0001115418-14-000007.txt : 20140506
0001115418-14-000007.hdr.sgml : 20140506
20140506122705
ACCESSION NUMBER: 0001115418-14-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140506
DATE AS OF CHANGE: 20140506
EFFECTIVENESS DATE: 20140506
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: 14816107
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
1
primary_doc.xml
13F-HR
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true
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0001115418
XXXXXXXX
03-31-2014
03-31-2014
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
05-06-2014
0
2988
33712969
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03076K108
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AMERISAFE INC COMMON STOCK USD
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03071H100
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AMETEK INC COMMON STOCK USD.01
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032657207
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034164103
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034754101
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038222105
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040047102
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002444107
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P16994132
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05964H105
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063671101
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063750103
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064149107
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060505104
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06643P104
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06652K103
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06652V208
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06738E204
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BARNES + NOBLE INC COMMON STOC
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067774109
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BARNES GROUP INC COMMON STOCK
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067806109
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068463108
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067901108
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BARRY (R.G.) COMMON STOCK USD1
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068798107
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070203104
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BAXTER INTERNATIONAL INC COMMO
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073271108
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054937107
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BBCN BANCORP INC
COM
073295107
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BCE INC ADR
COM
05534B760
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073685109
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BEAM INC
COM
073730103
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COM
07556Q881
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BEBE STORES INC COMMON STOCK U
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075571109
275
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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
326
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BELDEN INC COMMON STOCK USD.01
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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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BENEFICIAL MUTUAL BANCORP IN C
COM
08173R104
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BERKSHIRE HATHAWAY INC CL B CO
COM
084670702
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BERKSHIRE HILLS BANCORP INC CO
COM
084680107
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08579W103
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086516101
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055434203
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COM
05541T101
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05545E209
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088606108
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089302103
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05946K101
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06846N104
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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
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09060J106
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09062X103
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BIOLASE INC
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09069N108
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09180C106
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091826107
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09202G101
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092113109
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094235108
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095180105
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095229100
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09578R103
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09624H109
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09643P207
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05566T101
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096761101
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09689U102
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097023105
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BOFI HOLDING INC COMMON STOCK
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05566U108
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09739C102
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05561Q201
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097698104
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09776J101
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097793103
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BOOZ ALLEN HAMILTON HOLDING CO
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099502106
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BORGWARNER INC COMMON STOCK US
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099724106
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BOSTON BEER COMPANY INC CL A C
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100557107
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101119105
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101121101
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BOSTON SCIENTIFIC CORP COMMON
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101137107
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101388106
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101405108
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BOYD GAMING CORP COMMON STOCK
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103304101
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53565
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BP AMOCO P L C SPONSORED ADR
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055622104
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BPZ RESOURCES INC COMMON STOCK
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055639108
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BRADY CORPORATION CL A COMMO
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104674106
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105368203
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BRAVO BRIO RESTAURANT GROUP CO
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10567B109
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BRE PROPERTIES INC REIT USD.01
COM
05564E106
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BRIDGE BANCORP INC COMMON STOC
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108035106
334
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BRIDGE CAPITAL HOLDINGS COMMON
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108030107
327
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BRIDGEPOINT EDUCATION INC COMM
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10807M105
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11563
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BRIGGS + STRATTON COMMON STOCK
COM
109043109
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BRIGHT HORIZONS FAMILY SOLUTIO
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109194100
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BRIGHTCOVE INC COM
COM
10921T101
232
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BRINK S CO/THE COMMON STOCK US
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109696104
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BRINKER INTERNATIONAL INC COMM
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109641100
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BRISTOL MYERS SQUIBB CO COMMON
COM
110122108
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1437665
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BRISTOW GROUP INC COMMON STOCK
COM
110394103
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BRITISH AMERICAN TOBACCO ADR
COM
110448107
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11120U105
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BROADCOM CORP CL A COMMON STOC
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111320107
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BROADRIDGE FINANCIAL SOLUTIO C
COM
11133T103
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BROADSOFT INC COMMON STOCK
COM
11133B409
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BROCADE COMMUNICATIONS SYS COM
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111621306
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175491
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BROOKDALE SENIOR LIVING INC CO
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112463104
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BROOKFIELD ASSET MANAGEMENT CL
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112585104
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COM
11373M107
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BROOKS AUTOMATION INC COMMON S
COM
114340102
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BROWN + BROWN INC COMMON STOCK
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115236101
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BROWN FORMAN CORP CLASS B COMM
COM
115637209
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BROWN SHOE COMPANY INC COMMON
COM
115736100
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BRUKER CORP COMMON STOCK USD.0
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116794108
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BRUNSWICK CORP COMMON STOCK US
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117043109
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BRYN MAWR BANK CORP COMMON STO
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117665109
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BT GROUP ADR
COM
05577E101
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11830
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COM
118440106
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COM
119848109
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BUILDERS FIRSTSOURCE INC COMMO
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12008R107
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G16962105
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BURGER KING WORLDWIDE COM
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121220107
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122017106
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COM
12467B304
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12541W209
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CA INC COMMON STOCK USD.1
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12673P105
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126804301
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12686C109
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CABOT CORP COMMON STOCK USD1.
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127055101
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12709P103
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CABOT OIL + GAS CORP COMMON ST
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127097103
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CACI INTERNATIONAL INC CL A C
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127190304
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COM
127387108
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COM
127686103
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COM
12477X106
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CAL DIVE INTERNATIONAL INC COM
COM
12802T101
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CAL MAINE FOODS INC COMMON STO
COM
128030202
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COM
12811R104
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COM
128126109
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CALAVO GROWERS INC COMMON STOC
COM
128246105
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CALGON CARBON CORP COMMON STOC
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129603106
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COM
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CALIX NETWORKS INC COMMON STOC
COM
13100M509
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COM
131193104
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COM
13123E500
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131347304
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133131102
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CAMERON INTERNATIONAL CORP COM
COM
13342B105
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CAMPBELL SOUP CO COMMON STOCK
COM
134429109
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CAMPUS CREST COMMUNITIES INC R
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13466Y105
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136069101
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COM
136385101
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COM
136375102
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COM
13645T100
295
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COM
138006309
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CANTEL MEDICAL CORP COMMON STO
COM
138098108
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CAPELLA EDUCATION CO COMMON ST
COM
139594105
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CAPITAL ONE FINANCIAL CORP COM
COM
14040H105
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CAPITAL SENIOR LIVING CORP COM
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140475104
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CAPITAL SOUTHWEST CORP COMMON
COM
140501107
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CAPITALSOURCE INC COMMON STOCK
COM
14055X102
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CAPITOL FEDERAL FINANCIAL IN C
COM
14057J101
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CAPSTEAD MORTGAGE CORP REIT US
COM
14067E506
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CAPSTONE TURBINE CORP COMMON S
COM
14067D102
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CAPTIAL BANK FINANCIAL CL A
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139794101
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CARBO CERAMICS INC COMMON STOC
COM
140781105
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CARBONITE INC
COM
141337105
106
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CARDINAL FINANCIAL CORP COMMON
COM
14149F109
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CARDINAL HEALTH INC COMMON STO
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14149Y108
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CARDIOVASCULAR SYSTEMS INC COM
COM
141619106
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CARDTRONICS INC COMMON STOCK U
COM
14161H108
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CAREER EDUCATION CORP COMMON S
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141665109
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CAREFUSION CORP COMMON STOCK U
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14170T101
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CARLISLE COS INC COMMON STOCK
COM
142339100
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CARMAX INC COMMON STOCK USD.5
COM
143130102
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CARMIKE CINEMAS INC COM
COM
143436400
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CARNIVAL CORP COMMON STOCK USD
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143658300
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CARPENTER TECHNOLOGY COMMON ST
COM
144285103
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CARRIAGE SVCS INC COM
COM
143905107
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CARRIZO OIL + GAS INC COMMON S
COM
144577103
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CARROLS RESTAURANT GROUP INC C
COM
14574X104
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CARTER S INC COMMON STOCK USD.
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146229109
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CASELLA WASTE SYSTEMS INC A CO
COM
147448104
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0
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CASEY S GENERAL STORES INC COM
COM
147528103
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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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149568107
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14964U108
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CBEYOND INC COMMON STOCK USD.0
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149847105
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124805102
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CBRE GROUP INC
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12504L109
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12514G108
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150838100
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150870103
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15117B103
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151408101
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15189T107
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CENTERSTATE BANKS INC COMMON S
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15201P109
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156431108
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15670S105
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15670R107
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156782104
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157085101
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125269100
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COM
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COM
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COM
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COM
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COM
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3073
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SH
SOLE
55886
0
67330
DYNEX CAPITAL INC REIT USD.01
COM
26817Q506
606
67675
SH
SOLE
30115
0
37560
Diamondback Energy, Inc.
COM
25278X109
1259
18704
SH
SOLE
13714
0
4990
E TRADE FINANCIAL CORP COMMON
COM
269246401
8877
385604
SH
SOLE
215752
0
169852
E2OPEN INC COM
COM
29788A104
299
12679
SH
SOLE
9089
0
3590
EAGLE BANCORP INC COMMON STOCK
COM
268948106
1001
27724
SH
SOLE
12460
0
15264
EAGLE MATERIALS INC COMMON STO
COM
26969P108
6713
75714
SH
SOLE
62314
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13400
EARTHLINK HOLDINGS CORP
COM
27033X101
496
137321
SH
SOLE
60641
0
76680
EAST WEST BANCORP INC COMMON S
COM
27579R104
7112
194849
SH
SOLE
153651
0
41198
EASTGROUP PROPERTIES INC REIT
COM
277276101
2780
44186
SH
SOLE
32674
0
11512
EASTMAN CHEMICAL CO COMMON STO
COM
277432100
19558
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SH
SOLE
138246
0
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EATON CORP PLC
COM
G29183103
58906
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SH
SOLE
381991
0
402172
EATON VANCE CORP COMMON STOCK
COM
278265103
7149
187333
SH
SOLE
153914
0
33419
EBAY INC COMMON STOCK USD.001
COM
278642103
119109
2156216
SH
SOLE
1109454
0
1046762
EBIX INC COMMON STOCK USD.1
COM
278715206
1941
113729
SH
SOLE
102111
0
11618
ECHO GLOBAL LOGISTICS INC COMM
COM
27875T101
278
15200
SH
SOLE
10950
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4250
ECHOSTAR CORP A COMMON STOCK U
COM
278768106
1420
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SOLE
15055
0
14801
ECOLAB INC COMMON STOCK USD1.
COM
278865100
58537
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SH
SOLE
318079
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223978
EDISON INTERNATIONAL COMMON ST
COM
281020107
25092
443248
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SOLE
239362
0
203886
EDUCATION MANAGEMENT CORP COMM
COM
28140M103
108
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SOLE
16081
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6170
EDUCATION REALTY TRUST INC REI
COM
28140H104
1751
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SOLE
92720
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EDWARDS LIFESCIENCES CORP COMM
COM
28176E108
12672
170856
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SOLE
105739
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65117
EGAIN COMMUNICATIONS COM NEW
COM
28225C806
85
12036
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SOLE
8916
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3120
EHEALTH INC COMMON STOCK USD.0
COM
28238P109
1120
22045
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SOLE
17595
0
4450
EL PASO ELECTRIC CO COMMON STO
COM
283677854
2468
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SOLE
39849
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29230
ELECTRO RENT CORP COMMON STOCK
COM
285218103
431
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SOLE
13545
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ELECTRO SCIENTIFIC INDS INC CO
COM
285229100
358
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SOLE
17688
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18680
ELECTRONIC ARTS INC COMMON STO
COM
285512109
12968
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SOLE
268040
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ELECTRONICS FOR IMAGING COMMON
COM
286082102
3187
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50627
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22950
ELI LILLY + CO COMMON STOCK NP
COM
532457108
96563
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SOLE
879371
0
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ELIZABETH ARDEN INC COMMON STO
COM
28660G106
1105
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SOLE
28102
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ELLIE MAE INC COMMON STOCK USD
COM
28849P100
697
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SOLE
17836
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6330
EMC CORP/MASS COMMON STOCK USD
COM
268648102
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SOLE
1761810
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EMC INS GROUP INC COMMON STOCK
COM
268664109
247
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SOLE
2494
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EMCOR GROUP INC COMMON STOCK U
COM
29084Q100
5430
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SOLE
67658
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EMERALD OIL INC
COM
29101U209
404
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SOLE
21725
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EMERGENT BIOSOLUTIONS INC COMM
COM
29089Q105
1035
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21518
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EMERITUS CORP COMMON STOCK USD
COM
291005106
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34228
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EMERSON ELECTRIC CO COMMON STO
COM
291011104
86741
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SOLE
631948
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EMPIRE DISTRICT ELECTRIC CO CO
COM
291641108
2056
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53895
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EMPIRE STATE REALTY TRUST-A
COM
292104106
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SOLE
35685
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EMPLOYERS HOLDINGS INC COMMON
COM
292218104
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SOLE
36502
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14112
EMULEX CORP COMMON STOCK USD.1
COM
292475209
854
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SOLE
55557
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ENBRIDGE INC ADR
COM
29250N105
529
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SOLE
11620
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ENCANA CORP
COM
292505104
235
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SOLE
10970
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ENCORE CAPITAL GROUP INC COMMO
COM
292554102
1373
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SOLE
20379
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ENCORE WIRE CORP COMMON STOCK
COM
292562105
1733
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SOLE
21405
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ENDEAVOUR INTERNATIONAL CORP C
COM
29259G200
174
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SOLE
26578
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ENDO INTERNATIONAL PLC
COM
G30401106
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SOLE
169704
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34104
ENDOCYTE INC COMMON STOCK
COM
29269A102
652
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SOLE
20094
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ENDOLOGIX INC COMMON STOCK USD
COM
29266S106
784
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SOLE
43027
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ENDURANCE INTERNATIONAL GROUP
COM
29272B105
172
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SOLE
5500
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7700
ENDURANCE SPECIALTY HOLDINGS C
COM
G30397106
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SOLE
25075
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13803
ENERGEN CORP COMMON STOCK USD.
COM
29265N108
8168
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SOLE
79329
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21748
ENERGIZER HOLDINGS INC COMMON
COM
29266R108
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69800
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ENERGY RECOVERY INC COMMON STO
COM
29270J100
246
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24668
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ENERGY XXI BERMUDA COMMON STOC
COM
G10082140
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SOLE
55012
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55310
ENERNOC INC COMMON STOCK USD.0
COM
292764107
723
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SOLE
17215
0
15240
ENERSYS COMMON STOCK USD.01
COM
29275Y102
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SOLE
51381
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29275
ENGILITY HOLDINGS INC.
COM
29285W104
1162
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SOLE
13047
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12743
ENLINK MIDSTREAM LLC
COM
29336T100
1177
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SOLE
30251
0
4420
ENNIS INC COMMON STOCK USD2.5
COM
293389102
614
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SOLE
16973
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20074
ENOVIA SYSTEMS INC
COM
29355M200
3
54711
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SOLE
54711
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ENPHASE ENERGY INC COM
COM
29355A107
97
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SOLE
9333
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ENPRO INDUSTRIES INC COMMON ST
COM
29355X107
2422
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SOLE
21550
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ENSCO PLC
COM
G3157S106
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SOLE
122508
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ENSIGN GROUP INC/THE COMMON ST
COM
29358P101
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SOLE
16420
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ENSTAR GROUP LTD COMMON STOCK
COM
G3075P101
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7198
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ENTEGRIS INC COMMON STOCK USD.
COM
29362U104
2277
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SOLE
96470
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ENTERCOM COMMUNICATIONS CL A C
COM
293639100
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15168
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17840
ENTERGY CORP COMMON STOCK USD.
COM
29364G103
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SOLE
132123
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104805
ENTERPRISE FINANCIAL SERVICE C
COM
293712105
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SOLE
10107
0
12940
ENTRAVISION COMMUNICATIONS A C
COM
29382R107
347
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SOLE
34444
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17370
ENTROPIC COMMUNICATIONS INC CO
COM
29384R105
551
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SOLE
72259
0
62430
ENVESTNET INC COMMON STOCK
COM
29404K106
790
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SOLE
14252
0
5400
ENVISION HEALTHCARE HOLDINGS
COM
29413U103
962
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SOLE
20750
0
7690
ENZON PHARMACEUTICALS INC COMM
COM
293904108
57
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SOLE
25205
0
29740
EOG RESOURCES INC COMMON STOCK
COM
26875P101
91306
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SOLE
237737
0
227704
EPAM SYSTEMS INC
COM
29414B104
685
20810
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SOLE
15590
0
5220
EPIQ SYSTEMS INC COMMON STOCK
COM
26882D109
784
57508
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SOLE
34638
0
22870
EPL OIL & GAS INC
COM
26883D108
1628
42185
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SOLE
25258
0
16927
EPLUS INC COMMON STOCK USD.01
COM
294268107
263
4719
SH
SOLE
2239
0
2480
EPR PROPERTIES
COM
26884U109
4988
93424
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SOLE
50934
0
42490
EQT CORP COMMON STOCK NPV
COM
26884L109
21975
226619
SH
SOLE
135232
0
91387
EQUAL ENERGY LTD
COM
29390Q109
199
43360
SH
SOLE
19170
0
24190
EQUIFAX INC COMMON STOCK USD1.
COM
294429105
14504
213204
SH
SOLE
143420
0
69784
EQUINIX INC COMMON STOCK USD.0
COM
29444U502
14065
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SOLE
62775
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13320
EQUITY LIFESTYLE PROPERTIES RE
COM
29472R108
2929
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SOLE
41757
0
30304
EQUITY ONE INC REIT USD.01
COM
294752100
3107
139091
SH
SOLE
91791
0
47300
EQUITY RESIDENTIAL REIT USD.01
COM
29476L107
34424
593628
SH
SOLE
279558
0
314070
ERA GROUP INC.
COM
26885G109
902
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SOLE
15057
0
15730
ERICSSON TEL - SP ADR
COM
294821608
615
46160
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SOLE
46160
0
0
ERIE INDEMNITY COMPANY CL A CO
COM
29530P102
3419
49012
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SOLE
40793
0
8219
ESB FINANCIAL CORP COMMON STOC
COM
26884F102
205
15650
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SOLE
6959
0
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ESCO TECHNOLOGIES INC COMMON S
COM
296315104
1358
38590
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SOLE
22460
0
16130
ESSA BANCORP INC COMMON STOCK
COM
29667D104
120
11017
SH
SOLE
4927
0
6090
ESSENT GROUP LTD
COM
G3198U102
550
24494
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SOLE
10730
0
13764
ESSEX PROPERTY TRUST INC REIT
COM
297178105
9926
58373
SH
SOLE
42999
0
15374
ESTEE LAUDER COMPANIES CL A CO
COM
518439104
28744
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SH
SOLE
220032
0
209758
ESTERLINE TECHNOLOGIES CORP CO
COM
297425100
7598
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SOLE
47789
0
23531
ETHAN ALLEN INTERIORS INC COMM
COM
297602104
870
34193
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SOLE
25913
0
8280
EURONET WORLDWIDE INC COMMON S
COM
298736109
2215
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SOLE
40222
0
13030
EVERBANK FINANCIAL CORP COM
COM
29977G102
2031
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SOLE
48202
0
54760
EVERCORE PARTNERS INC CL A COM
COM
29977A105
2211
40025
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SOLE
30945
0
9080
EVEREST RE GROUP LTD COMMON ST
COM
G3223R108
9978
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SH
SOLE
51271
0
13926
EVERTEC INC COM
COM
30040P103
610
24702
SH
SOLE
17642
0
7060
EVOLUTION PETROLEUM CORP COMMO
COM
30049A107
187
14725
SH
SOLE
10675
0
4050
EW SCRIPPS CO/THE A COMMON STO
COM
811054402
1115
62918
SH
SOLE
39852
0
23066
EXACT SCIENCES CORP COMMON STO
COM
30063P105
930
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SH
SOLE
44910
0
20700
EXACTECH INC COMMON STOCK USD.
COM
30064E109
246
10893
SH
SOLE
5303
0
5590
EXAMWORKS GROUP INC COMMON STO
COM
30066A105
883
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SOLE
18417
0
6800
EXAR CORP COMMON STOCK USD.000
COM
300645108
565
47253
SH
SOLE
34715
0
12538
EXCEL TRUST INC REIT USD.01
COM
30068C109
810
63890
SH
SOLE
27890
0
36000
EXCO RESOURCES INC COMMON STOC
COM
269279402
993
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SH
SOLE
89450
0
87950
EXELIS INC
COM
30162A108
5364
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SOLE
225333
0
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EXELIXIS INC COMMON STOCK USD.
COM
30161Q104
475
134105
SH
SOLE
121705
0
12400
EXELON CORP COMMON STOCK NPV
COM
30161N101
48009
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SH
SOLE
720858
0
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EXLSERVICE HOLDINGS INC COMMON
COM
302081104
1312
42434
SH
SOLE
33644
0
8790
EXONE CO
COM
302104104
207
5788
SH
SOLE
3708
0
2080
EXPEDIA INC
COM
30212P303
11483
158386
SH
SOLE
96341
0
62045
EXPEDITORS INTL WASH INC COMMO
COM
302130109
13902
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SOLE
233832
0
116954
EXPONENT INC COMMON STOCK USD.
COM
30214U102
1114
14836
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SOLE
11706
0
3130
EXPRESS INC COMMON STOCK
COM
30219E103
1185
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SOLE
52219
0
22430
EXPRESS SCRIPTS HOLDING COMPAN
COM
30219G108
104235
1388130
SH
SOLE
686554
0
701576
EXTERRAN HOLDINGS INC COMMON S
COM
30225X103
4427
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SH
SOLE
55691
0
45191
EXTRA SPACE STORAGE INC REIT U
COM
30225T102
8015
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SOLE
124956
0
40269
EXTREME NETWORKS INC COMMON ST
COM
30226D106
697
120161
SH
SOLE
56611
0
63550
EXXON MOBIL CORP COMMON STOCK
COM
30231G102
729493
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SH
SOLE
3843047
0
3625141
EZCORP INC CL A COMMON STOCK U
COM
302301106
826
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SOLE
38494
0
38070
F5 NETWORKS INC COMMON STOCK N
COM
315616102
12416
116440
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SOLE
70322
0
46118
FABRINET COMMON STOCK USD.01
COM
G3323L100
767
36939
SH
SOLE
17589
0
19350
FACEBOOK INC COM
COM
30303M102
181417
3011572
SH
SOLE
1557295
0
1454277
FACTSET RESEARCH SYSTEMS INC C
COM
303075105
10845
100591
SH
SOLE
88017
0
12574
FAIR ISAAC CORP COMMON STOCK U
COM
303250104
3682
66563
SH
SOLE
55173
0
11390
FAIRCHILD SEMICONDUCTOR INTE C
COM
303726103
2321
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SH
SOLE
133656
0
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FAIRPOINT COMMUNICATIONS INC C
COM
305560302
249
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SH
SOLE
12085
0
6250
FAIRWAY GROUP HOLDINGS INC
COM
30603D109
127
16651
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SOLE
8841
0
7810
FAMILY DOLLAR STORES COMMON ST
COM
307000109
11820
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SOLE
141898
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FANNIE MAE
COM
313586109
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SOLE
0
0
63500
FARMERS CAP BK CORP COM
COM
309562106
207
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SOLE
4148
0
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FARO TECHNOLOGIES INC COMMON S
COM
311642102
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21127
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SOLE
15317
0
5810
FASTENAL CO COMMON STOCK USD.0
COM
311900104
28688
581668
SH
SOLE
415569
0
166099
FBL FINANCIAL GROUP INC CL A C
COM
30239F106
578
13340
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SOLE
6420
0
6920
FBR + CO COMMON STOCK USD.001
COM
30247C400
278
10749
SH
SOLE
5135
0
5614
FEDERAL AGRIC MTG CORP CL C CO
COM
313148306
446
13425
SH
SOLE
6315
0
7110
FEDERAL MOGUL HOLDINGS CORP
COM
313549404
573
30640
SH
SOLE
12600
0
18040
FEDERAL REALTY INVS TRUST REIT
COM
313747206
14778
128817
SH
SOLE
103065
0
25752
FEDERAL SIGNAL CORP COMMON STO
COM
313855108
969
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SOLE
46795
0
18210
FEDERATED INVESTORS INC CL B C
COM
314211103
4618
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SOLE
125507
0
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FEDEX CORP COMMON STOCK USD.1
COM
31428X106
66771
503703
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SOLE
251844
0
251859
FEI COMPANY COMMON STOCK NPV
COM
30241L109
5653
54871
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SOLE
43421
0
11450
FELCOR LODGING TRUST INC REIT
COM
31430F101
1836
203131
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SOLE
106381
0
96750
FEMALE HEALTH COMPANY COMMON S
COM
314462102
103
13307
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SOLE
12557
0
750
FERRO CORP COMMON STOCK USD1.
