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 353 48,000 SH   SOLE   48,000 0 0
HSBC HOLDINGS PLC ADR ADR 404280406 3,182 57,714 SH   SOLE   57,714 0 0
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 158 29,244 SH   SOLE   15,234 0 14,010
1ST SOURCE CORP COMMON STOCK N COM 336901103 987 30,901 SH   SOLE   17,627 0 13,274
1ST UNITED BANCORP INC/NORTH C COM 33740N105 282 37,039 SH   SOLE   15,299 0 21,740
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 14,384 154,785 SH   SOLE   124,375 0 30,410
3M CO COMMON STOCK USD.01 COM 88579Y101 199,383 1,421,628 SH   SOLE   664,753 0 756,875
8X8 INC COMMON STOCK USD.001 COM 282914100 687 67,604 SH   SOLE   46,324 0 21,280
AAON INC COMMON STOCK USD.004 COM 000360206 1,258 39,382 SH   SOLE   24,260 0 15,122
AAR CORP COMMON STOCK USD1. COM 000361105 2,062 73,614 SH   SOLE   40,303 0 33,311
AARON S INC COMMON STOCK USD.5 COM 002535300 3,300 112,261 SH   SOLE   84,733 0 27,528
ABAXIS INC COMMON STOCK NPV COM 002567105 1,200 29,990 SH   SOLE   22,350 0 7,640
ABB LTD ADR COM 000375204 722 27,200 SH   SOLE   27,200 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 105,290 2,746,926 SH   SOLE   1,330,265 0 1,416,661
ABBVIE INC. COM 00287Y109 152,065 2,879,474 SH   SOLE   1,458,125 0 1,421,349
ABERCROMBIE + FITCH CO CL A CO COM 002896207 3,492 106,108 SH   SOLE   83,229 0 22,879
ABIOMED INC COMMON STOCK USD.0 COM 003654100 1,406 52,596 SH   SOLE   41,456 0 11,140
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,228 112,897 SH   SOLE   70,931 0 41,966
ABRAXAS PETROLEUM CORP COMMON COM 003830106 424 129,156 SH   SOLE   105,826 0 23,330
ACACIA RESEARCH ACACIA TEC T COM 003881307 915 62,921 SH   SOLE   30,141 0 32,780
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 1,639 34,622 SH   SOLE   24,482 0 10,140
ACADIA PHARMACEUTICALS COM COM 004225108 1,637 65,497 SH   SOLE   54,617 0 10,880
ACADIA REALTY TRUST REIT USD.0 COM 004239109 2,357 94,923 SH   SOLE   54,128 0 40,795
ACCELRYS INC COMMON STOCK USD. COM 00430U103 739 77,489 SH   SOLE   33,089 0 44,400
ACCENTURE PLC CL A COMMON STOC COM G1151C101 95,470 1,161,153 SH   SOLE   657,267 0 503,886
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,057 157,221 SH   SOLE   68,467 0 88,754
ACCRETIVE HEALTH INC COMMON ST COM 00438V103 498 54,360 SH   SOLE   35,310 0 19,050
ACCURAY INC COMMON STOCK USD.0 COM 004397105 603 69,254 SH   SOLE   46,535 0 22,719
ACCURIDE CORP COMMON STOCK COM 00439T206 151 40,491 SH   SOLE   23,551 0 16,940
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 65,368 631,392 SH   SOLE   362,031 0 269,361
ACELRX PHARMACEUTICALS COM COM 00444T100 208 18,414 SH   SOLE   12,314 0 6,100
ACETO CORP COMMON STOCK USD.01 COM 004446100 864 34,535 SH   SOLE   15,745 0 18,790
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 278 83,630 SH   SOLE   56,150 0 27,480
ACI WORLDWIDE INC COMMON STOCK COM 004498101 5,084 78,220 SH   SOLE   64,046 0 14,174
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,465 50,172 SH   SOLE   35,882 0 14,290
ACORN FACTOR INC COM COM 004848107 64 15,714 SH   SOLE   10,504 0 5,210
ACTAVIS PLC COM G0083B108 39,757 236,648 SH   SOLE   146,207 0 90,441
ACTIVISION BLIZZARD INC COMMON COM 00507V109 4,405 247,042 SH   SOLE   137,723 0 109,319
ACTUANT CORP A COMMON STOCK US COM 00508X203 4,974 135,766 SH   SOLE   78,264 0 57,502
ACTUATE CORP COMMON STOCK USD. COM 00508B102 345 44,799 SH   SOLE   29,889 0 14,910
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 8,858 81,031 SH   SOLE   66,588 0 14,443
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 5,807 157,028 SH   SOLE   107,148 0 49,880
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 48,797 814,921 SH   SOLE   409,783 0 405,138
ADT CORP COM 00101J106 11,542 285,207 SH   SOLE   157,204 0 128,003
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 4,243 157,095 SH   SOLE   126,535 0 30,560
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 12,709 114,824 SH   SOLE   93,922 0 20,902
ADVANCED EMISSION SOLUTIONS IN COM 00770C101 479 8,825 SH   SOLE   5,915 0 2,910
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,143 50,018 SH   SOLE   35,937 0 14,081
ADVANCED MICRO DEVICES COMMON COM 007903107 3,966 1,024,709 SH   SOLE   730,768 0 293,941
ADVENT SOFTWARE INC COMMON STO COM 007974108 2,551 72,909 SH   SOLE   60,529 0 12,380
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,839 44,587 SH   SOLE   32,667 0 11,920
AECOM TECHNOLOGY CORP COMMON S COM 00766T100 4,309 146,413 SH   SOLE   115,630 0 30,783
AEGERION PHARMACEUTICALS INC C COM 00767E102 2,145 30,224 SH   SOLE   21,214 0 9,010
AEGION CORP COM 00770F104 1,365 62,350 SH   SOLE   33,586 0 28,764
AEGON, N.V. COM 007924103 258 27,251 SH   SOLE   27,251 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 254 4,808 SH   SOLE   2,748 0 2,060
AEROFLEX HOLDING CORP COMMON S COM 007767106 165 25,444 SH   SOLE   11,244 0 14,200
AEROPOSTALE INC COMMON STOCK U COM 007865108 828 91,078 SH   SOLE   60,648 0 30,430
AEROVIRONMENT INC COMMON STOCK COM 008073108 872 29,932 SH   SOLE   13,652 0 16,280
AES CORP COMMON STOCK USD.01 COM 00130H105 12,813 883,016 SH   SOLE   493,358 0 389,658
AETNA INC COMMON STOCK USD.01 COM 00817Y108 51,494 750,746 SH   SOLE   420,535 0 330,211
AFC ENTERPRISES COMMON STOCK U COM 00104Q107 954 24,771 SH   SOLE   16,201 0 8,570
AFFILIATED MANAGERS GROUP COMM COM 008252108 18,710 86,271 SH   SOLE   68,055 0 18,216
AFFYMETRIX INC COMMON STOCK US COM 00826T108 973 113,563 SH   SOLE   57,643 0 55,920
AFLAC INC COMMON STOCK USD.1 COM 001055102 61,579 921,841 SH   SOLE   531,950 0 389,891
AG MORTGAGE INVESTMENT TRUST COM 001228105 556 35,574 SH   SOLE   15,294 0 20,280
AGCO CORP COMMON STOCK USD.01 COM 001084102 7,914 133,712 SH   SOLE   102,750 0 30,962
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 27,105 473,941 SH   SOLE   251,998 0 221,943
AGILYSYS INC COMMON STOCK USD. COM 00847J105 327 23,473 SH   SOLE   10,867 0 12,606
AGL RESOURCES INC COMMON STOCK COM 001204106 7,233 153,151 SH   SOLE   82,620 0 70,531
AGREE REALTY CORP REIT USD.000 COM 008492100 749 25,809 SH   SOLE   14,391 0 11,418
AH BELO CORP A COMMON STOCK US COM 001282102 188 25,151 SH   SOLE   10,351 0 14,800
AIR LEASE CORP COMMON STOCK US COM 00912X302 1,357 43,646 SH   SOLE   25,075 0 18,571
AIR METHODS CORP COMMON STOCK COM 009128307 2,819 48,324 SH   SOLE   34,787 0 13,537
AIR PRODUCTS + CHEMICALS INC C COM 009158106 45,064 403,146 SH   SOLE   228,803 0 174,343
AIR TRANSPORT SERVICES GROUP C COM 00922R105 565 69,829 SH   SOLE   32,109 0 37,720
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 1,819 94,952 SH   SOLE   55,203 0 39,749
AIRGAS INC COMMON STOCK USD.01 COM 009363102 13,629 121,851 SH   SOLE   80,261 0 41,590
AK STEEL HOLDING CORP COMMON S COM 001547108 1,724 210,227 SH   SOLE   102,987 0 107,240
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 12,993 275,402 SH   SOLE   166,059 0 109,343
AKORN INC COMMON STOCK NPV COM 009728106 2,723 110,569 SH   SOLE   89,189 0 21,380
ALAMO GROUP INC COMMON STOCK U COM 011311107 711 11,720 SH   SOLE   4,236 0 7,484
ALASKA AIR GROUP INC COMMON ST COM 011659109 7,744 105,542 SH   SOLE   86,302 0 19,240
ALBANY INTL CORP CL A COMMON S COM 012348108 1,839 51,186 SH   SOLE   29,206 0 21,980
ALBANY MOLECULAR RESEARCH COMM COM 012423109 349 34,640 SH   SOLE   12,700 0 21,940
ALBEMARLE CORP COMMON STOCK US COM 012653101 7,643 120,576 SH   SOLE   94,109 0 26,467
ALCOA INC COMMON STOCK USD1. COM 013817101 15,742 1,480,931 SH   SOLE   823,546 0 657,385
ALERE INC COMMON STOCK USD.001 COM 01449J105 2,067 57,105 SH   SOLE   32,890 0 24,215
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,698 88,609 SH   SOLE   55,379 0 33,230
ALEXANDER S INC REIT USD1. COM 014752109 1,096 3,321 SH   SOLE   2,351 0 970
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 7,073 111,172 SH   SOLE   80,411 0 30,761
ALEXION PHARMACEUTICALS INC CO COM 015351109 42,130 316,623 SH   SOLE   182,933 0 133,690
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 5,470 95,708 SH   SOLE   69,638 0 26,070
ALIMERA SCIENCES INC COMMON ST COM 016259103 76 16,209 SH   SOLE   10,059 0 6,150
ALKERMES PLC COMMON STOCK USD. COM G01767105 4,508 110,873 SH   SOLE   73,873 0 37,000
ALLEGHANY CORP COMMON STOCK US COM 017175100 9,434 23,587 SH   SOLE   18,558 0 5,029
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 5,322 149,375 SH   SOLE   84,285 0 65,090
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 2,143 20,322 SH   SOLE   14,823 0 5,499
ALLEGION PLC COM G0176J109 6,117 138,432 SH   SOLE   84,512 0 53,920
ALLERGAN INC COMMON STOCK USD. COM 018490102 61,773 556,114 SH   SOLE   271,533 0 284,581
ALLETE INC COMMON STOCK NPV COM 018522300 3,590 71,981 SH   SOLE   41,091 0 30,890
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 18,186 69,168 SH   SOLE   38,455 0 30,713
ALLIANCE FIBER OPTIC COM COM 018680306 152 10,090 SH   SOLE   6,750 0 3,340
ALLIANCE ONE INTERNATIONAL COM COM 018772103 334 109,595 SH   SOLE   63,695 0 45,900
ALLIANT ENERGY CORP COMMON STO COM 018802108 8,070 156,388 SH   SOLE   121,264 0 35,124
ALLIANT TECHSYSTEMS INC COMMON COM 018804104 6,183 50,811 SH   SOLE   39,801 0 11,010
ALLIED NEVADA GOLD CORP COMMON COM 019344100 505 142,300 SH   SOLE   60,210 0 82,090
ALLIED WORLD ASSURANCE CO COMM COM H01531104 3,073 27,238 SH   SOLE   19,092 0 8,146
ALLISON TRANSMISSION HOLDING C COM 01973R101 560 20,268 SH   SOLE   12,715 0 7,553
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 3,562 230,371 SH   SOLE   179,132 0 51,239
ALLSTATE CORP COMMON STOCK USD COM 020002101 43,035 789,048 SH   SOLE   392,028 0 397,020
ALMOST FAMILY INC COMMON STOCK COM 020409108 405 12,514 SH   SOLE   6,194 0 6,320
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 4,246 66,000 SH   SOLE   45,000 0 21,000
ALON USA ENERGY INC COMMON STO COM 020520102 582 35,214 SH   SOLE   17,414 0 17,800
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 168 21,781 SH   SOLE   9,231 0 12,550
ALPHA NATURAL RESOURCES INC CO COM 02076X102 3,374 472,485 SH   SOLE   299,479 0 173,006
ALPHATEC HOLDINGS INC COMMON S COM 02081G102 161 79,988 SH   SOLE   34,888 0 45,100
ALTERA CORP COMMON STOCK USD.0 COM 021441100 17,823 547,879 SH   SOLE   351,971 0 195,908
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,748 58,052 SH   SOLE   27,272 0 30,780
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 997 29,129 SH   SOLE   20,524 0 8,605
ALTRIA GROUP INC COMMON STOCK COM 02209S103 120,914 3,149,620 SH   SOLE   1,818,263 0 1,331,357
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 624 25,720 SH   SOLE   17,150 0 8,570
AMAZON.COM INC COMMON STOCK US COM 023135106 260,441 653,078 SH   SOLE   339,607 0 313,471
AMBAC FINL GROUP INC COM COM 023139884 1,312 53,429 SH   SOLE   24,699 0 28,730
AMC NETWORKS INC A COMMON STOC COM 00164V103 6,475 95,074 SH   SOLE   76,479 0 18,595
AMCOL INTERNATIONAL CORP COMMO COM 02341W103 1,500 44,148 SH   SOLE   26,578 0 17,570
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 4,018 97,425 SH   SOLE   59,556 0 37,869
AMEDISYS INC COMMON STOCK USD. COM 023436108 709 48,467 SH   SOLE   23,477 0 24,990
AMERCO COMMON STOCK USD.25 COM 023586100 1,598 6,719 SH   SOLE   4,274 0 2,445
AMEREN CORPORATION COMMON STOC COM 023608102 12,372 342,153 SH   SOLE   192,755 0 149,398
AMERESCO INC CL A COMMON STOCK COM 02361E108 242 25,026 SH   SOLE   10,816 0 14,210
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,306 74,786 SH   SOLE   34,819 0 39,967
AMERICA MOVIL ADR COM 02364W105 733 31,380 SH   SOLE   31,380 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 399 9,448 SH   SOLE   6,308 0 3,140
AMERICAN AIRLINES GROUP INC COM 02376R102 4,474 177,194 SH   SOLE   99,226 0 77,968
AMERICAN APPAREL INC COM COM 023850100 91 73,605 SH   SOLE   31,235 0 42,370
AMERICAN ASSETS TRUST INC REIT COM 024013104 1,849 58,842 SH   SOLE   29,222 0 29,620
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,707 83,472 SH   SOLE   49,592 0 33,880
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 4,904 152,257 SH   SOLE   114,379 0 37,878
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 4,898 253,923 SH   SOLE   147,903 0 106,020
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 3,328 212,767 SH   SOLE   118,192 0 94,575
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,595 388,554 SH   SOLE   330,191 0 58,363
AMERICAN ELECTRIC POWER COMMON COM 025537101 38,883 831,902 SH   SOLE   413,665 0 418,237
AMERICAN EQUITY INVT LIFE HL C COM 025676206 2,514 95,315 SH   SOLE   48,145 0 47,170
AMERICAN EXPRESS CO COMMON STO COM 025816109 150,295 1,656,504 SH   SOLE   866,048 0 790,456
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,867 153,623 SH   SOLE   130,995 0 22,628
AMERICAN HOMES 4 RENT COM 02665T306 402 24,830 SH   SOLE   13,670 0 11,160
AMERICAN INTERNATIONAL GROUP C COM 026874784 125,453 2,457,452 SH   SOLE   1,226,015 0 1,231,437
AMERICAN NATIONAL INSURANCE CO COM 028591105 668 5,835 SH   SOLE   3,184 0 2,651
AMERICAN NATL BANKSHS COM COM 027745108 264 10,041 SH   SOLE   4,311 0 5,730
AMERICAN PAC CORP COM COM 028740108 218 5,848 SH   SOLE   3,488 0 2,360
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 934 21,490 SH   SOLE   15,690 0 5,800
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 983 21,491 SH   SOLE   13,171 0 8,320
AMERICAN REALTY CAP PPTYS COM COM 02917T104 2,560 199,066 SH   SOLE   84,136 0 114,930
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 321 18,726 SH   SOLE   7,326 0 11,400
AMERICAN SCIENCE + ENGINEERI C COM 029429107 1,871 26,022 SH   SOLE   19,842 0 6,180
AMERICAN SOFTWARE INC CL A COM COM 029683109 310 31,377 SH   SOLE   24,477 0 6,900
AMERICAN STATES WATER CO COMMO COM 029899101 2,504 87,146 SH   SOLE   56,806 0 30,340
AMERICAN SUPERCONDUCTOR CORP C COM 030111108 104 63,305 SH   SOLE   25,745 0 37,560
AMERICAN TOWER REIT INC COM 03027X100 59,053 739,828 SH   SOLE   356,870 0 382,958
AMERICAN VANGUARD CORP COMMON COM 030371108 908 37,366 SH   SOLE   26,056 0 11,310
AMERICAN WATER WORKS CO INC CO COM 030420103 5,714 135,202 SH   SOLE   70,992 0 64,210
AMERICAN WOODMARK CORP COMMON COM 030506109 538 13,618 SH   SOLE   8,957 0 4,661
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 33,458 290,815 SH   SOLE   161,953 0 128,862
AMERIS BANCORP COMMON STOCK US COM 03076K108 864 40,936 SH   SOLE   21,292 0 19,644
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,205 28,539 SH   SOLE   15,129 0 13,410
AMERISOURCEBERGEN CORP COMMON COM 03073E105 32,177 457,638 SH   SOLE   293,402 0 164,236
AMES NATIONAL CORP COMMON STOC COM 031001100 270 12,056 SH   SOLE   5,256 0 6,800
AMETEK INC COMMON STOCK USD.01 COM 031100100 18,354 348,478 SH   SOLE   203,302 0 145,176
AMGEN INC COMMON STOCK USD.000 COM 031162100 157,612 1,380,623 SH   SOLE   678,402 0 702,221
AMICUS THERAPEUTICS INC COM 03152W109 67 28,706 SH   SOLE   17,736 0 10,970
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 589 96,054 SH   SOLE   40,504 0 55,550
AMN HEALTHCARE SERVICES INC CO COM 001744101 751 51,116 SH   SOLE   35,166 0 15,950
AMPCO PITTSBURGH CORP COMMON S COM 032037103 227 11,685 SH   SOLE   4,675 0 7,010
AMPHENOL CORP CL A COMMON STOC COM 032095101 25,156 282,086 SH   SOLE   184,804 0 97,282
AMPIO PHARMACEUTICALS INC COM COM 03209T109 173 24,332 SH   SOLE   16,252 0 8,080
AMREIT INC CL B COM 03216B208 386 22,998 SH   SOLE   8,898 0 14,100
AMSURG CORP COMMON STOCK NPV COM 03232P405 2,637 57,428 SH   SOLE   36,935 0 20,493
AMTRUST FINANCIAL SERVICES COM COM 032359309 3,657 111,859 SH   SOLE   97,101 0 14,758
AMYRIS INC COMMON STOCK COM 03236M101 131 24,724 SH   SOLE   15,784 0 8,940
ANACOR PHARMACEUTICALS INC COM COM 032420101 393 23,434 SH   SOLE   15,074 0 8,360
ANADARKO PETROLEUM CORP COMMON COM 032511107 68,640 865,357 SH   SOLE   440,884 0 424,473
ANADIGICS INC COMMON STOCK USD COM 032515108 199 107,957 SH   SOLE   44,207 0 63,750
ANALOG DEVICES INC COMMON STOC COM 032654105 26,478 519,895 SH   SOLE   328,852 0 191,043
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,830 20,659 SH   SOLE   13,409 0 7,250
ANAREN INC COMMON STOCK USD.01 COM 032744104 488 17,450 SH   SOLE   7,730 0 9,720
ANDERSONS INC/THE COMMON STOCK COM 034164103 2,813 31,552 SH   SOLE   16,189 0 15,363
ANGIE'S LIST INC COM 034754101 651 42,996 SH   SOLE   23,586 0 19,410
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 627 36,497 SH   SOLE   18,589 0 17,908
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,131 10,627 SH   SOLE   10,627 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 593 15,540 SH   SOLE   9,850 0 5,690
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,999 44,515 SH   SOLE   29,399 0 15,116
ANN INC COMMON STOCK USD.0068 COM 035623107 3,312 90,588 SH   SOLE   73,878 0 16,710
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 6,624 664,358 SH   SOLE   371,499 0 292,859
ANNIES INC COM COM 03600T104 660 15,342 SH   SOLE   11,402 0 3,940
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 12,912 148,077 SH   SOLE   119,679 0 28,398
ANTARES PHARMA INC COMMON STOC COM 036642106 450 100,465 SH   SOLE   68,435 0 32,030
ANTERO RESOURCES COM 03674X106 1,258 19,830 SH   SOLE   13,930 0 5,900
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 806 191,390 SH   SOLE   81,571 0 109,819
AOL INC COMMON STOCK USD.01 COM 00184X105 5,164 110,763 SH   SOLE   85,743 0 25,020
AON PLC COM G0408V102 35,729 425,906 SH   SOLE   256,646 0 169,260
APACHE CORP COMMON STOCK USD.6 COM 037411105 58,428 679,866 SH   SOLE   337,099 0 342,767
APARTMENT INVT + MGMT CO A RE COM 03748R101 5,842 225,467 SH   SOLE   125,318 0 100,149
APCO OIL AND GAS INTL INC COMM COM G0471F109 186 11,954 SH   SOLE   5,004 0 6,950
API TECHNOLOGIES CORP COM COM 00187E203 233 68,350 SH   SOLE   17,500 0 50,850
APOGEE ENTERPRISES INC COMMON COM 037598109 1,349 37,561 SH   SOLE   23,311 0 14,250
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 813 50,049 SH   SOLE   23,249 0 26,800
APOLLO EDUCATION GROUP INC. COM 037604105 3,748 137,192 SH   SOLE   106,290 0 30,902
APOLLO INVESTMENT CORP COMMON COM 03761U106 4,056 478,325 SH   SOLE   299,692 0 178,633
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 662 44,758 SH   SOLE   21,458 0 23,300
APPLE INC COMMON STOCK NPV COM 037833100 928,227 1,654,270 SH   SOLE   867,773 0 786,497
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 2,711 55,217 SH   SOLE   39,657 0 15,560
APPLIED MATERIALS INC COMMON S COM 038222105 31,883 1,802,304 SH   SOLE   1,056,376 0 745,928
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 1,001 74,849 SH   SOLE   50,084 0 24,765
APPROACH RESOURCES INC COMMON COM 03834A103 912 47,274 SH   SOLE   30,544 0 16,730
APTARGROUP INC COMMON STOCK US COM 038336103 8,887 131,055 SH   SOLE   111,773 0 19,282
AQUA AMERICA INC COMMON STOCK COM 03836W103 7,628 323,377 SH   SOLE   272,976 0 50,401
ARABIAN AMERN DEV CO COM COM 038465100 224 17,848 SH   SOLE   11,448 0 6,400
ARC DOCUMENT SOLUTIONS INC COM 00191G103 508 61,750 SH   SOLE   32,845 0 28,905
ARCELOR MITTAL - NY REGISTERED COM 03938L104 277 15,540 SH   SOLE   15,540 0 0
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 5,887 98,624 SH   SOLE   58,674 0 39,950
ARCH COAL INC COMMON STOCK USD COM 039380100 1,482 333,117 SH   SOLE   169,897 0 163,220
ARCHER DANIELS MIDLAND CO COMM COM 039483102 48,496 1,117,412 SH   SOLE   561,042 0 556,370
ARCTIC CAT INC COMMON STOCK US COM 039670104 927 16,274 SH   SOLE   12,474 0 3,800
ARDEN GROUP INC A COMMON STOCK COM 039762109 205 1,619 SH   SOLE   773 0 846
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C.H. ROBINSON WORLDWIDE INC CO COM 12541W209 17,029 291,899 SH   SOLE   195,579 0 96,320
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ENERGEN CORP COMMON STOCK USD. COM 29265N108 7,221 102,057 SH   SOLE   79,659 0 22,398
ENERGIZER HOLDINGS INC COMMON COM 29266R108 9,665 89,292 SH   SOLE   70,276 0 19,016
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ENERSYS COMMON STOCK USD.01 COM 29275Y102 5,818 83,011 SH   SOLE   50,936 0 32,075
ENGILITY HOLDINGS INC. COM 29285W104 896 26,830 SH   SOLE   12,947 0 13,883
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ENSCO PLC COM G3157S106 11,378 198,992 SH   SOLE   123,239 0 75,753
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 984 22,230 SH   SOLE   16,320 0 5,910
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ENTERCOM COMMUNICATIONS CL A C COM 293639100 359 34,178 SH   SOLE   15,168 0 19,010
ENTERGY CORP COMMON STOCK USD. COM 29364G103 15,435 243,948 SH   SOLE   137,254 0 106,694
