0001115418-14-000006.txt : 20140203
0001115418-14-000006.hdr.sgml : 20140203
20140203161012
ACCESSION NUMBER: 0001115418-14-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140203
DATE AS OF CHANGE: 20140203
EFFECTIVENESS DATE: 20140203
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RHUMBLINE ADVISERS
CENTRAL INDEX KEY: 0001115418
IRS NUMBER: 043076646
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05909
FILM NUMBER: 14568419
BUSINESS ADDRESS:
STREET 1: 265 FRANKLIN ST
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173450434
MAIL ADDRESS:
STREET 1: 265 FRANKLIN ST
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02110
13F-HR
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12-31-2013
12-31-2013
RHUMBLINE ADVISERS
265 FRANKLIN ST
21ST FLOOR
BOSTON
MA
02110
13F HOLDINGS REPORT
028-05909
N
Jennifer Pilgrim
Assistant Compliance Officer
617-345-0434
Jennifer Pilgrim
Boston
MA
02-03-2014
0
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05969A105
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063671101
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066849100
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06738E204
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067774109
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BARNES GROUP INC COMMON STOCK
COM
067806109
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068463108
701
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067901108
232
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BARRY (R.G.) COMMON STOCK USD1
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068798107
263
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BASIC ENERGY SERVICES INC COMM
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06985P100
855
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BASSETT FURNITURE INDS COM
COM
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218
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BAXTER INTERNATIONAL INC COMMO
COM
071813109
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BAZAARVOICE INC COM
COM
073271108
399
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BB+T CORP COMMON STOCK USD5.
COM
054937107
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BBCN BANCORP INC
COM
073295107
2378
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BCE INC ADR
COM
05534B760
442
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BEACON ROOFING SUPPLY INC COMM
COM
073685109
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SOLE
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BEAM INC
COM
073730103
15310
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123642
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BEAZER HOMES USA INC COMMON ST
COM
07556Q881
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BEBE STORES INC COMMON STOCK U
COM
075571109
248
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BECTON DICKINSON AND CO COMMON
COM
075887109
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BED BATH + BEYOND INC COMMON S
COM
075896100
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BEL FUSE INC CL B COMMON STOCK
COM
077347300
328
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BELDEN INC COMMON STOCK USD.01
COM
077454106
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BEMIS COMPANY COMMON STOCK USD
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081437105
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BENCHMARK ELECTRONICS INC COMM
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08160H101
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SH
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BENEFICIAL MUTUAL BANCORP IN C
COM
08173R104
475
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BERKSHIRE HATHAWAY INC CL B CO
COM
084670702
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1497589
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BERKSHIRE HILLS BANCORP INC CO
COM
084680107
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BEST BUY CO INC COMMON STOCK U
COM
086516101
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232252
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BG GROUP PLC SPON ADR
COM
055434203
388
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BGC PARTNERS INC CL A COMMON S
COM
05541T101
717
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BHP BBILLITON PLC ADR
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05545E209
963
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088606108
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BIG LOTS INC COMMON STOCK USD.
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089302103
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08986R101
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BILB VIZ ARG ADR
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05946K101
893
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BILL BARRETT CORP COMMON STOCK
COM
06846N104
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76263
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BIO RAD LABORATORIES A COMMON
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090572207
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BIO REFERENCE LABS INC COMMON
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09057G602
779
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20863
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BIODELIVERY SCIEN INTL COM
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09060J106
153
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17362
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BIOGEN IDEC INC COMMON STOCK U
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09062X103
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216796
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BIOLASE INC
COM
090911108
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BIOMARIN PHARMACEUTICAL INC CO
COM
09061G101
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BIOMED REALTY TRUST INC REIT U
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09063H107
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BIOSCRIP INC COMMON STOCK USD.
COM
09069N108
515
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BIOTIME INC COMMON STOCK NPV
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09066L105
94
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22317
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BJ S RESTAURANTS INC COMMON ST
COM
09180C106
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27218
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BLACK BOX CORP COMMON STOCK US
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091826107
806
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13588
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BLACK DIAMOND INC COMMON STOCK
COM
09202G101
413
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12328
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BLACK HILLS CORP COMMON STOCK
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092113109
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BLACKBAUD INC COMMON STOCK USD
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09227Q100
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SOLE
39935
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BLACKHAWK NETWORK HOLDINGS
COM
09238E104
254
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BLACKROCK INC COMMON STOCK USD
COM
09247X101
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BLACKROCK KELSO CAPITAL CORP C
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092533108
903
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BLOOMIN BRANDS INC
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094235108
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BLOUNT INTERNATIONAL INC COMMO
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095180105
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BLUCORA INC
COM
095229100
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BLUE NILE INC COMMON STOCK USD
COM
09578R103
698
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BLUELINX HLDGS INC COM
COM
09624H109
57
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0
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BLYTH INC COMMON STOCK USD.02
COM
09643P207
117
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BNC BANCORP COM
COM
05566T101
399
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BOB EVANS FARMS COMMON STOCK U
COM
096761101
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BODY CENTRAL CORP COMMON STOCK
COM
09689U102
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BOEING CO/THE COMMON STOCK USD
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097023105
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BOFI HOLDING INC COMMON STOCK
COM
05566U108
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0
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BOINGO WIRELESS INC COMMON STO
COM
09739C102
150
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10065
0
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BOISE CASCADE CO
COM
09739D100
344
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8390
0
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BOK FINANCIAL CORPORATION COMM
COM
05561Q201
1200
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SOLE
10497
0
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BOLT TECHNOLOGY CORP COM
COM
097698104
257
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0
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BON TON STORES INC/THE COMMON
COM
09776J101
221
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0
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BONANZA CREEK ENERGY INC COM
COM
097793103
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23430
0
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BOOZ ALLEN HAMILTON HOLDING CO
COM
099502106
888
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SOLE
35035
0
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BORGWARNER INC COMMON STOCK US
COM
099724106
20479
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SOLE
218492
0
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BOSTON BEER COMPANY INC CL A C
COM
100557107
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SOLE
9746
0
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BOSTON PRIVATE FINL HOLDING CO
COM
101119105
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0
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BOSTON PROPERTIES INC REIT USD
COM
101121101
23042
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118101
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BOSTON SCIENTIFIC CORP COMMON
COM
101137107
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SOLE
1115447
0
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BOTTOMLINE TECHNOLOGIES INC CO
COM
101388106
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33068
0
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BOULDER BRANDS INC
COM
101405108
921
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SOLE
39494
0
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BOYD GAMING CORP COMMON STOCK
COM
103304101
850
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52865
0
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BP AMOCO P L C SPONSORED ADR
COM
055622104
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59527
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0
BPZ RESOURCES INC COMMON STOCK
COM
055639108
293
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68365
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BRADY CORPORATION CL A COMMO
COM
104674106
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46861
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BRANDYWINE REALTY TRUST REIT U
COM
105368203
1575
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SOLE
56041
0
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BRAVO BRIO RESTAURANT GROUP CO
COM
10567B109
309
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SOLE
12810
0
6180
BRE PROPERTIES INC REIT USD.01
COM
05564E106
6214
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SOLE
85013
0
28573
BRIDGE BANCORP INC COMMON STOC
COM
108035106
334
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SH
SOLE
4875
0
7980
BRIDGE CAPITAL HOLDINGS COMMON
COM
108030107
290
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SH
SOLE
7112
0
7000
BRIDGEPOINT EDUCATION INC COMM
COM
10807M105
460
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SH
SOLE
11563
0
14430
BRIGGS + STRATTON COMMON STOCK
COM
109043109
1688
77574
SH
SOLE
40063
0
37511
BRIGHT HORIZONS FAMILY SOLUTIO
COM
109194100
379
10315
SH
SOLE
6905
0
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BRIGHTCOVE INC COM
COM
10921T101
353
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SH
SOLE
16894
0
8100
BRINK S CO/THE COMMON STOCK US
COM
109696104
3178
93099
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SOLE
69689
0
23410
BRINKER INTERNATIONAL INC COMM
COM
109641100
5336
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SOLE
90558
0
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BRISTOL MYERS SQUIBB CO COMMON
COM
110122108
144913
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SOLE
1458666
0
1267823
BRISTOW GROUP INC COMMON STOCK
COM
110394103
5023
66923
SH
SOLE
38400
0
28523
BRITISH AMERICAN TOBACCO ADR
COM
110448107
1475
13730
SH
SOLE
13730
0
0
BRIXMOR PROPERTY
COM
11120U105
316
15520
SH
SOLE
8770
0
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BROADCOM CORP CL A COMMON STOC
COM
111320107
27529
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SH
SOLE
464769
0
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BROADRIDGE FINANCIAL SOLUTIO C
COM
11133T103
11281
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SH
SOLE
248256
0
37182
BROADSOFT INC COMMON STOCK
COM
11133B409
742
27141
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SOLE
17881
0
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BROCADE COMMUNICATIONS SYS COM
COM
111621306
2840
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SOLE
180721
0
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BROOKDALE SENIOR LIVING INC CO
COM
112463104
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56453
0
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BROOKFIELD ASSET MANAGEMENT CL
COM
112585104
296
7635
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SOLE
7635
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COM
112900105
513
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0
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BROOKLINE BANCORP INC COMMON S
COM
11373M107
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137406
0
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BROOKS AUTOMATION INC COMMON S
COM
114340102
1124
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SOLE
54362
0
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BROWN + BROWN INC COMMON STOCK
COM
115236101
7418
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SOLE
203423
0
32901
BROWN FORMAN CORP CLASS B COMM
COM
115637209
18373
243121
SH
SOLE
143592
0
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BROWN SHOE COMPANY INC COMMON
COM
115736100
1692
60115
SH
SOLE
38285
0
21830
BRUKER CORP COMMON STOCK USD.0
COM
116794108
1847
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SH
SOLE
61732
0
31710
BRUNSWICK CORP COMMON STOCK US
COM
117043109
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SOLE
146587
0
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BRYN MAWR BANK CORP COMMON STO
COM
117665109
522
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SOLE
7476
0
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BT GROUP ADR
COM
05577E101
646
10230
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SOLE
10230
0
0
BUCKLE INC/THE COMMON STOCK US
COM
118440106
2232
42474
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SOLE
32734
0
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BUFFALO WILD WINGS INC COMMON
COM
119848109
3514
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17657
0
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BUILDERS FIRSTSOURCE INC COMMO
COM
12008R107
328
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30314
0
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BUNGE LTD COMMON STOCK USD.01
COM
G16962105
8539
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SOLE
59398
0
44591
BURGER KING WORLDWIDE COM
COM
121220107
2037
89120
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SOLE
54710
0
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BURLINGTON STORES INC
COM
122017106
367
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SH
SOLE
4670
0
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Berry Plastics Group, Inc.
COM
08579W103
1142
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0
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C&J ENERGY SERVICES INC COM
COM
12467B304
1579
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33288
0
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C.H. ROBINSON WORLDWIDE INC CO
COM
12541W209
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0
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CA INC COMMON STOCK USD.1
COM
12673P105
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CABELA S INC COMMON STOCK USD.
COM
126804301
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CABLEVISION SYSTEMS NY GRP A C
COM
12686C109
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0
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CABOT CORP COMMON STOCK USD1.
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127055101
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CABOT MICROELECTRONICS CORP CO
COM
12709P103
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CABOT OIL + GAS CORP COMMON ST
COM
127097103
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408223
0
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CACI INTERNATIONAL INC CL A C
COM
127190304
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0
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CADENCE DESIGN SYS INC COMMON
COM
127387108
6208
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357969
0
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CADENCE PHARMACEUTICALS INC CO
COM
12738T100
518
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SH
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0
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CAESARS ENTERTAINMENT CORP COM
COM
127686103
778
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22798
0
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CAI INTERNATIONAL INC COMMON S
COM
12477X106
612
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16165
0
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CAL DIVE INTERNATIONAL INC COM
COM
12802T101
258
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SH
SOLE
52612
0
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CAL MAINE FOODS INC COMMON STO
COM
128030202
1193
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13636
0
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CALAMOS ASSET MANAGEMENT A COM
COM
12811R104
379
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0
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CALAMP CORP COM
COM
128126109
1056
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27685
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CALAVO GROWERS INC COMMON STOC
COM
128246105
450
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0
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CALGON CARBON CORP COMMON STOC
COM
129603106
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45407
0
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CALIFORNIA WATER SERVICE GRP C
COM
130788102
1674
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34805
0
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CALIX NETWORKS INC COMMON STOC
COM
13100M509
364
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23876
0
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CALLAWAY GOLF COMPANY COMMON S
COM
131193104
951
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54629
0
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CALLIDUS SOFTWARE INC COMMON S
COM
13123E500
450
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21932
0
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CALLON PETROLEUM CO COMMON STO
COM
13123X102
329
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21336
0
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CALPINE CORP COMMON STOCK USD.
COM
131347304
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0
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CAMBREX CORP COMMON STOCK USD.
COM
132011107
753
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0
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CAMDEN NATIONAL CORP COMMON ST
COM
133034108
422
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SOLE
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0
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CAMDEN PROPERTY TRUST REIT USD
COM
133131102
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94917
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CAMERON INTERNATIONAL CORP COM
COM
13342B105
23963
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225877
0
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CAMPBELL SOUP CO COMMON STOCK
COM
134429109
13209
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SOLE
159833
0
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CAMPUS CREST COMMUNITIES INC R
COM
13466Y105
828
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SOLE
35918
0
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CANADIAN IMPERIAL BK OF COMMER
COM
136069101
495
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SOLE
5790
0
0
CANADIAN NAT RES LTD ADR
COM
136385101
529
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SOLE
15635
0
0
CANADIAN NATL RY CO COM
COM
136375102
641
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11250
0
0
CANADIAN PAC RY LTD ADR
COM
13645T100
297
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SH
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1960
0
0
CANON INC ADR
COM
138006309
546
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SH
SOLE
17047
0
0
CANTEL MEDICAL CORP COMMON STO
COM
138098108
1398
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SOLE
31896
0
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CAPELLA EDUCATION CO COMMON ST
COM
139594105
1020
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SH
SOLE
10867
0
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CAPITAL CITY BANK GROUP INC CO
COM
139674105
202
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SH
SOLE
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0
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CAPITAL ONE FINANCIAL CORP COM
COM
14040H105
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SOLE
487501
0
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CAPITAL SENIOR LIVING CORP COM
COM
140475104
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0
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CAPITAL SOUTHWEST CORP COMMON
COM
140501107
617
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CAPITALSOURCE INC COMMON STOCK
COM
14055X102
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SOLE
99037
0
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CAPITOL FEDERAL FINANCIAL IN C
COM
14057J101
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CAPSTEAD MORTGAGE CORP REIT US
COM
14067E506
1780
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SH
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71928
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CAPSTONE TURBINE CORP COMMON S
COM
14067D102
356
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188525
0
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CAPTIAL BANK FINANCIAL CL A
COM
139794101
715
31421
SH
SOLE
13981
0
17440
CARBO CERAMICS INC COMMON STOC
COM
140781105
7487
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SH
SOLE
51182
0
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CARBONITE INC
COM
141337105
130
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SH
SOLE
7513
0
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CARDINAL FINANCIAL CORP COMMON
COM
14149F109
814
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SH
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0
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CARDINAL HEALTH INC COMMON STO
COM
14149Y108
37815
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SOLE
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0
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CARDIOVASCULAR SYSTEMS INC COM
COM
141619106
726
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15150
0
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CARDTRONICS INC COMMON STOCK U
COM
14161H108
2414
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0
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CAREER EDUCATION CORP COMMON S
COM
141665109
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42512
0
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CAREFUSION CORP COMMON STOCK U
COM
14170T101
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CARLISLE COS INC COMMON STOCK
COM
142339100
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SOLE
72989
0
20533
CARMAX INC COMMON STOCK USD.5
COM
143130102
16271
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0
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CARMIKE CINEMAS INC COM
COM
143436400
694
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CARNIVAL CORP COMMON STOCK USD
COM
143658300
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CARNIVAL PLC ADR
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14365C103
225
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CARPENTER TECHNOLOGY COMMON ST
COM
144285103
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143905107
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CARRIZO OIL + GAS INC COMMON S
COM
144577103
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14574X104
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COM
146229109
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CASELLA WASTE SYSTEMS INC A CO
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147448104
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CASEY S GENERAL STORES INC COM
COM
147528103
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CASH AMERICA INTL INC COMMON S
COM
14754D100
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CASS INFORMATION SYSTEMS INC C
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14808P109
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CASTLE (A.M.) + CO COMMON STOC
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148411101
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148887102
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149123101
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CATHAY GENERAL BANCORP COMMON
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149150104
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CATO CORP CLASS A COMMON STOCK
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149205106
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CAVCO INDUSTRIES INC COMMON ST
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149568107
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CAVIUM INC COMMON STOCK USD.00
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14964U108
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CBEYOND INC COMMON STOCK USD.0
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149847105
284
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124805102
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124830100
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CBOE HOLDINGS INC COMMON STOCK
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12503M108
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CBRE GROUP INC
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12504L109
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CBS CORP CLASS B NON VOTING CO
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124857202
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CDI CORP COMMON STOCK USD.1
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125071100
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CDW CORP
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12514G108
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COM
125137109
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125141101
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CEDAR SHOPPING CENTERS INC REI
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150602209
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CELADON GROUP INC COMMON STOCK
COM
150838100
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150870103
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151020104
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CELL THERAPEUTICS INC COMMON S
COM
150934883
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CELLDEX THERAPEUTICS INC COMMO
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15117B103
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CEMEX SA ADR
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151290889
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COM
15130J109
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15135U109
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15135B101
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CENTER BANCORP INC COMMON STOC
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151408101
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CENTERPOINT ENERGY INC COMMON
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15189T107
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329906
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CENTERSTATE BANKS INC COMMON S
COM
15201P109
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CENTRAL EUROPEAN MEDIA ENT A C
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G20045202
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41676
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CENTRAL GARDEN AND PET CO A CO
COM
153527205
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SOLE
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CENTRAL PACIFIC FINANCIAL CO C
COM
154760409
591
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CENTURY ALUMINUM COMPANY COMMO
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156431108
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CENTURYLINK INC COMMON STOCK U
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156700106
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CENVEO INC COMMON STOCK USD.01
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15670S105
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CEPHEID INC COMMON STOCK NPV
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15670R107
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CERNER CORP COMMON STOCK USD.0
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156782104
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CERUS CORP COMMON STOCK USD.00
COM
157085101
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CEVA INC COMMON STOCK USD.001
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157210105
511
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CF INDUSTRIES HOLDINGS INC COM
COM
125269100
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CHAMBERS STR PPTYS COM
COM
157842105
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CHANNELADVISOR CORP COM
COM
159179100
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CHARLES RIVER LABORATORIES COM
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159864107
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16115Q308
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16117M305
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16122W108
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CHASE CORP COMMON STOCK USD.1
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16150R104
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CHATHAM LODGING TRUST REIT
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16208T102
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162825103
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163072101
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CHEFS WAREHOUSE HOLDINGS INC
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163086101
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CHELSEA THERAPEUTICS INTERNA C
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163428105
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CHEMED CORP COMMON STOCK USD1.
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16359R103
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CHEMICAL FINANCIAL CORP COMMON
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163731102
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CHEMOCENTRYX INC
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16383L106
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CHEMTURA CORP COMMON STOCK USD
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163893209
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CHENIERE ENERGY INC COMMON STO
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16411R208
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CHESAPEAKE ENERGY CORP COMMON
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165167107
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CHESAPEAKE LODGING TRUST REIT
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165240102
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165303108
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166764100
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167250109
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CHICO S FAS INC COMMON STOCK U
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168615102
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CHILDREN S PLACE COMMON STOCK
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168905107
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SOLE
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CHIMERA INVESTMENT CORP REIT U
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16934Q109
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CHINA MOBILE LTD ADR
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16941M109
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169467107
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169656105
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CHIQUITA BRANDS INTL COMMON ST
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170032809
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CHOICE HOTELS INTL INC COMMON
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169905106
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171046105
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171232101
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CHURCH + DWIGHT CO INC COMMON
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171340102
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171484108
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171604101
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CIA SIDERURGICA NACL
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20440W105
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CIBER INC COMMON STOCK USD.01
COM
17163B102
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CIENA CORP COMMON STOCK USD.01
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171779309
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CIGNA CORP COMMON STOCK USD.25
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125509109
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CIMAREX ENERGY CO COMMON STOCK
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171798101
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CINCINNATI BELL INC COMMON STO
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171871106
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CINCINNATI FINANCIAL CORP COMM
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172062101
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CINEMARK HOLDINGS INC COMMON S
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17243V102
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CINTAS CORP COMMON STOCK NPV
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172908105
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CIRCOR INTERNATIONAL INC COMMO
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17273K109
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CIRRUS LOGIC INC COMMON STOCK
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172755100
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CISCO SYSTEMS INC COMMON STOCK
COM
17275R102
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4878084
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CIT GROUP INC COMMON STOCK USD
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125581801
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CITI TRENDS INC COMMON STOCK U
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17306X102
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CITIGROUP INC COMMON STOCK USD
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172967424
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CITIZENS + NORTHERN CORP COMMO
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172922106
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CITIZENS INC COMMON STOCK NPV
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174740100
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CITRIX SYSTEMS INC COMMON STOC
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177376100
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184496107
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CLEAR CHANNEL OUTDOOR CL A COM
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18451C109
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CLEARWATER PAPER CORP COMMON S
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18538R103
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CLECO CORPORATION COMMON STOCK
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18683K101
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CLIFTON SAVINGS BANCORP INC CO
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18712Q103
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CLOROX COMPANY COMMON STOCK US
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CLOVIS ONCOLOGY INC
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189464100
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18948M108
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CME GROUP INC COMMON STOCK USD
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12572Q105
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CMS ENERGY CORP COMMON STOCK U
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126117100
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CNB FINANCIAL CORP/PA COMMON S
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COACH INC COMMON STOCK USD.01
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COBIZ FINANCIAL INC COMMON STO
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COGNEX CORP COMMON STOCK USD.0
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COGNIZANT TECH SOLUTIONS A COM
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192479103
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194014106
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19624R106
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197236102
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COLUMBIA SPORTSWEAR CO COMMON
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20030N101
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COMERICA INC COMMON STOCK USD5
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200340107
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COMFORT SYSTEMS USA INC COMMON
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COMMERCE BANCSHARES INC COMMON
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204166102
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COMSCORE INC COMMON STOCK USD.
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CURIS INC COMMON STOCK USD.01
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231269101
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23204G100
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232109108
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12662P108
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126650100
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CYAN INC COM
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23247W104
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23283R100
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23283K105
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DAILY JOURNAL CORP COM
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DATALINK CORP COM
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237934104
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23918K108
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23317H102
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DEALERTRACK TECHNOLOGIES INC
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242309102
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DEAN FOODS CO COMMON STOCK USD
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242370203
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DEERE + CO COMMON STOCK USD1.
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244199105
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DEL FRISCO'S RESTAURANT GROUP
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DELUXE CORP COMMON STOCK USD1.
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248019101
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24823Q107
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DENNY S CORP COMMON STOCK USD.
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24869P104
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25065D100
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25065K104
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25179M103
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DEVRY EDUCATION GROUP COMMON S
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DEX MEDIA INC COM
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25213A107
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23324T107
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DIAGEO PLC ADR
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25243Q205
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COM
252603105
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25271C102
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25272T104
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COM
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253393102
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127063
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253651103
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494
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DIGITAL GENERATION INC
COM
25400B108
466
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253868103
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DIGITAL RIVER INC COMMON STOCK
COM
25388B104
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25389M877
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COM
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15823
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COM
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909
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COM
254423106
2149
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SOLE
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COM
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32334
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DIRECTV CLASS A COMMON STOCK U
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25470F104
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214992
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121354
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COM
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COM
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221563
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COM
25960R105
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COM
25960P109
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52670
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DOVER CORP COMMON STOCK USD1.
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260003108
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160907
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COM
261018105
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COM
23331A109
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219711
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COM
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COM
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COM
26168L205
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SOLE
21380
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262037104
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COM
23332B106
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23334L102
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233331107
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23335C101
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264147109
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264411505
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26483E100
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265504100
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DUPONT FABROS TECHNOLOGY REIT
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26613Q106
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DURATA THERAPEUTICS INC
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26658A107
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233377407
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267475101
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267888105
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268158102
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26817R108
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25278X109
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269246401
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29788A104
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EAGLE BANCORP INC COMMON STOCK
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268948106
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26969P108
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27579R104
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277276101
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277432100
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278265103
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EBAY INC COMMON STOCK USD.001
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278642103
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1122273
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EBIX INC COMMON STOCK USD.1
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278715206
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ECHO GLOBAL LOGISTICS INC COMM
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27875T101
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278768106
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278865100
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EDISON INTERNATIONAL COMMON ST
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281020107
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EDUCATION MANAGEMENT CORP COMM
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28140M103
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28140H104
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EDWARDS LIFESCIENCES CORP COMM
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28176E108
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EGAIN COMMUNICATIONS COM NEW
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28225C806
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EHEALTH INC COMMON STOCK USD.0
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28238P109
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EL PASO ELECTRIC CO COMMON STO
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283677854
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ELECTRO RENT CORP COMMON STOCK
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285218103
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ELECTRO SCIENTIFIC INDS INC CO
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285229100
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ELECTRONIC ARTS INC COMMON STO
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285512109
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ELECTRONICS FOR IMAGING COMMON
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286082102
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ELI LILLY + CO COMMON STOCK NP
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532457108
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ELIZABETH ARDEN INC COMMON STO
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28660G106
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ELLIE MAE INC COMMON STOCK USD
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28849P100
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EMCOR GROUP INC COMMON STOCK U
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EMERITUS CORP COMMON STOCK USD
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291005106
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291011104
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291641108
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EMPIRE STATE REALTY TRUST-A
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292104106
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292218104
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EMULEX CORP COMMON STOCK USD.1
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292475209
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29250N105
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292505104
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292554102
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ENCORE WIRE CORP COMMON STOCK
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292562105
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29259G200
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29269A102
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29266S106
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29265N108
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29270J100
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292764107
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29275Y102
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ENGILITY HOLDINGS INC.
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29285W104
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ENNIS INC COMMON STOCK USD2.5
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293389102
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ENOVIA SYSTEMS INC
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29355M200
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29355A107
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ENPRO INDUSTRIES INC COMMON ST
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29355X107
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29358P101
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ENSTAR GROUP LTD COMMON STOCK
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ENTEGRIS INC COMMON STOCK USD.
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29362U104
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ENTERGY CORP COMMON STOCK USD.
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29364G103
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ENTERPRISE FINANCIAL SERVICE C
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ENTRAVISION COMMUNICATIONS A C
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29382R107
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ENTROPIC COMMUNICATIONS INC CO
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29384R105
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ENVESTNET INC COMMON STOCK
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29404K106
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ENVISION HEALTHCARE HOLDINGS
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29413U103
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ENZON PHARMACEUTICALS INC COMM
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293904108
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EOG RESOURCES INC COMMON STOCK
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26875P101
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EPAM SYSTEMS INC
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29414B104
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EPL OIL & GAS INC
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26883D108
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EPLUS INC COMMON STOCK USD.01
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294268107
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EQT CORP COMMON STOCK NPV
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26884L109
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EQUAL ENERGY LTD
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29390Q109
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294429105
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EQUINIX INC COMMON STOCK USD.0
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29444U502
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29472R108
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EQUITY ONE INC REIT USD.01
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294752100
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29476L107
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ERICSSON TEL - SP ADR
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ESB FINANCIAL CORP COMMON STOC
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26884F102
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ESCO TECHNOLOGIES INC COMMON S
COM
296315104
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ESSA BANCORP INC COMMON STOCK
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29667D104
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ESSENT GROUP LTD
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ESSEX PROPERTY TRUST INC REIT
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297178105
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ESTEE LAUDER COMPANIES CL A CO
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ESTERLINE TECHNOLOGIES CORP CO
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297425100
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ETHAN ALLEN INTERIORS INC COMM
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297602104
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EURONET WORLDWIDE INC COMMON S
COM
298736109
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EVERBANK FINANCIAL CORP COM
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29977G102
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48202
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29977A105
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EVEREST RE GROUP LTD COMMON ST
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G3223R108
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EVERTEC INC COM
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30040P103
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EVOLUTION PETROLEUM CORP COMMO
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30049A107
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EW SCRIPPS CO/THE A COMMON STO
COM
811054402
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EXACT SCIENCES CORP COMMON STO
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30063P105
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EXACTECH INC COMMON STOCK USD.
