rhumbline advisers form 13f-hr filed 2014-02-03

Business Address265 FRANKLIN ST21ST FLOORBOSTON MA 021106173450434

Mailing Address265 FRANKLIN ST21ST FLOORBOSTON MA 02110

SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HRInitial quarterly Form 13F holdings report filed by institutional managers

Filing Date: 2014-02-03 | Period of Report: 2013-12-31SEC Accession No. 0001115418-14-000006

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FILERRHUMBLINE ADVISERSCIK:1115418| IRS No.: 043076646 | State of Incorp.:MA | Fiscal Year End: 1231Type: 13F-HR | Act: 34 | File No.: 028-05909 | Film No.: 14568419

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UNITED STATES SECURITIES AND EXCHANGECOMMISSION

Washington, D.C. 20549FORM 13F

FORM 13F COVER PAGE

OMB APPROVALOMB Number: 3235-0006Expires: July 31, 2015Estimated average burdenhours per response: 23.8

Report for the Calendar Year or Quarter Ended: 12-31-2013Check here if Amendment: ☐ Amendment Number:This Amendment (Check only one.):☐ is a restatement.

☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:Name: RHUMBLINE ADVISERSAddress: 265 FRANKLIN ST

21ST FLOORBOSTON, MA 02110

Form 13F File Number: 028-05909

The institutional investment manager filing this report and the person by whom it is signed hereby represent thatthe person signing the report is authorized to submit it, that all information contained herein is true, correct andcomplete, and that it is understood that all required items, statements, schedules, lists, and tables, are consideredintegral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:Name: Jennifer PilgrimTitle: Assistant Compliance OfficerPhone: 617-345-0434

Signature, Place, and Date of Signing:Jennifer Pilgrim

[Signature]Boston, MASSACHUSETTS

[City, State]02-03-2014

[Date]

Report Type (Check only one.):☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reportingmanager(s).)☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in thisreport and a portion are reported by other reporting manager(s).)

Form 13F Summary PageReport Summary:Number of Other Included Managers: 0Form 13F Information table Entry Total: 3018Form 13F Information table Value Total: 33900286

(thousands)List of Other Included Managers:Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect towhich this report is filed, other than the manager filing this report.[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

NONE


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UNITED STATES SECURITIES AND EXCHANGE COMMISSIONWashington, D.C. 20549

FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVALOMB Number: 3235-0006Expires: July 31, 2015Estimated average burdenhours 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