ENTERPRISE FINANCIAL SERVICE C COM 293712105 487 23,837 SH   SOLE   10,107 0 13,730
ENTRAVISION COMMUNICATIONS A C COM 29382R107 332 54,504 SH   SOLE   34,444 0 20,060
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EQT CORP COMMON STOCK NPV COM 26884L109 21,304 237,292 SH   SOLE   141,266 0 96,026
EQUAL ENERGY LTD COM 29390Q109 241 45,100 SH   SOLE   19,170 0 25,930
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ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,584 49,018 SH   SOLE   40,163 0 8,855
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ESSA BANCORP INC COMMON STOCK COM 29667D104 132 11,457 SH   SOLE   4,927 0 6,530
ESSENT GROUP LTD COM G3198U102 536 22,294 SH   SOLE   9,730 0 12,564
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ESTEE LAUDER COMPANIES CL A CO COM 518439104 32,345 429,430 SH   SOLE   218,363 0 211,067
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 7,420 72,775 SH   SOLE   47,800 0 24,975
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,097 36,053 SH   SOLE   25,863 0 10,190
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EVERBANK FINANCIAL CORP COM COM 29977G102 1,953 106,492 SH   SOLE   48,202 0 58,290
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,476 41,425 SH   SOLE   30,515 0 10,910
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EVERTEC INC COM COM 30040P103 645 26,142 SH   SOLE   17,642 0 8,500
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EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,396 64,288 SH   SOLE   39,952 0 24,336
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EXELIS INC COM 30162A108 5,457 286,319 SH   SOLE   228,213 0 58,106
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EXELON CORP COMMON STOCK NPV COM 30161N101 39,823 1,453,919 SH   SOLE   735,592 0 718,327
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EXONE CO COM 302104104 368 6,088 SH   SOLE   3,708 0 2,380
EXPEDIA INC COM 30212P303 11,498 165,063 SH   SOLE   99,287 0 65,776
EXPEDITORS INTL WASH INC COMMO COM 302130109 16,290 368,130 SH   SOLE   244,223 0 123,907
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EXPRESS INC COMMON STOCK COM 30219E103 1,470 78,739 SH   SOLE   52,149 0 26,590
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EXTREME NETWORKS INC COMMON ST COM 30226D106 870 124,301 SH   SOLE   56,611 0 67,690
EXXON MOBIL CORP COMMON STOCK COM 30231G102 778,648 7,694,149 SH   SOLE   4,003,996 0 3,690,153
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F5 NETWORKS INC COMMON STOCK N COM 315616102 11,072 121,863 SH   SOLE   72,452 0 49,411
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FACEBOOK INC COM COM 30303M102 159,145 2,911,537 SH   SOLE   1,512,720 0 1,398,817
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FAIR ISAAC CORP COMMON STOCK U COM 303250104 4,262 67,823 SH   SOLE   54,583 0 13,240
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FAIRPOINT COMMUNICATIONS INC C COM 305560302 218 19,235 SH   SOLE   12,085 0 7,150
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FARO TECHNOLOGIES INC COMMON S COM 311642102 1,280 21,957 SH   SOLE   15,317 0 6,640
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FBL FINANCIAL GROUP INC CL A C COM 30239F106 613 13,680 SH   SOLE   6,420 0 7,260
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FEDERAL MOGUL CORP COMMON STOC COM 313549404 618 31,390 SH   SOLE   12,600 0 18,790
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FEDERAL SIGNAL CORP COMMON STO COM 313855108 997 68,055 SH   SOLE   46,795 0 21,260
FEDERATED INVESTORS INC CL B C COM 314211103 4,463 154,954 SH   SOLE   126,737 0 28,217
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 73,457 510,936 SH   SOLE   254,274 0 256,662
FEI COMPANY COMMON STOCK NPV COM 30241L109 5,057 56,595 SH   SOLE   42,975 0 13,620
FELCOR LODGING TRUST INC REIT COM 31430F101 1,707 209,181 SH   SOLE   106,381 0 102,800
FEMALE HEALTH COMPANY COMMON S COM 314462102 122 14,367 SH   SOLE   12,557 0 1,810
FERRO CORP COMMON STOCK USD1. COM 315405100 889 69,279 SH   SOLE   46,339 0 22,940
FIBROCELL SCIENCE INC COM COM 315721209 71 17,449 SH   SOLE   9,839 0 7,610
FIDELITY NATIONAL FINL A COMMO COM 31620R105 11,059 340,809 SH   SOLE   270,082 0 70,727
FIDELITY NATIONAL INFORMATIO C COM 31620M106 24,503 456,472 SH   SOLE   280,236 0 176,236
FIDELITY SOUTHN CORP COM COM 316394105 267 16,098 SH   SOLE   5,752 0 10,346
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FIFTH & PACIFIC COMPANIES INC COM 316645100 6,231 194,307 SH   SOLE   100,907 0 93,400
FIFTH STREET FINANCE CORP COMM COM 31678A103 1,636 176,823 SH   SOLE   70,968 0 105,855
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FINISH LINE/THE CL A COMMON COM 317923100 2,092 74,272 SH   SOLE   43,603 0 30,669
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FIRST CASH FINL SVCS INC COMMO COM 31942D107 2,378 38,462 SH   SOLE   27,852 0 10,610
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FIRST COMMUNITY BANCSHARES COM COM 31983A103 376 22,527 SH   SOLE   9,950 0 12,577
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FIRST FINANCIAL BANCORP COMMON COM 320209109 2,421 138,899 SH   SOLE   92,193 0 46,706
FIRST FINANCIAL CORP/INDIANA C COM 320218100 667 18,240 SH   SOLE   8,570 0 9,670
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FIRST HORIZON NATIONAL CORP CO COM 320517105 3,910 335,590 SH   SOLE   265,685 0 69,905
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FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,162 123,315 SH   SOLE   65,660 0 57,655
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FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,074 92,339 SH   SOLE   42,796 0 49,543
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 4,410 84,244 SH   SOLE   53,395 0 30,849
FIRST SEC GROUP INC COM 336312202 186 80,879 SH   SOLE   33,729 0 47,150
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FIRSTMERIT CORP COMMON STOCK N COM 337915102 7,996 359,680 SH   SOLE   229,367 0 130,313
FISERV INC COMMON STOCK USD.01 COM 337738108 24,694 418,194 SH   SOLE   246,334 0 171,860
FIVE BELOW COM 33829M101 1,405 32,515 SH   SOLE   23,055 0 9,460
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FLAGSTAR BANCORP INC COMMON ST COM 337930705 536 27,320 SH   SOLE   12,809 0 14,511
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 7,345 62,688 SH   SOLE   41,716 0 20,972
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FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,279 63,729 SH   SOLE   48,199 0 15,530
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FLOWERS FOODS INC COMMON STOCK COM 343498101 7,224 336,482 SH   SOLE   283,929 0 52,553
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FLUIDIGM CORP COMMON STOCK COM 34385P108 868 22,661 SH   SOLE   15,301 0 7,360
FLUOR CORP COMMON STOCK USD.01 COM 343412102 19,484 242,672 SH   SOLE   138,463 0 104,209
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,085 52,409 SH   SOLE   29,937 0 22,472
FMC CORP COMMON STOCK USD.1 COM 302491303 16,074 213,016 SH   SOLE   126,956 0 86,060
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 20,670 395,906 SH   SOLE   240,989 0 154,917
FNB CORP COMMON STOCK USD.01 COM 302520101 2,986 236,598 SH   SOLE   122,449 0 114,149
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FOOT LOCKER INC COMMON STOCK U COM 344849104 8,665 209,092 SH   SOLE   163,762 0 45,330
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FOREST CITY ENTERPRISES CL A C COM 345550107 2,000 104,713 SH   SOLE   59,165 0 45,548
FOREST LABORATORIES INC COMMON COM 345838106 20,635 343,739 SH   SOLE   177,017 0 166,722
FOREST OIL CORP COMMON STOCK U COM 346091705 635 175,964 SH   SOLE   89,603 0 86,361
FORESTAR GROUP INC COMMON STOC COM 346233109 1,171 55,066 SH   SOLE   29,503 0 25,563
FORMFACTOR INC COMMON STOCK US COM 346375108 445 73,881 SH   SOLE   31,470 0 42,411
FORRESTER RESEARCH INC COMMON COM 346563109 1,953 51,056 SH   SOLE   46,241 0 4,815
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FORTUNE BRANDS HOME & SECURITY COM 34964C106 11,711 256,264 SH   SOLE   205,245 0 51,019
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FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,282 45,355 SH   SOLE   25,335 0 20,020
FORWARD AIR CORPORATION COMMON COM 349853101 1,872 42,631 SH   SOLE   32,521 0 10,110
FOSSIL GROUP INC. COM 34988V106 9,567 79,769 SH   SOLE   47,746 0 32,023
FOSTER (LB) CO A COMMON STOCK COM 350060109 730 15,446 SH   SOLE   8,040 0 7,406
FOX CHASE BANCORP INC COMMON S COM 35137T108 269 15,480 SH   SOLE   6,636 0 8,844
FRANCESCAS HOLDINGS CORP COM 351793104 830 45,082 SH   SOLE   32,342 0 12,740
FRANK'S INTERNATIONAL NV COM N33462107 1,330 49,245 SH   SOLE   12,195 0 37,050
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,859 64,056 SH   SOLE   45,994 0 18,062
FRANKLIN FINANCIAL CORP/VA COM COM 35353C102 285 14,419 SH   SOLE   6,589 0 7,830
FRANKLIN RESOURCES INC COMMON COM 354613101 52,317 906,242 SH   SOLE   544,389 0 361,853
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,761 147,341 SH   SOLE   71,681 0 75,660
FRED S INC CLASS A COMMON STOC COM 356108100 2,879 155,464 SH   SOLE   125,392 0 30,072
FREDDIE MAC COM 313400301 191 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN COPPER COMMON COM 35671D857 66,277 1,756,154 SH   SOLE   877,347 0 878,807
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 620 38,606 SH   SOLE   23,630 0 14,976
FREIGHTCAR AMERICA INC COMMON COM 357023100 439 16,484 SH   SOLE   6,764 0 9,720
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FRESH DEL MONTE PRODUCE INC CO COM G36738105 1,824 64,459 SH   SOLE   34,372 0 30,087
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,410 34,821 SH   SOLE   22,414 0 12,407
FRONTIER COMMUNICATIONS CORP C COM 35906A108 6,268 1,347,880 SH   SOLE   755,663 0 592,217
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FTD COS INC COM 30281V108 917 28,148 SH   SOLE   14,648 0 13,500
FTI CONSULTING INC COMMON STOC COM 302941109 3,594 87,357 SH   SOLE   54,537 0 32,820
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 282 20,319 SH   SOLE   9,109 0 11,210
FUELCELL ENERGY INC COMMON STO COM 35952H106 203 143,677 SH   SOLE   91,527 0 52,150
FULTON FINANCIAL CORP COMMON S COM 360271100 3,536 270,372 SH   SOLE   210,403 0 59,969
FURIEX PHARMACEUTICALS COMMON COM 36106P101 331 7,876 SH   SOLE   5,201 0 2,675
FURMANITE CORP COMMON STOCK NP COM 361086101 451 42,435 SH   SOLE   25,525 0 16,910
FUSION-IO INC COM COM 36112J107 681 76,433 SH   SOLE   43,713 0 32,720
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FX ENERGY INC COMMON STOCK USD COM 302695101 173 47,140 SH   SOLE   31,970 0 15,170
FXCM INC A COMMON STOCK USD.01 COM 302693106 668 37,418 SH   SOLE   26,988 0 10,430
Fleetmatics Group Limited COM G35569105 685 15,849 SH   SOLE   11,159 0 4,690
G + K SERVICES INC CL A COMMO COM 361268105 2,069 33,255 SH   SOLE   18,425 0 14,830
G III APPAREL GROUP LTD COMMON COM 36237H101 1,498 20,306 SH   SOLE   13,036 0 7,270
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 100 13,312 SH   SOLE   5,342 0 7,970
GALENA BIOPHARMA COM COM 363256108 446 89,971 SH   SOLE   60,151 0 29,820
GAMCO INVESTORS INC A COMMON S COM 361438104 696 8,005 SH   SOLE   5,565 0 2,440
GAMESTOP CORP CLASS A COMMON S COM 36467W109 8,758 177,797 SH   SOLE   101,009 0 76,788
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,282 44,906 SH   SOLE   26,824 0 18,082
GANNETT CO COMMON STOCK USD1. COM 364730101 9,628 325,479 SH   SOLE   184,201 0 141,278
GAP INC/THE COMMON STOCK USD.0 COM 364760108 21,962 561,982 SH   SOLE   382,730 0 179,252
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 11,432 247,339 SH   SOLE   184,066 0 63,273
GARTNER INC COMMON STOCK USD.0 COM 366651107 10,532 148,238 SH   SOLE   120,878 0 27,360
GASLOG LTD COM COM G37585109 566 33,138 SH   SOLE   14,618 0 18,520
GASTAR EXPLORATION INC COM 36729W202 369 53,395 SH   SOLE   38,475 0 14,920
GATX CORP COMMON STOCK USD.625 COM 361448103 3,395 65,078 SH   SOLE   50,132 0 14,946
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,228 68,135 SH   SOLE   53,715 0 14,420
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,915 51,458 SH   SOLE   36,608 0 14,850
GENERAL CABLE CORP COMMON STOC COM 369300108 3,092 105,121 SH   SOLE   66,271 0 38,850
GENERAL COMMUNICATION INC A CO COM 369385109 533 47,769 SH   SOLE   36,409 0 11,360
GENERAL DYNAMICS CORP COMMON S COM 369550108 46,888 490,716 SH   SOLE   260,202 0 230,514
GENERAL ELECTRIC CO COMMON STO COM 369604103 450,510 16,072,426 SH   SOLE   8,315,502 0 7,756,924
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GENERAL MILLS INC COMMON STOCK COM 370334104 61,515 1,232,519 SH   SOLE   641,198 0 591,321
GENERAL MOLY INC COMMON STOCK COM 370373102 99 73,996 SH   SOLE   32,426 0 41,570
GENERAL MOTORS CO COMMON STOCK COM 37045V100 64,510 1,578,412 SH   SOLE   796,816 0 781,596
GENESCO INC COMMON STOCK USD1. COM 371532102 2,333 31,933 SH   SOLE   21,453 0 10,480
GENESEE + WYOMING INC CL A COM COM 371559105 6,522 67,907 SH   SOLE   56,877 0 11,030
GENIE ENERGY COM 372284208 256 25,048 SH   SOLE   14,218 0 10,830
GENMARK DIAGNOSTICS INC COM 372309104 361 27,112 SH   SOLE   17,192 0 9,920
GENOMIC HEALTH INC COMMON STOC COM 37244C101 564 19,264 SH   SOLE   12,324 0 6,940
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 2,464 134,124 SH   SOLE   87,730 0 46,394
GENTEX CORP COMMON STOCK USD.0 COM 371901109 7,454 225,948 SH   SOLE   184,460 0 41,488
GENTHERM INC COM 37253A103 845 31,522 SH   SOLE   21,902 0 9,620
GENTIVA HEALTH SERVICES COMMON COM 37247A102 446 35,936 SH   SOLE   24,196 0 11,740
GENUINE PARTS CO COMMON STOCK COM 372460105 26,700 320,955 SH   SOLE   221,932 0 99,023
GENWORTH FINANCIAL INC CL A CO COM 37247D106 10,631 684,569 SH   SOLE   381,825 0 302,744
GEO GROUP INC/THE COMMON STOCK COM 36159R103 3,897 120,958 SH   SOLE   73,833 0 47,125
GEOMET INC COM 37250U201 4 39,097 SH   SOLE   39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,528 16,112 SH   SOLE   11,994 0 4,118
GERDAU SA SIDERURG ADR COM 373737105 96 12,200 SH   SOLE   12,200 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 524 18,369 SH   SOLE   9,129 0 9,240
GERON CORP COMMON STOCK USD.00 COM 374163103 793 167,326 SH   SOLE   71,584 0 95,742
GETTY REALTY CORP REIT USD.01 COM 374297109 754 41,061 SH   SOLE   19,461 0 21,600
GFI GROUP INC COMMON STOCK USD COM 361652209 375 95,835 SH   SOLE   42,015 0 53,820
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 989 53,181 SH   SOLE   28,433 0 24,748
GIGAMON INC COM 37518B102 204 7,260 SH   SOLE   3,110 0 4,150
GILEAD SCIENCES INC COMMON STO COM 375558103 207,974 2,767,448 SH   SOLE   1,403,493 0 1,363,955
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,754 126,030 SH   SOLE   70,095 0 55,935
GLADSTONE CAPITAL CORP COMMON COM 376535100 284 29,627 SH   SOLE   14,337 0 15,290
GLADSTONE COMMERCIAL CORP REIT COM 376536108 334 18,582 SH   SOLE   6,852 0 11,730
GLADSTONE INVESTMENT CORP COMM COM 376546107 365 45,257 SH   SOLE   25,988 0 19,269
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,892 68,462 SH   SOLE   49,002 0 19,460
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,845 34,550 SH   SOLE   34,550 0 0
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GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 925 92,561 SH   SOLE   42,121 0 50,440
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 279 18,764 SH   SOLE   12,554 0 6,210
GLOBAL GEOPHYSICAL SERVICES CO COM 37946S107 54 33,805 SH   SOLE   12,935 0 20,870
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 344 13,592 SH   SOLE   7,432 0 6,160
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 7,786 119,808 SH   SOLE   96,524 0 23,284
GLOBAL POWER EQUIPMENT GROUP C COM 37941P306 424 21,660 SH   SOLE   9,280 0 12,380
GLOBAL SOURCES LTD COMMON STOC COM G39300101 196 24,131 SH   SOLE   11,314 0 12,817
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,720 95,477 SH   SOLE   48,067 0 47,410
GLOBUS MEDICAL INC A COM COM 379577208 1,053 52,163 SH   SOLE   36,443 0 15,720
GLU MOBILE INC COMMON STOCK US COM 379890106 203 52,211 SH   SOLE   33,691 0 18,520
GNC HOLDINGS INC CL A COMMON S COM 36191G107 4,744 81,156 SH   SOLE   55,431 0 25,725
GOGO INC COM 38046C109 251 10,120 SH   SOLE   5,020 0 5,100
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 1,172 32,283 SH   SOLE   15,045 0 17,238
GOLD RESOURCE CORP COMMON STOC COM 38068T105 133 29,317 SH   SOLE   19,847 0 9,470
GOLDCORP INC COM 380956409 229 10,570 SH   SOLE   10,570 0 0
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 131,182 740,056 SH   SOLE   367,931 0 372,125
GOLUB CAPITAL BDC INC COMMON S COM 38173M102 889 46,518 SH   SOLE   19,806 0 26,712
GOODRICH PETROLEUM CORP COMMON COM 382410405 506 29,735 SH   SOLE   18,855 0 10,880
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 9,466 396,905 SH   SOLE   245,289 0 151,616
GOOGLE INC CL A COMMON STOCK U COM 38259P508 546,494 487,632 SH   SOLE   252,670 0 234,962
GORDMANS STORES INC COMMON STO COM 38269P100 80 10,438 SH   SOLE   4,938 0 5,500
GORMAN RUPP CO COMMON STOCK NP COM 383082104 750 22,438 SH   SOLE   14,678 0 7,760
GOVERNMENT PROPERTIES INCOME R COM 38376A103 2,188 88,042 SH   SOLE   43,122 0 44,920
GP STRATEGIES CORP COMMON STOC COM 36225V104 413 13,868 SH   SOLE   9,648 0 4,220
GRACO INC COMMON STOCK USD1. COM 384109104 8,160 104,451 SH   SOLE   81,271 0 23,180
GRAFTECH INTERNATIONAL LTD COM COM 384313102 1,827 162,715 SH   SOLE   69,145 0 93,570
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 357 9,848 SH   SOLE   6,658 0 3,190
GRAHAM HOLDINGS CO COM 384637104 4,405 6,641 SH   SOLE   3,606 0 3,035
GRAMERCY PROPERTY TRUST INC COM 38489R100 470 81,805 SH   SOLE   35,981 0 45,824
GRAND CANYON EDUCATION INC COM COM 38526M106 2,148 49,268 SH   SOLE   34,978 0 14,290
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,901 82,927 SH   SOLE   52,738 0 30,189
GRAPHIC PACKAGING HOLDING CO C COM 388689101 1,863 194,054 SH   SOLE   134,484 0 59,570
GRAY TELEVISION INC COMMON STO COM 389375106 990 66,564 SH   SOLE   28,914 0 37,650
GREAT LAKES DREDGE + DOCK CO C COM 390607109 743 80,740 SH   SOLE   40,050 0 40,690
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,007 206,550 SH   SOLE   163,485 0 43,065
GREAT SOUTHERN BANCORP INC COM COM 390905107 448 14,746 SH   SOLE   6,026 0 8,720
GREATBATCH INC COMMON STOCK US COM 39153L106 1,739 39,312 SH   SOLE   19,798 0 19,514
GREEN DOT CORP CLASS A COMMON COM 39304D102 963 38,288 SH   SOLE   19,528 0 18,760
GREEN MOUNTAIN COFFEE ROASTE C COM 393122106 16,684 220,746 SH   SOLE   177,667 0 43,079
GREEN PLAINS RENEWABLE ENERG C COM 393222104 778 40,098 SH   SOLE   21,208 0 18,890
GREENBRIER COMPANIES INC COMMO COM 393657101 1,338 40,741 SH   SOLE   18,581 0 22,160
GREENHILL + CO INC COMMON STOC COM 395259104 3,173 54,761 SH   SOLE   44,811 0 9,950
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 1,211 35,926 SH   SOLE   18,448 0 17,478
GREIF INC CL A COMMON STOCK NP COM 397624107 2,260 43,128 SH   SOLE   33,887 0 9,241
GRIFFON CORP COMMON STOCK USD. COM 398433102 1,013 76,657 SH   SOLE   42,787 0 33,870
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,659 37,442 SH   SOLE   20,389 0 17,053
GROUPON INC COM 399473107 3,797 322,603 SH   SOLE   223,609 0 98,994
GSI GROUP INC COMMON STOCK NPV COM 36191C205 434 38,632 SH   SOLE   16,672 0 21,960
GSI TECHNOLOGY INC COMMON STOC COM 36241U106 173 26,060 SH   SOLE   11,150 0 14,910
GSV CAP CORP COM COM 36191J101 296 24,523 SH   SOLE   10,453 0 14,070
GT ADVANCED TECHNOLOGIES INC C COM 36191U106 1,444 165,589 SH   SOLE   108,679 0 56,910
GTX INC COMMON STOCK USD.001 COM 40052B108 42 25,303 SH   SOLE   15,463 0 9,840
GUARANTY BANCORP COM 40075T607 279 19,883 SH   SOLE   8,069 0 11,814
GUESS? INC COMMON STOCK USD.01 COM 401617105 4,552 146,498 SH   SOLE   127,899 0 18,599
GUIDANCE SOFTWARE INC COMMON S COM 401692108 151 14,963 SH   SOLE   10,133 0 4,830
GUIDEWIRE SOFTWARE INC COM COM 40171V100 2,420 49,326 SH   SOLE   35,396 0 13,930
GULF ISLAND FABRICATION INC CO COM 402307102 601 25,894 SH   SOLE   12,284 0 13,610
GULFMARK OFFSHORE INC CL A COM COM 402629208 2,217 47,049 SH   SOLE   20,159 0 26,890
GULFPORT ENERGY CORP COMMON ST COM 402635304 8,069 127,779 SH   SOLE   103,149 0 24,630
H+E EQUIPMENT SERVICES INC COM COM 404030108 981 33,095 SH   SOLE   22,245 0 10,850