COM
315405100
948
69369
SH
SOLE
49839
0
19530
FIBROCELL SCIENCE INC COM
COM
315721209
88
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SH
SOLE
10079
0
6780
FIDELITY NATIONAL FINL A COMMO
COM
31620R105
11860
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SH
SOLE
301360
0
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FIDELITY NATIONAL INFORMATIO C
COM
31620M106
20756
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SH
SOLE
215721
0
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FIDELITY SOUTHN CORP COM
COM
316394105
220
15741
SH
SOLE
5772
0
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FIDUS INVESTMENT CORP
COM
316500107
327
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SH
SOLE
8085
0
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FIESTA RESTAURANT GROUP
COM
31660B101
814
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SOLE
12525
0
5330
FIFTH STREET FINANCE CORP COMM
COM
31678A103
1619
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SH
SOLE
72425
0
98720
FIFTH THIRD BANCORP COMMON STO
COM
316773100
26737
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SOLE
630690
0
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FINANCIAL ENGINES INC COMMON S
COM
317485100
2814
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SOLE
44073
0
11350
FINANCIAL INSTITUTIONS INC COM
COM
317585404
446
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SOLE
9993
0
9380
FINISAR CORPORATION COMMON STO
COM
31787A507
3618
136494
SH
SOLE
68406
0
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FINISH LINE/THE CL A COMMON
COM
317923100
1944
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SH
SOLE
43503
0
28262
FIREEYE INC
COM
31816Q101
815
13235
SH
SOLE
8605
0
4630
FIRST AMERICAN FINANCIAL COMMO
COM
31847R102
6449
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SOLE
163790
0
79112
FIRST BANCORP INC/ME COMMON ST
COM
31866P102
190
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SH
SOLE
5196
0
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FIRST BANCORP PUERTO RICO COMM
COM
318672706
575
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SH
SOLE
56466
0
49270
FIRST BANCORP/NC COMMON STOCK
COM
318910106
530
27901
SH
SOLE
12058
0
15843
FIRST BUSEY CORP COMMON STOCK
COM
319383105
605
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SH
SOLE
56179
0
48100
FIRST CASH FINL SVCS INC COMMO
COM
31942D107
1876
37172
SH
SOLE
27982
0
9190
FIRST CITIZENS BCSHS CL A CO
COM
31946M103
1215
5048
SH
SOLE
2929
0
2119
FIRST COMMONWEALTH FINL CORP C
COM
319829107
1465
162009
SH
SOLE
92043
0
69966
FIRST COMMUNITY BANCSHARES COM
COM
31983A103
339
20747
SH
SOLE
9950
0
10797
FIRST CONNECTICUT BANCORP
COM
319850103
332
21182
SH
SOLE
9552
0
11630
FIRST DEFIANCE FINL CORP COMMO
COM
32006W106
328
12095
SH
SOLE
5445
0
6650
FIRST FINANCIAL BANCORP COMMON
COM
320209109
1577
87709
SH
SOLE
43523
0
44186
FIRST FINANCIAL CORP/INDIANA C
COM
320218100
599
17790
SH
SOLE
8570
0
9220
FIRST FINANCIAL HOLDINGS INC
COM
32023E105
1991
31791
SH
SOLE
15555
0
16236
FIRST FINANCIAL NORTHWEST COM
COM
32022K102
196
19355
SH
SOLE
9105
0
10250
FIRST FINL BANKSHARES INC COMM
COM
32020R109
2829
45789
SH
SOLE
31921
0
13868
FIRST HORIZON NATIONAL CORP CO
COM
320517105
4082
330800
SH
SOLE
262645
0
68155
FIRST INDUSTRIAL REALTY TR REI
COM
32054K103
3285
170050
SH
SOLE
87276
0
82774
FIRST INTERSTATE BANCSYS/MT CO
COM
32055Y201
649
22996
SH
SOLE
10986
0
12010
FIRST MARBLEHEAD CORP/THE COMM
COM
320771207
70
11528
SH
SOLE
4970
0
6558
FIRST MERCHANTS CORP COMMON ST
COM
320817109
923
42658
SH
SOLE
16668
0
25990
FIRST MIDWEST BANCORP INC/IL C
COM
320867104
2031
118905
SH
SOLE
65610
0
53295
FIRST NIAGARA FINANCIAL GRP CO
COM
33582V108
4611
487955
SH
SOLE
388557
0
99398
FIRST OF LONG ISLAND CORP COMM
COM
320734106
398
9794
SH
SOLE
4324
0
5470
FIRST POTOMAC REALTY TRUST REI
COM
33610F109
1155
89369
SH
SOLE
42796
0
46573
FIRST REPUBLIC BANK/SAN FRAN C
COM
33616C100
4296
79574
SH
SOLE
50985
0
28589
FIRST SEC GROUP INC
COM
336312202
145
69829
SH
SOLE
33729
0
36100
FIRST SOLAR INC COMMON STOCK U
COM
336433107
6824
97783
SH
SOLE
56556
0
41227
FIRSTENERGY CORP COMMON STOCK
COM
337932107
18961
557180
SH
SOLE
308528
0
248652
FIRSTHAND TECH VALUE FUND
COM
33766Y100
234
10968
SH
SOLE
4822
0
6146
FIRSTMERIT CORP COMMON STOCK N
COM
337915102
7310
350927
SH
SOLE
229117
0
121810
FISERV INC COMMON STOCK USD.01
COM
337738108
22839
402870
SH
SOLE
244292
0
158578
FIVE BELOW
COM
33829M101
1312
30875
SH
SOLE
23115
0
7760
FIVE STAR QUALITY CARE COMMON
COM
33832D106
251
51565
SH
SOLE
23505
0
28060
FLAGSTAR BANCORP INC COMMON ST
COM
337930705
590
26550
SH
SOLE
12909
0
13641
FLEETCOR TECHNOLOGIES INC COMM
COM
339041105
6414
55724
SH
SOLE
38180
0
17544
FLEETMATICS GROUP LIMITED
COM
G35569105
507
15159
SH
SOLE
11209
0
3950
FLEXSTEEL INDS INC COM
COM
339382103
226
6014
SH
SOLE
2654
0
3360
FLEXTRONICS INTL LTD
COM
Y2573F102
141
15300
SH
SOLE
15300
0
0
FLIR SYSTEMS INC COMMON STOCK
COM
302445101
7572
210343
SH
SOLE
126992
0
83351
FLOTEK INDUSTRIES INC COMMON S
COM
343389102
1695
60879
SH
SOLE
48349
0
12530
FLOWERS FOODS INC COMMON STOCK
COM
343498101
7265
338707
SH
SOLE
290659
0
48048
FLOWSERVE CORP COMMON STOCK US
COM
34354P105
17974
229442
SH
SOLE
144726
0
84716
FLUIDIGM CORP COMMON STOCK
COM
34385P108
926
21011
SH
SOLE
15291
0
5720
FLUOR CORP COMMON STOCK USD.01
COM
343412102
18434
237158
SH
SOLE
137143
0
100015
FLUSHING FINANCIAL CORP COMMON
COM
343873105
1075
50999
SH
SOLE
29937
0
21062
FMC CORP COMMON STOCK USD.1
COM
302491303
15938
208179
SH
SOLE
126856
0
81323
FMC TECHNOLOGIES INC COMMON ST
COM
30249U101
20737
396574
SH
SOLE
233229
0
163345
FNB CORP COMMON STOCK USD.01
COM
302520101
3105
231680
SH
SOLE
123899
0
107781
FOMENTO OCON MEXICO ADR
COM
344419106
260
2790
SH
SOLE
2790
0
0
FOOT LOCKER INC COMMON STOCK U
COM
344849104
9690
206260
SH
SOLE
162992
0
43268
FORD MOTOR CO COMMON STOCK USD
COM
345370860
103280
6620484
SH
SOLE
3350414
0
3270070
FOREST CITY ENTERPRISES CL A C
COM
345550107
1945
101833
SH
SOLE
57385
0
44448
FOREST LABORATORIES INC COMMON
COM
345838106
30610
331739
SH
SOLE
173056
0
158683
FOREST OIL CORP COMMON STOCK U
COM
346091705
326
170644
SH
SOLE
89603
0
81041
FORESTAR GROUP INC COMMON STOC
COM
346233109
949
53326
SH
SOLE
29453
0
23873
FORMFACTOR INC COMMON STOCK US
COM
346375108
457
71551
SH
SOLE
31470
0
40081
FORRESTER RESEARCH INC COMMON
COM
346563109
1704
47541
SH
SOLE
43341
0
4200
FORTINET INC COMMON STOCK USD.
COM
34959E109
4486
203648
SH
SOLE
167051
0
36597
FORTUNE BRANDS HOME & SECURITY
COM
34964C106
10563
251013
SH
SOLE
203895
0
47118
FORTUNE INDUSTRIES INC
COM
34963X200
3
19300
SH
SOLE
19300
0
0
FORUM ENERGY TECHNOLOGIES COM
COM
34984V100
1327
42835
SH
SOLE
25335
0
17500
FORWARD AIR CORPORATION COMMON
COM
349853101
1886
40901
SH
SOLE
32651
0
8250
FOSSIL GROUP INC.
COM
34988V106
8852
75910
SH
SOLE
45932
0
29978
FOSTER (LB) CO A COMMON STOCK
COM
350060109
705
15046
SH
SOLE
8040
0
7006
FOX CHASE BANCORP INC COMMON S
COM
35137T108
252
14979
SH
SOLE
6636
0
8343
FRANCESCAS HOLDINGS CORP
COM
351793104
772
42582
SH
SOLE
31992
0
10590
FRANK'S INTERNATIONAL NV
COM
N33462107
1408
56835
SH
SOLE
11665
0
45170
FRANKLIN ELECTRIC CO INC COMMO
COM
353514102
2612
61434
SH
SOLE
46084
0
15350
FRANKLIN FINANCIAL CORP/VA COM
COM
35353C102
272
13889
SH
SOLE
6589
0
7300
FRANKLIN RESOURCES INC COMMON
COM
354613101
48662
898152
SH
SOLE
538779
0
359373
FRANKLIN STREET PROPERTIES C R
COM
35471R106
1784
141551
SH
SOLE
71581
0
69970
FRED S INC CLASS A COMMON STOC
COM
356108100
2529
140424
SH
SOLE
111942
0
28482
FREDDIE MAC
COM
313400301
255
66008
SH
SOLE
9608
0
56400
FREEPORT MCMORAN COPPER COMMON
COM
35671D857
58013
1754253
SH
SOLE
865349
0
888904
FREESCALE SEMICONDUCTOR LTD
COM
G3727Q101
996
40819
SH
SOLE
24585
0
16234
FREIGHTCAR AMERICA INC COMMON
COM
357023100
372
15994
SH
SOLE
6764
0
9230
FRESENIUS MED CARE AG SPONSORE
COM
358029106
235
6740
SH
SOLE
6740
0
0
FRESH DEL MONTE PRODUCE INC CO
COM
G36738105
1732
62819
SH
SOLE
34372
0
28447
FRESH MARKET INC/THE COMMON ST
COM
35804H106
1119
33299
SH
SOLE
21834
0
11465
FRONTIER COMMUNICATIONS CORP C
COM
35906A108
7484
1313040
SH
SOLE
735633
0
577407
FRONTLINE LTD COMMON STOCK USD
COM
G3682E127
235
59881
SH
SOLE
27700
0
32181
FTD COS INC
COM
30281V108
870
27345
SH
SOLE
14648
0
12697
FTI CONSULTING INC COMMON STOC
COM
302941109
2830
84897
SH
SOLE
53987
0
30910
FUEL SYSTEMS SOLUTIONS INC COM
COM
35952W103
211
19629
SH
SOLE
9109
0
10520
FUELCELL ENERGY INC COMMON STO
COM
35952H106
342
137777
SH
SOLE
92517
0
45260
FULTON FINANCIAL CORP COMMON S
COM
360271100
3354
266582
SH
SOLE
207963
0
58619
FURIEX PHARMACEUTICALS COMMON
COM
36106P101
641
7370
SH
SOLE
5171
0
2199
FURMANITE CORP COMMON STOCK NP
COM
361086101
399
40605
SH
SOLE
25525
0
15080
FUSION-IO INC COM
COM
36112J107
798
75823
SH
SOLE
45713
0
30110
FUTUREFUEL CORP COMMON STOCK U
COM
36116M106
582
28682
SH
SOLE
16122
0
12560
FX ENERGY INC COMMON STOCK USD
COM
302695101
149
44530
SH
SOLE
31970
0
12560
FXCM INC A COMMON STOCK USD.01
COM
302693106
525
35578
SH
SOLE
26938
0
8640
G + K SERVICES INC CL A COMMO
COM
361268105
1976
32305
SH
SOLE
18425
0
13880
G III APPAREL GROUP LTD COMMON
COM
36237H101
1618
22606
SH
SOLE
16156
0
6450
GAIN CAPITAL HOLDINGS INC COMM
COM
36268W100
139
12822
SH
SOLE
5342
0
7480
GALENA BIOPHARMA COM
COM
363256108
215
85901
SH
SOLE
60151
0
25750
GAMCO INVESTORS INC A COMMON S
COM
361438104
598
7705
SH
SOLE
5565
0
2140
GAMESTOP CORP CLASS A COMMON S
COM
36467W109
7221
175687
SH
SOLE
100699
0
74988
GAMING & LEISURE PROPERTIES IN
COM
36467J108
2350
64463
SH
SOLE
39323
0
25140
GANNETT CO COMMON STOCK USD1.
COM
364730101
8749
316994
SH
SOLE
179425
0
137569
GAP INC/THE COMMON STOCK USD.0
COM
364760108
24173
603427
SH
SOLE
434619
0
168808
GARMIN LTD COMMON STOCK CHF10.
COM
H2906T109
11864
214699
SH
SOLE
152086
0
62613
GARTNER INC COMMON STOCK USD.0
COM
366651107
9989
143844
SH
SOLE
119018
0
24826
GASLOG LTD COM
COM
G37585109
815
34998
SH
SOLE
14618
0
20380
GASTAR EXPLORATION INC
COM
36729W202
276
50385
SH
SOLE
38475
0
11910
GATX CORP COMMON STOCK USD.625
COM
361448103
4379
64508
SH
SOLE
49812
0
14696
GENCORP INC COMMON STOCK USD.1
COM
368682100
1189
65085
SH
SOLE
53615
0
11470
GENERAC HOLDINGS INC COMMON ST
COM
368736104
2891
49018
SH
SOLE
37068
0
11950
GENERAL CABLE CORP COMMON STOC
COM
369300108
2684
104791
SH
SOLE
68371
0
36420
GENERAL COMMUNICATION INC A CO
COM
369385109
527
46229
SH
SOLE
36409
0
9820
GENERAL DYNAMICS CORP COMMON S
COM
369550108
51524
473048
SH
SOLE
248045
0
225003
GENERAL ELECTRIC CO COMMON STO
COM
369604103
403631
15590238
SH
SOLE
7961618
0
7628620
GENERAL GROWTH PROPERTIES REIT
COM
370023103
16655
757060
SH
SOLE
393789
0
363271
GENERAL MILLS INC COMMON STOCK
COM
370334104
62398
1204129
SH
SOLE
621077
0
583052
GENERAL MOLY INC COMMON STOCK
COM
370373102
70
71196
SH
SOLE
32426
0
38770
GENERAL MOTORS CO COMMON STOCK
COM
37045V100
62648
1820117
SH
SOLE
965731
0
854386
GENESCO INC COMMON STOCK USD1.
COM
371532102
2272
30473
SH
SOLE
21353
0
9120
GENESEE + WYOMING INC CL A COM
COM
371559105
6466
66437
SH
SOLE
56077
0
10360
GENIE ENERGY
COM
372284208
243
24418
SH
SOLE
14218
0
10200
GENMARK DIAGNOSTICS INC
COM
372309104
255
25692
SH
SOLE
17192
0
8500
GENOMIC HEALTH INC COMMON STOC
COM
37244C101
486
18444
SH
SOLE
12324
0
6120
GENPACT LTD COMMON STOCK USD.0
COM
G3922B107
2226
127799
SH
SOLE
85890
0
41909
GENTEX CORP COMMON STOCK USD.0
COM
371901109
7019
222609
SH
SOLE
183850
0
38759
GENTHERM INC
COM
37253A103
1043
30042
SH
SOLE
22002
0
8040
GENTIVA HEALTH SERVICES COMMON
COM
37247A102
314
34406
SH
SOLE
24196
0
10210
GENUINE PARTS CO COMMON STOCK
COM
372460105
28064
323128
SH
SOLE
229671
0
93457
GENWORTH FINANCIAL INC CL A CO
COM
37247D106
11845
668084
SH
SOLE
371569
0
296515
GEO GROUP INC/THE COMMON STOCK
COM
36159R103
3782
117320
SH
SOLE
74333
0
42987
GEOMET INC
COM
37250U201
0
39097
SH
SOLE
39097
0
0
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
1021
15432
SH
SOLE
11944
0
3488
GERDAU SA SIDERURG ADR
COM
373737105
78
12200
SH
SOLE
12200
0
0
GERMAN AMERICAN BANCORP COMMON
COM
373865104
513
17749
SH
SOLE
9129
0
8620
GERON CORP COMMON STOCK USD.00
COM
374163103
370
177996
SH
SOLE
71584
0
106412
GETTY REALTY CORP REIT USD.01
COM
374297109
754
39911
SH
SOLE
19461
0
20450
GFI GROUP INC COMMON STOCK USD
COM
361652209
330
92835
SH
SOLE
42015
0
50820
GIBRALTAR INDUSTRIES INC COMMO
COM
374689107
976
51731
SH
SOLE
28383
0
23348
GIGAMON INC
COM
37518B102
215
7085
SH
SOLE
3135
0
3950
GILEAD SCIENCES INC COMMON STO
COM
375558103
195676
2761444
SH
SOLE
1392318
0
1369126
GLACIER BANCORP INC COMMON STO
COM
37637Q105
3531
121460
SH
SOLE
69625
0
51835
GLADSTONE CAPITAL CORP COMMON
COM
376535100
288
28597
SH
SOLE
14337
0
14260
GLADSTONE COMMERCIAL CORP REIT
COM
376536108
322
18562
SH
SOLE
6852
0
11710
GLADSTONE INVESTMENT CORP COMM
COM
376546107
364
43957
SH
SOLE
25988
0
17969
GLATFELTER COMMON STOCK USD.01
COM
377316104
1806
66362
SH
SOLE
49002
0
17360
GLAXOSMITHKLINE PLC ADR
COM
37733W105
1835
34350
SH
SOLE
34350
0
0
GLIMCHER REALTY TRUST REIT USD
COM
379302102
1704
169863
SH
SOLE
111973
0
57890
GLOBAL CASH ACCESS HOLDINGS CO
COM
378967103
615
89631
SH
SOLE
42121
0
47510
GLOBAL EAGLE ENTERTAINMENT INC
COM
37951D102
309
19554
SH
SOLE
12844
0
6710
GLOBAL GEOPHYSICAL SERVICES CO
COM
37946S107
3
27655
SH
SOLE
12835
0
14820
GLOBAL INDEMNITY PLC COMMON ST
COM
G39319101
346
13142
SH
SOLE
7432
0
5710
GLOBAL PAYMENTS INC COMMON STO
COM
37940X102
8085
113703
SH
SOLE
92924
0
20779
GLOBAL POWER EQUIPMENT GROUP C
COM
37941P306
416
20930
SH
SOLE
9280
0
11650
GLOBAL SOURCES LTD COMMON STOC
COM
G39300101
208
23218
SH
SOLE
11314
0
11904
GLOBE SPECIALTY METALS INC COM
COM
37954N206
1908
91627
SH
SOLE
47967
0
43660
GLOBUS MEDICAL INC A COM
COM
379577208
1302
48973
SH
SOLE
36593
0
12380
GLU MOBILE INC COMMON STOCK US
COM
379890106
234
49441
SH
SOLE
33691
0
15750
GNC HOLDINGS INC CL A COMMON S
COM
36191G107
3407
77403
SH
SOLE
54021
0
23382
GOGO INC
COM
38046C109
200
9745
SH
SOLE
5045
0
4700
GOLAR LNG LTD COMMON STOCK USD
COM
G9456A100
1311
31453
SH
SOLE
14765
0
16688
GOLD RESOURCE CORP COMMON STOC
COM
38068T105
133
27767
SH
SOLE
19847
0
7920
GOLDCORP INC
COM
380956409
259
10570
SH
SOLE
10570
0
0
GOLDMAN SACHS GROUP INC COMMON
COM
38141G104
117403
716528
SH
SOLE
350487
0
366041
GOLUB CAPITAL BDC INC COMMON S
COM
38173M102
804
45072
SH
SOLE
19900
0
25172
GOODRICH PETROLEUM CORP COMMON
COM
382410405
450
28445
SH
SOLE
18855
0
9590
GOODYEAR TIRE + RUBBER CO COMM
COM
382550101
9972
381618
SH
SOLE
237609
0
144009
GOOGLE INC CL C COMMON STOCK U
COM
38259P706
541543
485902
SH
SOLE
250805
0
235097
GORDMANS STORES INC COMMON STO
COM
38269P100
56
10248
SH
SOLE
4938
0
5310
GORMAN RUPP CO COMMON STOCK NP
COM
383082104
687
21616
SH
SOLE
14678
0
6938
GOVERNMENT PROPERTIES INCOME R
COM
38376A103
2159
85687
SH
SOLE
43597
0
42090
GP STRATEGIES CORP COMMON STOC
COM
36225V104
358
13148
SH
SOLE
9648
0
3500
GRACO INC COMMON STOCK USD1.
COM
384109104
7612
101848
SH
SOLE
80311
0
21537
GRAFTECH INTERNATIONAL LTD COM
COM
384313102
1700
155715
SH
SOLE
69145
0
86570
GRAHAM CORP COMMON STOCK USD.1
COM
384556106
298
9358
SH
SOLE
6658
0
2700
GRAHAM HOLDINGS CO
COM
384637104
4736
6729
SH
SOLE
3713
0
3016
GRAMERCY PROPERTY TRUST INC
COM
38489R100
431
83505
SH
SOLE
35981
0
47524
GRAND CANYON EDUCATION INC COM
COM
38526M106
2178
46648
SH
SOLE
34978
0
11670
GRANITE CONSTRUCTION INC COMMO
COM
387328107
3239
81117
SH
SOLE
52738
0
28379
GRAPHIC PACKAGING HOLDING CO C
COM
388689101
1818
178984
SH
SOLE
134484
0
44500
GRAY TELEVISION INC COMMON STO
COM
389375106
668
64404
SH
SOLE
28914
0
35490
GREAT LAKES DREDGE + DOCK CO C
COM
390607109
713
78040
SH
SOLE
40050
0
37990
GREAT PLAINS ENERGY INC COMMON
COM
391164100
5503
203520
SH
SOLE
161455
0
42065
GREAT SOUTHERN BANCORP INC COM
COM
390905107
428
14236
SH
SOLE
6026
0
8210
GREATBATCH INC COMMON STOCK US
COM
39153L106
1749
38092
SH
SOLE
20048
0
18044
GREEN DOT CORP CLASS A COMMON
COM
39304D102
719
36828
SH
SOLE
19228
0
17600
GREEN PLAINS RENEWABLE ENERG C
COM
393222104
1169
39033
SH
SOLE
21883
0
17150
GREENBRIER COMPANIES INC COMMO
COM
393657101
1785
39151
SH
SOLE
18581
0
20570
GREENHILL + CO INC COMMON STOC
COM
395259104
2785
53571
SH
SOLE
45201
0
8370
GREENLIGHT CAPITAL RE LTD A CO
COM
G4095J109
1120
34156
SH
SOLE
18448
0
15708
GREIF INC CL A COMMON STOCK NP
COM
397624107
3015
57441
SH
SOLE
33527
0
23914
GRIFFON CORP COMMON STOCK USD.
COM
398433102
851
71307
SH
SOLE
42687
0
28620
GROUP 1 AUTOMOTIVE INC COMMON
COM
398905109
2458
37432
SH
SOLE
21739
0
15693
GROUPON INC
COM
399473107
2401
306223
SH
SOLE
218379
0
87844
GSI GROUP INC COMMON STOCK NPV
COM
36191C205
485
37152
SH
SOLE
16672
0
20480
GSI TECHNOLOGY INC COMMON STOC
COM
36241U106
173
25050
SH
SOLE
11150
0
13900
GSV CAP CORP COM
COM
36191J101
240
23673
SH
SOLE
10453
0
13220
GT ADVANCED TECHNOLOGIES INC C
COM
36191U106
2758
161779
SH
SOLE
108019
0
53760
GTX INC COMMON STOCK USD.001
COM
40052B108
37
24023
SH
SOLE
15463
0
8560
GUARANTY BANCORP
COM
40075T607
273
19163
SH
SOLE
8069
0
11094
GUESS? INC COMMON STOCK USD.01
COM
401617105
4100
148538
SH
SOLE
130489
0
18049
GUIDANCE SOFTWARE INC COMMON S
COM
401692108
156
14143
SH
SOLE
10133
0
4010
GUIDEWIRE SOFTWARE INC COM
COM
40171V100
2304
46976
SH
SOLE
35496
0
11480
GULF ISLAND FABRICATION INC CO
COM
402307102
545
25234
SH
SOLE
12234
0
13000
GULFMARK OFFSHORE INC CL A COM
COM
402629208
2016
44859
SH
SOLE
19659
0
25200
GULFPORT ENERGY CORP COMMON ST
COM
402635304
9011
126589
SH
SOLE
103659
0
22930
H+E EQUIPMENT SERVICES INC COM
COM
404030108
1260
31145
SH
SOLE
22245
0
8900
H+R BLOCK INC COMMON STOCK NPV
COM
093671105
12673
419784
SH
SOLE
257490
0
162294
H.B. FULLER CO. COMMON STOCK U
COM
359694106
3364
69679
SH
SOLE
55139
0
14540
HACKETT GROUP INC/THE COMMON S
COM
404609109
171
28603
SH
SOLE
14423
0
14180
HAEMONETICS CORP/MASS COMMON S
COM
405024100
2537
77834
SH
SOLE
61892
0
15942
HAIN CELESTIAL GROUP INC COMMO
COM
405217100
7334
80174
SH
SOLE
68984
0
11190
HALCON RESOURCES CORP COM
COM
40537Q209
1162
268308
SH
SOLE
114998
0
153310
HALLADOR ENERGY CO COMMON STOC
COM
40609P105
90
10554
SH
SOLE
4694
0
5860
HALLIBURTON CO COMMON STOCK US
COM
406216101
92477
1570340
SH
SOLE
802877
0
767463
HALLMARK FINL SERVICES INC COM
COM
40624Q203
166
20016
SH
SOLE
7698
0
12318
HALOZYME THERAPEUTICS INC COMM
COM
40637H109
1099
86574
SH
SOLE
59664
0
26910
HAMPTON ROADS BANKSHARES INC C
COM
409321502
55
34837
SH
SOLE
18857
0
15980
HANCOCK HOLDING CO COMMON STOC
COM
410120109
6659
181681
SH
SOLE
120392
0
61289
HANESBRANDS INC COMMON STOCK U
COM
410345102
12197
159482
SH
SOLE
126770
0
32712
HANGER INC.
COM
41043F208
1682
49935
SH
SOLE
32605
0
17330
HANMI FINANCIAL CORPORATION CO
COM
410495204
1094
46937
SH
SOLE
24994
0
21943
HANNON ARMSTRONG SUSTAINABLE I
COM
41068X100
174
12156
SH
SOLE
8606
0
3550
HANOVER INSURANCE GROUP INC/ C
COM
410867105
4326
70413
SH
SOLE
56969
0
13444
HARBINGER GROUP INC COMMON STO
COM
41146A106
493
40273
SH
SOLE
17843
0
22430
HARDINGE INC COM
COM
412324303
217
15100
SH
SOLE
6450
0
8650
HARLEY DAVIDSON INC COMMON STO
COM
412822108
22467
337295
SH
SOLE
205061
0
132234
HARMAN INTERNATIONAL COMMON ST
COM
413086109
10173
95610
SH
SOLE
53667
0
41943
HARMONIC INC COMMON STOCK USD.
COM
413160102
1131
158357
SH
SOLE
80632
0
77725
HARRIS CORP COMMON STOCK USD1.
COM
413875105
11498
157158
SH
SOLE
90642
0
66516
HARSCO CORP COMMON STOCK USD1.
COM
415864107
2969
126711
SH
SOLE
100414
0
26297
HARTE HANKS INC COMMON STOCK U
COM
416196103
662
74838
SH
SOLE
42958
0
31880
HARTFORD FINANCIAL SVCS GRP CO
COM
416515104
21353
605414
SH
SOLE
329921
0
275493
HARVARD BIOSCIENCE INC COMMON
COM
416906105
152
32137
SH
SOLE
13927
0
18210
HASBRO INC COMMON STOCK USD.5
COM
418056107
10687
192138
SH
SOLE
104431
0
87707
HATTERAS FINANCIAL CORP REIT U
COM
41902R103
1196
63438
SH
SOLE
35855
0
27583
HAVERTY FURNITURE COMMON STOCK
COM
419596101
902
30376
SH
SOLE
18936
0
11440
HAWAIIAN ELECTRIC INDS COMMON
COM
419870100
3513
138196
SH
SOLE
111137
0
27059
HAWAIIAN HOLDINGS INC COMMON S
COM
419879101
1090
78108
SH
SOLE
29468
0
48640
HAWAIIN TELCOM HOLDCO COM
COM
420031106
363
12739
SH
SOLE
5709
0
7030
HAWKINS INC COMMON STOCK USD.0
COM
420261109
384
10452
SH
SOLE
7362
0
3090
HAYNES INTERNATIONAL INC COMMO
COM
420877201
1124
20810
SH
SOLE
11610
0
9200
HCA HOLDINGS INC COMMON STOCK
COM
40412C101
8841
168408
SH
SOLE
100680
0
67728
HCC INSURANCE HOLDINGS INC COM
COM
404132102
8705
191362
SH
SOLE
161618
0
29744
HCI GROUP INC
COM
40416E103
1014
27861
SH
SOLE
25621
0
2240
HCP INC REIT USD1.