ARENA PHARMACEUTICALS INC COMM COM 040047102 1,316 224,969 SH SOLE 146,249 0 78,720

ARES CAPITAL CORP COMMON STOCK COM 04010L103 3,000 168,842 SH SOLE 102,628 0 66,214

ARES COML REAL ESTATE COM COM 04013V108 252 19,262 SH SOLE 4,452 0 14,810

ARGAN INC COMMON STOCK USD.15 COM 04010E109 522 18,956 SH SOLE 8,746 0 10,210

ARGO GROUP INTERNATIONAL COMMO COM G0464B107 1,872 40,259 SH SOLE 22,446 0 17,813

ARIAD PHARMACEUTICALS INC COMM COM 04033A100 1,028 150,749 SH SOLE 100,218 0 50,531

ARKANSAS BEST CORP COMMON STOC COM 040790107 1,386 41,147 SH SOLE 21,257 0 19,890

ARLINGTON ASSET INVESTMENT A C COM 041356205 560 21,215 SH SOLE 9,545 0 11,670

ARM HLDGS PLC ADR COM 042068106 334 6,100 SH SOLE 6,100 0 0

ARMADA HOFFLER PPTYS COM COM 04208T108 239 25,701 SH SOLE 10,361 0 15,340

ARMOUR RESIDENTIAL REIT INC RE COM 042315101 1,914 477,193 SH SOLE 205,463 0 271,730

ARMSTRONG WORLD INDUSTRIES COM COM 04247X102 2,128 36,937 SH SOLE 15,751 0 21,186

ARQULE INC COMMON STOCK USD.01 COM 04269E107 141 65,713 SH SOLE 44,593 0 21,120

ARRAY BIOPHARMA INC COMMON STO COM 04269X105 548 109,460 SH SOLE 71,150 0 38,310

ARRIS GROUP INC COM 04270V106 3,901 160,112 SH SOLE 112,679 0 47,433

ARROW ELECTRONICS INC COMMON S COM 042735100 7,629 140,632 SH SOLE 109,052 0 31,580

ARROW FINANCIAL CORP COMMON ST COM 042744102 397 14,957 SH SOLE 7,216 0 7,741

ARTESIAN RESOURCES CORP CL A C COM 043113208 221 9,616 SH SOLE 4,126 0 5,490

ARTHROCARE CORP COMMON STOCK U COM 043136100 1,208 30,017 SH SOLE 18,167 0 11,850

ARTHUR J GALLAGHER + CO COMMON COM 363576109 9,427 200,879 SH SOLE 165,346 0 35,533

ARTISAN PARTNERS ASSET COM COM 04316A108 567 8,705 SH SOLE 5,835 0 2,870

ARUBA NETWORKS INC COMMON STOC COM 043176106 2,072 115,740 SH SOLE 76,380 0 39,360

ASBURY AUTOMOTIVE GROUP COMMON COM 043436104 2,007 37,353 SH SOLE 24,423 0 12,930

ASCENA RETAIL GROUP INC COMMON COM 04351G101 3,790 179,134 SH SOLE 142,441 0 36,693

ASCENT CAPITAL GROUP INC COMMO COM 043632108 1,780 20,799 SH SOLE 10,329 0 10,470

ASHFORD HOSPITALITY PRIME COM 044102101 325 17,867 SH SOLE 6,845 0 11,022

ASHFORD HOSPITALITY TRUST REIT COM 044103109 823 99,344 SH SOLE 43,934 0 55,410

ASHLAND INC COMMON STOCK USD.0 COM 044209104 10,291 106,045 SH SOLE 82,123 0 23,922

ASML HLDGS NV ADR COM N07059210 582 6,209 SH SOLE 6,209 0 0

ASPEN INSURANCE HOLDINGS LTD C COM G05384105 4,090 99,006 SH SOLE 78,812 0 20,194

ASPEN TECHNOLOGY INC COMMON ST COM 045327103 4,312 103,165 SH SOLE 69,125 0 34,040

ASSOCIATED BANC CORP COMMON ST COM 045487105 3,922 225,397 SH SOLE 178,486 0 46,911

ASSOCIATED ESTATES REALTY CP R COM 045604105 1,494 93,073 SH SOLE 44,070 0 49,003

ASSURANT INC COMMON STOCK USD. COM 04621X108 7,159 107,865 SH SOLE 59,274 0 48,591

ASSURED GUARANTY LTD COMMON ST COM G0585R106 2,816 119,384 SH SOLE 69,886 0 49,498

ASTEC INDUSTRIES INC COMMON ST COM 046224101 1,325 34,300 SH SOLE 17,760 0 16,540

ASTORIA FINANCIAL CORP COMMON COM 046265104 2,609 188,625 SH SOLE 118,759 0 69,866

ASTRAZENECA PLC ADR COM 046353108 1,047 17,630 SH SOLE 17,630 0 0

ASTRONICS CORP COMMON STOCK US COM 046433108 700 13,727 SH SOLE 7,746 0 5,981

AT+T INC COMMON STOCK USD1. COM 00206R102 331,303 9,422,735 SH SOLE 4,862,607 0 4,560,128

ATHENAHEALTH INC COMMON STOCK COM 04685W103 5,857 43,544 SH SOLE 31,057 0 12,487

ATHLON ENERGY INC COM 047477104 554 18,310 SH SOLE 8,560 0 9,750

ATLANTIC POWER CORP COMMON STO COM 04878Q863 532 152,754 SH SOLE 65,574 0 87,180

ATLANTIC TELE NETWORK INC COMM COM 049079205 1,168 20,655 SH SOLE 16,705 0 3,950

ATLAS AIR WORLDWIDE HOLDINGS C COM 049164205 1,815 44,105 SH SOLE 22,775 0 21,330

ATLAS PIPELINE PARTNERS COM 049392103 679 19,376 SH SOLE 0 0 19,376



ATMEL CORP COMMON STOCK USD.00 COM 049513104 5,309 678,010 SH SOLE 543,346 0 134,664

ATMI INC COMMON STOCK USD.01 COM 00207R101 1,546 51,162 SH SOLE 26,199 0 24,963

ATMOS ENERGY CORP COMMON STOCK COM 049560105 5,648 124,340 SH SOLE 97,972 0 26,368

ATRICURE INC COMMON STOCK USD. COM 04963C209 340 18,219 SH SOLE 12,339 0 5,880

ATRION CORPORATION COMMON STOC COM 049904105 574 1,937 SH SOLE 1,483 0 454

ATWOOD OCEANICS INC COMMON STO COM 050095108 5,009 93,827 SH SOLE 65,351 0 28,476

AUDIENCE INC COM COM 05070J102 141 12,154 SH SOLE 5,204 0 6,950

AUTODESK INC COMMON STOCK USD. COM 052769106 18,782 373,170 SH SOLE 210,696 0 162,474

AUTOLIV INC COMMON STOCK USD1. COM 052800109 817 8,900 SH SOLE 2,300 0 6,600

AUTOMATIC DATA PROCESSING COMM COM 053015103 75,799 937,992 SH SOLE 519,654 0 418,338

AUTONATION INC COMMON STOCK US COM 05329W102 4,538 91,332 SH SOLE 52,504 0 38,828

AUTOZONE INC COMMON STOCK USD. COM 053332102 26,053 54,510 SH SOLE 32,582 0 21,928

AUXILIUM PHARMACEUTICALS INC C COM 05334D107 1,170 56,398 SH SOLE 39,458 0 16,940

AV HOMES, INC COM 00234P102 246 13,512 SH SOLE 6,202 0 7,310

AVAGO TECHNOLOGIES LTD COMMON COM Y0486S104 10,360 195,873 SH SOLE 135,518 0 60,355

AVALONBAY COMMUNITIES INC REIT COM 053484101 21,728 183,774 SH SOLE 93,011 0 90,763

AVANIR PHARMACEUTICALS INC A C COM 05348P401 497 148,010 SH SOLE 98,170 0 49,840

AVEO PHARMACEUTICALS INC COMMO COM 053588109 134 72,641 SH SOLE 29,911 0 42,730

AVERY DENNISON CORP COMMON STO COM 053611109 7,813 155,660 SH SOLE 90,786 0 64,874

AVG TECHNOLOGIES COM COM N07831105 353 20,515 SH SOLE 13,635 0 6,880

AVIAT NETWORKS INC COMMON STOC COM 05366Y102 186 82,086 SH SOLE 33,129 0 48,957

AVID TECHNOLOGY INC COMMON STO COM 05367P100 386 47,335 SH SOLE 22,720 0 24,615

AVIS BUDGET GROUP INC COMMON S COM 053774105 3,943 97,554 SH SOLE 63,514 0 34,040

AVISTA CORP COMMON STOCK NPV COM 05379B107 2,699 95,740 SH SOLE 49,735 0 46,005

AVIV REIT INC MD COM COM 05381L101 355 14,986 SH SOLE 6,276 0 8,710

AVIVA PLC ADR COM 05382A104 286 18,890 SH SOLE 18,890 0 0

AVNET INC COMMON STOCK USD1. COM 053807103 8,513 192,988 SH SOLE 149,381 0 43,607

AVON PRODUCTS INC COMMON STOCK COM 054303102 11,803 685,409 SH SOLE 412,247 0 273,162

AVX CORP COMMON STOCK USD.01 COM 002444107 436 31,264 SH SOLE 16,913 0 14,351

AXCELIS TECHNOLOGIES INC COMMO COM 054540109 356 145,985 SH SOLE 67,495 0 78,490

AXIALL CORP COM 05463D100 4,968 104,712 SH SOLE 49,832 0 54,880

AXIS CAPITAL HOLDINGS LTD COMM COM G0692U109 4,141 87,054 SH SOLE 51,180 0 35,874

AZZ INC COMMON STOCK USD1. COM 002474104 1,712 35,033 SH SOLE 26,683 0 8,350

Ambarella, Inc. COM G037AX101 564 16,636 SH SOLE 11,316 0 5,320

B+G FOODS INC COMMON STOCK USD COM 05508R106 2,329 68,684 SH SOLE 50,634 0 18,050

B/E AEROSPACE INC COMMON STOCK COM 073302101 14,201 163,177 SH SOLE 132,024 0 31,153

BABCOCK + WILCOX CO/THE COMMON COM 05615F102 3,241 94,802 SH SOLE 60,487 0 34,315

BADGER METER INC COMMON STOCK COM 056525108 944 17,323 SH SOLE 11,393 0 5,930

BAKER HUGHES INC COMMON STOCK COM 057224107 43,919 794,763 SH SOLE 387,978 0 406,785

BALCHEM CORP COMMON STOCK USD. COM 057665200 3,481 59,297 SH SOLE 50,787 0 8,510

BALDWIN + LYONS INC CL B COMM COM 057755209 351 12,835 SH SOLE 6,095 0 6,740

BALL CORP COMMON STOCK NPV COM 058498106 12,279 237,684 SH SOLE 142,683 0 95,001

BALLY TECHNOLOGIES INC COMMON COM 05874B107 4,923 62,749 SH SOLE 50,464 0 12,285

BANC OF CALIFORNIA INC COM 05990K106 236 17,565 SH SOLE 5,955 0 11,610

BANCFIRST CORP COMMON STOCK US COM 05945F103 627 11,178 SH SOLE 5,288 0 5,890

BANCO BRADESCO SA ADR COM 059460303 350 27,954 SH SOLE 27,954 0 0

BANCO LATINOAMERICANO COME E C COM P16994132 1,139 40,655 SH SOLE 19,323 0 21,332

BANCO SANTANDER SA ADR COM 05964H105 1,384 152,639 SH SOLE 152,639 0 0

BANCORP INC/THE COMMON STOCK U COM 05969A105 777 43,378 SH SOLE 19,458 0 23,920

BANCORPSOUTH INC COMMON STOCK COM 059692103 4,884 192,135 SH SOLE 117,845 0 74,290

BANK MONTREAL QUE COM COM 063671101 575 8,620 SH SOLE 8,620 0 0

BANK MUTUAL CORP COMMON STOCK COM 063750103 515 73,479 SH SOLE 35,601 0 37,878

BANK NOVIA SCOTIA HALIFAX ADR COM 064149107 1,003 16,030 SH SOLE 16,030 0 0

BANK OF AMERICA CORP COMMON ST COM 060505104 280,782 18,033,497 SH SOLE 8,971,677 0 9,061,820

BANK OF HAWAII CORP COMMON STO COM 062540109 3,800 64,255 SH SOLE 50,170 0 14,085

BANK OF KENTUCKY FINL CORP COM COM 062896105 420 11,387 SH SOLE 6,917 0 4,470



BANK OF MARIN BANCORP/CA COMMO COM 063425102 310 7,141 SH SOLE 2,991 0 4,150

BANK OF NEW YORK MELLON CORP C COM 064058100 68,773 1,968,310 SH SOLE 988,322 0 979,988

BANK OF THE OZARKS COMMON STOC COM 063904106 3,751 66,283 SH SOLE 48,273 0 18,010

BANKFINANCIAL CORP COMMON STOC COM 06643P104 246 26,878 SH SOLE 11,533 0 15,345

BANKRATE INC COM COM 06647F102 1,113 62,051 SH SOLE 26,861 0 35,190

BANKUNITED INC COMMON STOCK US COM 06652K103 1,336 40,582 SH SOLE 23,460 0 17,122

BANNER CORPORATION COMMON STOC COM 06652V208 1,372 30,605 SH SOLE 16,415 0 14,190

BAR HBR BANKSHARES COM COM 066849100 203 5,078 SH SOLE 2,218 0 2,860

BARCLAYS PLC ADR COM 06738E204 742 40,945 SH SOLE 40,945 0 0

BARNES + NOBLE INC COMMON STOC COM 067774109 933 62,399 SH SOLE 31,689 0 30,710

BARNES GROUP INC COMMON STOCK COM 067806109 3,510 91,633 SH SOLE 50,483 0 41,150

BARRETT BUSINESS SVCS INC COMM COM 068463108 701 7,560 SH SOLE 4,230 0 3,330

BARRICK GOLD CORP COM COM 067901108 232 13,160 SH SOLE 13,160 0 0

BARRY (R.G.) COMMON STOCK USD1 COM 068798107 263 13,608 SH SOLE 6,558 0 7,050

BASIC ENERGY SERVICES INC COMM COM 06985P100 855 54,188 SH SOLE 23,178 0 31,010

BASSETT FURNITURE INDS COM COM 070203104 218 14,270 SH SOLE 6,420 0 7,850

BAXTER INTERNATIONAL INC COMMO COM 071813109 68,675 987,423 SH SOLE 559,305 0 428,118

BAZAARVOICE INC COM COM 073271108 399 50,373 SH SOLE 27,143 0 23,230

BB+T CORP COMMON STOCK USD5. COM 054937107 42,807 1,147,022 SH SOLE 564,388 0 582,634

BBCN BANCORP INC COM 073295107 2,378 143,323 SH SOLE 82,007 0 61,316

BCE INC ADR COM 05534B760 442 10,200 SH SOLE 10,200 0 0

BEACON ROOFING SUPPLY INC COMM COM 073685109 2,210 54,862 SH SOLE 37,722 0 17,140

BEAM INC COM 073730103 15,310 224,948 SH SOLE 123,642 0 101,306

BEAZER HOMES USA INC COMMON ST COM 07556Q881 819 33,535 SH SOLE 21,021 0 12,514

BEBE STORES INC COMMON STOCK U COM 075571109 248 46,614 SH SOLE 19,414 0 27,200

BECTON DICKINSON AND CO COMMON COM 075887109 42,293 382,779 SH SOLE 235,532 0 147,247

BED BATH + BEYOND INC COMMON S COM 075896100 27,001 336,247 SH SOLE 203,476 0 132,771

BEL FUSE INC CL B COMMON STOCK COM 077347300 328 15,388 SH SOLE 7,278 0 8,110

BELDEN INC COMMON STOCK USD.01 COM 077454106 4,476 63,535 SH SOLE 45,325 0 18,210

BEMIS COMPANY COMMON STOCK USD COM 081437105 6,346 154,941 SH SOLE 92,144 0 62,797

BENCHMARK ELECTRONICS INC COMM COM 08160H101 2,054 89,013 SH SOLE 45,139 0 43,874

BENEFICIAL MUTUAL BANCORP IN C COM 08173R104 475 43,460 SH SOLE 20,217 0 23,243

BERKSHIRE HATHAWAY INC CL B CO COM 084670702 358,156 3,020,881 SH SOLE 1,497,589 0 1,523,292

BERKSHIRE HILLS BANCORP INC CO COM 084680107 944 34,630 SH SOLE 16,350 0 18,280

BEST BUY CO INC COMMON STOCK U COM 086516101 15,975 400,570 SH SOLE 232,252 0 168,318

BG GROUP PLC SPON ADR COM 055434203 388 17,900 SH SOLE 17,900 0 0

BGC PARTNERS INC CL A COMMON S COM 05541T101 717 118,246 SH SOLE 76,496 0 41,750

BHP BBILLITON PLC ADR COM 05545E209 963 15,510 SH SOLE 15,510 0 0

BHP BILLITON LTD COM 088606108 1,632 23,925 SH SOLE 23,925 0 0

BIG 5 SPORTING GOODS CORP COMM COM 08915P101 386 19,474 SH SOLE 14,014 0 5,460

BIG LOTS INC COMMON STOCK USD. COM 089302103 2,884 89,324 SH SOLE 65,798 0 23,526

BIGLARI HOLDINGS INC COMMON ST COM 08986R101 1,096 2,163 SH SOLE 1,020 0 1,143

BILB VIZ ARG ADR COM 05946K101 893 72,077 SH SOLE 72,077 0 0

BILL BARRETT CORP COMMON STOCK COM 06846N104 2,897 108,161 SH SOLE 76,263 0 31,898

BIO RAD LABORATORIES A COMMON COM 090572207 3,902 31,565 SH SOLE 24,903 0 6,662

BIO REFERENCE LABS INC COMMON COM 09057G602 779 30,503 SH SOLE 20,863 0 9,640

BIODELIVERY SCIEN INTL COM COM 09060J106 153 25,972 SH SOLE 17,362 0 8,610

BIOGEN IDEC INC COMMON STOCK U COM 09062X103 121,416 434,016 SH SOLE 216,796 0 217,220

BIOLASE INC COM 090911108 82 29,065 SH SOLE 18,550 0 10,516

BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 8,789 125,069 SH SOLE 83,654 0 41,415