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,584 433,348 SH   SOLE   263,731 0 169,617
H.B. FULLER CO. COMMON STOCK U COM 359694106 3,798 72,989 SH   SOLE   55,299 0 17,690
HACKETT GROUP INC/THE COMMON S COM 404609109 186 29,873 SH   SOLE   14,423 0 15,450
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,401 80,734 SH   SOLE   61,322 0 19,412
HAIN CELESTIAL GROUP INC COMMO COM 405217100 7,228 79,624 SH   SOLE   66,364 0 13,260
HALCON RESOURCES CORP COM COM 40537Q209 1,087 281,699 SH   SOLE   114,998 0 166,701
HALLADOR ENERGY CO COMMON STOC COM 40609P105 88 10,924 SH   SOLE   4,694 0 6,230
HALLIBURTON CO COMMON STOCK US COM 406216101 82,356 1,622,771 SH   SOLE   822,808 0 799,963
HALLMARK FINL SERVICES INC COM COM 40624Q203 184 20,716 SH   SOLE   7,698 0 13,018
HALOZYME THERAPEUTICS INC COMM COM 40637H109 1,332 88,884 SH   SOLE   57,974 0 30,910
HAMPTON ROADS BANKSHARES INC C COM 409321502 64 36,487 SH   SOLE   18,857 0 17,630
HANCOCK HOLDING CO COMMON STOC COM 410120109 6,838 186,423 SH   SOLE   120,632 0 65,791
HANESBRANDS INC COMMON STOCK U COM 410345102 11,449 162,926 SH   SOLE   127,550 0 35,376
HANGER INC. COM 41043F208 2,029 51,575 SH   SOLE   32,655 0 18,920
HANMI FINANCIAL CORPORATION CO COM 410495204 1,057 48,284 SH   SOLE   24,994 0 23,290
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 180 12,876 SH   SOLE   8,606 0 4,270
HANOVER INSURANCE GROUP INC/ C COM 410867105 4,270 71,504 SH   SOLE   57,419 0 14,085
HARBINGER GROUP INC COMMON STO COM 41146A106 496 41,883 SH   SOLE   17,843 0 24,040
HARDINGE INC COM COM 412324303 225 15,580 SH   SOLE   6,450 0 9,130
HARLEY DAVIDSON INC COMMON STO COM 412822108 24,162 348,966 SH   SOLE   208,471 0 140,495
HARMAN INTERNATIONAL COMMON ST COM 413086109 7,968 97,346 SH   SOLE   54,334 0 43,012
HARMONIC INC COMMON STOCK USD. COM 413160102 1,206 163,477 SH   SOLE   80,632 0 82,845
HARRIS CORP COMMON STOCK USD1. COM 413875105 11,401 163,310 SH   SOLE   94,852 0 68,458
HARRIS TEETER SUPERMARKETS INC COM 414585109 5,658 114,651 SH   SOLE   80,551 0 34,100
HARSCO CORP COMMON STOCK USD1. COM 415864107 3,650 130,221 SH   SOLE   102,154 0 28,067
HARTE HANKS INC COMMON STOCK U COM 416196103 600 76,738 SH   SOLE   42,958 0 33,780
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 22,355 617,029 SH   SOLE   336,507 0 280,522
HARVARD BIOSCIENCE INC COMMON COM 416906105 157 33,387 SH   SOLE   13,927 0 19,460
HASBRO INC COMMON STOCK USD.5 COM 418056107 10,911 198,339 SH   SOLE   107,602 0 90,737
HATTERAS FINANCIAL CORP REIT U COM 41902R103 1,071 65,558 SH   SOLE   37,075 0 28,483
HAVERTY FURNITURE COMMON STOCK COM 419596101 980 31,296 SH   SOLE   18,986 0 12,310
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 3,598 138,066 SH   SOLE   110,307 0 27,759
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 775 80,448 SH   SOLE   29,468 0 50,980
HAWAIIN TELCOM HOLDCO COM COM 420031106 389 13,249 SH   SOLE   5,709 0 7,540
HAWKINS INC COMMON STOCK USD.0 COM 420261109 407 10,932 SH   SOLE   7,412 0 3,520
HAYNES INTERNATIONAL INC COMMO COM 420877201 1,178 21,320 SH   SOLE   11,610 0 9,710
HCA HOLDINGS INC COMMON STOCK COM 40412C101 8,325 174,483 SH   SOLE   103,780 0 70,703
HCC INSURANCE HOLDINGS INC COM COM 404132102 8,932 193,582 SH   SOLE   163,138 0 30,444
HCI GROUP INC COM 40416E103 1,542 28,831 SH   SOLE   26,171 0 2,660
HCP INC REIT USD1. COM 40414L109 23,889 657,734 SH   SOLE   338,096 0 319,638
HD SUPPLY HOLDINGS INC COM 40416M105 785 32,710 SH   SOLE   22,820 0 9,890
HEADWATERS INC COMMON STOCK US COM 42210P102 776 79,249 SH   SOLE   56,119 0 23,130
HEALTH CARE REIT INC REIT USD1 COM 42217K106 21,881 408,459 SH   SOLE   211,796 0 196,663
HEALTH MGMT ASSOCIATES INC A C COM 421933102 5,278 402,891 SH   SOLE   323,624 0 79,267
HEALTH NET INC COMMON STOCK US COM 42222G108 3,348 112,829 SH   SOLE   87,585 0 25,244
HEALTHCARE REALTY TRUST INC RE COM 421946104 3,179 149,192 SH   SOLE   85,902 0 63,290
HEALTHCARE SERVICES GROUP COMM COM 421906108 3,620 127,589 SH   SOLE   105,279 0 22,310
HEALTHCARE TRUST OF AMERICA COM 42225P105 770 78,240 SH   SOLE   38,950 0 39,290
HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,498 104,967 SH   SOLE   66,477 0 38,490
HEALTHSTREAM INC COMMON STOCK COM 42222N103 743 22,658 SH   SOLE   16,858 0 5,800
HEALTHWAYS INC COMMON STOCK US COM 422245100 722 47,028 SH   SOLE   29,788 0 17,240
HEARTLAND EXPRESS INC COMMON S COM 422347104 2,041 104,026 SH   SOLE   82,976 0 21,050
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 616 21,405 SH   SOLE   8,395 0 13,010
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,631 52,796 SH   SOLE   40,936 0 11,860
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,609 17,122 SH   SOLE   11,812 0 5,310
HECLA MINING CO COMMON STOCK U COM 422704106 1,555 504,741 SH   SOLE   263,881 0 240,860
HEICO CORP COMMON STOCK USD.01 COM 422806109 3,866 66,709 SH   SOLE   46,134 0 20,575
HEICO CORP NEW COM 422806208 206 4,882 SH   SOLE   0 0 4,882
HEIDRICK + STRUGGLES INTL COMM COM 422819102 555 27,572 SH   SOLE   13,542 0 14,030
HELEN OF TROY LTD COMMON STOCK COM G4388N106 2,799 56,530 SH   SOLE   31,071 0 25,459
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 5,350 230,795 SH   SOLE   148,225 0 82,570
HELMERICH + PAYNE COMMON STOCK COM 423452101 14,665 174,422 SH   SOLE   99,147 0 75,275
HENRY SCHEIN INC COMMON STOCK COM 806407102 15,407 134,845 SH   SOLE   108,254 0 26,591
HERBALIFE LTD COMMON STOCK USD COM G4412G101 7,932 100,793 SH   SOLE   74,857 0 25,936
HERCULES OFFSHORE INC COMMON S COM 427093109 1,432 219,231 SH   SOLE   97,792 0 121,439
HERCULES TECHNOLOGY GROWTH COM COM 427096508 1,331 81,129 SH   SOLE   36,121 0 45,008
HERITAGE COMMERCE CORP COMMON COM 426927109 219 26,518 SH   SOLE   11,368 0 15,150
HERITAGE FINANCIAL CORP COMMON COM 42722X106 329 19,234 SH   SOLE   8,224 0 11,010
HERITAGE OAKS BANCORP COM COM 42724R107 192 25,625 SH   SOLE   10,955 0 14,670
HERMAN MILLER INC COMMON STOCK COM 600544100 3,480 117,895 SH   SOLE   97,045 0 20,850
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,552 278,595 SH   SOLE   118,380 0 160,215
HERSHEY CO/THE COMMON STOCK US COM 427866108 24,631 253,326 SH   SOLE   144,398 0 108,928
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 8,513 297,466 SH   SOLE   195,685 0 101,781
HESS CORP COMMON STOCK USD1. COM 42809H107 43,211 520,617 SH   SOLE   253,134 0 267,483
HEWLETT PACKARD CO COMMON STOC COM 428236103 92,723 3,313,919 SH   SOLE   1,672,080 0 1,641,839
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,062 90,893 SH   SOLE   61,663 0 29,230
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,048 39,017 SH   SOLE   27,247 0 11,770
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 272 19,469 SH   SOLE   9,689 0 9,780
HI TECH PHARMACAL CO INC COMMO COM 42840B101 746 17,183 SH   SOLE   9,853 0 7,330
HIBBETT SPORTS INC COMMON STOC COM 428567101 2,436 36,250 SH   SOLE   27,260 0 8,990
HICKORY TECH CORP COM COM 429060106 152 11,876 SH   SOLE   7,956 0 3,920
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 352 36,090 SH   SOLE   24,370 0 11,720
HIGHWOODS PROPERTIES INC REIT COM 431284108 7,479 206,776 SH   SOLE   140,057 0 66,719
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,589 86,806 SH   SOLE   67,990 0 18,816
HILLENBRAND INC COMMON STOCK N COM 431571108 1,917 65,152 SH   SOLE   46,092 0 19,060
HILLSHIRE BRANDS COM COM 432589109 6,771 202,497 SH   SOLE   165,636 0 36,861
HILLTOP HOLDINGS INC COMMON ST COM 432748101 2,054 88,815 SH   SOLE   40,275 0 48,540
HITTITE MICROWAVE CORP COMMON COM 43365Y104 2,357 38,179 SH   SOLE   27,489 0 10,690
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 3,431 150,931 SH   SOLE   120,701 0 30,230
HNI CORP COMMON STOCK USD1. COM 404251100 3,032 78,092 SH   SOLE   61,872 0 16,220
HOLLYFRONTIER CORP COMMON STOC COM 436106108 13,768 277,078 SH   SOLE   218,667 0 58,411
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 8,487 379,734 SH   SOLE   297,515 0 82,219
HOME BANCSHARES INC COMMON STO COM 436893200 2,475 66,265 SH   SOLE   37,995 0 28,270
HOME DEPOT INC COMMON STOCK US COM 437076102 210,658 2,558,398 SH   SOLE   1,328,239 0 1,230,159
HOME FEDERAL BANCORP INC/MD CO COM 43710G105 333 22,345 SH   SOLE   8,417 0 13,928
HOME LOAN SERVICING SOLUTION C COM G6648D109 2,048 89,158 SH   SOLE   38,148 0 51,010
HOME PROPERTIES INC REIT USD.0 COM 437306103 4,475 83,458 SH   SOLE   62,903 0 20,555
HOMEAWAY INC COM COM 43739Q100 1,826 44,679 SH   SOLE   30,960 0 13,719
HOMESTREET INC COM 43785V102 337 16,849 SH   SOLE   7,419 0 9,430
HOMETRUST BANCSHARES INC COM COM 437872104 423 26,485 SH   SOLE   11,335 0 15,150
HONDA MOTOR ADR COM 438128308 1,080 26,120 SH   SOLE   26,120 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 123,130 1,347,599 SH   SOLE   738,025 0 609,574
HOOKER FUNITURE CORP COM COM 439038100 228 13,691 SH   SOLE   5,911 0 7,780
HORACE MANN EDUCATORS COMMON S COM 440327104 2,080 65,946 SH   SOLE   34,950 0 30,996
HORIZON BANCORP INDIANA COM COM 440407104 281 11,101 SH   SOLE   4,751 0 6,350
HORIZON PHARMA INC COM 44047T109 415 54,500 SH   SOLE   28,700 0 25,800
HORMEL FOODS CORP COMMON STOCK COM 440452100 13,949 308,821 SH   SOLE   217,525 0 91,296
HORNBECK OFFSHORE SERVICES COM COM 440543106 3,526 71,622 SH   SOLE   39,925 0 31,697
HORSEHEAD HOLDING CORP COMMON COM 440694305 1,102 67,988 SH   SOLE   32,898 0 35,090
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 11,263 272,837 SH   SOLE   135,894 0 136,943
HOSPITALITY PROPERTIES TRUST R COM 44106M102 5,707 211,152 SH   SOLE   158,012 0 53,140
HOST HOTELS + RESORTS INC REIT COM 44107P104 20,985 1,079,462 SH   SOLE   564,410 0 515,052
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 202 11,900 SH   SOLE   4,100 0 7,800
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 369 27,606 SH   SOLE   15,126 0 12,480
HOVNANIAN ENTERPRISES A COMMON COM 442487203 786 118,752 SH   SOLE   69,372 0 49,380
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,150 26,229 SH   SOLE   14,921 0 11,308
HSN INC COMMON STOCK USD.01 COM 404303109 3,888 62,411 SH   SOLE   50,701 0 11,710
HUB GROUP INC CL A COMMON STOC COM 443320106 1,838 46,098 SH   SOLE   33,538 0 12,560
HUBBELL INC CL B COMMON STOCK COM 443510201 9,192 84,412 SH   SOLE   67,834 0 16,578
HUDSON CITY BANCORP INC COMMON COM 443683107 6,175 654,843 SH   SOLE   365,736 0 289,107
HUDSON PACIFIC PROPERTIES IN R COM 444097109 1,332 60,897 SH   SOLE   25,924 0 34,973
HUDSON VALLEY HOLDING CORP COM COM 444172100 427 20,971 SH   SOLE   9,007 0 11,964
HUMANA INC COMMON STOCK USD.16 COM 444859102 28,214 273,338 SH   SOLE   168,883 0 104,455
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 11,318 146,414 SH   SOLE   118,136 0 28,278
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,134 1,153,764 SH   SOLE   629,069 0 524,695
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 7,624 84,705 SH   SOLE   67,413 0 17,292
HUNTSMAN CORP COMMON STOCK USD COM 447011107 3,320 134,959 SH   SOLE   75,609 0 59,350
HURCO COMPANIES INC COMMON STO COM 447324104 269 10,752 SH   SOLE   3,582 0 7,170
HURON CONSULTING GROUP INC COM COM 447462102 2,284 36,413 SH   SOLE   20,123 0 16,290
HUTCHINSON TECHNOLOGY COM 448407106 104 32,365 SH   SOLE   12,755 0 19,610
HYATT HOTELS CORP CL A COMMO COM 448579102 2,038 41,202 SH   SOLE   17,865 0 23,337
HYSTER YALE MATERIALS COM 449172105 1,128 12,107 SH   SOLE   8,071 0 4,036
IAC/INTERACTIVECORP COMMON STO COM 44919P508 4,721 68,736 SH   SOLE   46,359 0 22,377
IBERIABANK CORP COMMON STOCK U COM 450828108 2,722 43,312 SH   SOLE   18,226 0 25,086
ICF INTERNATIONAL INC COMMON S COM 44925C103 963 27,735 SH   SOLE   13,335 0 14,400
ICG GROUP INC COMMON STOCK USD COM 44928D108 994 53,331 SH   SOLE   22,621 0 30,710
ICONIX BRAND GROUP INC COMMON COM 451055107 3,475 87,543 SH   SOLE   56,983 0 30,560
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,065 16,715 SH   SOLE   11,530 0 5,185
IDACORP INC COMMON STOCK NPV COM 451107106 7,215 139,186 SH   SOLE   97,576 0 41,610
IDENIX PHARMACEUTICALS INC COM COM 45166R204 483 80,802 SH   SOLE   62,642 0 18,160
IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,651 130,683 SH   SOLE   104,742 0 25,941
IDEXX LABORATORIES INC COMMON COM 45168D104 9,025 84,850 SH   SOLE   68,845 0 16,005
IDT CORP CLASS B COMMON STOCK COM 448947507 402 22,480 SH   SOLE   16,200 0 6,280
IGATE CORP COMMON STOCK USD.01 COM 45169U105 1,799 44,799 SH   SOLE   30,075 0 14,724
IHS INC CLASS A COMMON STOCK U COM 451734107 6,670 55,720 SH   SOLE   36,879 0 18,841
II VI INC COMMON STOCK NPV COM 902104108 1,613 91,640 SH   SOLE   52,180 0 39,460
ILLINOIS TOOL WORKS COMMON STO COM 452308109 62,498 743,317 SH   SOLE   346,732 0 396,585
ILLUMINA INC COMMON STOCK USD. COM 452327109 12,023 108,686 SH   SOLE   70,494 0 38,192
IMATION CORP COMMON STOCK USD. COM 45245A107 212 45,245 SH   SOLE   18,855 0 26,390
IMMERSION CORPORATION COMMON S COM 452521107 274 26,370 SH   SOLE   17,520 0 8,850
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 1,527 104,057 SH   SOLE   66,817 0 37,240
IMMUNOMEDICS INC COMMON STOCK COM 452907108 311 67,635 SH   SOLE   43,625 0 24,010
IMPAX LABORATORIES INC COMMON COM 45256B101 2,850 113,383 SH   SOLE   60,493 0 52,890
IMPERIAL HOLDINGS INC COMMON S COM 452834104 143 21,829 SH   SOLE   9,289 0 12,540
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IMPERVA INC COM 45321L100 893 18,563 SH   SOLE   12,723 0 5,840
INCONTACT INC COMMON STOCK USD COM 45336E109 371 47,514 SH   SOLE   30,674 0 16,840
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 5,048 99,695 SH   SOLE   66,487 0 33,208
INDEPENDENCE HOLDING CO COMMON COM 453440307 159 11,772 SH   SOLE   4,282 0 7,490
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,545 39,416 SH   SOLE   20,336 0 19,080
INDEPENDENT BK GROUP COM COM 45384B106 242 4,873 SH   SOLE   2,103 0 2,770
INFINERA CORP COMMON STOCK USD COM 45667G103 1,166 119,266 SH   SOLE   73,966 0 45,300
INFINITY PHARMACEUTICALS INC C COM 45665G303 668 48,389 SH   SOLE   31,274 0 17,115
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,391 19,393 SH   SOLE   12,476 0 6,917
INFOBLOX INC COM COM 45672H104 1,620 49,056 SH   SOLE   34,406 0 14,650
INFORMATICA CORP COMMON STOCK COM 45666Q102 6,986 168,336 SH   SOLE   136,653 0 31,683
ING GROEP N V SPONSORED ADR COM 456837103 750 53,530 SH   SOLE   53,530 0 0
ING US INC COM 45685E106 1,539 43,775 SH   SOLE   26,355 0 17,420
INGERSOLL RAND PLC COMMON STOC COM G47791101 25,518 414,257 SH   SOLE   245,606 0 168,651
INGLES MARKETS INC CLASS A COM COM 457030104 457 16,869 SH   SOLE   7,369 0 9,500
INGRAM MICRO INC CL A COMMON S COM 457153104 4,870 207,590 SH   SOLE   162,832 0 44,758
INGREDION, INC. COM 457187102 7,740 113,056 SH   SOLE   88,320 0 24,736
INLAND REAL ESTATE CORP REIT U COM 457461200 1,123 106,727 SH   SOLE   66,432 0 40,295
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INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,266 26,048 SH   SOLE   18,118 0 7,930
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INPHI CORP COMMON STOCK COM 45772F107 386 29,906 SH   SOLE   15,186 0 14,720
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,556 68,531 SH   SOLE   34,463 0 34,068
INSMED INC COMMON STOCK USD.01 COM 457669307 564 33,162 SH   SOLE   23,282 0 9,880
INSPERITY INC COMMON STOCK USD COM 45778Q107 1,021 28,272 SH   SOLE   20,712 0 7,560
INSTEEL INDUSTRIES INC COMMON COM 45774W108 479 21,084 SH   SOLE   15,394 0 5,690
INSULET CORP COMMON STOCK USD. COM 45784P101 2,404 64,791 SH   SOLE   46,291 0 18,500
INTEGRA LIFESCIENCES HOLDING C COM 457985208 1,636 34,294 SH   SOLE   22,924 0 11,370
INTEGRATED DEVICE TECH INC COM COM 458118106 2,737 268,592 SH   SOLE   179,922 0 88,670
INTEGRATED SILICON SOLUTION CO COM 45812P107 466 38,527 SH   SOLE   18,077 0 20,450
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 6,237 114,638 SH   SOLE   61,647 0 52,991
INTEL CORP COMMON STOCK USD.00 COM 458140100 229,276 8,831,900 SH   SOLE   4,594,255 0 4,237,645
INTELSAT S A COM COM L5140P101 300 13,325 SH   SOLE   7,565 0 5,760
INTER PARFUMS INC COMMON STOCK COM 458334109 1,756 49,038 SH   SOLE   38,868 0 10,170
INTERACTIVE BROKERS GRO CL A C COM 45841N107 966 39,698 SH   SOLE   25,843 0 13,855
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 1,343 19,934 SH   SOLE   14,254 0 5,680
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 37,789 168,009 SH   SOLE   98,083 0 69,926
INTERDIGITAL INC COMMON STOCK COM 45867G101 2,313 78,441 SH   SOLE   63,871 0 14,570
INTERFACE INC COM 458665304 1,866 84,986 SH   SOLE   68,116 0 16,870
INTERMOLECULAR INC COM 45882D109 74 14,997 SH   SOLE   10,027 0 4,970
INTERMUNE INC COMMON STOCK USD COM 45884X103 1,373 93,226 SH   SOLE   63,146 0 30,080
INTERNAP NETWORK SERVICES COMM COM 45885A300 610 81,103 SH   SOLE   38,713 0 42,390
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,131 118,649 SH   SOLE   75,853 0 42,796
INTERNATIONAL PAPER CO COMMON COM 460146103 33,798 689,325 SH   SOLE   403,369 0 285,956
INTERPUBLIC GROUP OF COS INC C COM 460690100 10,956 618,983 SH   SOLE   363,225 0 255,758
INTERSECTIONS INC COMMON STOCK COM 460981301 95 12,234 SH   SOLE   5,364 0 6,870
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,325 289,927 SH   SOLE   189,637 0 100,290
INTERVAL LEISURE GROUP COMMON COM 46113M108 1,453 47,035 SH   SOLE   32,115 0 14,920
INTERVEST BANCSHS CORP CL A COM 460927106 171 22,789 SH   SOLE   9,779 0 13,010
INTL BUSINESS MACHINES CORP CO COM 459200101 353,659 1,885,478 SH   SOLE   1,007,929 0 877,549
INTL FCSTONE INC COMMON STOCK COM 46116V105 430 23,208 SH   SOLE   13,098 0 10,110
INTL FLAVORS + FRAGRANCES COMM COM 459506101 11,127 129,413 SH   SOLE   79,090 0 50,323
INTL GAME TECHNOLOGY COMMON ST COM 459902102 7,285 401,176 SH   SOLE   245,039 0 156,137
INTL RECTIFIER CORP COMMON STO COM 460254105 3,978 152,578 SH   SOLE   97,603 0 54,975
INTL SHIPHOLDING CORP COMMON S COM 460321201 208 7,066 SH   SOLE   3,046 0 4,020
INTL SPEEDWAY CORP CL A COMMON COM 460335201 2,093 58,975 SH   SOLE   36,317 0 22,658
INTRALINKS HOLDINGS INC COMMON COM 46118H104 619 51,126 SH   SOLE   23,186 0 27,940
INTREPID POTASH INC COMMON STO COM 46121Y102 1,830 115,542 SH   SOLE   72,782 0 42,760
INTREXON CORP COM 46122T102 221 9,290 SH   SOLE   5,150 0 4,140
INTUIT INC COMMON STOCK USD.01 COM 461202103 34,093 446,708 SH   SOLE   265,179 0 181,529
INTUITIVE SURGICAL INC COMMON COM 46120E602 26,150 68,085 SH   SOLE   35,555 0 32,530
INVACARE CORP COMMON STOCK USD COM 461203101 1,205 51,913 SH   SOLE   25,893 0 26,020
INVENSENSE INC COM 46123D205 1,165 56,068 SH   SOLE   39,738 0 16,330
INVENTURE FOODS INC COM COM 461212102 163 12,296 SH   SOLE   8,246 0 4,050
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 22,718 624,114 SH   SOLE   349,698 0 274,416
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,657 180,985 SH   SOLE   75,135 0 105,850
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 1,186 57,672 SH   SOLE   28,402 0 29,270
INVESTORS BANCORP INC COMMON S COM 46146P102 1,938 75,760 SH   SOLE   39,843 0 35,917
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,229 143,295 SH   SOLE   60,205 0 83,090
ION GEOPHYSICAL CORP COMMON ST COM 462044108 656 198,739 SH   SOLE   100,409 0 98,330
IPC THE HOSPITALIST CO COMMON COM 44984A105 1,196 20,143 SH   SOLE   15,286 0 4,857
IPG PHOTONICS CORP COMMON STOC COM 44980X109 2,154 27,757 SH   SOLE   18,728 0 9,029
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 516 82,423 SH   SOLE   35,733 0 46,690
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,226 35,271 SH   SOLE   24,841 0 10,430
IRON MOUNTAIN INC COMMON STOCK COM 462846106 7,969 262,573 SH   SOLE   160,049 0 102,524
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 945 81,428 SH   SOLE   54,548 0 26,880
ISHARES LEHMAN AGGREGATE BOND COM 464287226 6,748 63,400 SH   SOLE   42,850 0 20,550
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 2,131 24,799 SH   SOLE   17,400 0 7,399
ISHARES RUSSELL 1000 INDEX COM 464287622 7,316 70,910 SH   SOLE   70,910 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 1,281 13,600 SH   SOLE   13,600 0 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 312 2,300 SH   SOLE   2,300 0 0
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 3,232 28,020 SH   SOLE   28,020 0 0
ISHARES RUSSELL MID CAP GROWTH COM 464287481 855 10,140 SH   SOLE   10,140 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 1,447 9,650 SH   SOLE   9,100 0 550