COM
40414L109
25011
644774
SH
SOLE
330946
0
313828
HD SUPPLY HOLDINGS INC
COM
40416M105
850
32520
SH
SOLE
23680
0
8840
HEADWATERS INC COMMON STOCK US
COM
42210P102
1000
75679
SH
SOLE
56119
0
19560
HEALTH CARE REIT INC REIT USD1
COM
42217K106
23861
400354
SH
SOLE
206111
0
194243
HEALTH NET INC COMMON STOCK US
COM
42222G108
3823
112409
SH
SOLE
87565
0
24844
HEALTHCARE REALTY TRUST INC RE
COM
421946104
3483
144232
SH
SOLE
85952
0
58280
HEALTHCARE SERVICES GROUP COMM
COM
421906108
3402
117069
SH
SOLE
98639
0
18430
HEALTHCARE TRUST OF AMERICA
COM
42225P105
927
81370
SH
SOLE
37980
0
43390
HEALTHSOUTH CORP COMMON STOCK
COM
421924309
3713
103327
SH
SOLE
70447
0
32880
HEALTHSTREAM INC COMMON STOCK
COM
42222N103
581
21768
SH
SOLE
16958
0
4810
HEALTHWAYS INC COMMON STOCK US
COM
422245100
775
45208
SH
SOLE
29538
0
15670
HEARTLAND EXPRESS INC COMMON S
COM
422347104
2097
92436
SH
SOLE
73526
0
18910
HEARTLAND FINANCIAL USA INC CO
COM
42234Q102
561
20775
SH
SOLE
8395
0
12380
HEARTLAND PAYMENT SYSTEMS IN C
COM
42235N108
2108
50866
SH
SOLE
41266
0
9600
HEARTWARE INTERNATIONAL INC CO
COM
422368100
1507
16072
SH
SOLE
11762
0
4310
HECLA MINING CO COMMON STOCK U
COM
422704106
1504
489821
SH
SOLE
263881
0
225940
HEICO CORP COMMON STOCK USD.01
COM
422806109
3795
63084
SH
SOLE
46154
0
16930
HEICO CORP NEW
COM
422806208
212
4882
SH
SOLE
0
0
4882
HEIDRICK + STRUGGLES INTL COMM
COM
422819102
538
26792
SH
SOLE
13542
0
13250
HELEN OF TROY LTD COMMON STOCK
COM
G4388N106
3722
53760
SH
SOLE
29771
0
23989
HELIX ENERGY SOLUTIONS GROUP C
COM
42330P107
5186
225695
SH
SOLE
148025
0
77670
HELMERICH + PAYNE COMMON STOCK
COM
423452101
22318
207497
SH
SOLE
136120
0
71377
HENRY SCHEIN INC COMMON STOCK
COM
806407102
15731
131785
SH
SOLE
107426
0
24359
HERBALIFE LTD COMMON STOCK USD
COM
G4412G101
5961
104089
SH
SOLE
80447
0
23642
HERCULES OFFSHORE INC COMMON S
COM
427093109
973
212051
SH
SOLE
97792
0
114259
HERCULES TECHNOLOGY GROWTH COM
COM
427096508
1117
79395
SH
SOLE
36340
0
43055
HERITAGE COMMERCE CORP COMMON
COM
426927109
206
25498
SH
SOLE
11368
0
14130
HERITAGE FINANCIAL CORP COMMON
COM
42722X106
315
18594
SH
SOLE
8224
0
10370
HERITAGE OAKS BANCORP COM
COM
42724R107
199
24635
SH
SOLE
10955
0
13680
HERMAN MILLER INC COMMON STOCK
COM
600544100
3696
115045
SH
SOLE
97045
0
18000
HERSHA HOSPITALITY TRUST REIT
COM
427825104
1568
269015
SH
SOLE
118380
0
150635
HERSHEY CO/THE COMMON STOCK US
COM
427866108
25703
246197
SH
SOLE
142867
0
103330
HERTZ GLOBAL HOLDINGS INC COMM
COM
42805T105
7425
278730
SH
SOLE
190205
0
88525
HESS CORP COMMON STOCK USD1.
COM
42809H107
41986
506587
SH
SOLE
247674
0
258913
HEWLETT PACKARD CO COMMON STOC
COM
428236103
103293
3192007
SH
SOLE
1587477
0
1604530
HEXCEL CORP COMMON STOCK USD.0
COM
428291108
3764
86453
SH
SOLE
59873
0
26580
HFF INC CLASS A COMMON STOCK U
COM
40418F108
1318
39227
SH
SOLE
29077
0
10150
HHGREGG INC COMMON STOCK USD.0
COM
42833L108
181
18839
SH
SOLE
9689
0
9150
HI TECH PHARMACAL CO INC COMMO
COM
42840B101
747
17233
SH
SOLE
10453
0
6780
HIBBETT SPORTS INC COMMON STOC
COM
428567101
1853
35040
SH
SOLE
27310
0
7730
HICKORY TECH CORP COM
COM
429060106
143
11206
SH
SOLE
7956
0
3250
HIGHER ONE HOLDINGS INC COMMON
COM
42983D104
250
34560
SH
SOLE
24370
0
10190
HIGHWOODS PROPERTIES INC REIT
COM
431284108
7793
202886
SH
SOLE
142877
0
60009
HILL ROM HOLDINGS INC COMMON S
COM
431475102
3296
85516
SH
SOLE
67150
0
18366
HILLENBRAND INC COMMON STOCK N
COM
431571108
2025
62622
SH
SOLE
46242
0
16380
HILLSHIRE BRANDS COM
COM
432589109
7360
197543
SH
SOLE
163896
0
33647
HILLTOP HOLDINGS INC COMMON ST
COM
432748101
2048
86085
SH
SOLE
40375
0
45710
HITTITE MICROWAVE CORP COMMON
COM
43365Y104
2288
36289
SH
SOLE
27439
0
8850
HMS HOLDINGS CORP COMMON STOCK
COM
40425J101
2786
146251
SH
SOLE
120301
0
25950
HNI CORP COMMON STOCK USD1.
COM
404251100
2756
75382
SH
SOLE
61982
0
13400
HOLLYFRONTIER CORP COMMON STOC
COM
436106108
13692
287771
SH
SOLE
215667
0
72104
HOLOGIC INC COMMON STOCK USD.0
COM
436440101
8078
375714
SH
SOLE
297825
0
77889
HOME BANCSHARES INC COMMON STO
COM
436893200
2189
63605
SH
SOLE
37945
0
25660
HOME DEPOT INC COMMON STOCK US
COM
437076102
200345
2531842
SH
SOLE
1311162
0
1220680
HOME FEDERAL BANCORP INC/MD CO
COM
43710G105
338
21735
SH
SOLE
8417
0
13318
HOME LOAN SERVICING SOLUTION C
COM
G6648D109
1868
86488
SH
SOLE
38148
0
48340
HOME PROPERTIES INC REIT USD.0
COM
437306103
4944
82238
SH
SOLE
61933
0
20305
HOMEAWAY INC COM
COM
43739Q100
1633
43337
SH
SOLE
31100
0
12237
HOMESTREET INC
COM
43785V102
319
16309
SH
SOLE
7419
0
8890
HOMETRUST BANCSHARES INC COM
COM
437872104
403
25565
SH
SOLE
11335
0
14230
HONDA MOTOR ADR
COM
438128308
923
26120
SH
SOLE
26120
0
0
HONEYWELL INTERNATIONAL INC CO
COM
438516106
122230
1317706
SH
SOLE
708471
0
609235
HOOKER FUNITURE CORP COM
COM
439038100
208
13261
SH
SOLE
5911
0
7350
HORACE MANN EDUCATORS COMMON S
COM
440327104
1875
64671
SH
SOLE
35415
0
29256
HORIZON BANCORP INDIANA COM
COM
440407104
238
10671
SH
SOLE
4751
0
5920
HORIZON PHARMA INC
COM
44047T109
800
52930
SH
SOLE
29650
0
23280
HORMEL FOODS CORP COMMON STOCK
COM
440452100
14366
291577
SH
SOLE
204524
0
87053
HORNBECK OFFSHORE SERVICES COM
COM
440543106
2914
69697
SH
SOLE
39850
0
29847
HORSEHEAD HOLDING CORP COMMON
COM
440694305
1114
66238
SH
SOLE
32898
0
33340
HOSPIRA INC COMMON STOCK USD.0
COM
441060100
11862
274267
SH
SOLE
134244
0
140023
HOSPITALITY PROPERTIES TRUST R
COM
44106M102
6049
210612
SH
SOLE
158472
0
52140
HOST HOTELS + RESORTS INC REIT
COM
44107P104
21407
1057652
SH
SOLE
554510
0
503142
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
262
12880
SH
SOLE
5080
0
7800
HOUSTON WIRE + CABLE CO COMMON
COM
44244K109
352
26826
SH
SOLE
15126
0
11700
HOVNANIAN ENTERPRISES A COMMON
COM
442487203
536
113232
SH
SOLE
69372
0
43860
HOWARD HUGHES CORP/THE COMMON
COM
44267D107
3604
25255
SH
SOLE
14381
0
10874
HSN INC COMMON STOCK USD.01
COM
404303109
3627
60731
SH
SOLE
51071
0
9660
HUB GROUP INC CL A COMMON STOC
COM
443320106
1770
44268
SH
SOLE
33488
0
10780
HUBBELL INC CL B COMMON STOCK
COM
443510201
11305
94311
SH
SOLE
79025
0
15286
HUDSON CITY BANCORP INC COMMON
COM
443683107
6287
639623
SH
SOLE
356205
0
283418
HUDSON PACIFIC PROPERTIES IN R
COM
444097109
1477
64002
SH
SOLE
26049
0
37953
HUDSON VALLEY HOLDING CORP COM
COM
444172100
386
20265
SH
SOLE
9007
0
11258
HUMANA INC COMMON STOCK USD.16
COM
444859102
24524
217570
SH
SOLE
116962
0
100608
HUNT (JB) TRANSPRT SVCS INC CO
COM
445658107
10288
143053
SH
SOLE
117286
0
25767
HUNTINGTON BANCSHARES INC COMM
COM
446150104
11210
1124354
SH
SOLE
610468
0
513886
HUNTINGTON INGALLS INDUSTRIE C
COM
446413106
8497
83095
SH
SOLE
66853
0
16242
HUNTSMAN CORP COMMON STOCK USD
COM
447011107
3194
130779
SH
SOLE
72779
0
58000
HURCO COMPANIES INC COMMON STO
COM
447324104
281
10532
SH
SOLE
3582
0
6950
HURON CONSULTING GROUP INC COM
COM
447462102
2242
35380
SH
SOLE
20128
0
15252
HUTCHINSON TECHNOLOGY
COM
448407106
88
31215
SH
SOLE
12755
0
18460
HYATT HOTELS CORP CL A COMMO
COM
448579102
1920
35672
SH
SOLE
17285
0
18387
HYSTER YALE MATERIALS
COM
449172105
1114
11430
SH
SOLE
8071
0
3359
IAC/INTERACTIVECORP COMMON STO
COM
44919P508
4708
65945
SH
SOLE
45559
0
20386
IBERIABANK CORP COMMON STOCK U
COM
450828108
2912
41516
SH
SOLE
18126
0
23390
ICF INTERNATIONAL INC COMMON S
COM
44925C103
1069
26865
SH
SOLE
13335
0
13530
ICG GROUP INC COMMON STOCK USD
COM
44928D108
1055
51671
SH
SOLE
22621
0
29050
ICONIX BRAND GROUP INC COMMON
COM
451055107
3343
85138
SH
SOLE
57428
0
27710
ICU MEDICAL INC COMMON STOCK U
COM
44930G107
960
16030
SH
SOLE
11580
0
4450
IDACORP INC COMMON STOCK NPV
COM
451107106
6376
114946
SH
SOLE
76166
0
38780
IDENIX PHARMACEUTICALS INC COM
COM
45166R204
483
80102
SH
SOLE
66362
0
13740
IDEX CORP COMMON STOCK USD.01
COM
45167R104
9255
126972
SH
SOLE
103072
0
23900
IDEXX LABORATORIES INC COMMON
COM
45168D104
10046
82754
SH
SOLE
68204
0
14550
IDT CORP CLASS B COMMON STOCK
COM
448947507
363
21800
SH
SOLE
16200
0
5600
IGATE CORP COMMON STOCK USD.01
COM
45169U105
1372
43489
SH
SOLE
30415
0
13074
IHS INC CLASS A COMMON STOCK U
COM
451734107
6477
53306
SH
SOLE
36233
0
17073
II VI INC COMMON STOCK NPV
COM
902104108
1379
89360
SH
SOLE
52180
0
37180
ILLINOIS TOOL WORKS COMMON STO
COM
452308109
56978
700577
SH
SOLE
326991
0
373586
ILLUMINA INC COMMON STOCK USD.
COM
452327109
15590
104873
SH
SOLE
69807
0
35066
IMATION CORP COMMON STOCK USD.
COM
45245A107
251
43585
SH
SOLE
18855
0
24730
IMMERSION CORPORATION COMMON S
COM
452521107
264
25010
SH
SOLE
17520
0
7490
IMMUNOGEN INC COMMON STOCK USD
COM
45253H101
1494
100037
SH
SOLE
66817
0
33220
IMMUNOMEDICS INC COMMON STOCK
COM
452907108
270
64055
SH
SOLE
43625
0
20430
IMPAX LABORATORIES INC COMMON
COM
45256B101
2904
109908
SH
SOLE
60758
0
49150
IMPERIAL HOLDINGS INC COMMON S
COM
452834104
121
20979
SH
SOLE
9289
0
11690
IMPERIAL OIL LTD COMMON STCK
COM
453038408
216
4640
SH
SOLE
4640
0
0
IMPERVA INC
COM
45321L100
969
17393
SH
SOLE
12843
0
4550
INCONTACT INC COMMON STOCK USD
COM
45336E109
431
44904
SH
SOLE
30674
0
14230
INCYTE CORP COMMON STOCK USD.0
COM
45337C102
5084
94991
SH
SOLE
63187
0
31804
INDEPENDENCE HOLDING CO COMMON
COM
453440307
153
11382
SH
SOLE
4282
0
7100
INDEPENDENT BANK CORP/MA COMMO
COM
453836108
1514
38446
SH
SOLE
20386
0
18060
INDEPENDENT BK GROUP COM
COM
45384B106
276
4703
SH
SOLE
2103
0
2600
INFINERA CORP COMMON STOCK USD
COM
45667G103
1037
114226
SH
SOLE
74296
0
39930
INFINITY PHARMACEUTICALS INC C
COM
45665G303
548
46049
SH
SOLE
31274
0
14775
INFINITY PROPERTY + CASUALTY C
COM
45665Q103
1259
18623
SH
SOLE
12476
0
6147
INFOBLOX INC COM
COM
45672H104
969
48296
SH
SOLE
35696
0
12600
INFORMATICA CORP COMMON STOCK
COM
45666Q102
6252
165491
SH
SOLE
136633
0
28858
ING GROEP N V SPONSORED ADR
COM
456837103
766
53730
SH
SOLE
53730
0
0
INGERSOLL RAND PLC COMMON STOC
COM
G47791101
22583
394526
SH
SOLE
227005
0
167521
INGLES MARKETS INC CLASS A COM
COM
457030104
389
16349
SH
SOLE
7369
0
8980
INGRAM MICRO INC CL A COMMON S
COM
457153104
6135
207560
SH
SOLE
163152
0
44408
INGREDION, INC.
COM
457187102
7504
110226
SH
SOLE
86190
0
24036
INLAND REAL ESTATE CORP REIT U
COM
457461200
1078
102167
SH
SOLE
66332
0
35835
INNERWORKINGS INC COMMON STOCK
COM
45773Y105
342
44635
SH
SOLE
34045
0
10590
INNOPHOS HOLDINGS INC COMMON S
COM
45774N108
1426
25148
SH
SOLE
18268
0
6880
INNOSPEC INC COMMON STOCK USD.
COM
45768S105
1038
22941
SH
SOLE
16821
0
6120
INNOVATIVE SOLTNS&SUPP COM
COM
45769N105
87
11556
SH
SOLE
7256
0
4300
INPHI CORP COMMON STOCK
COM
45772F107
467
29026
SH
SOLE
15486
0
13540
INSIGHT ENTERPRISES INC COMMON
COM
45765U103
1671
66556
SH
SOLE
34413
0
32143
INSMED INC COMMON STOCK USD.01
COM
457669307
605
31782
SH
SOLE
23282
0
8500
INSPERITY INC COMMON STOCK USD
COM
45778Q107
842
27172
SH
SOLE
20712
0
6460
INSTEEL INDUSTRIES INC COMMON
COM
45774W108
397
20204
SH
SOLE
15394
0
4810
INSULET CORP COMMON STOCK USD.
COM
45784P101
2929
61771
SH
SOLE
46381
0
15390
INSYS THERAPEUTICS INC
COM
45824V209
287
6937
SH
SOLE
5047
0
1890
INTEGRA LIFESCIENCES HOLDING C
COM
457985208
1560
33914
SH
SOLE
22924
0
10990
INTEGRATED DEVICE TECH INC COM
COM
458118106
3225
263662
SH
SOLE
179822
0
83840
INTEGRATED SILICON SOLUTION CO
COM
45812P107
578
37147
SH
SOLE
18077
0
19070
INTEGRYS ENERGY GROUP INC COMM
COM
45822P105
6714
112558
SH
SOLE
62616
0
49942
INTEL CORP COMMON STOCK USD.00
COM
458140100
223030
8641227
SH
SOLE
4483571
0
4157656
INTELSAT S A COM
COM
L5140P101
245
13075
SH
SOLE
7465
0
5610
INTER PARFUMS INC COMMON STOCK
COM
458334109
1712
47288
SH
SOLE
37918
0
9370
INTERACTIVE BROKERS GRO CL A C
COM
45841N107
843
38898
SH
SOLE
25343
0
13555
INTERACTIVE INTELLIGENCE GRO C
COM
45841V109
1392
19194
SH
SOLE
14274
0
4920
INTERCEPT PHARMACEUTICALS INC
COM
45845P108
2335
7079
SH
SOLE
5157
0
1922
INTERCONTINENTALEXCHANGE GROUP
COM
45866F104
32387
163710
SH
SOLE
96616
0
67094
INTERDIGITAL INC COMMON STOCK
COM
45867G101
2507
75731
SH
SOLE
63871
0
11860
INTERFACE INC
COM
458665304
1690
82226
SH
SOLE
68216
0
14010
INTERMOLECULAR INC
COM
45882D109
40
14147
SH
SOLE
10027
0
4120
INTERMUNE INC COMMON STOCK USD
COM
45884X103
3128
93456
SH
SOLE
65706
0
27750
INTERNAP NETWORK SERVICES COMM
COM
45885A300
557
78683
SH
SOLE
38713
0
39970
INTERNATIONAL BANCSHARES CRP C
COM
459044103
2917
116323
SH
SOLE
75803
0
40520
INTERNATIONAL PAPER CO COMMON
COM
460146103
29754
648525
SH
SOLE
391839
0
256686
INTERPUBLIC GROUP OF COS INC C
COM
460690100
10269
599153
SH
SOLE
351804
0
247349
INTERSECTIONS INC COMMON STOCK
COM
460981301
69
11764
SH
SOLE
5364
0
6400
INTERSIL CORP A COMMON STOCK U
COM
46069S109
3668
283877
SH
SOLE
189487
0
94390
INTERVAL LEISURE GROUP COMMON
COM
46113M108
1164
44515
SH
SOLE
32065
0
12450
INTERVEST BANCSHS CORP CL A
COM
460927106
163
21909
SH
SOLE
9779
0
12130
INTL BUSINESS MACHINES CORP CO
COM
459200101
349946
1817994
SH
SOLE
957512
0
860482
INTL FCSTONE INC COMMON STOCK
COM
46116V105
425
22618
SH
SOLE
13098
0
9520
INTL FLAVORS + FRAGRANCES COMM
COM
459506101
14207
148499
SH
SOLE
100960
0
47539
INTL GAME TECHNOLOGY COMMON ST
COM
459902102
5486
390190
SH
SOLE
239799
0
150391
INTL RECTIFIER CORP COMMON STO
COM
460254105
4116
150228
SH
SOLE
98343
0
51885
INTL SPEEDWAY CORP CL A COMMON
COM
460335201
1960
57665
SH
SOLE
36267
0
21398
INTRALINKS HOLDINGS INC COMMON
COM
46118H104
506
49446
SH
SOLE
23186
0
26260
INTREPID POTASH INC COMMON STO
COM
46121Y102
1748
113072
SH
SOLE
72782
0
40290
INTREXON CORP
COM
46122T102
247
9390
SH
SOLE
5650
0
3740
INTUIT INC COMMON STOCK USD.01
COM
461202103
33849
435469
SH
SOLE
264539
0
170930
INTUITIVE SURGICAL INC COMMON
COM
46120E602
29114
66471
SH
SOLE
34335
0
32136
INVACARE CORP COMMON STOCK USD
COM
461203101
962
50453
SH
SOLE
25893
0
24560
INVENSENSE INC
COM
46123D205
1293
54638
SH
SOLE
41838
0
12800
INVENTURE FOODS INC COM
COM
461212102
162
11606
SH
SOLE
8246
0
3360
INVESCO LTD COMMON STOCK USD.2
COM
G491BT108
22704
613624
SH
SOLE
344187
0
269437
INVESCO MORTGAGE CAPITAL REIT
COM
46131B100
2776
168565
SH
SOLE
75935
0
92630
INVESTMENT TECHNOLOGY GROUP CO
COM
46145F105
1111
55002
SH
SOLE
28352
0
26650
INVESTORS BANCORP INC COMMON S
COM
46146P102
2028
73385
SH
SOLE
39840
0
33545
INVESTORS REAL ESTATE TRUST RE
COM
461730103
1243
138375
SH
SOLE
60205
0
78170
ION GEOPHYSICAL CORP COMMON ST
COM
462044108
794
188549
SH
SOLE
100209
0
88340
IPC THE HOSPITALIST CO COMMON
COM
44984A105
943
19223
SH
SOLE
15186
0
4037
IPG PHOTONICS CORP COMMON STOC
COM
44980X109
1913
26915
SH
SOLE
18548
0
8367
IRIDIUM COMMUNICATIONS INC COM
COM
46269C102
598
79593
SH
SOLE
35733
0
43860
IROBOT CORP COMMON STOCK USD.0
COM
462726100
1420
34591
SH
SOLE
25721
0
8870
IRON MOUNTAIN INC COMMON STOCK
COM
462846106
7136
258824
SH
SOLE
159767
0
99057
IRONWOOD PHARMACEUTICALS INC C
COM
46333X108
1002
81328
SH
SOLE
56368
0
24960
ISHARES LEHMAN AGGREGATE BOND
COM
464287226
10081
93389
SH
SOLE
44089
0
49300
ISHARES RUSSELL 1000 GROWTH IN
COM
464287614
3505
40500
SH
SOLE
40500
0
0
ISHARES RUSSELL 1000 INDEX
COM
464287622
2923
27900
SH
SOLE
27900
0
0
ISHARES RUSSELL 1000 VALUE IND
COM
464287598
1662
17220
SH
SOLE
17220
0
0
ISHARES RUSSELL 2000 GROWTH
COM
464287648
313
2300
SH
SOLE
2300
0
0
ISHARES RUSSELL 2000 INDEX FUN
COM
464287655
2272
19530
SH
SOLE
19530
0
0
ISHARES RUSSELL MID CAP GROWTH
COM
464287481
1739
20265
SH
SOLE
20265
0
0
ISHARES RUSSELL MIDCAP INDEX
COM
464287499
1452
9385
SH
SOLE
9010
0
375
ISHARES S&P SMALLCAP 600
COM
464287804
508
4615
SH
SOLE
4615
0
0
ISIS PHARMACEUTICALS INC COMMO
COM
464330109
5168
119595
SH
SOLE
87095
0
32500
ISLE OF CAPRI CASINOS COMMON S
COM
464592104
212
27585
SH
SOLE
11945
0
15640
ISTAR FINANCIAL INC REIT USD.0
COM
45031U101
1933
130929
SH
SOLE
65359
0
65570
ITAU UNIBANCO BANCO ADR
COM
465562106
495
33280
SH
SOLE
33280
0
0
ITC HOLDINGS CORP COMMON STOCK
COM
465685105
6581
176204
SH
SOLE
131870
0
44334
ITRON INC COMMON STOCK NPV
COM
465741106
2998
84343
SH
SOLE
54203
0
30140
ITT CORP
COM
450911201
6099
142643
SH
SOLE
116870
0
25773
ITT EDUCATIONAL SERVICES INC C
COM
45068B109
830
28946
SH
SOLE
21676
0
7270
IXIA COMMON STOCK NPV
COM
45071R109
788
63007
SH
SOLE
45817
0
17190
IXYS CORPORATION COMMON STOCK
COM
46600W106
381
33570
SH
SOLE
17210
0
16360
J + J SNACK FOODS CORP COMMON
COM
466032109
2407
25082
SH
SOLE
19902
0
5180
J GLOBAL INC
COM
48123V102
3031
60561
SH
SOLE
47171
0
13390
J.C. PENNEY CO INC COMMON STOC
COM
708160106
3129
362942
SH
SOLE
290616
0
72326
JABIL CIRCUIT INC COMMON STOCK
COM
466313103
4570
253915
SH
SOLE
145444
0
108471
JACK HENRY + ASSOCIATES INC CO
COM
426281101
11150
199962
SH
SOLE
176881
0
23081
JACK IN THE BOX INC COMMON STO
COM
466367109
3701
62800
SH
SOLE
45490
0
17310
JACOBS ENGINEERING GROUP INC C
COM
469814107
10398
163744
SH
SOLE
99583
0
64161
JAKKS PACIFIC INC COMMON STOCK
COM
47012E106
210
29104
SH
SOLE
13764
0
15340
JAMBA INC COMMON STOCK USD.001
COM
47023A309
164
13706
SH
SOLE
9715
0
3991
JANUS CAPITAL GROUP INC COMMON
COM
47102X105
3340
307278
SH
SOLE
193828
0
113450
JARDEN CORP COMMON STOCK USD.0
COM
471109108
11127
185983
SH
SOLE
153901
0
32082
JAVELIN MORTGAGE INVESTMENT
COM
47200B104
213
15858
SH
SOLE
7378
0
8480
JAZZ PHARMACEUTICALS PLC
COM
G50871105
5698
41089
SH
SOLE
29766
0
11323
JDS UNIPHASE CORP COMMON STOCK
COM
46612J507
4819
344227
SH
SOLE
279932
0
64295
JETBLUE AIRWAYS CORP COMMON ST
COM
477143101
3901
448865
SH
SOLE
292975
0
155890
JIVE SOFTWARE INC COM
COM
47760A108
257
32106
SH
SOLE
22646
0
9460
JM SMUCKER CO/THE COMMON STOCK
COM
832696405
13960
143561
SH
SOLE
77976
0
65585
JMP GROUP INC COMMON STOCK USD
COM
46629U107
136
19164
SH
SOLE
8524
0
10640
JOHN BEAN TECHNOLOGIES CORP CO
COM
477839104
1105
35759
SH
SOLE
27072
0
8687
JOHNSON + JOHNSON COMMON STOCK
COM
478160104
438792
4466990
SH
SOLE
2387831
0
2079159
JOHNSON CONTROLS INC COMMON ST
COM
478366107
52582
1111198
SH
SOLE
551075
0
560123
JONES GROUP INC/THE COMMON STO
COM
48020T101
1992
133045
SH
SOLE
72087
0
60958
JONES LANG LASALLE INC COMMON
COM
48020Q107
7931
66928
SH
SOLE
50965
0
15963
JOS A BANK CLOTHIERS INC COMMO
COM
480838101
2805
43621
SH
SOLE
24576
0
19045
JOURNAL COMMUNICATIONS INC A C
COM
481130102
527
59495
SH
SOLE
26752
0
32743
JOY GLOBAL INC COMMON STOCK US
COM
481165108
9361
161403
SH
SOLE
93229
0
68174
JPMORGAN CHASE + CO COMMON STO
COM
46625H100
380454
6266751
SH
SOLE
3133289
0
3133462
JUNIPER NETWORKS INC COMMON ST
COM
48203R104
18003
698860
SH
SOLE
390061
0
308799
K12 INC COMMON STOCK USD.0001
COM
48273U102
531
23452
SH
SOLE
16622
0
6830
KADANT INC COMMON STOCK USD.01
COM
48282T104
671
18405
SH
SOLE
8306
0
10099
KAISER ALUMINUM CORP COMMON ST
COM
483007704
2380
33320
SH
SOLE
19821
0
13499
KAMAN CORP COMMON STOCK USD1.