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30064E109
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EXAMWORKS GROUP INC COMMON STO
COM
30066A105
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EXAR CORP COMMON STOCK USD.000
COM
300645108
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EXCEL TRUST INC REIT USD.01
COM
30068C109
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EXCO RESOURCES INC COMMON STOC
COM
269279402
934
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SOLE
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0
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EXCO RESOURCES RIGHTS EXP 01/0
COM
269279139
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30162A108
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EXELIXIS INC COMMON STOCK USD.
COM
30161Q104
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EXELON CORP COMMON STOCK NPV
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30161N101
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735592
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EXLSERVICE HOLDINGS INC COMMON
COM
302081104
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EXONE CO
COM
302104104
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EXPEDIA INC
COM
30212P303
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302130109
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EXPONENT INC COMMON STOCK USD.
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30214U102
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EXPRESS INC COMMON STOCK
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EXPRESS SCRIPTS HOLDING COMPAN
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30219G108
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EXTERRAN HOLDINGS INC COMMON S
COM
30225X103
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EXTRA SPACE STORAGE INC REIT U
COM
30225T102
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EXTREME NETWORKS INC COMMON ST
COM
30226D106
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56611
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EXXON MOBIL CORP COMMON STOCK
COM
30231G102
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EZCORP INC CL A COMMON STOCK U
COM
302301106
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F5 NETWORKS INC COMMON STOCK N
COM
315616102
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FABRINET COMMON STOCK USD.01
COM
G3323L100
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20630
FACEBOOK INC COM
COM
30303M102
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1512720
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FACTSET RESEARCH SYSTEMS INC C
COM
303075105
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FAIR ISAAC CORP COMMON STOCK U
COM
303250104
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FAIRCHILD SEMICONDUCTOR INTE C
COM
303726103
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134876
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FAIRPOINT COMMUNICATIONS INC C
COM
305560302
218
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SOLE
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FAIRWAY GROUP HOLDINGS INC
COM
30603D109
316
17421
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SOLE
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FAMILY DOLLAR STORES COMMON ST
COM
307000109
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SOLE
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FANNIE MAE
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313586109
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63500
FARMERS CAP BK CORP COM
COM
309562106
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FARO TECHNOLOGIES INC COMMON S
COM
311642102
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15317
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6640
FASTENAL CO COMMON STOCK USD.0
COM
311900104
26525
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SOLE
382329
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FBL FINANCIAL GROUP INC CL A C
COM
30239F106
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13680
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FBR + CO COMMON STOCK USD.001
COM
30247C400
304
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5135
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FEDERAL AGRIC MTG CORP CL C CO
COM
313148306
474
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FEDERAL MOGUL CORP COMMON STOC
COM
313549404
618
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SH
SOLE
12600
0
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FEDERAL REALTY INVS TRUST REIT
COM
313747206
11282
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SOLE
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FEDERAL SIGNAL CORP COMMON STO
COM
313855108
997
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SOLE
46795
0
21260
FEDERATED INVESTORS INC CL B C
COM
314211103
4463
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126737
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28217
FEDEX CORP COMMON STOCK USD.1
COM
31428X106
73457
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SOLE
254274
0
256662
FEI COMPANY COMMON STOCK NPV
COM
30241L109
5057
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SOLE
42975
0
13620
FELCOR LODGING TRUST INC REIT
COM
31430F101
1707
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SOLE
106381
0
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FEMALE HEALTH COMPANY COMMON S
COM
314462102
122
14367
SH
SOLE
12557
0
1810
FERRO CORP COMMON STOCK USD1.
COM
315405100
889
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SH
SOLE
46339
0
22940
FIBROCELL SCIENCE INC COM
COM
315721209
71
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SH
SOLE
9839
0
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FIDELITY NATIONAL FINL A COMMO
COM
31620R105
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SH
SOLE
270082
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FIDELITY NATIONAL INFORMATIO C
COM
31620M106
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SOLE
280236
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FIDELITY SOUTHN CORP COM
COM
316394105
267
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SH
SOLE
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0
10346
FIDUS INVESTMENT CORP
COM
316500107
401
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SH
SOLE
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0
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FIESTA RESTAURANT GROUP
COM
31660B101
956
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SH
SOLE
12495
0
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FIFTH & PACIFIC COMPANIES INC
COM
316645100
6231
194307
SH
SOLE
100907
0
93400
FIFTH STREET FINANCE CORP COMM
COM
31678A103
1636
176823
SH
SOLE
70968
0
105855
FIFTH THIRD BANCORP COMMON STO
COM
316773100
25612
1217892
SH
SOLE
666741
0
551151
FINANCIAL ENGINES INC COMMON S
COM
317485100
4048
58263
SH
SOLE
44143
0
14120
FINANCIAL INSTITUTIONS INC COM
COM
317585404
496
20053
SH
SOLE
9993
0
10060
FINISAR CORPORATION COMMON STO
COM
31787A507
3363
140584
SH
SOLE
68036
0
72548
FINISH LINE/THE CL A COMMON
COM
317923100
2092
74272
SH
SOLE
43603
0
30669
FIREEYE INC
COM
31816Q101
430
9850
SH
SOLE
6750
0
3100
FIRST AMERICAN FINANCIAL COMMO
COM
31847R102
6977
247422
SH
SOLE
161810
0
85612
FIRST BANCORP INC/ME COMMON ST
COM
31866P102
212
12146
SH
SOLE
5196
0
6950
FIRST BANCORP PUERTO RICO COMM
COM
318672706
674
108956
SH
SOLE
56466
0
52490
FIRST BANCORP/NC COMMON STOCK
COM
318910106
478
28761
SH
SOLE
12058
0
16703
FIRST BUSEY CORP COMMON STOCK
COM
319383105
640
110319
SH
SOLE
56179
0
54140
FIRST CASH FINL SVCS INC COMMO
COM
31942D107
2378
38462
SH
SOLE
27852
0
10610
FIRST CITIZENS BCSHS CL A CO
COM
31946M103
1154
5184
SH
SOLE
2992
0
2192
FIRST COMMONWEALTH FINL CORP C
COM
319829107
1468
166389
SH
SOLE
92143
0
74246
FIRST COMMUNITY BANCSHARES COM
COM
31983A103
376
22527
SH
SOLE
9950
0
12577
FIRST CONNECTICUT BANCORP
COM
319850103
353
21902
SH
SOLE
9552
0
12350
FIRST DEFIANCE FINL CORP COMMO
COM
32006W106
327
12575
SH
SOLE
5445
0
7130
FIRST FINANCIAL BANCORP COMMON
COM
320209109
2421
138899
SH
SOLE
92193
0
46706
FIRST FINANCIAL CORP/INDIANA C
COM
320218100
667
18240
SH
SOLE
8570
0
9670
FIRST FINANCIAL HOLDINGS INC
COM
32023E105
2206
33173
SH
SOLE
15555
0
17618
FIRST FINANCIAL NORTHWEST COM
COM
32022K102
196
18865
SH
SOLE
9105
0
9760
FIRST FINL BANKSHARES INC COMM
COM
32020R109
3934
59321
SH
SOLE
43643
0
15678
FIRST HORIZON NATIONAL CORP CO
COM
320517105
3910
335590
SH
SOLE
265685
0
69905
FIRST INDUSTRIAL REALTY TR REI
COM
32054K103
3073
176090
SH
SOLE
87176
0
88914
FIRST INTERSTATE BANCSYS/MT CO
COM
32055Y201
674
23756
SH
SOLE
10986
0
12770
FIRST MARBLEHEAD CORP/THE COMM
COM
320771207
89
11976
SH
SOLE
4972
0
7004
FIRST MARINER BANCORP COM
COM
320795107
10
22600
SH
SOLE
22600
0
0
FIRST MERCHANTS CORP COMMON ST
COM
320817109
1001
43968
SH
SOLE
16668
0
27300
FIRST MIDWEST BANCORP INC/IL C
COM
320867104
2162
123315
SH
SOLE
65660
0
57655
FIRST NIAGARA FINANCIAL GRP CO
COM
33582V108
5257
495015
SH
SOLE
393117
0
101898
FIRST OF LONG ISLAND CORP COMM
COM
320734106
432
10084
SH
SOLE
4324
0
5760
FIRST POTOMAC REALTY TRUST REI
COM
33610F109
1074
92339
SH
SOLE
42796
0
49543
FIRST REPUBLIC BANK/SAN FRAN C
COM
33616C100
4410
84244
SH
SOLE
53395
0
30849
FIRST SEC GROUP INC
COM
336312202
186
80879
SH
SOLE
33729
0
47150
FIRST SOLAR INC COMMON STOCK U
COM
336433107
5471
100133
SH
SOLE
59506
0
40627
FIRSTENERGY CORP COMMON STOCK
COM
337932107
18663
565900
SH
SOLE
313019
0
252881
FIRSTHAND TECH VALUE FUND
COM
33766Y100
260
11242
SH
SOLE
4762
0
6480
FIRSTMERIT CORP COMMON STOCK N
COM
337915102
7996
359680
SH
SOLE
229367
0
130313
FISERV INC COMMON STOCK USD.01
COM
337738108
24694
418194
SH
SOLE
246334
0
171860
FIVE BELOW
COM
33829M101
1405
32515
SH
SOLE
23055
0
9460
FIVE STAR QUALITY CARE COMMON
COM
33832D106
295
53655
SH
SOLE
23505
0
30150
FLAGSTAR BANCORP INC COMMON ST
COM
337930705
536
27320
SH
SOLE
12809
0
14511
FLEETCOR TECHNOLOGIES INC COMM
COM
339041105
7345
62688
SH
SOLE
41716
0
20972
FLEXTRONICS INTL LTD
COM
Y2573F102
119
15300
SH
SOLE
15300
0
0
FLIR SYSTEMS INC COMMON STOCK
COM
302445101
6501
215989
SH
SOLE
129223
0
86766
FLOTEK INDUSTRIES INC COMMON S
COM
343389102
1279
63729
SH
SOLE
48199
0
15530
FLOW INTL CORP COMMON STOCK US
COM
343468104
248
61432
SH
SOLE
27562
0
33870
FLOWERS FOODS INC COMMON STOCK
COM
343498101
7224
336482
SH
SOLE
283929
0
52553
FLOWSERVE CORP COMMON STOCK US
COM
34354P105
18611
236085
SH
SOLE
149067
0
87018
FLUIDIGM CORP COMMON STOCK
COM
34385P108
868
22661
SH
SOLE
15301
0
7360
FLUOR CORP COMMON STOCK USD.01
COM
343412102
19484
242672
SH
SOLE
138463
0
104209
FLUSHING FINANCIAL CORP COMMON
COM
343873105
1085
52409
SH
SOLE
29937
0
22472
FMC CORP COMMON STOCK USD.1
COM
302491303
16074
213016
SH
SOLE
126956
0
86060
FMC TECHNOLOGIES INC COMMON ST
COM
30249U101
20670
395906
SH
SOLE
240989
0
154917
FNB CORP COMMON STOCK USD.01
COM
302520101
2986
236598
SH
SOLE
122449
0
114149
FOMENTO OCON MEXICO ADR
COM
344419106
273
2790
SH
SOLE
2790
0
0
FOOT LOCKER INC COMMON STOCK U
COM
344849104
8665
209092
SH
SOLE
163762
0
45330
FORD MOTOR CO COMMON STOCK USD
COM
345370860
103806
6727574
SH
SOLE
3416127
0
3311447
FOREST CITY ENTERPRISES CL A C
COM
345550107
2000
104713
SH
SOLE
59165
0
45548
FOREST LABORATORIES INC COMMON
COM
345838106
20635
343739
SH
SOLE
177017
0
166722
FOREST OIL CORP COMMON STOCK U
COM
346091705
635
175964
SH
SOLE
89603
0
86361
FORESTAR GROUP INC COMMON STOC
COM
346233109
1171
55066
SH
SOLE
29503
0
25563
FORMFACTOR INC COMMON STOCK US
COM
346375108
445
73881
SH
SOLE
31470
0
42411
FORRESTER RESEARCH INC COMMON
COM
346563109
1953
51056
SH
SOLE
46241
0
4815
FORTINET INC COMMON STOCK USD.
COM
34959E109
2169
113374
SH
SOLE
73141
0
40233
FORTUNE BRANDS HOME & SECURITY
COM
34964C106
11711
256264
SH
SOLE
205245
0
51019
FORTUNE INDUSTRIES INC
COM
34963X200
3
19300
SH
SOLE
19300
0
0
FORUM ENERGY TECHNOLOGIES COM
COM
34984V100
1282
45355
SH
SOLE
25335
0
20020
FORWARD AIR CORPORATION COMMON
COM
349853101
1872
42631
SH
SOLE
32521
0
10110
FOSSIL GROUP INC.
COM
34988V106
9567
79769
SH
SOLE
47746
0
32023
FOSTER (LB) CO A COMMON STOCK
COM
350060109
730
15446
SH
SOLE
8040
0
7406
FOX CHASE BANCORP INC COMMON S
COM
35137T108
269
15480
SH
SOLE
6636
0
8844
FRANCESCAS HOLDINGS CORP
COM
351793104
830
45082
SH
SOLE
32342
0
12740
FRANK'S INTERNATIONAL NV
COM
N33462107
1330
49245
SH
SOLE
12195
0
37050
FRANKLIN ELECTRIC CO INC COMMO
COM
353514102
2859
64056
SH
SOLE
45994
0
18062
FRANKLIN FINANCIAL CORP/VA COM
COM
35353C102
285
14419
SH
SOLE
6589
0
7830
FRANKLIN RESOURCES INC COMMON
COM
354613101
52317
906242
SH
SOLE
544389
0
361853
FRANKLIN STREET PROPERTIES C R
COM
35471R106
1761
147341
SH
SOLE
71681
0
75660
FRED S INC CLASS A COMMON STOC
COM
356108100
2879
155464
SH
SOLE
125392
0
30072
FREDDIE MAC
COM
313400301
191
66008
SH
SOLE
9608
0
56400
FREEPORT MCMORAN COPPER COMMON
COM
35671D857
66277
1756154
SH
SOLE
877347
0
878807
FREESCALE SEMICONDUCTOR LTD
COM
G3727Q101
620
38606
SH
SOLE
23630
0
14976
FREIGHTCAR AMERICA INC COMMON
COM
357023100
439
16484
SH
SOLE
6764
0
9720
FRESENIUS MED CARE AG SPONSORE
COM
358029106
240
6740
SH
SOLE
6740
0
0
FRESH DEL MONTE PRODUCE INC CO
COM
G36738105
1824
64459
SH
SOLE
34372
0
30087
FRESH MARKET INC/THE COMMON ST
COM
35804H106
1410
34821
SH
SOLE
22414
0
12407
FRONTIER COMMUNICATIONS CORP C
COM
35906A108
6268
1347880
SH
SOLE
755663
0
592217
FRONTLINE LTD COMMON STOCK USD
COM
G3682E127
233
62391
SH
SOLE
27700
0
34691
FTD COS INC
COM
30281V108
917
28148
SH
SOLE
14648
0
13500
FTI CONSULTING INC COMMON STOC
COM
302941109
3594
87357
SH
SOLE
54537
0
32820
FUEL SYSTEMS SOLUTIONS INC COM
COM
35952W103
282
20319
SH
SOLE
9109
0
11210
FUELCELL ENERGY INC COMMON STO
COM
35952H106
203
143677
SH
SOLE
91527
0
52150
FULTON FINANCIAL CORP COMMON S
COM
360271100
3536
270372
SH
SOLE
210403
0
59969
FURIEX PHARMACEUTICALS COMMON
COM
36106P101
331
7876
SH
SOLE
5201
0
2675
FURMANITE CORP COMMON STOCK NP
COM
361086101
451
42435
SH
SOLE
25525
0
16910
FUSION-IO INC COM
COM
36112J107
681
76433
SH
SOLE
43713
0
32720
FUTUREFUEL CORP COMMON STOCK U
COM
36116M106
468
29642
SH
SOLE
16122
0
13520
FX ENERGY INC COMMON STOCK USD
COM
302695101
173
47140
SH
SOLE
31970
0
15170
FXCM INC A COMMON STOCK USD.01
COM
302693106
668
37418
SH
SOLE
26988
0
10430
Fleetmatics Group Limited
COM
G35569105
685
15849
SH
SOLE
11159
0
4690
G + K SERVICES INC CL A COMMO
COM
361268105
2069
33255
SH
SOLE
18425
0
14830
G III APPAREL GROUP LTD COMMON
COM
36237H101
1498
20306
SH
SOLE
13036
0
7270
GAIN CAPITAL HOLDINGS INC COMM
COM
36268W100
100
13312
SH
SOLE
5342
0
7970
GALENA BIOPHARMA COM
COM
363256108
446
89971
SH
SOLE
60151
0
29820
GAMCO INVESTORS INC A COMMON S
COM
361438104
696
8005
SH
SOLE
5565
0
2440
GAMESTOP CORP CLASS A COMMON S
COM
36467W109
8758
177797
SH
SOLE
101009
0
76788
GAMING & LEISURE PROPERTIES IN
COM
36467J108
2282
44906
SH
SOLE
26824
0
18082
GANNETT CO COMMON STOCK USD1.
COM
364730101
9628
325479
SH
SOLE
184201
0
141278
GAP INC/THE COMMON STOCK USD.0
COM
364760108
21962
561982
SH
SOLE
382730
0
179252
GARMIN LTD COMMON STOCK CHF10.
COM
H2906T109
11432
247339
SH
SOLE
184066
0
63273
GARTNER INC COMMON STOCK USD.0
COM
366651107
10532
148238
SH
SOLE
120878
0
27360
GASLOG LTD COM
COM
G37585109
566
33138
SH
SOLE
14618
0
18520
GASTAR EXPLORATION INC
COM
36729W202
369
53395
SH
SOLE
38475
0
14920
GATX CORP COMMON STOCK USD.625
COM
361448103
3395
65078
SH
SOLE
50132
0
14946
GENCORP INC COMMON STOCK USD.1
COM
368682100
1228
68135
SH
SOLE
53715
0
14420
GENERAC HOLDINGS INC COMMON ST
COM
368736104
2915
51458
SH
SOLE
36608
0
14850
GENERAL CABLE CORP COMMON STOC
COM
369300108
3092
105121
SH
SOLE
66271
0
38850
GENERAL COMMUNICATION INC A CO
COM
369385109
533
47769
SH
SOLE
36409
0
11360
GENERAL DYNAMICS CORP COMMON S
COM
369550108
46888
490716
SH
SOLE
260202
0
230514
GENERAL ELECTRIC CO COMMON STO
COM
369604103
450510
16072426
SH
SOLE
8315502
0
7756924
GENERAL GROWTH PROPERTIES REIT
COM
370023103
14714
733130
SH
SOLE
369029
0
364101
GENERAL MILLS INC COMMON STOCK
COM
370334104
61515
1232519
SH
SOLE
641198
0
591321
GENERAL MOLY INC COMMON STOCK
COM
370373102
99
73996
SH
SOLE
32426
0
41570
GENERAL MOTORS CO COMMON STOCK
COM
37045V100
64510
1578412
SH
SOLE
796816
0
781596
GENESCO INC COMMON STOCK USD1.
COM
371532102
2333
31933
SH
SOLE
21453
0
10480
GENESEE + WYOMING INC CL A COM
COM
371559105
6522
67907
SH
SOLE
56877
0
11030
GENIE ENERGY
COM
372284208
256
25048
SH
SOLE
14218
0
10830
GENMARK DIAGNOSTICS INC
COM
372309104
361
27112
SH
SOLE
17192
0
9920
GENOMIC HEALTH INC COMMON STOC
COM
37244C101
564
19264
SH
SOLE
12324
0
6940
GENPACT LTD COMMON STOCK USD.0
COM
G3922B107
2464
134124
SH
SOLE
87730
0
46394
GENTEX CORP COMMON STOCK USD.0
COM
371901109
7454
225948
SH
SOLE
184460
0
41488
GENTHERM INC
COM
37253A103
845
31522
SH
SOLE
21902
0
9620
GENTIVA HEALTH SERVICES COMMON
COM
37247A102
446
35936
SH
SOLE
24196
0
11740
GENUINE PARTS CO COMMON STOCK
COM
372460105
26700
320955
SH
SOLE
221932
0
99023
GENWORTH FINANCIAL INC CL A CO
COM
37247D106
10631
684569
SH
SOLE
381825
0
302744
GEO GROUP INC/THE COMMON STOCK
COM
36159R103
3897
120958
SH
SOLE
73833
0
47125
GEOMET INC
COM
37250U201
4
39097
SH
SOLE
39097
0
0
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
1528
16112
SH
SOLE
11994
0
4118
GERDAU SA SIDERURG ADR
COM
373737105
96
12200
SH
SOLE
12200
0
0
GERMAN AMERICAN BANCORP COMMON
COM
373865104
524
18369
SH
SOLE
9129
0
9240
GERON CORP COMMON STOCK USD.00
COM
374163103
793
167326
SH
SOLE
71584
0
95742
GETTY REALTY CORP REIT USD.01
COM
374297109
754
41061
SH
SOLE
19461
0
21600
GFI GROUP INC COMMON STOCK USD
COM
361652209
375
95835
SH
SOLE
42015
0
53820
GIBRALTAR INDUSTRIES INC COMMO
COM
374689107
989
53181
SH
SOLE
28433
0
24748
GIGAMON INC
COM
37518B102
204
7260
SH
SOLE
3110
0
4150
GILEAD SCIENCES INC COMMON STO
COM
375558103
207974
2767448
SH
SOLE
1403493
0
1363955
GLACIER BANCORP INC COMMON STO
COM
37637Q105
3754
126030
SH
SOLE
70095
0
55935
GLADSTONE CAPITAL CORP COMMON
COM
376535100
284
29627
SH
SOLE
14337
0
15290
GLADSTONE COMMERCIAL CORP REIT
COM
376536108
334
18582
SH
SOLE
6852
0
11730
GLADSTONE INVESTMENT CORP COMM
COM
376546107
365
45257
SH
SOLE
25988
0
19269
GLATFELTER COMMON STOCK USD.01
COM
377316104
1892
68462
SH
SOLE
49002
0
19460
GLAXOSMITHKLINE PLC ADR
COM
37733W105
1845
34550
SH
SOLE
34550
0
0
GLIMCHER REALTY TRUST REIT USD
COM
379302102
1663
177713
SH
SOLE
111973
0
65740
GLOBAL CASH ACCESS HOLDINGS CO
COM
378967103
925
92561
SH
SOLE
42121
0
50440
GLOBAL EAGLE ENTERTAINMENT INC
COM
37951D102
279
18764
SH
SOLE
12554
0
6210
GLOBAL GEOPHYSICAL SERVICES CO
COM
37946S107
54
33805
SH
SOLE
12935
0
20870
GLOBAL INDEMNITY PLC COMMON ST
COM
G39319101
344
13592
SH
SOLE
7432
0
6160
GLOBAL PAYMENTS INC COMMON STO
COM
37940X102
7786
119808
SH
SOLE
96524
0
23284
GLOBAL POWER EQUIPMENT GROUP C
COM
37941P306
424
21660
SH
SOLE
9280
0
12380
GLOBAL SOURCES LTD COMMON STOC
COM
G39300101
196
24131
SH
SOLE
11314
0
12817
GLOBE SPECIALTY METALS INC COM
COM
37954N206
1720
95477
SH
SOLE
48067
0
47410
GLOBUS MEDICAL INC A COM
COM
379577208
1053
52163
SH
SOLE
36443
0
15720
GLU MOBILE INC COMMON STOCK US
COM
379890106
203
52211
SH
SOLE
33691
0
18520
GNC HOLDINGS INC CL A COMMON S
COM
36191G107
4744
81156
SH
SOLE
55431
0
25725
GOGO INC
COM
38046C109
251
10120
SH
SOLE
5020
0
5100
GOLAR LNG LTD COMMON STOCK USD
COM
G9456A100
1172
32283
SH
SOLE
15045
0
17238
GOLD RESOURCE CORP COMMON STOC
COM
38068T105
133
29317
SH
SOLE
19847
0
9470
GOLDCORP INC
COM
380956409
229
10570
SH
SOLE
10570
0
0
GOLDMAN SACHS GROUP INC COMMON
COM
38141G104
131182
740056
SH
SOLE
367931
0
372125
GOLUB CAPITAL BDC INC COMMON S
COM
38173M102
889
46518
SH
SOLE
19806
0
26712
GOODRICH PETROLEUM CORP COMMON
COM
382410405
506
29735
SH
SOLE
18855
0
10880
GOODYEAR TIRE + RUBBER CO COMM
COM
382550101
9466
396905
SH
SOLE
245289
0
151616
GOOGLE INC CL A COMMON STOCK U
COM
38259P508
546494
487632
SH
SOLE
252670
0
234962
GORDMANS STORES INC COMMON STO
COM
38269P100
80
10438
SH
SOLE
4938
0
5500
GORMAN RUPP CO COMMON STOCK NP
COM
383082104
750
22438
SH
SOLE
14678
0
7760
GOVERNMENT PROPERTIES INCOME R
COM
38376A103
2188
88042
SH
SOLE
43122
0
44920
GP STRATEGIES CORP COMMON STOC
COM
36225V104
413
13868
SH
SOLE
9648
0
4220
GRACO INC COMMON STOCK USD1.
COM
384109104
8160
104451
SH
SOLE
81271
0
23180
GRAFTECH INTERNATIONAL LTD COM
COM
384313102
1827
162715
SH
SOLE
69145
0
93570
GRAHAM CORP COMMON STOCK USD.1
COM
384556106
357
9848
SH
SOLE
6658
0
3190
GRAHAM HOLDINGS CO
COM
384637104
4405
6641
SH
SOLE
3606
0
3035
GRAMERCY PROPERTY TRUST INC
COM
38489R100
470
81805
SH
SOLE
35981
0
45824
GRAND CANYON EDUCATION INC COM
COM
38526M106
2148
49268
SH
SOLE
34978
0
14290
GRANITE CONSTRUCTION INC COMMO
COM
387328107
2901
82927
SH
SOLE
52738
0
30189
GRAPHIC PACKAGING HOLDING CO C
COM
388689101
1863
194054
SH
SOLE
134484
0
59570
GRAY TELEVISION INC COMMON STO
COM
389375106
990
66564
SH
SOLE
28914
0
37650
GREAT LAKES DREDGE + DOCK CO C
COM
390607109
743
80740
SH
SOLE
40050
0
40690
GREAT PLAINS ENERGY INC COMMON
COM
391164100
5007
206550
SH
SOLE
163485
0
43065
GREAT SOUTHERN BANCORP INC COM
COM
390905107
448
14746
SH
SOLE
6026
0
8720
GREATBATCH INC COMMON STOCK US
COM
39153L106
1739
39312
SH
SOLE
19798
0
19514
GREEN DOT CORP CLASS A COMMON
COM
39304D102
963
38288
SH
SOLE
19528
0
18760
GREEN MOUNTAIN COFFEE ROASTE C
COM
393122106
16684
220746
SH
SOLE
177667
0
43079
GREEN PLAINS RENEWABLE ENERG C
COM
393222104
778
40098
SH
SOLE
21208
0
18890
GREENBRIER COMPANIES INC COMMO
COM
393657101
1338
40741
SH
SOLE
18581
0
22160
GREENHILL + CO INC COMMON STOC
COM
395259104
3173
54761
SH
SOLE
44811
0
9950
GREENLIGHT CAPITAL RE LTD A CO
COM
G4095J109
1211
35926
SH
SOLE
18448
0
17478
GREIF INC CL A COMMON STOCK NP
COM
397624107
2260
43128
SH
SOLE
33887
0
9241
GRIFFON CORP COMMON STOCK USD.