ISHARES S&P SMALLCAP 600 COM 464287804 371 3,400 SH   SOLE   3,400 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 4,962 124,555 SH   SOLE   86,205 0 38,350
ISLE OF CAPRI CASINOS COMMON S COM 464592104 258 28,625 SH   SOLE   11,945 0 16,680
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,940 135,979 SH   SOLE   65,359 0 70,620
ITAU UNIBANCO BANCO ADR COM 465562106 452 33,280 SH   SOLE   33,280 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 5,820 60,738 SH   SOLE   44,605 0 16,133
ITRON INC COMMON STOCK NPV COM 465741106 3,572 86,223 SH   SOLE   54,053 0 32,170
ITT CORP COM 450911201 6,320 145,544 SH   SOLE   117,540 0 28,004
ITT EDUCATIONAL SERVICES INC C COM 45068B109 1,020 30,386 SH   SOLE   21,976 0 8,410
IXIA COMMON STOCK NPV COM 45071R109 875 65,767 SH   SOLE   45,817 0 19,950
IXYS CORPORATION COMMON STOCK COM 46600W106 451 34,750 SH   SOLE   17,210 0 17,540
Intercept Pharmaceuticals, Inc COM 45845P108 435 6,377 SH   SOLE   4,397 0 1,980
J + J SNACK FOODS CORP COMMON COM 466032109 2,374 26,792 SH   SOLE   20,682 0 6,110
J GLOBAL INC COM 48123V102 4,627 92,531 SH   SOLE   76,601 0 15,930
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,366 367,912 SH   SOLE   291,716 0 76,196
JABIL CIRCUIT INC COMMON STOCK COM 466313103 4,541 260,395 SH   SOLE   148,775 0 111,620
JACK HENRY + ASSOCIATES INC CO COM 426281101 12,586 212,566 SH   SOLE   187,161 0 25,405
JACK IN THE BOX INC COMMON STO COM 466367109 3,321 66,390 SH   SOLE   45,740 0 20,650
JACOBS ENGINEERING GROUP INC C COM 469814107 10,453 165,954 SH   SOLE   99,664 0 66,290
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 202 30,044 SH   SOLE   13,764 0 16,280
JAMBA INC COMMON STOCK USD.001 COM 47023A309 181 14,524 SH   SOLE   9,715 0 4,809
JANUS CAPITAL GROUP INC COMMON COM 47102X105 3,885 314,058 SH   SOLE   194,028 0 120,030
JARDEN CORP COMMON STOCK USD.0 COM 471109108 11,481 187,144 SH   SOLE   151,621 0 35,523
JAVELIN MORTGAGE INVESTMENT COM 47200B104 240 17,198 SH   SOLE   7,378 0 9,820
JAZZ PHARMACEUTICALS PLC COM G50871105 5,445 43,023 SH   SOLE   30,454 0 12,569
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 4,496 346,357 SH   SOLE   277,312 0 69,045
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 3,877 453,455 SH   SOLE   284,875 0 168,580
JIVE SOFTWARE INC COM COM 47760A108 383 34,036 SH   SOLE   22,646 0 11,390
JM SMUCKER CO/THE COMMON STOCK COM 832696405 15,795 152,430 SH   SOLE   84,859 0 67,571
JMP GROUP INC COMMON STOCK USD COM 46629U107 148 19,934 SH   SOLE   8,524 0 11,410
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,102 37,569 SH   SOLE   26,972 0 10,597
JOHNSON + JOHNSON COMMON STOCK COM 478160104 419,575 4,581,010 SH   SOLE   2,481,103 0 2,099,907
JOHNSON CONTROLS INC COMMON ST COM 478366107 58,168 1,133,878 SH   SOLE   562,705 0 571,173
JONES GROUP INC/THE COMMON STO COM 48020T101 1,860 124,355 SH   SOLE   59,887 0 64,468
JONES LANG LASALLE INC COMMON COM 48020Q107 6,722 65,648 SH   SOLE   49,472 0 16,176
JOS A BANK CLOTHIERS INC COMMO COM 480838101 2,357 43,066 SH   SOLE   22,556 0 20,510
JOURNAL COMMUNICATIONS INC A C COM 481130102 572 61,445 SH   SOLE   26,752 0 34,693
JOY GLOBAL INC COMMON STOCK US COM 481165108 9,870 168,743 SH   SOLE   98,069 0 70,674
JPMORGAN CHASE + CO COMMON STO COM 46625H100 370,337 6,332,704 SH   SOLE   3,167,705 0 3,164,999
JUNIPER NETWORKS INC COMMON ST COM 48203R104 16,432 728,050 SH   SOLE   406,892 0 321,158
K12 INC COMMON STOCK USD.0001 COM 48273U102 539 24,782 SH   SOLE   16,622 0 8,160
KADANT INC COMMON STOCK USD.01 COM 48282T104 764 18,855 SH   SOLE   8,306 0 10,549
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,427 34,560 SH   SOLE   19,871 0 14,689
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,336 33,634 SH   SOLE   24,884 0 8,750
KANSAS CITY LIFE INS CO COMMON COM 484836101 293 6,129 SH   SOLE   2,499 0 3,630
KANSAS CITY SOUTHERN COMMON ST COM 485170302 21,151 170,808 SH   SOLE   101,601 0 69,207
KAPSTONE PAPER AND PACKAGING C COM 48562P103 3,031 54,254 SH   SOLE   39,994 0 14,260
KAR AUCTION SERVICES INC COMMO COM 48238T109 1,949 65,947 SH   SOLE   48,220 0 17,727
KB FINANCIAL GROUP ADR COM 48241A105 201 4,970 SH   SOLE   4,970 0 0
KB HOME COMMON STOCK USD1. COM 48666K109 2,597 142,053 SH   SOLE   110,333 0 31,720
KBR INC COMMON STOCK USD.001 COM 48242W106 6,583 206,415 SH   SOLE   161,548 0 44,867
KCAP FINANCIAL INC COM 48668E101 297 36,753 SH   SOLE   15,778 0 20,975
KCG HOLDINGS INC CL A COM 48244B100 854 71,428 SH   SOLE   34,253 0 37,175
KEARNY FINANCIAL CORP COMMON S COM 487169104 256 21,989 SH   SOLE   9,198 0 12,791
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,851 472,421 SH   SOLE   233,553 0 238,868
KELLY SERVICES INC CL A COMMON COM 488152208 1,245 49,925 SH   SOLE   29,235 0 20,690
KEMET CORP COMMON STOCK USD.01 COM 488360207 358 63,462 SH   SOLE   27,002 0 36,460
KEMPER CORP COMMON STOCK USD.1 COM 488401100 2,858 69,907 SH   SOLE   56,170 0 13,737
KENNAMETAL INC COMMON STOCK US COM 489170100 5,575 107,059 SH   SOLE   83,640 0 23,419
KENNEDY WILSON HOLDINGS INC CO COM 489398107 1,534 68,938 SH   SOLE   30,628 0 38,310
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 1,035 79,946 SH   SOLE   55,616 0 24,330
KEY ENERGY SERVICES INC COMMON COM 492914106 1,791 226,697 SH   SOLE   93,597 0 133,100
KEYCORP COMMON STOCK USD1. COM 493267108 17,491 1,303,384 SH   SOLE   723,518 0 579,866
KEYW HOLDING CORP/THE COMMON S COM 493723100 490 36,494 SH   SOLE   18,754 0 17,740
KFORCE INC COMMON STOCK USD.01 COM 493732101 692 33,832 SH   SOLE   21,462 0 12,370
KILROY REALTY CORP REIT USD.01 COM 49427F108 6,032 120,208 SH   SOLE   89,282 0 30,926
KIMBALL INTERNATIONAL B COMMON COM 494274103 663 44,100 SH   SOLE   18,722 0 25,378
KIMBERLY CLARK CORP COMMON STO COM 494368103 76,672 733,988 SH   SOLE   392,522 0 341,466
KIMCO REALTY CORP REIT USD.01 COM 49446R109 11,656 590,168 SH   SOLE   310,774 0 279,394
KINDER MORGAN INC COMMON STOCK COM 49456B101 42,442 1,178,948 SH   SOLE   607,019 0 571,929
KINDRED HEALTHCARE INC COMMON COM 494580103 1,837 93,071 SH   SOLE   52,135 0 40,936
KINROSS GOLD CORP ADR COM 496902404 62 14,050 SH   SOLE   14,050 0 0
KIOR INC CL A COM COM 497217109 64 38,069 SH   SOLE   25,439 0 12,630
KIRBY CORP COMMON STOCK USD.1 COM 497266106 8,387 84,507 SH   SOLE   68,133 0 16,374
KIRKLAND S INC COMMON STOCK NP COM 497498105 436 18,434 SH   SOLE   12,174 0 6,260
KITE REALTY GROUP TRUST REIT U COM 49803T102 1,109 168,756 SH   SOLE   71,306 0 97,450
KLA TENCOR CORPORATION COMMON COM 482480100 14,670 227,576 SH   SOLE   128,366 0 99,210
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,141 116,736 SH   SOLE   97,041 0 19,695
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 322 34,997 SH   SOLE   13,127 0 21,870
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,249 68,205 SH   SOLE   45,405 0 22,800
KODIAK OIL + GAS CORP COMMON S COM 50015Q100 3,131 279,307 SH   SOLE   190,967 0 88,340
KOHLS CORP COMMON STOCK USD.01 COM 500255104 16,729 294,779 SH   SOLE   159,307 0 135,472
KOPIN CORP COMMON STOCK USD.01 COM 500600101 477 113,024 SH   SOLE   64,804 0 48,220
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 1,258 27,490 SH   SOLE   20,230 0 7,260
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,121 81,186 SH   SOLE   43,652 0 37,534
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 851 76,109 SH   SOLE   51,780 0 24,329
KRAFT FOOD GROUP INC. COM 50076Q106 57,520 1,066,769 SH   SOLE   539,390 0 527,379
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,142 49,529 SH   SOLE   23,729 0 25,800
KRATOS DEFENSE + SECURITY COMM COM 50077B207 531 69,135 SH   SOLE   24,314 0 44,821
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,318 68,333 SH   SOLE   45,433 0 22,900
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KRONOS WORLDWIDE INC COMMON ST COM 50105F105 369 19,347 SH   SOLE   7,030 0 12,317
KULICKE + SOFFA INDUSTRIES COM COM 501242101 259 19,452 SH   SOLE   14,752 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 190 14,548 SH   SOLE   9,068 0 5,480
KYOCERA LTD ADR COM 501556203 223 4,450 SH   SOLE   4,450 0 0
Kythera Biopharmaceuticals, In COM 501570105 367 9,843 SH   SOLE   6,623 0 3,220
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 14,425 134,994 SH   SOLE   85,573 0 49,421
L BRANDS INC COM 501797104 22,958 371,189 SH   SOLE   222,320 0 148,869
L+L ENERGY INC COMMON STOCK US COM 50162D100 68 40,733 SH   SOLE   16,203 0 24,530
LA Z BOY INC COMMON STOCK USD1 COM 505336107 2,509 80,930 SH   SOLE   45,010 0 35,920
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LACLEDE GROUP INC/THE COMMON S COM 505597104 2,465 54,124 SH   SOLE   27,978 0 26,146
LADENBURG THALMANN FINANCIAL C COM 50575Q102 288 91,922 SH   SOLE   62,302 0 29,620
LAKELAND BANCORP INC COMMON ST COM 511637100 524 42,363 SH   SOLE   16,740 0 25,623
LAKELAND FINANCIAL CORP COMMON COM 511656100 930 23,858 SH   SOLE   11,889 0 11,969
LAM RESEARCH CORP COMMON STOCK COM 512807108 12,278 225,482 SH   SOLE   126,943 0 98,539
LAMAR ADVERTISING CO A COMMON COM 512815101 6,222 119,087 SH   SOLE   92,620 0 26,467
LANCASTER COLONY CORP COMMON S COM 513847103 2,973 33,732 SH   SOLE   27,292 0 6,440
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LANDEC CORP COMMON STOCK USD.0 COM 514766104 303 24,997 SH   SOLE   15,147 0 9,850
LANDSTAR SYSTEM INC COMMON STO COM 515098101 4,301 74,872 SH   SOLE   59,130 0 15,742
LANNETT CO INC COMMON STOCK US COM 516012101 540 16,315 SH   SOLE   11,125 0 5,190
LAREDO PETROLEUM INC COM 516806106 842 30,392 SH   SOLE   20,135 0 10,257
LAS VEGAS SANDS CORP COMMON ST COM 517834107 33,925 430,134 SH   SOLE   221,205 0 208,929
LASALLE HOTEL PROPERTIES REIT COM 517942108 5,823 188,695 SH   SOLE   98,022 0 90,673
LATTICE SEMICONDUCTOR CORP COM COM 518415104 821 149,024 SH   SOLE   78,024 0 71,000
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 470 27,530 SH   SOLE   12,253 0 15,277
LAZARD LTD CL A LTD PART USD.0 COM G54050102 4,495 99,176 SH   SOLE   68,606 0 30,570
LEAP WIRELESS INTL INC COMMON COM 521863308 1,275 73,290 SH   SOLE   34,580 0 38,710
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 696 87,693 SH   SOLE   37,293 0 50,400
LEAR CORP COMMON STOCK USD.01 COM 521865204 5,372 66,343 SH   SOLE   38,942 0 27,401
LEGG MASON INC COMMON STOCK US COM 524901105 7,005 161,120 SH   SOLE   84,184 0 76,936
LEGGETT + PLATT INC COMMON STO COM 524660107 5,980 193,265 SH   SOLE   108,060 0 85,205
LEIDOS HOLDINGS INC COM 525327102 4,759 102,357 SH   SOLE   79,919 0 22,438
LENDER PROCESSING SERVICES COM COM 52602E102 4,980 133,232 SH   SOLE   106,545 0 26,687
LENNAR CORP A COMMON STOCK USD COM 526057104 9,036 228,407 SH   SOLE   128,667 0 99,740
LENNOX INTERNATIONAL INC COMMO COM 526107107 6,438 75,686 SH   SOLE   61,155 0 14,531
LEUCADIA NATIONAL CORP COMMON COM 527288104 11,658 411,355 SH   SOLE   235,084 0 176,271
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 3,972 119,754 SH   SOLE   72,715 0 47,039
LEXICON PHARMACEUTICALS INC CO COM 528872104 400 222,304 SH   SOLE   147,022 0 75,282
LEXINGTON REALTY TRUST REIT US COM 529043101 3,194 312,834 SH   SOLE   161,483 0 151,351
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,622 101,976 SH   SOLE   79,979 0 21,997
LHC GROUP INC COMMON STOCK USD COM 50187A107 488 20,299 SH   SOLE   10,289 0 10,010
LIBBEY INC COMMON STOCK USD.01 COM 529898108 441 21,019 SH   SOLE   14,679 0 6,340
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LIBERTY GLOBAL PLC A COMMON ST COM G5480U104 36,149 406,217 SH   SOLE   209,993 0 196,224
LIBERTY INTERACTIVE CORP TRACK COM 53071M104 11,221 382,328 SH   SOLE   215,897 0 166,431
LIBERTY MEDIA CORP COM 531229102 10,193 69,598 SH   SOLE   39,240 0 30,358
LIBERTY PROPERTY TRUST REIT US COM 531172104 6,761 199,617 SH   SOLE   151,951 0 47,666
LIBERTY VENTURES SER A COM COM 53071M880 3,840 31,325 SH   SOLE   20,965 0 10,360
LIFE TECHNOLOGIES CORP COMMON COM 53217V109 17,496 230,815 SH   SOLE   137,699 0 93,116
LIFE TIME FITNESS INC COMMON S COM 53217R207 4,149 88,272 SH   SOLE   63,522 0 24,750
LIFEADVANTAGE CORP COM COM 53222K106 163 98,525 SH   SOLE   65,725 0 32,800
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 3,430 64,911 SH   SOLE   50,236 0 14,675
LIFETIME BRANDS INC COMMON STO COM 53222Q103 202 12,869 SH   SOLE   5,439 0 7,430
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,175 22,335 SH   SOLE   17,046 0 5,289
LIMELIGHT NETWORKS INC COMMON COM 53261M104 136 68,436 SH   SOLE   30,736 0 37,700
LIMONEIRA CO COMMON STOCK USD. COM 532746104 230 8,661 SH   SOLE   5,781 0 2,880
LINCOLN EDUCATIONAL SERVICES C COM 533535100 141 28,358 SH   SOLE   13,308 0 15,050
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 9,845 138,001 SH   SOLE   106,708 0 31,293
LINCOLN NATIONAL CORP COMMON S COM 534187109 19,167 371,316 SH   SOLE   205,404 0 165,912
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,511 18,260 SH   SOLE   11,938 0 6,322
LINEAR TECHNOLOGY CORP COMMON COM 535678106 19,188 421,262 SH   SOLE   281,516 0 139,746
LINKEDIN CORP A COMMON STOCK COM 53578A108 18,840 86,890 SH   SOLE   56,585 0 30,305
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 311 52,179 SH   SOLE   34,029 0 18,150
LIONS GATE ENTERTAINMENT W/D C COM 535919203 1,970 62,214 SH   SOLE   42,694 0 19,520
LIQUIDITY SERVICES INC COMMON COM 53635B107 665 29,367 SH   SOLE   20,267 0 9,100
LITHIA MOTORS INC CL A COMMON COM 536797103 2,137 30,784 SH   SOLE   22,724 0 8,060
LITTELFUSE INC COMMON STOCK US COM 537008104 2,701 29,066 SH   SOLE   20,476 0 8,590
LIVE NATION ENTERTAINMENT IN C COM 538034109 4,796 242,728 SH   SOLE   132,198 0 110,530
LIVEPERSON INC COMMON STOCK US COM 538146101 862 58,175 SH   SOLE   42,335 0 15,840
LKQ CORP COMMON STOCK USD.01 COM 501889208 15,472 470,265 SH   SOLE   382,073 0 88,192
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LMI AEROSPACE INC COMMON STOCK COM 502079106 312 21,139 SH   SOLE   5,519 0 15,620
LOCKHEED MARTIN CORP COMMON ST COM 539830109 72,715 489,134 SH   SOLE   295,204 0 193,930
LOEWS CORP COMMON STOCK USD.01 COM 540424108 25,953 537,996 SH   SOLE   277,096 0 260,900
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 871 25,967 SH   SOLE   17,987 0 7,980
LOMAS FINL CORP NEW COM COM 16939P106 834 17,650 SH   SOLE   17,650 0 0
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,213 14,976 SH   SOLE   9,836 0 5,140
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LOUISIANA PACIFIC CORP COMMON COM 546347105 5,108 275,935 SH   SOLE   213,055 0 62,880
LOWE S COS INC COMMON STOCK US COM 548661107 101,306 2,044,524 SH   SOLE   1,118,913 0 925,611
LPL FINANCIAL HOLDINGS INC COM 50212V100 1,976 42,024 SH   SOLE   28,250 0 13,774
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,241 30,256 SH   SOLE   17,921 0 12,335
LSI CORP COMMON STOCK USD.01 COM 502161102 8,932 810,490 SH   SOLE   442,569 0 367,921
LSI INDUSTRIES INC COMMON STOC COM 50216C108 248 28,557 SH   SOLE   12,817 0 15,740
LTC PROPERTIES INC REIT USD.01 COM 502175102 2,647 74,796 SH   SOLE   58,794 0 16,002
LTX CREDENCE CORP COMMON STOCK COM 502403207 508 63,611 SH   SOLE   29,002 0 34,609
LUBY S INC COMMON STOCK USD.32 COM 549282101 194 25,160 SH   SOLE   10,690 0 14,470
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 3,558 34,576 SH   SOLE   25,922 0 8,654
LUMINEX CORP COMMON STOCK USD. COM 55027E102 892 45,984 SH   SOLE   35,244 0 10,740
LUMOS NETWORKS CORP COM 550283105 364 17,321 SH   SOLE   12,086 0 5,235
LYDALL INC COMMON STOCK USD.1 COM 550819106 436 24,733 SH   SOLE   12,333 0 12,400
LYON WILLIAM HOMES COM COM 552074700 264 11,906 SH   SOLE   7,936 0 3,970
LYONDELLBASELL INDU CL A COMMO COM N53745100 57,267 713,343 SH   SOLE   376,771 0 336,572
LifeLock, Inc. COM 53224V100 887 54,051 SH   SOLE   36,511 0 17,540
M + T BANK CORP COMMON STOCK U COM 55261F104 27,404 235,390 SH   SOLE   156,548 0 78,842
M/I HOMES INC COMMON STOCK USD COM 55305B101 940 36,920 SH   SOLE   22,310 0 14,610
MAC GRAY CORP COMMON STOCK USD COM 554153106 306 14,435 SH   SOLE   6,265 0 8,170
MACATAWA BK CORP COM COM 554225102 150 29,987 SH   SOLE   12,737 0 17,250
MACERICH CO/THE REIT USD.01 COM 554382101 11,523 195,675 SH   SOLE   98,954 0 96,721
MACK CALI REALTY CORP REIT USD COM 554489104 2,749 127,959 SH   SOLE   94,159 0 33,800
MACY S INC COMMON STOCK USD.01 COM 55616P104 30,244 566,359 SH   SOLE   332,572 0 233,787
MADISON SQUARE GARDEN CO A COM COM 55826P100 3,145 54,625 SH   SOLE   35,053 0 19,572
MAGELLAN HEALTH SERVICES INC C COM 559079207 2,942 49,101 SH   SOLE   26,909 0 22,192
MAGICJACK VOCALTEC LTD COM M6787E101 217 18,193 SH   SOLE   10,323 0 7,870
MAGNA INTERNATIONAL COM COM 559222401 256 3,120 SH   SOLE   3,120 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 1,570 214,744 SH   SOLE   105,894 0 108,850
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 793 72,591 SH   SOLE   39,264 0 33,327
MAIN STREET CAPITAL CORP COMMO COM 56035L104 1,742 53,293 SH   SOLE   25,785 0 27,508
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 548 30,398 SH   SOLE   12,579 0 17,819
MALLINCKRODT PLC COM COM G5785G107 4,873 93,240 SH   SOLE   66,214 0 27,026
MANHATTAN ASSOCIATES INC COMMO COM 562750109 3,127 26,615 SH   SOLE   18,878 0 7,737
MANITEK INTL INC COM 563420108 182 11,463 SH   SOLE   7,033 0 4,430
MANITOWOC COMPANY INC COMMON S COM 563571108 4,795 205,630 SH   SOLE   76,902 0 128,728
MANNING & NAPIER INC COM 56382Q102 309 17,495 SH   SOLE   7,615 0 9,880
MANNKIND CORP COMMON STOCK USD COM 56400P201 738 141,687 SH   SOLE   94,697 0 46,990
MANPOWER INC COMMON STOCK USD. COM 56418H100 9,470 110,301 SH   SOLE   85,920 0 24,381
MANTECH INTERNATIONAL CORP A C COM 564563104 2,684 89,675 SH   SOLE   70,915 0 18,760
MANULIFE FINANCIAL CORP COM COM 56501R106 443 22,470 SH   SOLE   22,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 42,151 1,194,083 SH   SOLE   599,068 0 595,015
MARATHON PETROLEUM CORP COMMON COM 56585A102 49,342 537,910 SH   SOLE   270,435 0 267,475
MARCHEX INC CLASS B COMMON STO COM 56624R108 311 36,011 SH   SOLE   17,011 0 19,000
MARCUS CORPORATION COMMON STOC COM 566330106 407 30,254 SH   SOLE   14,544 0 15,710
MARINE PRODUCTS CORP COMMON ST COM 568427108 146 14,517 SH   SOLE   5,997 0 8,520
MARINEMAX INC COMMON STOCK USD COM 567908108 778 48,376 SH   SOLE   28,826 0 19,550
MARKEL CORP COMMON STOCK NPV COM 570535104 5,595 9,641 SH   SOLE   5,503 0 4,138
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 4,171 62,378 SH   SOLE   48,805 0 13,573
MARKETO INC COM 57063L107 227 6,128 SH   SOLE   4,118 0 2,010
MARLIN BUSINESS SERVICES INC C COM 571157106 355 14,085 SH   SOLE   5,655 0 8,430
MARRIOTT INTERNATIONAL CL A CO COM 571903202 17,729 359,172 SH   SOLE   211,771 0 147,401
MARRIOTT VACATIONS WORLD COM 57164Y107 2,710 51,374 SH   SOLE   27,454 0 23,920
MARSH + MCLENNAN COS COMMON ST COM 571748102 45,945 950,060 SH   SOLE   485,460 0 464,600
MARTEN TRANSPORT LTD COMMON ST COM 573075108 597 29,569 SH   SOLE   10,389 0 19,180
MARTHA STEWART LIVING CL A CO COM 573083102 156 37,028 SH   SOLE   16,098 0 20,930
MARTIN MARIETTA MATERIALS COMM COM 573284106 7,179 71,832 SH   SOLE   57,869 0 13,963
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 4,156 289,026 SH   SOLE   161,546 0 127,480
MASCO CORP COMMON STOCK USD1. COM 574599106 12,950 568,711 SH   SOLE   341,729 0 226,982
MASIMO CORPORATION COMMON STOC COM 574795100 2,617 89,531 SH   SOLE   71,506 0 18,025
MASTEC INC COMMON STOCK USD.1 COM 576323109 2,280 69,697 SH   SOLE   48,597 0 21,100
MASTERCARD INC CLASS A COMMON COM 57636Q104 162,784 194,843 SH   SOLE   100,318 0 94,525
MATADOR RESOURCES COM COM 576485205 1,402 75,217 SH   SOLE   33,407 0 41,810
MATERION CORP COMMON STOCK NPV COM 576690101 1,066 34,557 SH   SOLE   22,810 0 11,747
MATRIX SERVICE CO COMMON STOCK COM 576853105 1,015 41,462 SH   SOLE   22,122 0 19,340
MATSON INC. COM 57686G105 1,808 69,246 SH   SOLE   54,976 0 14,270
MATTEL INC COMMON STOCK USD1. COM 577081102 25,116 527,879 SH   SOLE   315,742 0 212,137
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,487 58,371 SH   SOLE   42,061 0 16,310
MATTRESS FIRM HOLDING CORP COM 57722W106 495 11,503 SH   SOLE   7,643 0 3,860
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 6,901 247,262 SH   SOLE   163,585 0 83,677
MAXIMUS INC COMMON STOCK NPV COM 577933104 4,124 93,751 SH   SOLE   66,681 0 27,070
MAXLINEAR INC CLASS A COMMON S COM 57776J100 210 20,094 SH   SOLE   13,514 0 6,580
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 202 26,010 SH   SOLE   17,620 0 8,390