COM
483548103
1312
32264
SH
SOLE
24834
0
7430
KANSAS CITY LIFE INS CO COMMON
COM
484836101
286
5929
SH
SOLE
2499
0
3430
KANSAS CITY SOUTHERN COMMON ST
COM
485170302
16705
163674
SH
SOLE
97639
0
66035
KAPSTONE PAPER AND PACKAGING C
COM
48562P103
2981
103348
SH
SOLE
80108
0
23240
KAR AUCTION SERVICES INC COMMO
COM
48238T109
1951
64287
SH
SOLE
47210
0
17077
KATE SPADE & CO
COM
485865109
9434
254362
SH
SOLE
167342
0
87020
KB HOME COMMON STOCK USD1.
COM
48666K109
2357
138753
SH
SOLE
111103
0
27650
KBR INC COMMON STOCK USD.001
COM
48242W106
5416
202985
SH
SOLE
159618
0
43367
KCAP FINANCIAL INC
COM
48668E101
309
35663
SH
SOLE
15953
0
19710
KCG HOLDINGS INC CL A
COM
48244B100
806
67582
SH
SOLE
34253
0
33329
KEARNY FINANCIAL CORP COMMON S
COM
487169104
315
21289
SH
SOLE
9198
0
12091
KELLOGG CO COMMON STOCK USD.25
COM
487836108
28841
459911
SH
SOLE
223182
0
236729
KELLY SERVICES INC CL A COMMON
COM
488152208
1157
48755
SH
SOLE
29185
0
19570
KEMET CORP COMMON STOCK USD.01
COM
488360207
356
61272
SH
SOLE
27002
0
34270
KEMPER CORP COMMON STOCK USD.1
COM
488401100
2699
68897
SH
SOLE
55610
0
13287
KENNAMETAL INC COMMON STOCK US
COM
489170100
4722
106599
SH
SOLE
83730
0
22869
KENNEDY WILSON HOLDINGS INC CO
COM
489398107
1636
72698
SH
SOLE
31228
0
41470
KERYX BIOPHARMACEUTICALS COMMO
COM
492515101
1451
85176
SH
SOLE
62426
0
22750
KEURIG GREEN MOUNTAIN INC
COM
49271M100
20800
196985
SH
SOLE
119943
0
77042
KEY ENERGY SERVICES INC COMMON
COM
492914106
2032
219967
SH
SOLE
93597
0
126370
KEYCORP COMMON STOCK USD1.
COM
493267108
17788
1249174
SH
SOLE
683847
0
565327
KEYW HOLDING CORP/THE COMMON S
COM
493723100
655
35034
SH
SOLE
18754
0
16280
KFORCE INC COMMON STOCK USD.01
COM
493732101
693
32522
SH
SOLE
21462
0
11060
KILROY REALTY CORP REIT USD.01
COM
49427F108
7079
120848
SH
SOLE
90322
0
30526
KIMBALL INTERNATIONAL B COMMON
COM
494274103
773
42710
SH
SOLE
18722
0
23988
KIMBERLY CLARK CORP COMMON STO
COM
494368103
73658
668096
SH
SOLE
334041
0
334055
KIMCO REALTY CORP REIT USD.01
COM
49446R109
12621
576838
SH
SOLE
304284
0
272554
KINDER MORGAN INC COMMON STOCK
COM
49456B101
38348
1180308
SH
SOLE
610909
0
569399
KINDRED HEALTHCARE INC COMMON
COM
494580103
2106
89913
SH
SOLE
51315
0
38598
KINROSS GOLD CORP ADR
COM
496902404
58
14050
SH
SOLE
14050
0
0
KIOR INC CL A COM
COM
497217109
21
35929
SH
SOLE
25439
0
10490
KIRBY CORP COMMON STOCK USD.1
COM
497266106
8376
82725
SH
SOLE
67344
0
15381
KIRKLAND S INC COMMON STOCK NP
COM
497498105
328
17754
SH
SOLE
12174
0
5580
KITE REALTY GROUP TRUST REIT U
COM
49803T102
1035
172446
SH
SOLE
71756
0
100690
KLA TENCOR CORPORATION COMMON
COM
482480100
15544
224826
SH
SOLE
126945
0
97881
KNIGHT TRANSPORTATION INC COMM
COM
499064103
2339
101131
SH
SOLE
85001
0
16130
KNIGHTSBRIDGE TANKERS LTD COMM
COM
G5299G106
458
33807
SH
SOLE
13127
0
20680
KNOLL INC COMMON STOCK USD.01
COM
498904200
1182
64955
SH
SOLE
45405
0
19550
KNOWLES CORP
COM
49926D109
4420
140004
SH
SOLE
114817
0
25187
KODIAK OIL + GAS CORP COMMON S
COM
50015Q100
3218
265067
SH
SOLE
191077
0
73990
KOHLS CORP COMMON STOCK USD.01
COM
500255104
15921
280299
SH
SOLE
149486
0
130813
KOPIN CORP COMMON STOCK USD.01
COM
500600101
415
109784
SH
SOLE
64804
0
44980
KOPPERS HOLDINGS INC COMMON ST
COM
50060P106
1098
26630
SH
SOLE
20380
0
6250
KORN/FERRY INTERNATIONAL COMMO
COM
500643200
2333
78356
SH
SOLE
43602
0
34754
KOSMOS ENERGY LTD COMMON STOCK
COM
G5315B107
776
70576
SH
SOLE
50810
0
19766
KRAFT FOOD GROUP INC.
COM
50076Q106
59906
1067839
SH
SOLE
530913
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KRATON PERFORMANCE POLYMERS CO
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50077C106
1256
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SOLE
23729
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24310
KRATOS DEFENSE + SECURITY COMM
COM
50077B207
489
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SOLE
24314
0
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KRISPY KREME DOUGHNUTS INC COM
COM
501014104
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SOLE
45433
0
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KROGER CO COMMON STOCK USD1.
COM
501044101
34995
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488619
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KRONOS WORLDWIDE INC COMMON ST
COM
50105F105
318
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SOLE
6780
0
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KULICKE + SOFFA INDUSTRIES COM
COM
501242101
250
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15102
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4700
KVH INDUSTRIES INC COMMON STOC
COM
482738101
181
13788
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SOLE
9068
0
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KYOCERA LTD ADR
COM
501556203
201
4450
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SOLE
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0
Kythera Biopharmaceuticals, In
COM
501570105
383
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SOLE
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2720
L 3 COMMUNICATIONS HOLDINGS CO
COM
502424104
15139
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L BRANDS INC
COM
501797104
20411
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SOLE
218840
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L+L ENERGY INC COMMON STOCK US
COM
50162D100
59
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SOLE
16203
0
23060
LA Z BOY INC COMMON STOCK USD1
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505336107
2203
81290
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SOLE
47710
0
33580
LABORATORY CRP OF AMER HLDGS C
COM
50540R409
13874
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87066
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LACLEDE GROUP INC/THE COMMON S
COM
505597104
2465
52274
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SOLE
27928
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24346
LADENBURG THALMANN FINANCIAL C
COM
50575Q102
262
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SOLE
62302
0
24600
LAKELAND BANCORP INC COMMON ST
COM
511637100
460
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SOLE
16740
0
24163
LAKELAND FINANCIAL CORP COMMON
COM
511656100
931
23148
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SOLE
11889
0
11259
LAM RESEARCH CORP COMMON STOCK
COM
512807108
12147
220863
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SOLE
124928
0
95935
LAMAR ADVERTISING CO A COMMON
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512815101
5870
115124
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SOLE
90820
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LANCASTER COLONY CORP COMMON S
COM
513847103
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27312
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LANDAUER INC COMMON STOCK USD.
COM
51476K103
487
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7760
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2980
LANDEC CORP COMMON STOCK USD.0
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514766104
266
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SOLE
15147
0
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LANDSTAR SYSTEM INC COMMON STO
COM
515098101
4309
72768
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SOLE
58350
0
14418
LANNETT CO INC COMMON STOCK US
COM
516012101
558
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SOLE
11125
0
4490
LAREDO PETROLEUM INC
COM
516806106
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SOLE
19745
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LAS VEGAS SANDS CORP COMMON ST
COM
517834107
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SOLE
214815
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LASALLE HOTEL PROPERTIES REIT
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517942108
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99737
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LATTICE SEMICONDUCTOR CORP COM
COM
518415104
1127
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SOLE
78024
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LAYNE CHRISTENSEN COMPANY COMM
COM
521050104
485
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12253
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14410
LAZARD LTD CL A LTD PART USD.0
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G54050102
4465
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67596
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27218
LEAPFROG ENTERPRISES INC COMMO
COM
52186N106
637
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SOLE
37293
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47590
LEAR CORP COMMON STOCK USD.01
COM
521865204
5265
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SOLE
36592
0
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LEGG MASON INC COMMON STOCK US
COM
524901105
7546
153870
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SOLE
82844
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71026
LEGGETT + PLATT INC COMMON STO
COM
524660107
6143
188205
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SOLE
104889
0
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LEIDOS HOLDINGS INC
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525327102
3576
101097
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SOLE
79159
0
21938
LENNAR CORP A COMMON STOCK USD
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526057104
8964
226247
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SOLE
127877
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98370
LENNOX INTERNATIONAL INC COMMO
COM
526107107
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SOLE
60365
0
13281
LEUCADIA NATIONAL CORP COMMON
COM
527288104
11459
409243
SH
SOLE
236263
0
172980
LEVEL 3 COMMUNICATIONS INC COM
COM
52729N308
4535
115861
SH
SOLE
70695
0
45166
LEXICON PHARMACEUTICALS INC CO
COM
528872104
365
211224
SH
SOLE
147022
0
64202
LEXINGTON REALTY TRUST REIT US
COM
529043101
3327
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SH
SOLE
161183
0
143761
LEXMARK INTERNATIONAL INC A CO
COM
529771107
4619
99776
SH
SOLE
78489
0
21287
LHC GROUP INC COMMON STOCK USD
COM
50187A107
437
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SOLE
10289
0
9520
LIBBEY INC COMMON STOCK USD.01
COM
529898108
520
19989
SH
SOLE
14679
0
5310
LIBERTY GLOBAL PLC - SERIES C
COM
G5480U120
16010
393260
SH
SOLE
209977
0
183283
LIBERTY GLOBAL PLC A COMMON ST
COM
G5480U104
16727
402097
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SOLE
205403
0
196694
LIBERTY INTERACTIVE CORP TRACK
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53071M104
10681
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SOLE
209587
0
160398
LIBERTY MEDIA CORP
COM
531229102
8710
66624
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SOLE
37170
0
29454
LIBERTY PROPERTY TRUST REIT US
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531172104
7299
197497
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SOLE
151281
0
46216
LIBERTY VENTURES SER A COM
COM
53071M880
3898
29911
SH
SOLE
20569
0
9342
LIFE TIME FITNESS INC COMMON S
COM
53217R207
4188
87072
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SOLE
65022
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22050
LIFEADVANTAGE CORP COM
COM
53222K106
106
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SOLE
65725
0
15260
LIFEPOINT HOSPITALS INC COMMON
COM
53219L109
3493
64026
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SOLE
49651
0
14375
LIFETIME BRANDS INC COMMON STO
COM
53222Q103
221
12369
SH
SOLE
5439
0
6930
LIGAND PHARMACEUTICALS CL B CO
COM
53220K504
1449
21544
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SOLE
17116
0
4428
LIMELIGHT NETWORKS INC COMMON
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53261M104
144
65826
SH
SOLE
30736
0
35090
LINCOLN EDUCATIONAL SERVICES C
COM
533535100
102
27188
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SOLE
13308
0
13880
LINCOLN ELECTRIC HOLDINGS COMM
COM
533900106
9702
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SOLE
105738
0
28999
LINCOLN NATIONAL CORP COMMON S
COM
534187109
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SOLE
194553
0
160653
LINDSAY CORP COMMON STOCK USD1
COM
535555106
2174
24650
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SOLE
19258
0
5392
LINEAR TECHNOLOGY CORP COMMON
COM
535678106
19539
401295
SH
SOLE
270185
0
131110
LINKEDIN CORP A COMMON STOCK
COM
53578A108
15129
81806
SH
SOLE
54496
0
27310
LIONBRIDGE TECHNOLOGIES INC CO
COM
536252109
331
49339
SH
SOLE
34029
0
15310
LIONS GATE ENTERTAINMENT W/D C
COM
535919203
1566
58604
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SOLE
41884
0
16720
LIQUIDITY SERVICES INC COMMON
COM
53635B107
733
28147
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SOLE
20267
0
7880
LITHIA MOTORS INC CL A COMMON
COM
536797103
1979
29774
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SOLE
23204
0
6570
LITTELFUSE INC COMMON STOCK US
COM
537008104
2607
27846
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SOLE
20496
0
7350
LIVE NATION ENTERTAINMENT IN C
COM
538034109
5140
236328
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SOLE
133048
0
103280
LIVEPERSON INC COMMON STOCK US
COM
538146101
670
55495
SH
SOLE
42335
0
13160
LKQ CORP COMMON STOCK USD.01
COM
501889208
12129
460311
SH
SOLE
380123
0
80188
LLOYDS TSB GROUP PLC ADR
COM
539439109
838
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SH
SOLE
164670
0
0
LMI AEROSPACE INC COMMON STOCK
COM
502079106
291
20629
SH
SOLE
5519
0
15110
LOCKHEED MARTIN CORP COMMON ST
COM
539830109
77555
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SOLE
281760
0
193340
LOEWS CORP COMMON STOCK USD.01
COM
540424108
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SOLE
281485
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258981
LOGMEIN INC COMMON STOCK USD.0
COM
54142L109
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SOLE
17987
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LOMAS FINL CORP NEW COM
COM
16939P106
671
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SOLE
15850
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0
LORAL SPACE + COMMUNICATIONS C
COM
543881106
1015
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SOLE
9836
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4510
LORILLARD INC COMMON STOCK USD
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544147101
33373
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SOLE
433467
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183641
LOUISIANA PACIFIC CORP COMMON
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546347105
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SOLE
212885
0
56290
LOWE S COS INC COMMON STOCK US
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548661107
98171
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SOLE
1090526
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LPL FINANCIAL HOLDINGS INC
COM
50212V100
2111
40172
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SOLE
27480
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12692
LSB INDUSTRIES INC COMMON STOC
COM
502160104
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SOLE
18021
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LSI CORP COMMON STOCK USD.01
COM
502161102
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SOLE
428698
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LSI INDUSTRIES INC COMMON STOC
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50216C108
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SOLE
12817
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LTC PROPERTIES INC REIT USD.01
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502175102
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SOLE
65594
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14202
LTX CREDENCE CORP COMMON STOCK
COM
502403207
548
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SOLE
29002
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32483
LUBY S INC COMMON STOCK USD.32
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549282101
149
24190
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SOLE
10690
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LUMBER LIQUIDATORS HOLDINGS CO
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55003T107
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SOLE
25759
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7144
LUMINEX CORP COMMON STOCK USD.
COM
55027E102
803
44314
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SOLE
35394
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8920
LUMOS NETWORKS CORP
COM
550283105
222
16576
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SOLE
12086
0
4490
LYDALL INC COMMON STOCK USD.1
COM
550819106
548
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SOLE
12283
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11670
LYON WILLIAM HOMES COM
COM
552074700
310
11236
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SOLE
7936
0
3300
LYONDELLBASELL INDU CL A COMMO
COM
N53745100
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SOLE
360400
0
325081
LifeLock, Inc.
COM
53224V100
911
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SOLE
38201
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15060
M + T BANK CORP COMMON STOCK U
COM
55261F104
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SOLE
166871
0
78645
M/I HOMES INC COMMON STOCK USD
COM
55305B101
803
35800
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SOLE
22260
0
13540
MACATAWA BK CORP COM
COM
554225102
145
28837
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SOLE
12737
0
16100
MACERICH CO/THE REIT USD.01
COM
554382101
12252
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SOLE
100809
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95751
MACK CALI REALTY CORP REIT USD
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554489104
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SOLE
93149
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32700
MACY S INC COMMON STOCK USD.01
COM
55616P104
31887
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SOLE
313807
0
224005
MADISON SQUARE GARDEN CO A COM
COM
55826P100
2970
52305
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SOLE
34383
0
17922
MAGELLAN HEALTH SERVICES INC C
COM
559079207
2839
47831
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SOLE
26859
0
20972
MAGICJACK VOCALTEC LTD
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M6787E101
377
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SOLE
10623
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7130
MAGNA INTERNATIONAL COM
COM
559222401
300
3120
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SOLE
3120
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MAGNUM HUNTER RESOURCES CORP C
COM
55973B102
1758
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SOLE
107994
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MAIDEN HOLDINGS LTD COMMON STO
COM
G5753U112
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SOLE
39264
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31107
MAIN STREET CAPITAL CORP COMMO
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56035L104
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SOLE
50026
0
25246
MAINSOURCE FINANCIAL GROUP I C
COM
56062Y102
505
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SOLE
12579
0
16929
MALLINCKRODT PLC COM
COM
G5785G107
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SOLE
66124
0
26626
MANHATTAN ASSOCIATES INC COMMO
COM
562750109
3585
102330
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SOLE
75622
0
26708
MANITEK INTL INC
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563420108
177
10873
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SOLE
7033
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3840
MANITOWOC COMPANY INC COMMON S
COM
563571108
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SOLE
74402
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111323
MANNING & NAPIER INC
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56382Q102
284
16935
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SOLE
7615
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9320
MANNKIND CORP COMMON STOCK USD
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56400P201
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SOLE
99197
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MANPOWER INC COMMON STOCK USD.
COM
56418H100
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SOLE
85520
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23791
MANTECH INTERNATIONAL CORP A C
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564563104
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SOLE
68765
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17700
MANULIFE FINANCIAL CORP COM
COM
56501R106
434
22470
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SOLE
22470
0
0
MARATHON OIL CORP COMMON STOCK
COM
565849106
41760
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SOLE
591137
0
584546
MARATHON PETROLEUM CORP COMMON
COM
56585A102
43400
498620
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SOLE
245335
0
253285
MARCHEX INC CLASS B COMMON STO
COM
56624R108
367
34911
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SOLE
17011
0
17900
MARCUS CORPORATION COMMON STOC
COM
566330106
492
29454
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SOLE
14544
0
14910
MARINE PRODUCTS CORP COMMON ST
COM
568427108
105
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SOLE
5997
0
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MARINEMAX INC COMMON STOCK USD
COM
567908108
728
47946
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SOLE
28826
0
19120
MARKEL CORP COMMON STOCK NPV
COM
570535104
5565
9335
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SOLE
5326
0
4009
MARKETAXESS HOLDINGS INC COMMO
COM
57060D108
2749
46418
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SOLE
34955
0
11463
MARLIN BUSINESS SERVICES INC C
COM
571157106
285
13685
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SOLE
5655
0
8030
MARRIOTT INTERNATIONAL CL A CO
COM
571903202
18998
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SOLE
200541
0
138596
MARRIOTT VACATIONS WORLD
COM
57164Y107
2786
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SOLE
27504
0
22320
MARSH + MCLENNAN COS COMMON ST
COM
571748102
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SOLE
475349
0
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MARTEN TRANSPORT LTD COMMON ST
COM
573075108
622
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SOLE
10389
0
18520
MARTHA STEWART LIVING CL A CO
COM
573083102
143
31508
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SOLE
16098
0
15410
MARTIN MARIETTA MATERIALS COMM
COM
573284106
9786
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SOLE
57431
0
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MARVELL TECHNOLOGY GROUP LTD C
COM
G5876H105
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SOLE
155426
0
124730
MASCO CORP COMMON STOCK USD1.
COM
574599106
12211
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SOLE
335149
0
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MASIMO CORPORATION COMMON STOC
COM
574795100
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SOLE
72026
0
15655
MASTEC INC COMMON STOCK USD.1
COM
576323109
2888
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SOLE
48657
0
17830
MASTERCARD INC CLASS A COMMON
COM
57636Q104
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SOLE
1065381
0
937140
MATADOR RESOURCES COM
COM
576485205
1789
73032
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SOLE
33432
0
39600
MATERION CORP COMMON STOCK NPV
COM
576690101
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33507
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SOLE
22760
0
10747
MATRIX SERVICE CO COMMON STOCK
COM
576853105
1359
40242
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SOLE
22072
0
18170
MATSON INC.
COM
57686G105
1099
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SOLE
32321
0
12200
MATTEL INC COMMON STOCK USD1.
COM
577081102
20565
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SOLE
311642
0
201085
MATTHEWS INTL CORP CLASS A COM
COM
577128101
3064
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SOLE
60111
0
14970
MATTRESS FIRM HOLDING CORP
COM
57722W106
521
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SOLE
7643
0
3250
MAXIM INTEGRATED PRODUCTS COMM
COM
57772K101
7840
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SOLE
160835
0
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MAXIMUS INC COMMON STOCK NPV
COM
577933104
6751
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SOLE
127211
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23270
MAXLINEAR INC CLASS A COMMON S
COM
57776J100
182
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SOLE
13514
0
5680
MAXWELL TECHNOLOGIES INC COMMO
COM
577767106
318
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SOLE
17620
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MB FINANCIAL INC COMMON STOCK
COM
55264U108
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SOLE
47384
0
40386
MBIA INC COMMON STOCK USD1.
COM
55262C100
1323
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SOLE
54545
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MCCLATCHY CO CLASS A COMMON ST
COM
579489105
413
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SOLE
41801
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22540
MCCORMICK + CO NON VTG SHRS CO
COM
579780206
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SOLE
144749
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87486
MCDERMOTT INTL INC COMMON STOC
COM
580037109
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89739
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MCDONALD S CORP COMMON STOCK U
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580135101
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987970
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MCG CAPITAL CORP COMMON STOCK
COM
58047P107
444
117239
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68589
0
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MCGRATH RENTCORP COMMON STOCK
COM
580589109
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SOLE
35267
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13350
MCGRAW HILL FINANCIAL INC
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580645109
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230783
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164013
MCKESSON CORP COMMON STOCK USD
COM
58155Q103
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SOLE
225451
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207614
MDC HOLDINGS INC COMMON STOCK
COM
552676108
2258
79859
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53859
0
26000
MDC PARTNERS INC CL A COMMON S
COM
552697104
928
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SOLE
21072
0
19575
MDU RESOURCES GROUP INC COMMON
COM
552690109
8810
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202803
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53985
MEAD JOHNSON NUTRITION CO COMM
COM
582839106
25883
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SOLE
187342
0
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MEADOWBROOK INSURANCE GROUP CO
COM
58319P108
419
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39180
0
32635
MEADWESTVACO CORP COMMON STOCK
COM
583334107
8845
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128805
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MEASUREMENT SPECIALTIES INC CO
COM
583421102
1365
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15552
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4560
MEDALLION FINANCIAL CORP COMMO
COM
583928106
317
24028
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SOLE
10044
0
13984
MEDASSETS INC COMMON STOCK USD
COM
584045108
1411
57087
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SOLE
40857
0
16230
MEDIA GEN INC CL A
COM
584404107
480
26131
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SOLE
11691
0
14440
MEDICAL ACTION IND INC COMMON
COM
58449L100
107
15329
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SOLE
8029
0
7300
MEDICAL PROPERTIES TRUST INC R
COM
58463J304
3345
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SOLE
137762
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123760
MEDICINES COMPANY COMMON STOCK
COM
584688105
2297
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SOLE
63384
0
17450
MEDIDATA SOLUTIONS INC COMMON
COM
58471A105
3108
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43494
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13698
MEDIFAST INC COMMON STOCK USD.
COM
58470H101
443
15240
SH
SOLE
11150
0
4090
MEDIVATION INC COMMON STOCK US
COM
58501N101
4175
64859
SH
SOLE
43641
0
21218
MEDLEY CAPITAL CORP COMMON STO
COM
58503F106
614
45148
SH
SOLE
16421
0
28727
MEDNAX INC COMMON STOCK USD.01
COM
58502B106
9079
146479
SH
SOLE
117915
0
28564
MEDTRONIC INC COMMON STOCK USD
COM
585055106
115903
1883383
SH
SOLE
964509
0
918874
MEN S WEARHOUSE INC/THE COMMON
COM
587118100
3921
80045
SH
SOLE
45695
0
34350
MENTOR GRAPHICS CORP COMMON ST
COM
587200106
4677
212418
SH
SOLE
142558
0
69860
MERCANTILE BANK CORP COM
COM
587376104
223
10827
SH
SOLE
4897
0
5930
MERCHANTS BANCSHARES INC COMMO
COM
588448100
218
6698
SH
SOLE
2888
0
3810
MERCK + CO. INC. COMMON STOCK
COM
58933Y105
255937
4508316
SH
SOLE
2306213
0
2202103
MERCURY GENERAL CORP COMMON ST
COM
589400100
1958
43442
SH
SOLE
35648
0
7794
MERCURY SYSTEMS INC
COM
589378108
613
46410
SH
SOLE
24460
0
21950
MEREDITH CORP COMMON STOCK USD
COM
589433101
3754
80852
SH
SOLE
53632
0
27220
MERGE HEALTHCARE INC COMMON ST
COM
589499102
129
52785
SH
SOLE
40185
0
12600
MERIDIAN BIOSCIENCE INC COMMON
COM
589584101
2186
100340
SH
SOLE
87230
0
13110
MERIDIAN INTERSTATE BANCORP CO
COM
58964Q104
274
10697
SH
SOLE
5141
0
5556
MERIT MEDICAL SYSTEMS INC COMM
COM
589889104
857
59954
SH
SOLE
30899
0
29055
MERITAGE HOMES CORP COMMON STO
COM
59001A102
2068
49380
SH
SOLE
34404
0
14976
MERITOR INC COMMON STOCK USD1.