COM
398433102
1013
76657
SH
SOLE
42787
0
33870
GROUP 1 AUTOMOTIVE INC COMMON
COM
398905109
2659
37442
SH
SOLE
20389
0
17053
GROUPON INC
COM
399473107
3797
322603
SH
SOLE
223609
0
98994
GSI GROUP INC COMMON STOCK NPV
COM
36191C205
434
38632
SH
SOLE
16672
0
21960
GSI TECHNOLOGY INC COMMON STOC
COM
36241U106
173
26060
SH
SOLE
11150
0
14910
GSV CAP CORP COM
COM
36191J101
296
24523
SH
SOLE
10453
0
14070
GT ADVANCED TECHNOLOGIES INC C
COM
36191U106
1444
165589
SH
SOLE
108679
0
56910
GTX INC COMMON STOCK USD.001
COM
40052B108
42
25303
SH
SOLE
15463
0
9840
GUARANTY BANCORP
COM
40075T607
279
19883
SH
SOLE
8069
0
11814
GUESS? INC COMMON STOCK USD.01
COM
401617105
4552
146498
SH
SOLE
127899
0
18599
GUIDANCE SOFTWARE INC COMMON S
COM
401692108
151
14963
SH
SOLE
10133
0
4830
GUIDEWIRE SOFTWARE INC COM
COM
40171V100
2420
49326
SH
SOLE
35396
0
13930
GULF ISLAND FABRICATION INC CO
COM
402307102
601
25894
SH
SOLE
12284
0
13610
GULFMARK OFFSHORE INC CL A COM
COM
402629208
2217
47049
SH
SOLE
20159
0
26890
GULFPORT ENERGY CORP COMMON ST
COM
402635304
8069
127779
SH
SOLE
103149
0
24630
H+E EQUIPMENT SERVICES INC COM
COM
404030108
981
33095
SH
SOLE
22245
0
10850
H+R BLOCK INC COMMON STOCK NPV
COM
093671105
12584
433348
SH
SOLE
263731
0
169617
H.B. FULLER CO. COMMON STOCK U
COM
359694106
3798
72989
SH
SOLE
55299
0
17690
HACKETT GROUP INC/THE COMMON S
COM
404609109
186
29873
SH
SOLE
14423
0
15450
HAEMONETICS CORP/MASS COMMON S
COM
405024100
3401
80734
SH
SOLE
61322
0
19412
HAIN CELESTIAL GROUP INC COMMO
COM
405217100
7228
79624
SH
SOLE
66364
0
13260
HALCON RESOURCES CORP COM
COM
40537Q209
1087
281699
SH
SOLE
114998
0
166701
HALLADOR ENERGY CO COMMON STOC
COM
40609P105
88
10924
SH
SOLE
4694
0
6230
HALLIBURTON CO COMMON STOCK US
COM
406216101
82356
1622771
SH
SOLE
822808
0
799963
HALLMARK FINL SERVICES INC COM
COM
40624Q203
184
20716
SH
SOLE
7698
0
13018
HALOZYME THERAPEUTICS INC COMM
COM
40637H109
1332
88884
SH
SOLE
57974
0
30910
HAMPTON ROADS BANKSHARES INC C
COM
409321502
64
36487
SH
SOLE
18857
0
17630
HANCOCK HOLDING CO COMMON STOC
COM
410120109
6838
186423
SH
SOLE
120632
0
65791
HANESBRANDS INC COMMON STOCK U
COM
410345102
11449
162926
SH
SOLE
127550
0
35376
HANGER INC.
COM
41043F208
2029
51575
SH
SOLE
32655
0
18920
HANMI FINANCIAL CORPORATION CO
COM
410495204
1057
48284
SH
SOLE
24994
0
23290
HANNON ARMSTRONG SUSTAINABLE I
COM
41068X100
180
12876
SH
SOLE
8606
0
4270
HANOVER INSURANCE GROUP INC/ C
COM
410867105
4270
71504
SH
SOLE
57419
0
14085
HARBINGER GROUP INC COMMON STO
COM
41146A106
496
41883
SH
SOLE
17843
0
24040
HARDINGE INC COM
COM
412324303
225
15580
SH
SOLE
6450
0
9130
HARLEY DAVIDSON INC COMMON STO
COM
412822108
24162
348966
SH
SOLE
208471
0
140495
HARMAN INTERNATIONAL COMMON ST
COM
413086109
7968
97346
SH
SOLE
54334
0
43012
HARMONIC INC COMMON STOCK USD.
COM
413160102
1206
163477
SH
SOLE
80632
0
82845
HARRIS CORP COMMON STOCK USD1.
COM
413875105
11401
163310
SH
SOLE
94852
0
68458
HARRIS TEETER SUPERMARKETS INC
COM
414585109
5658
114651
SH
SOLE
80551
0
34100
HARSCO CORP COMMON STOCK USD1.
COM
415864107
3650
130221
SH
SOLE
102154
0
28067
HARTE HANKS INC COMMON STOCK U
COM
416196103
600
76738
SH
SOLE
42958
0
33780
HARTFORD FINANCIAL SVCS GRP CO
COM
416515104
22355
617029
SH
SOLE
336507
0
280522
HARVARD BIOSCIENCE INC COMMON
COM
416906105
157
33387
SH
SOLE
13927
0
19460
HASBRO INC COMMON STOCK USD.5
COM
418056107
10911
198339
SH
SOLE
107602
0
90737
HATTERAS FINANCIAL CORP REIT U
COM
41902R103
1071
65558
SH
SOLE
37075
0
28483
HAVERTY FURNITURE COMMON STOCK
COM
419596101
980
31296
SH
SOLE
18986
0
12310
HAWAIIAN ELECTRIC INDS COMMON
COM
419870100
3598
138066
SH
SOLE
110307
0
27759
HAWAIIAN HOLDINGS INC COMMON S
COM
419879101
775
80448
SH
SOLE
29468
0
50980
HAWAIIN TELCOM HOLDCO COM
COM
420031106
389
13249
SH
SOLE
5709
0
7540
HAWKINS INC COMMON STOCK USD.0
COM
420261109
407
10932
SH
SOLE
7412
0
3520
HAYNES INTERNATIONAL INC COMMO
COM
420877201
1178
21320
SH
SOLE
11610
0
9710
HCA HOLDINGS INC COMMON STOCK
COM
40412C101
8325
174483
SH
SOLE
103780
0
70703
HCC INSURANCE HOLDINGS INC COM
COM
404132102
8932
193582
SH
SOLE
163138
0
30444
HCI GROUP INC
COM
40416E103
1542
28831
SH
SOLE
26171
0
2660
HCP INC REIT USD1.
COM
40414L109
23889
657734
SH
SOLE
338096
0
319638
HD SUPPLY HOLDINGS INC
COM
40416M105
785
32710
SH
SOLE
22820
0
9890
HEADWATERS INC COMMON STOCK US
COM
42210P102
776
79249
SH
SOLE
56119
0
23130
HEALTH CARE REIT INC REIT USD1
COM
42217K106
21881
408459
SH
SOLE
211796
0
196663
HEALTH MGMT ASSOCIATES INC A C
COM
421933102
5278
402891
SH
SOLE
323624
0
79267
HEALTH NET INC COMMON STOCK US
COM
42222G108
3348
112829
SH
SOLE
87585
0
25244
HEALTHCARE REALTY TRUST INC RE
COM
421946104
3179
149192
SH
SOLE
85902
0
63290
HEALTHCARE SERVICES GROUP COMM
COM
421906108
3620
127589
SH
SOLE
105279
0
22310
HEALTHCARE TRUST OF AMERICA
COM
42225P105
770
78240
SH
SOLE
38950
0
39290
HEALTHSOUTH CORP COMMON STOCK
COM
421924309
3498
104967
SH
SOLE
66477
0
38490
HEALTHSTREAM INC COMMON STOCK
COM
42222N103
743
22658
SH
SOLE
16858
0
5800
HEALTHWAYS INC COMMON STOCK US
COM
422245100
722
47028
SH
SOLE
29788
0
17240
HEARTLAND EXPRESS INC COMMON S
COM
422347104
2041
104026
SH
SOLE
82976
0
21050
HEARTLAND FINANCIAL USA INC CO
COM
42234Q102
616
21405
SH
SOLE
8395
0
13010
HEARTLAND PAYMENT SYSTEMS IN C
COM
42235N108
2631
52796
SH
SOLE
40936
0
11860
HEARTWARE INTERNATIONAL INC CO
COM
422368100
1609
17122
SH
SOLE
11812
0
5310
HECLA MINING CO COMMON STOCK U
COM
422704106
1555
504741
SH
SOLE
263881
0
240860
HEICO CORP COMMON STOCK USD.01
COM
422806109
3866
66709
SH
SOLE
46134
0
20575
HEICO CORP NEW
COM
422806208
206
4882
SH
SOLE
0
0
4882
HEIDRICK + STRUGGLES INTL COMM
COM
422819102
555
27572
SH
SOLE
13542
0
14030
HELEN OF TROY LTD COMMON STOCK
COM
G4388N106
2799
56530
SH
SOLE
31071
0
25459
HELIX ENERGY SOLUTIONS GROUP C
COM
42330P107
5350
230795
SH
SOLE
148225
0
82570
HELMERICH + PAYNE COMMON STOCK
COM
423452101
14665
174422
SH
SOLE
99147
0
75275
HENRY SCHEIN INC COMMON STOCK
COM
806407102
15407
134845
SH
SOLE
108254
0
26591
HERBALIFE LTD COMMON STOCK USD
COM
G4412G101
7932
100793
SH
SOLE
74857
0
25936
HERCULES OFFSHORE INC COMMON S
COM
427093109
1432
219231
SH
SOLE
97792
0
121439
HERCULES TECHNOLOGY GROWTH COM
COM
427096508
1331
81129
SH
SOLE
36121
0
45008
HERITAGE COMMERCE CORP COMMON
COM
426927109
219
26518
SH
SOLE
11368
0
15150
HERITAGE FINANCIAL CORP COMMON
COM
42722X106
329
19234
SH
SOLE
8224
0
11010
HERITAGE OAKS BANCORP COM
COM
42724R107
192
25625
SH
SOLE
10955
0
14670
HERMAN MILLER INC COMMON STOCK
COM
600544100
3480
117895
SH
SOLE
97045
0
20850
HERSHA HOSPITALITY TRUST REIT
COM
427825104
1552
278595
SH
SOLE
118380
0
160215
HERSHEY CO/THE COMMON STOCK US
COM
427866108
24631
253326
SH
SOLE
144398
0
108928
HERTZ GLOBAL HOLDINGS INC COMM
COM
42805T105
8513
297466
SH
SOLE
195685
0
101781
HESS CORP COMMON STOCK USD1.
COM
42809H107
43211
520617
SH
SOLE
253134
0
267483
HEWLETT PACKARD CO COMMON STOC
COM
428236103
92723
3313919
SH
SOLE
1672080
0
1641839
HEXCEL CORP COMMON STOCK USD.0
COM
428291108
4062
90893
SH
SOLE
61663
0
29230
HFF INC CLASS A COMMON STOCK U
COM
40418F108
1048
39017
SH
SOLE
27247
0
11770
HHGREGG INC COMMON STOCK USD.0
COM
42833L108
272
19469
SH
SOLE
9689
0
9780
HI TECH PHARMACAL CO INC COMMO
COM
42840B101
746
17183
SH
SOLE
9853
0
7330
HIBBETT SPORTS INC COMMON STOC
COM
428567101
2436
36250
SH
SOLE
27260
0
8990
HICKORY TECH CORP COM
COM
429060106
152
11876
SH
SOLE
7956
0
3920
HIGHER ONE HOLDINGS INC COMMON
COM
42983D104
352
36090
SH
SOLE
24370
0
11720
HIGHWOODS PROPERTIES INC REIT
COM
431284108
7479
206776
SH
SOLE
140057
0
66719
HILL ROM HOLDINGS INC COMMON S
COM
431475102
3589
86806
SH
SOLE
67990
0
18816
HILLENBRAND INC COMMON STOCK N
COM
431571108
1917
65152
SH
SOLE
46092
0
19060
HILLSHIRE BRANDS COM
COM
432589109
6771
202497
SH
SOLE
165636
0
36861
HILLTOP HOLDINGS INC COMMON ST
COM
432748101
2054
88815
SH
SOLE
40275
0
48540
HITTITE MICROWAVE CORP COMMON
COM
43365Y104
2357
38179
SH
SOLE
27489
0
10690
HMS HOLDINGS CORP COMMON STOCK
COM
40425J101
3431
150931
SH
SOLE
120701
0
30230
HNI CORP COMMON STOCK USD1.
COM
404251100
3032
78092
SH
SOLE
61872
0
16220
HOLLYFRONTIER CORP COMMON STOC
COM
436106108
13768
277078
SH
SOLE
218667
0
58411
HOLOGIC INC COMMON STOCK USD.0
COM
436440101
8487
379734
SH
SOLE
297515
0
82219
HOME BANCSHARES INC COMMON STO
COM
436893200
2475
66265
SH
SOLE
37995
0
28270
HOME DEPOT INC COMMON STOCK US
COM
437076102
210658
2558398
SH
SOLE
1328239
0
1230159
HOME FEDERAL BANCORP INC/MD CO
COM
43710G105
333
22345
SH
SOLE
8417
0
13928
HOME LOAN SERVICING SOLUTION C
COM
G6648D109
2048
89158
SH
SOLE
38148
0
51010
HOME PROPERTIES INC REIT USD.0
COM
437306103
4475
83458
SH
SOLE
62903
0
20555
HOMEAWAY INC COM
COM
43739Q100
1826
44679
SH
SOLE
30960
0
13719
HOMESTREET INC
COM
43785V102
337
16849
SH
SOLE
7419
0
9430
HOMETRUST BANCSHARES INC COM
COM
437872104
423
26485
SH
SOLE
11335
0
15150
HONDA MOTOR ADR
COM
438128308
1080
26120
SH
SOLE
26120
0
0
HONEYWELL INTERNATIONAL INC CO
COM
438516106
123130
1347599
SH
SOLE
738025
0
609574
HOOKER FUNITURE CORP COM
COM
439038100
228
13691
SH
SOLE
5911
0
7780
HORACE MANN EDUCATORS COMMON S
COM
440327104
2080
65946
SH
SOLE
34950
0
30996
HORIZON BANCORP INDIANA COM
COM
440407104
281
11101
SH
SOLE
4751
0
6350
HORIZON PHARMA INC
COM
44047T109
415
54500
SH
SOLE
28700
0
25800
HORMEL FOODS CORP COMMON STOCK
COM
440452100
13949
308821
SH
SOLE
217525
0
91296
HORNBECK OFFSHORE SERVICES COM
COM
440543106
3526
71622
SH
SOLE
39925
0
31697
HORSEHEAD HOLDING CORP COMMON
COM
440694305
1102
67988
SH
SOLE
32898
0
35090
HOSPIRA INC COMMON STOCK USD.0
COM
441060100
11263
272837
SH
SOLE
135894
0
136943
HOSPITALITY PROPERTIES TRUST R
COM
44106M102
5707
211152
SH
SOLE
158012
0
53140
HOST HOTELS + RESORTS INC REIT
COM
44107P104
20985
1079462
SH
SOLE
564410
0
515052
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
202
11900
SH
SOLE
4100
0
7800
HOUSTON WIRE + CABLE CO COMMON
COM
44244K109
369
27606
SH
SOLE
15126
0
12480
HOVNANIAN ENTERPRISES A COMMON
COM
442487203
786
118752
SH
SOLE
69372
0
49380
HOWARD HUGHES CORP/THE COMMON
COM
44267D107
3150
26229
SH
SOLE
14921
0
11308
HSN INC COMMON STOCK USD.01
COM
404303109
3888
62411
SH
SOLE
50701
0
11710
HUB GROUP INC CL A COMMON STOC
COM
443320106
1838
46098
SH
SOLE
33538
0
12560
HUBBELL INC CL B COMMON STOCK
COM
443510201
9192
84412
SH
SOLE
67834
0
16578
HUDSON CITY BANCORP INC COMMON
COM
443683107
6175
654843
SH
SOLE
365736
0
289107
HUDSON PACIFIC PROPERTIES IN R
COM
444097109
1332
60897
SH
SOLE
25924
0
34973
HUDSON VALLEY HOLDING CORP COM
COM
444172100
427
20971
SH
SOLE
9007
0
11964
HUMANA INC COMMON STOCK USD.16
COM
444859102
28214
273338
SH
SOLE
168883
0
104455
HUNT (JB) TRANSPRT SVCS INC CO
COM
445658107
11318
146414
SH
SOLE
118136
0
28278
HUNTINGTON BANCSHARES INC COMM
COM
446150104
11134
1153764
SH
SOLE
629069
0
524695
HUNTINGTON INGALLS INDUSTRIE C
COM
446413106
7624
84705
SH
SOLE
67413
0
17292
HUNTSMAN CORP COMMON STOCK USD
COM
447011107
3320
134959
SH
SOLE
75609
0
59350
HURCO COMPANIES INC COMMON STO
COM
447324104
269
10752
SH
SOLE
3582
0
7170
HURON CONSULTING GROUP INC COM
COM
447462102
2284
36413
SH
SOLE
20123
0
16290
HUTCHINSON TECHNOLOGY
COM
448407106
104
32365
SH
SOLE
12755
0
19610
HYATT HOTELS CORP CL A COMMO
COM
448579102
2038
41202
SH
SOLE
17865
0
23337
HYSTER YALE MATERIALS
COM
449172105
1128
12107
SH
SOLE
8071
0
4036
IAC/INTERACTIVECORP COMMON STO
COM
44919P508
4721
68736
SH
SOLE
46359
0
22377
IBERIABANK CORP COMMON STOCK U
COM
450828108
2722
43312
SH
SOLE
18226
0
25086
ICF INTERNATIONAL INC COMMON S
COM
44925C103
963
27735
SH
SOLE
13335
0
14400
ICG GROUP INC COMMON STOCK USD
COM
44928D108
994
53331
SH
SOLE
22621
0
30710
ICONIX BRAND GROUP INC COMMON
COM
451055107
3475
87543
SH
SOLE
56983
0
30560
ICU MEDICAL INC COMMON STOCK U
COM
44930G107
1065
16715
SH
SOLE
11530
0
5185
IDACORP INC COMMON STOCK NPV
COM
451107106
7215
139186
SH
SOLE
97576
0
41610
IDENIX PHARMACEUTICALS INC COM
COM
45166R204
483
80802
SH
SOLE
62642
0
18160
IDEX CORP COMMON STOCK USD.01
COM
45167R104
9651
130683
SH
SOLE
104742
0
25941
IDEXX LABORATORIES INC COMMON
COM
45168D104
9025
84850
SH
SOLE
68845
0
16005
IDT CORP CLASS B COMMON STOCK
COM
448947507
402
22480
SH
SOLE
16200
0
6280
IGATE CORP COMMON STOCK USD.01
COM
45169U105
1799
44799
SH
SOLE
30075
0
14724
IHS INC CLASS A COMMON STOCK U
COM
451734107
6670
55720
SH
SOLE
36879
0
18841
II VI INC COMMON STOCK NPV
COM
902104108
1613
91640
SH
SOLE
52180
0
39460
ILLINOIS TOOL WORKS COMMON STO
COM
452308109
62498
743317
SH
SOLE
346732
0
396585
ILLUMINA INC COMMON STOCK USD.
COM
452327109
12023
108686
SH
SOLE
70494
0
38192
IMATION CORP COMMON STOCK USD.
COM
45245A107
212
45245
SH
SOLE
18855
0
26390
IMMERSION CORPORATION COMMON S
COM
452521107
274
26370
SH
SOLE
17520
0
8850
IMMUNOGEN INC COMMON STOCK USD
COM
45253H101
1527
104057
SH
SOLE
66817
0
37240
IMMUNOMEDICS INC COMMON STOCK
COM
452907108
311
67635
SH
SOLE
43625
0
24010
IMPAX LABORATORIES INC COMMON
COM
45256B101
2850
113383
SH
SOLE
60493
0
52890
IMPERIAL HOLDINGS INC COMMON S
COM
452834104
143
21829
SH
SOLE
9289
0
12540
IMPERIAL OIL LTD COMMON STCK
COM
453038408
210
4740
SH
SOLE
4740
0
0
IMPERVA INC
COM
45321L100
893
18563
SH
SOLE
12723
0
5840
INCONTACT INC COMMON STOCK USD
COM
45336E109
371
47514
SH
SOLE
30674
0
16840
INCYTE CORP COMMON STOCK USD.0
COM
45337C102
5048
99695
SH
SOLE
66487
0
33208
INDEPENDENCE HOLDING CO COMMON
COM
453440307
159
11772
SH
SOLE
4282
0
7490
INDEPENDENT BANK CORP/MA COMMO
COM
453836108
1545
39416
SH
SOLE
20336
0
19080
INDEPENDENT BK GROUP COM
COM
45384B106
242
4873
SH
SOLE
2103
0
2770
INFINERA CORP COMMON STOCK USD
COM
45667G103
1166
119266
SH
SOLE
73966
0
45300
INFINITY PHARMACEUTICALS INC C
COM
45665G303
668
48389
SH
SOLE
31274
0
17115
INFINITY PROPERTY + CASUALTY C
COM
45665Q103
1391
19393
SH
SOLE
12476
0
6917
INFOBLOX INC COM
COM
45672H104
1620
49056
SH
SOLE
34406
0
14650
INFORMATICA CORP COMMON STOCK
COM
45666Q102
6986
168336
SH
SOLE
136653
0
31683
ING GROEP N V SPONSORED ADR
COM
456837103
750
53530
SH
SOLE
53530
0
0
ING US INC
COM
45685E106
1539
43775
SH
SOLE
26355
0
17420
INGERSOLL RAND PLC COMMON STOC
COM
G47791101
25518
414257
SH
SOLE
245606
0
168651
INGLES MARKETS INC CLASS A COM
COM
457030104
457
16869
SH
SOLE
7369
0
9500
INGRAM MICRO INC CL A COMMON S
COM
457153104
4870
207590
SH
SOLE
162832
0
44758
INGREDION, INC.
COM
457187102
7740
113056
SH
SOLE
88320
0
24736
INLAND REAL ESTATE CORP REIT U
COM
457461200
1123
106727
SH
SOLE
66432
0
40295
INNERWORKINGS INC COMMON STOCK
COM
45773Y105
365
46805
SH
SOLE
34045
0
12760
INNOPHOS HOLDINGS INC COMMON S
COM
45774N108
1266
26048
SH
SOLE
18118
0
7930
INNOSPEC INC COMMON STOCK USD.
COM
45768S105
1100
23791
SH
SOLE
16821
0
6970
INNOVATIVE SOLTNS&SUPP COM
COM
45769N105
89
12176
SH
SOLE
7256
0
4920
INPHI CORP COMMON STOCK
COM
45772F107
386
29906
SH
SOLE
15186
0
14720
INSIGHT ENTERPRISES INC COMMON
COM
45765U103
1556
68531
SH
SOLE
34463
0
34068
INSMED INC COMMON STOCK USD.01
COM
457669307
564
33162
SH
SOLE
23282
0
9880
INSPERITY INC COMMON STOCK USD
COM
45778Q107
1021
28272
SH
SOLE
20712
0
7560
INSTEEL INDUSTRIES INC COMMON
COM
45774W108
479
21084
SH
SOLE
15394
0
5690
INSULET CORP COMMON STOCK USD.