MB FINANCIAL INC COMMON STOCK COM 55264U108 2,899 90,340 SH   SOLE   47,434 0 42,906
MBIA INC COMMON STOCK USD1. COM 55262C100 1,156 96,792 SH   SOLE   55,640 0 41,152
MCCLATCHY CO CLASS A COMMON ST COM 579489105 229 67,301 SH   SOLE   41,801 0 25,500
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,239 235,627 SH   SOLE   145,130 0 90,497
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,801 196,627 SH   SOLE   91,579 0 105,048
MCDONALD S CORP COMMON STOCK U COM 580135101 182,209 1,877,860 SH   SOLE   1,012,578 0 865,282
MCG CAPITAL CORP COMMON STOCK COM 58047P107 530 120,409 SH   SOLE   68,589 0 51,820
MCGRATH RENTCORP COMMON STOCK COM 580589109 2,015 50,637 SH   SOLE   35,667 0 14,970
MCGRAW HILL FINANCIAL INC COM 580645109 31,775 406,329 SH   SOLE   235,864 0 170,465
MCKESSON CORP COMMON STOCK USD COM 58155Q103 72,541 449,450 SH   SOLE   239,357 0 210,093
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,631 81,619 SH   SOLE   53,819 0 27,800
MDC PARTNERS INC CL A COMMON S COM 552697104 1,096 42,978 SH   SOLE   21,073 0 21,905
MDU RESOURCES GROUP INC COMMON COM 552690109 7,981 261,228 SH   SOLE   205,493 0 55,735
MEAD JOHNSON NUTRITION CO COMM COM 582839106 26,941 321,643 SH   SOLE   190,373 0 131,270
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 517 74,245 SH   SOLE   39,180 0 35,065
MEADWESTVACO CORP COMMON STOCK COM 583334107 8,887 240,654 SH   SOLE   133,545 0 107,109
MEASUREMENT SPECIALTIES INC CO COM 583421102 1,263 20,812 SH   SOLE   15,502 0 5,310
MEDALLION FINANCIAL CORP COMMO COM 583928106 356 24,828 SH   SOLE   10,044 0 14,784
MEDASSETS INC COMMON STOCK USD COM 584045108 1,205 60,787 SH   SOLE   40,797 0 19,990
MEDIA GEN INC CL A COM 584404107 612 27,081 SH   SOLE   11,691 0 15,390
MEDICAL ACTION IND INC COMMON COM 58449L100 137 16,029 SH   SOLE   8,029 0 8,000
MEDICAL PROPERTIES TRUST INC R COM 58463J304 3,280 268,372 SH   SOLE   135,912 0 132,460
MEDICINES COMPANY COMMON STOCK COM 584688105 3,237 83,804 SH   SOLE   63,134 0 20,670
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 3,629 59,922 SH   SOLE   43,364 0 16,558
MEDIFAST INC COMMON STOCK USD. COM 58470H101 416 15,910 SH   SOLE   11,150 0 4,760
MEDIVATION INC COMMON STOCK US COM 58501N101 4,317 67,636 SH   SOLE   44,431 0 23,205
MEDLEY CAPITAL CORP COMMON STO COM 58503F106 631 45,568 SH   SOLE   16,279 0 29,289
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 7,964 149,198 SH   SOLE   119,420 0 29,778
MEDTRONIC INC COMMON STOCK USD COM 585055106 111,663 1,945,682 SH   SOLE   1,007,929 0 937,753
MEN S WEARHOUSE INC/THE COMMON COM 587118100 4,219 82,590 SH   SOLE   45,170 0 37,420
MENTOR GRAPHICS CORP COMMON ST COM 587200106 5,211 216,488 SH   SOLE   142,258 0 74,230
MERCANTILE BANK CORP COM COM 587376104 243 11,247 SH   SOLE   4,897 0 6,350
MERCHANTS BANCSHARES INC COMMO COM 588448100 233 6,968 SH   SOLE   2,888 0 4,080
MERCK + CO. INC. COMMON STOCK COM 58933Y105 232,331 4,641,976 SH   SOLE   2,404,895 0 2,237,081
MERCURY GENERAL CORP COMMON ST COM 589400100 2,167 43,602 SH   SOLE   35,808 0 7,794
MERCURY SYSTEMS INC COM 589378108 525 47,980 SH   SOLE   24,460 0 23,520
MEREDITH CORP COMMON STOCK USD COM 589433101 4,265 82,332 SH   SOLE   53,172 0 29,160
MERGE HEALTHCARE INC COMMON ST COM 589499102 145 62,465 SH   SOLE   40,185 0 22,280
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,937 110,710 SH   SOLE   95,580 0 15,130
MERIDIAN INTERSTATE BANCORP CO COM 58964Q104 248 10,997 SH   SOLE   5,141 0 5,856
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 973 61,824 SH   SOLE   30,899 0 30,925
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,388 49,750 SH   SOLE   33,594 0 16,156
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,451 139,105 SH   SOLE   61,995 0 77,110
MERRIMACK PHARMACEUTICALS INC COM 590328100 428 80,191 SH   SOLE   52,891 0 27,300
META FINL GROUP INC COM COM 59100U108 286 7,085 SH   SOLE   2,855 0 4,230
METHODE ELECTRONICS INC COMMON COM 591520200 1,926 56,334 SH   SOLE   35,884 0 20,450
METLIFE INC COMMON STOCK USD.0 COM 59156R108 92,332 1,712,386 SH   SOLE   874,185 0 838,201
METRO BANCORP INC COMMON STOCK COM 59161R101 385 17,858 SH   SOLE   7,578 0 10,280
METROCORP BANCSHARES COM COM 591650106 360 23,879 SH   SOLE   9,979 0 13,900
METTLER TOLEDO INTERNATIONAL C COM 592688105 11,368 46,861 SH   SOLE   38,189 0 8,672
MFA FINANCIAL INC REIT USD.01 COM 55272X102 1,714 242,749 SH   SOLE   143,281 0 99,468
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,918 50,392 SH   SOLE   32,534 0 17,858
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,288 389,556 SH   SOLE   224,696 0 164,860
MGM RESORTS INTERNATIONAL COMM COM 552953101 6,028 256,313 SH   SOLE   145,462 0 110,851
MICHAEL KORS HOLDINGS COM G60754101 21,787 268,348 SH   SOLE   164,686 0 103,662
MICREL INC COMMON STOCK NPV COM 594793101 1,458 147,734 SH   SOLE   130,654 0 17,080
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,141 293,663 SH   SOLE   176,725 0 116,938
MICRON TECHNOLOGY INC COMMON S COM 595112103 30,808 1,415,818 SH   SOLE   792,839 0 622,979
MICROS SYSTEMS INC COMMON STOC COM 594901100 6,451 112,447 SH   SOLE   88,890 0 23,557
MICROSEMI CORP COMMON STOCK US COM 595137100 3,054 122,397 SH   SOLE   81,997 0 40,400
MICROSOFT CORP COMMON STOCK US COM 594918104 549,855 14,690,209 SH   SOLE   7,747,452 0 6,942,757
MICROSTRATEGY INC CL A COMMON COM 594972408 1,469 11,822 SH   SOLE   8,750 0 3,072
MID AMERICA APARTMENT COMM REI COM 59522J103 6,516 107,274 SH   SOLE   82,399 0 24,875
MIDDLEBY CORP COMMON STOCK USD COM 596278101 5,392 22,471 SH   SOLE   15,962 0 6,509
MIDDLESEX WATER CO COMMON STOC COM 596680108 440 20,995 SH   SOLE   9,485 0 11,510
MIDSOUTH BANCORP INC COMMON ST COM 598039105 184 10,297 SH   SOLE   4,337 0 5,960
MIDSTATES PETROLEUM CORP COM COM 59804T100 277 41,892 SH   SOLE   17,812 0 24,080
MIDWAY GOLD CORP COMMON STOCK COM 598153104 83 102,557 SH   SOLE   64,137 0 38,420
MIDWEDTONE FINL GROUP COM 598511103 230 8,464 SH   SOLE   3,554 0 4,910
MILLENIAL MEDIA INC COM 60040N105 222 30,511 SH   SOLE   20,371 0 10,140
MILLER ENERGY RESOURCES INC CO COM 600527105 271 38,481 SH   SOLE   16,291 0 22,190
MILLER INDUSTRIES INC/TENN COM COM 600551204 263 14,102 SH   SOLE   5,942 0 8,160
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MINE SAFETY APPLIANCES CO COMM COM 602720104 2,999 58,557 SH   SOLE   48,617 0 9,940
MINERALS TECHNOLOGIES INC COMM COM 603158106 5,247 87,347 SH   SOLE   59,807 0 27,540
MISTRAS GROUP INC COMMON STOCK COM 60649T107 308 14,734 SH   SOLE   10,164 0 4,570
MITCHAM INDUSTRIES INC COMMON COM 606501104 290 16,380 SH   SOLE   7,110 0 9,270
MITEK SYSTEM INC COM 606710200 119 20,075 SH   SOLE   13,455 0 6,620
MITSUBISHI FINL ADR COM 606822104 1,505 225,270 SH   SOLE   225,270 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 417 95,560 SH   SOLE   95,560 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,619 87,463 SH   SOLE   47,210 0 40,253
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,555 62,041 SH   SOLE   34,091 0 27,950
MODINE MANUFACTURING CO COMMON COM 607828100 853 66,560 SH   SOLE   29,881 0 36,679
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L107 293 51,106 SH   SOLE   21,629 0 29,477
MOHAWK INDUSTRIES INC COMMON S COM 608190104 11,110 74,615 SH   SOLE   36,074 0 38,541
MOLINA HEALTHCARE INC COMMON S COM 60855R100 1,347 38,753 SH   SOLE   29,113 0 9,640
MOLSON COORS BREWING CO B COM COM 60871R209 12,141 216,224 SH   SOLE   113,387 0 102,837
MOLYCORP INC COMMON STOCK COM 608753109 1,016 180,769 SH   SOLE   69,679 0 111,090
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 1,014 57,336 SH   SOLE   37,346 0 19,990
MONARCH CASINO + RESORT INC CO COM 609027107 255 12,683 SH   SOLE   6,263 0 6,420
MONDELEZ INTERNATIONAL INC COM 609207105 108,347 3,069,307 SH   SOLE   1,502,862 0 1,566,445
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 583 28,054 SH   SOLE   11,931 0 16,123
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MONOLITHIC POWER SYSTEMS INC C COM 609839105 1,597 46,066 SH   SOLE   33,096 0 12,970
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,433 44,972 SH   SOLE   33,982 0 10,990
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,695 65,566 SH   SOLE   54,609 0 10,957
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 109,569 940,102 SH   SOLE   486,260 0 453,842
MONSTER BEVERAGE CORP COM 611740101 13,789 203,472 SH   SOLE   124,168 0 79,304
MONSTER WORLDWIDE INC COMMON S COM 611742107 1,207 169,253 SH   SOLE   83,753 0 85,500
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,233 76,749 SH   SOLE   38,799 0 37,950
MOODY S CORP COMMON STOCK USD. COM 615369105 32,188 410,189 SH   SOLE   291,226 0 118,963
MOOG INC CLASS A COMMON STOCK COM 615394202 5,110 75,210 SH   SOLE   41,050 0 34,160
MORGAN STANLEY COMMON STOCK US COM 617446448 77,318 2,465,483 SH   SOLE   1,233,297 0 1,232,186
MORGANS HOTEL GROUP CO COMMON COM 61748W108 269 33,080 SH   SOLE   17,040 0 16,040
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,419 18,171 SH   SOLE   11,940 0 6,231
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MOSYS INC COMMON STOCK USD.01 COM 619718109 237 42,862 SH   SOLE   26,942 0 15,920
MOTOROLA SOLUTIONS INC COMMON COM 620076307 24,851 368,162 SH   SOLE   220,042 0 148,120
MOVADO GROUP INC COMMON STOCK COM 624580106 1,239 28,152 SH   SOLE   14,662 0 13,490
MOVE INC COM 62458M207 562 35,116 SH   SOLE   23,657 0 11,459
MRC GLOBAL INC COM COM 55345K103 1,760 54,548 SH   SOLE   35,030 0 19,518
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 7,525 93,055 SH   SOLE   79,336 0 13,719
MSCI INC A COMMON STOCK USD.01 COM 55354G100 7,853 179,625 SH   SOLE   141,660 0 37,965
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,982 41,856 SH   SOLE   35,346 0 6,510
MUELLER INDUSTRIES INC COMMON COM 624756102 2,365 37,533 SH   SOLE   27,043 0 10,490
MUELLER WATER PRODUCTS INC A C COM 624758108 1,335 142,427 SH   SOLE   97,227 0 45,200
MULTI COLOR CORP COMMON STOCK COM 625383104 604 15,992 SH   SOLE   10,332 0 5,660
MULTI FINELINE ELECTRONIX IN C COM 62541B101 190 13,676 SH   SOLE   5,216 0 8,460
MULTIMEDIA GAMES HOLDING CO CO COM 625453105 1,015 32,374 SH   SOLE   24,054 0 8,320
MURPHY OIL CORP COMMON STOCK U COM 626717102 17,048 262,760 SH   SOLE   134,415 0 128,345
MURPHY USA INC COM 626755102 2,653 63,829 SH   SOLE   49,243 0 14,586
MVC CAPITAL INC COMMON STOCK U COM 553829102 404 29,919 SH   SOLE   13,160 0 16,759
MWI VETERINARY SUPPLY INC COMM COM 55402X105 3,138 18,397 SH   SOLE   13,825 0 4,572
MYERS INDUSTRIES INC COMMON ST COM 628464109 934 44,205 SH   SOLE   22,925 0 21,280
MYLAN INC COMMON STOCK USD.5 COM 628530107 28,387 654,067 SH   SOLE   340,046 0 314,021
MYR GROUP INC/DELAWARE COMMON COM 55405W104 691 27,570 SH   SOLE   12,250 0 15,320
MYRIAD GENETICS INC COMMON STO COM 62855J104 1,590 75,765 SH   SOLE   48,684 0 27,081
N B T BANCORP INC COMMON STOCK COM 628778102 2,544 98,215 SH   SOLE   64,629 0 33,586
NABORS INDUSTRIES LTD COMMON S COM G6359F103 7,607 447,712 SH   SOLE   259,344 0 188,368
NACCO INDUSTRIES CL A COMMON S COM 629579103 473 7,602 SH   SOLE   3,561 0 4,041
NANOMETRICS INC COMMON STOCK N COM 630077105 546 28,678 SH   SOLE   17,938 0 10,740
NANOSPHERE INC COM COM 63009F105 90 39,138 SH   SOLE   24,718 0 14,420
NASB FINL INC COM COM 628968109 208 6,897 SH   SOLE   2,427 0 4,470
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 6,474 162,665 SH   SOLE   87,018 0 75,647
NATIONAL BANKSHARES INC/VA COM COM 634865109 342 9,264 SH   SOLE   4,204 0 5,060
NATIONAL BEVERAGE CORP COMMON COM 635017106 594 29,440 SH   SOLE   23,900 0 5,540
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,443 72,304 SH   SOLE   35,434 0 36,870
NATIONAL FUEL GAS CO COMMON ST COM 636180101 7,945 111,273 SH   SOLE   87,621 0 23,652
NATIONAL GRID TRANS ADR COM 636274300 880 13,471 SH   SOLE   13,471 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 806 14,954 SH   SOLE   6,244 0 8,710
NATIONAL INSTRUMENTS CORP COMM COM 636518102 7,646 238,773 SH   SOLE   210,523 0 28,250
NATIONAL INTERSTATE CORP COMMO COM 63654U100 239 10,410 SH   SOLE   5,050 0 5,360
NATIONAL OILWELL VARCO INC COM COM 637071101 58,339 733,550 SH   SOLE   370,097 0 363,453
NATIONAL PRESTO INDS INC COMMO COM 637215104 700 8,695 SH   SOLE   4,466 0 4,229
NATIONAL RESEARCH CORP COMMON COM 637372202 204 10,830 SH   SOLE   5,390 0 5,440
NATIONAL RETAIL PROPERTIES REI COM 637417106 5,234 172,577 SH   SOLE   130,830 0 41,747
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 612 16,550 SH   SOLE   11,280 0 5,270
NATL HEALTH INVESTORS INC REIT COM 63633D104 2,888 51,488 SH   SOLE   40,418 0 11,070
NATL PENN BCSHS INC COMMON STO COM 637138108 2,222 196,112 SH   SOLE   105,745 0 90,367
NATL WESTERN LIFE INS CL A COM COM 638522102 816 3,650 SH   SOLE   1,762 0 1,888
NATURAL GAS SERVICES GROUP COM COM 63886Q109 488 17,713 SH   SOLE   8,723 0 8,990
NATURAL GROCERS BY VITAMIN C COM 63888U108 325 7,648 SH   SOLE   5,108 0 2,540
NATURES SUNSHINE PRODS INC COM COM 639027101 243 14,041 SH   SOLE   6,141 0 7,900
NATUS MEDICAL INC COMMON STOCK COM 639050103 916 40,729 SH   SOLE   24,659 0 16,070
NAUTILUS INC COM COM 63910B102 258 30,655 SH   SOLE   18,025 0 12,630
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 231 111,621 SH   SOLE   70,061 0 41,560
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,629 84,832 SH   SOLE   45,382 0 39,450
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,134 17,950 SH   SOLE   9,697 0 8,253
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,584 41,477 SH   SOLE   23,875 0 17,602
NCI BUILDING SYSTEMS INC COMMO COM 628852204 365 20,787 SH   SOLE   13,197 0 7,590
NCR CORPORATION COMMON STOCK U COM 62886E108 8,826 259,136 SH   SOLE   210,523 0 48,613
NEENAH PAPER INC COMMON STOCK COM 640079109 1,124 26,284 SH   SOLE   13,239 0 13,045
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,685 148,487 SH   SOLE   93,247 0 55,240
NELNET INC CL A COMMON STOCK U COM 64031N108 1,703 40,411 SH   SOLE   22,042 0 18,369
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,869 40,907 SH   SOLE   30,732 0 10,175
NEOGENOMICS INC COM 64049M209 103 28,477 SH   SOLE   18,937 0 9,540
NEONODE INC COM COM 64051M402 137 21,667 SH   SOLE   14,507 0 7,160
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 180 25,459 SH   SOLE   10,799 0 14,660
NETAPP INC COMMON STOCK USD.00 COM 64110D104 21,781 529,424 SH   SOLE   316,254 0 213,170
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 31,427 85,360 SH   SOLE   51,435 0 33,925
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,107 63,950 SH   SOLE   33,524 0 30,426
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,438 48,612 SH   SOLE   34,312 0 14,300
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,395 32,956 SH   SOLE   21,699 0 11,257
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 654 70,060 SH   SOLE   46,800 0 23,260
NEUSTAR INC CLASS A COMMON STO COM 64126X201 5,045 101,191 SH   SOLE   81,742 0 19,449
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 433 37,885 SH   SOLE   19,525 0 18,360
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,279 70,911 SH   SOLE   38,321 0 32,590
NEW MOUNTAIN FINANCE CORP COMM COM 647551100 744 49,469 SH   SOLE   17,975 0 31,494
NEW RESIDENTIAL INVESTMENT COM 64828T102 2,233 334,269 SH   SOLE   143,039 0 191,230
NEW YORK + CO COMMON STOCK USD COM 649295102 137 31,327 SH   SOLE   17,951 0 13,376
NEW YORK COMMUNITY BANCORP COM COM 649445103 10,303 611,430 SH   SOLE   482,480 0 128,950
NEW YORK MTGE TR INC COM COM 649604501 567 81,054 SH   SOLE   34,744 0 46,310
NEW YORK TIMES CO A COMMON STO COM 650111107 4,371 275,407 SH   SOLE   173,326 0 102,081
NEWBRIDGE BANCORP COM 65080T102 239 31,897 SH   SOLE   13,537 0 18,360
NEWCASTLE INVESTMENT CORP REIT COM 65105M108 76 13,173 SH   SOLE   5,673 0 7,500
NEWELL RUBBERMAID INC COMMON S COM 651229106 13,719 423,293 SH   SOLE   249,176 0 174,117
NEWFIELD EXPLORATION CO COMMON COM 651290108 4,765 193,462 SH   SOLE   109,480 0 83,982
NEWLINK GENETICS CORP COM 651511107 343 15,584 SH   SOLE   10,404 0 5,180
NEWMARKET CORP COMMON STOCK NP COM 651587107 7,323 21,915 SH   SOLE   18,860 0 3,055
NEWMONT MINING CORP COMMON STO COM 651639106 15,787 685,510 SH   SOLE   369,737 0 315,773
NEWPARK RESOURCES INC COMMON S COM 651718504 1,419 115,483 SH   SOLE   78,629 0 36,854
NEWPORT CORP COMMON STOCK USD. COM 651824104 1,141 63,122 SH   SOLE   31,642 0 31,480
NEWS CORP CL A COMMON STOCK US COM 65249B109 15,236 845,481 SH   SOLE   432,626 0 412,855
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 921 51,822 SH   SOLE   29,812 0 22,010
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,756 31,501 SH   SOLE   20,761 0 10,740
NEXTERA ENERGY INC COMMON STOC COM 65339F101 65,563 765,749 SH   SOLE   397,537 0 368,212
NGP CAPITAL RESOURCES CO COMMO COM 62912R107 203 27,180 SH   SOLE   11,598 0 15,582
NIC INC COMMON STOCK NPV COM 62914B100 3,435 138,110 SH   SOLE   113,797 0 24,313
NICHOLAS FINANCIAL INC COMMON COM 65373J209 204 12,976 SH   SOLE   5,496 0 7,480
NIELSEN HOLDINGS NV COMMON STO COM N63218106 12,647 275,602 SH   SOLE   151,891 0 123,711
NII HOLDINGS INC COMMON STOCK COM 62913F201 656 238,485 SH   SOLE   103,015 0 135,470
NIKE INC CL B COMMON STOCK NP COM 654106103 111,590 1,419,000 SH   SOLE   786,200 0 632,800
NIPPON TEL & TEL ADR COM 654624105 479 17,730 SH   SOLE   17,730 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 13,593 413,403 SH   SOLE   228,873 0 184,530
NL INDUSTRIES COMMON STOCK USD COM 629156407 127 11,332 SH   SOLE   3,832 0 7,500
NN INC COMMON STOCK USD.01 COM 629337106 439 21,725 SH   SOLE   9,275 0 12,450
NOBLE CORP PLC COM G65431101 8,883 237,057 SH   SOLE   151,988 0 85,069
NOBLE ENERGY INC COMMON STOCK COM 655044105 34,605 508,070 SH   SOLE   279,431 0 228,639
NOKIA CORP COM 654902204 376 46,372 SH   SOLE   46,372 0 0
NOMURA HLDGS INC ADR COM 65535H208 399 51,340 SH   SOLE   51,340 0 0
NORANDA ALUMINUM HOLDING COR C COM 65542W107 142 43,089 SH   SOLE   18,579 0 24,510
NORDIC AMERICAN TANKERS LTD CO COM G65773106 857 88,359 SH   SOLE   35,979 0 52,380
NORDSON CORP COMMON STOCK NPV COM 655663102 7,428 99,974 SH   SOLE   79,912 0 20,062
NORDSTROM INC COMMON STOCK NPV COM 655664100 14,077 227,783 SH   SOLE   134,018 0 93,765
NORFOLK SOUTHERN CORP COMMON S COM 655844108 49,503 533,264 SH   SOLE   268,845 0 264,419
NORTEK INC COM COM 656559309 599 8,034 SH   SOLE   5,454 0 2,580
NORTHEAST UTILITIES COMMON STO COM 664397106 21,107 497,929 SH   SOLE   307,436 0 190,493
NORTHERN OIL AND GAS INC COMMO COM 665531109 1,506 99,906 SH   SOLE   49,156 0 50,750
NORTHERN TRUST CORP COMMON STO COM 665859104 19,779 319,577 SH   SOLE   171,294 0 148,283
NORTHFIELD BANCORP INC/NJ COM 66611T108 980 74,225 SH   SOLE   37,723 0 36,502
NORTHRIM BANCORP INC COM COM 666762109 213 8,132 SH   SOLE   3,422 0 4,710
NORTHROP GRUMMAN CORP COMMON S COM 666807102 40,186 350,634 SH   SOLE   182,706 0 167,928
NORTHSTAR REALTY FINANCE COR R COM 66704R100 4,942 367,398 SH   SOLE   158,279 0 209,119
NORTHWEST BANCSHARES INC COMMO COM 667340103 3,161 213,901 SH   SOLE   143,165 0 70,736
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,014 47,029 SH   SOLE   25,837 0 21,192
NORTHWEST PIPE CO COMMON STOCK COM 667746101 458 12,122 SH   SOLE   5,232 0 6,890
NORTHWESTERN CORP COMMON STOCK COM 668074305 2,945 67,982 SH   SOLE   38,867 0 29,115
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 711 20,040 SH   SOLE   13,130 0 6,910
NOVARTIS AG ADR COM 66987V109 2,998 37,295 SH   SOLE   37,295 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 718 140,259 SH   SOLE   89,619 0 50,640
NOVO-NORDISK A/S COM 670100205 1,123 6,080 SH   SOLE   6,080 0 0
NPS PHARMACEUTICALS INC COMMON COM 62936P103 3,791 124,863 SH   SOLE   75,383 0 49,480
NRG ENERGY INC COMMON STOCK US COM 629377508 12,704 442,357 SH   SOLE   240,138 0 202,219
NRG YIELD INC CLASS A COM 62942X108 846 21,150 SH   SOLE   5,650 0 15,500
NTELOS HOLDINGS CORP COM 67020Q305 345 17,051 SH   SOLE   11,866 0 5,185
NTT DOCOMO INC ADR COM 62942M201 313 18,970 SH   SOLE   18,970 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 9,519 68,872 SH   SOLE   51,736 0 17,136
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,733 179,804 SH   SOLE   103,289 0 76,515
NUCOR CORP COMMON STOCK USD.4 COM 670346105 22,458 420,728 SH   SOLE   231,739 0 188,989
NUMEREX CORP PA CL A COM 67053A102 228 17,599 SH   SOLE   7,439 0 10,160
