CORP COMMON COM 966387102 5,624 81,054 SH   SOLE   47,334 0 33,720
WHOLE FOODS MARKET INC COMMON COM 966837106 28,614 564,269 SH   SOLE   334,423 0 229,846
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WILLIAMS COS INC COMMON STOCK COM 969457100 47,752 1,176,742 SH   SOLE   601,438 0 575,304
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WINDSTREAM HOLDINGS INC COM 97382A101 7,184 871,824 SH   SOLE   538,298 0 333,526
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WINTRUST FINANCIAL CORP COMMON COM 97650W108 3,659 75,196 SH   SOLE   43,681 0 31,515
WISCONSIN ENERGY CORP COMMON S COM 976657106 16,162 347,186 SH   SOLE   211,089 0 136,097
WISDOMTREE INVTS INC COM COM 97717P104 1,173 89,423 SH   SOLE   66,413 0 23,010
WOLVERINE WORLD WIDE INC COMMO COM 978097103 3,873 135,662 SH   SOLE   107,372 0 28,290
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WORLD FUEL SERVICES CORP COMMO COM 981475106 4,444 100,772 SH   SOLE   80,509 0 20,263
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WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 15,270 208,522 SH   SOLE   119,553 0 88,969
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XCEL ENERGY INC COMMON STOCK U COM 98389B100 23,540 775,364 SH   SOLE   482,387 0 292,977
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XEROX CORP COMMON STOCK USD1. COM 984121103 13,558 1,199,799 SH   SOLE   599,139 0 600,660
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XOMA CORP COM 98419J107 367 70,448 SH   SOLE   47,088 0 23,360
XPO LOGISTICS INC COM COM 983793100 1,333 45,334 SH   SOLE   18,494 0 26,840
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YADKIN FINANCIAL CORPORATION COM 984305102 377 17,629 SH   SOLE   7,849 0 9,780
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YORK WATER CO COMMON STOCK NPV COM 987184108 245 12,011 SH   SOLE   7,421 0 4,590
YRC WORLDWIDE INC COM 984249607 565 25,120 SH   SOLE   8,650 0 16,470
YUM BRANDS INC COMMON STOCK N COM 988498101 55,350 734,187 SH   SOLE   384,430 0 349,757
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ZALE CORP COMMON STOCK USD.01 COM 988858106 1,054 50,403 SH   SOLE   25,793 0 24,610
ZAZA ENERGY CORP COM 98919T100 24 31,909 SH   SOLE   20,799 0 11,110
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 5,224 75,267 SH   SOLE   58,294 0 16,973
ZELTIQ AESTHETICS INC COM 98933Q108 286 14,608 SH   SOLE   10,378 0 4,230
ZEP INC COMMON STOCK USD.01 COM 98944B108 535 30,252 SH   SOLE   17,442 0 12,810
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ZIMMER HOLDINGS INC COMMON STO COM 98956P102 22,576 238,694 SH   SOLE   130,739 0 107,955
ZIONS BANCORPORATION COMMON ST COM 989701107 7,665 247,407 SH   SOLE   136,768 0 110,639
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 278 60,639 SH   SOLE   41,439 0 19,200
ZIX CORP COMMON STOCK USD.01 COM 98974P100 203 49,076 SH   SOLE   38,396 0 10,680
ZOETIS INC COM COM 98978V103 24,179 835,478 SH   SOLE   453,305 0 382,173
ZOGENIX INC COM 98978L105 187 65,896 SH   SOLE   42,566 0 23,330
ZULILY INC-CL A COM 989774104 486 9,690 SH   SOLE   4,760 0 4,930
ZUMIEZ INC COMMON STOCK NPV COM 989817101 611 25,223 SH   SOLE   18,533 0 6,690
ZYGO CORP COMMON STOCK USD.1 COM 989855101 348 22,927 SH   SOLE   9,567 0 13,360
ZYNGA INC CL A COM 98986T108 1,419 330,003 SH   SOLE   199,410 0 130,593