BIOMED REALTY TRUST INC REIT U COM 09063H107 4,772 263,379 SH SOLE 198,993 0 64,386

BIOSCRIP INC COMMON STOCK USD. COM 09069N108 515 69,569 SH SOLE 33,319 0 36,250

BIOTIME INC COMMON STOCK NPV COM 09066L105 94 26,087 SH SOLE 22,317 0 3,770

BJ S RESTAURANTS INC COMMON ST COM 09180C106 1,116 35,918 SH SOLE 27,218 0 8,700

BLACK BOX CORP COMMON STOCK US COM 091826107 806 27,058 SH SOLE 13,588 0 13,470

BLACK DIAMOND INC COMMON STOCK COM 09202G101 413 30,958 SH SOLE 12,328 0 18,630



BLACK HILLS CORP COMMON STOCK COM 092113109 5,435 103,509 SH SOLE 69,288 0 34,221

BLACKBAUD INC COMMON STOCK USD COM 09227Q100 2,076 55,135 SH SOLE 39,935 0 15,200

BLACKHAWK NETWORK HOLDINGS COM 09238E104 254 10,051 SH SOLE 6,721 0 3,330

BLACKROCK INC COMMON STOCK USD COM 09247X101 82,702 261,328 SH SOLE 152,106 0 109,222

BLACKROCK KELSO CAPITAL CORP C COM 092533108 903 96,805 SH SOLE 43,432 0 53,373

BLOOMIN BRANDS INC COM 094235108 1,160 48,307 SH SOLE 32,497 0 15,810

BLOUNT INTERNATIONAL INC COMMO COM 095180105 934 64,570 SH SOLE 47,310 0 17,260

BLUCORA INC COM 095229100 1,658 56,864 SH SOLE 36,934 0 19,930

BLUE NILE INC COMMON STOCK USD COM 09578R103 698 14,821 SH SOLE 10,050 0 4,771

BLUELINX HLDGS INC COM COM 09624H109 57 29,335 SH SOLE 19,615 0 9,720

BLYTH INC COMMON STOCK USD.02 COM 09643P207 117 10,727 SH SOLE 7,297 0 3,430

BNC BANCORP COM COM 05566T101 399 23,301 SH SOLE 9,941 0 13,360

BOB EVANS FARMS COMMON STOCK U COM 096761101 2,986 59,031 SH SOLE 38,428 0 20,603

BODY CENTRAL CORP COMMON STOCK COM 09689U102 84 21,272 SH SOLE 9,282 0 11,990

BOEING CO/THE COMMON STOCK USD COM 097023105 165,254 1,210,738 SH SOLE 641,744 0 568,994

BOFI HOLDING INC COMMON STOCK COM 05566U108 1,127 14,365 SH SOLE 10,785 0 3,580

BOINGO WIRELESS INC COMMON STO COM 09739C102 150 23,425 SH SOLE 10,065 0 13,360

BOISE CASCADE CO COM 09739D100 344 11,680 SH SOLE 8,390 0 3,290

BOK FINANCIAL CORPORATION COMM COM 05561Q201 1,200 18,100 SH SOLE 10,497 0 7,603

BOLT TECHNOLOGY CORP COM COM 097698104 257 11,687 SH SOLE 4,847 0 6,840

BON TON STORES INC/THE COMMON COM 09776J101 221 13,584 SH SOLE 7,924 0 5,660

BONANZA CREEK ENERGY INC COM COM 097793103 1,396 32,110 SH SOLE 23,430 0 8,680

BOOZ ALLEN HAMILTON HOLDING CO COM 099502106 888 46,349 SH SOLE 35,035 0 11,314

BORGWARNER INC COMMON STOCK US COM 099724106 20,479 366,288 SH SOLE 218,492 0 147,796

BOSTON BEER COMPANY INC CL A C COM 100557107 3,025 12,512 SH SOLE 9,746 0 2,766

BOSTON PRIVATE FINL HOLDING CO COM 101119105 1,578 125,030 SH SOLE 65,232 0 59,798

BOSTON PROPERTIES INC REIT USD COM 101121101 23,042 229,571 SH SOLE 118,101 0 111,470

BOSTON SCIENTIFIC CORP COMMON COM 101137107 23,500 1,955,092 SH SOLE 1,115,447 0 839,645

BOTTOMLINE TECHNOLOGIES INC CO COM 101388106 1,590 43,958 SH SOLE 33,068 0 10,890

BOULDER BRANDS INC COM 101405108 921 58,044 SH SOLE 39,494 0 18,550

BOYD GAMING CORP COMMON STOCK COM 103304101 850 75,505 SH SOLE 52,865 0 22,640

BP AMOCO P L C SPONSORED ADR COM 055622104 2,894 59,527 SH SOLE 59,527 0 0

BPZ RESOURCES INC COMMON STOCK COM 055639108 293 160,725 SH SOLE 68,365 0 92,360

BRADY CORPORATION CL A COMMO COM 104674106 2,616 84,591 SH SOLE 46,861 0 37,730

BRANDYWINE REALTY TRUST REIT U COM 105368203 1,575 111,795 SH SOLE 56,041 0 55,754

BRAVO BRIO RESTAURANT GROUP CO COM 10567B109 309 18,990 SH SOLE 12,810 0 6,180

BRE PROPERTIES INC REIT USD.01 COM 05564E106 6,214 113,586 SH SOLE 85,013 0 28,573

BRIDGE BANCORP INC COMMON STOC COM 108035106 334 12,855 SH SOLE 4,875 0 7,980

BRIDGE CAPITAL HOLDINGS COMMON COM 108030107 290 14,112 SH SOLE 7,112 0 7,000

BRIDGEPOINT EDUCATION INC COMM COM 10807M105 460 25,993 SH SOLE 11,563 0 14,430

BRIGGS + STRATTON COMMON STOCK COM 109043109 1,688 77,574 SH SOLE 40,063 0 37,511

BRIGHT HORIZONS FAMILY SOLUTIO COM 109194100 379 10,315 SH SOLE 6,905 0 3,410

BRIGHTCOVE INC COM COM 10921T101 353 24,994 SH SOLE 16,894 0 8,100

BRINK S CO/THE COMMON STOCK US COM 109696104 3,178 93,099 SH SOLE 69,689 0 23,410

BRINKER INTERNATIONAL INC COMM COM 109641100 5,336 115,157 SH SOLE 90,558 0 24,599

BRISTOL MYERS SQUIBB CO COMMON COM 110122108 144,913 2,726,489 SH SOLE 1,458,666 0 1,267,823

BRISTOW GROUP INC COMMON STOCK COM 110394103 5,023 66,923 SH SOLE 38,400 0 28,523

BRITISH AMERICAN TOBACCO ADR COM 110448107 1,475 13,730 SH SOLE 13,730 0 0

BRIXMOR PROPERTY COM 11120U105 316 15,520 SH SOLE 8,770 0 6,750

BROADCOM CORP CL A COMMON STOC COM 111320107 27,529 928,466 SH SOLE 464,769 0 463,697

BROADRIDGE FINANCIAL SOLUTIO C COM 11133T103 11,281 285,438 SH SOLE 248,256 0 37,182

BROADSOFT INC COMMON STOCK COM 11133B409 742 27,141 SH SOLE 17,881 0 9,260

BROCADE COMMUNICATIONS SYS COM COM 111621306 2,840 320,128 SH SOLE 180,721 0 139,407

BROOKDALE SENIOR LIVING INC CO COM 112463104 2,368 87,112 SH SOLE 56,453 0 30,659

BROOKFIELD ASSET MANAGEMENT CL COM 112585104 296 7,635 SH SOLE 7,635 0 0

BROOKFIELD OFFICE PROPERTIES COM 112900105 513 26,632 SH SOLE 4,300 0 22,332



BROOKLINE BANCORP INC COMMON S COM 11373M107 1,842 192,515 SH SOLE 137,406 0 55,109

BROOKS AUTOMATION INC COMMON S COM 114340102 1,124 107,132 SH SOLE 54,362 0 52,770

BROWN + BROWN INC COMMON STOCK COM 115236101 7,418 236,324 SH SOLE 203,423 0 32,901

BROWN FORMAN CORP CLASS B COMM COM 115637209 18,373 243,121 SH SOLE 143,592 0 99,529

BROWN SHOE COMPANY INC COMMON COM 115736100 1,692 60,115 SH SOLE 38,285 0 21,830

BRUKER CORP COMMON STOCK USD.0 COM 116794108 1,847 93,442 SH SOLE 61,732 0 31,710

BRUNSWICK CORP COMMON STOCK US COM 117043109 8,369 181,697 SH SOLE 146,587 0 35,110

BRYN MAWR BANK CORP COMMON STO COM 117665109 522 17,296 SH SOLE 7,476 0 9,820

BT GROUP ADR COM 05577E101 646 10,230 SH SOLE 10,230 0 0

BUCKLE INC/THE COMMON STOCK US COM 118440106 2,232 42,474 SH SOLE 32,734 0 9,740

BUFFALO WILD WINGS INC COMMON COM 119848109 3,514 23,869 SH SOLE 17,657 0 6,212

BUILDERS FIRSTSOURCE INC COMMO COM 12008R107 328 45,964 SH SOLE 30,314 0 15,650

BUNGE LTD COMMON STOCK USD.01 COM G16962105 8,539 103,989 SH SOLE 59,398 0 44,591

BURGER KING WORLDWIDE COM COM 121220107 2,037 89,120 SH SOLE 54,710 0 34,410

BURLINGTON STORES INC COM 122017106 367 11,470 SH SOLE 4,670 0 6,800

Berry Plastics Group, Inc. COM 08579W103 1,142 48,024 SH SOLE 32,104 0 15,920

C&J ENERGY SERVICES INC COM COM 12467B304 1,579 68,351 SH SOLE 33,288 0 35,063

C.H. ROBINSON WORLDWIDE INC CO COM 12541W209 17,029 291,899 SH SOLE 195,579 0 96,320

CA INC COMMON STOCK USD.1 COM 12673P105 20,615 612,643 SH SOLE 398,490 0 214,153

CABELA S INC COMMON STOCK USD. COM 126804301 4,811 72,168 SH SOLE 59,868 0 12,300

CABLEVISION SYSTEMS NY GRP A C COM 12686C109 5,949 331,773 SH SOLE 200,966 0 130,807

CABOT CORP COMMON STOCK USD1. COM 127055101 4,392 85,452 SH SOLE 65,926 0 19,526

CABOT MICROELECTRONICS CORP CO COM 12709P103 1,252 27,401 SH SOLE 18,801 0 8,600

CABOT OIL + GAS CORP COMMON ST COM 127097103 26,127 674,067 SH SOLE 408,223 0 265,844

CACI INTERNATIONAL INC CL A C COM 127190304 3,035 41,453 SH SOLE 23,458 0 17,995

CADENCE DESIGN SYS INC COMMON COM 127387108 6,208 442,804 SH SOLE 357,969 0 84,835

CADENCE PHARMACEUTICALS INC CO COM 12738T100 518 57,190 SH SOLE 37,342 0 19,848

CAESARS ENTERTAINMENT CORP COM COM 127686103 778 36,128 SH SOLE 22,798 0 13,330

CAI INTERNATIONAL INC COMMON S COM 12477X106 612 25,955 SH SOLE 16,165 0 9,790

CAL DIVE INTERNATIONAL INC COM COM 12802T101 258 128,306 SH SOLE 52,612 0 75,694

CAL MAINE FOODS INC COMMON STO COM 128030202 1,193 19,806 SH SOLE 13,636 0 6,170

CALAMOS ASSET MANAGEMENT A COM COM 12811R104 379 31,983 SH SOLE 14,833 0 17,150

CALAMP CORP COM COM 128126109 1,056 37,765 SH SOLE 27,685 0 10,080

CALAVO GROWERS INC COMMON STOC COM 128246105 450 14,871 SH SOLE 10,451 0 4,420

CALGON CARBON CORP COMMON STOC COM 129603106 1,378 66,967 SH SOLE 45,407 0 21,560

CALIFORNIA WATER SERVICE GRP C COM 130788102 1,674 72,555 SH SOLE 34,805 0 37,750

CALIX NETWORKS INC COMMON STOC COM 13100M509 364 37,717 SH SOLE 23,876 0 13,841

CALLAWAY GOLF COMPANY COMMON S COM 131193104 951 112,766 SH SOLE 54,629 0 58,137

CALLIDUS SOFTWARE INC COMMON S COM 13123E500 450 32,742 SH SOLE 21,932 0 10,810

CALLON PETROLEUM CO COMMON STO COM 13123X102 329 50,366 SH SOLE 21,336 0 29,030

CALPINE CORP COMMON STOCK USD. COM 131347304 5,699 292,102 SH SOLE 166,193 0 125,909

CAMBREX CORP COMMON STOCK USD. COM 132011107 753 42,232 SH SOLE 22,922 0 19,310

CAMDEN NATIONAL CORP COMMON ST COM 133034108 422 10,005 SH SOLE 4,415 0 5,590

CAMDEN PROPERTY TRUST REIT USD COM 133131102 7,464 131,228 SH SOLE 94,917 0 36,311

CAMERON INTERNATIONAL CORP COM COM 13342B105 23,963 402,530 SH SOLE 225,877 0 176,653

CAMPBELL SOUP CO COMMON STOCK COM 134429109 13,209 305,204 SH SOLE 159,833 0 145,371

CAMPUS CREST COMMUNITIES INC R COM 13466Y105 828 87,998 SH SOLE 35,918 0 52,080

CANADIAN IMPERIAL BK OF COMMER COM 136069101 495 5,790 SH SOLE 5,790 0 0

CANADIAN NAT RES LTD ADR COM 136385101 529 15,635 SH SOLE 15,635 0 0

CANADIAN NATL RY CO COM COM 136375102 641 11,250 SH SOLE 11,250 0 0

CANADIAN PAC RY LTD ADR COM 13645T100 297 1,960 SH SOLE 1,960 0 0

CANON INC ADR COM 138006309 546 17,047 SH SOLE 17,047 0 0

CANTEL MEDICAL CORP COMMON STO COM 138098108 1,398 41,223 SH SOLE 31,896 0 9,327

CAPELLA EDUCATION CO COMMON ST COM 139594105 1,020 15,347 SH SOLE 10,867 0 4,480

CAPITAL CITY BANK GROUP INC CO COM 139674105 202 17,134 SH SOLE 6,954 0 10,180

CAPITAL ONE FINANCIAL CORP COM COM 14040H105 74,627 974,113 SH SOLE 487,501 0 486,612



CAPITAL SENIOR LIVING CORP COM COM 140475104 670 27,912 SH SOLE 19,912 0 8,000

CAPITAL SOUTHWEST CORP COMMON COM 140501107 617 17,704 SH SOLE 7,900 0 9,804

CAPITALSOURCE INC COMMON STOCK COM 14055X102 2,394 166,617 SH SOLE 99,037 0 67,580

CAPITOL FEDERAL FINANCIAL IN C COM 14057J101 2,476 204,429 SH SOLE 93,573 0 110,856

CAPSTEAD MORTGAGE CORP REIT US COM 14067E506 1,780 147,314 SH SOLE 71,928 0 75,386

CAPSTONE TURBINE CORP COMMON S COM 14067D102 356 276,125 SH SOLE 188,525 0 87,600

CAPTIAL BANK FINANCIAL CL A COM 139794101 715 31,421 SH SOLE 13,981 0 17,440

CARBO CERAMICS INC COMMON STOC COM 140781105 7,487 64,247 SH SOLE 51,182 0 13,065

CARBONITE INC COM 141337105 130 11,003 SH SOLE 7,513 0 3,490

CARDINAL FINANCIAL CORP COMMON COM 14149F109 814 45,204 SH SOLE 23,156 0 22,048

CARDINAL HEALTH INC COMMON STO COM 14149Y108 37,815 566,007 SH SOLE 341,051 0 224,956

CARDIOVASCULAR SYSTEMS INC COM COM 141619106 726 21,170 SH SOLE 15,150 0 6,020

CARDTRONICS INC COMMON STOCK U COM 14161H108 2,414 55,547 SH SOLE 40,303 0 15,244

CAREER EDUCATION CORP COMMON S COM 141665109 503 88,242 SH SOLE 42,512 0 45,730

CAREFUSION CORP COMMON STOCK U COM 14170T101 13,494 338,875 SH SOLE 192,297 0 146,578

CARLISLE COS INC COMMON STOCK COM 142339100 7,426 93,522 SH SOLE 72,989 0 20,533

CARMAX INC COMMON STOCK USD.5 COM 143130102 16,271 346,035 SH SOLE 208,082 0 137,953

CARMIKE CINEMAS INC COM COM 143436400 694 24,924 SH SOLE 11,364 0 13,560

CARNIVAL CORP COMMON STOCK USD COM 143658300 28,272 703,809 SH SOLE 354,480 0 349,329

CARNIVAL PLC ADR COM 14365C103 225 5,430 SH SOLE 5,430 0 0

CARPENTER TECHNOLOGY COMMON ST COM 144285103 4,234 68,078 SH SOLE 54,423 0 13,655

CARRIAGE SVCS INC COM COM 143905107 268 13,727 SH SOLE 9,207 0 4,520

CARRIZO OIL + GAS INC COMMON S COM 144577103 2,630 58,750 SH SOLE 42,660 0 16,090

CARROLS RESTAURANT GROUP INC C COM 14574X104 198 30,001 SH SOLE 12,821 0 17,180

CARTER S INC COMMON STOCK USD. COM 146229109 6,391 89,019 SH SOLE 72,993 0 16,026

CASELLA WASTE SYSTEMS INC A CO COM 147448104 203 35,012 SH SOLE 22,382 0 12,630

CASEY S GENERAL STORES INC COM COM 147528103 3,848 54,776 SH SOLE 40,729 0 14,047

CASH AMERICA INTL INC COMMON S COM 14754D100 1,832 47,834 SH SOLE 25,944 0 21,890

CASS INFORMATION SYSTEMS INC C COM 14808P109 684 10,150 SH SOLE 7,178 0 2,972

CASTLE (A.M.) + CO COMMON STOC COM 148411101 403 27,287 SH SOLE 13,652 0 13,635

CATAMARAN CORP COM 148887102 8,188 172,461 SH SOLE 115,963 0 56,498

CATERPILLAR INC COMMON STOCK U COM 149123101 75,042 826,365 SH SOLE 409,562 0 416,803

CATHAY GENERAL BANCORP COMMON COM 149150104 4,615 172,657 SH SOLE 112,434 0 60,223

CATO CORP CLASS A COMMON STOCK COM 149205106 2,525 79,408 SH SOLE 59,238 0 20,170

CAVCO INDUSTRIES INC COMMON ST COM 149568107 529 7,704 SH SOLE 5,314 0 2,390

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CBEYOND INC COMMON STOCK USD.0 COM 149847105 284 41,157 SH SOLE 21,147 0 20,010

CBIZ INC COMMON STOCK USD.01 COM 124805102 500 54,794 SH SOLE 22,344 0 32,450

CBL + ASSOCIATES PROPERTIES RE COM 124830100 2,430 135,307 SH SOLE 70,614 0 64,693

CBOE HOLDINGS INC COMMON STOCK COM 12503M108 7,193 138,443 SH SOLE 116,864 0 21,579

CBRE GROUP INC COM 12504L109 11,590 440,703 SH SOLE 263,682 0 177,021

CBS CORP CLASS B NON VOTING CO COM 124857202 64,644 1,014,190 SH SOLE 515,989 0 498,201

CDI CORP COMMON STOCK USD.1 COM 125071100 397 21,429 SH SOLE 10,109 0 11,320

CDW CORP COM 12514G108 259 11,090 SH SOLE 7,850 0 3,240

CEC ENTERTAINMENT INC COMMON S COM 125137109 1,058 23,885 SH SOLE 17,165 0 6,720

CECO ENVIRONMENTAL COM COM 125141101 458 28,338 SH SOLE 19,053 0 9,285

CEDAR SHOPPING CENTERS INC REI COM 150602209 776 123,985 SH SOLE 63,670 0 60,315

CELADON GROUP INC COMMON STOCK COM 150838100 567 29,129 SH SOLE 15,119 0 14,010

CELANESE CORP SERIES A COMMON COM 150870103 7,575 136,947 SH SOLE 91,112 0 45,835

CELGENE CORP COMMON STOCK USD. COM 151020104 124,768 738,447 SH SOLE 366,713 0 371,734

CELL THERAPEUTICS INC COMMON S COM 150934883 193 100,513 SH SOLE 67,823 0 32,690

CELLDEX THERAPEUTICS INC COMMO COM 15117B103 2,308 95,321 SH SOLE 67,701 0 27,620

CEMEX SA ADR COM 151290889 174 14,696 SH SOLE 14,696 0 0

CEMPRA INC COM COM 15130J109 177 14,253 SH SOLE 8,803 0 5,450

CENOVUS ENERGY INC COM COM 15135U109 334 11,660 SH SOLE 11,660 0 0

CENTENE CORP COMMON STOCK USD. COM 15135B101 4,312 73,148 SH SOLE 54,668 0 18,480



CENTER BANCORP INC COMMON STOC COM 151408101 338 18,032 SH SOLE 6,452 0 11,580

CENTERPOINT ENERGY INC COMMON COM 15189T107 13,557 584,879 SH SOLE 329,906 0 254,973

CENTERSTATE BANKS INC COMMON S COM 15201P109 394 38,829 SH SOLE 16,913 0 21,916

CENTRAL EUROPEAN MEDIA ENT A C COM G20045202 374 97,356 SH SOLE 41,676 0 55,680

CENTRAL GARDEN AND PET CO A CO COM 153527205 440 65,225 SH SOLE 36,535 0 28,690

CENTRAL PACIFIC FINANCIAL CO C COM 154760409 591 29,434 SH SOLE 13,449 0 15,985

CENTURY ALUMINUM COMPANY COMMO COM 156431108 835 79,800 SH SOLE 39,480 0 40,320

CENTURYLINK INC COMMON STOCK U COM 156700106 38,126 1,197,040 SH SOLE 668,479 0 528,561

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CEPHEID INC COMMON STOCK NPV COM 15670R107 3,678 78,727 SH SOLE 56,037 0 22,690

CERNER CORP COMMON STOCK USD.0 COM 156782104 25,541 458,221 SH SOLE 274,521 0 183,700

CERUS CORP COMMON STOCK USD.00 COM 157085101 391 60,606 SH SOLE 40,556 0 20,050

CEVA INC COMMON STOCK USD.001 COM 157210105 511 33,591 SH SOLE 17,521 0 16,070

CF INDUSTRIES HOLDINGS INC COM COM 125269100 18,917 81,177 SH SOLE 44,666 0 36,511

CHAMBERS STR PPTYS COM COM 157842105 2,492 325,802 SH SOLE 135,202 0 190,600

CHANNELADVISOR CORP COM COM 159179100 226 5,428 SH SOLE 3,668 0 1,760

CHARLES RIVER LABORATORIES COM COM 159864107 4,297 81,006 SH SOLE 62,461 0 18,545

CHART INDUSTRIES INC COMMON ST COM 16115Q308 3,688 38,566 SH SOLE 26,459 0 12,107

CHARTER COMMUNICATION A COMMON COM 16117M305 7,931 57,992 SH SOLE 38,758 0 19,234

CHARTER FINANCIAL CORP COMMON COM 16122W108 363 33,707 SH SOLE 17,143 0 16,564

CHASE CORP COMMON STOCK USD.1 COM 16150R104 292 8,265 SH SOLE 4,485 0 3,780

CHATHAM LODGING TRUST REIT COM 16208T102 647 31,651 SH SOLE 11,101 0 20,550

CHECKPOINT SYSTEMS INC COMMON COM 162825103 980 62,115 SH SOLE 30,342 0 31,773

CHEESECAKE FACTORY INC/THE COM COM 163072101 4,805 99,549 SH SOLE 79,689 0 19,860

CHEFS WAREHOUSE HOLDINGS INC COM 163086101 387 13,285 SH SOLE 8,655 0 4,630

CHELSEA THERAPEUTICS INTERNA C COM 163428105 278 62,733 SH SOLE 40,723 0 22,010

CHEMED CORP COMMON STOCK USD1. COM 16359R103 3,564 46,510 SH SOLE 39,940 0 6,570

CHEMICAL FINANCIAL CORP COMMON COM 163731102 1,388 43,817 SH SOLE 20,443 0 23,374

CHEMOCENTRYX INC COM 16383L106 126 21,825 SH SOLE 14,315 0 7,510

CHEMTURA CORP COMMON STOCK USD COM 163893209 3,174 113,693 SH SOLE 77,123 0 36,570

CHENIERE ENERGY INC COMMON STO COM 16411R208 9,052 209,930 SH SOLE 137,724 0 72,206

CHESAPEAKE ENERGY CORP COMMON COM 165167107 20,491 755,000 SH SOLE 417,848 0 337,152

CHESAPEAKE LODGING TRUST REIT COM 165240102 1,812 71,664 SH SOLE 32,531 0 39,133

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CHEVRON CORP COMMON STOCK USD. COM 166764100 425,123 3,403,437 SH SOLE 1,774,576 0 1,628,861

CHICAGO BRIDGE + IRON NY SHR N COM 167250109 6,737 81,038 SH SOLE 56,311 0 24,727

CHICO S FAS INC COMMON STOCK U COM 168615102 4,791 254,273 SH SOLE 204,015 0 50,258

CHILDREN S PLACE COMMON STOCK COM 168905107 2,027 35,585 SH SOLE 20,795 0 14,790

CHIMERA INVESTMENT CORP REIT U COM 16934Q109 2,147 692,453 SH SOLE 384,247 0 308,206

CHINA MOBILE LTD ADR COM 16941M109 969 18,530 SH SOLE 18,530 0 0

CHINDEX INTERNATIONAL INC COMM COM 169467107 271 15,538 SH SOLE 10,238 0 5,300

CHIPOTLE MEXICAN GRILL INC COM COM 169656105 25,553 47,962 SH SOLE 28,886 0 19,076

CHIQUITA BRANDS INTL COMMON ST COM 170032809 849 72,535 SH SOLE 35,315 0 37,220

CHOICE HOTELS INTL INC COMMON COM 169905106 1,126 22,919 SH SOLE 14,589 0 8,330

CHRISTOPHER + BANKS CORP COMMO COM 171046105 378 44,275 SH SOLE 31,025 0 13,250

CHUBB CORP COMMON STOCK USD1. COM 171232101 53,783 556,589 SH SOLE 340,032 0 216,557

CHURCH + DWIGHT CO INC COMMON COM 171340102 16,245 245,094 SH SOLE 202,515 0 42,579

CHURCHILL DOWNS INC COMMON STO COM 171484108 1,354 15,099 SH SOLE 10,069 0 5,030

CHUY'S HOLDINGS INC COM 171604101 507 14,084 SH SOLE 9,404 0 4,680

CIA SIDERURGICA NACL COM 20440W105 67 10,800 SH SOLE 10,800 0 0

CIBER INC COMMON STOCK USD.01 COM 17163B102 445 107,463 SH SOLE 53,306 0 54,157

CIENA CORP COMMON STOCK USD.01 COM 171779309 4,607 192,505 SH SOLE 146,865 0 45,640

CIGNA CORP COMMON STOCK USD.25 COM 125509109 35,397 404,631 SH SOLE 213,957 0 190,674

CIMAREX ENERGY CO COMMON STOCK COM 171798101 12,737 121,411 SH SOLE 94,992 0 26,419

CINCINNATI BELL INC COMMON STO COM 171871106 1,039 291,789 SH SOLE 169,979 0 121,810

CINCINNATI FINANCIAL CORP COMM COM 172062101 11,243 214,693 SH SOLE 120,630 0 94,063



CINEMARK HOLDINGS INC COMMON S COM 17243V102 5,707 171,224 SH SOLE 137,549 0 33,675

CINTAS CORP COMMON STOCK NPV COM 172908105 9,068 152,167 SH SOLE 87,068 0 65,099

CIRCOR INTERNATIONAL INC COMMO COM 17273K109 2,461 30,460 SH SOLE 16,347 0 14,113

CIRRUS LOGIC INC COMMON STOCK COM 172755100 1,889 92,469 SH SOLE 55,149 0 37,320

CISCO SYSTEMS INC COMMON STOCK COM 17275R102 210,680 9,384,397 SH SOLE 4,878,084 0 4,506,313

CIT GROUP INC COMMON STOCK USD COM 125581801 7,338 140,764 SH SOLE 81,643 0 59,121

CITI TRENDS INC COMMON STOCK U COM 17306X102 345 20,282 SH SOLE 8,612 0 11,670

CITIGROUP INC COMMON STOCK USD COM 172967424 265,937 5,103,379 SH SOLE 2,548,186 0 2,555,193

CITIZENS + NORTHERN CORP COMMO COM 172922106 352 17,060 SH SOLE 8,088 0 8,972

CITIZENS INC COMMON STOCK NPV COM 174740100 570 65,166 SH SOLE 27,125 0 38,041

CITRIX SYSTEMS INC COMMON STOC COM 177376100 18,504 292,561 SH SOLE 173,698 0 118,863

CITY HOLDING CO COMMON STOCK U COM 177835105 1,223 26,394 SH SOLE 14,062 0 12,332

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CLARCOR INC COMMON STOCK USD1. COM 179895107 7,612 118,287 SH SOLE 100,067 0 18,220