COM
45784P101
2404
64791
SH
SOLE
46291
0
18500
INTEGRA LIFESCIENCES HOLDING C
COM
457985208
1636
34294
SH
SOLE
22924
0
11370
INTEGRATED DEVICE TECH INC COM
COM
458118106
2737
268592
SH
SOLE
179922
0
88670
INTEGRATED SILICON SOLUTION CO
COM
45812P107
466
38527
SH
SOLE
18077
0
20450
INTEGRYS ENERGY GROUP INC COMM
COM
45822P105
6237
114638
SH
SOLE
61647
0
52991
INTEL CORP COMMON STOCK USD.00
COM
458140100
229276
8831900
SH
SOLE
4594255
0
4237645
INTELSAT S A COM
COM
L5140P101
300
13325
SH
SOLE
7565
0
5760
INTER PARFUMS INC COMMON STOCK
COM
458334109
1756
49038
SH
SOLE
38868
0
10170
INTERACTIVE BROKERS GRO CL A C
COM
45841N107
966
39698
SH
SOLE
25843
0
13855
INTERACTIVE INTELLIGENCE GRO C
COM
45841V109
1343
19934
SH
SOLE
14254
0
5680
INTERCONTINENTALEXCHANGE GROUP
COM
45866F104
37789
168009
SH
SOLE
98083
0
69926
INTERDIGITAL INC COMMON STOCK
COM
45867G101
2313
78441
SH
SOLE
63871
0
14570
INTERFACE INC
COM
458665304
1866
84986
SH
SOLE
68116
0
16870
INTERMOLECULAR INC
COM
45882D109
74
14997
SH
SOLE
10027
0
4970
INTERMUNE INC COMMON STOCK USD
COM
45884X103
1373
93226
SH
SOLE
63146
0
30080
INTERNAP NETWORK SERVICES COMM
COM
45885A300
610
81103
SH
SOLE
38713
0
42390
INTERNATIONAL BANCSHARES CRP C
COM
459044103
3131
118649
SH
SOLE
75853
0
42796
INTERNATIONAL PAPER CO COMMON
COM
460146103
33798
689325
SH
SOLE
403369
0
285956
INTERPUBLIC GROUP OF COS INC C
COM
460690100
10956
618983
SH
SOLE
363225
0
255758
INTERSECTIONS INC COMMON STOCK
COM
460981301
95
12234
SH
SOLE
5364
0
6870
INTERSIL CORP A COMMON STOCK U
COM
46069S109
3325
289927
SH
SOLE
189637
0
100290
INTERVAL LEISURE GROUP COMMON
COM
46113M108
1453
47035
SH
SOLE
32115
0
14920
INTERVEST BANCSHS CORP CL A
COM
460927106
171
22789
SH
SOLE
9779
0
13010
INTL BUSINESS MACHINES CORP CO
COM
459200101
353659
1885478
SH
SOLE
1007929
0
877549
INTL FCSTONE INC COMMON STOCK
COM
46116V105
430
23208
SH
SOLE
13098
0
10110
INTL FLAVORS + FRAGRANCES COMM
COM
459506101
11127
129413
SH
SOLE
79090
0
50323
INTL GAME TECHNOLOGY COMMON ST
COM
459902102
7285
401176
SH
SOLE
245039
0
156137
INTL RECTIFIER CORP COMMON STO
COM
460254105
3978
152578
SH
SOLE
97603
0
54975
INTL SHIPHOLDING CORP COMMON S
COM
460321201
208
7066
SH
SOLE
3046
0
4020
INTL SPEEDWAY CORP CL A COMMON
COM
460335201
2093
58975
SH
SOLE
36317
0
22658
INTRALINKS HOLDINGS INC COMMON
COM
46118H104
619
51126
SH
SOLE
23186
0
27940
INTREPID POTASH INC COMMON STO
COM
46121Y102
1830
115542
SH
SOLE
72782
0
42760
INTREXON CORP
COM
46122T102
221
9290
SH
SOLE
5150
0
4140
INTUIT INC COMMON STOCK USD.01
COM
461202103
34093
446708
SH
SOLE
265179
0
181529
INTUITIVE SURGICAL INC COMMON
COM
46120E602
26150
68085
SH
SOLE
35555
0
32530
INVACARE CORP COMMON STOCK USD
COM
461203101
1205
51913
SH
SOLE
25893
0
26020
INVENSENSE INC
COM
46123D205
1165
56068
SH
SOLE
39738
0
16330
INVENTURE FOODS INC COM
COM
461212102
163
12296
SH
SOLE
8246
0
4050
INVESCO LTD COMMON STOCK USD.2
COM
G491BT108
22718
624114
SH
SOLE
349698
0
274416
INVESCO MORTGAGE CAPITAL REIT
COM
46131B100
2657
180985
SH
SOLE
75135
0
105850
INVESTMENT TECHNOLOGY GROUP CO
COM
46145F105
1186
57672
SH
SOLE
28402
0
29270
INVESTORS BANCORP INC COMMON S
COM
46146P102
1938
75760
SH
SOLE
39843
0
35917
INVESTORS REAL ESTATE TRUST RE
COM
461730103
1229
143295
SH
SOLE
60205
0
83090
ION GEOPHYSICAL CORP COMMON ST
COM
462044108
656
198739
SH
SOLE
100409
0
98330
IPC THE HOSPITALIST CO COMMON
COM
44984A105
1196
20143
SH
SOLE
15286
0
4857
IPG PHOTONICS CORP COMMON STOC
COM
44980X109
2154
27757
SH
SOLE
18728
0
9029
IRIDIUM COMMUNICATIONS INC COM
COM
46269C102
516
82423
SH
SOLE
35733
0
46690
IROBOT CORP COMMON STOCK USD.0
COM
462726100
1226
35271
SH
SOLE
24841
0
10430
IRON MOUNTAIN INC COMMON STOCK
COM
462846106
7969
262573
SH
SOLE
160049
0
102524
IRONWOOD PHARMACEUTICALS INC C
COM
46333X108
945
81428
SH
SOLE
54548
0
26880
ISHARES LEHMAN AGGREGATE BOND
COM
464287226
6748
63400
SH
SOLE
42850
0
20550
ISHARES RUSSELL 1000 GROWTH IN
COM
464287614
2131
24799
SH
SOLE
17400
0
7399
ISHARES RUSSELL 1000 INDEX
COM
464287622
7316
70910
SH
SOLE
70910
0
0
ISHARES RUSSELL 1000 VALUE IND
COM
464287598
1281
13600
SH
SOLE
13600
0
0
ISHARES RUSSELL 2000 GROWTH
COM
464287648
312
2300
SH
SOLE
2300
0
0
ISHARES RUSSELL 2000 INDEX FUN
COM
464287655
3232
28020
SH
SOLE
28020
0
0
ISHARES RUSSELL MID CAP GROWTH
COM
464287481
855
10140
SH
SOLE
10140
0
0
ISHARES RUSSELL MIDCAP INDEX
COM
464287499
1447
9650
SH
SOLE
9100
0
550
ISHARES S&P SMALLCAP 600
COM
464287804
371
3400
SH
SOLE
3400
0
0
ISIS PHARMACEUTICALS INC COMMO
COM
464330109
4962
124555
SH
SOLE
86205
0
38350
ISLE OF CAPRI CASINOS COMMON S
COM
464592104
258
28625
SH
SOLE
11945
0
16680
ISTAR FINANCIAL INC REIT USD.0
COM
45031U101
1940
135979
SH
SOLE
65359
0
70620
ITAU UNIBANCO BANCO ADR
COM
465562106
452
33280
SH
SOLE
33280
0
0
ITC HOLDINGS CORP COMMON STOCK
COM
465685105
5820
60738
SH
SOLE
44605
0
16133
ITRON INC COMMON STOCK NPV
COM
465741106
3572
86223
SH
SOLE
54053
0
32170
ITT CORP
COM
450911201
6320
145544
SH
SOLE
117540
0
28004
ITT EDUCATIONAL SERVICES INC C
COM
45068B109
1020
30386
SH
SOLE
21976
0
8410
IXIA COMMON STOCK NPV
COM
45071R109
875
65767
SH
SOLE
45817
0
19950
IXYS CORPORATION COMMON STOCK
COM
46600W106
451
34750
SH
SOLE
17210
0
17540
Intercept Pharmaceuticals, Inc
COM
45845P108
435
6377
SH
SOLE
4397
0
1980
J + J SNACK FOODS CORP COMMON
COM
466032109
2374
26792
SH
SOLE
20682
0
6110
J GLOBAL INC
COM
48123V102
4627
92531
SH
SOLE
76601
0
15930
J.C. PENNEY CO INC COMMON STOC
COM
708160106
3366
367912
SH
SOLE
291716
0
76196
JABIL CIRCUIT INC COMMON STOCK
COM
466313103
4541
260395
SH
SOLE
148775
0
111620
JACK HENRY + ASSOCIATES INC CO
COM
426281101
12586
212566
SH
SOLE
187161
0
25405
JACK IN THE BOX INC COMMON STO
COM
466367109
3321
66390
SH
SOLE
45740
0
20650
JACOBS ENGINEERING GROUP INC C
COM
469814107
10453
165954
SH
SOLE
99664
0
66290
JAKKS PACIFIC INC COMMON STOCK
COM
47012E106
202
30044
SH
SOLE
13764
0
16280
JAMBA INC COMMON STOCK USD.001
COM
47023A309
181
14524
SH
SOLE
9715
0
4809
JANUS CAPITAL GROUP INC COMMON
COM
47102X105
3885
314058
SH
SOLE
194028
0
120030
JARDEN CORP COMMON STOCK USD.0
COM
471109108
11481
187144
SH
SOLE
151621
0
35523
JAVELIN MORTGAGE INVESTMENT
COM
47200B104
240
17198
SH
SOLE
7378
0
9820
JAZZ PHARMACEUTICALS PLC
COM
G50871105
5445
43023
SH
SOLE
30454
0
12569
JDS UNIPHASE CORP COMMON STOCK
COM
46612J507
4496
346357
SH
SOLE
277312
0
69045
JETBLUE AIRWAYS CORP COMMON ST
COM
477143101
3877
453455
SH
SOLE
284875
0
168580
JIVE SOFTWARE INC COM
COM
47760A108
383
34036
SH
SOLE
22646
0
11390
JM SMUCKER CO/THE COMMON STOCK
COM
832696405
15795
152430
SH
SOLE
84859
0
67571
JMP GROUP INC COMMON STOCK USD
COM
46629U107
148
19934
SH
SOLE
8524
0
11410
JOHN BEAN TECHNOLOGIES CORP CO
COM
477839104
1102
37569
SH
SOLE
26972
0
10597
JOHNSON + JOHNSON COMMON STOCK
COM
478160104
419575
4581010
SH
SOLE
2481103
0
2099907
JOHNSON CONTROLS INC COMMON ST
COM
478366107
58168
1133878
SH
SOLE
562705
0
571173
JONES GROUP INC/THE COMMON STO
COM
48020T101
1860
124355
SH
SOLE
59887
0
64468
JONES LANG LASALLE INC COMMON
COM
48020Q107
6722
65648
SH
SOLE
49472
0
16176
JOS A BANK CLOTHIERS INC COMMO
COM
480838101
2357
43066
SH
SOLE
22556
0
20510
JOURNAL COMMUNICATIONS INC A C
COM
481130102
572
61445
SH
SOLE
26752
0
34693
JOY GLOBAL INC COMMON STOCK US
COM
481165108
9870
168743
SH
SOLE
98069
0
70674
JPMORGAN CHASE + CO COMMON STO
COM
46625H100
370337
6332704
SH
SOLE
3167705
0
3164999
JUNIPER NETWORKS INC COMMON ST
COM
48203R104
16432
728050
SH
SOLE
406892
0
321158
K12 INC COMMON STOCK USD.0001
COM
48273U102
539
24782
SH
SOLE
16622
0
8160
KADANT INC COMMON STOCK USD.01
COM
48282T104
764
18855
SH
SOLE
8306
0
10549
KAISER ALUMINUM CORP COMMON ST
COM
483007704
2427
34560
SH
SOLE
19871
0
14689
KAMAN CORP COMMON STOCK USD1.
COM
483548103
1336
33634
SH
SOLE
24884
0
8750
KANSAS CITY LIFE INS CO COMMON
COM
484836101
293
6129
SH
SOLE
2499
0
3630
KANSAS CITY SOUTHERN COMMON ST
COM
485170302
21151
170808
SH
SOLE
101601
0
69207
KAPSTONE PAPER AND PACKAGING C
COM
48562P103
3031
54254
SH
SOLE
39994
0
14260
KAR AUCTION SERVICES INC COMMO
COM
48238T109
1949
65947
SH
SOLE
48220
0
17727
KB FINANCIAL GROUP ADR
COM
48241A105
201
4970
SH
SOLE
4970
0
0
KB HOME COMMON STOCK USD1.
COM
48666K109
2597
142053
SH
SOLE
110333
0
31720
KBR INC COMMON STOCK USD.001
COM
48242W106
6583
206415
SH
SOLE
161548
0
44867
KCAP FINANCIAL INC
COM
48668E101
297
36753
SH
SOLE
15778
0
20975
KCG HOLDINGS INC CL A
COM
48244B100
854
71428
SH
SOLE
34253
0
37175
KEARNY FINANCIAL CORP COMMON S
COM
487169104
256
21989
SH
SOLE
9198
0
12791
KELLOGG CO COMMON STOCK USD.25
COM
487836108
28851
472421
SH
SOLE
233553
0
238868
KELLY SERVICES INC CL A COMMON
COM
488152208
1245
49925
SH
SOLE
29235
0
20690
KEMET CORP COMMON STOCK USD.01
COM
488360207
358
63462
SH
SOLE
27002
0
36460
KEMPER CORP COMMON STOCK USD.1
COM
488401100
2858
69907
SH
SOLE
56170
0
13737
KENNAMETAL INC COMMON STOCK US
COM
489170100
5575
107059
SH
SOLE
83640
0
23419
KENNEDY WILSON HOLDINGS INC CO
COM
489398107
1534
68938
SH
SOLE
30628
0
38310
KERYX BIOPHARMACEUTICALS COMMO
COM
492515101
1035
79946
SH
SOLE
55616
0
24330
KEY ENERGY SERVICES INC COMMON
COM
492914106
1791
226697
SH
SOLE
93597
0
133100
KEYCORP COMMON STOCK USD1.
COM
493267108
17491
1303384
SH
SOLE
723518
0
579866
KEYW HOLDING CORP/THE COMMON S
COM
493723100
490
36494
SH
SOLE
18754
0
17740
KFORCE INC COMMON STOCK USD.01
COM
493732101
692
33832
SH
SOLE
21462
0
12370
KILROY REALTY CORP REIT USD.01
COM
49427F108
6032
120208
SH
SOLE
89282
0
30926
KIMBALL INTERNATIONAL B COMMON
COM
494274103
663
44100
SH
SOLE
18722
0
25378
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494368103
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KINDER MORGAN INC COMMON STOCK
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49456B101
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SOLE
607019
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KINDRED HEALTHCARE INC COMMON
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494580103
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496902404
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497217109
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KIRBY CORP COMMON STOCK USD.1
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497266106
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KIRKLAND S INC COMMON STOCK NP
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497498105
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KITE REALTY GROUP TRUST REIT U
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49803T102
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482480100
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KNIGHT TRANSPORTATION INC COMM
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499064103
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G5299G106
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498904200
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KODIAK OIL + GAS CORP COMMON S
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50015Q100
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KOHLS CORP COMMON STOCK USD.01
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500255104
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500600101
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500643200
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G5315B107
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50076Q106
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50077C106
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50077B207
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501014104
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50105F105
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501242101
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482738101
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501556203
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501570105
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505336107
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50540R409
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505597104
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50575Q102
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511637100
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LAKELAND FINANCIAL CORP COMMON
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511656100
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512807108
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51476K103
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514766104
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LANDSTAR SYSTEM INC COMMON STO
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515098101
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516012101
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516806106
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518415104
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521050104
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521863308
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52186N106
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521865204
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LEGG MASON INC COMMON STOCK US
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524901105
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LEGGETT + PLATT INC COMMON STO
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524660107
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LEIDOS HOLDINGS INC
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525327102
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52602E102
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LENNAR CORP A COMMON STOCK USD
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526057104
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LENNOX INTERNATIONAL INC COMMO
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526107107
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LEUCADIA NATIONAL CORP COMMON
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527288104
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LEVEL 3 COMMUNICATIONS INC COM
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52729N308
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LEXICON PHARMACEUTICALS INC CO
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528872104
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LEXINGTON REALTY TRUST REIT US
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529043101
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LEXMARK INTERNATIONAL INC A CO
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529771107
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50187A107
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529898108
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LIBERTY GLOBAL PLC - SERIES C
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G5480U120
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SOLE
3707
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LIBERTY GLOBAL PLC A COMMON ST
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G5480U104
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209993
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LIBERTY INTERACTIVE CORP TRACK
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53071M104
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SOLE
215897
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LIBERTY MEDIA CORP
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531229102
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SOLE
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531172104
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LIBERTY VENTURES SER A COM
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53071M880
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SOLE
20965
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LIFE TECHNOLOGIES CORP COMMON
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53217V109
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SOLE
137699
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LIFE TIME FITNESS INC COMMON S
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53217R207
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LIFEADVANTAGE CORP COM
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53222K106
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SOLE
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LIFEPOINT HOSPITALS INC COMMON
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53219L109
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LIFETIME BRANDS INC COMMON STO
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53222Q103
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LIGAND PHARMACEUTICALS CL B CO
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53220K504
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LIMELIGHT NETWORKS INC COMMON
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53261M104
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LIMONEIRA CO COMMON STOCK USD.
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532746104
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SOLE
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LINCOLN EDUCATIONAL SERVICES C
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533535100
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SOLE
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LINCOLN ELECTRIC HOLDINGS COMM
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533900106
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SOLE
106708
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LINCOLN NATIONAL CORP COMMON S
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534187109
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SOLE
205404
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LINDSAY CORP COMMON STOCK USD1
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535555106
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SOLE
11938
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LINEAR TECHNOLOGY CORP COMMON
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535678106
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SOLE
281516
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LINKEDIN CORP A COMMON STOCK
COM
53578A108
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SOLE
56585
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30305
LIONBRIDGE TECHNOLOGIES INC CO
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536252109
311
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SOLE
34029
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18150
LIONS GATE ENTERTAINMENT W/D C
COM
535919203
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62214
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SOLE
42694
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19520
LIQUIDITY SERVICES INC COMMON
COM
53635B107
665
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SOLE
20267
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LITHIA MOTORS INC CL A COMMON
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536797103
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SOLE
22724
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LITTELFUSE INC COMMON STOCK US
COM
537008104
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SOLE
20476
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LIVE NATION ENTERTAINMENT IN C
COM
538034109
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SOLE
132198
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LIVEPERSON INC COMMON STOCK US
COM
538146101
862
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SOLE
42335
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LKQ CORP COMMON STOCK USD.01
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501889208
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SOLE
382073
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LLOYDS TSB GROUP PLC ADR
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539439109
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SOLE
114870
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LMI AEROSPACE INC COMMON STOCK
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502079106
312
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SOLE
5519
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LOCKHEED MARTIN CORP COMMON ST
COM
539830109
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295204
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LOEWS CORP COMMON STOCK USD.01
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540424108
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LOGMEIN INC COMMON STOCK USD.0
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54142L109
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LOMAS FINL CORP NEW COM
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16939P106
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LORAL SPACE + COMMUNICATIONS C
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543881106
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LORILLARD INC COMMON STOCK USD
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544147101
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414397
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LOUISIANA PACIFIC CORP COMMON
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546347105
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213055
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LOWE S COS INC COMMON STOCK US
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548661107
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SOLE
1118913
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LPL FINANCIAL HOLDINGS INC
COM
50212V100
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42024
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SOLE
28250
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LSB INDUSTRIES INC COMMON STOC
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502160104
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502161102
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LSI INDUSTRIES INC COMMON STOC
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50216C108
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502175102
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LTX CREDENCE CORP COMMON STOCK
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502403207
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LUBY S INC COMMON STOCK USD.32
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549282101
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LUMINEX CORP COMMON STOCK USD.
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55027E102
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550283105
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12086
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LYDALL INC COMMON STOCK USD.1
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550819106
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552074700
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N53745100
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53224V100
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55261F104
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M/I HOMES INC COMMON STOCK USD
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55305B101
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22310
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MAC GRAY CORP COMMON STOCK USD
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554153106
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SOLE
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COM
554225102
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554382101
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MACK CALI REALTY CORP REIT USD
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554489104
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MACY S INC COMMON STOCK USD.01
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55616P104
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MADISON SQUARE GARDEN CO A COM
COM
55826P100
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MAGELLAN HEALTH SERVICES INC C
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559079207
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MAGICJACK VOCALTEC LTD
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M6787E101
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559222401
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MAIDEN HOLDINGS LTD COMMON STO
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G5753U112
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56035L104
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56062Y102
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562750109
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MANITEK INTL INC
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563420108
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MANITOWOC COMPANY INC COMMON S
COM
563571108
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76902
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MANNING & NAPIER INC
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56382Q102
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MANULIFE FINANCIAL CORP COM
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56501R106
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COM
565849106
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56585A102
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56624R108
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MARCUS CORPORATION COMMON STOC
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566330106
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14544
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MARINE PRODUCTS CORP COMMON ST
COM
568427108
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567908108
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MARKEL CORP COMMON STOCK NPV
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5503
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MARKETAXESS HOLDINGS INC COMMO
COM
57060D108
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SOLE
48805
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MARKETO INC
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57063L107
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4118
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MARLIN BUSINESS SERVICES INC C
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571157106
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MARRIOTT INTERNATIONAL CL A CO
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571903202
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MARRIOTT VACATIONS WORLD
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57164Y107
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27454
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MARSH + MCLENNAN COS COMMON ST
COM
571748102
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MARTEN TRANSPORT LTD COMMON ST
COM
573075108
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10389
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MARTHA STEWART LIVING CL A CO
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573083102
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MARTIN MARIETTA MATERIALS COMM
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573284106
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G5876H105
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MASCO CORP COMMON STOCK USD1.
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574599106
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MASIMO CORPORATION COMMON STOC
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574795100
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MASTEC INC COMMON STOCK USD.1
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576323109
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48597
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MASTERCARD INC CLASS A COMMON
COM
57636Q104
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100318
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MATADOR RESOURCES COM
COM
576485205
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MATERION CORP COMMON STOCK NPV
COM
576690101
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22810
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MATRIX SERVICE CO COMMON STOCK
COM
576853105
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SOLE
22122
0
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MATSON INC.
COM
57686G105
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MATTEL INC COMMON STOCK USD1.
COM
577081102
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MATTHEWS INTL CORP CLASS A COM
COM
577128101
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MATTRESS FIRM HOLDING CORP
COM
57722W106
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MAXIM INTEGRATED PRODUCTS COMM
COM
57772K101
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MAXIMUS INC COMMON STOCK NPV
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577933104
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MAXLINEAR INC CLASS A COMMON S
COM
57776J100
210
20094
SH
SOLE
13514
0
6580
MAXWELL TECHNOLOGIES INC COMMO
COM
577767106
202
26010
SH
SOLE
17620
0
8390
MB FINANCIAL INC COMMON STOCK
COM
55264U108
2899
90340
SH
SOLE
47434
0
42906
MBIA INC COMMON STOCK USD1.
COM
55262C100
1156
96792
SH
SOLE
55640
0
41152
MCCLATCHY CO CLASS A COMMON ST
COM
579489105
229
67301
SH
SOLE
41801
0
25500
MCCORMICK + CO NON VTG SHRS CO
COM
579780206
16239
235627
SH
SOLE
145130
0
90497
MCDERMOTT INTL INC COMMON STOC
COM
580037109
1801
196627
SH
SOLE
91579
0
105048
MCDONALD S CORP COMMON STOCK U
COM
580135101
182209
1877860
SH
SOLE
1012578
0
865282
MCG CAPITAL CORP COMMON STOCK
COM
58047P107
530
120409
SH
SOLE
68589
0
51820
MCGRATH RENTCORP COMMON STOCK
COM
580589109
2015
50637
SH
SOLE
35667
0
14970
MCGRAW HILL FINANCIAL INC
COM
580645109
31775
406329
SH
SOLE
235864
0
170465
MCKESSON CORP COMMON STOCK USD
COM
58155Q103
72541
449450
SH
SOLE
239357
0
210093
MDC HOLDINGS INC COMMON STOCK
COM
552676108
2631
81619
SH
SOLE
53819
0
27800
MDC PARTNERS INC CL A COMMON S
COM
552697104
1096
42978
SH
SOLE
21073
0
21905
MDU RESOURCES GROUP INC COMMON
COM
552690109
7981
261228
SH
SOLE
205493
0
55735
MEAD JOHNSON NUTRITION CO COMM
COM
582839106
26941
321643
SH
SOLE
190373
0
131270
MEADOWBROOK INSURANCE GROUP CO
COM
58319P108
517
74245
SH
SOLE
39180
0
35065
MEADWESTVACO CORP COMMON STOCK
COM
583334107
8887
240654
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SOLE
133545
0
107109
MEASUREMENT SPECIALTIES INC CO
COM
583421102
1263
20812
SH
SOLE
15502
0
5310
MEDALLION FINANCIAL CORP COMMO
COM
583928106
356
24828
SH
SOLE
10044
0
14784
MEDASSETS INC COMMON STOCK USD
COM
584045108
1205
60787
SH
SOLE
40797
0
19990
MEDIA GEN INC CL A
COM
584404107
612
27081
SH
SOLE
11691
0
15390
MEDICAL ACTION IND INC COMMON
COM
58449L100
137
16029
SH
SOLE
8029
0
8000
MEDICAL PROPERTIES TRUST INC R
COM
58463J304
3280
268372
SH
SOLE
135912
0
132460
MEDICINES COMPANY COMMON STOCK
COM
584688105
3237
83804
SH
SOLE
63134
0
20670
MEDIDATA SOLUTIONS INC COMMON
COM
58471A105
3629
59922
SH
SOLE
43364
0
16558
MEDIFAST INC COMMON STOCK USD.
COM
58470H101
416
15910
SH
SOLE
11150
0
4760
MEDIVATION INC COMMON STOCK US
COM
58501N101
4317
67636
SH
SOLE
44431
0
23205
MEDLEY CAPITAL CORP COMMON STO
COM
58503F106
631
45568
SH
SOLE
16279
0
29289
MEDNAX INC COMMON STOCK USD.01
COM
58502B106
7964
149198
SH
SOLE
119420
0
29778
MEDTRONIC INC COMMON STOCK USD
COM
585055106
111663
1945682
SH
SOLE
1007929
0
937753
MEN S WEARHOUSE INC/THE COMMON
COM
587118100
4219
82590
SH
SOLE
45170
0
37420
MENTOR GRAPHICS CORP COMMON ST
COM
587200106
5211
216488
SH
SOLE
142258
0
74230
MERCANTILE BANK CORP COM
COM
587376104
243
11247
SH
SOLE
4897
0
6350
MERCHANTS BANCSHARES INC COMMO
COM
588448100
233
6968
SH
SOLE
2888
0
4080
MERCK + CO. INC. COMMON STOCK
COM
58933Y105
232331
4641976
SH
SOLE
2404895
0
2237081
MERCURY GENERAL CORP COMMON ST
COM
589400100
2167
43602
SH
SOLE
35808
0
7794
MERCURY SYSTEMS INC
COM
589378108
525
47980
SH
SOLE
24460
0
23520
MEREDITH CORP COMMON STOCK USD
COM
589433101
4265
82332
SH
SOLE
53172
0
29160
MERGE HEALTHCARE INC COMMON ST
COM
589499102
145
62465
SH
SOLE
40185
0
22280
MERIDIAN BIOSCIENCE INC COMMON
COM
589584101
2937
110710
SH
SOLE
95580
0
15130
MERIDIAN INTERSTATE BANCORP CO
COM
58964Q104
248
10997
SH
SOLE
5141
0
5856
MERIT MEDICAL SYSTEMS INC COMM
COM
589889104
973
61824
SH
SOLE
30899
0
30925
MERITAGE HOMES CORP COMMON STO
COM
59001A102
2388
49750
SH
SOLE
33594
0
16156
MERITOR INC COMMON STOCK USD1.
COM
59001K100
1451
139105
SH
SOLE
61995
0
77110
MERRIMACK PHARMACEUTICALS INC
COM
590328100
428
80191
SH
SOLE
52891
0
27300
META FINL GROUP INC COM
COM
59100U108
286
7085
SH
SOLE
2855
0
4230
METHODE ELECTRONICS INC COMMON
COM
591520200
1926
56334
SH
SOLE
35884
0
20450
METLIFE INC COMMON STOCK USD.0
COM
59156R108
92332
1712386
SH
SOLE
874185
0
838201
METRO BANCORP INC COMMON STOCK
COM
59161R101
385
17858
SH
SOLE
7578
0
10280
METROCORP BANCSHARES COM
COM
591650106
360
23879
SH
SOLE
9979
0
13900
METTLER TOLEDO INTERNATIONAL C
COM
592688105
11368
46861
SH
SOLE
38189
0
8672
MFA FINANCIAL INC REIT USD.01
COM
55272X102
1714
242749
SH
SOLE
143281
0
99468
MGE ENERGY INC COMMON STOCK US
COM
55277P104
2918
50392
SH
SOLE
32534
0
17858
MGIC INVESTMENT CORP COMMON ST
COM
552848103
3288
389556
SH
SOLE
224696
0
164860
MGM RESORTS INTERNATIONAL COMM
COM
552953101
6028
256313
SH
SOLE
145462
0
110851
MICHAEL KORS HOLDINGS
COM
G60754101
21787
268348
SH
SOLE
164686
0
103662
MICREL INC COMMON STOCK NPV
COM
594793101
1458
147734
SH
SOLE
130654
0
17080
MICROCHIP TECHNOLOGY INC COMMO
COM
595017104
13141
293663
SH
SOLE
176725
0
116938
MICRON TECHNOLOGY INC COMMON S
COM
595112103
30808
1415818
SH
SOLE
792839
0
622979
MICROS SYSTEMS INC COMMON STOC
COM
594901100
6451
112447
SH
SOLE
88890
0
23557
MICROSEMI CORP COMMON STOCK US
COM
595137100
3054
122397
SH
SOLE
81997
0
40400
MICROSOFT CORP COMMON STOCK US
COM
594918104
549855
14690209
SH
SOLE
7747452
0
6942757
MICROSTRATEGY INC CL A COMMON
COM
594972408
1469
11822
SH
SOLE
8750
0
3072
MID AMERICA APARTMENT COMM REI
COM
59522J103
6516
107274
SH
SOLE
82399
0
24875
MIDDLEBY CORP COMMON STOCK USD
COM
596278101
5392
22471
SH
SOLE
15962
0
6509
MIDDLESEX WATER CO COMMON STOC
COM
596680108
440
20995
SH
SOLE
9485
0
11510
MIDSOUTH BANCORP INC COMMON ST
COM
598039105
184
10297
SH
SOLE
4337
0
5960
MIDSTATES PETROLEUM CORP COM
COM
59804T100
277
41892
SH
SOLE
17812
0
24080
MIDWAY GOLD CORP COMMON STOCK
COM
598153104
83
102557
SH
SOLE
64137
0
38420
MIDWEDTONE FINL GROUP
COM
598511103
230
8464
SH
SOLE
3554
0
4910
MILLENIAL MEDIA INC
COM
60040N105
222
30511
SH
SOLE
20371
0
10140
MILLER ENERGY RESOURCES INC CO
COM
600527105
271
38481
SH
SOLE
16291
0
22190
MILLER INDUSTRIES INC/TENN COM
COM
600551204
263
14102
SH
SOLE
5942
0
8160
MIMEDX GROUP INC
COM
602496101
674
77113
SH
SOLE
52553
0
24560
MINE SAFETY APPLIANCES CO COMM
COM
602720104
2999
58557
SH
SOLE
48617
0
9940
MINERALS TECHNOLOGIES INC COMM
COM
603158106
5247
87347
SH
SOLE
59807
0
27540
MISTRAS GROUP INC COMMON STOCK
COM
60649T107
308
14734
SH
SOLE
10164
0
4570
MITCHAM INDUSTRIES INC COMMON
COM
606501104
290
16380
SH
SOLE
7110
0
9270
MITEK SYSTEM INC
COM
606710200
119
20075
SH
SOLE
13455
0
6620
MITSUBISHI FINL ADR
COM
606822104
1505
225270
SH
SOLE
225270
0
0
MIZUHO FINL GROUP ADR
COM
60687Y109
417
95560
SH
SOLE
95560
0
0
MKS INSTRUMENTS INC COMMON STO
COM
55306N104
2619
87463
SH
SOLE
47210
0
40253
MOBILE MINI INC COMMON STOCK U
COM
60740F105
2555
62041
SH
SOLE
34091
0
27950
MODINE MANUFACTURING CO COMMON
COM
607828100
853
66560
SH
SOLE
29881
0
36679
MODUSLINK GLOBAL SOLUTIONS I C
COM
60786L107
293
51106
SH
SOLE
21629
0
29477
MOHAWK INDUSTRIES INC COMMON S
COM
608190104
11110
74615
SH
SOLE
36074
0
38541
MOLINA HEALTHCARE INC COMMON S
COM
60855R100
1347
38753
SH
SOLE
29113
0
9640
MOLSON COORS BREWING CO B COM
COM
60871R209
12141
216224
SH
SOLE
113387
0
102837
MOLYCORP INC COMMON STOCK
COM
608753109
1016
180769
SH
SOLE
69679
0
111090
MOMENTA PHARMACEUTICALS INC CO
COM
60877T100
1014
57336
SH
SOLE
37346
0
19990
MONARCH CASINO + RESORT INC CO
COM
609027107
255
12683
SH
SOLE
6263
0
6420
MONDELEZ INTERNATIONAL INC
COM
609207105
108347
3069307
SH
SOLE
1502862
0
1566445
MONEYGRAM INTERNATIONAL INC CO
COM
60935Y208
583
28054
SH
SOLE
11931
0
16123
MONMOUTH REIT CLASS A REIT USD
COM
609720107
566
62229
SH
SOLE
26909
0
35320
MONOLITHIC POWER SYSTEMS INC C
COM
609839105
1597
46066
SH
SOLE
33096
0
12970
MONOTYPE IMAGING HOLDINGS IN C
COM
61022P100
1433
44972
SH
SOLE
33982
0
10990
MONRO MUFFLER BRAKE INC COMMON
COM
610236101
3695
65566
SH
SOLE
54609
0
10957
MONSANTO CO COMMON STOCK USD.0
COM
61166W101
109569
940102
SH
SOLE
486260
0
453842
MONSTER BEVERAGE CORP
COM
611740101
13789
203472
SH
SOLE
124168
0
79304
MONSTER WORLDWIDE INC COMMON S
COM
611742107
1207
169253
SH
SOLE
83753
0
85500
MONTPELIER RE HOLDINGS LTD COM
COM
G62185106
2233
76749
SH
SOLE
38799
0
37950
MOODY S CORP COMMON STOCK USD.