COM
59001K100
1673
136565
SH
SOLE
63695
0
72870
MERRIMACK PHARMACEUTICALS INC
COM
590328100
382
75771
SH
SOLE
52891
0
22880
META FINL GROUP INC COM
COM
59100U108
306
6825
SH
SOLE
2855
0
3970
METHODE ELECTRONICS INC COMMON
COM
591520200
1671
54504
SH
SOLE
35854
0
18650
METLIFE INC COMMON STOCK USD.0
COM
59156R108
88585
1677745
SH
SOLE
863624
0
814121
METRO BANCORP INC COMMON STOCK
COM
59161R101
365
17278
SH
SOLE
7578
0
9700
METTLER TOLEDO INTERNATIONAL C
COM
592688105
10764
45670
SH
SOLE
37807
0
7863
MFA FINANCIAL INC REIT USD.01
COM
55272X102
1835
236779
SH
SOLE
139711
0
97068
MGE ENERGY INC COMMON STOCK US
COM
55277P104
2844
72506
SH
SOLE
47249
0
25257
MGIC INVESTMENT CORP COMMON ST
COM
552848103
3171
372166
SH
SOLE
224296
0
147870
MGM RESORTS INTERNATIONAL COMM
COM
552953101
6426
248498
SH
SOLE
140507
0
107991
MICHAEL KORS HOLDINGS
COM
G60754101
24762
265485
SH
SOLE
167816
0
97669
MICREL INC COMMON STOCK NPV
COM
594793101
1729
156074
SH
SOLE
141254
0
14820
MICROCHIP TECHNOLOGY INC COMMO
COM
595017104
13562
283967
SH
SOLE
173894
0
110073
MICRON TECHNOLOGY INC COMMON S
COM
595112103
33037
1396318
SH
SOLE
776698
0
619620
MICROS SYSTEMS INC COMMON STOC
COM
594901100
5865
110813
SH
SOLE
87970
0
22843
MICROSEMI CORP COMMON STOCK US
COM
595137100
2942
117537
SH
SOLE
82257
0
35280
MICROSOFT CORP COMMON STOCK US
COM
594918104
593800
14486470
SH
SOLE
7585229
0
6901241
MICROSTRATEGY INC CL A COMMON
COM
594972408
1313
11382
SH
SOLE
8750
0
2632
MID AMERICA APARTMENT COMM REI
COM
59522J103
7210
105604
SH
SOLE
81579
0
24025
MIDDLEBY CORP COMMON STOCK USD
COM
596278101
5710
21611
SH
SOLE
16068
0
5543
MIDDLESEX WATER CO COMMON STOC
COM
596680108
443
20325
SH
SOLE
9485
0
10840
MIDSTATES PETROLEUM CORP COM
COM
59804T100
216
40282
SH
SOLE
17812
0
22470
MIDWAY GOLD CORP COMMON STOCK
COM
598153104
102
97097
SH
SOLE
64137
0
32960
MIDWEDTONE FINL GROUP
COM
598511103
206
8144
SH
SOLE
3554
0
4590
MILLENIAL MEDIA INC
COM
60040N105
199
28801
SH
SOLE
20371
0
8430
MILLER ENERGY RESOURCES INC CO
COM
600527105
218
37001
SH
SOLE
16291
0
20710
MILLER INDUSTRIES INC/TENN COM
COM
600551204
265
13562
SH
SOLE
5942
0
7620
MIMEDX GROUP INC
COM
602496101
460
75013
SH
SOLE
52553
0
22460
MINERALS TECHNOLOGIES INC COMM
COM
603158106
5475
84807
SH
SOLE
59357
0
25450
MISTRAS GROUP INC COMMON STOCK
COM
60649T107
318
13964
SH
SOLE
10164
0
3800
MITCHAM INDUSTRIES INC COMMON
COM
606501104
221
15860
SH
SOLE
7110
0
8750
MITEK SYSTEM INC
COM
606710200
74
18995
SH
SOLE
13455
0
5540
MITSUBISHI FINL ADR
COM
606822104
1248
225270
SH
SOLE
225270
0
0
MIZUHO FINL GROUP ADR
COM
60687Y109
413
103660
SH
SOLE
103660
0
0
MKS INSTRUMENTS INC COMMON STO
COM
55306N104
2551
85333
SH
SOLE
47360
0
37973
MOBILE MINI INC COMMON STOCK U
COM
60740F105
2601
59981
SH
SOLE
34191
0
25790
MODINE MANUFACTURING CO COMMON
COM
607828100
944
64460
SH
SOLE
29881
0
34579
MODUSLINK GLOBAL SOLUTIONS I C
COM
60786L107
209
49311
SH
SOLE
21629
0
27682
MOHAWK INDUSTRIES INC COMMON S
COM
608190104
10999
80887
SH
SOLE
42244
0
38643
MOLINA HEALTHCARE INC COMMON S
COM
60855R100
1405
37398
SH
SOLE
29613
0
7785
MOLSON COORS BREWING CO B COM
COM
60871R209
12788
217264
SH
SOLE
114206
0
103058
MOLYCORP INC COMMON STOCK
COM
608753109
822
175329
SH
SOLE
69779
0
105550
MOMENTA PHARMACEUTICALS INC CO
COM
60877T100
646
55436
SH
SOLE
37746
0
17690
MONARCH CASINO + RESORT INC CO
COM
609027107
227
12273
SH
SOLE
6263
0
6010
MONDELEZ INTERNATIONAL INC
COM
609207105
102380
2963232
SH
SOLE
1464637
0
1498595
MONEYGRAM INTERNATIONAL INC CO
COM
60935Y208
479
27111
SH
SOLE
11931
0
15180
MONMOUTH REIT CLASS A REIT USD
COM
609720107
575
60269
SH
SOLE
26909
0
33360
MONOLITHIC POWER SYSTEMS INC C
COM
609839105
1729
44606
SH
SOLE
33396
0
11210
MONOTYPE IMAGING HOLDINGS IN C
COM
61022P100
1301
43162
SH
SOLE
33932
0
9230
MONRO MUFFLER BRAKE INC COMMON
COM
610236101
3114
54744
SH
SOLE
45609
0
9135
MONSANTO CO COMMON STOCK USD.0
COM
61166W101
105673
928828
SH
SOLE
478047
0
450781
MONSTER BEVERAGE CORP
COM
611740101
13605
195899
SH
SOLE
120517
0
75382
MONSTER WORLDWIDE INC COMMON S
COM
611742107
1150
153793
SH
SOLE
82353
0
71440
MONTPELIER RE HOLDINGS LTD COM
COM
G62185106
2238
75199
SH
SOLE
39299
0
35900
MOODY S CORP COMMON STOCK USD.
COM
615369105
31028
391179
SH
SOLE
279665
0
111514
MOOG INC CLASS A COMMON STOCK
COM
615394202
4796
73210
SH
SOLE
40950
0
32260
MORGAN STANLEY COMMON STOCK US
COM
617446448
75786
2431365
SH
SOLE
1216518
0
1214847
MORGANS HOTEL GROUP CO COMMON
COM
61748W108
256
31790
SH
SOLE
17040
0
14750
MORNINGSTAR INC COMMON STOCK N
COM
617700109
1340
16959
SH
SOLE
11530
0
5429
MOSAIC CO/THE COMMON STOCK USD
COM
61945C103
25694
513880
SH
SOLE
256815
0
257065
MOSYS INC COMMON STOCK USD.01
COM
619718109
184
40572
SH
SOLE
26942
0
13630
MOTOROLA SOLUTIONS INC COMMON
COM
620076307
22525
350372
SH
SOLE
212672
0
137700
MOVADO GROUP INC COMMON STOCK
COM
624580106
1259
27642
SH
SOLE
15012
0
12630
MOVE INC
COM
62458M207
385
33297
SH
SOLE
23657
0
9640
MRC GLOBAL INC COM
COM
55345K103
1409
52257
SH
SOLE
34190
0
18067
MSA SAFETY INC
COM
553498106
3891
68267
SH
SOLE
59667
0
8600
MSC INDUSTRIAL DIRECT CO A COM
COM
553530106
7809
90253
SH
SOLE
77866
0
12387
MSCI INC A COMMON STOCK USD.01
COM
55354G100
7491
174130
SH
SOLE
137830
0
36300
MTS SYSTEMS CORP COMMON STOCK
COM
553777103
2896
42286
SH
SOLE
36546
0
5740
MUELLER INDUSTRIES INC COMMON
COM
624756102
2162
72106
SH
SOLE
53846
0
18260
MUELLER WATER PRODUCTS INC A C
COM
624758108
1282
134977
SH
SOLE
97367
0
37610
MULTI COLOR CORP COMMON STOCK
COM
625383104
525
15002
SH
SOLE
9932
0
5070
MULTI FINELINE ELECTRONIX IN C
COM
62541B101
170
13256
SH
SOLE
5216
0
8040
MULTIMEDIA GAMES HOLDING CO CO
COM
625453105
890
30634
SH
SOLE
24204
0
6430
MURPHY OIL CORP COMMON STOCK U
COM
626717102
16315
259550
SH
SOLE
136434
0
123116
MURPHY USA INC
COM
626755102
2577
63489
SH
SOLE
48953
0
14536
MVC CAPITAL INC COMMON STOCK U
COM
553829102
391
28859
SH
SOLE
13160
0
15699
MWI VETERINARY SUPPLY INC COMM
COM
55402X105
2749
17663
SH
SOLE
13815
0
3848
MYERS INDUSTRIES INC COMMON ST
COM
628464109
854
42885
SH
SOLE
22875
0
20010
MYLAN INC COMMON STOCK USD.5
COM
628530107
30389
622334
SH
SOLE
338946
0
283388
MYR GROUP INC/DELAWARE COMMON
COM
55405W104
675
26650
SH
SOLE
12250
0
14400
MYRIAD GENETICS INC COMMON STO
COM
62855J104
2444
71481
SH
SOLE
47274
0
24207
N B T BANCORP INC COMMON STOCK
COM
628778102
1607
65696
SH
SOLE
34739
0
30957
NABORS INDUSTRIES LTD COMMON S
COM
G6359F103
10686
433517
SH
SOLE
251629
0
181888
NACCO INDUSTRIES CL A COMMON S
COM
629579103
394
7272
SH
SOLE
3561
0
3711
NANOMETRICS INC COMMON STOCK N
COM
630077105
501
27858
SH
SOLE
18138
0
9720
NANOSPHERE INC COM
COM
63009F105
80
37098
SH
SOLE
24718
0
12380
NASDAQ OMX GROUP/THE COMMON ST
COM
631103108
5943
160885
SH
SOLE
85778
0
75107
NATIONAL BANKSHARES INC/VA COM
COM
634865109
326
8934
SH
SOLE
4204
0
4730
NATIONAL BEVERAGE CORP COMMON
COM
635017106
564
28890
SH
SOLE
23900
0
4990
NATIONAL CINEMEDIA INC COMMON
COM
635309107
1044
69584
SH
SOLE
35434
0
34150
NATIONAL FUEL GAS CO COMMON ST
COM
636180101
7683
109693
SH
SOLE
86791
0
22902
NATIONAL GRID TRANS ADR
COM
636274300
926
13471
SH
SOLE
13471
0
0
NATIONAL HEALTHCARE CORP COMMO
COM
635906100
805
14434
SH
SOLE
6244
0
8190
NATIONAL INSTRUMENTS CORP COMM
COM
636518102
6740
234923
SH
SOLE
209253
0
25670
NATIONAL INTERSTATE CORP COMMO
COM
63654U100
271
10090
SH
SOLE
5050
0
5040
NATIONAL OILWELL VARCO INC COM
COM
637071101
56307
723084
SH
SOLE
366426
0
356658
NATIONAL PRESTO INDS INC COMMO
COM
637215104
650
8335
SH
SOLE
4316
0
4019
NATIONAL RESEARCH CORP COMMON
COM
637372202
172
10380
SH
SOLE
5390
0
4990
NATIONAL RETAIL PROPERTIES REI
COM
637417106
5832
169937
SH
SOLE
129590
0
40347
NATIONSTAR MTGE HLDGS INC COM
COM
63861C109
502
15480
SH
SOLE
10860
0
4620
NATL HEALTH INVESTORS INC REIT
COM
63633D104
3540
58548
SH
SOLE
48268
0
10280
NATL PENN BCSHS INC COMMON STO
COM
637138108
1977
189213
SH
SOLE
105645
0
83568
NATL WESTERN LIFE INS CL A COM
COM
638522102
871
3561
SH
SOLE
1762
0
1799
NATURAL GAS SERVICES GROUP COM
COM
63886Q109
519
17213
SH
SOLE
8723
0
8490
NATURAL GROCERS BY VITAMIN C
COM
63888U108
315
7218
SH
SOLE
5108
0
2110
NATURES SUNSHINE PRODS INC COM
COM
639027101
188
13611
SH
SOLE
6141
0
7470
NATUS MEDICAL INC COMMON STOCK
COM
639050103
1023
39649
SH
SOLE
24959
0
14690
NAUTILUS INC COM
COM
63910B102
276
28645
SH
SOLE
18025
0
10620
NAVIDEA BIOPHARMACEUTICALS INC
COM
63937X103
196
106031
SH
SOLE
70061
0
35970
NAVIGANT CONSULTING INC COMMON
COM
63935N107
1540
82532
SH
SOLE
45332
0
37200
NAVIGATORS GROUP INC COMMON ST
COM
638904102
1076
17520
SH
SOLE
9747
0
7773
NAVISTAR INTERNATIONAL CORP CO
COM
63934E108
1348
39787
SH
SOLE
22935
0
16852
NCI BUILDING SYSTEMS INC COMMO
COM
628852204
345
19787
SH
SOLE
13197
0
6590
NCR CORPORATION COMMON STOCK U
COM
62886E108
9236
252704
SH
SOLE
208553
0
44151
NEENAH PAPER INC COMMON STOCK
COM
640079109
1304
25214
SH
SOLE
13339
0
11875
NEKTAR THERAPEUTICS COMMON STO
COM
640268108
1778
146677
SH
SOLE
93577
0
53100
NELNET INC CL A COMMON STOCK U
COM
64031N108
1612
39401
SH
SOLE
22042
0
17359
NEOGEN CORP COMMON STOCK USD.1
COM
640491106
1763
39217
SH
SOLE
30782
0
8435
NEOGENOMICS INC
COM
64049M209
93
26877
SH
SOLE
18937
0
7940
NEONODE INC COM
COM
64051M402
117
20507
SH
SOLE
14507
0
6000
NEOPHOTONICS CORP COMMON STOCK
COM
64051T100
194
24479
SH
SOLE
10799
0
13680
NETAPP INC COMMON STOCK USD.00
COM
64110D104
18722
507383
SH
SOLE
310013
0
197370
NETFLIX INC COMMON STOCK USD.0
COM
64110L106
29336
83334
SH
SOLE
50819
0
32515
NETGEAR INC COMMON STOCK USD.0
COM
64111Q104
2117
62760
SH
SOLE
34004
0
28756
NETSCOUT SYSTEMS INC COMMON ST
COM
64115T104
1760
46832
SH
SOLE
34262
0
12570
NETSUITE INC COMMON STOCK USD.
COM
64118Q107
2968
31296
SH
SOLE
21002
0
10294
NEUROCRINE BIOSCIENCES INC COM
COM
64125C109
1076
66860
SH
SOLE
46800
0
20060
NEUSTAR INC CLASS A COMMON STO
COM
64126X201
3145
96725
SH
SOLE
79052
0
17673
NEUTRAL TANDEM INC COMMON STOC
COM
45825N107
528
36355
SH
SOLE
19575
0
16780
NEW JERSEY RESOURCES CORP COMM
COM
646025106
3415
68581
SH
SOLE
37821
0
30760
NEW MOUNTAIN FINANCE CORP COMM
COM
647551100
713
49019
SH
SOLE
18372
0
30647
NEW RESIDENTIAL INVESTMENT
COM
64828T102
2074
320549
SH
SOLE
143039
0
177510
NEW YORK + CO COMMON STOCK USD
COM
649295102
116
26327
SH
SOLE
17951
0
8376
NEW YORK COMMUNITY BANCORP COM
COM
649445103
9716
604600
SH
SOLE
480000
0
124600
NEW YORK MTGE TR INC COM
COM
649604501
670
86154
SH
SOLE
34744
0
51410
NEW YORK TIMES CO A COMMON STO
COM
650111107
4611
269317
SH
SOLE
173216
0
96101
NEWBRIDGE BANCORP
COM
65080T102
219
30667
SH
SOLE
13537
0
17130
NEWCASTLE INVESTMENT CORP REIT
COM
65105M108
62
13173
SH
SOLE
5673
0
7500
NEWELL RUBBERMAID INC COMMON S
COM
651229106
12332
412443
SH
SOLE
247115
0
165328
NEWFIELD EXPLORATION CO COMMON
COM
651290108
5936
189292
SH
SOLE
107320
0
81972
NEWLINK GENETICS CORP
COM
651511107
431
15174
SH
SOLE
10714
0
4460
NEWMARKET CORP COMMON STOCK NP
COM
651587107
6194
15851
SH
SOLE
13051
0
2800
NEWMONT MINING CORP COMMON STO
COM
651639106
15460
659571
SH
SOLE
361847
0
297724
NEWPARK RESOURCES INC COMMON S
COM
651718504
1255
109593
SH
SOLE
78529
0
31064
NEWPORT CORP COMMON STOCK USD.
COM
651824104
1254
60622
SH
SOLE
31642
0
28980
NEWS CORP CL A COMMON STOCK US
COM
65249B109
14572
846244
SH
SOLE
435931
0
410313
NEWSTAR FINANCIAL INC COMMON S
COM
65251F105
702
50652
SH
SOLE
29812
0
20840
NEXSTAR BROADCASTING GROUP A C
COM
65336K103
1136
30281
SH
SOLE
21351
0
8930
NEXTERA ENERGY INC COMMON STOC
COM
65339F101
72084
753859
SH
SOLE
382517
0
371342
NGP CAPITAL RESOURCES CO COMMO
COM
62912R107
180
26665
SH
SOLE
11831
0
14834
NIC INC COMMON STOCK NPV
COM
62914B100
2398
124200
SH
SOLE
103047
0
21153
NICHOLAS FINANCIAL INC COMMON
COM
65373J209
196
12476
SH
SOLE
5496
0
6980
NIDEC CORP ADR
COM
654090109
212
6900
SH
SOLE
6900
0
0
NIELSEN HOLDINGS NV COMMON STO
COM
N63218106
13708
307151
SH
SOLE
177770
0
129381
NII HOLDINGS INC COMMON STOCK
COM
62913F201
257
216205
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SOLE
103015
0
113190
NIKE INC CL B COMMON STOCK NP
COM
654106103
103571
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SOLE
774786
0
627481
NIPPON TEL & TEL ADR
COM
654624105
483
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SOLE
17730
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0
NISOURCE INC COMMON STOCK USD.
COM
65473P105
14524
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SOLE
226923
0
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NL INDUSTRIES COMMON STOCK USD
COM
629156407
119
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SH
SOLE
3832
0
7180
NN INC COMMON STOCK USD.01
COM
629337106
414
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SH
SOLE
9275
0
11720
NOBLE CORP PLC
COM
G65431101
7916
241777
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SOLE
158287
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NOBLE ENERGY INC COMMON STOCK
COM
655044105
35228
495892
SH
SOLE
272801
0
223091
NOKIA CORP
COM
654902204
389
52972
SH
SOLE
52972
0
0
NOMURA HLDGS INC ADR
COM
65535H208
331
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SOLE
51440
0
0
NORANDA ALUMINUM HOLDING COR C
COM
65542W107
170
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SOLE
18579
0
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NORDIC AMERICAN TANKERS LTD CO
COM
G65773106
859
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SOLE
35979
0
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NORDSON CORP COMMON STOCK NPV
COM
655663102
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97122
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SOLE
78772
0
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NORDSTROM INC COMMON STOCK NPV
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655664100
13398
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SOLE
125827
0
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NORFOLK SOUTHERN CORP COMMON S
COM
655844108
56554
582011
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SOLE
322522
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NORTEK INC COM
COM
656559309
625
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SOLE
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NORTHEAST UTILITIES COMMON STO
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664397106
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SOLE
298350
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NORTHERN OIL AND GAS INC COMMO
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665531109
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SOLE
49056
0
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NORTHERN TRUST CORP COMMON STO
COM
665859104
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SOLE
170448
0
147444
NORTHFIELD BANCORP INC/NJ
COM
66611T108
921
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SOLE
37723
0
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NORTHRIM BANCORP INC COM
COM
666762109
204
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SOLE
3422
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NORTHROP GRUMMAN CORP COMMON S
COM
666807102
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SOLE
175734
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NORTHSTAR REALTY FINANCE COR R
COM
66704R100
6314
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SOLE
177809
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NORTHWEST BANCSHARES INC COMMO
COM
667340103
3328
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SOLE
161365
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NORTHWEST NATURAL GAS CO COMMO
COM
667655104
1997
45369
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SOLE
25787
0
19582
NORTHWEST PIPE CO COMMON STOCK
COM
667746101
422
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SOLE
5232
0
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NORTHWESTERN CORP COMMON STOCK
COM
668074305
3159
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SOLE
39067
0
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NORWEGIAN CRUISE LINE HOLDGING
COM
G66721104
600
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SOLE
12930
0
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NOVARTIS AG ADR
COM
66987V109
3239
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SOLE
38095
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0
NOVAVAX INC COMMON STOCK USD.0
COM
670002104
646
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SOLE
98579
0
44070
NOVO-NORDISK A/S
COM
670100205
1365
29900
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SOLE
29900
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0
NPS PHARMACEUTICALS INC COMMON
COM
62936P103
3662
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SOLE
76953
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45400
NRG ENERGY INC COMMON STOCK US
COM
629377508
13733
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SOLE
233998
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NRG YIELD INC CLASS A
COM
62942X108
832
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SOLE
5750
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NTELOS HOLDINGS CORP
COM
67020Q305
220
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SOLE
11816
0
4450
NTT DOCOMO INC ADR
COM
62942M201
269
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SOLE
17070
0
0
NU SKIN ENTERPRISES INC A CO
COM
67018T105
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SOLE
36304
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NUANCE COMMUNICATIONS INC COMM
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67020Y100
2992
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SOLE
99789
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NUCOR CORP COMMON STOCK USD.4
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670346105
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SOLE
225169
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NUMEREX CORP PA CL A
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67053A102
185
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SOLE
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NUTRACEUTICAL INTL CORP COMMON
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67060Y101
271
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SOLE
4538
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NUTRISYSTEM INC COMMON STOCK U
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67069D108
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22160
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NUVASIVE INC COMMON STOCK USD.
COM
670704105
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SOLE
38165
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NUVERRA ENVIRONMENTAL SOLUTION
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67091K203
358
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SOLE
8154
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NVE CORP COMMON STOCK USD.01
COM
629445206
238
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SOLE
2908
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NVIDIA CORP COMMON STOCK USD.0
COM
67066G104
13814
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SOLE
423861
0
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NVR INC COMMON STOCK USD.01
COM
62944T105
7670
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SOLE
5447
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1240
NXSTAGE MEDICAL INC COMMON STO
COM
67072V103
732
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SOLE
40749
0
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National Bank Holdings Corp.
COM
633707104
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SOLE
30736
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O REILLY AUTOMOTIVE INC COMMON
COM
67103H107
24583
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SOLE
100531
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OASIS PETROLEUM INC COMMON STO
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674215108
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SOLE
51076
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OCCIDENTAL PETROLEUM CORP COMM
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674599105
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SOLE
774716
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OCEANEERING INTL INC COMMON ST
COM
675232102
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SOLE
139990
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OCEANFIRST FINANCIAL CORP COMM
COM
675234108
345
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SOLE
7347
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OCWEN FINANCIAL CORP COMMON ST
COM
675746309
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SOLE
58776
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ODYSSEY MARINE EXPLORATION COM
COM
676118102
154
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SOLE
45601
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OFFICE DEPOT INC COMMON STOCK
COM
676220106
4071
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SOLE
657094
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OFG BANCORP
COM
67103X102
1192
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SOLE
36033
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OGE ENERGY CORP COMMON STOCK U
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670837103
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SOLE
216540
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OI SA-ADR
COM
670851203
14
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SOLE
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OIL STATES INTERNATIONAL INC C
COM
678026105
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SOLE
59969
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OLD DOMINION FREIGHT LINE COMM
COM
679580100
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SOLE
88860
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OLD NATIONAL BANCORP COMMON ST
COM
680033107
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SOLE
81193
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OLD REPUBLIC INTL CORP COMMON
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680223104
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SOLE
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OLIN CORP COMMON STOCK USD1.
COM
680665205
3572
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SOLE
112373
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OLYMPIC STEEL INC COMMON STOCK
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68162K106
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OM GROUP INC COMMON STOCK USD.
COM
670872100
1776
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SOLE
29902
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OMEGA HEALTHCARE INVESTORS REI
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681936100
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SOLE
155941
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OMEGA PROTEIN CORP COMMON STOC
COM
68210P107
290
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SOLE
11216
0
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OMEROS CORP COM
COM
682143102
309
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SOLE
17276
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OMNIAMERICAN BANCORP INC COMMO
COM
68216R107
462
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SOLE
12495
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OMNICARE INC COMMON STOCK USD1
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681904108
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SOLE
111057
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OMNICELL INC COMMON STOCK USD.