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 287 10,718 SH   SOLE   4,538 0 6,180
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 528 32,090 SH   SOLE   22,160 0 9,930
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,186 67,605 SH   SOLE   38,015 0 29,590
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K203 305 18,161 SH   SOLE   8,156 0 10,005
NVE CORP COMMON STOCK USD.01 COM 629445206 257 4,408 SH   SOLE   2,908 0 1,500
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 12,788 798,265 SH   SOLE   442,002 0 356,263
NVR INC COMMON STOCK USD.01 COM 62944T105 7,111 6,931 SH   SOLE   5,587 0 1,344
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 597 59,729 SH   SOLE   40,149 0 19,580
National Bank Holdings Corp. COM 633707104 1,402 65,536 SH   SOLE   30,736 0 34,800
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 21,984 170,803 SH   SOLE   102,135 0 68,668
OASIS PETROLEUM INC COMMON STO COM 674215108 3,699 78,756 SH   SOLE   51,776 0 26,980
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 138,449 1,455,822 SH   SOLE   778,439 0 677,383
OCEANEERING INTL INC COMMON ST COM 675232102 17,821 225,930 SH   SOLE   182,220 0 43,710
OCEANFIRST FINANCIAL CORP COMM COM 675234108 346 20,187 SH   SOLE   7,347 0 12,840
OCWEN FINANCIAL CORP COMMON ST COM 675746309 4,998 90,136 SH   SOLE   60,366 0 29,770
ODYSSEY MARINE EXPLORATION COM COM 676118102 143 70,891 SH   SOLE   45,601 0 25,290
OFFICE DEPOT INC COMMON STOCK COM 676220106 5,309 1,003,582 SH   SOLE   651,144 0 352,438
OFG BANCORP COM 67103X102 1,237 71,358 SH   SOLE   36,033 0 35,325
OGE ENERGY CORP COMMON STOCK U COM 670837103 9,620 283,788 SH   SOLE   218,130 0 65,658
OI SA-ADR COM 670851203 17 10,400 SH   SOLE   10,400 0 0
OIL DRI CORP OF AMERICA COMMON COM 677864100 212 5,606 SH   SOLE   2,616 0 2,990
OIL STATES INTERNATIONAL INC C COM 678026105 8,513 83,687 SH   SOLE   61,180 0 22,507
OLD DOMINION FREIGHT LINE COMM COM 679580100 5,899 111,260 SH   SOLE   89,890 0 21,370
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,472 160,826 SH   SOLE   81,293 0 79,533
OLD REPUBLIC INTL CORP COMMON COM 680223104 6,296 364,561 SH   SOLE   289,705 0 74,856
OLIN CORP COMMON STOCK USD1. COM 680665205 3,836 132,973 SH   SOLE   111,973 0 21,000
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 406 14,007 SH   SOLE   8,447 0 5,560
OM GROUP INC COMMON STOCK USD. COM 670872100 2,000 54,926 SH   SOLE   29,902 0 25,024
OMEGA HEALTHCARE INVESTORS REI COM 681936100 5,893 197,761 SH   SOLE   157,011 0 40,750
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 307 24,966 SH   SOLE   11,216 0 13,750
OMEROS CORP COM COM 682143102 303 26,816 SH   SOLE   17,276 0 9,540
OMNIAMERICAN BANCORP INC COMMO COM 68216R107 445 20,825 SH   SOLE   12,495 0 8,330
OMNICARE INC COMMON STOCK USD1 COM 681904108 8,865 146,871 SH   SOLE   114,397 0 32,474
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,250 48,958 SH   SOLE   30,098 0 18,860
OMNICOM GROUP COMMON STOCK USD COM 681919106 35,516 477,554 SH   SOLE   312,819 0 164,735
OMNIVISION TECHNOLOGIES INC CO COM 682128103 1,389 80,753 SH   SOLE   40,086 0 40,667
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 407 44,622 SH   SOLE   31,092 0 13,530
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,491 71,332 SH   SOLE   58,152 0 13,180
ON SEMICONDUCTOR CORPORATION C COM 682189105 3,221 390,924 SH   SOLE   254,814 0 136,110
ONCOGENEX PHARMACEUTICAL INC C COM 68230A106 111 13,293 SH   SOLE   8,463 0 4,830
ONE LIBERTY PROPERTIES INC REI COM 682406103 376 18,676 SH   SOLE   9,096 0 9,580
ONEBEACON INSURANCE GROUP A CO COM G67742109 545 34,448 SH   SOLE   12,888 0 21,560
ONEOK INC COMMON STOCK USD.01 COM 682680103 22,623 363,837 SH   SOLE   218,767 0 145,070
ONSTREAM MEDIA CORP COM COM 682875208 3 10,700 SH   SOLE   10,700 0 0
OPENTABLE INC COMMON STOCK COM 68372A104 2,444 30,798 SH   SOLE   22,626 0 8,172
OPKO HEALTH INC COMMON STOCK U COM 68375N103 1,440 170,584 SH   SOLE   108,174 0 62,410
OPLINK COMMUNICATIONS INC COMM COM 68375Q403 572 30,726 SH   SOLE   16,026 0 14,700
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 322 13,009 SH   SOLE   5,769 0 7,240
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 242,118 6,328,227 SH   SOLE   3,271,736 0 3,056,491
ORANGE ADR COM 684060106 388 31,450 SH   SOLE   31,450 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 460 73,112 SH   SOLE   32,687 0 40,425
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 295 46,605 SH   SOLE   20,245 0 26,360
ORBITAL SCIENCES CORP COMMON S COM 685564106 1,812 77,784 SH   SOLE   43,403 0 34,381
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 221 30,778 SH   SOLE   18,378 0 12,400
OREXIGEN THERAPEUTICS INC COMM COM 686164104 490 87,087 SH   SOLE   58,857 0 28,230
ORIENT EXPRESS HOTELS LTD A C COM G67743107 1,941 128,468 SH   SOLE   59,105 0 69,363
ORION MARINE GROUP INC COMMON COM 68628V308 485 40,284 SH   SOLE   20,460 0 19,824
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,057 65,854 SH   SOLE   35,749 0 30,105
ORIX CORP ADR COM 686330101 273 3,060 SH   SOLE   3,060 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 671 24,674 SH   SOLE   10,564 0 14,110
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 716 31,365 SH   SOLE   16,025 0 15,340
OSHKOSH CORP COMMON STOCK USD. COM 688239201 6,226 123,583 SH   SOLE   95,968 0 27,615
OSI SYSTEMS INC COMMON STOCK N COM 671044105 1,373 25,860 SH   SOLE   17,285 0 8,575
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 271 16,869 SH   SOLE   11,509 0 5,360
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,629 55,648 SH   SOLE   27,952 0 27,696
OUTERWALL INC COM 690070107 2,198 32,676 SH   SOLE   23,556 0 9,120
OVERSTOCK.COM INC COMMON STOCK COM 690370101 358 11,617 SH   SOLE   6,407 0 5,210
OWENS + MINOR INC COMMON STOCK COM 690732102 8,698 237,901 SH   SOLE   193,021 0 44,880
OWENS CORNING COMMON STOCK USD COM 690742101 3,300 81,031 SH   SOLE   45,728 0 35,303
OWENS ILLINOIS INC COMMON STOC COM 690768403 8,908 248,967 SH   SOLE   143,860 0 105,107
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,350 16,740 SH   SOLE   12,380 0 4,360
P G + E CORP COMMON STOCK NPV COM 69331C108 29,669 736,562 SH   SOLE   365,855 0 370,707
PACCAR INC COMMON STOCK USD1. COM 693718108 30,289 511,906 SH   SOLE   288,206 0 223,700
PACER INTERNATIONAL INC COMMON COM 69373H106 597 72,230 SH   SOLE   46,214 0 26,016
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 361 69,114 SH   SOLE   32,754 0 36,360
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 372 23,357 SH   SOLE   10,367 0 12,990
PACIFIC PREMIER BNCRP COM COM 69478X105 316 20,087 SH   SOLE   8,297 0 11,790
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 151 45,134 SH   SOLE   26,411 0 18,723
PACIRA PHARMACEUTICALS INC COM COM 695127100 1,864 32,429 SH   SOLE   23,999 0 8,430
PACKAGING CORP OF AMERICA COMM COM 695156109 10,152 160,435 SH   SOLE   131,968 0 28,467
PACWEST BANCORP COMMON STOCK N COM 695263103 3,093 73,259 SH   SOLE   43,020 0 30,239
PALL CORP COMMON STOCK USD.1 COM 696429307 17,955 210,370 SH   SOLE   142,178 0 68,192
PALO ALTO NETWORKS INC COM 697435105 1,508 26,245 SH   SOLE   18,080 0 8,165
PANDORA MEDIA INC COM COM 698354107 2,888 108,576 SH   SOLE   74,838 0 33,738
PANERA BREAD COMPANY CLASS A C COM 69840W108 7,717 43,677 SH   SOLE   35,094 0 8,583
PANHANDLE OIL AND GAS INC A CO COM 698477106 256 7,669 SH   SOLE   5,489 0 2,180
PANTRY INC COMMON STOCK USD.01 COM 698657103 544 32,391 SH   SOLE   14,871 0 17,520
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,122 46,746 SH   SOLE   35,286 0 11,460
PARAMOUNT GOLD AND SILVER COMM COM 69924P102 111 119,124 SH   SOLE   79,484 0 39,640
PAREXEL INTERNATIONAL CORP COM COM 699462107 3,806 84,235 SH   SOLE   64,855 0 19,380
PARK ELECTROCHEMICAL CORP COMM COM 700416209 963 33,525 SH   SOLE   16,225 0 17,300
PARK NATIONAL CORP COMMON STOC COM 700658107 1,495 17,568 SH   SOLE   7,801 0 9,767
PARK OHIO HOLDINGS CORP COMMON COM 700666100 408 7,779 SH   SOLE   5,289 0 2,490
PARK STERLING CORP COMMON STOC COM 70086Y105 404 56,619 SH   SOLE   24,089 0 32,530
PARKER DRILLING CO COMMON STOC COM 701081101 1,391 171,063 SH   SOLE   79,363 0 91,700
PARKER HANNIFIN CORP COMMON ST COM 701094104 28,154 218,856 SH   SOLE   121,600 0 97,256
PARKERVISION INC COM COM 701354102 349 76,717 SH   SOLE   51,557 0 25,160
PARKWAY PROPERTIES INC REIT US COM 70159Q104 1,672 86,671 SH   SOLE   42,296 0 44,375
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,420 41,920 SH   SOLE   23,602 0 18,318
PATRIOT TRANSPORTATION HLDG CO COM 70337B102 359 8,649 SH   SOLE   3,911 0 4,738
PATTERN ENERGY GROUP INC COM 70338P100 556 18,340 SH   SOLE   5,840 0 12,500
PATTERSON COS INC COMMON STOCK COM 703395103 5,699 138,319 SH   SOLE   85,365 0 52,954
PATTERSON UTI ENERGY INC COMMO COM 703481101 5,841 230,690 SH   SOLE   164,802 0 65,888
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 28,351 622,699 SH   SOLE   427,719 0 194,980
PBF ENERGY INC COM 69318G106 432 13,720 SH   SOLE   7,790 0 5,930
PC CONNECTION INC COMMON STOCK COM 69318J100 304 12,240 SH   SOLE   5,430 0 6,810
PC TEL INC COMMON STOCK USD.00 COM 69325Q105 241 25,196 SH   SOLE   12,896 0 12,300
PDC Energy Inc COM 69327R101 3,098 58,203 SH   SOLE   30,643 0 27,560
PDF SOLUTIONS INC COMMON STOCK COM 693282105 611 23,866 SH   SOLE   16,646 0 7,220
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,237 146,549 SH   SOLE   98,729 0 47,820
PEABODY ENERGY CORP COMMON STO COM 704549104 7,381 377,917 SH   SOLE   208,525 0 169,392
PEAPACK-GLADSTONE FNL COM COM 704699107 216 11,306 SH   SOLE   4,776 0 6,530
PEARSON PLC ADR COM 705015105 329 14,700 SH   SOLE   14,700 0 0
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 3,053 99,247 SH   SOLE   46,235 0 53,012
PEGASYSTEMS INC COMMON STOCK U COM 705573103 941 19,139 SH   SOLE   12,938 0 6,201
PENDRELL CORP COMMON STOCK USD COM 70686R104 419 208,370 SH   SOLE   89,990 0 118,380
PENFORD CORP COM COM 707051108 175 13,631 SH   SOLE   5,211 0 8,420
PENN NATIONAL GAMING INC COMMO COM 707569109 678 47,324 SH   SOLE   26,942 0 20,382
PENN REAL ESTATE INVEST TST RE COM 709102107 2,174 114,522 SH   SOLE   56,229 0 58,293
PENN VIRGINIA CORP COMMON STOC COM 707882106 796 84,367 SH   SOLE   39,062 0 45,305
PENNANTPARK FLOATING RATE CAP COM 70806A106 221 16,110 SH   SOLE   5,623 0 10,487
PENNANTPARK INVESTMENT CORP CO COM 708062104 1,143 98,538 SH   SOLE   50,707 0 47,831
PENNS WOODS BANCORP INC COMMON COM 708430103 360 7,052 SH   SOLE   3,702 0 3,350
PENNYMAC FINL SVCS INC COM 70932B101 284 16,181 SH   SOLE   6,891 0 9,290
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 2,047 89,171 SH   SOLE   38,631 0 50,540
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 2,907 61,633 SH   SOLE   33,068 0 28,565
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR LTD COM H6169Q108 21,366 275,090 SH   SOLE   156,019 0 119,071
PEOPLE S UNITED FINANCIAL COMM COM 712704105 8,928 590,498 SH   SOLE   393,251 0 197,247
PEOPLES BANCORP INC COMMON STO COM 709789101 310 13,766 SH   SOLE   5,905 0 7,861
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,041 85,782 SH   SOLE   44,192 0 41,590
PEPCO HOLDINGS INC COMMON STOC COM 713291102 6,217 324,993 SH   SOLE   187,176 0 137,817
PEPSICO INC COMMON STOCK USD.0 COM 713448108 235,747 2,842,377 SH   SOLE   1,411,401 0 1,430,976
PEREGRINE PHARMACEUTICALS COMM COM 713661304 128 92,040 SH   SOLE   80,090 0 11,950
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 169 22,871 SH   SOLE   15,271 0 7,600
PERFICIENT INC COMMON STOCK US COM 71375U101 1,228 52,430 SH   SOLE   28,470 0 23,960
PERFORMANT FINANCIAL CORP COM 71377E105 199 19,316 SH   SOLE   12,896 0 6,420
PERICOM SEMICONDUCTOR CORP COM COM 713831105 294 33,163 SH   SOLE   16,553 0 16,610
PERKINELMER INC COMMON STOCK U COM 714046109 5,945 144,179 SH   SOLE   84,314 0 59,865
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 47 18,474 SH   SOLE   9,364 0 9,110
PERRIGO CO PLC COM G97822103 30,065 195,916 SH   SOLE   139,094 0 56,822
PERRY ELLIS INTERNATIONAL COMM COM 288853104 329 20,837 SH   SOLE   11,571 0 9,266
PETMED EXPRESS INC COMMON STOC COM 716382106 359 21,572 SH   SOLE   15,797 0 5,775
PETROLEO BRASILEIRO ADR COM 71654V101 428 29,110 SH   SOLE   29,110 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 282 65,275 SH   SOLE   43,255 0 22,020
PETSMART INC COMMON STOCK USD. COM 716768106 14,818 203,685 SH   SOLE   139,903 0 63,782
PFIZER INC COMMON STOCK USD.05 COM 717081103 317,617 10,369,464 SH   SOLE   5,433,535 0 4,935,929
PGT INC COM 69336V101 289 28,549 SH   SOLE   19,009 0 9,540
PHARMACYCLICS INC COMMON STOCK COM 716933106 5,484 51,841 SH   SOLE   33,854 0 17,987
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,100 51,165 SH   SOLE   27,919 0 23,246
PHH CORP COMMON STOCK USD.01 COM 693320202 2,017 82,821 SH   SOLE   38,771 0 44,050
PHI INC NON VOTING COMMON STOC COM 69336T205 758 17,468 SH   SOLE   8,653 0 8,815
PHILIP MORRIS INTERNATIONAL CO COM 718172109 227,394 2,609,823 SH   SOLE   1,450,489 0 1,159,334
PHILIPS ELEC ADR COM 500472303 413 11,170 SH   SOLE   11,170 0 0
PHILLIPS 66 COM 718546104 79,468 1,030,309 SH   SOLE   512,886 0 517,423
PHOENIX COMPANIES INC COMMON S COM 71902E604 469 7,645 SH   SOLE   3,081 0 4,564
PHOTOMEDEX INC COM COM 719358301 218 16,817 SH   SOLE   8,117 0 8,700
PHOTRONICS INC COMMON STOCK US COM 719405102 782 86,567 SH   SOLE   39,280 0 47,287
PHYSICIANS REALTY TRUST COM 71943U104 147 11,500 SH   SOLE   500 0 11,000
PICO HOLDINGS INC COMMON STOCK COM 693366205 726 31,431 SH   SOLE   14,181 0 17,250
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,163 125,529 SH   SOLE   66,499 0 59,030
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,158 130,643 SH   SOLE   66,122 0 64,521
PIER 1 IMPORTS INC COMMON STOC COM 720279108 2,463 106,734 SH   SOLE   72,645 0 34,089
PIKE CORPORATION COMMON STOCK COM 721283109 306 28,979 SH   SOLE   14,759 0 14,220
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,005 61,825 SH   SOLE   44,595 0 17,230
PINNACLE ENTERTAINMENT INC COM COM 723456109 2,042 78,552 SH   SOLE   57,079 0 21,473
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 1,911 58,734 SH   SOLE   31,306 0 27,428
PINNACLE FOODS INC DEL COM 72348P104 623 22,705 SH   SOLE   14,655 0 8,050
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,111 153,265 SH   SOLE   88,555 0 64,710
PIONEER ENERGY SERVICES CORP COM 723664108 888 110,865 SH   SOLE   50,635 0 60,230
PIONEER NATURAL RESOURCES CO C COM 723787107 38,626 209,844 SH   SOLE   123,310 0 86,534
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,126 28,477 SH   SOLE   14,654 0 13,823
PITNEY BOWES INC COMMON STOCK COM 724479100 7,665 328,972 SH   SOLE   197,067 0 131,905
PLANET PAYMENT INC COM U72603118 29 10,468 SH   SOLE   3,098 0 7,370
PLANTRONICS INC COMMON STOCK U COM 727493108 4,066 87,540 SH   SOLE   70,440 0 17,100
PLATINUM UNDERWRITERS HLDGS CO COM G7127P100 3,351 54,689 SH   SOLE   29,529 0 25,160
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,439 56,346 SH   SOLE   29,306 0 27,040
PLUM CREEK TIMBER CO REIT USD. COM 729251108 13,899 298,837 SH   SOLE   169,664 0 129,173
PLX TECHNOLOGY INC COMMON STOC COM 693417107 268 40,750 SH   SOLE   26,220 0 14,530
PLY GEM HLDGS INC COM 72941W100 256 14,197 SH   SOLE   8,917 0 5,280
PMC SIERRA INC COMMON STOCK COM 69344F106 1,634 254,087 SH   SOLE   129,937 0 124,150
PMFG INC COMMON STOCK USD1. COM 69345P103 240 26,521 SH   SOLE   11,361 0 15,160
PNC FINANCIAL SERVICES GROUP C COM 693475105 68,397 881,633 SH   SOLE   437,865 0 443,768
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,487 186,046 SH   SOLE   123,946 0 62,100
POLARIS INDUSTRIES INC COMMON COM 731068102 18,936 130,021 SH   SOLE   110,295 0 19,726
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 2,454 218,514 SH   SOLE   164,671 0 53,843
POLYONE CORPORATION COMMON STO COM 73179P106 4,803 135,857 SH   SOLE   100,698 0 35,159
POLYPORE INTERNATIONAL INC COM COM 73179V103 1,765 45,379 SH   SOLE   29,649 0 15,730
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,523 60,599 SH   SOLE   43,929 0 16,670
POPULAR INC COMMON STOCK USD6. COM 733174700 1,994 69,403 SH   SOLE   38,868 0 30,535
PORTFOLIO RECOVERY ASSOCIATE C COM 73640Q105 3,533 66,854 SH   SOLE   49,653 0 17,201
PORTLAND GENERAL ELECTRIC CO C COM 736508847 3,874 128,294 SH   SOLE   69,034 0 59,260
PORTOLA PHARMACEUTICALS COM COM 737010108 223 8,651 SH   SOLE   5,811 0 2,840
PORTUGAL TELECOM ADR COM 737273102 46 10,595 SH   SOLE   10,595 0 0
POSCO ADR COM 693483109 509 6,521 SH   SOLE   6,521 0 0
POST HOLDINGS INC COM 737446104 3,565 72,357 SH   SOLE   47,357 0 25,000
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POTLATCH CORP REIT USD1. COM 737630103 3,430 82,169 SH   SOLE   64,909 0 17,260
POWELL INDUSTRIES INC COMMON S COM 739128106 1,018 15,194 SH   SOLE   7,344 0 7,850
POWER INTEGRATIONS INC COMMON COM 739276103 1,920 34,399 SH   SOLE   24,759 0 9,640
POWERSECURE INTERNATIONAL IN C COM 73936N105 287 16,691 SH   SOLE   11,141 0 5,550
POZEN INC COMMON STOCK USD.001 COM 73941U102 281 34,890 SH   SOLE   15,280 0 19,610
PPG INDUSTRIES INC COMMON STOC COM 693506107 48,306 254,696 SH   SOLE   133,765 0 120,931
PPL CORPORATION COMMON STOCK U COM 69351T106 25,646 852,294 SH   SOLE   465,050 0 387,244
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 75,140 577,867 SH   SOLE   321,952 0 255,915
PRECISION CASTPARTS CORP COMMO COM 740189105 73,460 272,782 SH   SOLE   135,591 0 137,191
PREFERRED BANK LOS ANGELES COM COM 740367404 306 15,248 SH   SOLE   6,608 0 8,640
PREFORMED LINE PRODUCTS CO COM COM 740444104 332 4,539 SH   SOLE   1,439 0 3,100
PREMIER INC'CL A COM 74051N102 628 17,080 SH   SOLE   12,230 0 4,850
PREMIERE GLOBAL SERVICES INC C COM 740585104 896 77,319 SH   SOLE   42,099 0 35,220
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PRGX GLOBAL INC COMMON STOCK U COM 69357C503 248 36,938 SH   SOLE   16,008 0 20,930
PRICELINE.COM INC COMMON STOCK COM 741503403 105,318 90,604 SH   SOLE   46,371 0 44,233
PRICESMART INC COMMON STOCK US COM 741511109 2,454 21,238 SH   SOLE   14,572 0 6,666
PRIMERICA INC COMMON STOCK COM 74164M108 5,153 120,099 SH   SOLE   76,689 0 43,410
PRIMORIS SERVICES CORP COMMON COM 74164F103 1,010 32,440 SH   SOLE   22,900 0 9,540
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 19,033 385,993 SH   SOLE   211,625 0 174,368
PRIVATEBANCORP INC COMMON STOC COM 742962103 3,051 105,472 SH   SOLE   53,632 0 51,840
PROASSURANCE CORP COMMON STOCK COM 74267C106 4,361 89,945 SH   SOLE   73,039 0 16,906
PROCERA NETWORKS INC COMMON ST COM 74269U203 423 28,154 SH   SOLE   14,914 0 13,240
PROCTER + GAMBLE CO/THE COMMON COM 742718109 388,169 4,768,081 SH   SOLE   2,453,527 0 2,314,554
PROGENICS PHARMACEUTICALS COMM COM 743187106 287 53,789 SH   SOLE   30,019 0 23,770
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,039 78,950 SH   SOLE   49,875 0 29,075
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PROLOGIS INC REIT USD.01 COM 74340W103 26,371 713,692 SH   SOLE   362,330 0 351,362
PROOFPOINT INC COM COM 743424103 655 19,760 SH   SOLE   13,490 0 6,270
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 894 22,413 SH   SOLE   15,953 0 6,460
PROSPECT CAPITAL CORP COMMON S COM 74348T102 4,421 394,035 SH   SOLE   190,046 0 203,989
PROSPERITY BANCSHARES INC COMM COM 743606105 11,222 177,034 SH   SOLE   129,044 0 47,990
PROTECTIVE LIFE CORP COMMON ST COM 743674103 5,491 108,382 SH   SOLE   85,437 0 22,945
PROTO LABS INC COM COM 743713109 1,178 16,545 SH   SOLE   11,395 0 5,150
PROVIDENCE SERVICE CORP COMMON COM 743815102 299 11,634 SH   SOLE   8,594 0 3,040
PROVIDENT FINANCIAL SERVICES C COM 74386T105 2,000 103,525 SH   SOLE   56,282 0 47,243
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PRTOTHENA CORP PLC COM G72800108 457 17,223 SH   SOLE   6,813 0 10,410
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 73,193 793,679 SH   SOLE   399,721 0 393,958
PRUDENTIAL PLC ADR COM 74435K204 829 18,430 SH   SOLE   18,430 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,002 26,197 SH   SOLE   18,457 0 7,740
PTC INC. COM 69370C100 7,775 219,700 SH   SOLE   177,220 0 42,480
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 22,591 705,073 SH   SOLE   388,022 0 317,051
PUBLIC STORAGE REIT USD.1 COM 74460D109 50,862 337,907 SH   SOLE   200,456 0 137,451
PULTEGROUP INC COMMON STOCK US COM 745867101 11,227 551,171 SH   SOLE   339,794 0 211,377
PUMA BIOTECHNOLOGY INC COM 74587V107 2,270 21,924 SH   SOLE   15,434 0 6,490