COM
615369105
32188
410189
SH
SOLE
291226
0
118963
MOOG INC CLASS A COMMON STOCK
COM
615394202
5110
75210
SH
SOLE
41050
0
34160
MORGAN STANLEY COMMON STOCK US
COM
617446448
77318
2465483
SH
SOLE
1233297
0
1232186
MORGANS HOTEL GROUP CO COMMON
COM
61748W108
269
33080
SH
SOLE
17040
0
16040
MORNINGSTAR INC COMMON STOCK N
COM
617700109
1419
18171
SH
SOLE
11940
0
6231
MOSAIC CO/THE COMMON STOCK USD
COM
61945C103
24817
525010
SH
SOLE
263675
0
261335
MOSYS INC COMMON STOCK USD.01
COM
619718109
237
42862
SH
SOLE
26942
0
15920
MOTOROLA SOLUTIONS INC COMMON
COM
620076307
24851
368162
SH
SOLE
220042
0
148120
MOVADO GROUP INC COMMON STOCK
COM
624580106
1239
28152
SH
SOLE
14662
0
13490
MOVE INC
COM
62458M207
562
35116
SH
SOLE
23657
0
11459
MRC GLOBAL INC COM
COM
55345K103
1760
54548
SH
SOLE
35030
0
19518
MSC INDUSTRIAL DIRECT CO A COM
COM
553530106
7525
93055
SH
SOLE
79336
0
13719
MSCI INC A COMMON STOCK USD.01
COM
55354G100
7853
179625
SH
SOLE
141660
0
37965
MTS SYSTEMS CORP COMMON STOCK
COM
553777103
2982
41856
SH
SOLE
35346
0
6510
MUELLER INDUSTRIES INC COMMON
COM
624756102
2365
37533
SH
SOLE
27043
0
10490
MUELLER WATER PRODUCTS INC A C
COM
624758108
1335
142427
SH
SOLE
97227
0
45200
MULTI COLOR CORP COMMON STOCK
COM
625383104
604
15992
SH
SOLE
10332
0
5660
MULTI FINELINE ELECTRONIX IN C
COM
62541B101
190
13676
SH
SOLE
5216
0
8460
MULTIMEDIA GAMES HOLDING CO CO
COM
625453105
1015
32374
SH
SOLE
24054
0
8320
MURPHY OIL CORP COMMON STOCK U
COM
626717102
17048
262760
SH
SOLE
134415
0
128345
MURPHY USA INC
COM
626755102
2653
63829
SH
SOLE
49243
0
14586
MVC CAPITAL INC COMMON STOCK U
COM
553829102
404
29919
SH
SOLE
13160
0
16759
MWI VETERINARY SUPPLY INC COMM
COM
55402X105
3138
18397
SH
SOLE
13825
0
4572
MYERS INDUSTRIES INC COMMON ST
COM
628464109
934
44205
SH
SOLE
22925
0
21280
MYLAN INC COMMON STOCK USD.5
COM
628530107
28387
654067
SH
SOLE
340046
0
314021
MYR GROUP INC/DELAWARE COMMON
COM
55405W104
691
27570
SH
SOLE
12250
0
15320
MYRIAD GENETICS INC COMMON STO
COM
62855J104
1590
75765
SH
SOLE
48684
0
27081
N B T BANCORP INC COMMON STOCK
COM
628778102
2544
98215
SH
SOLE
64629
0
33586
NABORS INDUSTRIES LTD COMMON S
COM
G6359F103
7607
447712
SH
SOLE
259344
0
188368
NACCO INDUSTRIES CL A COMMON S
COM
629579103
473
7602
SH
SOLE
3561
0
4041
NANOMETRICS INC COMMON STOCK N
COM
630077105
546
28678
SH
SOLE
17938
0
10740
NANOSPHERE INC COM
COM
63009F105
90
39138
SH
SOLE
24718
0
14420
NASB FINL INC COM
COM
628968109
208
6897
SH
SOLE
2427
0
4470
NASDAQ OMX GROUP/THE COMMON ST
COM
631103108
6474
162665
SH
SOLE
87018
0
75647
NATIONAL BANKSHARES INC/VA COM
COM
634865109
342
9264
SH
SOLE
4204
0
5060
NATIONAL BEVERAGE CORP COMMON
COM
635017106
594
29440
SH
SOLE
23900
0
5540
NATIONAL CINEMEDIA INC COMMON
COM
635309107
1443
72304
SH
SOLE
35434
0
36870
NATIONAL FUEL GAS CO COMMON ST
COM
636180101
7945
111273
SH
SOLE
87621
0
23652
NATIONAL GRID TRANS ADR
COM
636274300
880
13471
SH
SOLE
13471
0
0
NATIONAL HEALTHCARE CORP COMMO
COM
635906100
806
14954
SH
SOLE
6244
0
8710
NATIONAL INSTRUMENTS CORP COMM
COM
636518102
7646
238773
SH
SOLE
210523
0
28250
NATIONAL INTERSTATE CORP COMMO
COM
63654U100
239
10410
SH
SOLE
5050
0
5360
NATIONAL OILWELL VARCO INC COM
COM
637071101
58339
733550
SH
SOLE
370097
0
363453
NATIONAL PRESTO INDS INC COMMO
COM
637215104
700
8695
SH
SOLE
4466
0
4229
NATIONAL RESEARCH CORP COMMON
COM
637372202
204
10830
SH
SOLE
5390
0
5440
NATIONAL RETAIL PROPERTIES REI
COM
637417106
5234
172577
SH
SOLE
130830
0
41747
NATIONSTAR MTGE HLDGS INC COM
COM
63861C109
612
16550
SH
SOLE
11280
0
5270
NATL HEALTH INVESTORS INC REIT
COM
63633D104
2888
51488
SH
SOLE
40418
0
11070
NATL PENN BCSHS INC COMMON STO
COM
637138108
2222
196112
SH
SOLE
105745
0
90367
NATL WESTERN LIFE INS CL A COM
COM
638522102
816
3650
SH
SOLE
1762
0
1888
NATURAL GAS SERVICES GROUP COM
COM
63886Q109
488
17713
SH
SOLE
8723
0
8990
NATURAL GROCERS BY VITAMIN C
COM
63888U108
325
7648
SH
SOLE
5108
0
2540
NATURES SUNSHINE PRODS INC COM
COM
639027101
243
14041
SH
SOLE
6141
0
7900
NATUS MEDICAL INC COMMON STOCK
COM
639050103
916
40729
SH
SOLE
24659
0
16070
NAUTILUS INC COM
COM
63910B102
258
30655
SH
SOLE
18025
0
12630
NAVIDEA BIOPHARMACEUTICALS INC
COM
63937X103
231
111621
SH
SOLE
70061
0
41560
NAVIGANT CONSULTING INC COMMON
COM
63935N107
1629
84832
SH
SOLE
45382
0
39450
NAVIGATORS GROUP INC COMMON ST
COM
638904102
1134
17950
SH
SOLE
9697
0
8253
NAVISTAR INTERNATIONAL CORP CO
COM
63934E108
1584
41477
SH
SOLE
23875
0
17602
NCI BUILDING SYSTEMS INC COMMO
COM
628852204
365
20787
SH
SOLE
13197
0
7590
NCR CORPORATION COMMON STOCK U
COM
62886E108
8826
259136
SH
SOLE
210523
0
48613
NEENAH PAPER INC COMMON STOCK
COM
640079109
1124
26284
SH
SOLE
13239
0
13045
NEKTAR THERAPEUTICS COMMON STO
COM
640268108
1685
148487
SH
SOLE
93247
0
55240
NELNET INC CL A COMMON STOCK U
COM
64031N108
1703
40411
SH
SOLE
22042
0
18369
NEOGEN CORP COMMON STOCK USD.1
COM
640491106
1869
40907
SH
SOLE
30732
0
10175
NEOGENOMICS INC
COM
64049M209
103
28477
SH
SOLE
18937
0
9540
NEONODE INC COM
COM
64051M402
137
21667
SH
SOLE
14507
0
7160
NEOPHOTONICS CORP COMMON STOCK
COM
64051T100
180
25459
SH
SOLE
10799
0
14660
NETAPP INC COMMON STOCK USD.00
COM
64110D104
21781
529424
SH
SOLE
316254
0
213170
NETFLIX INC COMMON STOCK USD.0
COM
64110L106
31427
85360
SH
SOLE
51435
0
33925
NETGEAR INC COMMON STOCK USD.0
COM
64111Q104
2107
63950
SH
SOLE
33524
0
30426
NETSCOUT SYSTEMS INC COMMON ST
COM
64115T104
1438
48612
SH
SOLE
34312
0
14300
NETSUITE INC COMMON STOCK USD.
COM
64118Q107
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64125C109
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NEUSTAR INC CLASS A COMMON STO
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64126X201
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649445103
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649604501
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651587107
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65251F105
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65339F101
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62912R107
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65373J209
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654106103
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654624105
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65473P105
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629156407
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655044105
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654902204
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65535H208
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655663102
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655664100
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655844108
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665859104
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66611T108
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667655104
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667746101
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670002104
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670100205
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62942X108
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67020Q305
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67066G104
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67072V103
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67103H107
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674599105
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675232102
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OCEANFIRST FINANCIAL CORP COMM
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675234108
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ODYSSEY MARINE EXPLORATION COM
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676118102
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676220106
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67103X102
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677864100
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678026105
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679580100
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OLIN CORP COMMON STOCK USD1.
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68210P107
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OMEROS CORP COM
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682143102
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OMNIVISION TECHNOLOGIES INC CO
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682128103
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OMNOVA SOLUTIONS INC COMMON ST
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ON ASSIGNMENT INC COMMON STOCK
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ON SEMICONDUCTOR CORPORATION C
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68230A106
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682406103
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ONEBEACON INSURANCE GROUP A CO
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ONEOK INC COMMON STOCK USD.01
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ONSTREAM MEDIA CORP COM
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682875208
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68372A104
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OPKO HEALTH INC COMMON STOCK U
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OPLINK COMMUNICATIONS INC COMM
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ORACLE CORP COMMON STOCK USD.0
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ORANGE ADR
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ORBCOMM INC COMMON STOCK USD.0
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ORBITAL SCIENCES CORP COMMON S
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ORBITZ WORLDWIDE INC COMMON ST
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68557K109
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OREXIGEN THERAPEUTICS INC COMM
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686164104
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ORIENT EXPRESS HOTELS LTD A C
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ORION MARINE GROUP INC COMMON
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68628V308
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ORITANI FINANCIAL CORP COMMON
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68633D103
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ORIX CORP ADR
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686688102
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ORTHOFIX INTERNATIONAL NV COMM
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OSI SYSTEMS INC COMMON STOCK N
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671044105
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OSIRIS THERAPEUTICS INC COMMON
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68827R108
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OTTER TAIL CORP COMMON STOCK U
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OUTERWALL INC
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690070107
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OVERSTOCK.COM INC COMMON STOCK
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690370101
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OWENS CORNING COMMON STOCK USD
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690742101
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OWENS ILLINOIS INC COMMON STOC
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690768403
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OXFORD INDUSTRIES INC COMMON S
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691497309
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69331C108
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69373H106
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PACIFIC BIOSCIENCES OF CALIF C
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69404D108
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PACIFIC CONTINENTAL CORP COMMO
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PACIFIC PREMIER BNCRP COM
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69478X105
316
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PACIFIC SUNWEAR OF CALIF COMMO
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694873100
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PACIRA PHARMACEUTICALS INC COM
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695127100
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PACKAGING CORP OF AMERICA COMM
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695156109
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PACWEST BANCORP COMMON STOCK N
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695263103
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PALL CORP COMMON STOCK USD.1
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696429307
17955
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SOLE
142178
0
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PALO ALTO NETWORKS INC
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697435105
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SOLE
18080
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PANDORA MEDIA INC COM
COM
698354107
2888
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PANERA BREAD COMPANY CLASS A C
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69840W108
7717
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PANHANDLE OIL AND GAS INC A CO
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698477106
256
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PANTRY INC COMMON STOCK USD.01
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698657103
544
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14871
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PAPA JOHN S INTL INC COMMON ST
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698813102
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SOLE
35286
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PARAMOUNT GOLD AND SILVER COMM
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69924P102
111
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SOLE
79484
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PAREXEL INTERNATIONAL CORP COM
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699462107
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SOLE
64855
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PARK ELECTROCHEMICAL CORP COMM
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700416209
963
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SOLE
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PARK NATIONAL CORP COMMON STOC
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700658107
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7801
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PARK OHIO HOLDINGS CORP COMMON
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700666100
408
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SOLE
5289
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PARK STERLING CORP COMMON STOC
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70086Y105
404
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24089
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PARKER DRILLING CO COMMON STOC
COM
701081101
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SOLE
79363
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PARKER HANNIFIN CORP COMMON ST
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701094104
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121600
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PARKERVISION INC COM
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701354102
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51557
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PARKWAY PROPERTIES INC REIT US
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70159Q104
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PARTNERRE LTD COMMON STOCK USD
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G6852T105
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PATRIOT TRANSPORTATION HLDG CO
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70337B102
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PATTERN ENERGY GROUP INC
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70338P100
556
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SOLE
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PATTERSON COS INC COMMON STOCK
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703395103
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85365
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PATTERSON UTI ENERGY INC COMMO
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703481101
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164802
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PAYCHEX INC COMMON STOCK USD.0
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704326107
28351
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SOLE
427719
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PBF ENERGY INC
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69318G106
432
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SOLE
7790
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PC CONNECTION INC COMMON STOCK
COM
69318J100
304
12240
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SOLE
5430
0
6810
PC TEL INC COMMON STOCK USD.00
COM
69325Q105
241
25196
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SOLE
12896
0
12300
PDC Energy Inc
COM
69327R101
3098
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SH
SOLE
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0
27560
PDF SOLUTIONS INC COMMON STOCK
COM
693282105
611
23866
SH
SOLE
16646
0
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PDL BIOPHARMA INC COMMON STOCK
COM
69329Y104
1237
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SOLE
98729
0
47820
PEABODY ENERGY CORP COMMON STO
COM
704549104
7381
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SH
SOLE
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0
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PEAPACK-GLADSTONE FNL COM
COM
704699107
216
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SH
SOLE
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0
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PEARSON PLC ADR
COM
705015105
329
14700
SH
SOLE
14700
0
0
PEBBLEBROOK HOTEL TRUST REIT U
COM
70509V100
3053
99247
SH
SOLE
46235
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53012
PEGASYSTEMS INC COMMON STOCK U
COM
705573103
941
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SH
SOLE
12938
0
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PENDRELL CORP COMMON STOCK USD
COM
70686R104
419
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SOLE
89990
0
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PENFORD CORP COM
COM
707051108
175
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SOLE
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PENN NATIONAL GAMING INC COMMO
COM
707569109
678
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SOLE
26942
0
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PENN REAL ESTATE INVEST TST RE
COM
709102107
2174
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SOLE
56229
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PENN VIRGINIA CORP COMMON STOC
COM
707882106
796
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SOLE
39062
0
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PENNANTPARK FLOATING RATE CAP
COM
70806A106
221
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SH
SOLE
5623
0
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PENNANTPARK INVESTMENT CORP CO
COM
708062104
1143
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SOLE
50707
0
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PENNS WOODS BANCORP INC COMMON
COM
708430103
360
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SOLE
3702
0
3350
PENNYMAC FINL SVCS INC
COM
70932B101
284
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SOLE
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PENNYMAC MORTGAGE INVESTMENT R
COM
70931T103
2047
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SOLE
38631
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PENSKE AUTOMOTIVE GROUP INC CO
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70959W103
2907
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SOLE
33068
0
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PENSON WORLDWIDE INC COM ESCRO
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709ESC107
0
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SOLE
11700
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2000
PENTAIR LTD
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H6169Q108
21366
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SOLE
156019
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119071
PEOPLE S UNITED FINANCIAL COMM
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712704105
8928
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SOLE
393251
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PEOPLES BANCORP INC COMMON STO
COM
709789101
310
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SOLE
5905
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PEP BOYS MANNY MOE + JACK COMM
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713278109
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SOLE
44192
0
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PEPCO HOLDINGS INC COMMON STOC
COM
713291102
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SOLE
187176
0
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PEPSICO INC COMMON STOCK USD.0
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713448108
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SOLE
1411401
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PEREGRINE PHARMACEUTICALS COMM
COM
713661304
128
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SOLE
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PEREGRINE SEMICONDUCTOR CORP
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71366R703
169
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SOLE
15271
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PERFICIENT INC COMMON STOCK US
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71375U101
1228
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SOLE
28470
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PERFORMANT FINANCIAL CORP
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71377E105
199
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PERICOM SEMICONDUCTOR CORP COM
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713831105
294
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16553
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PERKINELMER INC COMMON STOCK U
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714046109
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SOLE
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PERNIX THERAPEUTICS HOLDINGS
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71426V108
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PERRIGO CO PLC
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G97822103
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PERRY ELLIS INTERNATIONAL COMM
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288853104
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11571
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PETMED EXPRESS INC COMMON STOC
COM
716382106
359
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15797
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PETROLEO BRASILEIRO ADR
COM
71654V101
428
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PETROQUEST ENERGY INC COMMON S
COM
716748108
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PETSMART INC COMMON STOCK USD.
COM
716768106
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SOLE
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PFIZER INC COMMON STOCK USD.05
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717081103
317617
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SOLE
5433535
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PGT INC
COM
69336V101
289
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SOLE
19009
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PHARMACYCLICS INC COMMON STOCK
COM
716933106
5484
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SOLE
33854
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PHARMERICA CORP COMMON STOCK U
COM
71714F104
1100
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SOLE
27919
0
23246
PHH CORP COMMON STOCK USD.01
COM
693320202
2017
82821
SH
SOLE
38771
0
44050
PHI INC NON VOTING COMMON STOC
COM
69336T205
758
17468
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SOLE
8653
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PHILIP MORRIS INTERNATIONAL CO
COM
718172109
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SOLE
1450489
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PHILIPS ELEC ADR
COM
500472303
413
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SOLE
11170
0
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PHILLIPS 66
COM
718546104
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SOLE
512886
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PHOENIX COMPANIES INC COMMON S
COM
71902E604
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SOLE
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PHOTOMEDEX INC COM
COM
719358301
218
16817
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SOLE
8117
0
8700
PHOTRONICS INC COMMON STOCK US
COM
719405102
782
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SOLE
39280
0
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PHYSICIANS REALTY TRUST
COM
71943U104
147
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SOLE
500
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11000
PICO HOLDINGS INC COMMON STOCK
COM
693366205
726
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SOLE
14181
0
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PIEDMONT NATURAL GAS CO COMMON
COM
720186105
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SOLE
66499
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PIEDMONT OFFICE REALTY TRU A R
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720190206
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SOLE
66122
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PIER 1 IMPORTS INC COMMON STOC
COM
720279108
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SOLE
72645
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PIKE CORPORATION COMMON STOCK
COM
721283109
306
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SOLE
14759
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14220
PILGRIM S PRIDE CORP COMMON ST
COM
72147K108
1005
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SOLE
44595
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PINNACLE ENTERTAINMENT INC COM
COM
723456109
2042
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SOLE
57079
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21473
PINNACLE FINANCIAL PARTNERS CO
COM
72346Q104
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58734
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SOLE
31306
0
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PINNACLE FOODS INC DEL
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72348P104
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SOLE
14655
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8050
PINNACLE WEST CAPITAL COMMON S
COM
723484101
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SOLE
88555
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PIONEER ENERGY SERVICES CORP
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723664108
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SOLE
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PIONEER NATURAL RESOURCES CO C
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723787107
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SOLE
123310
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PIPER JAFFRAY COS COMMON STOCK
COM
724078100
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SOLE
14654
0
13823
PITNEY BOWES INC COMMON STOCK
COM
724479100
7665
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SOLE
197067
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PLANET PAYMENT INC
COM
U72603118
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SOLE
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PLANTRONICS INC COMMON STOCK U
COM
727493108
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SOLE
70440
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PLATINUM UNDERWRITERS HLDGS CO
COM
G7127P100
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54689
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SOLE
29529
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PLEXUS CORP COMMON STOCK USD.0
COM
729132100
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SOLE
29306
0
27040
PLUM CREEK TIMBER CO REIT USD.
COM
729251108
13899
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SH
SOLE
169664
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129173
PLX TECHNOLOGY INC COMMON STOC
COM
693417107
268
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SOLE
26220
0
14530
PLY GEM HLDGS INC
COM
72941W100
256
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SOLE
8917
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PMC SIERRA INC COMMON STOCK
COM
69344F106
1634
254087
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SOLE
129937
0
124150
PMFG INC COMMON STOCK USD1.
COM
69345P103
240
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SOLE
11361
0
15160
PNC FINANCIAL SERVICES GROUP C
COM
693475105
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SH
SOLE
437865
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PNM RESOURCES INC COMMON STOCK
COM
69349H107
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SOLE
123946
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POLARIS INDUSTRIES INC COMMON
COM
731068102
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SOLE
110295
0
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POLYCOM INC COMMON STOCK USD.0
COM
73172K104
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SOLE
164671
0
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POLYONE CORPORATION COMMON STO
COM
73179P106
4803
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SOLE
100698
0
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POLYPORE INTERNATIONAL INC COM
COM
73179V103
1765
45379
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SOLE
29649
0
15730
POOL CORP COMMON STOCK USD.001
COM
73278L105
3523
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SOLE
43929
0
16670
POPULAR INC COMMON STOCK USD6.
COM
733174700
1994
69403
SH
SOLE
38868
0
30535
PORTFOLIO RECOVERY ASSOCIATE C
COM
73640Q105
3533
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SOLE
49653
0
17201
PORTLAND GENERAL ELECTRIC CO C
COM
736508847
3874
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SH
SOLE
69034
0
59260
PORTOLA PHARMACEUTICALS COM
COM
737010108
223
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SH
SOLE
5811
0
2840
PORTUGAL TELECOM ADR
COM
737273102
46
10595
SH
SOLE
10595
0
0
POSCO ADR
COM
693483109
509
6521
SH
SOLE
6521
0
0
POST HOLDINGS INC
COM
737446104
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72357
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SOLE
47357
0
25000
POST PROPERTIES INC REIT USD.0
COM
737464107
2283
50473
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SOLE
30602
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POTASH CORP SASKATCHEWAN, INC
COM
73755L107
391
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SOLE
11871
0
0
POTLATCH CORP REIT USD1.
COM
737630103
3430
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SOLE
64909
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17260
POWELL INDUSTRIES INC COMMON S
COM
739128106
1018
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SOLE
7344
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POWER INTEGRATIONS INC COMMON
COM
739276103
1920
34399
SH
SOLE
24759
0
9640
POWERSECURE INTERNATIONAL IN C
COM
73936N105
287
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SOLE
11141
0
5550
POZEN INC COMMON STOCK USD.001
COM
73941U102
281
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SH
SOLE
15280
0
19610
PPG INDUSTRIES INC COMMON STOC
COM
693506107
48306
254696
SH
SOLE
133765
0
120931
PPL CORPORATION COMMON STOCK U
COM
69351T106
25646
852294
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SOLE
465050
0
387244
PRAXAIR INC COMMON STOCK USD.0
COM
74005P104
75140
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SOLE
321952
0
255915
PRECISION CASTPARTS CORP COMMO
COM
740189105
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SOLE
135591
0
137191
PREFERRED BANK LOS ANGELES COM
COM
740367404
306
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SH
SOLE
6608
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PREFORMED LINE PRODUCTS CO COM
COM
740444104
332
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SOLE
1439
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3100
PREMIER INC'CL A
COM
74051N102
628
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SOLE
12230
0
4850
PREMIERE GLOBAL SERVICES INC C
COM
740585104
896
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SOLE
42099
0
35220
PRESTIGE BRANDS HOLDINGS INC C
COM
74112D101
2322
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SOLE
47627
0
17230
PRGX GLOBAL INC COMMON STOCK U
COM
69357C503
248
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SOLE
16008
0
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PRICELINE.COM INC COMMON STOCK
COM
741503403
105318
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SOLE
46371
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PRICESMART INC COMMON STOCK US
COM
741511109
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SOLE
14572
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PRIMERICA INC COMMON STOCK
COM
74164M108
5153
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SOLE
76689
0
43410
PRIMORIS SERVICES CORP COMMON
COM
74164F103
1010
32440
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SOLE
22900
0
9540
PRINCIPAL FINANCIAL GROUP COMM
COM
74251V102
19033
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SOLE
211625
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PRIVATEBANCORP INC COMMON STOC
COM
742962103
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SOLE
53632
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PROASSURANCE CORP COMMON STOCK
COM
74267C106
4361
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SOLE
73039
0
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PROCERA NETWORKS INC COMMON ST
COM
74269U203
423
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SOLE
14914
0
13240
PROCTER + GAMBLE CO/THE COMMON
COM
742718109
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SOLE
2453527
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PROGENICS PHARMACEUTICALS COMM
COM
743187106
287
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SOLE
30019
0
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PROGRESS SOFTWARE CORP COMMON
COM
743312100
2039
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SOLE
49875
0
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PROGRESSIVE CORP COMMON STOCK
COM
743315103
24448
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SOLE
544313
0
352189
PROLOGIS INC REIT USD.01
COM
74340W103
26371
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SH
SOLE
362330
0
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PROOFPOINT INC COM
COM
743424103
655
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SH
SOLE
13490
0
6270
PROS HOLDINGS INC COMMON STOCK
COM
74346Y103
894
22413
SH
SOLE
15953
0
6460
PROSPECT CAPITAL CORP COMMON S
COM
74348T102
4421
394035
SH
SOLE
190046
0
203989
PROSPERITY BANCSHARES INC COMM
COM
743606105
11222
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SOLE
129044
0
47990
PROTECTIVE LIFE CORP COMMON ST
COM
743674103
5491
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SOLE
85437
0
22945
PROTO LABS INC COM
COM
743713109
1178
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SOLE
11395
0
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PROVIDENCE SERVICE CORP COMMON
COM
743815102
299
11634
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SOLE
8594
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PROVIDENT FINANCIAL SERVICES C
COM
74386T105
2000
103525
SH
SOLE
56282
0
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PROVIDENT FINL HLDGS COM
COM
743868101
173
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SOLE
4876
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PRTOTHENA CORP PLC
COM
G72800108
457
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SOLE
6813
0
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PRUDENTIAL FINANCIAL INC COMMO
COM
744320102
73193
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SOLE
399721
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PRUDENTIAL PLC ADR
COM
74435K204
829
18430
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SOLE
18430
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PS BUSINESS PARKS INC/CA REIT
COM
69360J107
2002
26197
SH
SOLE
18457
0
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PTC INC.