COM
68213N109
1342
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SOLE
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OMNICOM GROUP COMMON STOCK USD
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681919106
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SOLE
302569
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OMNIVISION TECHNOLOGIES INC CO
COM
682128103
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SOLE
40396
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OMNOVA SOLUTIONS INC COMMON ST
COM
682129101
439
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SOLE
31092
0
11240
ON ASSIGNMENT INC COMMON STOCK
COM
682159108
2646
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SOLE
58202
0
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ON SEMICONDUCTOR CORPORATION C
COM
682189105
3518
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SOLE
249374
0
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ONCOGENEX PHARMACEUTICAL INC C
COM
68230A106
148
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SOLE
8463
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ONE GAS INC
COM
68235P108
2770
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SOLE
62549
0
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ONE LIBERTY PROPERTIES INC REI
COM
682406103
384
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SOLE
9096
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ONEBEACON INSURANCE GROUP A CO
COM
G67742109
517
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SOLE
12888
0
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ONEOK INC COMMON STOCK USD.01
COM
682680103
19006
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SOLE
192596
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ONSTREAM MEDIA CORP COM
COM
682875208
2
10700
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SOLE
10700
0
0
OPENTABLE INC COMMON STOCK
COM
68372A104
2282
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SOLE
22696
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OPKO HEALTH INC COMMON STOCK U
COM
68375N103
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SOLE
108174
0
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OPLINK COMMUNICATIONS INC COMM
COM
68375Q403
537
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SOLE
16026
0
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OPPENHEIMER HOLDINGS CL A COMM
COM
683797104
351
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SOLE
5769
0
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ORACLE CORP COMMON STOCK USD.0
COM
68389X105
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SOLE
3384714
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ORANGE ADR
COM
684060106
462
31450
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SOLE
31450
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0
ORASURE TECHNOLOGIES INC COMMO
COM
68554V108
563
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SOLE
32687
0
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ORBCOMM INC COMMON STOCK USD.0
COM
68555P100
325
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SOLE
20245
0
27200
ORBITAL SCIENCES CORP COMMON S
COM
685564106
2101
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SH
SOLE
43553
0
31761
ORBITZ WORLDWIDE INC COMMON ST
COM
68557K109
224
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SH
SOLE
17778
0
10780
OREXIGEN THERAPEUTICS INC COMM
COM
686164104
566
87127
SH
SOLE
63207
0
23920
ORIENT EXPRESS HOTELS LTD A C
COM
G67743107
1793
124408
SH
SOLE
59205
0
65203
ORION MARINE GROUP INC COMMON
COM
68628V308
490
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SH
SOLE
20460
0
18504
ORITANI FINANCIAL CORP COMMON
COM
68633D103
1890
119549
SH
SOLE
91549
0
28000
ORIX CORP ADR
COM
686330101
216
3060
SH
SOLE
3060
0
0
ORMAT TECHNOLOGIES INC COMMON
COM
686688102
715
23814
SH
SOLE
10564
0
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ORTHOFIX INTERNATIONAL NV COMM
COM
N6748L102
921
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SOLE
16025
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OSHKOSH CORP COMMON STOCK USD.
COM
688239201
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SOLE
93343
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25665
OSI SYSTEMS INC COMMON STOCK N
COM
671044105
1470
24560
SH
SOLE
17255
0
7305
OSIRIS THERAPEUTICS INC COMMON
COM
68827R108
211
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SH
SOLE
11509
0
4560
OTTER TAIL CORP COMMON STOCK U
COM
689648103
1665
54088
SH
SOLE
27952
0
26136
OUTERWALL INC
COM
690070107
2120
29246
SH
SOLE
22206
0
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OVERSTOCK.COM INC COMMON STOCK
COM
690370101
218
11077
SH
SOLE
6407
0
4670
OWENS + MINOR INC COMMON STOCK
COM
690732102
8240
235231
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SOLE
194381
0
40850
OWENS CORNING COMMON STOCK USD
COM
690742101
3447
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SH
SOLE
44238
0
35603
OWENS ILLINOIS INC COMMON STOC
COM
690768403
8140
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SH
SOLE
141005
0
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OXFORD INDUSTRIES INC COMMON S
COM
691497309
1296
16570
SH
SOLE
12850
0
3720
P G + E CORP COMMON STOCK NPV
COM
69331C108
31382
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SH
SOLE
358685
0
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PACCAR INC COMMON STOCK USD1.
COM
693718108
33728
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SOLE
272251
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PACER INTERNATIONAL INC COMMON
COM
69373H106
634
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SH
SOLE
46214
0
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PACIFIC BIOSCIENCES OF CALIF C
COM
69404D108
366
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SH
SOLE
34104
0
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PACIFIC CONTINENTAL CORP COMMO
COM
69412V108
311
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SH
SOLE
10367
0
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PACIFIC PREMIER BNCRP COM
COM
69478X105
314
19437
SH
SOLE
8297
0
11140
PACIFIC SUNWEAR OF CALIF COMMO
COM
694873100
127
42894
SH
SOLE
26411
0
16483
PACIRA PHARMACEUTICALS INC COM
COM
695127100
2157
30819
SH
SOLE
23809
0
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PACKAGING CORP OF AMERICA COMM
COM
695156109
10953
155642
SH
SOLE
129688
0
25954
PACWEST BANCORP COMMON STOCK N
COM
695263103
3085
71724
SH
SOLE
44360
0
27364
PALL CORP COMMON STOCK USD.1
COM
696429307
17484
195416
SH
SOLE
130547
0
64869
PALO ALTO NETWORKS INC
COM
697435105
1696
24724
SH
SOLE
17730
0
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PANDORA MEDIA INC COM
COM
698354107
3141
103602
SH
SOLE
74488
0
29114
PANERA BREAD COMPANY CLASS A C
COM
69840W108
7448
42205
SH
SOLE
34409
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PANHANDLE OIL AND GAS INC A CO
COM
698477106
320
7339
SH
SOLE
5489
0
1850
PANTRY INC COMMON STOCK USD.01
COM
698657103
481
31351
SH
SOLE
14871
0
16480
PAPA JOHN S INTL INC COMMON ST
COM
698813102
2334
44786
SH
SOLE
34986
0
9800
PARAMOUNT GOLD AND SILVER COMM
COM
69924P102
138
112414
SH
SOLE
79484
0
32930
PAREXEL INTERNATIONAL CORP COM
COM
699462107
4444
82165
SH
SOLE
65425
0
16740
PARK ELECTROCHEMICAL CORP COMM
COM
700416209
974
32615
SH
SOLE
16225
0
16390
PARK NATIONAL CORP COMMON STOC
COM
700658107
1311
17051
SH
SOLE
7801
0
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PARK OHIO HOLDINGS CORP COMMON
COM
700666100
413
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SH
SOLE
5289
0
2070
PARK STERLING CORP COMMON STOC
COM
70086Y105
363
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SH
SOLE
24089
0
30560
PARKER DRILLING CO COMMON STOC
COM
701081101
1175
165663
SH
SOLE
79363
0
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PARKER HANNIFIN CORP COMMON ST
COM
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25665
214395
SH
SOLE
117404
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PARKERVISION INC COM
COM
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348
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SH
SOLE
51557
0
20850
PARKWAY PROPERTIES INC REIT US
COM
70159Q104
1653
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SH
SOLE
44293
0
46292
PARTNERRE LTD COMMON STOCK USD
COM
G6852T105
4252
41083
SH
SOLE
23115
0
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PATRICK INDS INC COM
COM
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244
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SH
SOLE
3910
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PATRIOT TRANSPORTATION HLDG CO
COM
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304
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SH
SOLE
3911
0
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PATTERN ENERGY GROUP INC
COM
70338P100
519
19135
SH
SOLE
6635
0
12500
PATTERSON COS INC COMMON STOCK
COM
703395103
5638
135000
SH
SOLE
84405
0
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PATTERSON UTI ENERGY INC COMMO
COM
703481101
7155
225840
SH
SOLE
162942
0
62898
PAYCHEX INC COMMON STOCK USD.0
COM
704326107
25023
587392
SH
SOLE
400449
0
186943
PBF ENERGY INC
COM
69318G106
345
13370
SH
SOLE
7490
0
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PC CONNECTION INC COMMON STOCK
COM
69318J100
240
11790
SH
SOLE
5430
0
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PC TEL INC COMMON STOCK USD.00
COM
69325Q105
212
24306
SH
SOLE
12896
0
11410
PDC ENERGY INC
COM
69327R101
3523
56583
SH
SOLE
31163
0
25420
PDF SOLUTIONS INC COMMON STOCK
COM
693282105
411
22646
SH
SOLE
16646
0
6000
PDL BIOPHARMA INC COMMON STOCK
COM
69329Y104
1918
230829
SH
SOLE
189829
0
41000
PEABODY ENERGY CORP COMMON STO
COM
704549104
6174
377847
SH
SOLE
211885
0
165962
PEAPACK-GLADSTONE FNL COM
COM
704699107
239
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SH
SOLE
4776
0
6100
PEARSON PLC ADR
COM
705015105
233
13100
SH
SOLE
13100
0
0
PEBBLEBROOK HOTEL TRUST REIT U
COM
70509V100
3253
96327
SH
SOLE
46735
0
49592
PEGASYSTEMS INC COMMON STOCK U
COM
705573103
646
18299
SH
SOLE
12938
0
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PENDRELL CORP COMMON STOCK USD
COM
70686R104
367
200480
SH
SOLE
89990
0
110490
PENFORD CORP COM
COM
707051108
189
13171
SH
SOLE
5211
0
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PENN NATIONAL GAMING INC COMMO
COM
707569109
573
46504
SH
SOLE
26172
0
20332
PENN REAL ESTATE INVEST TST RE
COM
709102107
2006
111112
SH
SOLE
56329
0
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PENN VIRGINIA CORP COMMON STOC
COM
707882106
1399
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SH
SOLE
39062
0
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PENNANTPARK FLOATING RATE CAP
COM
70806A106
220
15900
SH
SOLE
5725
0
10175
PENNANTPARK INVESTMENT CORP CO
COM
708062104
1070
96842
SH
SOLE
51905
0
44937
PENNS WOODS BANCORP INC COMMON
COM
708430103
335
6872
SH
SOLE
3702
0
3170
PENNYMAC FINL SVCS INC
COM
70932B101
261
15661
SH
SOLE
6891
0
8770
PENNYMAC MORTGAGE INVESTMENT R
COM
70931T103
2091
87501
SH
SOLE
39531
0
47970
PENSKE AUTOMOTIVE GROUP INC CO
COM
70959W103
2585
60463
SH
SOLE
34328
0
26135
PENSON WORLDWIDE INC COM ESCRO
COM
709ESC107
0
13700
SH
SOLE
11700
0
2000
PENTAIR LTD
COM
H6169Q108
20994
264612
SH
SOLE
146084
0
118528
PEOPLE S UNITED FINANCIAL COMM
COM
712704105
8449
568188
SH
SOLE
375170
0
193018
PEOPLES BANCORP INC COMMON STO
COM
709789101
328
13246
SH
SOLE
5905
0
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PEP BOYS MANNY MOE + JACK COMM
COM
713278109
1061
83392
SH
SOLE
44192
0
39200
PEPCO HOLDINGS INC COMMON STOC
COM
713291102
6531
318913
SH
SOLE
182786
0
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PEPSICO INC COMMON STOCK USD.0
COM
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232832
2788411
SH
SOLE
1353364
0
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PEREGRINE PHARMACEUTICALS COMM
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163
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SH
SOLE
80090
0
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PEREGRINE SEMICONDUCTOR CORP
COM
71366R703
131
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SH
SOLE
15271
0
6320
PERFICIENT INC COMMON STOCK US
COM
71375U101
924
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SOLE
28570
0
22430
PERFORMANT FINANCIAL CORP
COM
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165
18236
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SOLE
12896
0
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PERICOM SEMICONDUCTOR CORP COM
COM
713831105
251
32053
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SOLE
16553
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PERKINELMER INC COMMON STOCK U
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714046109
6400
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SOLE
83744
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PERNIX THERAPEUTICS HOLDINGS
COM
71426V108
94
17624
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SOLE
9364
0
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PERRIGO CO PLC
COM
G97822103
30050
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SOLE
139791
0
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PERRY ELLIS INTERNATIONAL COMM
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288853104
278
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SOLE
11571
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PETMED EXPRESS INC COMMON STOC
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716382106
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SOLE
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PETROLEO BRASILEIRO ADR
COM
71654V101
409
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SOLE
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0
PETROQUEST ENERGY INC COMMON S
COM
716748108
356
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PETSMART INC COMMON STOCK USD.
COM
716768106
13991
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SOLE
142192
0
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PFIZER INC COMMON STOCK USD.05
COM
717081103
337904
10520064
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SOLE
5684692
0
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PGT INC
COM
69336V101
310
26939
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SOLE
19009
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PHARMACYCLICS INC COMMON STOCK
COM
716933106
4930
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SOLE
32675
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PHARMERICA CORP COMMON STOCK U
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71714F104
1395
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SOLE
27969
0
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PHH CORP COMMON STOCK USD.01
COM
693320202
2081
80541
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SOLE
39071
0
41470
PHI INC NON VOTING COMMON STOC
COM
69336T205
733
16558
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SOLE
8653
0
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PHILIP MORRIS INTERNATIONAL CO
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718172109
219880
2685727
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SOLE
1525872
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PHILIPS ELEC ADR
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500472303
435
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SOLE
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PHILLIPS 66
COM
718546104
75724
982669
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SOLE
479731
0
502938
PHOENIX COMPANIES INC COMMON S
COM
71902E604
381
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SOLE
3081
0
4283
PHOTOMEDEX INC COM
COM
719358301
236
14937
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SOLE
8117
0
6820
PHOTRONICS INC COMMON STOCK US
COM
719405102
716
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SOLE
39280
0
44627
PHYSICIANS REALTY TRUST
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71943U104
196
14050
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SOLE
650
0
13400
PICO HOLDINGS INC COMMON STOCK
COM
693366205
791
30431
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SOLE
14181
0
16250
PIEDMONT NATURAL GAS CO COMMON
COM
720186105
4341
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SOLE
67249
0
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PIEDMONT OFFICE REALTY TRU A R
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720190206
2156
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63492
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PIER 1 IMPORTS INC COMMON STOC
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720279108
1984
105065
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SOLE
76545
0
28520
PIKE CORPORATION COMMON STOCK
COM
721283109
298
27719
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SOLE
14759
0
12960
PILGRIM S PRIDE CORP COMMON ST
COM
72147K108
1230
58815
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SOLE
44495
0
14320
PINNACLE ENTERTAINMENT INC COM
COM
723456109
1876
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SOLE
60479
0
18673
PINNACLE FINANCIAL PARTNERS CO
COM
72346Q104
2146
57249
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SOLE
31456
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PINNACLE FOODS INC DEL
COM
72348P104
621
20805
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SOLE
14235
0
6570
PINNACLE WEST CAPITAL COMMON S
COM
723484101
8273
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SOLE
88104
0
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PIONEER ENERGY SERVICES CORP
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723664108
1400
108145
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SOLE
50635
0
57510
PIONEER NATURAL RESOURCES CO C
COM
723787107
37830
202149
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SOLE
118376
0
83773
PIPER JAFFRAY COS COMMON STOCK
COM
724078100
1270
27737
SH
SOLE
14654
0
13083
PITNEY BOWES INC COMMON STOCK
COM
724479100
8164
314128
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SOLE
191967
0
122161
PLANET PAYMENT INC
COM
U72603118
29
10468
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SOLE
3098
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7370
PLANTRONICS INC COMMON STOCK U
COM
727493108
3765
84700
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SOLE
70380
0
14320
PLATINUM UNDERWRITERS HLDGS CO
COM
G7127P100
3168
52719
SH
SOLE
29699
0
23020
PLEXUS CORP COMMON STOCK USD.0
COM
729132100
2193
54726
SH
SOLE
29656
0
25070
PLUM CREEK TIMBER CO REIT USD.
COM
729251108
12503
297419
SH
SOLE
171554
0
125865
PLX TECHNOLOGY INC COMMON STOC
COM
693417107
233
38530
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SOLE
26220
0
12310
PLY GEM HLDGS INC
COM
72941W100
170
13437
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SOLE
8917
0
4520
PMC SIERRA INC COMMON STOCK
COM
69344F106
1844
242347
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SOLE
129937
0
112410
PMFG INC COMMON STOCK USD1.
COM
69345P103
152
25511
SH
SOLE
11361
0
14150
PNC FINANCIAL SERVICES GROUP C
COM
693475105
75473
867503
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SOLE
429164
0
438339
PNM RESOURCES INC COMMON STOCK
COM
69349H107
4927
182276
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SOLE
123846
0
58430
POLARIS INDUSTRIES INC COMMON
COM
731068102
19766
141479
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SOLE
123496
0
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POLYCOM INC COMMON STOCK USD.0
COM
73172K104
2889
210534
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SOLE
159841
0
50693
POLYONE CORPORATION COMMON STO
COM
73179P106
4754
129674
SH
SOLE
99428
0
30246
POLYPORE INTERNATIONAL INC COM
COM
73179V103
1497
43749
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SOLE
30889
0
12860
POOL CORP COMMON STOCK USD.001
COM
73278L105
3549
57879
SH
SOLE
43979
0
13900
POPEYES LOUISIANA KITCHEN INC
COM
732872106
959
23601
SH
SOLE
16201
0
7400
POPULAR INC COMMON STOCK USD6.
COM
733174700
2109
68043
SH
SOLE
38308
0
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PORTFOLIO RECOVERY ASSOCIATE C
COM
73640Q105
3679
63583
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SOLE
49513
0
14070
PORTLAND GENERAL ELECTRIC CO C
COM
736508847
4054
125364
SH
SOLE
69834
0
55530
PORTOLA PHARMACEUTICALS COM
COM
737010108
212
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SH
SOLE
5811
0
2370
POSCO ADR
COM
693483109
453
6521
SH
SOLE
6521
0
0
POST HOLDINGS INC
COM
737446104
4124
74817
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SOLE
51387
0
23430
POST PROPERTIES INC REIT USD.0
COM
737464107
2399
48863
SH
SOLE
29642
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POTASH CORP SASKATCHEWAN, INC
COM
73755L107
423
11671
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SOLE
11671
0
0
POTLATCH CORP REIT USD1.
COM
737630103
3093
79949
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SOLE
64859
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15090
POWELL INDUSTRIES INC COMMON S
COM
739128106
954
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SOLE
7294
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POWER INTEGRATIONS INC COMMON
COM
739276103
2174
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SOLE
25109
0
7940
POWERSECURE INTERNATIONAL IN C
COM
73936N105
370
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SOLE
11141
0
4630
POZEN INC COMMON STOCK USD.001
COM
73941U102
269
33580
SH
SOLE
15280
0
18300
PPG INDUSTRIES INC COMMON STOC
COM
693506107
49498
255858
SH
SOLE
131455
0
124403
PPL CORPORATION COMMON STOCK U
COM
69351T106
27263
822674
SH
SOLE
441519
0
381155
PRAXAIR INC COMMON STOCK USD.0
COM
74005P104
67600
516147
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SOLE
261190
0
254957
PRECISION CASTPARTS CORP COMMO
COM
740189105
67768
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SOLE
133214
0
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PREFERRED BANK LOS ANGELES COM
COM
740367404
384
14788
SH
SOLE
6608
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8180
PREFORMED LINE PRODUCTS CO COM
COM
740444104
303
4419
SH
SOLE
1439
0
2980
PREMIER INC'CL A
COM
74051N102
585
17755
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SOLE
12905
0
4850
PREMIERE GLOBAL SERVICES INC C
COM
740585104
904
74979
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SOLE
42099
0
32880
PRESTIGE BRANDS HOLDINGS INC C
COM
74112D101
1698
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SOLE
47677
0
14640
PRGX GLOBAL INC COMMON STOCK U
COM
69357C503
248
35738
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SOLE
16008
0
19730
PRICELINE GROUP INC COMMON STO
COM
741503403
107355
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SOLE
45898
0
44173
PRICESMART INC COMMON STOCK US
COM
741511109
2062
20428
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SOLE
14672
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PRIMERICA INC COMMON STOCK
COM
74164M108
5532
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SOLE
77139
0
40280
PRIMORIS SERVICES CORP COMMON
COM
74164F103
937
31260
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SOLE
22900
0
8360
PRINCIPAL FINANCIAL GROUP COMM
COM
74251V102
17461
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SOLE
209280
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170388
PRIVATEBANCORP INC COMMON STOC
COM
742962103
3150
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SOLE
54272
0
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PROASSURANCE CORP COMMON STOCK
COM
74267C106
4060
91185
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SOLE
74729
0
16456
PROCERA NETWORKS INC COMMON ST
COM
74269U203
282
27154
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SOLE
14914
0
12240
PROCTER + GAMBLE CO/THE COMMON
COM
742718109
372566
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SOLE
2344842
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2277566
PROGENICS PHARMACEUTICALS COMM
COM
743187106
212
51879
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SOLE
30319
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21560
PROGRESS SOFTWARE CORP COMMON
COM
743312100
1662
76220
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SOLE
49725
0
26495
PROGRESSIVE CORP COMMON STOCK
COM
743315103
21095
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SOLE
535482
0
335500
PROLOGIS INC REIT USD.01
COM
74340W103
28831
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SOLE
360390
0
345732
PROOFPOINT INC COM
COM
743424103
716
19300
SH
SOLE
13990
0
5310
PROS HOLDINGS INC COMMON STOCK
COM
74346Y103
672
21323
SH
SOLE
15953
0
5370
PROSPECT CAPITAL CORP COMMON S
COM
74348T102
3895
360613
SH
SOLE
147416
0
213197
PROSPERITY BANCSHARES INC COMM
COM
743606105
10860
164179
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SOLE
120059
0
44120
PROTECTIVE LIFE CORP COMMON ST
COM
743674103
5684
108077
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SOLE
85532
0
22545
PROTO LABS INC COM
COM
743713109
1043
15415
SH
SOLE
11395
0
4020
PROVIDENCE SERVICE CORP COMMON
COM
743815102
315
11124
SH
SOLE
8594
0
2530
PROVIDENT FINANCIAL SERVICES C
COM
74386T105
1838
100075
SH
SOLE
56332
0
43743
PROVIDENT FINL HLDGS COM
COM
743868101
171
11116
SH
SOLE
4876
0
6240
PRTOTHENA CORP PLC
COM
G72800108
643
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SH
SOLE
6838
0
9940
PRUDENTIAL FINANCIAL INC COMMO
COM
744320102
65989
779549
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SOLE
390671
0
388878
PRUDENTIAL PLC ADR
COM
74435K204
784
18430
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SOLE
18430
0
0
PS BUSINESS PARKS INC/CA REIT
COM
69360J107
2130
25467
SH
SOLE
18457
0
7010
PTC INC.
COM
69370C100
7570
213670
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SOLE
177710
0
35960
PUBLIC SERVICE ENTERPRISE GP C
COM
744573106
29874
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SH
SOLE
470291
0
312992
PUBLIC STORAGE REIT USD.1
COM
74460D109
57767
342854
SH
SOLE
206540
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136314
PULTEGROUP INC COMMON STOCK US
COM
745867101
10219
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SH
SOLE
332653
0
199888
PUMA BIOTECHNOLOGY INC
COM
74587V107
2194
21067
SH
SOLE
15447
0
5620
PURE CYCLE CORP COM
COM
746228303
84
13929
SH
SOLE
9819
0
4110
PVH CORP COMMON STOCK USD1.
COM
693656100
14892
119359
SH
SOLE
72544
0
46815
PZENA INVESTMENT MANAGM CL A C
COM
74731Q103
191
16229
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SOLE
13519
0
2710
QEP RESOURCES INC COMMON STOCK
COM
74733V100
7850
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SH
SOLE
153238
0
113421
QIAGEN N.V. COMMON STOCK EUR.0
COM
N72482107
2954
140085
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SOLE
86600
0
53485
QLIK TECHNOLOGIES INC COMMON S
COM
74733T105
2437
91647
SH
SOLE
67337
0
24310
QLOGIC CORP COMMON STOCK USD.0
COM
747277101
1726
135399
SH
SOLE
65529
0
69870
QTS REALTY TRUST INC-CL A
COM
74736A103
246
9800
SH
SOLE
1400
0
8400
QUAD GRAPHICS INC COMMON STOCK
COM
747301109
774
33013
SH
SOLE
14443
0
18570
QUAKER CHEMICAL CORP COMMON ST
COM
747316107
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SOLE
11848
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QUALCOMM INC COMMON STOCK USD.
COM
747525103
246136
3121181
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SOLE
1641250
0
1479931
QUALITY DISTRIBUTION INC COMMO
COM
74756M102
300
23076
SH
SOLE
11886
0
11190
QUALITY SYSTEMS INC COMMON STO
COM
747582104
1615
95654
SH
SOLE
83044
0
12610
QUANEX BUILDING PRODUCTS COMMO
COM
747619104
1176
56880
SH
SOLE
29690
0
27190
QUANTA SERVICES INC COMMON STO
COM
74762E102
10736
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SOLE
165342
0
125593
QUANTUM CORP COMMON STOCK USD.
COM
747906204
330
270686
SH
SOLE
126472
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144214
QUEST DIAGNOSTICS INC COMMON S
COM
74834L100
12284
212089
SH
SOLE
119769
0
92320
QUESTAR CORP COMMON STOCK NPV
COM
748356102
5866
246692
SH
SOLE
192874
0
53818
QUESTCOR PHARMACEUTICALS COMMO
COM
74835Y101
6857
105604
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SOLE
90454
0
15150
QUICKSILVER RESOURCES INC COMM
COM
74837R104
397
150874
SH
SOLE
74324
0
76550
QUIDEL CORP COMMON STOCK USD.0
COM
74838J101
827
30286
SH
SOLE
21086
0
9200
QUIKSILVER INC COMMON STOCK US
COM
74838C106
1219
162253
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SOLE
108253
0
54000
QUINSTREET INC COMMON STOCK
COM
74874Q100
287
43260
SH
SOLE
22010
0
21250
QUINTILES TRANSNATIONAL COM
COM
74876Y101
1067
21015
SH
SOLE
12625
0
8390
Qualys, Inc.
COM
74758T303
314
12343
SH
SOLE
8783
0
3560
RACKSPACE HOSTING INC COMMON S
COM
750086100
5673
172837
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SOLE
143259
0
29578
RADIAN GROUP INC COMMON STOCK
COM
750236101
3473
231062
SH
SOLE
125953
0
105109
RADIOSHACK CORP COMMON STOCK U
COM
750438103
269
126776
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SOLE
58086
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RADISYS CORP COMMON STOCK NPV
COM
750459109
103
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SOLE
12912
0
15800
RAIT FINANCIAL TRUST REIT USD.
COM
749227609
854
100627
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SOLE
44211
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56416
RALPH LAUREN CORP COMMON STOCK
COM
751212101
19886
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SH
SOLE
88168
0
35402
RAMBUS INC COMMON STOCK USD.00
COM
750917106
1136
105690
SH
SOLE
73190
0
32500
RAMCO GERSHENSON PROPERTIES RE
COM
751452202
1502
92143
SH
SOLE
40945
0
51198
RANGE RESOURCES CORP COMMON ST
COM
75281A109
20993
253019
SH
SOLE
153968
0
99051
RAPTOR PHARMACEUTICAL CORP COM
COM
75382F106
518
51812
SH
SOLE
37752
0
14060
RAVEN INDUSTRIES INC COMMON ST
COM
754212108
1828
55802
SH
SOLE
43192
0
12610
RAYMOND JAMES FINANCIAL INC CO
COM
754730109
9367
167475
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SOLE
132519
0
34956
RAYONIER INC REIT NPV
COM
754907103
11457
249563
SH
SOLE
207127
0
42436
RAYTHEON COMPANY COMMON STOCK
COM
755111507
48821
494187
SH
SOLE
256481
0
237706
RBC BEARINGS INC COMMON STOCK
COM
75524B104
1613
25329
SH
SOLE
18319
0
7010
RE/MAX HOLDINGS INC-CL A
COM
75524W108
231
8000
SH
SOLE
1600
0
6400
READING INTERNATINAL CL A
COM
755408101
155
21114
SH
SOLE
9334
0
11780
REALD INC COMMON STOCK USD.000
COM
75604L105
409
36627
SH
SOLE
24387
0
12240
REALNETWORKS INC COMMON STOCK
COM
75605L708
229
30259
SH
SOLE
13425
0
16834
REALOGY HOLDINGS CORP
COM
75605y106
3887
89463
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SOLE
63393
0
26070
REALPAGE INC COMMON STOCK
COM
75606N109
749
41226
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SOLE
28206
0
13020
REALTY INCOME CORP REIT USD1.