CLAYTON WILLIAMS ENERGY INC CO COM 969490101 688 8,391 SH SOLE 3,782 0 4,609

CLEAN ENERGY FUELS CORP COMMON COM 184499101 834 64,751 SH SOLE 42,961 0 21,790

CLEAN HARBORS INC COMMON STOCK COM 184496107 5,423 90,443 SH SOLE 73,456 0 16,987

CLEAR CHANNEL OUTDOOR CL A COM COM 18451C109 386 38,061 SH SOLE 23,442 0 14,619

CLEARWATER PAPER CORP COMMON S COM 18538R103 1,600 30,473 SH SOLE 19,677 0 10,796

CLECO CORPORATION COMMON STOCK COM 12561W105 7,701 165,178 SH SOLE 117,048 0 48,130

CLIFFS NATURAL RESOURCES INC C COM 18683K101 5,885 224,534 SH SOLE 127,458 0 97,076

CLIFTON SAVINGS BANCORP INC CO COM 18712Q103 195 15,273 SH SOLE 5,363 0 9,910

CLOROX COMPANY COMMON STOCK US COM 189054109 18,944 204,226 SH SOLE 118,586 0 85,640

CLOUD PEAK ENERGY INC COMMON S COM 18911Q102 1,683 93,487 SH SOLE 45,192 0 48,295

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CME GROUP INC COMMON STOCK USD COM 12572Q105 53,681 684,184 SH SOLE 421,542 0 262,642

CMS ENERGY CORP COMMON STOCK U COM 125896100 9,589 358,201 SH SOLE 204,715 0 153,486

CNA FINANCIAL CORP COMMON STOC COM 126117100 823 19,179 SH SOLE 10,732 0 8,447

CNB FINANCIAL CORP/PA COMMON S COM 126128107 320 16,834 SH SOLE 6,824 0 10,010

CNO FINANCIAL GROUP INC COMMON COM 12621E103 6,138 346,981 SH SOLE 175,971 0 171,010

COACH INC COMMON STOCK USD.01 COM 189754104 24,324 433,359 SH SOLE 257,747 0 175,612

COBALT INTERNATIONAL ENERGY CO COM 19075F106 3,483 211,707 SH SOLE 147,011 0 64,696

COBIZ FINANCIAL INC COMMON STO COM 190897108 575 48,115 SH SOLE 19,735 0 28,380

COCA COLA BOTTLING CO CONSOL C COM 191098102 458 6,262 SH SOLE 4,322 0 1,940

COCA COLA CO/THE COMMON STOCK COM 191216100 302,900 7,332,356 SH SOLE 3,799,017 0 3,533,339

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COGENT COMMUNICATIONS GROUP CO COM 19239V302 2,380 58,908 SH SOLE 42,978 0 15,930

COGNEX CORP COMMON STOCK USD.0 COM 192422103 4,123 107,986 SH SOLE 79,146 0 28,840

COGNIZANT TECH SOLUTIONS A COM COM 192446102 53,670 531,490 SH SOLE 274,633 0 256,857

COHEN + STEERS INC COMMON STOC COM 19247A100 813 20,288 SH SOLE 14,068 0 6,220

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COHU INC COMMON STOCK USD1. COM 192576106 407 38,785 SH SOLE 19,115 0 19,670

COLE REAL ESTATE INVESTMENT COM 19329V105 518 36,900 SH SOLE 0 0 36,900

COLEMAN CABLE INC COMMON STOCK COM 193459302 680 25,921 SH SOLE 22,051 0 3,870

COLFAX CORP COMMON STOCK USD.0 COM 194014106 4,572 71,792 SH SOLE 48,212 0 23,580

COLGATE PALMOLIVE CO COMMON ST COM 194162103 109,600 1,680,724 SH SOLE 849,971 0 830,753

COLONIAL BANCGROUPINC COM COM 195493309 0 23,800 SH SOLE 14,900 0 8,900

COLONY FINANCIAL INC REIT USD. COM 19624R106 1,875 92,420 SH SOLE 39,900 0 52,520

COLUMBIA BANKING SYSTEM INC CO COM 197236102 2,414 87,744 SH SOLE 48,383 0 39,361

COLUMBIA SPORTSWEAR CO COMMON COM 198516106 1,502 19,079 SH SOLE 8,939 0 10,140

COLUMBUS MCKINNON CORP/NY COMM COM 199333105 754 27,797 SH SOLE 12,727 0 15,070

COMCAST CORP CL A SPL COM 20030N200 663 13,300 SH SOLE 13,300 0 0

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COMERICA INC COMMON STOCK USD5 COM 200340107 11,885 250,005 SH SOLE 134,275 0 115,730



COMFORT SYSTEMS USA INC COMMON COM 199908104 1,054 54,373 SH SOLE 27,731 0 26,642

COMMERCE BANCSHARES INC COMMON COM 200525103 7,271 161,912 SH SOLE 134,312 0 27,600

COMMERCIAL METALS CO COMMON ST COM 201723103 5,007 246,291 SH SOLE 154,601 0 91,690

COMMERCIAL VEHICLE GROUP INC C COM 202608105 188 25,912 SH SOLE 15,082 0 10,830

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COMMUNITY BANK SYSTEM INC COMM COM 203607106 3,508 88,396 SH SOLE 56,846 0 31,550

COMMUNITY HEALTH SYSTEMS INC C COM 203668108 5,080 129,372 SH SOLE 101,814 0 27,558

COMMUNITY TRUST BANCORP INC CO COM 204149108 980 21,704 SH SOLE 10,454 0 11,250

COMMUNITYONE BANCORP COM 20416Q108 171 13,405 SH SOLE 5,765 0 7,640

COMMVAULT SYSTEMS INC COMMON S COM 204166102 6,709 89,598 SH SOLE 74,708 0 14,890

COMPASS MINERALS INTERNATION C COM 20451N101 4,258 53,195 SH SOLE 42,827 0 10,368

COMPUTER PROGRAMS + SYSTEMS CO COM 205306103 2,996 48,477 SH SOLE 44,279 0 4,198

COMPUTER SCIENCES CORP COMMON COM 205363104 12,132 217,107 SH SOLE 122,613 0 94,494

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COMPUWARE CORP COMMON STOCK US COM 205638109 3,314 295,601 SH SOLE 227,502 0 68,099

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COMSTOCK RESOURCES INC COMMON COM 205768203 1,426 77,968 SH SOLE 39,947 0 38,021

COMTECH TELECOMMUNICATIONS COM COM 205826209 2,206 69,989 SH SOLE 55,369 0 14,620

COMVERSE INC COM COM 20585P105 823 21,210 SH SOLE 14,820 0 6,390

CON WAY INC COMMON STOCK USD.6 COM 205944101 3,219 81,068 SH SOLE 64,635 0 16,433

CONAGRA FOODS INC COMMON STOCK COM 205887102 22,106 655,963 SH SOLE 389,852 0 266,111

CONCHO RESOURCES INC COMMON ST COM 20605P101 9,915 91,805 SH SOLE 60,890 0 30,915

CONCUR TECHNOLOGIES INC COMMON COM 206708109 7,786 75,461 SH SOLE 60,910 0 14,551

CONMED CORP COMMON STOCK USD.0 COM 207410101 2,279 53,628 SH SOLE 31,985 0 21,643

CONN S INC COMMON STOCK USD.01 COM 208242107 1,881 23,872 SH SOLE 16,092 0 7,780

CONNECTICUT WATER SVC INC COMM COM 207797101 660 18,597 SH SOLE 10,667 0 7,930

CONOCOPHILLIPS COMMON STOCK US COM 20825C104 147,355 2,085,708 SH SOLE 1,047,883 0 1,037,825

CONS TOMOKA LAND CO FLORIDA CO COM 210226106 272 7,490 SH SOLE 3,205 0 4,285

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CONSOLIDATED COMMUNICATIONS CO COM 209034107 1,434 73,048 SH SOLE 59,913 0 13,135

CONSOLIDATED EDISON INC COMMON COM 209115104 25,347 458,529 SH SOLE 259,712 0 198,817

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CONSTELLATION BRANDS INC A COM COM 21036P108 17,012 241,722 SH SOLE 146,609 0 95,113

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CONTAINER STORE GROUP INC/TH COM 210751103 656 14,075 SH SOLE 7,275 0 6,800

CONTANGO OIL + GAS COMMON STOC COM 21075N204 1,019 21,563 SH SOLE 11,702 0 9,861

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CONVERGYS CORP COMMON STOCK NP COM 212485106 4,740 225,169 SH SOLE 141,129 0 84,040

COOPER COS INC/THE COMMON STOC COM 216648402 8,894 71,817 SH SOLE 58,135 0 13,682

COOPER TIRE + RUBBER COMMON ST COM 216831107 2,444 101,678 SH SOLE 53,318 0 48,360

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COVANCE INC COMMON STOCK USD.0 COM 222816100 8,119 92,202 SH SOLE 74,565 0 17,637

COVANTA HOLDING CORP COMMON ST COM 22282E102 1,306 73,587 SH SOLE 39,444 0 34,143

COVIDIEN PLC COMMON STOCK USD. COM G2554F113 51,053 749,671 SH SOLE 375,651 0 374,020

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CRA INTERNATIONAL INC COMMON S COM 12618T105 293 14,798 SH SOLE 5,988 0 8,810

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CUBIST PHARMACEUTICALS INC COM COM 229678107 7,548 109,600 SH SOLE 91,140 0 18,460

CULLEN/FROST BANKERS INC COMMO COM 229899109 8,155 109,565 SH SOLE 90,355 0 19,210

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CURTISS WRIGHT CORP COMMON STO COM 231561101 5,089 81,784 SH SOLE 43,634 0 38,150

CUSTOMERS BANCORP INC COM 23204G100 521 25,481 SH SOLE 10,901 0 14,580

CUTERA INC COM COM 232109108 190 18,667 SH SOLE 7,997 0 10,670

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CVS CAREMARK CORP COMMON STOCK COM 126650100 156,661 2,188,925 SH SOLE 1,136,938 0 1,051,987

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CYBERONICS INC COMMON STOCK US COM 23251P102 2,594 39,597 SH SOLE 30,047 0 9,550

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CYPRESS SEMICONDUCTOR CORP COM COM 232806109 2,512 239,211 SH SOLE 185,561 0 53,650

CYRUSONE INC COM 23283R100 585 26,210 SH SOLE 10,760 0 15,450

CYS INVESTMENTS INC REIT USD.0 COM 12673A108 1,657 223,680 SH SOLE 96,889 0 126,791

CYTEC INDUSTRIES INC COMMON ST COM 232820100 4,873 52,303 SH SOLE 40,995 0 11,308



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CYTORI THERAPEUTICS INC COMMON COM 23283K105 162 63,229 SH SOLE 36,179 0 27,050

DAILY JOURNAL CORP COM COM 233912104 231 1,249 SH SOLE 578 0 671

DAKTRONICS INC COMMON STOCK NP COM 234264109 932 59,437 SH SOLE 34,457 0 24,980

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DANAHER CORP COMMON STOCK USD. COM 235851102 88,794 1,150,180 SH SOLE 573,763 0 576,417

DARDEN RESTAURANTS INC COMMON COM 237194105 13,666 251,343 SH SOLE 170,694 0 80,649

DARLING INTERNATIONAL INC COMM COM 237266101 4,959 237,499 SH SOLE 135,969 0 101,530

DATALINK CORP COM COM 237934104 152 13,965 SH SOLE 9,315 0 4,650

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DENTSPLY INTERNATIONAL INC COM COM 249030107 11,440 235,968 SH SOLE 142,645 0 93,323

DEPOMED INC COMMON STOCK NPV COM 249908104 627 59,223 SH SOLE 42,963 0 16,260

DERMA SCIENCES INC COM COM 249827502 191 17,654 SH SOLE 7,774 0 9,880

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DEX MEDIA INC COM COM 25213A107 149 21,914 SH SOLE 9,464 0 12,450

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DFC GLOBAL CORP COMMON STOCK U COM 23324T107 685 59,842 SH SOLE 27,246 0 32,596

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DIAMOND HILL INVESTMENT GRP CO COM 25264R207 387 3,270 SH SOLE 2,450 0 820

DIAMOND OFFSHORE DRILLING COMM COM 25271C102 7,132 125,300 SH SOLE 72,730 0 52,570

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DIAMONDROCK HOSPITALITY CO REI COM 252784301 4,026 348,545 SH SOLE 185,854 0 162,691

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DICK S SPORTING GOODS INC COMM COM 253393102 8,863 152,543 SH SOLE 127,063 0 25,480

DIEBOLD INC COMMON STOCK USD1. COM 253651103 2,917 88,376 SH SOLE 68,747 0 19,629

DIGI INTERNATIONAL INC COMMON COM 253798102 494 40,749 SH SOLE 19,364 0 21,385

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DIGITAL RIVER INC COMMON STOCK COM 25388B104 1,103 59,625 SH SOLE 30,473 0 29,152

DIGITALGLOBE INC COMMON STOCK COM 25389M877 4,457 108,300 SH SOLE 49,649 0 58,651

DILLARDS INC CL A COMMON STOCK COM 254067101 2,596 26,710 SH SOLE 15,823 0 10,887

DIME COMMUNITY BANCSHARES COMM COM 253922108 909 53,730 SH SOLE 30,548 0 23,182



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DOUGLAS DYNAMICS INC COMMON ST COM 25960R105 340 20,208 SH SOLE 13,048 0 7,160

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DOVER CORP COMMON STOCK USD1. COM 260003108 26,544 274,952 SH SOLE 160,907 0 114,045

DOW CHEMICAL CO/THE COMMON STO COM 260543103 90,507 2,038,448 SH SOLE 1,034,875 0 1,003,573

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DR HORTON INC COMMON STOCK USD COM 23331A109 8,676 388,726 SH SOLE 219,711 0 169,015

DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 15,439 316,899 SH SOLE 189,466 0 127,433

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DREW INDUSTRIES INC COMMON STO COM 26168L205 1,535 29,980 SH SOLE 21,380 0 8,600

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DST SYSTEMS INC COMMON STOCK U COM 233326107 5,281 58,199 SH SOLE 46,709 0 11,490

DSW INC CLASS A COMMON STOCK N COM 23334L102 2,517 58,894 SH SOLE 39,020 0 19,874

DTE ENERGY COMPANY COMMON STOC COM 233331107 16,916 254,796 SH SOLE 141,774 0 113,022

DTS INC COMMON STOCK USD.0001 COM 23335C101 502 20,938 SH SOLE 15,684 0 5,254

DU PONT (E.I.) DE NEMOURS COMM COM 263534109 106,583 1,640,490 SH SOLE 849,341 0 791,149

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DUKE ENERGY CORP COMMON STOCK COM 26441C204 81,003 1,173,791 SH SOLE 578,710 0 595,081

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DUN + BRADSTREET CORP COMMON S COM 26483E100 8,102 66,004 SH SOLE 40,373 0 25,631

DUNKIN BRANDS GROUP INC COM COM 265504100 4,241 87,991 SH SOLE 58,728 0 29,263

DUPONT FABROS TECHNOLOGY REIT COM 26613Q106 2,141 86,639 SH SOLE 43,745 0 42,894

DURATA THERAPEUTICS INC COM 26658A107 157 12,247 SH SOLE 7,607 0 4,640

DXP ENTERPRISES INC COMMON STO COM 233377407 1,513 13,133 SH SOLE 8,683 0 4,450

DYAX CORP COMMON STOCK USD.01 COM 26746E103 788 104,693 SH SOLE 69,923 0 34,770

DYCOM INDUSTRIES INC COMMON ST COM 267475101 1,359 48,918 SH SOLE 28,309 0 20,609

DYNAMIC MATERIALS CORP COMMON COM 267888105 392 18,047 SH SOLE 7,677 0 10,370

DYNAVAX TECHNOLOGIES CORP COMM COM 268158102 362 184,925 SH SOLE 109,865 0 75,060

DYNEGY INC COM 26817R108 2,766 128,516 SH SOLE 55,886 0 72,630

DYNEX CAPITAL INC REIT USD.01 COM 26817Q506 1,154 144,295 SH SOLE 104,355 0 39,940

Diamondback Energy, Inc. COM 25278X109 1,006 19,024 SH SOLE 13,424 0 5,600

E TRADE FINANCIAL CORP COMMON COM 269246401 7,702 392,164 SH SOLE 218,482 0 173,682

E2OPEN INC COM COM 29788A104 317 13,259 SH SOLE 9,009 0 4,250

EAGLE BANCORP INC COMMON STOCK COM 268948106 879 28,713 SH SOLE 12,460 0 16,253

EAGLE MATERIALS INC COMMON STO COM 26969P108 6,027 77,834 SH SOLE 63,234 0 14,600

EARTHLINK HOLDINGS CORP COM 27033X101 719 141,851 SH SOLE 60,641 0 81,210

EAST WEST BANCORP INC COMMON S COM 27579R104 6,649 190,121 SH SOLE 149,209 0 40,912

EASTGROUP PROPERTIES INC REIT COM 277276101 2,674 46,166 SH SOLE 31,884 0 14,282

EASTMAN CHEMICAL CO COMMON STO COM 277432100 19,004 235,488 SH SOLE 141,267 0 94,221



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EBAY INC COMMON STOCK USD.001 COM 278642103 119,456 2,176,284 SH SOLE 1,122,273 0 1,054,011