PURE CYCLE CORP COM COM 746228303 93 14,759 SH   SOLE   9,819 0 4,940
PVH CORP COMMON STOCK USD1. COM 693656100 16,754 123,174 SH   SOLE   73,950 0 49,224
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 197 16,779 SH   SOLE   13,519 0 3,260
QEP RESOURCES INC COMMON STOCK COM 74733V100 8,487 276,899 SH   SOLE   157,848 0 119,051
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,453 145,025 SH   SOLE   89,190 0 55,835
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 2,494 93,667 SH   SOLE   65,117 0 28,550
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,651 139,529 SH   SOLE   65,629 0 73,900
QUAD GRAPHICS INC COMMON STOCK COM 747301109 929 34,123 SH   SOLE   14,443 0 19,680
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,540 19,978 SH   SOLE   11,798 0 8,180
QUALCOMM INC COMMON STOCK USD. COM 747525103 234,579 3,159,308 SH   SOLE   1,669,598 0 1,489,710
QUALITY DISTRIBUTION INC COMMO COM 74756M102 308 23,996 SH   SOLE   11,886 0 12,110
QUALITY SYSTEMS INC COMMON STO COM 747582104 1,975 93,794 SH   SOLE   79,244 0 14,550
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,166 58,530 SH   SOLE   29,740 0 28,790
QUANTA SERVICES INC COMMON STO COM 74762E102 9,343 296,055 SH   SOLE   169,212 0 126,843
QUANTUM CORP COMMON STOCK USD. COM 747906204 337 281,026 SH   SOLE   126,472 0 154,554
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 11,763 219,702 SH   SOLE   123,749 0 95,953
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,757 250,394 SH   SOLE   195,074 0 55,320
QUESTCOR PHARMACEUTICALS COMMO COM 74835Y101 6,344 116,514 SH   SOLE   98,464 0 18,050
QUICKSILVER RESOURCES INC COMM COM 74837R104 496 161,644 SH   SOLE   74,324 0 87,320
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 978 31,646 SH   SOLE   21,086 0 10,560
QUIKSILVER INC COMMON STOCK US COM 74838C106 1,473 168,003 SH   SOLE   107,753 0 60,250
QUINSTREET INC COMMON STOCK COM 74874Q100 389 44,780 SH   SOLE   22,010 0 22,770
QUINTILES TRANSNATIONAL COM COM 74876Y101 909 19,625 SH   SOLE   12,215 0 7,410
Qualys, Inc. COM 74758T303 302 13,063 SH   SOLE   8,783 0 4,280
RACKSPACE HOSTING INC COMMON S COM 750086100 6,880 175,833 SH   SOLE   143,289 0 32,544
RADIAN GROUP INC COMMON STOCK COM 750236101 3,386 239,802 SH   SOLE   125,673 0 114,129
RADIOSHACK CORP COMMON STOCK U COM 750438103 361 138,826 SH   SOLE   58,086 0 80,740
RADISYS CORP COMMON STOCK NPV COM 750459109 68 29,842 SH   SOLE   12,912 0 16,930
RAIT FINANCIAL TRUST REIT USD. COM 749227609 855 95,333 SH   SOLE   43,411 0 51,922
RALPH LAUREN CORP COMMON STOCK COM 751212101 21,103 119,515 SH   SOLE   81,884 0 37,631
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,052 111,130 SH   SOLE   73,190 0 37,940
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,467 93,183 SH   SOLE   40,945 0 52,238
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RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 708 54,412 SH   SOLE   37,652 0 16,760
RAVEN INDUSTRIES INC COMMON ST COM 754212108 2,520 61,252 SH   SOLE   46,892 0 14,360
RAYMOND JAMES FINANCIAL INC CO COM 754730109 8,812 168,845 SH   SOLE   132,939 0 35,906
RAYONIER INC REIT NPV COM 754907103 10,589 251,510 SH   SOLE   205,157 0 46,353
RAYTHEON COMPANY COMMON STOCK COM 755111507 52,952 583,811 SH   SOLE   342,725 0 241,086
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,890 26,709 SH   SOLE   18,299 0 8,410
RE/MAX HOLDINGS INC-CL A COM 75524W108 253 7,900 SH   SOLE   1,600 0 6,300
READING INTERNATINAL CL A COM 755408101 164 21,954 SH   SOLE   9,334 0 12,620
REALD INC COMMON STOCK USD.000 COM 75604L105 330 38,597 SH   SOLE   24,387 0 14,210
REALNETWORKS INC COMMON STOCK COM 75605L708 237 31,349 SH   SOLE   13,425 0 17,924
REALPAGE INC COMMON STOCK COM 75606N109 1,017 43,486 SH   SOLE   28,206 0 15,280
REALTY INCOME CORP REIT USD1. COM 756109104 10,932 292,846 SH   SOLE   223,549 0 69,297
RED HAT INC COMMON STOCK USD.0 COM 756577102 16,297 290,806 SH   SOLE   175,071 0 115,735
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,326 18,037 SH   SOLE   11,427 0 6,610
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,354 121,538 SH   SOLE   59,518 0 62,020
REED ELSEVIER PLC ADR COM 758205207 223 3,710 SH   SOLE   3,710 0 0
REGAL BELOIT CORP COMMON STOCK COM 758750103 4,435 60,159 SH   SOLE   48,332 0 11,827
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,498 77,031 SH   SOLE   54,103 0 22,928
REGENCY CENTERS CORP REIT USD. COM 758849103 6,716 145,051 SH   SOLE   107,462 0 37,589
REGENERON PHARMACEUTICALS COMM COM 75886F107 38,485 139,822 SH   SOLE   71,348 0 68,474
REGIONS FINANCIAL CORP COMMON COM 7591EP100 19,044 1,925,620 SH   SOLE   1,089,082 0 836,538
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,128 77,742 SH   SOLE   40,872 0 36,870
REINSURANCE GROUP OF AMERICA C COM 759351604 7,768 100,353 SH   SOLE   78,816 0 21,537
RELIANCE STEEL + ALUMINUM COMM COM 759509102 7,979 105,213 SH   SOLE   82,670 0 22,543
REMY INTERNATIONAL INC COM 759663107 413 17,711 SH   SOLE   7,521 0 10,190
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 3,086 31,703 SH   SOLE   18,759 0 12,944
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RENT A CENTER INC COMMON STOCK COM 76009N100 4,189 125,630 SH   SOLE   82,240 0 43,390
RENTECH INC COMMON STOCK USD.0 COM 760112102 408 233,296 SH   SOLE   168,336 0 64,960
RENTRAK CORP COMMON STOCK USD. COM 760174102 352 9,297 SH   SOLE   5,967 0 3,330
REPLIGEN CORP COM COM 759916109 626 45,883 SH   SOLE   36,073 0 9,810
REPROS THERAPEUTICS COM COM 76028H209 359 19,641 SH   SOLE   13,091 0 6,550
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 627 58,609 SH   SOLE   31,488 0 27,121
REPUBLIC BANCORP INC CLASS A C COM 760281204 381 15,527 SH   SOLE   6,564 0 8,963
REPUBLIC SERVICES INC COMMON S COM 760759100 13,163 396,471 SH   SOLE   212,040 0 184,431
RESMED INC COMMON STOCK USD.00 COM 761152107 13,922 295,709 SH   SOLE   244,305 0 51,404
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 785 86,888 SH   SOLE   37,648 0 49,240
RESOLUTE FOREST PRODUCTS COM 76117W109 1,572 98,133 SH   SOLE   43,479 0 54,654
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RESOURCES CONNECTION INC COMMO COM 76122Q105 889 62,006 SH   SOLE   30,026 0 31,980
RESPONSYS INC COMMON STOCK USD COM 761248103 1,007 36,731 SH   SOLE   22,721 0 14,010
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RETAIL PROPERTIES AMERICA INC COM 76131V202 1,284 100,940 SH   SOLE   55,205 0 45,735
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REVLON INC CLASS A COMMON STOC COM 761525609 338 13,528 SH   SOLE   6,898 0 6,630
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 90 26,163 SH   SOLE   16,983 0 9,180
REX AMERICAN RESOURCES CORP CO COM 761624105 322 7,208 SH   SOLE   3,398 0 3,810
REX ENERGY CORP COMMON STOCK U COM 761565100 875 44,413 SH   SOLE   30,943 0 13,470
REXFORD INDUSTRIAL REALTY INC COM 76169C100 145 10,984 SH   SOLE   500 0 10,484
REXNORD CORP NEW COM COM 76169B102 712 26,357 SH   SOLE   17,647 0 8,710
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RF MICRO DEVICES INC COMMON ST COM 749941100 2,685 520,345 SH   SOLE   407,833 0 112,512
RICHARDSON ELEC LTD COMMON STO COM 763165107 178 15,667 SH   SOLE   7,247 0 8,420
RIGEL PHARMACEUTICALS INC COMM COM 766559603 343 120,240 SH   SOLE   51,500 0 68,740
RIGNET INC COM COM 766582100 534 11,148 SH   SOLE   7,748 0 3,400
RIO TINTO PLC ADR COM 767204100 1,015 17,986 SH   SOLE   17,986 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 4,284 846,644 SH   SOLE   511,264 0 335,380
RIVERBED TECHNOLOGY INC COMMON COM 768573107 4,552 251,770 SH   SOLE   203,596 0 48,174
RLI CORP COMMON STOCK USD1. COM 749607107 4,575 46,980 SH   SOLE   30,758 0 16,222
RLJ LODGING TRUST REIT COM 74965L101 4,425 181,950 SH   SOLE   82,318 0 99,632
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 536 19,892 SH   SOLE   10,602 0 9,290
ROBERT HALF INTL INC COMMON ST COM 770323103 8,994 214,203 SH   SOLE   130,335 0 83,868
ROCK TENN COMPANY CL A COMMON COM 772739207 11,451 109,047 SH   SOLE   88,407 0 20,640
ROCKVILLE FINANCIAL INC COMMON COM 774188106 556 39,106 SH   SOLE   15,483 0 23,623
ROCKWELL AUTOMATION INC COMMON COM 773903109 26,892 227,591 SH   SOLE   139,780 0 87,811
ROCKWELL COLLINS INC COMMON ST COM 774341101 19,205 259,808 SH   SOLE   177,147 0 82,661
ROCKWELL MEDICAL INC COM 774374102 491 47,057 SH   SOLE   21,147 0 25,910
ROCKWOOD HOLDINGS INC COMMON S COM 774415103 4,515 62,775 SH   SOLE   39,627 0 23,148
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,321 48,892 SH   SOLE   26,557 0 22,335
ROGERS COMMUNICATION ADR COM 775109200 228 5,040 SH   SOLE   5,040 0 0
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,578 25,664 SH   SOLE   14,307 0 11,357
ROLLINS INC COMMON STOCK USD1. COM 775711104 5,433 179,360 SH   SOLE   159,227 0 20,133
ROPER INDUSTRIES INC COMMON ST COM 776696106 21,116 152,261 SH   SOLE   92,857 0 59,404
ROSETTA RESOURCES INC COMMON S COM 777779307 5,344 111,243 SH   SOLE   89,963 0 21,280
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ROSS STORES INC COMMON STOCK U COM 778296103 32,611 435,223 SH   SOLE   305,179 0 130,044
ROUNDY'S INC COM COM 779268101 313 31,760 SH   SOLE   13,590 0 18,170
ROUSE PROPERTIES INC COM 779287101 734 33,072 SH   SOLE   13,792 0 19,280
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,841 144,273 SH   SOLE   113,923 0 30,350
ROWAN COMPANIES PLC COM G7665A101 6,582 186,130 SH   SOLE   102,123 0 84,007
ROYAL BANK OF CANADA COM 780087102 1,322 19,660 SH   SOLE   19,660 0 0
ROYAL BK OF SCOTLAND GROUP ADR COM 780097689 127 11,170 SH   SOLE   11,170 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 5,409 114,071 SH   SOLE   65,564 0 48,507
ROYAL GOLD INC COMMON STOCK US COM 780287108 4,222 91,648 SH   SOLE   72,762 0 18,886
RPC INC COMMON STOCK USD.1 COM 749660106 2,198 123,117 SH   SOLE   44,314 0 78,803
RPM INTERNATIONAL INC COMMON S COM 749685103 8,805 212,118 SH   SOLE   168,549 0 43,569
RPX CORP COMMON STOCK COM 74972G103 667 39,494 SH   SOLE   17,944 0 21,550
RR DONNELLEY + SONS CO COMMON COM 257867101 5,967 294,235 SH   SOLE   235,921 0 58,314
RTI INTERNATIONAL METALS INC C COM 74973W107 1,808 52,856 SH   SOLE   28,291 0 24,565
RTI SURGICAL INC COM 74975N105 244 68,821 SH   SOLE   31,791 0 37,030
RUBICON TECHNOLOGY INC COMMON COM 78112T107 252 25,344 SH   SOLE   12,794 0 12,550
RUBY TUESDAY INC COMMON STOCK COM 781182100 704 101,534 SH   SOLE   53,916 0 47,618
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 615 52,385 SH   SOLE   28,298 0 24,087
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,469 49,548 SH   SOLE   26,418 0 23,130
RUTH S HOSPITALITY GROUP INC C COM 783332109 520 36,593 SH   SOLE   26,293 0 10,300
RYDER SYSTEM INC COMMON STOCK COM 783549108 5,437 73,690 SH   SOLE   41,364 0 32,326
RYLAND GROUP INC/THE COMMON ST COM 783764103 2,774 63,900 SH   SOLE   47,830 0 16,070
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,572 61,569 SH   SOLE   34,109 0 27,460
Realogy Holdings Corp COM 75605y106 4,638 93,763 SH   SOLE   64,893 0 28,870
Restoration Hardware Holdings, COM 761283100 1,128 16,758 SH   SOLE   11,668 0 5,090
Ruckus Wireless, Inc. COM 781220108 538 37,893 SH   SOLE   25,383 0 12,510
S + T BANCORP INC COMMON STOCK COM 783859101 1,673 66,100 SH   SOLE   43,152 0 22,948
S.Y. BANCORP INC COMMON STOCK COM 785060104 729 22,844 SH   SOLE   10,607 0 12,237
SABRA HEALTH CARE REIT INC REI COM 78573L106 1,512 57,835 SH   SOLE   33,601 0 24,234
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 578 28,761 SH   SOLE   13,505 0 15,256
SAFETY INSURANCE GROUP INC COM COM 78648T100 2,065 36,683 SH   SOLE   26,283 0 10,400
SAFEWAY INC COMMON STOCK USD.0 COM 786514208 12,490 383,483 SH   SOLE   214,072 0 169,411
SAGA COMMUNICATIONS INC CL A C COM 786598300 283 5,631 SH   SOLE   2,692 0 2,939
SAGENT PHARMACEUTICALS INC COM COM 786692103 370 14,591 SH   SOLE   9,701 0 4,890
SAIA INC COMMON STOCK USD.001 COM 78709Y105 917 28,611 SH   SOLE   21,726 0 6,885
SALEM COMMUNICATIONS CL A COM COM 794093104 111 12,762 SH   SOLE   5,472 0 7,290
SALESFORCE.COM INC COMMON STOC COM 79466L302 54,780 992,570 SH   SOLE   509,068 0 483,502
SALIX PHARMACEUTICALS LTD COMM COM 795435106 8,864 98,552 SH   SOLE   80,556 0 17,996
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 4,002 132,369 SH   SOLE   92,638 0 39,731
SANCHEZ ENERGY CORP COM COM 79970Y105 1,212 49,446 SH   SOLE   23,096 0 26,350
SANDERSON FARMS INC COMMON STO COM 800013104 2,269 31,364 SH   SOLE   23,224 0 8,140
SANDISK CORP COMMON STOCK USD. COM 80004C101 23,300 330,314 SH   SOLE   188,508 0 141,806
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 1,993 328,418 SH   SOLE   193,258 0 135,160
SANDY SPRING BANCORP INC COMMO COM 800363103 961 34,083 SH   SOLE   14,909 0 19,174
SANFILLIPPO JOHN B SON COM COM 800422107 254 10,286 SH   SOLE   4,326 0 5,960
SANGAMO BIOSCIENCES INC COMMON COM 800677106 794 57,174 SH   SOLE   39,594 0 17,580
SANMINA CORP COM 801056102 2,269 135,840 SH   SOLE   71,692 0 64,148
SANOFI COM 80105N105 1,829 34,110 SH   SOLE   34,110 0 0
SANTARUS INC COMMON STOCK USD. COM 802817304 2,560 80,102 SH   SOLE   59,572 0 20,530
SAP AKTIENGESELLSCHA ADR COM 803054204 1,120 12,850 SH   SOLE   12,850 0 0
SAPIENS INTL CORP COM COM N7716A151 165 21,360 SH   SOLE   9,120 0 12,240
SAPIENT CORPORATION COMMON STO COM 803062108 2,090 120,390 SH   SOLE   84,070 0 36,320
SAREPTA THERAPEUTICS INC COM 803607100 677 33,223 SH   SOLE   22,673 0 10,550
SAUL CENTERS INC REIT USD.01 COM 804395101 622 13,022 SH   SOLE   8,862 0 4,160
SBA COMMUNICATIONS CORP CL A C COM 78388J106 10,128 112,730 SH   SOLE   73,334 0 39,396
SCANA CORP COMMON STOCK NPV COM 80589M102 8,816 187,852 SH   SOLE   103,579 0 84,273
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,805 42,550 SH   SOLE   20,010 0 22,540
SCHAWK INC COMMON STOCK USD.00 COM 806373106 314 21,125 SH   SOLE   9,635 0 11,490
SCHLUMBERGER LTD COMMON STOCK COM 806857108 164,990 1,830,979 SH   SOLE   1,023,071 0 807,908
SCHNITZER STEEL INDS INC A COM COM 806882106 1,129 34,572 SH   SOLE   15,202 0 19,370
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,524 44,797 SH   SOLE   23,831 0 20,966
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,753 49,707 SH   SOLE   26,102 0 23,605
SCHWAB (CHARLES) CORP COMMON S COM 808513105 48,907 1,881,044 SH   SOLE   951,716 0 929,328
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 3,056 59,368 SH   SOLE   50,578 0 8,790
SCICLONE PHARMACEUTICALS INC C COM 80862K104 277 54,862 SH   SOLE   32,932 0 21,930
SCIENCE APPLICATIONS INTERNATI COM 808625107 1,924 58,181 SH   SOLE   45,209 0 12,972
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 1,501 88,648 SH   SOLE   65,208 0 23,440
SCIQUEST INC COMMON STOCK USD. COM 80908T101 572 20,082 SH   SOLE   13,542 0 6,540
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,651 224,849 SH   SOLE   91,799 0 133,050
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,282 68,825 SH   SOLE   56,290 0 12,535
SCRIPPS NETWORKS INTER CL A CO COM 811065101 14,307 165,569 SH   SOLE   98,325 0 67,244
SEABOARD CORP COMMON STOCK USD COM 811543107 1,741 623 SH   SOLE   404 0 219
SEACHANGE INTERNATIONAL INC CO COM 811699107 522 42,928 SH   SOLE   19,118 0 23,810
SEACOAST BANKING CORP/FL COMMO COM 811707801 249 20,377 SH   SOLE   8,127 0 12,250
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,931 32,135 SH   SOLE   16,145 0 15,990
SEADRILL LIMITED COM COM G7945E105 12,265 298,565 SH   SOLE   187,505 0 111,060
SEAGATE TECHNOLOGY COM G7945M107 16,187 288,231 SH   SOLE   171,564 0 116,667
SEALED AIR CORP COMMON STOCK U COM 81211K100 9,687 284,492 SH   SOLE   171,183 0 113,309
SEARS HOLDINGS CORP COMMON STO COM 812350106 1,780 36,295 SH   SOLE   18,099 0 18,196
SEARS HOMETOWN AND OUTLET STOR COM 812362101 221 8,648 SH   SOLE   4,848 0 3,800
SEATTLE GENETICS INC COMMON ST COM 812578102 3,607 90,428 SH   SOLE   59,508 0 30,920
SEAWORLD ENTERTAINMENT INC COM 81282V100 654 22,740 SH   SOLE   15,610 0 7,130
SEI INVESTMENTS COMPANY COMMON COM 784117103 10,121 291,407 SH   SOLE   247,597 0 43,810
SELECT COMFORT CORPORATION COM COM 81616X103 1,460 69,246 SH   SOLE   49,146 0 20,100
SELECT INCOME REIT COM COM 81618T100 813 30,409 SH   SOLE   12,419 0 17,990
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 743 63,991 SH   SOLE   29,195 0 34,796
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,628 97,114 SH   SOLE   53,598 0 43,516
SEMGROUP CORP CLASS A COMMON S COM 81663A105 3,482 53,378 SH   SOLE   34,938 0 18,440
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 31,987 356,356 SH   SOLE   208,910 0 147,446
SEMTECH CORP COMMON STOCK USD. COM 816850101 3,129 123,757 SH   SOLE   100,157 0 23,600
SENECA FOODS CORP CL A COMMO COM 817070501 400 12,547 SH   SOLE   6,597 0 5,950
SENIOR HOUSING PROP TRUST REIT COM 81721M109 6,178 277,922 SH   SOLE   208,115 0 69,807
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 7,019 144,662 SH   SOLE   105,192 0 39,470
SEQUENOM INC COMMON STOCK USD. COM 817337405 262 112,041 SH   SOLE   70,614 0 41,427
SERVICE CORP INTERNATIONAL COM COM 817565104 5,883 324,487 SH   SOLE   257,976 0 66,511
SERVICENOW INC. COM 81762P102 3,561 63,572 SH   SOLE   44,594 0 18,978
SERVICESOURCE INTERNATIONAL CO COM 81763U100 441 52,635 SH   SOLE   35,075 0 17,560
SHENANDOAH TELECOMMUNICATION C COM 82312B106 592 23,046 SH   SOLE   15,080 0 7,966
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 25,292 137,830 SH   SOLE   81,697 0 56,133
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,375 83,926 SH   SOLE   41,081 0 42,845
SHIRE PLC ADR COM 82481R106 267 1,890 SH   SOLE   1,890 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 632 21,778 SH   SOLE   9,333 0 12,445
SHORETEL INC COMMON STOCK USD. COM 825211105 677 72,934 SH   SOLE   33,224 0 39,710
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,105 41,337 SH   SOLE   27,998 0 13,339
SIEMENS AG ADR COM 826197501 1,591 11,490 SH   SOLE   11,490 0 0
SIERRA BANCORP COMMON STOCK NP COM 82620P102 246 15,302 SH   SOLE   6,472 0 8,830
SIGA TECHNOLOGIES INC COMMON S COM 826917106 109 33,368 SH   SOLE   22,058 0 11,310
SIGMA ALDRICH COMMON STOCK USD COM 826552101 17,989 191,348 SH   SOLE   126,928 0 64,420
SIGMA DESIGNS INC COMMON STOCK COM 826565103 220 46,520 SH   SOLE   22,240 0 24,280
SIGNATURE BANK COMMON STOCK US COM 82669G104 7,025 65,400 SH   SOLE   51,723 0 13,677
SIGNET JEWELERS LTD COMMON STO COM G81276100 8,736 111,007 SH   SOLE   86,891 0 24,116
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,429 71,408 SH   SOLE   57,347 0 14,061
SILICON GRAPHICS INTERNATION C COM 82706L108 428 31,894 SH   SOLE   22,174 0 9,720
SILICON IMAGE INC COMMON STOCK COM 82705T102 446 72,453 SH   SOLE   50,253 0 22,200
SILICON LABORATORIES INC COMMO COM 826919102 2,727 62,958 SH   SOLE   49,691 0 13,267
SILVER BAY REALTY TRUST CORP COM 82735Q102 352 21,995 SH   SOLE   8,168 0 13,827
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,046 28,155 SH   SOLE   14,035 0 14,120
SIMON PROPERTY GROUP INC REIT COM 828806109 88,110 579,061 SH   SOLE   286,472 0 292,589
SIMPSON MANUFACTURING CO INC C COM 829073105 2,304 62,735 SH   SOLE   32,875 0 29,860
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,528 70,757 SH   SOLE   48,757 0 22,000
SIRIUS XM HOLDINGS INC COM 82968B103 11,658 3,340,507 SH   SOLE   1,670,314 0 1,670,193
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 3,378 48,126 SH   SOLE   31,450 0 16,676
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,147 58,300 SH   SOLE   37,090 0 21,210
SJW CORP COMMON STOCK USD1.042 COM 784305104 663 22,265 SH   SOLE   11,986 0 10,279
SKECHERS USA INC CL A COMMON S COM 830566105 2,349 70,888 SH   SOLE   40,728 0 30,160
SKILLED HEALTHCARE GROU CL A C COM 83066R107 95 19,848 SH   SOLE   12,008 0 7,840
SKULLCANDY INC COM 83083J104 164 22,699 SH   SOLE   9,599 0 13,100
SKYWEST INC COMMON STOCK NPV COM 830879102 1,202 81,046 SH   SOLE   41,267 0 39,779
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 8,290 290,282 SH   SOLE   233,161 0 57,121
SL GREEN REALTY CORP REIT USD. COM 78440X101 13,529 146,452 SH   SOLE   107,309 0 39,143
SLM CORP COMMON STOCK USD.2 COM 78442P106 15,939 606,512 SH   SOLE   334,377 0 272,135
SM ENERGY CO COMMON STOCK USD. COM 78454L100 8,700 104,679 SH   SOLE   84,176 0 20,503
SMITH (A.O.) CORP COMMON STOCK COM 831865209 8,128 150,693 SH   SOLE   127,923 0 22,770
SMITH + WESSON HOLDING CORP CO COM 831756101 646 47,861 SH   SOLE   44,741 0 3,120