COM
756109104
11835
289656
SH
SOLE
222119
0
67537
RECEPTOS INC COM
COM
756207106
223
5318
SH
SOLE
3468
0
1850
RED HAT INC COMMON STOCK USD.0
COM
756577102
14881
280881
SH
SOLE
171221
0
109660
RED ROBIN GOURMET BURGERS COMM
COM
75689M101
1248
17407
SH
SOLE
11477
0
5930
REDWOOD TRUST INC REIT USD.01
COM
758075402
2400
118338
SH
SOLE
60118
0
58220
REED ELSEVIER NV ADR
COM
758204200
212
4890
SH
SOLE
4890
0
0
REED ELSEVIER PLC ADR
COM
758205207
271
4410
SH
SOLE
4410
0
0
REGAL BELOIT CORP COMMON STOCK
COM
758750103
4352
59849
SH
SOLE
48122
0
11727
REGAL ENTERTAINMENT GROUP A CO
COM
758766109
1394
74639
SH
SOLE
53423
0
21216
REGENCY CENTERS CORP REIT USD.
COM
758849103
7256
142099
SH
SOLE
106722
0
35377
REGENERON PHARMACEUTICALS COMM
COM
75886F107
42265
140753
SH
SOLE
71468
0
69285
REGIONS FINANCIAL CORP COMMON
COM
7591EP100
20896
1880830
SH
SOLE
1066331
0
814499
REGIS CORP COMMON STOCK USD.05
COM
758932107
1028
75032
SH
SOLE
40272
0
34760
REINSURANCE GROUP OF AMERICA C
COM
759351604
7882
98983
SH
SOLE
77946
0
21037
RELIANCE STEEL + ALUMINUM COMM
COM
759509102
7378
104413
SH
SOLE
82370
0
22043
REMY INTERNATIONAL INC
COM
759663107
405
17131
SH
SOLE
7521
0
9610
RENAISSANCERE HOLDINGS LTD COM
COM
G7496G103
5712
58523
SH
SOLE
45929
0
12594
RENASANT CORP COMMON STOCK USD
COM
75970E107
1132
38976
SH
SOLE
18631
0
20345
RENEWABLE ENERGY GROUP
COM
75972A301
288
24019
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RENT A CENTER INC COMMON STOCK
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76009N100
4146
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115090
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RENTECH INC COMMON STOCK USD.0
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760112102
422
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168336
0
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RENTRAK CORP COMMON STOCK USD.
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760174102
530
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5967
0
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REPLIGEN CORP COM
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759916109
570
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36073
0
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REPROS THERAPEUTICS COM
COM
76028H209
332
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13091
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REPUBLIC AIRWAYS HOLDINGS IN C
COM
760276105
514
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31488
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REPUBLIC BANCORP INC CLASS A C
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760281204
340
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REPUBLIC SERVICES INC COMMON S
COM
760759100
13078
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206840
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RESMED INC COMMON STOCK USD.00
COM
761152107
13103
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248485
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RESOLUTE ENERGY CORP COMMON ST
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76116A108
604
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37648
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RESOLUTE FOREST PRODUCTS
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76117W109
1873
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43479
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761195205
126
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76120W302
908
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73736
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RESOURCES CONNECTION INC COMMO
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76122Q105
849
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30026
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RESTORATION HARDWARE HOLDINGS
COM
761283100
1155
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11568
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RETAIL OPPORTUNITY INVESTMEN R
COM
76131N101
1710
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SOLE
60270
0
54180
RETAIL PROPERTIES AMERICA INC
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76131V202
1288
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51525
0
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RETAILMENOT INC
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76132B106
252
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SOLE
4540
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REVLON INC CLASS A COMMON STOC
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761525609
332
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6898
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REVOLUTION LIGHTING TECHNOLOGY
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76155G107
78
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16983
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REX AMERICAN RESOURCES CORP CO
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761624105
396
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REX ENERGY CORP COMMON STOCK U
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761565100
792
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REXFORD INDUSTRIAL REALTY INC
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76169C100
156
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500
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REXNORD CORP NEW COM
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76169B102
704
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REYNOLDS AMERICAN INC COMMON S
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761713106
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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
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RIGEL PHARMACEUTICALS INC COMM
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766559603
452
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RIGNET INC COM
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766582100
569
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RIO TINTO PLC ADR
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767204100
971
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0
RITE AID CORP COMMON STOCK USD
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767754104
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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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ROADRUNNER TRANSPORTATION SY C
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76973Q105
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ROBERT HALF INTL INC COMMON ST
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770323103
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ROCK TENN COMPANY CL A COMMON
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772739207
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ROCKVILLE FINANCIAL INC COMMON
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774188106
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ROCKWELL AUTOMATION INC COMMON
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773903109
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ROCKWELL COLLINS INC COMMON ST
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774341101
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170246
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ROCKWELL MEDICAL INC
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774374102
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21197
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ROCKWOOD HOLDINGS INC COMMON S
COM
774415103
4416
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38127
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ROFIN SINAR TECHNOLOGIES INC C
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775043102
1124
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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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0
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
141237
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ROPER INDUSTRIES INC COMMON ST
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776696106
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88318
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ROSETTA RESOURCES INC COMMON S
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777779307
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90143
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ROSETTA STONE INC COMMON STOCK
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777780107
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ROSS STORES INC COMMON STOCK U
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778296103
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ROUNDY'S INC COM
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779268101
212
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ROUSE PROPERTIES INC
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779287101
612
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ROVI CORP COMMON STOCK USD.001
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779376102
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SOLE
112403
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ROWAN COMPANIES PLC
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G7665A101
6408
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107003
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ROYAL BANK OF CANADA
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780087102
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ROYAL BK OF SCOTLAND GROUP ADR
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780097689
135
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ROYAL CARIBBEAN CRUISES LTD CO
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V7780T103
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ROYAL GOLD INC COMMON STOCK US
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780287108
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RPC INC COMMON STOCK USD.1
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RPM INTERNATIONAL INC COMMON S
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749685103
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RPX CORP COMMON STOCK
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RR DONNELLEY + SONS CO COMMON
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257867101
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RTI SURGICAL INC
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74975N105
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RUBICON TECHNOLOGY INC COMMON
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78112T107
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RUBY TUESDAY INC COMMON STOCK
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781182100
537
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781270103
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RUSH ENTERPRISES INC CL A COMM
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781846209
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RUTH S HOSPITALITY GROUP INC C
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783332109
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RYDER SYSTEM INC COMMON STOCK
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783549108
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783764103
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781220108
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SABRA HEALTH CARE REIT INC REI
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78573L106
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786449207
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78648T100
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SAFEWAY INC COMMON STOCK USD.0
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786514208
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SAGA COMMUNICATIONS INC CL A C
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786598300
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78709Y105
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SALEM COMMUNICATIONS CL A COM
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794093104
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79466L302
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SALIX PHARMACEUTICALS LTD COMM
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795435106
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SANDERSON FARMS INC COMMON STO
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SANDRIDGE ENERGY INC COMMON ST
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80007P307
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SANDY SPRING BANCORP INC COMMO
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800363103
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SANFILLIPPO JOHN B SON COM
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800422107
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SANGAMO BIOSCIENCES INC COMMON
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800677106
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SANMINA CORP
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801056102
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SANOFI
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803054204
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N7716A151
167
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SAPIENT CORPORATION COMMON STO
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803062108
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803607100
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SBA COMMUNICATIONS CORP CL A C
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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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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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SCHNITZER STEEL INDS INC A COM
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806882106
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SCHOLASTIC CORP COMMON STOCK U
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808194104
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SCHWEITZER MAUDUIT INTL INC CO
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SCICLONE PHARMACEUTICALS INC C
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SCIENCE APPLICATIONS INTERNATI
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SCIQUEST INC COMMON STOCK USD.
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SCORPIO TANKERS INC COMMON STO
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SCOTTS MIRACLE GRO CO CL A COM
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810186106
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SCRIPPS NETWORKS INTER CL A CO
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811065101
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SEABOARD CORP COMMON STOCK USD
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811707801
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811904101
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G7945E105
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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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SEATTLE GENETICS INC COMMON ST
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812578102
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SENSIENT TECHNOLOGIES CORP COM
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SEQUENOM INC COMMON STOCK USD.
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SFX ENTERTAINMENT INC
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784178303
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82312B106
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SHIP FINANCE INTL LTD COMMON S
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825690100
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826197501
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82620P102
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SIGA TECHNOLOGIES INC COMMON S
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826917106
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22058
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SIGMA ALDRICH COMMON STOCK USD
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826552101
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181943
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SIGMA DESIGNS INC COMMON STOCK
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826565103
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SIGNATURE BANK COMMON STOCK US
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82669G104
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51446
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SIGNET JEWELERS LTD COMMON STO
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G81276100
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SILGAN HOLDINGS INC COMMON STO
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827048109
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56717
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SILICON GRAPHICS INTERNATION C
COM
82706L108
379
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SOLE
22774
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SILICON IMAGE INC COMMON STOCK
COM
82705T102
474
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SOLE
50253
0
18440
SILICON LABORATORIES INC COMMO
COM
826919102
3172
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SOLE
48951
0
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SILVER BAY REALTY TRUST CORP
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82735Q102
330
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8168
0
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SIMMONS FIRST NATL CORP CL A C
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828730200
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14035
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SIMON PROPERTY GROUP INC REIT
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828806109
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280599
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SIMPSON MANUFACTURING CO INC C
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829073105
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32925
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SINCLAIR BROADCAST GROUP A COM
COM
829226109
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49127
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SIRIUS XM HOLDINGS INC
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82968B103
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SIRONA DENTAL SYSTEMS INC COMM
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82966C103
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SIX FLAGS ENTERTAINMENT CORP C
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83001A102
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SOLE
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SIZMEK INC
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83013P105
359
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SOLE
17383
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SJW CORP COMMON STOCK USD1.042
COM
784305104
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SOLE
11986
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SKECHERS USA INC CL A COMMON S
COM
830566105
2551
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SOLE
41828
0
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SKILLED HEALTHCARE GROU CL A C
COM
83066R107
100
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SOLE
12008
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SKULLCANDY INC
COM
83083J104
200
21829
SH
SOLE
9599
0
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SKYWEST INC COMMON STOCK NPV
COM
830879102
1003
78626
SH
SOLE
41167
0
37459
SKYWORKS SOLUTIONS INC COMMON
COM
83088M102
10710
285435
SH
SOLE
232441
0
52994
SL GREEN REALTY CORP REIT USD.
COM
78440X101
14324
142362
SH
SOLE
103651
0
38711
SLM CORP COMMON STOCK USD.2
COM
78442P106
14501
592362
SH
SOLE
326316
0
266046
SM ENERGY CO COMMON STOCK USD.
COM
78454L100
7331
102837
SH
SOLE
83826
0
19011
SMITH (A.O.) CORP COMMON STOCK
COM
831865209
5178
112523
SH
SOLE
91413
0
21110
SMITH + WESSON HOLDING CORP CO
COM
831756101
654
44741
SH
SOLE
44741
0
0
SNAP ON INC COMMON STOCK USD1.
COM
833034101
9282
81796
SH
SOLE
46780
0
35016
SNYDERS LANCE INC COMMON STOCK
COM
833551104
2294
81367
SH
SOLE
48679
0
32688
SOLAR CAPITAL LTD COMMON STOCK
COM
83413U100
1231
56532
SH
SOLE
26112
0
30420
SOLAR SENIOR CAPITAL LTD COMMO
COM
83416M105
247
14461
SH
SOLE
6398
0
8063
SOLARCITY CORP
COM
83416T100
1415
22600
SH
SOLE
17720
0
4880
SOLARWINDS INC COMMON STOCK US
COM
83416B109
4303
100929
SH
SOLE
81913
0
19016
SOLAZYME INC COMMON STOCK
COM
83415T101
454
39070
SH
SOLE
27650
0
11420
SOLERA HOLDINGS INC COMMON STO
COM
83421A104
6673
105351
SH
SOLE
86569
0
18782
SONIC AUTOMOTIVE INC CLASS A C
COM
83545G102
1557
69260
SH
SOLE
45540
0
23720
SONIC CORP COMMON STOCK USD.01
COM
835451105
1516
66524
SH
SOLE
44624
0
21900
SONOCO PRODUCTS CO COMMON STOC
COM
835495102
7542
183865
SH
SOLE
154124
0
29741
SONUS NETWORKS INC COMMON STOC
COM
835916107
961
285260
SH
SOLE
155420
0
129840
SONY CORP SPONSORED ADR
COM
835699307
263
13750
SH
SOLE
13750
0
0
SOTHEBY S COMMON STOCK USD.01
COM
835898107
5351
122874
SH
SOLE
102614
0
20260
SOUTH JERSEY INDUSTRIES COMMON
COM
838518108
2742
48887
SH
SOLE
27783
0
21104
SOUTHERN CO COMMON STOCK USD5.
COM
842587107
63302
1440640
SH
SOLE
721636
0
719004
SOUTHERN COPPER CORP COMMON ST
COM
84265V105
5050
173470
SH
SOLE
86543
0
86927
SOUTHSIDE BANCSHARES INC COMMO
COM
84470P109
718
22875
SH
SOLE
10634
0
12241
SOUTHWEST AIRLINES CO COMMON S
COM
844741108
22523
953980
SH
SOLE
522984
0
430996
SOUTHWEST BANCORP INC/OKLA COM
COM
844767103
438
24775
SH
SOLE
11322
0
13453
SOUTHWEST GAS CORP COMMON STOC
COM
844895102
4514
84449
SH
SOLE
51101
0
33348
SOUTHWESTERN ENERGY CO COMMON
COM
845467109
24729
537472
SH
SOLE
326366
0
211106
SOVRAN SELF STORAGE INC REIT U
COM
84610H108
3331
45348
SH
SOLE
32932
0
12416
SP PLUS CORP
COM
78469C103
480
18267
SH
SOLE
10179
0
8088
SPANSION INC CLASS A COMMON ST
COM
84649R200
1159
66532
SH
SOLE
30652
0
35880
SPARK NETWORKS INC COM
COM
84651P100
75
14251
SH
SOLE
10051
0
4200
SPARTAN MOTORS INC COMMON STOC
COM
846819100
265
51487
SH
SOLE
25467
0
26020
SPARTAN STORES INC COMMON STOC
COM
846822104
1318
56807
SH
SOLE
28029
0
28778
SPARTON CORP COM
COM
847235108
375
12801
SH
SOLE
5761
0
7040
SPDR S+P 500 ETF TRUST SPDR S+
COM
78462F103
6475
34620
SH
SOLE
30645
0
3975
SPDR S+P MIDCAP 400 ETF TRUST
COM
78467Y107
4608
18390
SH
SOLE
18390
0
0
SPECTRA ENERGY CORP COMMON STO
COM
847560109
47358
1282037
SH
SOLE
723945
0
558092
SPECTRANETICS CORP COMMON STOC
COM
84760C107
1206
39789
SH
SOLE
27542
0
12247
SPECTRUM BRANDS HOLDINGS INC C
COM
84763R101
1755
22017
SH
SOLE
16867
0
5150
SPECTRUM PHARMACEUTICALS INC C
COM
84763A108
713
90944
SH
SOLE
45084
0
45860
SPEED COMMERCE INC.
COM
84764T106
186
51065
SH
SOLE
21535
0
29530
SPEEDWAY MOTORSPORTS INC COMMO
COM
847788106
334
17828
SH
SOLE
7138
0
10690
SPIRIT AEROSYSTEMS HOLD CL A C
COM
848574109
2462
87345
SH
SOLE
56098
0
31247
SPIRIT AIRLINES INC COMMON STO
COM
848577102
3322
55918
SH
SOLE
41878
0
14040
SPIRIT REALTY CAPITAL INC
COM
84860W102
2515
229032
SH
SOLE
120423
0
108609
SPLUNK INC COM
COM
848637104
6228
87116
SH
SOLE
62464
0
24652
SPRINGLEAF HOLDING INC
COM
85172J101
550
21850
SH
SOLE
10000
0
11850
SPRINT CORP COMMON
COM
85207U105
6903
751145
SH
SOLE
389524
0
361621
SPROUTS FARMERS MARKET INC
COM
85208M102
432
11980
SH
SOLE
8220
0
3760
SPS COMMERCE INC COMMON STOCK
COM
78463M107
856
13923
SH
SOLE
10093
0
3830
SPX CORP COMMON STOCK USD10.
COM
784635104
6272
63794
SH
SOLE
49103
0
14691
SS+C TECHNOLOGIES HOLDINGS COM
COM
78467J100
2092
52275
SH
SOLE
38425
0
13850
ST JOE CO/THE COMMON STOCK NPV
COM
790148100
904
46943
SH
SOLE
25984
0
20959
ST JUDE MEDICAL INC COMMON STO
COM
790849103
29325
448462
SH
SOLE
265090
0
183372
STAAR SURGICAL CO COMMON STOCK
COM
852312305
599
31885
SH
SOLE
22005
0
9880
STAG INDUSTRIAL INC REIT USD.0
COM
85254J102
1343
55722
SH
SOLE
23822
0
31900
STAGE STORES INC COMMON STOCK
COM
85254C305
1352
55278
SH
SOLE
30678
0
24600
STAMPS.COM INC COMMON STOCK US
COM
852857200
466
13888
SH
SOLE
11268
0
2620
STANCORP FINANCIAL GROUP COMMO
COM
852891100
4067
60881
SH
SOLE
47694
0
13187
STANDARD MOTOR PRODS COMMON ST
COM
853666105
852
23826
SH
SOLE
16626
0
7200
STANDARD PACIFIC CORP COMMON S
COM
85375C101
1853
222982
SH
SOLE
121962
0
101020
STANDEX INTERNATIONAL CORP COM
COM
854231107
1042
19442
SH
SOLE
9872
0
9570
STANLEY BLACK + DECKER INC COM
COM
854502101
17320
213196
SH
SOLE
117232
0
95964
STAPLES INC COMMON STOCK USD.0
COM
855030102
10337
911568
SH
SOLE
506638
0
404930
STAR SCIENTIFIC INC COMMON STO
COM
85517P101
160
204392
SH
SOLE
96502
0
107890
STARBUCKS CORP COMMON STOCK US
COM
855244109
98083
1336648
SH
SOLE
681451
0
655197
STARWOOD HOTELS + RESORTS COMM
COM
85590A401
21886
274947
SH
SOLE
157014
0
117933
STARWOOD PROPERTY TRUST INC RE
COM
85571B105
2692
114100
SH
SOLE
65740
0
48360
STARWOOD WAYPOINT RESIDENTIAL
COM
85571W109
749
26014
SH
SOLE
13472
0
12542
STARZ - LIBERTY CAPITAL
COM
85571Q102
3187
98741
SH
SOLE
68558
0
30183
STATE AUTO FINANCIAL CORP COMM
COM
855707105
546
25632
SH
SOLE
14362
0
11270
STATE BANK FINANCIAL CORP COMM
COM
856190103
699
39529
SH
SOLE
17739
0
21790
STATE STREET CORP COMMON STOCK
COM
857477103
50516
726320
SH
SOLE
358210
0
368110
STEEL DYNAMICS INC COMMON STOC
COM
858119100
5333
299756
SH
SOLE
237092
0
62664
STEELCASE INC CL A COMMON STOC
COM
858155203
1805
108641
SH
SOLE
51421
0
57220
STEIN MART INC COMMON STOCK US
COM
858375108
513
36584
SH
SOLE
22305
0
14279
STEINER LEISURE LTD COMMON STO
COM
P8744Y102
930
20113
SH
SOLE
10793
0
9320
STELLUS CAPITAL INVESTMENT
COM
858568108
210
14632
SH
SOLE
6392
0
8240
STEPAN CO COMMON STOCK USD1.
COM
858586100
1818
28154
SH
SOLE
19324
0
8830
STERICYCLE INC COMMON STOCK US
COM
858912108
14659
129020
SH
SOLE
79333
0
49687
STERIS CORP COMMON STOCK NPV
COM
859152100
5164
108153
SH
SOLE
89553
0
18600
STERLING BANCORP/DE
COM
85917A100
1724
136194
SH
SOLE
72293
0
63901
STERLING CONSTRUCTION CO COMMO
COM
859241101
173
19914
SH
SOLE
9155
0
10759
STERLING FINL CORP/SPOKANE COM
COM
859319303
1632
48961
SH
SOLE
24049
0
24912
STEVEN MADDEN LTD COMMON STOCK
COM
556269108
2755
76563
SH
SOLE
59141
0
17422
STEWART INFORMATION SERVICES C
COM
860372101
1184
33691
SH
SOLE
17941
0
15750
STIFEL FINANCIAL CORP COMMON S
COM
860630102
4960
99686
SH
SOLE
51628
0
48058
STILLWATER MINING CO COMMON ST
COM
86074Q102
2939
198434
SH
SOLE
111824
0
86610
STOCK YARDS BANCORP, INC
COM
861025104
705
22271
SH
SOLE
10607
0
11664
STONE ENERGY CORP COMMON STOCK
COM
861642106
3443
82045
SH
SOLE
45991
0
36054
STONERIDGE INC COMMON STOCK NP
COM
86183P102
368
32788
SH
SOLE
20130
0
12658
STRAIGHT PATH COMM CL B
COM
862578101
80
10920
SH
SOLE
8149
0
2771
STRATASYS LTD
COM
M85548101
2390
22528
SH
SOLE
14888
0
7640
STRATEGIC HOTELS + RESORTS I R
COM
86272T106
2461
241521
SH
SOLE
159621
0
81900
STRAYER EDUCATION INC COMMON S
COM
863236105
552
11880
SH
SOLE
8596
0
3284
STRYKER CORP COMMON STOCK USD.
COM
863667101
52220
640970
SH
SOLE
361630
0
279340
STURM RUGER + CO INC COMMON ST
COM
864159108
2421
40490
SH
SOLE
40490
0
0
SUCAMPO PHARMACEUTICALS CL A C
COM
864909106
92
12881
SH
SOLE
8711
0
4170
SUFFOLK BANCORP COMMON STOCK U
COM
864739107
313
14047
SH
SOLE
6167
0
7880
SUMITOMO MITSUI SPONSORED ADR
COM
86562M209
907
104896
SH
SOLE
104896
0
0
SUMMIT HOTEL PROPERTIES INC RE
COM
866082100
906
97591
SH
SOLE
37201
0
60390
SUN BANCORP INC NJ COMMON STOC
COM
86663B102
167
49718
SH
SOLE
22388
0
27330
SUN COMMUNITIES INC REIT USD.0
COM
866674104
1629
36123
SH
SOLE
23403
0
12720
SUN HYDRAULICS CORP COMMON STO
COM
866942105
1026
23699
SH
SOLE
16499
0
7200
SUN LIFE FINL SVCS ADR
COM
866796105
250
7230
SH
SOLE
7230
0
0
SUNCOKE ENERGY INC
COM
86722A103
2474
108323
SH
SOLE
56710
0
51613
SUNCOR ENERGY INC
COM
867224107
734
20990
SH
SOLE
20990
0
0
SUNEDISON INC
COM
86732Y109
8472
449674
SH
SOLE
369064
0
80610
SUNESIS PHARMACEUTICALS INC CO
COM
867328601
182
27586
SH
SOLE
18686
0
8900
SUNPOWER CORP CL A COM
COM
867652406
1311
40642
SH
SOLE
29732
0
10910
SUNSTONE HOTEL INVESTORS INC R
COM
867892101
3702
269611
SH
SOLE
127691
0
141920
SUNTRUST BANKS INC COMMON STOC
COM
867914103
28512
716564
SH
SOLE
390789
0
325775
SUPER MICRO COMPUTER INC COMMO
COM
86800U104
787
45322
SH
SOLE
23572
0
21750
SUPERIOR ENERGY SERVICES INC C
COM
868157108
7249
235679
SH
SOLE
171475
0
64204
SUPERIOR INDUSTRIES INTL COMMO
COM
868168105
754
36798
SH
SOLE
18622
0
18176
SUPERNUS PHARMACEUTICAL COM
COM
868459108
110
12302
SH
SOLE
8582
0
3720
SUPERTEX INC COMMON STOCK NPV
COM
868532102
497
15083
SH
SOLE
7313
0
7770
SUPERVALU INC COMMON STOCK USD
COM
868536103
2336
341486
SH
SOLE
255486
0
86000
SUPPORT.COM INC COMMON STOCK U
COM
86858W101
104
40898
SH
SOLE
28890
0
12008
SURGICAL CARE AFFILIATES INC
COM
86881L106
228
7400
SH
SOLE
2100
0
5300
SURMODICS INC COMMON STOCK USD
COM
868873100
378
16726
SH
SOLE
12556
0
4170
SUSQUEHANNA BANCSHARES INC COM
COM
869099101
3482
305744
SH
SOLE
170836
0
134908
SUSSER HOLDINGS CORP COMMON ST
COM
869233106
1011
16177
SH
SOLE
12167
0
4010
SVB FINANCIAL GROUP COMMON STO
COM
78486Q101
8253
64087
SH
SOLE
49839
0
14248
SWIFT ENERGY CO COMMON STOCK U
COM
870738101
692
64273
SH
SOLE
33203
0
31070
SWIFT TRANSPORTATION CO COMMON
COM
87074U101
2048
82729
SH
SOLE
58019
0
24710
SWISHER HYGIENE INC COMMON STO
COM
870808102
62
136914
SH
SOLE
61384
0
75530
SWS GROUP INC COMMON STOCK USD
COM
78503N107
324
43253
SH
SOLE
21343
0
21910
SYKES ENTERPRISES INC COMMON S
COM
871237103
1209
60867
SH
SOLE
30576
0
30291
SYMANTEC CORP COMMON STOCK USD
COM
871503108
21242
1063682
SH
SOLE
613693
0
449989
SYMETRA FINANCIAL CORP COMMON
COM
87151Q106
2056
103745
SH
SOLE
48915
0
54830
SYMMETRY MEDICAL INC COMMON ST
COM
871546206
576
57257
SH
SOLE
29759
0
27498
SYNAGEVA BIOPHARMA CORP COM
COM
87159A103
1419
17097
SH
SOLE
12487
0
4610
SYNAPTICS INC COMMON STOCK USD
COM
87157D109
2715
45239
SH
SOLE
34759
0
10480
SYNCHRONOSS TECHNOLOGIES INC C
COM
87157B103
1308
38159
SH
SOLE
30454
0
7705
SYNERGY PHARMACEUTICALS COM
COM
871639308
359
67559
SH
SOLE
46949
0
20610
SYNERGY RESOURCES CORP COM
COM
87164P103
385
35826
SH
SOLE
23866
0
11960
SYNGENTA AG ADR
COM
87160A100
510
6730
SH
SOLE
6730
0
0
SYNNEX CORP COMMON STOCK USD.0
COM
87162W100
2851
47033
SH
SOLE
27573
0
19460
SYNOPSYS INC COMMON STOCK USD.