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ECHO GLOBAL LOGISTICS INC COMM COM 27875T101 345 16,070 SH SOLE 10,950 0 5,120

ECHOSTAR CORP A COMMON STOCK U COM 278768106 1,522 30,616 SH SOLE 15,515 0 15,101

ECOLAB INC COMMON STOCK USD1. COM 278865100 56,147 538,478 SH SOLE 309,868 0 228,610

EDISON INTERNATIONAL COMMON ST COM 281020107 21,224 458,398 SH SOLE 243,133 0 215,265

EDUCATION MANAGEMENT CORP COMM COM 28140M103 236 23,431 SH SOLE 16,081 0 7,350

EDUCATION REALTY TRUST INC REI COM 28140H104 1,631 184,873 SH SOLE 92,720 0 92,153

EDWARDS LIFESCIENCES CORP COMM COM 28176E108 11,651 177,170 SH SOLE 109,080 0 68,090

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EL PASO ELECTRIC CO COMMON STO COM 283677854 2,511 71,509 SH SOLE 39,899 0 31,610

ELECTRO RENT CORP COMMON STOCK COM 285218103 471 25,435 SH SOLE 13,545 0 11,890

ELECTRO SCIENTIFIC INDS INC CO COM 285229100 393 37,534 SH SOLE 17,688 0 19,846

ELECTRONIC ARTS INC COMMON STO COM 285512109 10,588 461,562 SH SOLE 275,140 0 186,422

ELECTRONICS FOR IMAGING COMMON COM 286082102 2,975 76,817 SH SOLE 51,197 0 25,620

ELI LILLY + CO COMMON STOCK NP COM 532457108 85,269 1,671,937 SH SOLE 899,546 0 772,391

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EMERALD OIL INC COM 29101U209 473 61,763 SH SOLE 21,725 0 40,038

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EMERSON ELECTRIC CO COMMON STO COM 291011104 93,961 1,338,863 SH SOLE 667,433 0 671,430

EMPIRE DISTRICT ELECTRIC CO CO COM 291641108 1,961 86,422 SH SOLE 53,895 0 32,527

EMPIRE STATE REALTY TRUST-A COM 292104106 1,289 84,270 SH SOLE 33,670 0 50,600

EMPLOYERS HOLDINGS INC COMMON COM 292218104 1,648 52,074 SH SOLE 36,452 0 15,622

EMULEX CORP COMMON STOCK USD.1 COM 292475209 873 121,947 SH SOLE 55,557 0 66,390

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ENCORE WIRE CORP COMMON STOCK COM 292562105 1,985 36,631 SH SOLE 21,405 0 15,226

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ENDO HEALTH SOLUTIONS INC COM 29264F205 12,289 182,161 SH SOLE 147,524 0 34,637

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ENDOLOGIX INC COMMON STOCK USD COM 29266S106 1,116 63,997 SH SOLE 43,027 0 20,970

ENDURANCE SPECIALTY HOLDINGS C COM G30397106 2,326 39,638 SH SOLE 25,435 0 14,203

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

ENERGY RECOVERY INC COMMON STO COM 29270J100 269 48,343 SH SOLE 24,668 0 23,675

ENERGY XXI BERMUDA COMMON STOC COM G10082140 3,197 118,142 SH SOLE 54,812 0 63,330

ENERNOC INC COMMON STOCK USD.0 COM 292764107 579 33,635 SH SOLE 17,215 0 16,420

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

ENNIS INC COMMON STOCK USD2.5 COM 293389102 677 38,227 SH SOLE 16,973 0 21,254

ENOVIA SYSTEMS INC COM 29355M200 0 54,711 SH SOLE 54,711 0 0

ENPHASE ENERGY INC COM COM 29355A107 88 13,923 SH SOLE 9,333 0 4,590

ENPRO INDUSTRIES INC COMMON ST COM 29355X107 1,963 34,042 SH SOLE 21,140 0 12,902

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

ENSTAR GROUP LTD COMMON STOCK COM G3075P101 1,893 13,631 SH SOLE 7,198 0 6,433

ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,196 189,322 SH SOLE 91,270 0 98,052



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

ENTROPIC COMMUNICATIONS INC CO COM 29384R105 653 138,659 SH SOLE 72,259 0 66,400

ENVESTNET INC COMMON STOCK COM 29404K106 837 20,762 SH SOLE 14,252 0 6,510

ENVISION HEALTHCARE HOLDINGS COM 29413U103 996 28,040 SH SOLE 20,400 0 7,640

ENZON PHARMACEUTICALS INC COMM COM 293904108 66 56,785 SH SOLE 25,205 0 31,580

EOG RESOURCES INC COMMON STOCK COM 26875P101 80,254 478,156 SH SOLE 249,027 0 229,129

EPAM SYSTEMS INC COM 29414B104 777 22,250 SH SOLE 15,860 0 6,390

EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 956 58,948 SH SOLE 34,638 0 24,310

EPL OIL & GAS INC COM 26883D108 1,229 43,135 SH SOLE 24,848 0 18,287

EPLUS INC COMMON STOCK USD.01 COM 294268107 279 4,909 SH SOLE 2,239 0 2,670

EPR PROPERTIES COM 26884U109 4,680 95,194 SH SOLE 49,894 0 45,300

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

EQUIFAX INC COMMON STOCK USD1. COM 294429105 15,436 223,419 SH SOLE 148,471 0 74,948

EQUINIX INC COMMON STOCK USD.0 COM 29444U502 13,754 77,511 SH SOLE 62,862 0 14,649

EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 2,726 75,255 SH SOLE 42,867 0 32,388

EQUITY ONE INC REIT USD.01 COM 294752100 3,173 141,381 SH SOLE 91,241 0 50,140

EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 31,131 600,178 SH SOLE 282,098 0 318,080

ERA GROUP INC. COM 26885G109 979 31,727 SH SOLE 15,107 0 16,620

ERICSSON TEL - SP ADR COM 294821608 565 46,160 SH SOLE 46,160 0 0

ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,584 49,018 SH SOLE 40,163 0 8,855

ESB FINANCIAL CORP COMMON STOC COM 26884F102 231 16,282 SH SOLE 6,959 0 9,323

ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,385 40,430 SH SOLE 22,610 0 17,820

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

ESSEX PROPERTY TRUST INC REIT COM 297178105 8,374 58,352 SH SOLE 42,679 0 15,673

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

EURONET WORLDWIDE INC COMMON S COM 298736109 2,684 56,082 SH SOLE 40,222 0 15,860

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

EVEREST RE GROUP LTD COMMON ST COM G3223R108 10,345 66,371 SH SOLE 52,088 0 14,283

EVERTEC INC COM COM 30040P103 645 26,142 SH SOLE 17,642 0 8,500

EVOLUTION PETROLEUM CORP COMMO COM 30049A107 192 15,555 SH SOLE 10,675 0 4,880

EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,396 64,288 SH SOLE 39,952 0 24,336

EXACT SCIENCES CORP COMMON STO COM 30063P105 798 68,230 SH SOLE 44,410 0 23,820

EXACTECH INC COMMON STOCK USD. COM 30064E109 267 11,253 SH SOLE 5,303 0 5,950

EXAMWORKS GROUP INC COMMON STO COM 30066A105 809 27,097 SH SOLE 18,317 0 8,780

EXAR CORP COMMON STOCK USD.000 COM 300645108 579 49,123 SH SOLE 34,715 0 14,408

EXCEL TRUST INC REIT USD.01 COM 30068C109 753 66,130 SH SOLE 27,890 0 38,240

EXCO RESOURCES INC COMMON STOC COM 269279402 934 175,860 SH SOLE 88,690 0 87,170

EXCO RESOURCES RIGHTS EXP 01/0 COM 269279139 28 173,860 SH SOLE 88,690 0 85,170

EXELIS INC COM 30162A108 5,457 286,319 SH SOLE 228,213 0 58,106

EXELIXIS INC COMMON STOCK USD. COM 30161Q104 870 141,995 SH SOLE 121,125 0 20,870

EXELON CORP COMMON STOCK NPV COM 30161N101 39,823 1,453,919 SH SOLE 735,592 0 718,327

EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,230 44,524 SH SOLE 33,544 0 10,980

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

EXPONENT INC COMMON STOCK USD. COM 30214U102 1,195 15,436 SH SOLE 11,656 0 3,780

EXPRESS INC COMMON STOCK COM 30219E103 1,470 78,739 SH SOLE 52,149 0 26,590

EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 100,525 1,431,170 SH SOLE 719,320 0 711,850



EXTERRAN HOLDINGS INC COMMON S COM 30225X103 3,558 104,042 SH SOLE 55,651 0 48,391

EXTRA SPACE STORAGE INC REIT U COM 30225T102 7,090 168,297 SH SOLE 127,656 0 40,641

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

EZCORP INC CL A COMMON STOCK U COM 302301106 922 78,854 SH SOLE 38,494 0 40,360

F5 NETWORKS INC COMMON STOCK N COM 315616102 11,072 121,863 SH SOLE 72,452 0 49,411

FABRINET COMMON STOCK USD.01 COM G3323L100 786 38,219 SH SOLE 17,589 0 20,630

FACEBOOK INC COM COM 30303M102 159,145 2,911,537 SH SOLE 1,512,720 0 1,398,817

FACTSET RESEARCH SYSTEMS INC C COM 303075105 11,341 104,444 SH SOLE 90,705 0 13,739

FAIR ISAAC CORP COMMON STOCK U COM 303250104 4,262 67,823 SH SOLE 54,583 0 13,240

FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 2,281 170,855 SH SOLE 134,876 0 35,979

FAIRPOINT COMMUNICATIONS INC C COM 305560302 218 19,235 SH SOLE 12,085 0 7,150

FAIRWAY GROUP HOLDINGS INC COM 30603D109 316 17,421 SH SOLE 8,841 0 8,580

FAMILY DOLLAR STORES COMMON ST COM 307000109 13,649 210,082 SH SOLE 144,138 0 65,944

FANNIE MAE COM 313586109 191 63,500 SH SOLE 0 0 63,500

FARMERS CAP BK CORP COM COM 309562106 209 9,608 SH SOLE 4,148 0 5,460

FARO TECHNOLOGIES INC COMMON S COM 311642102 1,280 21,957 SH SOLE 15,317 0 6,640

FASTENAL CO COMMON STOCK USD.0 COM 311900104 26,525 558,295 SH SOLE 382,329 0 175,966

FBL FINANCIAL GROUP INC CL A C COM 30239F106 613 13,680 SH SOLE 6,420 0 7,260

FBR + CO COMMON STOCK USD.001 COM 30247C400 304 11,521 SH SOLE 5,135 0 6,386

FEDERAL AGRIC MTG CORP CL C CO COM 313148306 474 13,835 SH SOLE 6,315 0 7,520

FEDERAL MOGUL CORP COMMON STOC COM 313549404 618 31,390 SH SOLE 12,600 0 18,790

FEDERAL REALTY INVS TRUST REIT COM 313747206 11,282 111,250 SH SOLE 84,119 0 27,131

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

FIDUS INVESTMENT CORP COM 316500107 401 18,437 SH SOLE 8,085 0 10,352

FIESTA RESTAURANT GROUP COM 31660B101 956 18,295 SH SOLE 12,495 0 5,800

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

FIFTH THIRD BANCORP COMMON STO COM 316773100 25,612 1,217,892 SH SOLE 666,741 0 551,151

FINANCIAL ENGINES INC COMMON S COM 317485100 4,048 58,263 SH SOLE 44,143 0 14,120

FINANCIAL INSTITUTIONS INC COM COM 317585404 496 20,053 SH SOLE 9,993 0 10,060

FINISAR CORPORATION COMMON STO COM 31787A507 3,363 140,584 SH SOLE 68,036 0 72,548

FINISH LINE/THE CL A COMMON COM 317923100 2,092 74,272 SH SOLE 43,603 0 30,669

FIREEYE INC COM 31816Q101 430 9,850 SH SOLE 6,750 0 3,100

FIRST AMERICAN FINANCIAL COMMO COM 31847R102 6,977 247,422 SH SOLE 161,810 0 85,612

FIRST BANCORP INC/ME COMMON ST COM 31866P102 212 12,146 SH SOLE 5,196 0 6,950

FIRST BANCORP PUERTO RICO COMM COM 318672706 674 108,956 SH SOLE 56,466 0 52,490

FIRST BANCORP/NC COMMON STOCK COM 318910106 478 28,761 SH SOLE 12,058 0 16,703

FIRST BUSEY CORP COMMON STOCK COM 319383105 640 110,319 SH SOLE 56,179 0 54,140

FIRST CASH FINL SVCS INC COMMO COM 31942D107 2,378 38,462 SH SOLE 27,852 0 10,610

FIRST CITIZENS BCSHS CL A CO COM 31946M103 1,154 5,184 SH SOLE 2,992 0 2,192

FIRST COMMONWEALTH FINL CORP C COM 319829107 1,468 166,389 SH SOLE 92,143 0 74,246

FIRST COMMUNITY BANCSHARES COM COM 31983A103 376 22,527 SH SOLE 9,950 0 12,577

FIRST CONNECTICUT BANCORP COM 319850103 353 21,902 SH SOLE 9,552 0 12,350

FIRST DEFIANCE FINL CORP COMMO COM 32006W106 327 12,575 SH SOLE 5,445 0 7,130

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

FIRST FINANCIAL HOLDINGS INC COM 32023E105 2,206 33,173 SH SOLE 15,555 0 17,618

FIRST FINANCIAL NORTHWEST COM COM 32022K102 196 18,865 SH SOLE 9,105 0 9,760

FIRST FINL BANKSHARES INC COMM COM 32020R109 3,934 59,321 SH SOLE 43,643 0 15,678

FIRST HORIZON NATIONAL CORP CO COM 320517105 3,910 335,590 SH SOLE 265,685 0 69,905

FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,073 176,090 SH SOLE 87,176 0 88,914

FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 674 23,756 SH SOLE 10,986 0 12,770

FIRST MARBLEHEAD CORP/THE COMM COM 320771207 89 11,976 SH SOLE 4,972 0 7,004

FIRST MARINER BANCORP COM COM 320795107 10 22,600 SH SOLE 22,600 0 0

FIRST MERCHANTS CORP COMMON ST COM 320817109 1,001 43,968 SH SOLE 16,668 0 27,300

FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,162 123,315 SH SOLE 65,660 0 57,655

FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 5,257 495,015 SH SOLE 393,117 0 101,898

FIRST OF LONG ISLAND CORP COMM COM 320734106 432 10,084 SH SOLE 4,324 0 5,760

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

FIRST SOLAR INC COMMON STOCK U COM 336433107 5,471 100,133 SH SOLE 59,506 0 40,627

FIRSTENERGY CORP COMMON STOCK COM 337932107 18,663 565,900 SH SOLE 313,019 0 252,881

FIRSTHAND TECH VALUE FUND COM 33766Y100 260 11,242 SH SOLE 4,762 0 6,480

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

FIVE STAR QUALITY CARE COMMON COM 33832D106 295 53,655 SH SOLE 23,505 0 30,150

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

FLEXTRONICS INTL LTD COM Y2573F102 119 15,300 SH SOLE 15,300 0 0

FLIR SYSTEMS INC COMMON STOCK COM 302445101 6,501 215,989 SH SOLE 129,223 0 86,766

FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,279 63,729 SH SOLE 48,199 0 15,530