SNAP ON INC COMMON STOCK USD1. COM 833034101 9,204 84,040 SH   SOLE   47,883 0 36,157
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,405 83,727 SH   SOLE   48,829 0 34,898
SOLAR CAPITAL LTD COMMON STOCK COM 83413U100 1,317 58,391 SH   SOLE   25,791 0 32,600
SOLAR SENIOR CAPITAL LTD COMMO COM 83416M105 268 14,733 SH   SOLE   6,328 0 8,405
SOLARCITY CORP COM 83416T100 1,318 23,200 SH   SOLE   17,720 0 5,480
SOLARWINDS INC COMMON STOCK US COM 83416B109 3,911 103,381 SH   SOLE   82,583 0 20,798
SOLAZYME INC COMMON STOCK COM 83415T101 451 41,400 SH   SOLE   27,650 0 13,750
SOLERA HOLDINGS INC COMMON STO COM 83421A104 7,647 108,064 SH   SOLE   87,409 0 20,655
SOLTA MEDICAL INC COMMON STOCK COM 83438K103 260 88,062 SH   SOLE   38,478 0 49,584
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,736 70,900 SH   SOLE   45,490 0 25,410
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,430 70,809 SH   SOLE   45,274 0 25,535
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,700 184,567 SH   SOLE   144,684 0 39,883
SONUS NETWORKS INC COMMON STOC COM 835916107 961 305,160 SH   SOLE   155,420 0 149,740
SONY CORP SPONSORED ADR COM 835699307 234 13,550 SH   SOLE   13,550 0 0
SOTHEBY S COMMON STOCK USD.01 COM 835898107 6,682 125,604 SH   SOLE   101,744 0 23,860
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,840 50,747 SH   SOLE   28,183 0 22,564
SOUTHERN CO COMMON STOCK USD5. COM 842587107 59,310 1,442,718 SH   SOLE   719,085 0 723,633
SOUTHERN COPPER CORP COMMON ST COM 84265V105 5,028 175,130 SH   SOLE   88,203 0 86,927
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 646 23,641 SH   SOLE   10,633 0 13,008
SOUTHWEST AIRLINES CO COMMON S COM 844741108 18,701 992,607 SH   SOLE   538,385 0 454,222
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 408 25,625 SH   SOLE   11,322 0 14,303
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,839 86,549 SH   SOLE   50,701 0 35,848
SOUTHWESTERN ENERGY CO COMMON COM 845467109 21,790 554,038 SH   SOLE   332,766 0 221,272
SOVRAN SELF STORAGE INC REIT U COM 84610H108 3,017 46,298 SH   SOLE   31,962 0 14,336
SP PLUS CORP COM 78469C103 433 16,617 SH   SOLE   10,179 0 6,438
SPANSION INC CLASS A COMMON ST COM 84649R200 953 68,632 SH   SOLE   30,652 0 37,980
SPARK NETWORKS INC COM COM 84651P100 93 15,101 SH   SOLE   10,051 0 5,050
SPARTAN MOTORS INC COMMON STOC COM 846819100 356 53,147 SH   SOLE   25,467 0 27,680
SPARTAN STORES INC COMMON STOC COM 846822104 1,437 59,175 SH   SOLE   28,029 0 31,146
SPARTON CORP COM COM 847235108 369 13,191 SH   SOLE   5,761 0 7,430
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 8,718 47,205 SH   SOLE   47,205 0 0
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 6,137 25,130 SH   SOLE   25,130 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 46,337 1,300,867 SH   SOLE   738,645 0 562,222
SPECTRANETICS CORP COMMON STOC COM 84760C107 1,059 42,349 SH   SOLE   27,542 0 14,807
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,628 23,077 SH   SOLE   16,797 0 6,280
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 828 93,564 SH   SOLE   45,084 0 48,480
SPEED COMMERCE INC. COM 84764T106 248 53,015 SH   SOLE   21,535 0 31,480
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 365 18,388 SH   SOLE   7,138 0 11,250
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 3,104 91,077 SH   SOLE   57,698 0 33,379
SPIRIT AIRLINES INC COMMON STO COM 848577102 2,671 58,828 SH   SOLE   41,658 0 17,170
SPIRIT REALTY CAPITAL INC COM 84860W102 2,305 234,512 SH   SOLE   120,653 0 113,859
SPLUNK INC COM COM 848637104 5,742 83,617 SH   SOLE   58,244 0 25,373
SPRINGLEAF HOLDING INC COM 85172J101 441 17,450 SH   SOLE   9,200 0 8,250
SPRINT CORP COMMON COM 85207U105 8,251 767,515 SH   SOLE   397,154 0 370,361
SPROUTS FARMERS MARKET INC COM 85208M102 522 13,580 SH   SOLE   8,130 0 5,450
SPS COMMERCE INC COMMON STOCK COM 78463M107 941 14,413 SH   SOLE   10,093 0 4,320
SPX CORP COMMON STOCK USD10. COM 784635104 6,462 64,877 SH   SOLE   49,844 0 15,033
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 2,435 55,005 SH   SOLE   38,325 0 16,680
ST JOE CO/THE COMMON STOCK NPV COM 790148100 914 47,603 SH   SOLE   26,494 0 21,109
ST JUDE MEDICAL INC COMMON STO COM 790849103 27,787 448,547 SH   SOLE   265,855 0 182,692
STAAR SURGICAL CO COMMON STOCK COM 852312305 545 33,675 SH   SOLE   22,005 0 11,670
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,173 57,552 SH   SOLE   23,822 0 33,730
STAGE STORES INC COMMON STOCK COM 85254C305 1,260 56,718 SH   SOLE   30,728 0 25,990
STAMPS.COM INC COMMON STOCK US COM 852857200 630 14,968 SH   SOLE   11,218 0 3,750
STANCORP FINANCIAL GROUP COMMO COM 852891100 4,063 61,321 SH   SOLE   47,834 0 13,487
STANDARD MOTOR PRODS COMMON ST COM 853666105 916 24,886 SH   SOLE   16,726 0 8,160
STANDARD PACIFIC CORP COMMON S COM 85375C101 2,082 230,002 SH   SOLE   122,162 0 107,840
STANDEX INTERNATIONAL CORP COM COM 854231107 1,256 19,972 SH   SOLE   9,822 0 10,150
STANLEY BLACK + DECKER INC COM COM 854502101 17,889 221,701 SH   SOLE   122,697 0 99,004
STAPLES INC COMMON STOCK USD.0 COM 855030102 14,887 936,858 SH   SOLE   523,229 0 413,629
STAR SCIENTIFIC INC COMMON STO COM 85517P101 136 117,332 SH   SOLE   96,502 0 20,830
STARBUCKS CORP COMMON STOCK US COM 855244109 105,615 1,347,305 SH   SOLE   690,439 0 656,866
STARWOOD HOTELS + RESORTS COMM COM 85590A401 22,298 280,651 SH   SOLE   160,265 0 120,386
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,226 116,470 SH   SOLE   66,510 0 49,960
STARZ - LIBERTY CAPITAL COM 85571Q102 3,084 105,471 SH   SOLE   71,888 0 33,583
STATE AUTO FINANCIAL CORP COMM COM 855707105 560 26,352 SH   SOLE   14,362 0 11,990
STATE BANK FINANCIAL CORP COMM COM 856190103 745 40,979 SH   SOLE   17,739 0 23,240
STATE STREET CORP COMMON STOCK COM 857477103 54,829 747,090 SH   SOLE   369,820 0 377,270
STEEL DYNAMICS INC COMMON STOC COM 858119100 5,960 304,996 SH   SOLE   239,732 0 65,264
STEELCASE INC CL A COMMON STOC COM 858155203 1,785 112,541 SH   SOLE   51,421 0 61,120
STEIN MART INC COMMON STOCK US COM 858375108 510 37,924 SH   SOLE   22,305 0 15,619
STEINER LEISURE LTD COMMON STO COM P8744Y102 1,039 21,123 SH   SOLE   10,793 0 10,330
STELLARONE CORP COMMON STOCK U COM 85856G100 712 29,572 SH   SOLE   13,045 0 16,527
STELLUS CAPITAL INVESTMENT COM 858568108 226 15,112 SH   SOLE   6,392 0 8,720
STEPAN CO COMMON STOCK USD1. COM 858586100 2,851 43,434 SH   SOLE   33,694 0 9,740
STERICYCLE INC COMMON STOCK US COM 858912108 15,531 133,696 SH   SOLE   81,362 0 52,334
STERIS CORP COMMON STOCK NPV COM 859152100 5,364 111,633 SH   SOLE   89,563 0 22,070
STERLING BANCORP/DE COM 85917A100 1,872 140,047 SH   SOLE   72,293 0 67,754
STERLING CONSTRUCTION CO COMMO COM 859241101 243 20,714 SH   SOLE   9,155 0 11,559
STERLING FINL CORP/SPOKANE COM COM 859319303 1,706 50,061 SH   SOLE   23,099 0 26,962
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,653 72,510 SH   SOLE   51,691 0 20,819
STEWART INFORMATION SERVICES C COM 860372101 1,135 35,171 SH   SOLE   17,991 0 17,180
STIFEL FINANCIAL CORP COMMON S COM 860630102 4,919 102,642 SH   SOLE   51,578 0 51,064
STILLWATER MINING CO COMMON ST COM 86074Q102 2,522 204,384 SH   SOLE   111,224 0 93,160
STONE ENERGY CORP COMMON STOCK COM 861642106 2,947 85,198 SH   SOLE   46,261 0 38,937
STONERIDGE INC COMMON STOCK NP COM 86183P102 436 34,168 SH   SOLE   20,130 0 14,038
STRAIGHT PATH COMM CL B COM 862578101 92 11,260 SH   SOLE   8,149 0 3,111
STRATASYS LTD COM M85548101 3,097 22,995 SH   SOLE   14,787 0 8,208
STRATEGIC HOTELS + RESORTS I R COM 86272T106 2,370 250,751 SH   SOLE   159,621 0 91,130
STRAYER EDUCATION INC COMMON S COM 863236105 1,191 34,550 SH   SOLE   30,766 0 3,784
STRYKER CORP COMMON STOCK USD. COM 863667101 49,663 660,940 SH   SOLE   382,000 0 278,940
STURM RUGER + CO INC COMMON ST COM 864159108 2,965 40,560 SH   SOLE   39,520 0 1,040
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 127 13,541 SH   SOLE   8,711 0 4,830
SUFFOLK BANCORP COMMON STOCK U COM 864739107 304 14,607 SH   SOLE   6,167 0 8,440
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 1,135 108,196 SH   SOLE   108,196 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 906 100,701 SH   SOLE   37,201 0 63,500
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SUN COMMUNITIES INC REIT USD.0 COM 866674104 1,635 38,333 SH   SOLE   23,273 0 15,060
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SYSCO CORP COMMON STOCK USD1. COM 871829107 40,747 1,128,730 SH   SOLE   600,987 0 527,743
SYSTEMAX INC COMMON STOCK USD. COM 871851101 185 16,474 SH   SOLE   6,584 0 9,890
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TARGET CORP COMMON STOCK USD.0 COM 87612E106 77,631 1,226,987 SH   SOLE   673,869 0 553,118
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TCP CAP CORP COM COM 87238Q103 644 38,353 SH   SOLE   14,113 0 24,240
TD AMERITRADE HOLDING CORP COM COM 87236Y108 5,544 180,949 SH   SOLE   108,190 0 72,759
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TEAM INC COMMON STOCK USD.3 COM 878155100 860 20,312 SH   SOLE   14,492 0 5,820
TEARLAB CORP COM COM 878193101 209 22,359 SH   SOLE   14,879 0 7,480
TECH DATA CORP COMMON STOCK US COM 878237106 2,744 53,181 SH   SOLE   40,581 0 12,600
TECHNE CORP COMMON STOCK USD.0 COM 878377100 9,090 96,017 SH   SOLE   84,357 0 11,660
TECHTARGET COMMON STOCK USD.00 COM 87874R100 118 17,179 SH   SOLE   8,089 0 9,090
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TERADATA CORP COMMON STOCK USD COM 88076W103 11,629 255,636 SH   SOLE   154,283 0 101,353
TERADYNE INC COMMON STOCK USD. COM 880770102 4,335 246,015 SH   SOLE   191,577 0 54,438
TEREX CORP COMMON STOCK USD.01 COM 880779103 8,109 193,111 SH   SOLE   121,408 0 71,703
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TESARO INC COM COM 881569107 333 11,796 SH   SOLE   7,766 0 4,030
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TESLA MOTORS INC COMMON STOCK COM 88160R101 10,855 72,183 SH   SOLE   48,764 0 23,419
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TESSCO TECHNOLOGIES COM COM 872386107 273 6,777 SH   SOLE   2,827 0 3,950
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TETRA TECH INC COMMON STOCK US COM 88162G103 2,982 106,567 SH   SOLE   58,725 0 47,842
TETRA TECHNOLOGIES INC COMMON COM 88162F105 1,527 123,511 SH   SOLE   61,138 0 62,373
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TGC INDS INC COM NEW COM 872417308 92 12,666 SH   SOLE   7,771 0 4,895
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THERAVANCE INC COMMON STOCK US COM 88338T104 2,409 67,572 SH   SOLE   44,572 0 23,000
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THERMON GROUP HOLDINGS INC COM COM 88362T103 662 24,226 SH   SOLE   16,436 0 7,790
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THL CREDIT INC COMMON STOCK COM 872438106 677 41,053 SH   SOLE   16,883 0 24,170
THOMSON REUTERS CORP COMMON ST COM 884903105 12,853 339,849 SH   SOLE   169,152 0 170,697
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THRESHOLD PHARMACEUTICALS COM COM 885807206 196 41,923 SH   SOLE   27,193 0 14,730
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TIFFANY + CO COMMON STOCK USD. COM 886547108 19,611 211,370 SH   SOLE   140,272 0 71,098
TILE SHOP HLDGS INC COM 88677Q109 287 15,879 SH   SOLE   10,569 0 5,310
TIME WARNER CABLE COMMON STOCK COM 88732J207 67,501 498,159 SH   SOLE   254,973 0 243,186
TIME WARNER INC COMMON STOCK U COM 887317303 107,479 1,541,578 SH   SOLE   777,393 0 764,185
TIMKEN CO COMMON STOCK NPV COM 887389104 6,608 119,995 SH   SOLE   89,888 0 30,107
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TORO CO COMMON STOCK USD1. COM 891092108 3,807 59,860 SH   SOLE   42,461 0 17,399
TORONTO DOMINION COM COM 891160509 1,099 11,660 SH   SOLE   11,660 0 0
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TOTAL SYSTEM SERVICES INC COMM COM 891906109 12,221 367,204 SH   SOLE   266,496 0 100,708
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TOWERS WATSON + CO CL A COMMON COM 891894107 11,571 90,676 SH   SOLE   70,821 0 19,855
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TRIANGLE CAPITAL CORP COMMON S COM 895848109 1,065 38,526 SH   SOLE   18,663 0 19,863
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TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,780 44,615 SH   SOLE   31,886 0 12,729
TRIMBLE NAVIGATION LTD COMMON COM 896239100 13,922 401,216 SH   SOLE   325,950 0 75,266
TRINITY INDUSTRIES INC COMMON COM 896522109 6,060 111,153 SH   SOLE   85,969 0 25,184
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TRIPLE S MANAGEMENT CORP B COM COM 896749108 623 32,055 SH   SOLE   15,425 0 16,630
TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 2,126 254,932 SH   SOLE   142,847 0 112,085
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TRUSTMARK CORP COMMON STOCK NP COM 898402102 4,479 166,884 SH   SOLE   115,454 0 51,430
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 6,032 81,087 SH   SOLE   45,362 0 35,725
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 723 84,213 SH   SOLE   41,223 0 42,990
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TUPPERWARE BRANDS CORP COMMON COM 899896104 7,801 82,523 SH   SOLE   66,564 0 15,959
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TW TELECOM INC COMMON STOCK US COM 87311L104 7,762 254,746 SH   SOLE   210,074 0 44,672
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TWITTER INC COM 90184L102 2,726 42,830 SH   SOLE   30,460 0 12,370
TWO HARBORS INVESTMENT CORP CO COM 90187B101 1,937 208,705 SH   SOLE   124,935 0 83,770
TYCO INTERNATIONAL LTD COMMON COM H89128104 15,725 383,166 SH   SOLE   236,647 0 146,519
TYLER TECHNOLOGIES INC COMMON COM 902252105 4,799 46,994 SH   SOLE   33,592 0 13,402
TYSON FOODS INC CL A COMMON ST COM 902494103 13,835 413,481 SH   SOLE   213,677 0 199,804
Trulia, Inc. COM 897888103 915 25,948 SH   SOLE   17,872 0 8,076
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UBS AG-REG COM COM H89231338 984 51,140 SH   SOLE   51,140 0 0
UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
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UGI CORP COMMON STOCK NPV COM 902681105 6,454 155,667 SH   SOLE   122,031 0 33,636
UIL HOLDINGS CORP COMMON STOCK COM 902748102 3,524 90,943 SH   SOLE   48,967 0 41,976
ULTA SALON COSMETICS + FRAGR C COM 90384S303 5,459 56,559 SH   SOLE   36,718 0 19,841
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 5,025 32,794 SH   SOLE   22,686 0 10,108
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ULTRA PETROLEUM CORP COMMON ST COM 903914109 2,316 106,974 SH   SOLE   60,030 0 46,944
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ULURU INC COM 90403T209 15 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 4,227 65,757 SH   SOLE   37,087 0 28,670
UMH PROPERTIES INC REIT USD.1 COM 903002103 187 19,848 SH   SOLE   8,108 0 11,740
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 3,428 179,104 SH   SOLE   94,879 0 84,225
UNDER ARMOUR INC CLASS A COMMO COM 904311107 11,361 130,140 SH   SOLE   104,509 0 25,631
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UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,110 62,542 SH   SOLE   30,643 0 31,899
UNITED COMMUNITY FINL COM COM 909839102 214 59,963 SH   SOLE   21,764 0 38,199
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UNITED PARCEL SERVICE CL B COM COM 911312106 135,925 1,293,535 SH   SOLE   664,481 0 629,054
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UNITED STATES STEEL CORP COMMO COM 912909108 5,786 196,127 SH   SOLE   110,741 0 85,386
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UNITED TECHNOLOGIES CORP COMMO COM 913017109 176,225 1,548,553 SH   SOLE   846,142 0 702,411
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UNITEDHEALTH GROUP INC COMMON COM 91324P102 140,548 1,866,511 SH   SOLE   969,539 0 896,972
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VANTIVE CORP COM COM 92210H105 2,173 66,629 SH   SOLE   46,278 0 20,351
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 13,491 173,652 SH   SOLE   105,938 0 67,714
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VERTEX PHARMACEUTICALS INC COM COM 92532F100 26,062 350,766 SH   SOLE   202,964 0 147,802
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VIACOM INC CLASS B COMMON STOC COM 92553P201 67,649 774,553 SH   SOLE   393,252 0 381,301
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 920 33,116 SH   SOLE   16,426 0 16,690
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,144 50,187 SH   SOLE   37,007 0 13,180
VICAL INC COMMON STOCK USD.01 COM 925602104 81 68,812 SH   SOLE   43,734 0 25,078
VICOR CORP COMMON STOCK USD.01 COM 925815102 394 29,384 SH   SOLE   13,254 0 16,130
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VIRGINIA COMMERCE BANCORP COMM COM 92778Q109 658 38,732 SH   SOLE   16,262 0 22,470
VIRNETX HOLDING CORP COMMON ST COM 92823T108 849 43,749 SH   SOLE   28,519 0 15,230
VIROPHARMA INC COMMON STOCK US COM 928241108 4,599 92,265 SH   SOLE   67,335 0 24,930
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,877 9,382 SH   SOLE   7,182 0 2,200
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 858 22,538 SH   SOLE   16,661 0 5,877
VISA INC CLASS A SHARES COMMON COM 92826C839 202,828 910,848 SH   SOLE   470,601 0 440,247
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,396 180,728 SH   SOLE   141,017 0 39,711
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VMWARE INC CLASS A COMMON STOC COM 928563402 8,463 94,338 SH   SOLE   48,476 0 45,862
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WALTER INVESTMENT MANAGEMENT R COM 93317W102 1,942 54,910 SH   SOLE   26,797 0 28,113
WARREN RESOURCES INC COMMON ST COM 93564A100 315 100,249 SH   SOLE   43,889 0 56,360
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WEST CORP COM COM 952355204 568 22,079 SH   SOLE   12,709 0 9,370
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WESTAMERICA BANCORPORATION COM COM 957090103 4,299 76,142 SH   SOLE   53,670 0 22,472
WESTAR ENERGY INC COMMON STOCK COM 95709T100 5,782 179,737 SH   SOLE   141,921 0 37,816
WESTELL TECHNOLOGIES INC A COM COM 957541105 226 55,793 SH   SOLE   23,983 0 31,810
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WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,382 19,515 SH   SOLE   14,463 0 5,052
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WISDOMTREE INVTS INC COM COM 97717P104 1,688 95,323 SH   SOLE   66,323 0 29,000
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WORLD FUEL SERVICES CORP COMMO COM 981475106 8,612 199,543 SH   SOLE   178,649 0 20,894
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WW GRAINGER INC COMMON STOCK U COM 384802104 30,571 119,688 SH   SOLE   80,453 0 39,235
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XEROX CORP COMMON STOCK USD1. COM 984121103 15,477 1,271,769 SH   SOLE   651,229 0 620,540
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YADKIN FINANCIAL CORPORATION COM 984305102 312 18,329 SH   SOLE   7,849 0 10,480
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YORK WATER CO COMMON STOCK NPV COM 987184108 265 12,641 SH   SOLE   7,421 0 5,220
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ZALE CORP COMMON STOCK USD.01 COM 988858106 769 48,783 SH   SOLE   22,793 0 25,990
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ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 3,992 73,817 SH   SOLE   56,024 0 17,793
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ZEP INC COMMON STOCK USD.01 COM 98944B108 568 31,252 SH   SOLE   17,442 0 13,810
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ZIONS BANCORPORATION COMMON ST COM 989701107 7,404 247,117 SH   SOLE   133,278 0 113,839
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 273 63,009 SH   SOLE   41,039 0 21,970
ZIX CORP COMMON STOCK USD.01 COM 98974P100 256 56,186 SH   SOLE   38,396 0 17,790
ZOETIS INC COM COM 98978V103 27,968 855,548 SH   SOLE   453,086 0 402,462
ZOGENIX INC COM 98978L105 220 63,986 SH   SOLE   42,566 0 21,420
ZOLTEK COMPANIES INC COMMON ST COM 98975W104 636 37,994 SH   SOLE   16,044 0 21,950
ZULILY INC-CL A COM 989774104 377 9,090 SH   SOLE   3,840 0 5,250
ZUMIEZ INC COMMON STOCK NPV COM 989817101 684 26,293 SH   SOLE   18,583 0 7,710
ZYGO CORP COMMON STOCK USD.1 COM 989855101 349 23,637 SH   SOLE   9,567 0 14,070
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