COM
69370C100
7775
219700
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SOLE
177220
0
42480
PUBLIC SERVICE ENTERPRISE GP C
COM
744573106
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SOLE
388022
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PUBLIC STORAGE REIT USD.1
COM
74460D109
50862
337907
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SOLE
200456
0
137451
PULTEGROUP INC COMMON STOCK US
COM
745867101
11227
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SH
SOLE
339794
0
211377
PUMA BIOTECHNOLOGY INC
COM
74587V107
2270
21924
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SOLE
15434
0
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PURE CYCLE CORP COM
COM
746228303
93
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SOLE
9819
0
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PVH CORP COMMON STOCK USD1.
COM
693656100
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SOLE
73950
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PZENA INVESTMENT MANAGM CL A C
COM
74731Q103
197
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SOLE
13519
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QEP RESOURCES INC COMMON STOCK
COM
74733V100
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SOLE
157848
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119051
QIAGEN N.V. COMMON STOCK EUR.0
COM
N72482107
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SOLE
89190
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QLIK TECHNOLOGIES INC COMMON S
COM
74733T105
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SOLE
65117
0
28550
QLOGIC CORP COMMON STOCK USD.0
COM
747277101
1651
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SOLE
65629
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QUAD GRAPHICS INC COMMON STOCK
COM
747301109
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14443
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QUAKER CHEMICAL CORP COMMON ST
COM
747316107
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SOLE
11798
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QUALCOMM INC COMMON STOCK USD.
COM
747525103
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SOLE
1669598
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QUALITY DISTRIBUTION INC COMMO
COM
74756M102
308
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SOLE
11886
0
12110
QUALITY SYSTEMS INC COMMON STO
COM
747582104
1975
93794
SH
SOLE
79244
0
14550
QUANEX BUILDING PRODUCTS COMMO
COM
747619104
1166
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SH
SOLE
29740
0
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QUANTA SERVICES INC COMMON STO
COM
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SOLE
169212
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126843
QUANTUM CORP COMMON STOCK USD.
COM
747906204
337
281026
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SOLE
126472
0
154554
QUEST DIAGNOSTICS INC COMMON S
COM
74834L100
11763
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SOLE
123749
0
95953
QUESTAR CORP COMMON STOCK NPV
COM
748356102
5757
250394
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SOLE
195074
0
55320
QUESTCOR PHARMACEUTICALS COMMO
COM
74835Y101
6344
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SOLE
98464
0
18050
QUICKSILVER RESOURCES INC COMM
COM
74837R104
496
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SOLE
74324
0
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QUIDEL CORP COMMON STOCK USD.0
COM
74838J101
978
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SOLE
21086
0
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QUIKSILVER INC COMMON STOCK US
COM
74838C106
1473
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SOLE
107753
0
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QUINSTREET INC COMMON STOCK
COM
74874Q100
389
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SOLE
22010
0
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QUINTILES TRANSNATIONAL COM
COM
74876Y101
909
19625
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SOLE
12215
0
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Qualys, Inc.
COM
74758T303
302
13063
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SOLE
8783
0
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RACKSPACE HOSTING INC COMMON S
COM
750086100
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SOLE
143289
0
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RADIAN GROUP INC COMMON STOCK
COM
750236101
3386
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SOLE
125673
0
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RADIOSHACK CORP COMMON STOCK U
COM
750438103
361
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SH
SOLE
58086
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RADISYS CORP COMMON STOCK NPV
COM
750459109
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SOLE
12912
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RAIT FINANCIAL TRUST REIT USD.
COM
749227609
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SOLE
43411
0
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RALPH LAUREN CORP COMMON STOCK
COM
751212101
21103
119515
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SOLE
81884
0
37631
RAMBUS INC COMMON STOCK USD.00
COM
750917106
1052
111130
SH
SOLE
73190
0
37940
RAMCO GERSHENSON PROPERTIES RE
COM
751452202
1467
93183
SH
SOLE
40945
0
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RANGE RESOURCES CORP COMMON ST
COM
75281A109
22001
260954
SH
SOLE
156189
0
104765
RAPTOR PHARMACEUTICAL CORP COM
COM
75382F106
708
54412
SH
SOLE
37652
0
16760
RAVEN INDUSTRIES INC COMMON ST
COM
754212108
2520
61252
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SOLE
46892
0
14360
RAYMOND JAMES FINANCIAL INC CO
COM
754730109
8812
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SOLE
132939
0
35906
RAYONIER INC REIT NPV
COM
754907103
10589
251510
SH
SOLE
205157
0
46353
RAYTHEON COMPANY COMMON STOCK
COM
755111507
52952
583811
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SOLE
342725
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241086
RBC BEARINGS INC COMMON STOCK
COM
75524B104
1890
26709
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SOLE
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0
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RE/MAX HOLDINGS INC-CL A
COM
75524W108
253
7900
SH
SOLE
1600
0
6300
READING INTERNATINAL CL A
COM
755408101
164
21954
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SOLE
9334
0
12620
REALD INC COMMON STOCK USD.000
COM
75604L105
330
38597
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SOLE
24387
0
14210
REALNETWORKS INC COMMON STOCK
COM
75605L708
237
31349
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SOLE
13425
0
17924
REALPAGE INC COMMON STOCK
COM
75606N109
1017
43486
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SOLE
28206
0
15280
REALTY INCOME CORP REIT USD1.
COM
756109104
10932
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SOLE
223549
0
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RED HAT INC COMMON STOCK USD.0
COM
756577102
16297
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SOLE
175071
0
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RED ROBIN GOURMET BURGERS COMM
COM
75689M101
1326
18037
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SOLE
11427
0
6610
REDWOOD TRUST INC REIT USD.01
COM
758075402
2354
121538
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SOLE
59518
0
62020
REED ELSEVIER PLC ADR
COM
758205207
223
3710
SH
SOLE
3710
0
0
REGAL BELOIT CORP COMMON STOCK
COM
758750103
4435
60159
SH
SOLE
48332
0
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REGAL ENTERTAINMENT GROUP A CO
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758766109
1498
77031
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SOLE
54103
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REGENCY CENTERS CORP REIT USD.
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758849103
6716
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SOLE
107462
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REGENERON PHARMACEUTICALS COMM
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75886F107
38485
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SOLE
71348
0
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REGIONS FINANCIAL CORP COMMON
COM
7591EP100
19044
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SOLE
1089082
0
836538
REGIS CORP COMMON STOCK USD.05
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758932107
1128
77742
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SOLE
40872
0
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REINSURANCE GROUP OF AMERICA C
COM
759351604
7768
100353
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SOLE
78816
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21537
RELIANCE STEEL + ALUMINUM COMM
COM
759509102
7979
105213
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SOLE
82670
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REMY INTERNATIONAL INC
COM
759663107
413
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SOLE
7521
0
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RENAISSANCERE HOLDINGS LTD COM
COM
G7496G103
3086
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SOLE
18759
0
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RENASANT CORP COMMON STOCK USD
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75970E107
1285
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SOLE
18631
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RENEWABLE ENERGY GROUP
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75972A301
287
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SOLE
11599
0
13450
RENT A CENTER INC COMMON STOCK
COM
76009N100
4189
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SOLE
82240
0
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RENTECH INC COMMON STOCK USD.0
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760112102
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RENTRAK CORP COMMON STOCK USD.
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760174102
352
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REPLIGEN CORP COM
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759916109
626
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36073
0
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REPROS THERAPEUTICS COM
COM
76028H209
359
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SOLE
13091
0
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REPUBLIC AIRWAYS HOLDINGS IN C
COM
760276105
627
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SOLE
31488
0
27121
REPUBLIC BANCORP INC CLASS A C
COM
760281204
381
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0
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REPUBLIC SERVICES INC COMMON S
COM
760759100
13163
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212040
0
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RESMED INC COMMON STOCK USD.00
COM
761152107
13922
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SOLE
244305
0
51404
RESOLUTE ENERGY CORP COMMON ST
COM
76116A108
785
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SOLE
37648
0
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RESOLUTE FOREST PRODUCTS
COM
76117W109
1572
98133
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SOLE
43479
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RESOURCE AMERICA INC CL A
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761195205
143
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SOLE
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0
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RESOURCE CAPITAL CORP REIT USD
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76120W302
1001
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SOLE
73736
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RESOURCES CONNECTION INC COMMO
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76122Q105
889
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SOLE
30026
0
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RESPONSYS INC COMMON STOCK USD
COM
761248103
1007
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SOLE
22721
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14010
RETAIL OPPORTUNITY INVESTMEN R
COM
76131N101
1732
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SOLE
60270
0
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RETAIL PROPERTIES AMERICA INC
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76131V202
1284
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SOLE
55205
0
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RETAILMENOT INC
COM
76132B106
221
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SOLE
4040
0
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REVLON INC CLASS A COMMON STOC
COM
761525609
338
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SOLE
6898
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REVOLUTION LIGHTING TECHNOLOGY
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76155G107
90
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SOLE
16983
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REX AMERICAN RESOURCES CORP CO
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761624105
322
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SOLE
3398
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REX ENERGY CORP COMMON STOCK U
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761565100
875
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SOLE
30943
0
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REXFORD INDUSTRIAL REALTY INC
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76169C100
145
10984
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SOLE
500
0
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REXNORD CORP NEW COM
COM
76169B102
712
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SOLE
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0
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REYNOLDS AMERICAN INC COMMON S
COM
761713106
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340577
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RF MICRO DEVICES INC COMMON ST
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749941100
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RICHARDSON ELEC LTD COMMON STO
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763165107
178
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7247
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RIGEL PHARMACEUTICALS INC COMM
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766559603
343
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SOLE
51500
0
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RIGNET INC COM
COM
766582100
534
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7748
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RIO TINTO PLC ADR
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767204100
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RITE AID CORP COMMON STOCK USD
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767754104
4284
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RIVERBED TECHNOLOGY INC COMMON
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768573107
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RLI CORP COMMON STOCK USD1.
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749607107
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RLJ LODGING TRUST REIT
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74965L101
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82318
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ROADRUNNER TRANSPORTATION SY C
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76973Q105
536
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SOLE
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ROBERT HALF INTL INC COMMON ST
COM
770323103
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SOLE
130335
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ROCK TENN COMPANY CL A COMMON
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772739207
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SOLE
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ROCKVILLE FINANCIAL INC COMMON
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774188106
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SOLE
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ROCKWELL AUTOMATION INC COMMON
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773903109
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139780
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ROCKWELL COLLINS INC COMMON ST
COM
774341101
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SOLE
177147
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ROCKWELL MEDICAL INC
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774374102
491
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SOLE
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ROCKWOOD HOLDINGS INC COMMON S
COM
774415103
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SOLE
39627
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ROFIN SINAR TECHNOLOGIES INC C
COM
775043102
1321
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SOLE
26557
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ROGERS COMMUNICATION ADR
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775109200
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5040
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ROGERS CORP COMMON STOCK USD1.
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775133101
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ROLLINS INC COMMON STOCK USD1.
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775711104
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SOLE
159227
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ROPER INDUSTRIES INC COMMON ST
COM
776696106
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SOLE
92857
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ROSETTA RESOURCES INC COMMON S
COM
777779307
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SOLE
89963
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ROSETTA STONE INC COMMON STOCK
COM
777780107
129
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SOLE
6761
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ROSS STORES INC COMMON STOCK U
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778296103
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SOLE
305179
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ROUNDY'S INC COM
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779268101
313
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SOLE
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0
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ROUSE PROPERTIES INC
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779287101
734
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ROVI CORP COMMON STOCK USD.001
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779376102
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ROWAN COMPANIES PLC
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G7665A101
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SOLE
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ROYAL BANK OF CANADA
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780087102
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SOLE
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ROYAL BK OF SCOTLAND GROUP ADR
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780097689
127
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SOLE
11170
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ROYAL CARIBBEAN CRUISES LTD CO
COM
V7780T103
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ROYAL GOLD INC COMMON STOCK US
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780287108
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SOLE
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RPC INC COMMON STOCK USD.1
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749660106
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SOLE
44314
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RPM INTERNATIONAL INC COMMON S
COM
749685103
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SOLE
168549
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RPX CORP COMMON STOCK
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74972G103
667
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SOLE
17944
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RR DONNELLEY + SONS CO COMMON
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257867101
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SOLE
235921
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RTI INTERNATIONAL METALS INC C
COM
74973W107
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SOLE
28291
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RTI SURGICAL INC
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74975N105
244
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SOLE
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RUBICON TECHNOLOGY INC COMMON
COM
78112T107
252
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SOLE
12794
0
12550
RUBY TUESDAY INC COMMON STOCK
COM
781182100
704
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SOLE
53916
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RUDOLPH TECHNOLOGIES INC COMMO
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781270103
615
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SOLE
28298
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RUSH ENTERPRISES INC CL A COMM
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781846209
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SOLE
26418
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RUTH S HOSPITALITY GROUP INC C
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783332109
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SOLE
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RYDER SYSTEM INC COMMON STOCK
COM
783549108
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SOLE
41364
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RYLAND GROUP INC/THE COMMON ST
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783764103
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SOLE
47830
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RYMAN HOSPITALITY PROPERTIES
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78377T107
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SOLE
34109
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Realogy Holdings Corp
COM
75605y106
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SOLE
64893
0
28870
Restoration Hardware Holdings,
COM
761283100
1128
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SOLE
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Ruckus Wireless, Inc.
COM
781220108
538
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SOLE
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S + T BANCORP INC COMMON STOCK
COM
783859101
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SOLE
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S.Y. BANCORP INC COMMON STOCK
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785060104
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SABRA HEALTH CARE REIT INC REI
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78573L106
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SOLE
33601
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SAFEGUARD SCIENTIFICS INC COMM
COM
786449207
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SAFETY INSURANCE GROUP INC COM
COM
78648T100
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SAFEWAY INC COMMON STOCK USD.0
COM
786514208
12490
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SOLE
214072
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SAGA COMMUNICATIONS INC CL A C
COM
786598300
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SOLE
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SAGENT PHARMACEUTICALS INC COM
COM
786692103
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SOLE
9701
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SAIA INC COMMON STOCK USD.001
COM
78709Y105
917
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SOLE
21726
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SALEM COMMUNICATIONS CL A COM
COM
794093104
111
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SOLE
5472
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SALESFORCE.COM INC COMMON STOC
COM
79466L302
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SOLE
509068
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SALIX PHARMACEUTICALS LTD COMM
COM
795435106
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SALLY BEAUTY HOLDINGS INC COMM
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79546E104
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SANCHEZ ENERGY CORP COM
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79970Y105
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SOLE
23096
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SANDERSON FARMS INC COMMON STO
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SANDISK CORP COMMON STOCK USD.
COM
80004C101
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SANDRIDGE ENERGY INC COMMON ST
COM
80007P307
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SOLE
193258
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SANDY SPRING BANCORP INC COMMO
COM
800363103
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SANFILLIPPO JOHN B SON COM
COM
800422107
254
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SOLE
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SANGAMO BIOSCIENCES INC COMMON
COM
800677106
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39594
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SANMINA CORP
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801056102
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SOLE
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SANOFI
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80105N105
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34110
0
0
SANTARUS INC COMMON STOCK USD.
COM
802817304
2560
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SOLE
59572
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SAP AKTIENGESELLSCHA ADR
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803054204
1120
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SOLE
12850
0
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SAPIENS INTL CORP COM
COM
N7716A151
165
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SOLE
9120
0
12240
SAPIENT CORPORATION COMMON STO
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803062108
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SOLE
84070
0
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SAREPTA THERAPEUTICS INC
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803607100
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22673
0
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SAUL CENTERS INC REIT USD.01
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804395101
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SBA COMMUNICATIONS CORP CL A C
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78388J106
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SCANA CORP COMMON STOCK NPV
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80589M102
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SCANSOURCE INC COMMON STOCK NP
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806037107
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SCHAWK INC COMMON STOCK USD.00
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806373106
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SCHLUMBERGER LTD COMMON STOCK
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806857108
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1023071
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SCHNITZER STEEL INDS INC A COM
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806882106
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SCHOLASTIC CORP COMMON STOCK U
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807066105
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SCHULMAN (A.) INC COMMON STOCK
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808194104
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SCHWAB (CHARLES) CORP COMMON S
COM
808513105
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SOLE
951716
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SCHWEITZER MAUDUIT INTL INC CO
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808541106
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SCICLONE PHARMACEUTICALS INC C
COM
80862K104
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SOLE
32932
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SCIENCE APPLICATIONS INTERNATI
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808625107
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SOLE
45209
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SCIENTIFIC GAMES CORP A COMMON
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80874P109
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SCIQUEST INC COMMON STOCK USD.
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80908T101
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SCORPIO TANKERS INC COMMON STO
COM
Y7542C106
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91799
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SCOTTS MIRACLE GRO CO CL A COM
COM
810186106
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SOLE
56290
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SCRIPPS NETWORKS INTER CL A CO
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811065101
14307
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SOLE
98325
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SEABOARD CORP COMMON STOCK USD
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811543107
1741
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SOLE
404
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SEACHANGE INTERNATIONAL INC CO
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811699107
522
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SOLE
19118
0
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SEACOAST BANKING CORP/FL COMMO
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811707801
249
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SOLE
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0
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SEACOR HOLDINGS INC COMMON STO
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811904101
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SOLE
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SEADRILL LIMITED COM
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G7945E105
12265
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SOLE
187505
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SEAGATE TECHNOLOGY
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SEALED AIR CORP COMMON STOCK U
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SEARS HOLDINGS CORP COMMON STO
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812350106
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SEARS HOMETOWN AND OUTLET STOR
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812362101
221
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SEATTLE GENETICS INC COMMON ST
COM
812578102
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SEAWORLD ENTERTAINMENT INC
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81282V100
654
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SOLE
15610
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SEI INVESTMENTS COMPANY COMMON
COM
784117103
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SOLE
247597
0
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SELECT COMFORT CORPORATION COM
COM
81616X103
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SOLE
49146
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SELECT INCOME REIT COM
COM
81618T100
813
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SOLE
12419
0
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SELECT MEDICAL HOLDINGS CORP C
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81619Q105
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29195
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SELECTIVE INSURANCE GROUP COMM
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816300107
2628
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SOLE
53598
0
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SEMGROUP CORP CLASS A COMMON S
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81663A105
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SEMPRA ENERGY COMMON STOCK NPV
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SEMTECH CORP COMMON STOCK USD.
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816850101
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100157
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SENECA FOODS CORP CL A COMMO
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817070501
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SOLE
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SENIOR HOUSING PROP TRUST REIT
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81721M109
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208115
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SENSIENT TECHNOLOGIES CORP COM
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81725T100
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105192
0
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SEQUENOM INC COMMON STOCK USD.
COM
817337405
262
112041
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SOLE
70614
0
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SERVICE CORP INTERNATIONAL COM
COM
817565104
5883
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SOLE
257976
0
66511
SERVICENOW INC.
COM
81762P102
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SOLE
44594
0
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SERVICESOURCE INTERNATIONAL CO
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81763U100
441
52635
SH
SOLE
35075
0
17560
SHENANDOAH TELECOMMUNICATION C
COM
82312B106
592
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SH
SOLE
15080
0
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SHERWIN WILLIAMS CO/THE COMMON
COM
824348106
25292
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SOLE
81697
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SHIP FINANCE INTL LTD COMMON S
COM
G81075106
1375
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41081
0
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SHIRE PLC ADR
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82481R106
267
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SHOE CARNIVAL INC COMMON STOCK
COM
824889109
632
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SH
SOLE
9333
0
12445
SHORETEL INC COMMON STOCK USD.
COM
825211105
677
72934
SH
SOLE
33224
0
39710
SHUTTERFLY INC COMMON STOCK US
COM
82568P304
2105
41337
SH
SOLE
27998
0
13339
SIEMENS AG ADR
COM
826197501
1591
11490
SH
SOLE
11490
0
0
SIERRA BANCORP COMMON STOCK NP
COM
82620P102
246
15302
SH
SOLE
6472
0
8830
SIGA TECHNOLOGIES INC COMMON S
COM
826917106
109
33368
SH
SOLE
22058
0
11310
SIGMA ALDRICH COMMON STOCK USD
COM
826552101
17989
191348
SH
SOLE
126928
0
64420
SIGMA DESIGNS INC COMMON STOCK
COM
826565103
220
46520
SH
SOLE
22240
0
24280
SIGNATURE BANK COMMON STOCK US
COM
82669G104
7025
65400
SH
SOLE
51723
0
13677
SIGNET JEWELERS LTD COMMON STO
COM
G81276100
8736
111007
SH
SOLE
86891
0
24116
SILGAN HOLDINGS INC COMMON STO
COM
827048109
3429
71408
SH
SOLE
57347
0
14061
SILICON GRAPHICS INTERNATION C
COM
82706L108
428
31894
SH
SOLE
22174
0
9720
SILICON IMAGE INC COMMON STOCK
COM
82705T102
446
72453
SH
SOLE
50253
0
22200
SILICON LABORATORIES INC COMMO
COM
826919102
2727
62958
SH
SOLE
49691
0
13267
SILVER BAY REALTY TRUST CORP
COM
82735Q102
352
21995
SH
SOLE
8168
0
13827
SIMMONS FIRST NATL CORP CL A C
COM
828730200
1046
28155
SH
SOLE
14035
0
14120
SIMON PROPERTY GROUP INC REIT
COM
828806109
88110
579061
SH
SOLE
286472
0
292589
SIMPSON MANUFACTURING CO INC C
COM
829073105
2304
62735
SH
SOLE
32875
0
29860
SINCLAIR BROADCAST GROUP A COM
COM
829226109
2528
70757
SH
SOLE
48757
0
22000
SIRIUS XM HOLDINGS INC
COM
82968B103
11658
3340507
SH
SOLE
1670314
0
1670193
SIRONA DENTAL SYSTEMS INC COMM
COM
82966C103
3378
48126
SH
SOLE
31450
0
16676
SIX FLAGS ENTERTAINMENT CORP C
COM
83001A102
2147
58300
SH
SOLE
37090
0
21210
SJW CORP COMMON STOCK USD1.042
COM
784305104
663
22265
SH
SOLE
11986
0
10279
SKECHERS USA INC CL A COMMON S
COM
830566105
2349
70888
SH
SOLE
40728
0
30160
SKILLED HEALTHCARE GROU CL A C
COM
83066R107
95
19848
SH
SOLE
12008
0
7840
SKULLCANDY INC
COM
83083J104
164
22699
SH
SOLE
9599
0
13100
SKYWEST INC COMMON STOCK NPV
COM
830879102
1202
81046
SH
SOLE
41267
0
39779
SKYWORKS SOLUTIONS INC COMMON
COM
83088M102
8290
290282
SH
SOLE
233161
0
57121
SL GREEN REALTY CORP REIT USD.
COM
78440X101
13529
146452
SH
SOLE
107309
0
39143
SLM CORP COMMON STOCK USD.2
COM
78442P106
15939
606512
SH
SOLE
334377
0
272135
SM ENERGY CO COMMON STOCK USD.
COM
78454L100
8700
104679
SH
SOLE
84176
0
20503
SMITH (A.O.) CORP COMMON STOCK
COM
831865209
8128
150693
SH
SOLE
127923
0
22770
SMITH + WESSON HOLDING CORP CO
COM
831756101
646
47861
SH
SOLE
44741
0
3120
SNAP ON INC COMMON STOCK USD1.
COM
833034101
9204
84040
SH
SOLE
47883
0
36157
SNYDERS LANCE INC COMMON STOCK
COM
833551104
2405
83727
SH
SOLE
48829
0
34898
SOLAR CAPITAL LTD COMMON STOCK
COM
83413U100
1317
58391
SH
SOLE
25791
0
32600
SOLAR SENIOR CAPITAL LTD COMMO
COM
83416M105
268
14733
SH
SOLE
6328
0
8405
SOLARCITY CORP
COM
83416T100
1318
23200
SH
SOLE
17720
0
5480
SOLARWINDS INC COMMON STOCK US
COM
83416B109
3911
103381
SH
SOLE
82583
0
20798
SOLAZYME INC COMMON STOCK
COM
83415T101
451
41400
SH
SOLE
27650
0
13750
SOLERA HOLDINGS INC COMMON STO
COM
83421A104
7647
108064
SH
SOLE
87409
0
20655
SOLTA MEDICAL INC COMMON STOCK
COM
83438K103
260
88062
SH
SOLE
38478
0
49584
SONIC AUTOMOTIVE INC CLASS A C
COM
83545G102
1736
70900
SH
SOLE
45490
0
25410
SONIC CORP COMMON STOCK USD.01
COM
835451105
1430
70809
SH
SOLE
45274
0
25535
SONOCO PRODUCTS CO COMMON STOC
COM
835495102
7700
184567
SH
SOLE
144684
0
39883
SONUS NETWORKS INC COMMON STOC
COM
835916107
961
305160
SH
SOLE
155420
0
149740
SONY CORP SPONSORED ADR
COM
835699307
234
13550
SH
SOLE
13550
0
0
SOTHEBY S COMMON STOCK USD.01
COM
835898107
6682
125604
SH
SOLE
101744
0
23860
SOUTH JERSEY INDUSTRIES COMMON
COM
838518108
2840
50747
SH
SOLE
28183
0
22564
SOUTHERN CO COMMON STOCK USD5.
COM
842587107
59310
1442718
SH
SOLE
719085
0
723633
SOUTHERN COPPER CORP COMMON ST
COM
84265V105
5028
175130
SH
SOLE
88203
0
86927
SOUTHSIDE BANCSHARES INC COMMO
COM
84470P109
646
23641
SH
SOLE
10633
0
13008
SOUTHWEST AIRLINES CO COMMON S
COM
844741108
18701
992607
SH
SOLE
538385
0
454222
SOUTHWEST BANCORP INC/OKLA COM
COM
844767103
408
25625
SH
SOLE
11322
0
14303
SOUTHWEST GAS CORP COMMON STOC
COM
844895102
4839
86549
SH
SOLE
50701
0
35848
SOUTHWESTERN ENERGY CO COMMON
COM
845467109
21790
554038
SH
SOLE
332766
0
221272
SOVRAN SELF STORAGE INC REIT U
COM
84610H108
3017
46298
SH
SOLE
31962
0
14336
SP PLUS CORP
COM
78469C103
433
16617
SH
SOLE
10179
0
6438
SPANSION INC CLASS A COMMON ST
COM
84649R200
953
68632
SH
SOLE
30652
0
37980
SPARK NETWORKS INC COM
COM
84651P100
93
15101
SH
SOLE
10051
0
5050
SPARTAN MOTORS INC COMMON STOC
COM
846819100
356
53147
SH
SOLE
25467
0
27680
SPARTAN STORES INC COMMON STOC
COM
846822104
1437
59175
SH
SOLE
28029
0
31146
SPARTON CORP COM
COM
847235108
369
13191
SH
SOLE
5761
0
7430
SPDR S+P 500 ETF TRUST SPDR S+
COM
78462F103
8718
47205
SH
SOLE
47205
0
0
SPDR S+P MIDCAP 400 ETF TRUST
COM
78467Y107
6137
25130
SH
SOLE
25130
0
0
SPECTRA ENERGY CORP COMMON STO
COM
847560109
46337
1300867
SH
SOLE
738645
0
562222
SPECTRANETICS CORP COMMON STOC
COM
84760C107
1059
42349
SH
SOLE
27542
0
14807
SPECTRUM BRANDS HOLDINGS INC C
COM
84763R101
1628
23077
SH
SOLE
16797
0
6280
SPECTRUM PHARMACEUTICALS INC C
COM
84763A108
828
93564
SH
SOLE
45084
0
48480
SPEED COMMERCE INC.