FLOW INTL CORP COMMON STOCK US COM 343468104 248 61,432 SH SOLE 27,562 0 33,870

FLOWERS FOODS INC COMMON STOCK COM 343498101 7,224 336,482 SH SOLE 283,929 0 52,553

FLOWSERVE CORP COMMON STOCK US COM 34354P105 18,611 236,085 SH SOLE 149,067 0 87,018

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

FOMENTO OCON MEXICO ADR COM 344419106 273 2,790 SH SOLE 2,790 0 0

FOOT LOCKER INC COMMON STOCK U COM 344849104 8,665 209,092 SH SOLE 163,762 0 45,330

FORD MOTOR CO COMMON STOCK USD COM 345370860 103,806 6,727,574 SH SOLE 3,416,127 0 3,311,447

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

FORTINET INC COMMON STOCK USD. COM 34959E109 2,169 113,374 SH SOLE 73,141 0 40,233

FORTUNE BRANDS HOME & SECURITY COM 34964C106 11,711 256,264 SH SOLE 205,245 0 51,019

FORTUNE INDUSTRIES INC COM 34963X200 3 19,300 SH SOLE 19,300 0 0

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

FRESENIUS MED CARE AG SPONSORE COM 358029106 240 6,740 SH SOLE 6,740 0 0

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

FRONTLINE LTD COMMON STOCK USD COM G3682E127 233 62,391 SH SOLE 27,700 0 34,691

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

FUTUREFUEL CORP COMMON STOCK U COM 36116M106 468 29,642 SH SOLE 16,122 0 13,520

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

GENERAL GROWTH PROPERTIES REIT COM 370023103 14,714 733,130 SH SOLE 369,029 0 364,101

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

GLIMCHER REALTY TRUST REIT USD COM 379302102 1,663 177,713 SH SOLE 111,973 0 65,740

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

IMPERIAL OIL LTD COMMON STCK COM 453038408 210 4,740 SH SOLE 4,740 0 0

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

INNERWORKINGS INC COMMON STOCK COM 45773Y105 365 46,805 SH SOLE 34,045 0 12,760

INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,266 26,048 SH SOLE 18,118 0 7,930

INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,100 23,791 SH SOLE 16,821 0 6,970

INNOVATIVE SOLTNS&SUPP COM COM 45769N105 89 12,176 SH SOLE 7,256 0 4,920

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

KROGER CO COMMON STOCK USD1. COM 501044101 33,003 834,891 SH SOLE 500,120 0 334,771

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

LABORATORY CRP OF AMER HLDGS C COM 50540R409 13,382 146,458 SH SOLE 88,586 0 57,872

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

LANDAUER INC COMMON STOCK USD. COM 51476K103 1,529 29,057 SH SOLE 25,607 0 3,450

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

LIBERTY GLOBAL PLC - SERIES C COM G5480U120 313 3,707 SH SOLE 3,707 0 0

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

LLOYDS TSB GROUP PLC ADR COM 539439109 611 114,870 SH SOLE 114,870 0 0

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

LORILLARD INC COMMON STOCK USD COM 544147101 30,943 610,562 SH SOLE 414,397 0 196,165

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

MIMEDX GROUP INC COM 602496101 674 77,113 SH SOLE 52,553 0 24,560

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

MONMOUTH REIT CLASS A REIT USD COM 609720107 566 62,229 SH SOLE 26,909 0 35,320

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

MOSAIC CO/THE COMMON STOCK USD COM 61945C103 24,817 525,010 SH SOLE 263,675 0 261,335

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

POST PROPERTIES INC REIT USD.0 COM 737464107 2,283 50,473 SH SOLE 30,602 0 19,871

POTASH CORP SASKATCHEWAN, INC COM 73755L107 391 11,871 SH SOLE 11,871 0 0

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

PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 2,322 64,857 SH SOLE 47,627 0 17,230

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

PROGRESSIVE CORP COMMON STOCK COM 743315103 24,448 896,502 SH SOLE 544,313 0 352,189

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

PROVIDENT FINL HLDGS COM COM 743868101 173 11,556 SH SOLE 4,876 0 6,680

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

RANGE RESOURCES CORP COMMON ST COM 75281A109 22,001 260,954 SH SOLE 156,189 0 104,765

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

RENASANT CORP COMMON STOCK USD COM 75970E107 1,285 40,859 SH SOLE 18,631 0 22,228

RENEWABLE ENERGY GROUP COM 75972A301 287 25,049 SH SOLE 11,599 0 13,450

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

RESOURCE AMERICA INC CL A COM 761195205 143 15,319 SH SOLE 6,499 0 8,820

RESOURCE CAPITAL CORP REIT USD COM 76120W302 1,001 168,746 SH SOLE 73,736 0 95,010

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

RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 1,732 117,680 SH SOLE 60,270 0 57,410

RETAIL PROPERTIES AMERICA INC COM 76131V202 1,284 100,940 SH SOLE 55,205 0 45,735

RETAILMENOT INC COM 76132B106 221 7,680 SH SOLE 4,040 0 3,640

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

REYNOLDS AMERICAN INC COMMON S COM 761713106 28,305 566,217 SH SOLE 340,577 0 225,640

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

ROSETTA STONE INC COMMON STOCK COM 777780107 129 10,591 SH SOLE 6,761 0 3,830

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

SUN BANCORP INC NJ COMMON STOC COM 86663B102 182 51,688 SH SOLE 22,388 0 29,300

SUN COMMUNITIES INC REIT USD.0 COM 866674104 1,635 38,333 SH SOLE 23,273 0 15,060

SUN HYDRAULICS CORP COMMON STO COM 866942105 1,026 25,139 SH SOLE 16,499 0 8,640

SUN LIFE FINL SVCS ADR COM 866796105 255 7,230 SH SOLE 7,230 0 0

SUNCOKE ENERGY INC COM 86722A103 2,546 111,623 SH SOLE 56,910 0 54,713

SUNCOR ENERGY INC COM 867224107 743 21,190 SH SOLE 21,190 0 0

SUNEDISON INC COM 86732Y109 5,935 454,794 SH SOLE 360,764 0 94,030

SUNESIS PHARMACEUTICALS INC CO COM 867328601 138 29,156 SH SOLE 18,686 0 10,470

SUNPOWER CORP CL A COM COM 867652406 1,158 38,852 SH SOLE 25,442 0 13,410

SUNSTONE HOTEL INVESTORS INC R COM 867892101 3,637 271,445 SH SOLE 124,991 0 146,454

SUNTRUST BANKS INC COMMON STOC COM 867914103 26,714 725,714 SH SOLE 393,470 0 332,244



SUPER MICRO COMPUTER INC COMMO COM 86800U104 797 46,422 SH SOLE 23,222 0 23,200

SUPERIOR ENERGY SERVICES INC C COM 868157108 6,334 238,044 SH SOLE 172,690 0 65,354

SUPERIOR INDUSTRIES INTL COMMO COM 868168105 781 37,878 SH SOLE 18,672 0 19,206

SUPERNUS PHARMACEUTICAL COM COM 868459108 97 12,862 SH SOLE 8,582 0 4,280

SUPERTEX INC COMMON STOCK NPV COM 868532102 385 15,388 SH SOLE 7,238 0 8,150

SUPERVALU INC COMMON STOCK USD COM 868536103 2,561 351,276 SH SOLE 255,486 0 95,790

SUPPORT.COM INC COMMON STOCK U COM 86858W101 164 43,338 SH SOLE 28,890 0 14,448

SURGICAL CARE AFFILIATES INC COM 86881L106 258 7,400 SH SOLE 2,100 0 5,300

SURMODICS INC COMMON STOCK USD COM 868873100 431 17,676 SH SOLE 12,606 0 5,070

SUSQUEHANNA BANCSHARES INC COM COM 869099101 4,058 316,081 SH SOLE 171,036 0 145,045

SUSSER HOLDINGS CORP COMMON ST COM 869233106 1,116 17,047 SH SOLE 12,167 0 4,880

SVB FINANCIAL GROUP COMMON STO COM 78486Q101 6,741 64,288 SH SOLE 49,633 0 14,655

SWIFT ENERGY CO COMMON STOCK U COM 870738101 893 66,183 SH SOLE 33,203 0 32,980

SWIFT TRANSPORTATION CO COMMON COM 87074U101 1,941 87,409 SH SOLE 57,919 0 29,490

SWISHER HYGIENE INC COMMON STO COM 870808102 73 142,454 SH SOLE 61,384 0 81,070

SWS GROUP INC COMMON STOCK USD COM 78503N107 272 44,663 SH SOLE 21,343 0 23,320

SYKES ENTERPRISES INC COMMON S COM 871237103 1,365 62,575 SH SOLE 30,576 0 31,999

SYMANTEC CORP COMMON STOCK USD COM 871503108 25,845 1,096,044 SH SOLE 626,543 0 469,501

SYMETRA FINANCIAL CORP COMMON COM 87151Q106 2,052 108,215 SH SOLE 48,915 0 59,300

SYMMETRY MEDICAL INC COMMON ST COM 871546206 593 58,867 SH SOLE 29,759 0 29,108

SYNAGEVA BIOPHARMA CORP COM COM 87159A103 1,101 17,017 SH SOLE 11,577 0 5,440

SYNAPTICS INC COMMON STOCK USD COM 87157D109 2,408 46,484 SH SOLE 34,249 0 12,235

SYNCHRONOSS TECHNOLOGIES INC C COM 87157B103 1,212 39,019 SH SOLE 29,954 0 9,065

SYNERGY PHARMACEUTICALS COM COM 871639308 402 71,479 SH SOLE 46,949 0 24,530

SYNERGY RESOURCES CORP COM COM 87164P103 350 37,806 SH SOLE 23,866 0 13,940

SYNGENTA AG ADR COM 87160A100 538 6,730 SH SOLE 6,730 0 0

SYNNEX CORP COMMON STOCK USD.0 COM 87162W100 3,297 48,913 SH SOLE 28,073 0 20,840

SYNOPSYS INC COMMON STOCK USD. COM 871607107 8,605 212,092 SH SOLE 165,944 0 46,148

SYNOVUS FINANCIAL CORP COMMON COM 87161C105 4,673 1,298,105 SH SOLE 1,065,649 0 232,456

SYNTA PHARMACEUTICALS CORP COM COM 87162T206 213 40,566 SH SOLE 25,226 0 15,340

SYNTEL INC COMMON STOCK NPV COM 87162H103 1,838 20,214 SH SOLE 14,374 0 5,840

SYNUTRA INTERNATIONAL INC COMM COM 87164C102 137 15,476 SH SOLE 9,836 0 5,640

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

Shutterstock, Inc. COM 825690100 653 7,809 SH SOLE 4,649 0 3,160

T MOBILE US INC COM 872590104 5,752 170,987 SH SOLE 79,375 0 91,612

T ROWE PRICE GROUP INC COMMON COM 74144T108 44,508 531,316 SH SOLE 365,843 0 165,473

TABLEAU SOFTWARE INC COM 87336U105 538 7,810 SH SOLE 5,250 0 2,560

TAHOE RESOURSES INC COM COM 873868103 829 49,838 SH SOLE 30,870 0 18,968

TAIWAN SEMICONDUCTOR - SP ADR COM 874039100 889 50,997 SH SOLE 50,997 0 0

TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 1,775 102,205 SH SOLE 74,355 0 27,850

TAL INTERNATIONAL GROUP INC CO COM 874083108 2,557 44,582 SH SOLE 25,212 0 19,370

TALISMAN ENERGY ADR COM 87425E103 169 14,465 SH SOLE 14,465 0 0

TAMINCO CORP COM COM 87509U106 290 14,347 SH SOLE 9,007 0 5,340

TANGER FACTORY OUTLET CENTER R COM 875465106 3,369 105,231 SH SOLE 70,950 0 34,281

TANGOE INC COM 87582Y108 615 34,126 SH SOLE 25,226 0 8,900

TARGA RESOURCES CORP COMMON ST COM 87612G101 3,287 37,283 SH SOLE 26,553 0 10,730

TARGACEPT INC COMMON STOCK USD COM 87611R306 161 38,843 SH SOLE 16,343 0 22,500

TARGET CORP COMMON STOCK USD.0 COM 87612E106 77,631 1,226,987 SH SOLE 673,869 0 553,118

TASER INTERNATIONAL INC COMMON COM 87651B104 873 55,002 SH SOLE 34,482 0 20,520

TAUBMAN CENTERS INC REIT USD.0 COM 876664103 6,365 99,579 SH SOLE 73,771 0 25,808

TAYLOR CAPITAL GROUP INC COMMO COM 876851106 730 27,461 SH SOLE 12,971 0 14,490

TAYLOR MORRISON HOME CORP COM 87724P106 527 23,460 SH SOLE 15,320 0 8,140

TCF FINANCIAL CORP COMMON STOC COM 872275102 3,609 222,120 SH SOLE 174,912 0 47,208

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



TE CONNECTIVITY LTD COM H84989104 18,504 335,757 SH SOLE 205,479 0 130,278

TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 3,422 75,127 SH SOLE 51,517 0 23,610

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

TECO ENERGY INC COMMON STOCK U COM 872375100 5,157 299,122 SH SOLE 173,214 0 125,908

TECUMSEH PRODUCTS CO CLASS A C COM 878895200 220 24,261 SH SOLE 10,021 0 14,240

TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,215 25,300 SH SOLE 13,993 0 11,307

TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 304 77,307 SH SOLE 33,327 0 43,980

TEJON RANCH CO COMMON STOCK US COM 879080109 646 17,572 SH SOLE 11,672 0 5,900

TELECOM ITALIA SPA ADR COM 87927Y102 163 16,370 SH SOLE 16,370 0 0

TELECOMMUNICATION SYSTEMS A CO COM 87929J103 142 61,307 SH SOLE 26,870 0 34,437

TELEDYNE TECHNOLOGIES INC COMM COM 879360105 4,805 52,307 SH SOLE 36,047 0 16,260

TELEFLEX INC COMMON STOCK USD1 COM 879369106 5,561 59,243 SH SOLE 46,314 0 12,929

TELEFONICA SA ADR COM 879382208 917 56,120 SH SOLE 56,120 0 0

TELENAV INC COMMON STOCK USD.0 COM 879455103 149 22,615 SH SOLE 9,915 0 12,700

TELEPHONE AND DATA SYSTEMS COM COM 879433829 3,308 128,299 SH SOLE 103,352 0 24,947

TELETECH HOLDINGS INC COMMON S COM 879939106 805 33,613 SH SOLE 22,513 0 11,100

TELUS CORP ADR COM 87971M103 279 8,100 SH SOLE 8,100 0 0

TEMPUR SEALY INTERNATIONAL INC COM 88023U101 5,155 95,540 SH SOLE 77,011 0 18,529

TENARIS SA ADR COM 88031M109 455 10,425 SH SOLE 10,425 0 0

TENET HEALTHCARE CORP COMMON S COM 88033G407 6,098 144,771 SH SOLE 93,809 0 50,962

TENNANT CO COMMON STOCK USD.37 COM 880345103 1,664 24,543 SH SOLE 17,143 0 7,400

TENNECO INC COMMON STOCK USD.0 COM 880349105 3,809 67,335 SH SOLE 45,825 0 21,510

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

TERRENO REALTY CORP REIT USD.0 COM 88146M101 532 30,048 SH SOLE 10,268 0 19,780

TERRITORIAL BANCORP INC COMMON COM 88145X108 313 13,510 SH SOLE 5,800 0 7,710

TESARO INC COM COM 881569107 333 11,796 SH SOLE 7,766 0 4,030

TESCO CORP COMMON STOCK NPV COM 88157K101 1,027 51,916 SH SOLE 24,866 0 27,050

TESLA MOTORS INC COMMON STOCK COM 88160R101 10,855 72,183 SH SOLE 48,764 0 23,419

TESORO CORP COMMON STOCK USD.1 COM 881609101 11,147 190,549 SH SOLE 106,366 0 84,183

TESSCO TECHNOLOGIES COM COM 872386107 273 6,777 SH SOLE 2,827 0 3,950

TESSERA TECHNOLOGIES INC COMMO COM 88164L100 1,675 85,006 SH SOLE 44,354 0 40,652

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

TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 4,859 78,113 SH SOLE 45,067 0 33,046

TEXAS INDUSTRIES INC COMMON ST COM 882491103 2,306 33,523 SH SOLE 24,473 0 9,050

TEXAS INSTRUMENTS INC COMMON S COM 882508104 90,452 2,059,931 SH SOLE 1,133,752 0 926,179

TEXAS ROADHOUSE INC COMMON STO COM 882681109 3,107 111,778 SH SOLE 90,328 0 21,450

TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 1,128 28,056 SH SOLE 15,156 0 12,900

TEXTRON INC COMMON STOCK USD.1 COM 883203101 12,878 350,319 SH SOLE 203,317 0 147,002

TFS FINANCIAL CORP COMMON STOC COM 87240R107 570 47,055 SH SOLE 28,951 0 18,104

TG THERAPEUTICS INC COM 88322Q108 44 11,246 SH SOLE 7,306 0 3,940

TGC INDS INC COM NEW COM 872417308 92 12,666 SH SOLE 7,771 0 4,895

THE WHITEWAVE FOODS CO. CLASS COM 966244105 5,314 231,652 SH SOLE 197,062 0 34,590

THERAPEUDICSMD INC COM COM 88338N107 357 68,485 SH SOLE 45,615 0 22,870

THERAVANCE INC COMMON STOCK US COM 88338T104 2,409 67,572 SH SOLE 44,572 0 23,000

THERMO FISHER SCIENTIFIC INC C COM 883556102 62,115 557,834 SH SOLE 288,184 0 269,650

THERMON GROUP HOLDINGS INC COM COM 88362T103 662 24,226 SH SOLE 16,436 0 7,790

THIRD POINT REINSURANCE LTD COM G8827U100 324 17,500 SH SOLE 3,500 0 14,000

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



THOR INDUSTRIES INC COMMON STO COM 885160101 4,183 75,731 SH SOLE 63,130 0 12,601

THORATEC CORP COMMON STOCK NPV COM 885175307 3,604 98,478 SH SOLE 78,468 0 20,010

THRESHOLD PHARMACEUTICALS COM COM 885807206 196 41,923 SH SOLE 27,193 0 14,730

TIBCO SOFTWARE INC COMMON STOC COM 88632Q103 5,621 250,029 SH SOLE 198,554 0 51,475

TICC CAPITAL CORP COMMON STOCK COM 87244T109 699 67,633 SH SOLE 30,028 0 37,605

TIDEWATER INC COMMON STOCK USD COM 886423102 4,243 71,590 SH SOLE 53,075 0 18,515

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

TITAN INTERNATIONAL INC COMMON COM 88830M102 1,293 71,926 SH SOLE 48,296 0 23,630

TITAN MACHINERY INC COMMON STO COM 88830R101 412 23,099 SH SOLE 10,559 0 12,540

TIVO INC COMMON STOCK USD.001 COM 888706108 2,140 163,103 SH SOLE 89,673 0 73,430

TJX COMPANIES INC COMMON STOCK COM 872540109 89,260 1,400,599 SH SOLE 797,594 0 603,005

TOLL BROTHERS INC COMMON STOCK COM 889478103 8,319 224,829 SH SOLE 177,348 0 47,481

TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,193 23,219 SH SOLE 10,804 0 12,415

TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,811 55,654 SH SOLE 47,919 0 7,735

TORCHMARK CORP COMMON STOCK US COM 891027104 12,318 157,620 SH SOLE 101,387 0 56,233

TORNIER NV COMMON STOCK COM N87237108 623 33,147 SH SOLE 14,237 0 18,910

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

TOTAL SA-SPON ADR COM 89151E109 2,916 47,600 SH SOLE 47,600 0 0

TOTAL SYSTEM SERVICES INC COMM COM 891906109 12,221 367,204 SH SOLE 266,496 0 100,708

TOWER GROUP INTERNATIONAL LTD COM G8988C105 259 76,586 SH SOLE 36,705 0 39,881

TOWERS WATSON + CO CL A COMMON COM 891894107 11,571 90,676 SH SOLE 70,821 0 19,855

TOWERSTREAM CORP COMMON STOCK COM 892000100 188 63,345 SH SOLE 37,525 0 25,820

TOWN SPORTS INTERNATIONAL COMM COM 89214A102 515 34,925 SH SOLE 14,145 0 20,780

TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 525 34,137 SH SOLE 15,018 0 19,119

TOYOTA MOTOR CORP ADR COM 892331307 2,410 19,770 SH SOLE 19,770 0 0

TRACTOR SUPPLY COMPANY COMMON COM 892356106 17,138 220,903 SH SOLE 177,935 0 42,968

TRANS WORLD ENTMT CORP COM COM 89336Q100 49 11,091 SH SOLE 5,631 0 5,460

TRANSCANADA CORP ADR COM 89353D107 471 10,310 SH SOLE 10,310 0 0

TRANSDIGM GROUP INC COMMON STO COM 893641100 7,611 47,267 SH SOLE 31,250 0 16,017

TRANSOCEAN INC SHS COM H8817H100 12,489 252,714 SH SOLE 149,014 0 103,700

TRAVELERS COS INC/THE COMMON S COM 89417E109 66,281 732,067 SH SOLE 417,563 0 314,504

TRC COS INC COMMON STOCK USD.1 COM 872625108 145 20,338 SH SOLE 8,648 0 11,690

TREDEGAR CORP COMMON STOCK NPV COM 894650100 1,130 39,238 SH SOLE 23,035 0 16,203

TREE.COM INC COM 894675107 231 7,028 SH SOLE 3,615 0 3,413

TREEHOUSE FOODS INC COMMON STO COM 89469A104 3,648 52,936 SH SOLE 35,726 0 17,210

TREX COMPANY INC COMMON STOCK COM 89531P105 1,433 18,019 SH SOLE 13,059 0 4,960

TRI POINTE HOMES INC COM 87265H109 363 18,210 SH SOLE 7,810 0 10,400

TRIANGLE CAPITAL CORP COMMON S COM 895848109 1,065 38,526 SH SOLE 18,663 0 19,863

TRIANGLE PETROLEUM CORP COMMON COM 89600B201 579 69,643 SH SOLE 27,223 0 42,420

TRICO BANCSHARES COMMON STOCK COM 896095106 605 21,311 SH SOLE 9,641 0 11,670

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

TRIPADVISOR INC COM 896945201 14,866 179,471 SH SOLE 110,203 0 69,268

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

TRIUMPH GROUP INC COMMON STOCK COM 896818101 5,937 78,053 SH SOLE 62,556 0 15,497

TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,328 51,497 SH SOLE 37,197 0 14,300

TRUSTCO BANK CORP NY COMMON ST COM 898349105 1,036 144,288 SH SOLE 71,508 0 72,780

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

TUESDAY MORNING CORP COMMON ST COM 899035505 1,009 63,250 SH SOLE 29,705 0 33,545

TULLOW OIL PLC ADR COM 899415202 73 10,360 SH SOLE 10,360 0 0

TUMI HODINGD INC COM COM 89969Q104 966 42,853 SH SOLE 29,093 0 13,760

TUPPERWARE BRANDS CORP COMMON COM 899896104 7,801 82,523 SH SOLE 66,564 0 15,959

TUTOR PERINI CORP COMMON STOCK COM 901109108 1,348 51,237 SH SOLE 23,239 0 27,998

TW TELECOM INC COMMON STOCK US COM 87311L104 7,762 254,746 SH SOLE 210,074 0 44,672

TWENTY-FIRST CENTURY FOX INC. COM 90130A101 120,370 3,421,556 SH SOLE 1,776,023 0 1,645,533

TWENTY-FIRST CENTURY FOX INC. COM 90130A200 896 25,900 SH SOLE 25,900 0 0

TWIN DISC INC COMMON STOCK NPV COM 901476101 323 12,481 SH SOLE 4,811 0 7,670

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

U.S. PHYSICAL THERAPY INC COMM COM 90337L108 374 10,603 SH SOLE 7,263 0 3,340

UBIQUITI NETWORKS INC COM 90347A100 606 13,184 SH SOLE 9,464 0 3,720

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

UDR INC REIT USD.01 COM 902653104 8,521 364,938 SH SOLE 270,251 0 94,687

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

ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 325 32,415 SH SOLE 13,515 0 18,900

ULTRA PETROLEUM CORP COMMON ST COM 903914109 2,316 106,974 SH SOLE 60,030 0 46,944

ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 103 27,514 SH SOLE 11,444 0 16,070

ULTRATECH INC COMMON STOCK USD COM 904034105 1,067 36,805 SH SOLE 26,435 0 10,370

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

UNIFI INC COMMON STOCK USD.1 COM 904677200 530 19,470 SH SOLE 8,594 0 10,876

UNIFIRST CORP/MA COMMON STOCK COM 904708104 3,114 29,102 SH SOLE 20,355 0 8,747

UNILEVER N V NY SHS NEW COM 904784709 952 23,665 SH SOLE 23,665 0 0

UNILEVER PLC ADR COM 904767704 707 17,170 SH SOLE 17,170 0 0

UNILIFE CORP COMMON STOCK USD. COM 90478E103 349 79,378 SH SOLE 52,848 0 26,530

UNION FIRST MARKET BANKSHARE C COM 90662P104 707 28,480 SH SOLE 11,490 0 16,990

UNION PACIFIC CORP COMMON STOC COM 907818108 147,117 875,697 SH SOLE 471,849 0 403,848

UNISYS CORP COMMON STOCK USD.0 COM 909214306 2,351 70,034 SH SOLE 35,974 0 34,060

UNIT CORP COMMON STOCK USD.2 COM 909218109 3,534 68,469 SH SOLE 48,133 0 20,336

UNITED BANKSHARES INC COMMON S COM 909907107 3,355 106,666 SH SOLE 66,926 0 39,740

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

UNITED CONTINENTAL HOLDINGS CO COM 910047109 11,211 296,360 SH SOLE 197,396 0 98,964

UNITED FINANCIAL BANCORP INC C COM 91030T109 556 29,430 SH SOLE 11,600 0 17,830

UNITED FIRE GROUP INC COM 910340108 949 33,123 SH SOLE 17,833 0 15,290

UNITED NATURAL FOODS INC COMMO COM 911163103 6,997 92,814 SH SOLE 76,514 0 16,300

UNITED ONLINE INC COMMON STOCK COM 911268209 265 19,244 SH SOLE 8,963 0 10,281

UNITED PARCEL SERVICE CL B COM COM 911312106 135,925 1,293,535 SH SOLE 664,481 0 629,054

UNITED RENTALS INC COMMON STOC COM 911363109 11,611 148,949 SH SOLE 119,787 0 29,162

UNITED STATES STEEL CORP COMMO COM 912909108 5,786 196,127 SH SOLE 110,741 0 85,386

UNITED STATIONERS INC COMMON S COM 913004107 3,374 73,530 SH SOLE 40,830 0 32,700

UNITED TECHNOLOGIES CORP COMMO COM 913017109 176,225 1,548,553 SH SOLE 846,142 0 702,411



UNITED THERAPEUTICS CORP COMMO COM 91307C102 8,680 76,762 SH SOLE 62,375 0 14,387

UNITEDHEALTH GROUP INC COMMON COM 91324P102 140,548 1,866,511 SH SOLE 969,539 0 896,972

UNITIL CORP COMMON STOCK NPV COM 913259107 532 17,446 SH SOLE 7,366 0 10,080

UNIVERSAL AMERICAN CORP COMMON COM 91338E101 386 52,869 SH SOLE 22,619 0 30,250

UNIVERSAL CORP/VA COMMON STOCK COM 913456109 2,901 53,131 SH SOLE 39,167 0 13,964

UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,479 43,035 SH SOLE 29,375 0 13,660

UNIVERSAL ELECTRONICS INC COMM COM 913483103 821 21,547 SH SOLE 11,287 0 10,260

UNIVERSAL FOREST PRODUCTS COMM COM 913543104 1,925 36,921 SH SOLE 21,510 0 15,411

UNIVERSAL HEALTH RLTY INCOME R COM 91359E105 758 18,913 SH SOLE 13,603 0 5,310

UNIVERSAL HEALTH SERVICES B CO COM 913903100 10,921 134,398 SH SOLE 107,429 0 26,969

UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 489 33,789 SH SOLE 15,859 0 17,930

UNIVERSAL STAINLESS + ALLOY CO COM 913837100 321 8,913 SH SOLE 3,863 0 5,050

UNIVERSAL TECHNICAL INSTITUT C COM 913915104 472 33,931 SH SOLE 16,426 0 17,505

UNIVEST CORP OF PENNSYLVANIA C COM 915271100 507 24,529 SH SOLE 10,169 0 14,360

UNS ENERGY CORP COM 903119105 4,290 71,673 SH SOLE 40,197 0 31,476

UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 13,019 371,110 SH SOLE 206,336 0 164,774

UNWIRED PLANET INC COM 91531F103 114 82,822 SH SOLE 52,632 0 30,190

UR ENERGY INC COMMON STOCK COM 91688R108 198 143,443 SH SOLE 66,073 0 77,370

URANIUM ENERGY CORP COMMON STO COM 916896103 150 75,039 SH SOLE 50,449 0 24,590

URBAN OUTFITTERS INC COMMON ST COM 917047102 6,286 169,436 SH SOLE 102,547 0 66,889

URS CORP COMMON STOCK USD.01 COM 903236107 5,623 106,116 SH SOLE 81,746 0 24,370

URSTADT BIDDLE CLASS A REIT COM 917286205 562 30,439 SH SOLE 18,739 0 11,700

US BANCORP COMMON STOCK USD.01 COM 902973304 125,351 3,102,740 SH SOLE 1,553,844 0 1,548,896

US CELLULAR CORP COMMON STOCK COM 911684108 378 9,047 SH SOLE 4,858 0 4,189

US CONCRETE INC COM 90333L201 261 11,536 SH SOLE 7,646 0 3,890

US ECOLOGY INC COMMON STOCK US COM 91732J102 1,486 39,964 SH SOLE 32,974 0 6,990

US SILICA HOLDINGS INC COM COM 90346E103 764 22,384 SH SOLE 15,974 0 6,410

USA MOBILITY INC COMMON STOCK COM 90341G103 487 34,098 SH SOLE 15,841 0 18,257

USANA HEALTH SCIENCES INC COMM COM 90328M107 519 6,869 SH SOLE 4,189 0 2,680

USG CORP COMMON STOCK USD.1 COM 903293405 2,358 83,074 SH SOLE 55,404 0 27,670

UTI WORLDWIDE INC COMMON STOCK COM G87210103 2,826 160,951 SH SOLE 117,121 0 43,830

VAALCO ENERGY INC COMMON STOCK COM 91851C201 449 65,103 SH SOLE 35,853 0 29,250

VAIL RESORTS INC COMMON STOCK COM 91879Q109 3,178 42,240 SH SOLE 29,250 0 12,990

VALASSIS COMMUNICATIONS INC CO COM 918866104 2,769 80,850 SH SOLE 50,000 0 30,850

VALE SA ADR COM 91912E204 403 28,790 SH SOLE 28,790 0 0

VALEANT PARMACEUTICALS INTERNA COM 91911K102 458 3,900 SH SOLE 3,900 0 0

VALERO ENERGY CORP COMMON STOC COM 91913Y100 47,112 934,764 SH SOLE 470,218 0 464,546

VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,735 67,880 SH SOLE 40,722 0 27,158

VALLEY NATIONAL BANCORP COMMON COM 919794107 2,838 280,422 SH SOLE 224,701 0 55,721

VALMONT INDUSTRIES COMMON STOC COM 920253101 6,250 41,911 SH SOLE 33,799 0 8,112

VALSPAR CORP COMMON STOCK USD. COM 920355104 10,026 140,630 SH SOLE 113,132 0 27,498

VALUECLICK INC COMMON STOCK US COM 92046N102 3,066 131,189 SH SOLE 105,439 0 25,750

VALUEVISION MEDIA INC A COMMON COM 92047K107 255 36,523 SH SOLE 23,063 0 13,460

VANDA PHARMACEUTICALS INC COMM COM 921659108 370 29,802 SH SOLE 19,732 0 10,070

VANGUARD TOTAL BOND MARKET ETF COM 921937835 6,779 84,750 SH SOLE 57,250 0 27,500

VANTAGE DRILLING CO COMMON STO COM G93205113 476 258,680 SH SOLE 112,360 0 146,320

VANTAGESOUTH BANCSHARES INC COM 92209W105 85 16,099 SH SOLE 6,499 0 9,600

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

VASCO DATA SECURITY INTL COMMO COM 92230Y104 305 39,487 SH SOLE 21,811 0 17,676

VASCULAR SOLUTIONS INC COMMON COM 92231M109 343 14,811 SH SOLE 10,061 0 4,750

VCA ANTECH INC COMMON STOCK US COM 918194101 3,760 119,913 SH SOLE 94,570 0 25,343

VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,077 65,806 SH SOLE 51,122 0 14,684

VECTREN CORPORATION COMMON STO COM 92240G101 4,315 121,555 SH SOLE 96,985 0 24,570

VEECO INSTRUMENTS INC COMMON S COM 922417100 2,140 65,020 SH SOLE 37,706 0 27,314

VENTAS INC REIT USD.25 COM 92276F100 26,228 457,892 SH SOLE 244,274 0 213,618



VERA BRADLEY INC COMMON STOCK COM 92335C106 500 20,811 SH SOLE 13,526 0 7,285

VERASTEM INC COM 92337C104 150 13,118 SH SOLE 8,418 0 4,700

VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 3,924 146,321 SH SOLE 116,095 0 30,226