COM
84764T106
248
53015
SH
SOLE
21535
0
31480
SPEEDWAY MOTORSPORTS INC COMMO
COM
847788106
365
18388
SH
SOLE
7138
0
11250
SPIRIT AEROSYSTEMS HOLD CL A C
COM
848574109
3104
91077
SH
SOLE
57698
0
33379
SPIRIT AIRLINES INC COMMON STO
COM
848577102
2671
58828
SH
SOLE
41658
0
17170
SPIRIT REALTY CAPITAL INC
COM
84860W102
2305
234512
SH
SOLE
120653
0
113859
SPLUNK INC COM
COM
848637104
5742
83617
SH
SOLE
58244
0
25373
SPRINGLEAF HOLDING INC
COM
85172J101
441
17450
SH
SOLE
9200
0
8250
SPRINT CORP COMMON
COM
85207U105
8251
767515
SH
SOLE
397154
0
370361
SPROUTS FARMERS MARKET INC
COM
85208M102
522
13580
SH
SOLE
8130
0
5450
SPS COMMERCE INC COMMON STOCK
COM
78463M107
941
14413
SH
SOLE
10093
0
4320
SPX CORP COMMON STOCK USD10.
COM
784635104
6462
64877
SH
SOLE
49844
0
15033
SS+C TECHNOLOGIES HOLDINGS COM
COM
78467J100
2435
55005
SH
SOLE
38325
0
16680
ST JOE CO/THE COMMON STOCK NPV
COM
790148100
914
47603
SH
SOLE
26494
0
21109
ST JUDE MEDICAL INC COMMON STO
COM
790849103
27787
448547
SH
SOLE
265855
0
182692
STAAR SURGICAL CO COMMON STOCK
COM
852312305
545
33675
SH
SOLE
22005
0
11670
STAG INDUSTRIAL INC REIT USD.0
COM
85254J102
1173
57552
SH
SOLE
23822
0
33730
STAGE STORES INC COMMON STOCK
COM
85254C305
1260
56718
SH
SOLE
30728
0
25990
STAMPS.COM INC COMMON STOCK US
COM
852857200
630
14968
SH
SOLE
11218
0
3750
STANCORP FINANCIAL GROUP COMMO
COM
852891100
4063
61321
SH
SOLE
47834
0
13487
STANDARD MOTOR PRODS COMMON ST
COM
853666105
916
24886
SH
SOLE
16726
0
8160
STANDARD PACIFIC CORP COMMON S
COM
85375C101
2082
230002
SH
SOLE
122162
0
107840
STANDEX INTERNATIONAL CORP COM
COM
854231107
1256
19972
SH
SOLE
9822
0
10150
STANLEY BLACK + DECKER INC COM
COM
854502101
17889
221701
SH
SOLE
122697
0
99004
STAPLES INC COMMON STOCK USD.0
COM
855030102
14887
936858
SH
SOLE
523229
0
413629
STAR SCIENTIFIC INC COMMON STO
COM
85517P101
136
117332
SH
SOLE
96502
0
20830
STARBUCKS CORP COMMON STOCK US
COM
855244109
105615
1347305
SH
SOLE
690439
0
656866
STARWOOD HOTELS + RESORTS COMM
COM
85590A401
22298
280651
SH
SOLE
160265
0
120386
STARWOOD PROPERTY TRUST INC RE
COM
85571B105
3226
116470
SH
SOLE
66510
0
49960
STARZ - LIBERTY CAPITAL
COM
85571Q102
3084
105471
SH
SOLE
71888
0
33583
STATE AUTO FINANCIAL CORP COMM
COM
855707105
560
26352
SH
SOLE
14362
0
11990
STATE BANK FINANCIAL CORP COMM
COM
856190103
745
40979
SH
SOLE
17739
0
23240
STATE STREET CORP COMMON STOCK
COM
857477103
54829
747090
SH
SOLE
369820
0
377270
STEEL DYNAMICS INC COMMON STOC
COM
858119100
5960
304996
SH
SOLE
239732
0
65264
STEELCASE INC CL A COMMON STOC
COM
858155203
1785
112541
SH
SOLE
51421
0
61120
STEIN MART INC COMMON STOCK US
COM
858375108
510
37924
SH
SOLE
22305
0
15619
STEINER LEISURE LTD COMMON STO
COM
P8744Y102
1039
21123
SH
SOLE
10793
0
10330
STELLARONE CORP COMMON STOCK U
COM
85856G100
712
29572
SH
SOLE
13045
0
16527
STELLUS CAPITAL INVESTMENT
COM
858568108
226
15112
SH
SOLE
6392
0
8720
STEPAN CO COMMON STOCK USD1.
COM
858586100
2851
43434
SH
SOLE
33694
0
9740
STERICYCLE INC COMMON STOCK US
COM
858912108
15531
133696
SH
SOLE
81362
0
52334
STERIS CORP COMMON STOCK NPV
COM
859152100
5364
111633
SH
SOLE
89563
0
22070
STERLING BANCORP/DE
COM
85917A100
1872
140047
SH
SOLE
72293
0
67754
STERLING CONSTRUCTION CO COMMO
COM
859241101
243
20714
SH
SOLE
9155
0
11559
STERLING FINL CORP/SPOKANE COM
COM
859319303
1706
50061
SH
SOLE
23099
0
26962
STEVEN MADDEN LTD COMMON STOCK
COM
556269108
2653
72510
SH
SOLE
51691
0
20819
STEWART INFORMATION SERVICES C
COM
860372101
1135
35171
SH
SOLE
17991
0
17180
STIFEL FINANCIAL CORP COMMON S
COM
860630102
4919
102642
SH
SOLE
51578
0
51064
STILLWATER MINING CO COMMON ST
COM
86074Q102
2522
204384
SH
SOLE
111224
0
93160
STONE ENERGY CORP COMMON STOCK
COM
861642106
2947
85198
SH
SOLE
46261
0
38937
STONERIDGE INC COMMON STOCK NP
COM
86183P102
436
34168
SH
SOLE
20130
0
14038
STRAIGHT PATH COMM CL B
COM
862578101
92
11260
SH
SOLE
8149
0
3111
STRATASYS LTD
COM
M85548101
3097
22995
SH
SOLE
14787
0
8208
STRATEGIC HOTELS + RESORTS I R
COM
86272T106
2370
250751
SH
SOLE
159621
0
91130
STRAYER EDUCATION INC COMMON S
COM
863236105
1191
34550
SH
SOLE
30766
0
3784
STRYKER CORP COMMON STOCK USD.
COM
863667101
49663
660940
SH
SOLE
382000
0
278940
STURM RUGER + CO INC COMMON ST
COM
864159108
2965
40560
SH
SOLE
39520
0
1040
SUCAMPO PHARMACEUTICALS CL A C
COM
864909106
127
13541
SH
SOLE
8711
0
4830
SUFFOLK BANCORP COMMON STOCK U
COM
864739107
304
14607
SH
SOLE
6167
0
8440
SUMITOMO MITSUI SPONSORED ADR
COM
86562M209
1135
108196
SH
SOLE
108196
0
0
SUMMIT HOTEL PROPERTIES INC RE
COM
866082100
906
100701
SH
SOLE
37201
0
63500
SUN BANCORP INC NJ COMMON STOC
COM
86663B102
182
51688
SH
SOLE
22388
0
29300
SUN COMMUNITIES INC REIT USD.0
COM
866674104
1635
38333
SH
SOLE
23273
0
15060
SUN HYDRAULICS CORP COMMON STO
COM
866942105
1026
25139
SH
SOLE
16499
0
8640
SUN LIFE FINL SVCS ADR
COM
866796105
255
7230
SH
SOLE
7230
0
0
SUNCOKE ENERGY INC
COM
86722A103
2546
111623
SH
SOLE
56910
0
54713
SUNCOR ENERGY INC
COM
867224107
743
21190
SH
SOLE
21190
0
0
SUNEDISON INC
COM
86732Y109
5935
454794
SH
SOLE
360764
0
94030
SUNESIS PHARMACEUTICALS INC CO
COM
867328601
138
29156
SH
SOLE
18686
0
10470
SUNPOWER CORP CL A COM
COM
867652406
1158
38852
SH
SOLE
25442
0
13410
SUNSTONE HOTEL INVESTORS INC R
COM
867892101
3637
271445
SH
SOLE
124991
0
146454
SUNTRUST BANKS INC COMMON STOC
COM
867914103
26714
725714
SH
SOLE
393470
0
332244
SUPER MICRO COMPUTER INC COMMO
COM
86800U104
797
46422
SH
SOLE
23222
0
23200
SUPERIOR ENERGY SERVICES INC C
COM
868157108
6334
238044
SH
SOLE
172690
0
65354
SUPERIOR INDUSTRIES INTL COMMO
COM
868168105
781
37878
SH
SOLE
18672
0
19206
SUPERNUS PHARMACEUTICAL COM
COM
868459108
97
12862
SH
SOLE
8582
0
4280
SUPERTEX INC COMMON STOCK NPV
COM
868532102
385
15388
SH
SOLE
7238
0
8150
SUPERVALU INC COMMON STOCK USD
COM
868536103
2561
351276
SH
SOLE
255486
0
95790
SUPPORT.COM INC COMMON STOCK U
COM
86858W101
164
43338
SH
SOLE
28890
0
14448
SURGICAL CARE AFFILIATES INC
COM
86881L106
258
7400
SH
SOLE
2100
0
5300
SURMODICS INC COMMON STOCK USD
COM
868873100
431
17676
SH
SOLE
12606
0
5070
SUSQUEHANNA BANCSHARES INC COM
COM
869099101
4058
316081
SH
SOLE
171036
0
145045
SUSSER HOLDINGS CORP COMMON ST
COM
869233106
1116
17047
SH
SOLE
12167
0
4880
SVB FINANCIAL GROUP COMMON STO
COM
78486Q101
6741
64288
SH
SOLE
49633
0
14655
SWIFT ENERGY CO COMMON STOCK U
COM
870738101
893
66183
SH
SOLE
33203
0
32980
SWIFT TRANSPORTATION CO COMMON
COM
87074U101
1941
87409
SH
SOLE
57919
0
29490
SWISHER HYGIENE INC COMMON STO
COM
870808102
73
142454
SH
SOLE
61384
0
81070
SWS GROUP INC COMMON STOCK USD
COM
78503N107
272
44663
SH
SOLE
21343
0
23320
SYKES ENTERPRISES INC COMMON S
COM
871237103
1365
62575
SH
SOLE
30576
0
31999
SYMANTEC CORP COMMON STOCK USD
COM
871503108
25845
1096044
SH
SOLE
626543
0
469501
SYMETRA FINANCIAL CORP COMMON
COM
87151Q106
2052
108215
SH
SOLE
48915
0
59300
SYMMETRY MEDICAL INC COMMON ST
COM
871546206
593
58867
SH
SOLE
29759
0
29108
SYNAGEVA BIOPHARMA CORP COM
COM
87159A103
1101
17017
SH
SOLE
11577
0
5440
SYNAPTICS INC COMMON STOCK USD
COM
87157D109
2408
46484
SH
SOLE
34249
0
12235
SYNCHRONOSS TECHNOLOGIES INC C
COM
87157B103
1212
39019
SH
SOLE
29954
0
9065
SYNERGY PHARMACEUTICALS COM
COM
871639308
402
71479
SH
SOLE
46949
0
24530
SYNERGY RESOURCES CORP COM
COM
87164P103
350
37806
SH
SOLE
23866
0
13940
SYNGENTA AG ADR
COM
87160A100
538
6730
SH
SOLE
6730
0
0
SYNNEX CORP COMMON STOCK USD.0
COM
87162W100
3297
48913
SH
SOLE
28073
0
20840
SYNOPSYS INC COMMON STOCK USD.
COM
871607107
8605
212092
SH
SOLE
165944
0
46148
SYNOVUS FINANCIAL CORP COMMON
COM
87161C105
4673
1298105
SH
SOLE
1065649
0
232456
SYNTA PHARMACEUTICALS CORP COM
COM
87162T206
213
40566
SH
SOLE
25226
0
15340
SYNTEL INC COMMON STOCK NPV
COM
87162H103
1838
20214
SH
SOLE
14374
0
5840
SYNUTRA INTERNATIONAL INC COMM
COM
87164C102
137
15476
SH
SOLE
9836
0
5640
SYSCO CORP COMMON STOCK USD1.
COM
871829107
40747
1128730
SH
SOLE
600987
0
527743
SYSTEMAX INC COMMON STOCK USD.
COM
871851101
185
16474
SH
SOLE
6584
0
9890
Shutterstock, Inc.
COM
825690100
653
7809
SH
SOLE
4649
0
3160
T MOBILE US INC
COM
872590104
5752
170987
SH
SOLE
79375
0
91612
T ROWE PRICE GROUP INC COMMON
COM
74144T108
44508
531316
SH
SOLE
365843
0
165473
TABLEAU SOFTWARE INC
COM
87336U105
538
7810
SH
SOLE
5250
0
2560
TAHOE RESOURSES INC COM
COM
873868103
829
49838
SH
SOLE
30870
0
18968
TAIWAN SEMICONDUCTOR - SP ADR
COM
874039100
889
50997
SH
SOLE
50997
0
0
TAKE TWO INTERACTIVE SOFTWRE C
COM
874054109
1775
102205
SH
SOLE
74355
0
27850
TAL INTERNATIONAL GROUP INC CO
COM
874083108
2557
44582
SH
SOLE
25212
0
19370
TALISMAN ENERGY ADR
COM
87425E103
169
14465
SH
SOLE
14465
0
0
TAMINCO CORP COM
COM
87509U106
290
14347
SH
SOLE
9007
0
5340
TANGER FACTORY OUTLET CENTER R
COM
875465106
3369
105231
SH
SOLE
70950
0
34281
TANGOE INC
COM
87582Y108
615
34126
SH
SOLE
25226
0
8900
TARGA RESOURCES CORP COMMON ST
COM
87612G101
3287
37283
SH
SOLE
26553
0
10730
TARGACEPT INC COMMON STOCK USD
COM
87611R306
161
38843
SH
SOLE
16343
0
22500
TARGET CORP COMMON STOCK USD.0
COM
87612E106
77631
1226987
SH
SOLE
673869
0
553118
TASER INTERNATIONAL INC COMMON
COM
87651B104
873
55002
SH
SOLE
34482
0
20520
TAUBMAN CENTERS INC REIT USD.0
COM
876664103
6365
99579
SH
SOLE
73771
0
25808
TAYLOR CAPITAL GROUP INC COMMO
COM
876851106
730
27461
SH
SOLE
12971
0
14490
TAYLOR MORRISON HOME CORP
COM
87724P106
527
23460
SH
SOLE
15320
0
8140
TCF FINANCIAL CORP COMMON STOC
COM
872275102
3609
222120
SH
SOLE
174912
0
47208
TCP CAP CORP COM
COM
87238Q103
644
38353
SH
SOLE
14113
0
24240
TD AMERITRADE HOLDING CORP COM
COM
87236Y108
5544
180949
SH
SOLE
108190
0
72759
TE CONNECTIVITY LTD
COM
H84989104
18504
335757
SH
SOLE
205479
0
130278
TEAM HEALTH HOLDINGS INC COMMO
COM
87817A107
3422
75127
SH
SOLE
51517
0
23610
TEAM INC COMMON STOCK USD.3
COM
878155100
860
20312
SH
SOLE
14492
0
5820
TEARLAB CORP COM
COM
878193101
209
22359
SH
SOLE
14879
0
7480
TECH DATA CORP COMMON STOCK US
COM
878237106
2744
53181
SH
SOLE
40581
0
12600
TECHNE CORP COMMON STOCK USD.0
COM
878377100
9090
96017
SH
SOLE
84357
0
11660
TECHTARGET COMMON STOCK USD.00
COM
87874R100
118
17179
SH
SOLE
8089
0
9090
TECO ENERGY INC COMMON STOCK U
COM
872375100
5157
299122
SH
SOLE
173214
0
125908
TECUMSEH PRODUCTS CO CLASS A C
COM
878895200
220
24261
SH
SOLE
10021
0
14240
TEEKAY CORP COMMON STOCK USD.0
COM
Y8564W103
1215
25300
SH
SOLE
13993
0
11307
TEEKAY TANKERS LTD CLASS A COM
COM
Y8565N102
304
77307
SH
SOLE
33327
0
43980
TEJON RANCH CO COMMON STOCK US
COM
879080109
646
17572
SH
SOLE
11672
0
5900
TELECOM ITALIA SPA ADR
COM
87927Y102
163
16370
SH
SOLE
16370
0
0
TELECOMMUNICATION SYSTEMS A CO
COM
87929J103
142
61307
SH
SOLE
26870
0
34437
TELEDYNE TECHNOLOGIES INC COMM
COM
879360105
4805
52307
SH
SOLE
36047
0
16260
TELEFLEX INC COMMON STOCK USD1
COM
879369106
5561
59243
SH
SOLE
46314
0
12929
TELEFONICA SA ADR
COM
879382208
917
56120
SH
SOLE
56120
0
0
TELENAV INC COMMON STOCK USD.0
COM
879455103
149
22615
SH
SOLE
9915
0
12700
TELEPHONE AND DATA SYSTEMS COM
COM
879433829
3308
128299
SH
SOLE
103352
0
24947
TELETECH HOLDINGS INC COMMON S
COM
879939106
805
33613
SH
SOLE
22513
0
11100
TELUS CORP ADR
COM
87971M103
279
8100
SH
SOLE
8100
0
0
TEMPUR SEALY INTERNATIONAL INC
COM
88023U101
5155
95540
SH
SOLE
77011
0
18529
TENARIS SA ADR
COM
88031M109
455
10425
SH
SOLE
10425
0
0
TENET HEALTHCARE CORP COMMON S
COM
88033G407
6098
144771
SH
SOLE
93809
0
50962
TENNANT CO COMMON STOCK USD.37
COM
880345103
1664
24543
SH
SOLE
17143
0
7400
TENNECO INC COMMON STOCK USD.0
COM
880349105
3809
67335
SH
SOLE
45825
0
21510
TERADATA CORP COMMON STOCK USD
COM
88076W103
11629
255636
SH
SOLE
154283
0
101353
TERADYNE INC COMMON STOCK USD.
COM
880770102
4335
246015
SH
SOLE
191577
0
54438
TEREX CORP COMMON STOCK USD.01
COM
880779103
8109
193111
SH
SOLE
121408
0
71703
TERRENO REALTY CORP REIT USD.0
COM
88146M101
532
30048
SH
SOLE
10268
0
19780
TERRITORIAL BANCORP INC COMMON
COM
88145X108
313
13510
SH
SOLE
5800
0
7710
TESARO INC COM
COM
881569107
333
11796
SH
SOLE
7766
0
4030
TESCO CORP COMMON STOCK NPV
COM
88157K101
1027
51916
SH
SOLE
24866
0
27050
TESLA MOTORS INC COMMON STOCK
COM
88160R101
10855
72183
SH
SOLE
48764
0
23419
TESORO CORP COMMON STOCK USD.1
COM
881609101
11147
190549
SH
SOLE
106366
0
84183
TESSCO TECHNOLOGIES COM
COM
872386107
273
6777
SH
SOLE
2827
0
3950
TESSERA TECHNOLOGIES INC COMMO
COM
88164L100
1675
85006
SH
SOLE
44354
0
40652
TETRA TECH INC COMMON STOCK US
COM
88162G103
2982
106567
SH
SOLE
58725
0
47842
TETRA TECHNOLOGIES INC COMMON
COM
88162F105
1527
123511
SH
SOLE
61138
0
62373
TEXAS CAPITAL BANCSHARES INC C
COM
88224Q107
4859
78113
SH
SOLE
45067
0
33046
TEXAS INDUSTRIES INC COMMON ST
COM
882491103
2306
33523
SH
SOLE
24473
0
9050
TEXAS INSTRUMENTS INC COMMON S
COM
882508104
90452
2059931
SH
SOLE
1133752
0
926179
TEXAS ROADHOUSE INC COMMON STO
COM
882681109
3107
111778
SH
SOLE
90328
0
21450
TEXTAINER GROUP HOLDINGS LTD C
COM
G8766E109
1128
28056
SH
SOLE
15156
0
12900
TEXTRON INC COMMON STOCK USD.1
COM
883203101
12878
350319
SH
SOLE
203317
0
147002
TFS FINANCIAL CORP COMMON STOC
COM
87240R107
570
47055
SH
SOLE
28951
0
18104
TG THERAPEUTICS INC
COM
88322Q108
44
11246
SH
SOLE
7306
0
3940
TGC INDS INC COM NEW
COM
872417308
92
12666
SH
SOLE
7771
0
4895
THE WHITEWAVE FOODS CO. CLASS
COM
966244105
5314
231652
SH
SOLE
197062
0
34590
THERAPEUDICSMD INC COM
COM
88338N107
357
68485
SH
SOLE
45615
0
22870
THERAVANCE INC COMMON STOCK US
COM
88338T104
2409
67572
SH
SOLE
44572
0
23000
THERMO FISHER SCIENTIFIC INC C
COM
883556102
62115
557834
SH
SOLE
288184
0
269650
THERMON GROUP HOLDINGS INC COM
COM
88362T103
662
24226
SH
SOLE
16436
0
7790
THIRD POINT REINSURANCE LTD
COM
G8827U100
324
17500
SH
SOLE
3500
0
14000
THL CREDIT INC COMMON STOCK
COM
872438106
677
41053
SH
SOLE
16883
0
24170
THOMSON REUTERS CORP COMMON ST
COM
884903105
12853
339849
SH
SOLE
169152
0
170697
THOR INDUSTRIES INC COMMON STO
COM
885160101
4183
75731
SH
SOLE
63130
0
12601
THORATEC CORP COMMON STOCK NPV
COM
885175307
3604
98478
SH
SOLE
78468
0
20010
THRESHOLD PHARMACEUTICALS COM
COM
885807206
196
41923
SH
SOLE
27193
0
14730
TIBCO SOFTWARE INC COMMON STOC
COM
88632Q103
5621
250029
SH
SOLE
198554
0
51475
TICC CAPITAL CORP COMMON STOCK
COM
87244T109
699
67633
SH
SOLE
30028
0
37605
TIDEWATER INC COMMON STOCK USD
COM
886423102
4243
71590
SH
SOLE
53075
0
18515
TIFFANY + CO COMMON STOCK USD.
COM
886547108
19611
211370
SH
SOLE
140272
0
71098
TILE SHOP HLDGS INC
COM
88677Q109
287
15879
SH
SOLE
10569
0
5310
TIME WARNER CABLE COMMON STOCK
COM
88732J207
67501
498159
SH
SOLE
254973
0
243186
TIME WARNER INC COMMON STOCK U
COM
887317303
107479
1541578
SH
SOLE
777393
0
764185
TIMKEN CO COMMON STOCK NPV
COM
887389104
6608
119995
SH
SOLE
89888
0
30107
TITAN INTERNATIONAL INC COMMON
COM
88830M102
1293
71926
SH
SOLE
48296
0
23630
TITAN MACHINERY INC COMMON STO
COM
88830R101
412
23099
SH
SOLE
10559
0
12540
TIVO INC COMMON STOCK USD.001
COM
888706108
2140
163103
SH
SOLE
89673
0
73430
TJX COMPANIES INC COMMON STOCK
COM
872540109
89260
1400599
SH
SOLE
797594
0
603005
TOLL BROTHERS INC COMMON STOCK
COM
889478103
8319
224829
SH
SOLE
177348
0
47481
TOMPKINS FINANCIAL CORP COMMON
COM
890110109
1193
23219
SH
SOLE
10804
0
12415
TOOTSIE ROLL INDS COMMON STOCK
COM
890516107
1811
55654
SH
SOLE
47919
0
7735
TORCHMARK CORP COMMON STOCK US
COM
891027104
12318
157620
SH
SOLE
101387
0
56233
TORNIER NV COMMON STOCK
COM
N87237108
623
33147
SH
SOLE
14237
0
18910
TORO CO COMMON STOCK USD1.
COM
891092108
3807
59860
SH
SOLE
42461
0
17399
TORONTO DOMINION COM
COM
891160509
1099
11660
SH
SOLE
11660
0
0
TOTAL SA-SPON ADR
COM
89151E109
2916
47600
SH
SOLE
47600
0
0
TOTAL SYSTEM SERVICES INC COMM
COM
891906109
12221
367204
SH
SOLE
266496
0
100708
TOWER GROUP INTERNATIONAL LTD
COM
G8988C105
259
76586
SH
SOLE
36705
0
39881
TOWERS WATSON + CO CL A COMMON
COM
891894107
11571
90676
SH
SOLE
70821
0
19855
TOWERSTREAM CORP COMMON STOCK
COM
892000100
188
63345
SH
SOLE
37525
0
25820
TOWN SPORTS INTERNATIONAL COMM
COM
89214A102
515
34925
SH
SOLE
14145
0
20780
TOWNE BANK COMMON STOCK USD1.6
COM
89214P109
525
34137
SH
SOLE
15018
0
19119
TOYOTA MOTOR CORP ADR
COM
892331307
2410
19770
SH
SOLE
19770
0
0
TRACTOR SUPPLY COMPANY COMMON
COM
892356106
17138
220903
SH
SOLE
177935
0
42968
TRANS WORLD ENTMT CORP COM
COM
89336Q100
49
11091
SH
SOLE
5631
0
5460
TRANSCANADA CORP ADR
COM
89353D107
471
10310
SH
SOLE
10310
0
0
TRANSDIGM GROUP INC COMMON STO
COM
893641100
7611
47267
SH
SOLE
31250
0
16017
TRANSOCEAN INC SHS
COM
H8817H100
12489
252714
SH
SOLE
149014
0
103700
TRAVELERS COS INC/THE COMMON S
COM
89417E109
66281
732067
SH
SOLE
417563
0
314504
TRC COS INC COMMON STOCK USD.1
COM
872625108
145
20338
SH
SOLE
8648
0
11690
TREDEGAR CORP COMMON STOCK NPV
COM
894650100
1130
39238
SH
SOLE
23035
0
16203
TREE.COM INC
COM
894675107
231
7028
SH
SOLE
3615
0
3413
TREEHOUSE FOODS INC COMMON STO
COM
89469A104
3648
52936
SH
SOLE
35726
0
17210
TREX COMPANY INC COMMON STOCK
COM
89531P105
1433
18019
SH
SOLE
13059
0
4960
TRI POINTE HOMES INC
COM
87265H109
363
18210
SH
SOLE
7810
0
10400
TRIANGLE CAPITAL CORP COMMON S
COM
895848109
1065
38526
SH
SOLE
18663
0
19863
TRIANGLE PETROLEUM CORP COMMON
COM
89600B201
579
69643
SH
SOLE
27223
0
42420
TRICO BANCSHARES COMMON STOCK
COM
896095106
605
21311
SH
SOLE
9641
0
11670
TRIMAS CORP COMMON STOCK USD.0
COM
896215209
1780
44615
SH
SOLE
31886
0
12729
TRIMBLE NAVIGATION LTD COMMON
COM
896239100
13922
401216
SH
SOLE
325950
0
75266
TRINITY INDUSTRIES INC COMMON
COM
896522109
6060
111153
SH
SOLE
85969
0
25184
TRIPADVISOR INC
COM
896945201
14866
179471
SH
SOLE
110203
0
69268
TRIPLE S MANAGEMENT CORP B COM
COM
896749108
623
32055
SH
SOLE
15425
0
16630
TRIQUINT SEMICONDUCTOR INC COM
COM
89674K103
2126
254932
SH
SOLE
142847
0
112085
TRIUMPH GROUP INC COMMON STOCK
COM
896818101
5937
78053
SH
SOLE
62556
0
15497
TRUEBLUE INC COMMON STOCK NPV
COM
89785X101
1328
51497
SH
SOLE
37197
0
14300
TRUSTCO BANK CORP NY COMMON ST
COM
898349105
1036
144288
SH
SOLE
71508
0
72780
TRUSTMARK CORP COMMON STOCK NP
COM
898402102
4479
166884
SH
SOLE
115454
0
51430
TRW AUTOMOTIVE HOLDINGS CORP C
COM
87264S106
6032
81087
SH
SOLE
45362
0
35725
TTM TECHNOLOGIES COMMON STOCK
COM
87305R109
723
84213
SH
SOLE
41223
0
42990
TUESDAY MORNING CORP COMMON ST
COM
899035505
1009
63250
SH
SOLE
29705
0
33545
TULLOW OIL PLC ADR
COM
899415202
73
10360
SH
SOLE
10360
0
0
TUMI HODINGD INC COM
COM
89969Q104
966
42853
SH
SOLE
29093
0
13760
TUPPERWARE BRANDS CORP COMMON
COM
899896104
7801
82523
SH
SOLE
66564
0
15959
TUTOR PERINI CORP COMMON STOCK
COM
901109108
1348
51237
SH
SOLE
23239
0
27998
TW TELECOM INC COMMON STOCK US
COM
87311L104
7762
254746
SH
SOLE
210074
0
44672
TWENTY-FIRST CENTURY FOX INC.