VERINT SYSTEMS INC COMMON STOC COM 92343X100 2,228 51,889 SH SOLE 35,201 0 16,688

VERISIGN INC COMMON STOCK USD. COM 92343E102 12,834 214,687 SH SOLE 129,717 0 84,970

VERISK ANALYTICS INC CLASS A C COM 92345Y106 8,719 132,673 SH SOLE 88,702 0 43,971

VERIZON COMMUNICATIONS INC COM COM 92343V104 251,323 5,114,435 SH SOLE 2,643,329 0 2,471,106

VERTEX PHARMACEUTICALS INC COM COM 92532F100 26,062 350,766 SH SOLE 202,964 0 147,802

VESTIN RLTY MTG II INC COM COM 92549X201 23 13,600 SH SOLE 13,600 0 0

VF CORP COMMON STOCK USD1. COM 918204108 33,711 540,762 SH SOLE 331,008 0 209,754

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

VIEWPOINT FINANCIAL GROUP COMM COM 92672A101 1,599 58,258 SH SOLE 29,266 0 28,992

VILLAGE SUPER MARKET CLASS A C COM 927107409 284 9,152 SH SOLE 4,182 0 4,970

VINCE HOLDING CORP COM 92719W108 228 7,440 SH SOLE 3,040 0 4,400

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

VISHAY PRECISION GROUP COMMON COM 92835K103 247 16,557 SH SOLE 6,892 0 9,665

VISTAPRINT NV COMMON STOCK USD COM N93540107 1,914 33,663 SH SOLE 24,363 0 9,300

VISTEON CORP COMMON STOCK COM 92839U206 3,637 44,413 SH SOLE 28,372 0 16,041

VITACOST.COM INC COM 92847A200 110 19,051 SH SOLE 12,731 0 6,320

VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,909 36,706 SH SOLE 26,756 0 9,950

VIVUS INC COMMON STOCK USD.001 COM 928551100 1,126 124,045 SH SOLE 87,005 0 37,040

VMWARE INC CLASS A COMMON STOC COM 928563402 8,463 94,338 SH SOLE 48,476 0 45,862

VOCERA COMMUNICATIONS INC COM COM 92857F107 310 19,883 SH SOLE 12,423 0 7,460

VOCUS INC COMMON STOCK USD.01 COM 92858J108 302 26,547 SH SOLE 12,077 0 14,470

VODAFONE GROUP PLC ADR COM 92857W209 2,692 68,480 SH SOLE 68,480 0 0

VOLCANO CORP COMMON STOCK USD. COM 928645100 1,220 55,841 SH SOLE 38,101 0 17,740

VONAGE HOLDINGS CORP COMMON ST COM 92886T201 729 218,810 SH SOLE 96,250 0 122,560

VORNADO REALTY TRUST REIT USD. COM 929042109 23,961 269,867 SH SOLE 141,980 0 127,887

VOXX INTERNATIONAL CORPORATION COM 91829F104 503 30,128 SH SOLE 13,348 0 16,780

VRINGO INC COM COM 92911N104 237 79,973 SH SOLE 36,733 0 43,240

VSE CORP COMMON STOCK USD.05 COM 918284100 249 5,192 SH SOLE 2,132 0 3,060

VULCAN MATERIALS CO COMMON STO COM 929160109 10,544 177,441 SH SOLE 98,589 0 78,852

W+T OFFSHORE INC COMMON STOCK COM 92922P106 793 49,545 SH SOLE 22,975 0 26,570

WABASH NATIONAL CORP COMMON ST COM 929566107 1,195 96,722 SH SOLE 43,892 0 52,830

WABCO HOLDINGS INC COMMON STOC COM 92927K102 5,240 56,094 SH SOLE 35,268 0 20,826

WABTEC CORP COMMON STOCK USD.0 COM 929740108 13,868 186,725 SH SOLE 152,557 0 34,168

WADDELL + REED FINANCIAL A COM COM 930059100 9,203 141,323 SH SOLE 115,471 0 25,852

WAGEWORKS INC COM COM 930427109 1,674 28,167 SH SOLE 21,067 0 7,100

WAL MART STORES INC COMMON STO COM 931142103 229,877 2,921,296 SH SOLE 1,578,729 0 1,342,567

WALGREEN CO COMMON STOCK USD.0 COM 931422109 96,722 1,683,884 SH SOLE 910,030 0 773,854

WALKER + DUNLOP INC COMMON STO COM 93148P102 367 22,678 SH SOLE 10,698 0 11,980

WALT DISNEY CO/THE COMMON STOC COM 254687106 224,956 2,944,447 SH SOLE 1,479,356 0 1,465,091

WALTER ENERGY INC COMMON STOCK COM 93317Q105 1,652 99,349 SH SOLE 58,479 0 40,870

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

WASHINGTON BANKING CO COMMON S COM 937303105 350 19,754 SH SOLE 8,504 0 11,250



WASHINGTON FEDERAL INC COMMON COM 938824109 3,300 141,672 SH SOLE 111,069 0 30,603

WASHINGTON REIT REIT USD.01 COM 939653101 2,083 89,177 SH SOLE 40,876 0 48,301

WASHINGTON TRUST BANCORP COMMO COM 940610108 1,029 27,651 SH SOLE 14,891 0 12,760

WASTE CONNECTIONS INC COMMON S COM 941053100 8,428 193,168 SH SOLE 157,426 0 35,742

WASTE MANAGEMENT INC COMMON ST COM 94106L109 34,547 769,936 SH SOLE 378,735 0 391,201

WATERS CORP COMMON STOCK USD.0 COM 941848103 15,742 157,423 SH SOLE 79,245 0 78,178

WATERSTONE FINANCIAL INC. COM 94188P101 128 11,513 SH SOLE 4,253 0 7,260

WATSCO INC COMMON STOCK USD.5 COM 942622200 4,625 48,152 SH SOLE 39,962 0 8,190

WATTS WATER TECHNOLOGIES A COM COM 942749102 3,027 48,920 SH SOLE 27,460 0 21,460

WAUSAU PAPER CORP COMMON STOCK COM 943315101 791 62,400 SH SOLE 39,630 0 22,770

WD 40 CO COMMON STOCK USD.001 COM 929236107 2,422 32,437 SH SOLE 26,097 0 6,340

WEATHERFORD INTL LTD SHS COM H27013103 228 14,700 SH SOLE 14,700 0 0

WEB.COM GROUP INC COMMON STOCK COM 94733A104 1,344 42,266 SH SOLE 29,916 0 12,350

WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,449 36,685 SH SOLE 23,637 0 13,048

WEBSTER FINANCIAL CORP COMMON COM 947890109 6,552 210,121 SH SOLE 137,311 0 72,810

WEIGHT WATCHERS INTL INC COMMO COM 948626106 677 20,544 SH SOLE 12,694 0 7,850

WEINGARTEN REALTY INVESTORS RE COM 948741103 4,617 168,392 SH SOLE 124,626 0 43,766

WEIS MARKETS INC COMMON STOCK COM 948849104 958 18,221 SH SOLE 9,345 0 8,876

WELLCARE HEALTH PLANS INC COMM COM 94946T106 7,122 101,138 SH SOLE 66,878 0 34,260

WELLPOINT INC COMMON STOCK USD COM 94973V107 46,580 504,162 SH SOLE 248,453 0 255,709

WELLS FARGO + CO COMMON STOCK COM 949746101 371,383 8,180,238 SH SOLE 4,056,531 0 4,123,707

WENDY S CO/THE COMMON STOCK US COM 95058W100 3,643 417,725 SH SOLE 320,366 0 97,359

WERNER ENTERPRISES INC COMMON COM 950755108 3,046 123,183 SH SOLE 93,023 0 30,160

WESBANCO INC COMMON STOCK USD2 COM 950810101 1,203 37,586 SH SOLE 17,592 0 19,994

WESCO AIRCRAFT HOLDINGS INC COM 950814103 1,173 53,521 SH SOLE 23,661 0 29,860

WESCO INTERNATIONAL INC COMMON COM 95082P105 3,868 42,473 SH SOLE 18,413 0 24,060

WEST BANCORPORATION COMMON STO COM 95123P106 286 18,058 SH SOLE 8,421 0 9,637

WEST CORP COM COM 952355204 568 22,079 SH SOLE 12,709 0 9,370

WEST MARINE INC COMMON STOCK U COM 954235107 349 24,531 SH SOLE 10,386 0 14,145

WEST PHARMACEUTICAL SERVICES C COM 955306105 8,360 170,404 SH SOLE 145,110 0 25,294

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

WESTERN ALLIANCE BANCORP COMMO COM 957638109 2,641 110,681 SH SOLE 55,904 0 54,777

WESTERN ASSET MTG CAP CORP COM 95790D105 459 30,878 SH SOLE 13,248 0 17,630

WESTERN DIGITAL CORP COMMON ST COM 958102105 24,587 293,047 SH SOLE 161,228 0 131,819

WESTERN REFINING INC COMMON ST COM 959319104 3,193 75,278 SH SOLE 45,738 0 29,540

WESTERN UNION CO COMMON STOCK COM 959802109 18,736 1,086,160 SH SOLE 726,742 0 359,418

WESTFIELD FINANCIAL INC COMMON COM 96008P104 229 30,666 SH SOLE 12,631 0 18,035

WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,382 19,515 SH SOLE 14,463 0 5,052

WESTMORELAND COAL CO COMMON ST COM 960878106 369 19,109 SH SOLE 10,559 0 8,550

WESTPAC BANKING CORP SP ADR COM 961214301 743 25,592 SH SOLE 25,592 0 0

WESTWOOD HOLDINGS GROUP INC CO COM 961765104 412 6,661 SH SOLE 4,661 0 2,000

WET SEAL INC/THE CLASS A COMMO COM 961840105 220 80,558 SH SOLE 55,268 0 25,290

WEX INC COM 96208T104 7,245 73,164 SH SOLE 60,384 0 12,780

WEYCO GROUP INC COMMON STOCK U COM 962149100 281 9,542 SH SOLE 3,472 0 6,070

WEYERHAEUSER CO REIT USD1.25 COM 962166104 29,742 942,087 SH SOLE 540,678 0 401,409

WGL HOLDINGS INC COMMON STOCK COM 92924F106 4,561 113,865 SH SOLE 73,869 0 39,996

WHIRLPOOL CORP COMMON STOCK US COM 963320106 17,968 114,546 SH SOLE 59,632 0 54,914

WHITE MOUNTAINS INSURANCE GP C COM G9618E107 2,584 4,284 SH SOLE 2,226 0 2,058

WHITESTONE REIT B REIT USD.001 COM 966084204 347 25,936 SH SOLE 9,126 0 16,810

WHITING PETROLEUM CORP COMMON COM 966387102 5,238 84,663 SH SOLE 49,974 0 34,689

WHOLE FOODS MARKET INC COMMON COM 966837106 33,369 577,013 SH SOLE 337,883 0 239,130

WILEY (JOHN) + SONS CLASS A CO COM 968223206 4,944 89,561 SH SOLE 74,690 0 14,871

WILLBROS GROUP INC COMMON STOC COM 969203108 496 52,683 SH SOLE 23,663 0 29,020

WILLIAMS COS INC COMMON STOCK COM 969457100 45,771 1,186,707 SH SOLE 607,323 0 579,384



WILLIAMS SONOMA INC COMMON STO COM 969904101 8,545 146,619 SH SOLE 118,651 0 27,968

WILLIS GROUP HOLDINGS PLC COM G96666105 211 4,700 SH SOLE 4,700 0 0

WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,096 100,276 SH SOLE 50,256 0 50,020

WINDSTREAM HOLDINGS INC COM 97382A101 7,972 998,943 SH SOLE 647,488 0 351,455

WINNEBAGO INDUSTRIES COMMON ST COM 974637100 1,019 37,115 SH SOLE 27,505 0 9,610

WINTHROP REALTY TRUST REIT USD COM 976391300 469 42,447 SH SOLE 17,098 0 25,349

WINTRUST FINANCIAL CORP COMMON COM 97650W108 3,308 71,716 SH SOLE 42,241 0 29,475

WISCONSIN ENERGY CORP COMMON S COM 976657106 14,687 355,276 SH SOLE 216,320 0 138,956

WISDOMTREE INVTS INC COM COM 97717P104 1,688 95,323 SH SOLE 66,323 0 29,000

WOLVERINE WORLD WIDE INC COMMO COM 978097103 4,790 141,062 SH SOLE 106,722 0 34,340

WOODWARD INC COMMON STOCK USD. COM 980745103 5,720 125,409 SH SOLE 101,279 0 24,130

WORLD ACCEPTANCE CORP COMMON S COM 981419104 1,227 14,018 SH SOLE 10,148 0 3,870

WORLD FUEL SERVICES CORP COMMO COM 981475106 8,612 199,543 SH SOLE 178,649 0 20,894

WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 629 37,947 SH SOLE 16,447 0 21,500

WORTHINGTON INDUSTRIES COMMON COM 981811102 4,341 103,170 SH SOLE 83,630 0 19,540

WP CAREY INC COM 92936U109 2,420 39,440 SH SOLE 21,270 0 18,170

WPP PLC ADR COM 92937A102 457 4,000 SH SOLE 4,000 0 0

WPX ENERGY INC COM 98212B103 5,721 280,725 SH SOLE 158,319 0 122,406

WR BERKLEY CORP COMMON STOCK U COM 084423102 6,699 154,381 SH SOLE 120,084 0 34,297

WR GRACE + CO COMMON STOCK USD COM 38388F108 6,431 65,048 SH SOLE 42,832 0 22,216

WRIGHT MEDICAL GROUP INC COMMO COM 98235T107 1,855 60,419 SH SOLE 29,366 0 31,053

WSFS FINANCIAL CORP COMMON STO COM 929328102 919 11,855 SH SOLE 4,745 0 7,110

WW GRAINGER INC COMMON STOCK U COM 384802104 30,571 119,688 SH SOLE 80,453 0 39,235

WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 16,084 218,269 SH SOLE 124,914 0 93,355

WYNN RESORTS LTD COMMON STOCK COM 983134107 23,986 123,504 SH SOLE 75,293 0 48,211

Workday, Inc. COM 98138H101 2,617 31,467 SH SOLE 21,417 0 10,050

XCEL ENERGY INC COMMON STOCK U COM 98389B100 21,985 786,864 SH SOLE 489,908 0 296,956

XENOPORT INC COMMON STOCK USD. COM 98411C100 337 58,653 SH SOLE 28,653 0 30,000

XEROX CORP COMMON STOCK USD1. COM 984121103 15,477 1,271,769 SH SOLE 651,229 0 620,540

XILINX INC COMMON STOCK USD.01 COM 983919101 22,110 481,496 SH SOLE 318,555 0 162,941

XL GROUP PLC COMMON STOCK USD. COM G98290102 11,925 374,527 SH SOLE 211,796 0 162,731

XO GROUP INC COMMON STOCK USD. COM 983772104 470 31,654 SH SOLE 22,354 0 9,300

XOMA CORP COM 98419J107 467 69,338 SH SOLE 45,228 0 24,110

XPO LOGISTICS INC COM COM 983793100 834 31,709 SH SOLE 14,049 0 17,660

XYLEM INC COM 98419M100 9,378 271,050 SH SOLE 145,522 0 125,528

YADKIN FINANCIAL CORPORATION COM 984305102 312 18,329 SH SOLE 7,849 0 10,480

YAHOO INC COMMON STOCK USD.00 COM 984332106 62,928 1,556,077 SH SOLE 785,978 0 770,099

YELP INC COM COM 985817105 2,300 33,358 SH SOLE 23,888 0 9,470

YORK WATER CO COMMON STOCK NPV COM 987184108 265 12,641 SH SOLE 7,421 0 5,220

YRC WORLDWIDE INC COM 984249607 205 11,785 SH SOLE 5,365 0 6,420

YUM BRANDS INC COMMON STOCK N COM 988498101 61,830 817,747 SH SOLE 461,960 0 355,787

ZAGG INC COMMON STOCK USD.001 COM 98884U108 170 39,096 SH SOLE 16,716 0 22,380

ZALE CORP COMMON STOCK USD.01 COM 988858106 769 48,783 SH SOLE 22,793 0 25,990

ZAZA ENERGY CORP COM 98919T100 32 33,709 SH SOLE 20,799 0 12,910

ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 3,992 73,817 SH SOLE 56,024 0 17,793

ZELTIQ AESTHETICS INC COM 98933Q108 287 15,198 SH SOLE 10,278 0 4,920

ZEP INC COMMON STOCK USD.01 COM 98944B108 568 31,252 SH SOLE 17,442 0 13,810

ZILLOW INC COM 98954A107 2,106 25,767 SH SOLE 17,907 0 7,860

ZIMMER HOLDINGS INC COMMON STO COM 98956P102 22,082 236,954 SH SOLE 131,140 0 105,814

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

ZYNGA INC CL A COM 98986T108 1,293 340,213 SH SOLE 205,120 0 135,093



rhumbline advisers form 13f-hr filed 2014-02-03

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