COM
90130A101
120370
3421556
SH
SOLE
1776023
0
1645533
TWENTY-FIRST CENTURY FOX INC.
COM
90130A200
896
25900
SH
SOLE
25900
0
0
TWIN DISC INC COMMON STOCK NPV
COM
901476101
323
12481
SH
SOLE
4811
0
7670
TWITTER INC
COM
90184L102
2726
42830
SH
SOLE
30460
0
12370
TWO HARBORS INVESTMENT CORP CO
COM
90187B101
1937
208705
SH
SOLE
124935
0
83770
TYCO INTERNATIONAL LTD COMMON
COM
H89128104
15725
383166
SH
SOLE
236647
0
146519
TYLER TECHNOLOGIES INC COMMON
COM
902252105
4799
46994
SH
SOLE
33592
0
13402
TYSON FOODS INC CL A COMMON ST
COM
902494103
13835
413481
SH
SOLE
213677
0
199804
Trulia, Inc.
COM
897888103
915
25948
SH
SOLE
17872
0
8076
U.S. PHYSICAL THERAPY INC COMM
COM
90337L108
374
10603
SH
SOLE
7263
0
3340
UBIQUITI NETWORKS INC
COM
90347A100
606
13184
SH
SOLE
9464
0
3720
UBS AG-REG COM
COM
H89231338
984
51140
SH
SOLE
51140
0
0
UCBH HOLDINGS INC COM
COM
90262T308
0
14002
SH
SOLE
8202
0
5800
UDR INC REIT USD.01
COM
902653104
8521
364938
SH
SOLE
270251
0
94687
UGI CORP COMMON STOCK NPV
COM
902681105
6454
155667
SH
SOLE
122031
0
33636
UIL HOLDINGS CORP COMMON STOCK
COM
902748102
3524
90943
SH
SOLE
48967
0
41976
ULTA SALON COSMETICS + FRAGR C
COM
90384S303
5459
56559
SH
SOLE
36718
0
19841
ULTIMATE SOFTWARE GROUP INC CO
COM
90385D107
5025
32794
SH
SOLE
22686
0
10108
ULTRA CLEAN HOLDINGS COMMON ST
COM
90385V107
325
32415
SH
SOLE
13515
0
18900
ULTRA PETROLEUM CORP COMMON ST
COM
903914109
2316
106974
SH
SOLE
60030
0
46944
ULTRAPETROL (BAHAMAS) LTD COMM
COM
P94398107
103
27514
SH
SOLE
11444
0
16070
ULTRATECH INC COMMON STOCK USD
COM
904034105
1067
36805
SH
SOLE
26435
0
10370
ULURU INC
COM
90403T209
15
22000
SH
SOLE
22000
0
0
UMB FINANCIAL CORP COMMON STOC
COM
902788108
4227
65757
SH
SOLE
37087
0
28670
UMH PROPERTIES INC REIT USD.1
COM
903002103
187
19848
SH
SOLE
8108
0
11740
UMPQUA HOLDINGS CORP COMMON ST
COM
904214103
3428
179104
SH
SOLE
94879
0
84225
UNDER ARMOUR INC CLASS A COMMO
COM
904311107
11361
130140
SH
SOLE
104509
0
25631
UNIFI INC COMMON STOCK USD.1
COM
904677200
530
19470
SH
SOLE
8594
0
10876
UNIFIRST CORP/MA COMMON STOCK
COM
904708104
3114
29102
SH
SOLE
20355
0
8747
UNILEVER N V NY SHS NEW
COM
904784709
952
23665
SH
SOLE
23665
0
0
UNILEVER PLC ADR
COM
904767704
707
17170
SH
SOLE
17170
0
0
UNILIFE CORP COMMON STOCK USD.
COM
90478E103
349
79378
SH
SOLE
52848
0
26530
UNION FIRST MARKET BANKSHARE C
COM
90662P104
707
28480
SH
SOLE
11490
0
16990
UNION PACIFIC CORP COMMON STOC
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907818108
147117
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SOLE
471849
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UNISYS CORP COMMON STOCK USD.0
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909214306
2351
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SOLE
35974
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UNIT CORP COMMON STOCK USD.2
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909218109
3534
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SOLE
48133
0
20336
UNITED BANKSHARES INC COMMON S
COM
909907107
3355
106666
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SOLE
66926
0
39740
UNITED COMMUNITY BANKS/GA COMM
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90984P303
1110
62542
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30643
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31899
UNITED COMMUNITY FINL COM
COM
909839102
214
59963
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SOLE
21764
0
38199
UNITED CONTINENTAL HOLDINGS CO
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910047109
11211
296360
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SOLE
197396
0
98964
UNITED FINANCIAL BANCORP INC C
COM
91030T109
556
29430
SH
SOLE
11600
0
17830
UNITED FIRE GROUP INC
COM
910340108
949
33123
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SOLE
17833
0
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UNITED NATURAL FOODS INC COMMO
COM
911163103
6997
92814
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SOLE
76514
0
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UNITED ONLINE INC COMMON STOCK
COM
911268209
265
19244
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SOLE
8963
0
10281
UNITED PARCEL SERVICE CL B COM
COM
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135925
1293535
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SOLE
664481
0
629054
UNITED RENTALS INC COMMON STOC
COM
911363109
11611
148949
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SOLE
119787
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UNITED STATES STEEL CORP COMMO
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912909108
5786
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SOLE
110741
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UNITED STATIONERS INC COMMON S
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913004107
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UNITED TECHNOLOGIES CORP COMMO
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913017109
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846142
0
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UNITED THERAPEUTICS CORP COMMO
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91307C102
8680
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SOLE
62375
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14387
UNITEDHEALTH GROUP INC COMMON
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91324P102
140548
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969539
0
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UNITIL CORP COMMON STOCK NPV
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913259107
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SOLE
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UNIVERSAL AMERICAN CORP COMMON
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91338E101
386
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SOLE
22619
0
30250
UNIVERSAL CORP/VA COMMON STOCK
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913456109
2901
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SOLE
39167
0
13964
UNIVERSAL DISPLAY CORP COMMON
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91347P105
1479
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SOLE
29375
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UNIVERSAL ELECTRONICS INC COMM
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913483103
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SOLE
11287
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UNIVERSAL FOREST PRODUCTS COMM
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913543104
1925
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SOLE
21510
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UNIVERSAL HEALTH RLTY INCOME R
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91359E105
758
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SOLE
13603
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UNIVERSAL HEALTH SERVICES B CO
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913903100
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SOLE
107429
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UNIVERSAL INSURANCE HOLDINGS C
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91359V107
489
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SOLE
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UNIVERSAL STAINLESS + ALLOY CO
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913837100
321
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SOLE
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UNIVERSAL TECHNICAL INSTITUT C
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913915104
472
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SOLE
16426
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UNIVEST CORP OF PENNSYLVANIA C
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915271100
507
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SOLE
10169
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UNS ENERGY CORP
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903119105
4290
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SOLE
40197
0
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UNUM GROUP COMMON STOCK USD.1
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91529Y106
13019
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SOLE
206336
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UNWIRED PLANET INC
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91531F103
114
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SOLE
52632
0
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UR ENERGY INC COMMON STOCK
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91688R108
198
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URANIUM ENERGY CORP COMMON STO
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916896103
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SOLE
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0
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URBAN OUTFITTERS INC COMMON ST
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917047102
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102547
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URS CORP COMMON STOCK USD.01
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903236107
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SOLE
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URSTADT BIDDLE CLASS A REIT
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917286205
562
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SOLE
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US BANCORP COMMON STOCK USD.01
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902973304
125351
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SOLE
1553844
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US CELLULAR CORP COMMON STOCK
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911684108
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SOLE
4858
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US CONCRETE INC
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90333L201
261
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SOLE
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US ECOLOGY INC COMMON STOCK US
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91732J102
1486
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SOLE
32974
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US SILICA HOLDINGS INC COM
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90346E103
764
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15974
0
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USA MOBILITY INC COMMON STOCK
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90341G103
487
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SOLE
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USANA HEALTH SCIENCES INC COMM
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90328M107
519
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SOLE
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0
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USG CORP COMMON STOCK USD.1
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903293405
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55404
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UTI WORLDWIDE INC COMMON STOCK
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G87210103
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SOLE
117121
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VAALCO ENERGY INC COMMON STOCK
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91851C201
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VAIL RESORTS INC COMMON STOCK
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91879Q109
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SOLE
29250
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VALASSIS COMMUNICATIONS INC CO
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918866104
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SOLE
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VALE SA ADR
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91912E204
403
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SOLE
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91911K102
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91913Y100
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470218
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VALIDUS HOLDINGS LTD COMMON ST
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G9319H102
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SOLE
40722
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VALLEY NATIONAL BANCORP COMMON
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919794107
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SOLE
224701
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VALMONT INDUSTRIES COMMON STOC
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920253101
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SOLE
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920355104
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113132
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VALUECLICK INC COMMON STOCK US
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92046N102
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SOLE
105439
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VALUEVISION MEDIA INC A COMMON
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92047K107
255
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SOLE
23063
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VANDA PHARMACEUTICALS INC COMM
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921659108
370
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SOLE
19732
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VANGUARD TOTAL BOND MARKET ETF
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921937835
6779
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SOLE
57250
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VANTAGE DRILLING CO COMMON STO
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G93205113
476
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SOLE
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VANTAGESOUTH BANCSHARES INC
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92209W105
85
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SOLE
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VANTIVE CORP COM
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92210H105
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SOLE
46278
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VARIAN MEDICAL SYSTEMS INC COM
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92220P105
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SOLE
105938
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VASCO DATA SECURITY INTL COMMO
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92230Y104
305
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SOLE
21811
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VASCULAR SOLUTIONS INC COMMON
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92231M109
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VCA ANTECH INC COMMON STOCK US
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918194101
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94570
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VECTOR GROUP LTD COMMON STOCK
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92240M108
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SOLE
51122
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VECTREN CORPORATION COMMON STO
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92240G101
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SOLE
96985
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VEECO INSTRUMENTS INC COMMON S
COM
922417100
2140
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SOLE
37706
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27314
VENTAS INC REIT USD.25
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92276F100
26228
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SOLE
244274
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VERA BRADLEY INC COMMON STOCK
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92335C106
500
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SOLE
13526
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VERASTEM INC
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92337C104
150
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SOLE
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VERIFONE SYSTEMS INC COMMON ST
COM
92342Y109
3924
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SOLE
116095
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30226
VERINT SYSTEMS INC COMMON STOC
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92343X100
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SOLE
35201
0
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COM
92343E102
12834
214687
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SOLE
129717
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VERISK ANALYTICS INC CLASS A C
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92345Y106
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SOLE
88702
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VERIZON COMMUNICATIONS INC COM
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92343V104
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SOLE
2643329
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VERTEX PHARMACEUTICALS INC COM
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92532F100
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SOLE
202964
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VESTIN RLTY MTG II INC COM
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92549X201
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SOLE
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0
VF CORP COMMON STOCK USD1.
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918204108
33711
540762
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SOLE
331008
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VIACOM INC CLASS B COMMON STOC
COM
92553P201
67649
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SOLE
393252
0
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VIAD CORP COMMON STOCK USD1.5
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92552R406
920
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SOLE
16426
0
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VIASAT INC COMMON STOCK USD.00
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92552V100
3144
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SOLE
37007
0
13180
VICAL INC COMMON STOCK USD.01
COM
925602104
81
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SOLE
43734
0
25078
VICOR CORP COMMON STOCK USD.01
COM
925815102
394
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SOLE
13254
0
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VIEWPOINT FINANCIAL GROUP COMM
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92672A101
1599
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SOLE
29266
0
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VILLAGE SUPER MARKET CLASS A C
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927107409
284
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SOLE
4182
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VINCE HOLDING CORP
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92719W108
228
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SOLE
3040
0
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VIRGINIA COMMERCE BANCORP COMM
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92778Q109
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SOLE
16262
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VIRNETX HOLDING CORP COMMON ST
COM
92823T108
849
43749
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SOLE
28519
0
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VIROPHARMA INC COMMON STOCK US
COM
928241108
4599
92265
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SOLE
67335
0
24930
VIRTUS INVESTMENT PARTNERS COM
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92828Q109
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SOLE
7182
0
2200
VIRTUSA CORP COMMON STOCK USD.
COM
92827P102
858
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SOLE
16661
0
5877
VISA INC CLASS A SHARES COMMON
COM
92826C839
202828
910848
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SOLE
470601
0
440247
VISHAY INTERTECHNOLOGY INC COM
COM
928298108
2396
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SOLE
141017
0
39711
VISHAY PRECISION GROUP COMMON
COM
92835K103
247
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SOLE
6892
0
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VISTAPRINT NV COMMON STOCK USD
COM
N93540107
1914
33663
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SOLE
24363
0
9300
VISTEON CORP COMMON STOCK
COM
92839U206
3637
44413
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SOLE
28372
0
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VITACOST.COM INC
COM
92847A200
110
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SOLE
12731
0
6320
VITAMIN SHOPPE INC COMMON STOC
COM
92849E101
1909
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SOLE
26756
0
9950
VIVUS INC COMMON STOCK USD.001
COM
928551100
1126
124045
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SOLE
87005
0
37040
VMWARE INC CLASS A COMMON STOC
COM
928563402
8463
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SOLE
48476
0
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VOCERA COMMUNICATIONS INC COM
COM
92857F107
310
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SOLE
12423
0
7460
VOCUS INC COMMON STOCK USD.01
COM
92858J108
302
26547
SH
SOLE
12077
0
14470
VODAFONE GROUP PLC ADR
COM
92857W209
2692
68480
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SOLE
68480
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0
VOLCANO CORP COMMON STOCK USD.
COM
928645100
1220
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SOLE
38101
0
17740
VONAGE HOLDINGS CORP COMMON ST
COM
92886T201
729
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SOLE
96250
0
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VORNADO REALTY TRUST REIT USD.
COM
929042109
23961
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SOLE
141980
0
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VOXX INTERNATIONAL CORPORATION
COM
91829F104
503
30128
SH
SOLE
13348
0
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VRINGO INC COM
COM
92911N104
237
79973
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SOLE
36733
0
43240
VSE CORP COMMON STOCK USD.05
COM
918284100
249
5192
SH
SOLE
2132
0
3060
VULCAN MATERIALS CO COMMON STO
COM
929160109
10544
177441
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SOLE
98589
0
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W+T OFFSHORE INC COMMON STOCK
COM
92922P106
793
49545
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SOLE
22975
0
26570
WABASH NATIONAL CORP COMMON ST
COM
929566107
1195
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SOLE
43892
0
52830
WABCO HOLDINGS INC COMMON STOC
COM
92927K102
5240
56094
SH
SOLE
35268
0
20826
WABTEC CORP COMMON STOCK USD.0
COM
929740108
13868
186725
SH
SOLE
152557
0
34168
WADDELL + REED FINANCIAL A COM
COM
930059100
9203
141323
SH
SOLE
115471
0
25852
WAGEWORKS INC COM
COM
930427109
1674
28167
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SOLE
21067
0
7100
WAL MART STORES INC COMMON STO
COM
931142103
229877
2921296
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SOLE
1578729
0
1342567
WALGREEN CO COMMON STOCK USD.0
COM
931422109
96722
1683884
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SOLE
910030
0
773854
WALKER + DUNLOP INC COMMON STO
COM
93148P102
367
22678
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SOLE
10698
0
11980
WALT DISNEY CO/THE COMMON STOC
COM
254687106
224956
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SOLE
1479356
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WALTER ENERGY INC COMMON STOCK
COM
93317Q105
1652
99349
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SOLE
58479
0
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WALTER INVESTMENT MANAGEMENT R
COM
93317W102
1942
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SOLE
26797
0
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WARREN RESOURCES INC COMMON ST
COM
93564A100
315
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SOLE
43889
0
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WASHINGTON BANKING CO COMMON S
COM
937303105
350
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SOLE
8504
0
11250
WASHINGTON FEDERAL INC COMMON
COM
938824109
3300
141672
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SOLE
111069
0
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WASHINGTON REIT REIT USD.01
COM
939653101
2083
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SOLE
40876
0
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WASHINGTON TRUST BANCORP COMMO
COM
940610108
1029
27651
SH
SOLE
14891
0
12760
WASTE CONNECTIONS INC COMMON S
COM
941053100
8428
193168
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SOLE
157426
0
35742
WASTE MANAGEMENT INC COMMON ST
COM
94106L109
34547
769936
SH
SOLE
378735
0
391201
WATERS CORP COMMON STOCK USD.0
COM
941848103
15742
157423
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SOLE
79245
0
78178
WATERSTONE FINANCIAL INC.
COM
94188P101
128
11513
SH
SOLE
4253
0
7260
WATSCO INC COMMON STOCK USD.5
COM
942622200
4625
48152
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SOLE
39962
0
8190
WATTS WATER TECHNOLOGIES A COM
COM
942749102
3027
48920
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SOLE
27460
0
21460
WAUSAU PAPER CORP COMMON STOCK
COM
943315101
791
62400
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SOLE
39630
0
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WD 40 CO COMMON STOCK USD.001
COM
929236107
2422
32437
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SOLE
26097
0
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WEATHERFORD INTL LTD SHS
COM
H27013103
228
14700
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SOLE
14700
0
0
WEB.COM GROUP INC COMMON STOCK
COM
94733A104
1344
42266
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SOLE
29916
0
12350
WEBMD HEALTH CORP COMMON STOCK
COM
94770V102
1449
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SOLE
23637
0
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WEBSTER FINANCIAL CORP COMMON
COM
947890109
6552
210121
SH
SOLE
137311
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72810
WEIGHT WATCHERS INTL INC COMMO
COM
948626106
677
20544
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SOLE
12694
0
7850
WEINGARTEN REALTY INVESTORS RE
COM
948741103
4617
168392
SH
SOLE
124626
0
43766
WEIS MARKETS INC COMMON STOCK
COM
948849104
958
18221
SH
SOLE
9345
0
8876
WELLCARE HEALTH PLANS INC COMM
COM
94946T106
7122
101138
SH
SOLE
66878
0
34260
WELLPOINT INC COMMON STOCK USD
COM
94973V107
46580
504162
SH
SOLE
248453
0
255709
WELLS FARGO + CO COMMON STOCK
COM
949746101
371383
8180238
SH
SOLE
4056531
0
4123707
WENDY S CO/THE COMMON STOCK US
COM
95058W100
3643
417725
SH
SOLE
320366
0
97359
WERNER ENTERPRISES INC COMMON
COM
950755108
3046
123183
SH
SOLE
93023
0
30160
WESBANCO INC COMMON STOCK USD2
COM
950810101
1203
37586
SH
SOLE
17592
0
19994
WESCO AIRCRAFT HOLDINGS INC
COM
950814103
1173
53521
SH
SOLE
23661
0
29860
WESCO INTERNATIONAL INC COMMON
COM
95082P105
3868
42473
SH
SOLE
18413
0
24060
WEST BANCORPORATION COMMON STO
COM
95123P106
286
18058
SH
SOLE
8421
0
9637
WEST CORP COM
COM
952355204
568
22079
SH
SOLE
12709
0
9370
WEST MARINE INC COMMON STOCK U
COM
954235107
349
24531
SH
SOLE
10386
0
14145
WEST PHARMACEUTICAL SERVICES C
COM
955306105
8360
170404
SH
SOLE
145110
0
25294
WESTAMERICA BANCORPORATION COM
COM
957090103
4299
76142
SH
SOLE
53670
0
22472
WESTAR ENERGY INC COMMON STOCK
COM
95709T100
5782
179737
SH
SOLE
141921
0
37816
WESTELL TECHNOLOGIES INC A COM
COM
957541105
226
55793
SH
SOLE
23983
0
31810
WESTERN ALLIANCE BANCORP COMMO
COM
957638109
2641
110681
SH
SOLE
55904
0
54777
WESTERN ASSET MTG CAP CORP
COM
95790D105
459
30878
SH
SOLE
13248
0
17630
WESTERN DIGITAL CORP COMMON ST
COM
958102105
24587
293047
SH
SOLE
161228
0
131819
WESTERN REFINING INC COMMON ST
COM
959319104
3193
75278
SH
SOLE
45738
0
29540
WESTERN UNION CO COMMON STOCK
COM
959802109
18736
1086160
SH
SOLE
726742
0
359418
WESTFIELD FINANCIAL INC COMMON
COM
96008P104
229
30666
SH
SOLE
12631
0
18035
WESTLAKE CHEMICAL CORP COMMON
COM
960413102
2382
19515
SH
SOLE
14463
0
5052
WESTMORELAND COAL CO COMMON ST
COM
960878106
369
19109
SH
SOLE
10559
0
8550
WESTPAC BANKING CORP SP ADR
COM
961214301
743
25592
SH
SOLE
25592
0
0
WESTWOOD HOLDINGS GROUP INC CO
COM
961765104
412
6661
SH
SOLE
4661
0
2000
WET SEAL INC/THE CLASS A COMMO
COM
961840105
220
80558
SH
SOLE
55268
0
25290
WEX INC
COM
96208T104
7245
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60384
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WEYCO GROUP INC COMMON STOCK U
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962149100
281
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3472
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WEYERHAEUSER CO REIT USD1.25
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962166104
29742
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540678
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WGL HOLDINGS INC COMMON STOCK
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4561
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73869
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WHIRLPOOL CORP COMMON STOCK US
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963320106
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59632
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WHITE MOUNTAINS INSURANCE GP C
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WHITESTONE REIT B REIT USD.001
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347
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WHITING PETROLEUM CORP COMMON
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966387102
5238
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49974
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WHOLE FOODS MARKET INC COMMON
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966837106
33369
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337883
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WILEY (JOHN) + SONS CLASS A CO
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4944
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74690
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WILLBROS GROUP INC COMMON STOC
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496
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23663
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WILLIAMS COS INC COMMON STOCK
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607323
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WILLIAMS SONOMA INC COMMON STO
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969904101
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118651
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WILLIS GROUP HOLDINGS PLC
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G96666105
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WILSHIRE BANCORP INC COMMON ST
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97186T108
1096
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WINDSTREAM HOLDINGS INC
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97382A101
7972
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647488
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WINNEBAGO INDUSTRIES COMMON ST
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974637100
1019
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27505
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WINTHROP REALTY TRUST REIT USD
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976391300
469
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17098
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WINTRUST FINANCIAL CORP COMMON
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97650W108
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42241
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WISCONSIN ENERGY CORP COMMON S
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976657106
14687
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216320
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WISDOMTREE INVTS INC COM
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97717P104
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66323
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WOLVERINE WORLD WIDE INC COMMO
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978097103
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WOODWARD INC COMMON STOCK USD.
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5720
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101279
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WORLD ACCEPTANCE CORP COMMON S
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981419104
1227
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10148
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WORLD FUEL SERVICES CORP COMMO
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981475106
8612
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178649
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WORLD WRESTLING ENTERTAIN A CO
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98156Q108
629
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16447
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WORTHINGTON INDUSTRIES COMMON
COM
981811102
4341
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SOLE
83630
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WP CAREY INC
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92936U109
2420
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SOLE
21270
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WPP PLC ADR
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92937A102
457
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SOLE
4000
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WPX ENERGY INC
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98212B103
5721
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158319
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WR BERKLEY CORP COMMON STOCK U
COM
084423102
6699
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120084
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WR GRACE + CO COMMON STOCK USD
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38388F108
6431
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42832
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WRIGHT MEDICAL GROUP INC COMMO
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98235T107
1855
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29366
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WSFS FINANCIAL CORP COMMON STO
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929328102
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4745
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WW GRAINGER INC COMMON STOCK U
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384802104
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80453
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WYNDHAM WORLDWIDE CORP COMMON
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98310W108
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124914
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WYNN RESORTS LTD COMMON STOCK
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23986
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75293
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Workday, Inc.
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2617
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21417
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XCEL ENERGY INC COMMON STOCK U
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98389B100
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489908
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XENOPORT INC COMMON STOCK USD.
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98411C100
337
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28653
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XEROX CORP COMMON STOCK USD1.
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984121103
15477
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SOLE
651229
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620540
XILINX INC COMMON STOCK USD.01
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983919101
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318555
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XL GROUP PLC COMMON STOCK USD.
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G98290102
11925
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211796
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XO GROUP INC COMMON STOCK USD.
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983772104
470
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22354
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XOMA CORP
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98419J107
467
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45228
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XPO LOGISTICS INC COM
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983793100
834
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14049
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XYLEM INC
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98419M100
9378
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SOLE
145522
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125528
YADKIN FINANCIAL CORPORATION
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984305102
312
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7849
0
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YAHOO INC COMMON STOCK USD.00
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62928
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SOLE
785978
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YELP INC COM
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2300
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23888
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YORK WATER CO COMMON STOCK NPV
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265
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7421
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YRC WORLDWIDE INC
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205
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YUM BRANDS INC COMMON STOCK N
COM
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61830
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461960
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ZAGG INC COMMON STOCK USD.001
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98884U108
170
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16716
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ZALE CORP COMMON STOCK USD.01
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769
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22793
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ZAZA ENERGY CORP
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98919T100
32
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20799
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12910
ZEBRA TECHNOLOGIES CORP CL A C
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3992
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56024
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ZELTIQ AESTHETICS INC
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98933Q108
287
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10278
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ZEP INC COMMON STOCK USD.01
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98944B108
568
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SOLE
17442
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13810
ZILLOW INC
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98954A107
2106
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17907
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ZIMMER HOLDINGS INC COMMON STO
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98956P102
22082
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SOLE
131140
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ZIONS BANCORPORATION COMMON ST
COM
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7404
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SOLE
133278
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113839
ZIOPHARM ONCOLOGY INC COMMON S
COM
98973P101
273
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SOLE
41039
0
21970
ZIX CORP COMMON STOCK USD.01
COM
98974P100
256
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SOLE
38396
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ZOETIS INC COM
COM
98978V103
27968
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SOLE
453086
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ZOGENIX INC
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98978L105
220
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SOLE
42566
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21420
ZOLTEK COMPANIES INC COMMON ST
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98975W104
636
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SOLE
16044
0
21950
ZULILY INC-CL A
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989774104
377
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SOLE
3840
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5250
ZUMIEZ INC COMMON STOCK NPV
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989817101
684
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SOLE
18583
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ZYGO CORP COMMON STOCK USD.1
COM
989855101
349
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SH
SOLE
9567
0
14070
ZYNGA INC CL A
COM
98986T108
1293
340213
SH
SOLE
205120
0
135093