COM
871607107
8062
209902
SH
SOLE
165204
0
44698
SYNOVUS FINANCIAL CORP COMMON
COM
87161C105
4334
1278585
SH
SOLE
1055869
0
222716
SYNTA PHARMACEUTICALS CORP COM
COM
87162T206
170
39406
SH
SOLE
25636
0
13770
SYNTEL INC COMMON STOCK NPV
COM
87162H103
1735
19294
SH
SOLE
14394
0
4900
SYNUTRA INTERNATIONAL INC COMM
COM
87164C102
98
14636
SH
SOLE
9836
0
4800
SYSCO CORP COMMON STOCK USD1.
COM
871829107
39378
1089910
SH
SOLE
574406
0
515504
SYSTEMAX INC COMMON STOCK USD.
COM
871851101
238
15944
SH
SOLE
6584
0
9360
T MOBILE US INC
COM
872590104
5683
172057
SH
SOLE
79725
0
92332
T ROWE PRICE GROUP INC COMMON
COM
74144T108
42743
519044
SH
SOLE
361585
0
157459
TABLEAU SOFTWARE INC
COM
87336U105
534
7021
SH
SOLE
4932
0
2089
TAHOE RESOURSES INC COM
COM
873868103
1016
48027
SH
SOLE
30060
0
17967
TAIWAN SEMICONDUCTOR - SP ADR
COM
874039100
1021
50997
SH
SOLE
50997
0
0
TAKE TWO INTERACTIVE SOFTWRE C
COM
874054109
2157
98365
SH
SOLE
74455
0
23910
TAL INTERNATIONAL GROUP INC CO
COM
874083108
1838
42867
SH
SOLE
25537
0
17330
TALISMAN ENERGY ADR
COM
87425E103
140
14065
SH
SOLE
14065
0
0
TAMINCO CORP COM
COM
87509U106
285
13587
SH
SOLE
9007
0
4580
TANGER FACTORY OUTLET CENTER R
COM
875465106
3545
101297
SH
SOLE
69930
0
31367
TANGOE INC
COM
87582Y108
607
32626
SH
SOLE
25226
0
7400
TARGA RESOURCES CORP COMMON ST
COM
87612G101
3504
35303
SH
SOLE
26763
0
8540
TARGACEPT INC COMMON STOCK USD
COM
87611R306
178
37473
SH
SOLE
16343
0
21130
TARGET CORP COMMON STOCK USD.0
COM
87612E106
74295
1227810
SH
SOLE
678771
0
549039
TASER INTERNATIONAL INC COMMON
COM
87651B104
1116
60992
SH
SOLE
42882
0
18110
TAUBMAN CENTERS INC REIT USD.0
COM
876664103
6886
97268
SH
SOLE
72471
0
24797
TAYLOR CAPITAL GROUP INC COMMO
COM
876851106
643
26871
SH
SOLE
13121
0
13750
TAYLOR MORRISON HOME CORP
COM
87724P106
527
22440
SH
SOLE
15050
0
7390
TCF FINANCIAL CORP COMMON STOC
COM
872275102
3649
219040
SH
SOLE
173032
0
46008
TCP CAP CORP COM
COM
87238Q103
635
38393
SH
SOLE
14113
0
24280
TD AMERITRADE HOLDING CORP COM
COM
87236Y108
5890
173499
SH
SOLE
102790
0
70709
TE CONNECTIVITY LTD
COM
H84989104
19325
320967
SH
SOLE
194688
0
126279
TEAM HEALTH HOLDINGS INC COMMO
COM
87817A107
3152
70437
SH
SOLE
50747
0
19690
TEAM INC COMMON STOCK USD.3
COM
878155100
828
19312
SH
SOLE
14492
0
4820
TEARLAB CORP COM
COM
878193101
143
21119
SH
SOLE
14879
0
6240
TECH DATA CORP COMMON STOCK US
COM
878237106
3197
52446
SH
SOLE
40146
0
12300
TECHNE CORP COMMON STOCK USD.0
COM
878377100
8666
101512
SH
SOLE
90597
0
10915
TECHTARGET COMMON STOCK USD.00
COM
87874R100
115
15899
SH
SOLE
8089
0
7810
TECO ENERGY INC COMMON STOCK U
COM
872375100
5084
296442
SH
SOLE
173104
0
123338
TECUMSEH PRODUCTS CO CLASS A C
COM
878895200
161
23361
SH
SOLE
10021
0
13340
TEEKAY CORP COMMON STOCK USD.0
COM
Y8564W103
1393
24775
SH
SOLE
13618
0
11157
TEEKAY TANKERS LTD CLASS A COM
COM
Y8565N102
263
74277
SH
SOLE
33327
0
40950
TEJON RANCH CO COMMON STOCK US
COM
879080109
572
16902
SH
SOLE
11672
0
5230
TELECOM ITALIA SPA ADR
COM
87927Y102
179
15170
SH
SOLE
15170
0
0
TELECOMMUNICATION SYSTEMS A CO
COM
87929J103
118
51097
SH
SOLE
26870
0
24227
TELEDYNE TECHNOLOGIES INC COMM
COM
879360105
4910
50444
SH
SOLE
36047
0
14397
TELEFLEX INC COMMON STOCK USD1
COM
879369106
6251
58289
SH
SOLE
45687
0
12602
TELEFONICA SA ADR
COM
879382208
870
55120
SH
SOLE
55120
0
0
TELENAV INC COMMON STOCK USD.0
COM
879455103
130
21755
SH
SOLE
9915
0
11840
TELEPHONE AND DATA SYSTEMS COM
COM
879433829
3321
126699
SH
SOLE
102352
0
24347
TELETECH HOLDINGS INC COMMON S
COM
879939106
800
32643
SH
SOLE
22513
0
10130
TELUS CORP ADR
COM
87971M103
291
8100
SH
SOLE
8100
0
0
TEMPUR SEALY INTERNATIONAL INC
COM
88023U101
4702
92788
SH
SOLE
75871
0
16917
TENARIS SA ADR
COM
88031M109
488
11025
SH
SOLE
11025
0
0
TENET HEALTHCARE CORP COMMON S
COM
88033G407
5921
138318
SH
SOLE
90959
0
47359
TENNANT CO COMMON STOCK USD.37
COM
880345103
1552
23653
SH
SOLE
17143
0
6510
TENNECO INC COMMON STOCK USD.0
COM
880349105
3731
64255
SH
SOLE
45985
0
18270
TERADATA CORP COMMON STOCK USD
COM
88076W103
12122
246434
SH
SOLE
150872
0
95562
TERADYNE INC COMMON STOCK USD.
COM
880770102
5026
252705
SH
SOLE
199517
0
53188
TEREX CORP COMMON STOCK USD.01
COM
880779103
8484
191521
SH
SOLE
119478
0
72043
TERRENO REALTY CORP REIT USD.0
COM
88146M101
549
29018
SH
SOLE
10268
0
18750
TERRITORIAL BANCORP INC COMMON
COM
88145X108
276
12770
SH
SOLE
5800
0
6970
TESARO INC COM
COM
881569107
332
11276
SH
SOLE
7836
0
3440
TESCO CORP COMMON STOCK NPV
COM
88157K101
937
50646
SH
SOLE
24866
0
25780
TESLA MOTORS INC COMMON STOCK
COM
88160R101
14379
68979
SH
SOLE
47776
0
21203
TESORO CORP COMMON STOCK USD.1
COM
881609101
9271
183249
SH
SOLE
100716
0
82533
TESSCO TECHNOLOGIES COM
COM
872386107
243
6517
SH
SOLE
2827
0
3690
TESSERA TECHNOLOGIES INC COMMO
COM
88164L100
1959
82886
SH
SOLE
44504
0
38382
TETRA TECH INC COMMON STOCK US
COM
88162G103
3072
103805
SH
SOLE
59425
0
44380
TETRA TECHNOLOGIES INC COMMON
COM
88162F105
1536
120001
SH
SOLE
61138
0
58863
TETRAPHASE PHARMACEUTICAL COM
COM
88165N105
114
10453
SH
SOLE
6653
0
3800
TEXAS CAPITAL BANCSHARES INC C
COM
88224Q107
4973
76577
SH
SOLE
45817
0
30760
TEXAS INDUSTRIES INC COMMON ST
COM
882491103
2860
31908
SH
SOLE
24108
0
7800
TEXAS INSTRUMENTS INC COMMON S
COM
882508104
95921
2034371
SH
SOLE
1116112
0
918259
TEXAS ROADHOUSE INC COMMON STO
COM
882681109
2725
104498
SH
SOLE
86088
0
18410
TEXTAINER GROUP HOLDINGS LTD C
COM
G8766E109
1038
27126
SH
SOLE
15256
0
11870
TEXTRON INC COMMON STOCK USD.1
COM
883203101
13430
341809
SH
SOLE
197777
0
144032
TFS FINANCIAL CORP COMMON STOC
COM
87240R107
577
46385
SH
SOLE
28331
0
18054
TG THERAPEUTICS INC
COM
88322Q108
73
10626
SH
SOLE
7306
0
3320
TGC INDS INC COM NEW
COM
872417308
71
11936
SH
SOLE
7771
0
4165
THE WHITEWAVE FOODS CO. CLASS
COM
966244105
7494
262563
SH
SOLE
195372
0
67191
THERAPEUDICSMD INC COM
COM
88338N107
408
64685
SH
SOLE
45615
0
19070
THERAVANCE INC COMMON STOCK US
COM
88338T104
1996
64522
SH
SOLE
43682
0
20840
THERMO FISHER SCIENTIFIC INC C
COM
883556102
69177
575323
SH
SOLE
298642
0
276681
THERMON GROUP HOLDINGS INC COM
COM
88362T103
531
22906
SH
SOLE
16436
0
6470
THIRD POINT REINSURANCE LTD
COM
G8827U100
279
17600
SH
SOLE
3500
0
14100
THL CREDIT INC COMMON STOCK
COM
872438106
550
39873
SH
SOLE
16883
0
22990
THOMSON REUTERS CORP COMMON ST
COM
884903105
11359
332129
SH
SOLE
164432
0
167697
THOR INDUSTRIES INC COMMON STO
COM
885160101
4516
73961
SH
SOLE
62560
0
11401
THORATEC CORP COMMON STOCK NPV
COM
885175307
3416
95398
SH
SOLE
78778
0
16620
THRESHOLD PHARMACEUTICALS COM
COM
885807206
189
39633
SH
SOLE
27193
0
12440
TIBCO SOFTWARE INC COMMON STOC
COM
88632Q103
4945
243332
SH
SOLE
196194
0
47138
TICC CAPITAL CORP COMMON STOCK
COM
87244T109
642
65632
SH
SOLE
30266
0
35366
TIDEWATER INC COMMON STOCK USD
COM
886423102
3407
70080
SH
SOLE
52215
0
17865
TIFFANY + CO COMMON STOCK USD.
COM
886547108
19864
230572
SH
SOLE
164691
0
65881
TILE SHOP HLDGS INC
COM
88677Q109
232
14989
SH
SOLE
10569
0
4420
TIME WARNER CABLE COMMON STOCK
COM
88732J207
66605
485527
SH
SOLE
245006
0
240521
TIME WARNER INC COMMON STOCK U
COM
887317303
97404
1490954
SH
SOLE
739939
0
751015
TIMKEN CO COMMON STOCK NPV
COM
887389104
6932
117925
SH
SOLE
88768
0
29157
TITAN INTERNATIONAL INC COMMON
COM
88830M102
1317
69371
SH
SOLE
48246
0
21125
TITAN MACHINERY INC COMMON STO
COM
88830R101
349
22269
SH
SOLE
10559
0
11710
TIVO INC COMMON STOCK USD.001
COM
888706108
2063
155963
SH
SOLE
89673
0
66290
TJX COMPANIES INC COMMON STOCK
COM
872540109
83690
1379879
SH
SOLE
780583
0
599296
TOLL BROTHERS INC COMMON STOCK
COM
889478103
7965
221859
SH
SOLE
174928
0
46931
TOMPKINS FINANCIAL CORP COMMON
COM
890110109
1104
22539
SH
SOLE
10804
0
11735
TOOTSIE ROLL INDS COMMON STOCK
COM
890516107
1679
56087
SH
SOLE
49092
0
6994
TORCHMARK CORP COMMON STOCK US
COM
891027104
11819
150180
SH
SOLE
95967
0
54213
TORNIER NV COMMON STOCK
COM
N87237108
679
31987
SH
SOLE
14237
0
17750
TORO CO COMMON STOCK USD1.
COM
891092108
3607
57081
SH
SOLE
41301
0
15780
TORONTO DOMINION COM
COM
891160509
1095
23320
SH
SOLE
23320
0
0
TOTAL SA-SPON ADR
COM
89151E109
3090
47100
SH
SOLE
47100
0
0
TOTAL SYSTEM SERVICES INC COMM
COM
891906109
10469
344258
SH
SOLE
247306
0
96952
TOWER GROUP INTERNATIONAL LTD
COM
G8988C105
183
67596
SH
SOLE
36705
0
30891
TOWERS WATSON + CO CL A COMMON
COM
891894107
10247
89846
SH
SOLE
70441
0
19405
TOWERSTREAM CORP COMMON STOCK
COM
892000100
127
53915
SH
SOLE
37525
0
16390
TOWN SPORTS INTERNATIONAL COMM
COM
89214A102
287
33755
SH
SOLE
14145
0
19610
TOWNE BANK COMMON STOCK USD1.6
COM
89214P109
511
32964
SH
SOLE
15018
0
17946
TOYOTA MOTOR CORP ADR
COM
892331307
2288
20270
SH
SOLE
20270
0
0
TRACTOR SUPPLY COMPANY COMMON
COM
892356106
13094
185383
SH
SOLE
108557
0
76826
TRANS WORLD ENTMT CORP COM
COM
89336Q100
38
10581
SH
SOLE
5631
0
4950
TRANSCANADA CORP ADR
COM
89353D107
465
10210
SH
SOLE
10210
0
0
TRANSDIGM GROUP INC COMMON STO
COM
893641100
8374
45217
SH
SOLE
30719
0
14498
TRANSOCEAN INC SHS
COM
H8817H100
11583
280184
SH
SOLE
177334
0
102850
TRAVELERS COS INC/THE COMMON S
COM
89417E109
59383
697807
SH
SOLE
399973
0
297834
TRC COS INC COMMON STOCK USD.1
COM
872625108
130
19558
SH
SOLE
8648
0
10910
TREDEGAR CORP COMMON STOCK NPV
COM
894650100
879
38198
SH
SOLE
23085
0
15113
TREE.COM INC
COM
894675107
209
6718
SH
SOLE
3615
0
3103
TREEHOUSE FOODS INC COMMON STO
COM
89469A104
3696
51336
SH
SOLE
35846
0
15490
TREX COMPANY INC COMMON STOCK
COM
89531P105
1259
17209
SH
SOLE
13079
0
4130
TRI POINTE HOMES INC
COM
87265H109
285
17590
SH
SOLE
7810
0
9780
TRIANGLE CAPITAL CORP COMMON S
COM
895848109
968
37376
SH
SOLE
18749
0
18627
TRIANGLE PETROLEUM CORP COMMON
COM
89600B201
558
67703
SH
SOLE
27223
0
40480
TRICO BANCSHARES COMMON STOCK
COM
896095106
535
20631
SH
SOLE
9641
0
10990
TRIMAS CORP COMMON STOCK USD.0
COM
896215209
1415
42625
SH
SOLE
32026
0
10599
TRIMBLE NAVIGATION LTD COMMON
COM
896239100
15274
392962
SH
SOLE
323940
0
69022
TRINITY INDUSTRIES INC COMMON
COM
896522109
7948
110278
SH
SOLE
85494
0
24784
TRIPADVISOR INC
COM
896945201
15735
173691
SH
SOLE
107726
0
65965
TRIPLE S MANAGEMENT CORP B COM
COM
896749108
500
31005
SH
SOLE
15425
0
15580
TRIQUINT SEMICONDUCTOR INC COM
COM
89674K103
3332
248832
SH
SOLE
143997
0
104835
TRIUMPH GROUP INC COMMON STOCK
COM
896818101
4960
76802
SH
SOLE
61876
0
14926
TRUEBLUE INC COMMON STOCK NPV
COM
89785X101
1430
48867
SH
SOLE
37147
0
11720
TRULIA INC
COM
897888103
824
24808
SH
SOLE
18172
0
6636
TRUSTCO BANK CORP NY COMMON ST
COM
898349105
986
140098
SH
SOLE
71508
0
68590
TRUSTMARK CORP COMMON STOCK NP
COM
898402102
4340
171214
SH
SOLE
123454
0
47760
TRW AUTOMOTIVE HOLDINGS CORP C
COM
87264S106
6342
77697
SH
SOLE
43122
0
34575
TTM TECHNOLOGIES COMMON STOCK
COM
87305R109
692
81943
SH
SOLE
41223
0
40720
TUESDAY MORNING CORP COMMON ST
COM
899035505
868
61320
SH
SOLE
29655
0
31665
TULLOW OIL PLC ADR
COM
899415202
131
20960
SH
SOLE
20960
0
0
TUMI HODINGD INC COM
COM
89969Q104
920
40663
SH
SOLE
29193
0
11470
TUPPERWARE BRANDS CORP COMMON
COM
899896104
8673
103541
SH
SOLE
89014
0
14527
TUTOR PERINI CORP COMMON STOCK
COM
901109108
1389
48437
SH
SOLE
22739
0
25698
TW TELECOM INC COMMON STOCK US
COM
87311L104
8118
259699
SH
SOLE
218384
0
41315
TWENTY-FIRST CENTURY FOX INC.
COM
90130A101
107862
3373840
SH
SOLE
1744066
0
1629774
TWENTY-FIRST CENTURY FOX INC.
COM
90130A200
803
25800
SH
SOLE
25800
0
0
TWIN DISC INC COMMON STOCK NPV
COM
901476101
318
12081
SH
SOLE
4811
0
7270
TWITTER INC
COM
90184L102
3800
81420
SH
SOLE
40140
0
41280
TWO HARBORS INVESTMENT CORP CO
COM
90187B101
2069
201895
SH
SOLE
120725
0
81170
TYCO INTERNATIONAL LTD COMMON
COM
H89128104
15669
369546
SH
SOLE
226176
0
143370
TYLER TECHNOLOGIES INC COMMON
COM
902252105
3779
45160
SH
SOLE
33779
0
11381
TYSON FOODS INC CL A COMMON ST
COM
902494103
16324
370921
SH
SOLE
202587
0
168334
U.S. PHYSICAL THERAPY INC COMM
COM
90337L108
346
10023
SH
SOLE
7263
0
2760
UBIQUITI NETWORKS INC
COM
90347A100
618
13584
SH
SOLE
10574
0
3010
UBS AG-REG COM
COM
H89231338
979
47240
SH
SOLE
47240
0
0
UCBH HOLDINGS INC COM
COM
90262T308
0
14002
SH
SOLE
8202
0
5800
UDR INC REIT USD.01
COM
902653104
9304
360188
SH
SOLE
268901
0
91287
UGI CORP COMMON STOCK NPV
COM
902681105
7023
153977
SH
SOLE
121091
0
32886
UIL HOLDINGS CORP COMMON STOCK
COM
902748102
3263
88653
SH
SOLE
49217
0
39436
ULTA SALON COSMETICS + FRAGR C
COM
90384S303
5280
54161
SH
SOLE
35953
0
18208
ULTIMATE SOFTWARE GROUP INC CO
COM
90385D107
4297
31363
SH
SOLE
22797
0
8566
ULTRA CLEAN HOLDINGS COMMON ST
COM
90385V107
411
31255
SH
SOLE
13515
0
17740
ULTRA PETROLEUM CORP COMMON ST
COM
903914109
2794
103914
SH
SOLE
57770
0
46144
ULTRAPETROL (BAHAMAS) LTD COMM
COM
P94398107
67
21564
SH
SOLE
11444
0
10120
ULTRATECH INC COMMON STOCK USD
COM
904034105
1035
35455
SH
SOLE
26435
0
9020
ULURU INC
COM
90403T209
35
22000
SH
SOLE
22000
0
0
UMB FINANCIAL CORP COMMON STOC
COM
902788108
4111
63542
SH
SOLE
36582
0
26960
UMH PROPERTIES INC REIT USD.1
COM
903002103
187
19118
SH
SOLE
8108
0
11010
UMPQUA HOLDINGS CORP COMMON ST
COM
904214103
3231
173357
SH
SOLE
94979
0
78378
UNDER ARMOUR INC CLASS A COMMO
COM
904311107
14611
127453
SH
SOLE
103756
0
23697
UNIFI INC COMMON STOCK USD.1
COM
904677200
435
18850
SH
SOLE
8594
0
10256
UNIFIRST CORP/MA COMMON STOCK
COM
904708104
2468
22449
SH
SOLE
14390
0
8059
UNILEVER N V NY SHS NEW
COM
904784709
973
23665
SH
SOLE
23665
0
0
UNILEVER PLC ADR
COM
904767704
709
16570
SH
SOLE
16570
0
0
UNILIFE CORP COMMON STOCK USD.
COM
90478E103
306
75288
SH
SOLE
52848
0
22440
UNION BANKSHARES CORPORATION
COM
90539J109
1391
54723
SH
SOLE
24190
0
30533
UNION PACIFIC CORP COMMON STOC
COM
907818108
163310
870246
SH
SOLE
461972
0
408274
UNISYS CORP COMMON STOCK USD.0
COM
909214306
2148
70524
SH
SOLE
38514
0
32010
UNIT CORP COMMON STOCK USD.2
COM
909218109
4696
71829
SH
SOLE
51743
0
20086
UNITED BANKSHARES INC COMMON S
COM
909907107
4008
130904
SH
SOLE
82491
0
48413
UNITED COMMUNITY BANKS/GA COMM
COM
90984P303
1205
62101
SH
SOLE
32093
0
30008
UNITED COMMUNITY FINL COM
COM
909839102
227
58033
SH
SOLE
21764
0
36269
UNITED CONTINENTAL HOLDINGS CO
COM
910047109
12671
283913
SH
SOLE
193606
0
90307
UNITED FINANCIAL BANCORP INC
COM
910304104
526
28580
SH
SOLE
11600
0
16980
UNITED FIRE GROUP INC
COM
910340108
976
32173
SH
SOLE
17783
0
14390
UNITED NATURAL FOODS INC COMMO
COM
911163103
6397
90204
SH
SOLE
76584
0
13620
UNITED ONLINE INC COMMON STOCK
COM
911268209
215
18599
SH
SOLE
8963
0
9636
UNITED PARCEL SERVICE CL B COM
COM
911312106
123088
1263998
SH
SOLE
641613
0
622385
UNITED RENTALS INC COMMON STOC
COM
911363109
13715
144455
SH
SOLE
118277
0
26178
UNITED STATES STEEL CORP COMMO
COM
912909108
5213
188807
SH
SOLE
105261
0
83546
UNITED STATIONERS INC COMMON S
COM
913004107
2941
71610
SH
SOLE
40780
0
30830
UNITED TECHNOLOGIES CORP COMMO
COM
913017109
175487
1501942
SH
SOLE
817917
0
684025
UNITED THERAPEUTICS CORP COMMO
COM
91307C102
7112
75631
SH
SOLE
62577
0
13054
UNITEDHEALTH GROUP INC COMMON
COM
91324P102
149476
1823103
SH
SOLE
952601
0
870502
UNITIL CORP COMMON STOCK NPV
COM
913259107
554
16876
SH
SOLE
7366
0
9510
UNIVERSAL AMERICAN CORP COMMON
COM
91338E101
362
51199
SH
SOLE
22619
0
28580
UNIVERSAL CORP/VA COMMON STOCK
COM
913456109
2916
52171
SH
SOLE
39327
0
12844
UNIVERSAL DISPLAY CORP COMMON
COM
91347P105
1308
41005
SH
SOLE
29365
0
11640
UNIVERSAL ELECTRONICS INC COMM
COM
913483103
791
20617
SH
SOLE
11387
0
9230
UNIVERSAL FOREST PRODUCTS COMM
COM
913543104
1993
36010
SH
SOLE
21560
0
14450
UNIVERSAL HEALTH RLTY INCOME R
COM
91359E105
773
18293
SH
SOLE
13553
0
4740
UNIVERSAL HEALTH SERVICES B CO
COM
913903100
10784
131398
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SOLE
106279
0
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UNIVERSAL INSURANCE HOLDINGS C
COM
91359V107
470
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SOLE
20459
0
16510
UNIVERSAL STAINLESS + ALLOY CO
COM
913837100
290
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SOLE
3863
0
4720
UNIVERSAL TECHNICAL INSTITUT C
COM
913915104
429
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SOLE
16426
0
16665
UNIVEST CORP OF PENNSYLVANIA C
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915271100
489
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SH
SOLE
10169
0
13650
UNS ENERGY CORP
COM
903119105
4416
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SOLE
45111
0
28446
UNUM GROUP COMMON STOCK USD.1
COM
91529Y106
12461
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SH
SOLE
193875
0
159015
UNWIRED PLANET INC
COM
91531F103
145
66752
SH
SOLE
52632
0
14120
UR ENERGY INC COMMON STOCK
COM
91688R108
213
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SOLE
66073
0
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URANIUM ENERGY CORP COMMON STO
COM
916896103
94
70879
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SOLE
50449
0
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URBAN OUTFITTERS INC COMMON ST
COM
917047102
6056
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SOLE
102097
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URS CORP COMMON STOCK USD.01
COM
903236107
4845
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SOLE
79176
0
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URSTADT BIDDLE CLASS A REIT
COM
917286205
603
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SOLE
18689
0
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US BANCORP COMMON STOCK USD.01
COM
902973304
130957
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SOLE
1534802
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US CELLULAR CORP COMMON STOCK
COM
911684108
340
8297
SH
SOLE
4708
0
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US CONCRETE INC
COM
90333L201
256
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SOLE
7646
0
3240
US ECOLOGY INC COMMON STOCK US
COM
91732J102
1352
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SOLE
29714
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US SILICA HOLDINGS INC COM
COM
90346E103
1121
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SOLE
24704
0
4670
USA MOBILITY INC COMMON STOCK
COM
90341G103
602
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SOLE
15841
0
17307
USANA HEALTH SCIENCES INC COMM
COM
90328M107
496
6579
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SOLE
4189
0
2390
USG CORP COMMON STOCK USD.1
COM
903293405
2612
79844
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SOLE
55384
0
24460
UTI WORLDWIDE INC COMMON STOCK
COM
G87210103
1659
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SOLE
117121
0
39510
VAALCO ENERGY INC COMMON STOCK
COM
91851C201
534
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SOLE
35853
0
26630
VAIL RESORTS INC COMMON STOCK
COM
91879Q109
2851
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SOLE
30150
0
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VALE SA ADR
COM
91912E204
358
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SOLE
28790
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0
VALEANT PARMACEUTICALS INTERNA
COM
91911K102
541
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SOLE
4100
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0
VALERO ENERGY CORP COMMON STOC
COM
91913Y100
47296
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441168
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449526
VALIDUS HOLDINGS LTD COMMON ST
COM
G9319H102
2432
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SOLE
38702
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VALLEY NATIONAL BANCORP COMMON
COM
919794107
2877
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SOLE
222311
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VALMONT INDUSTRIES COMMON STOC
COM
920253101
6074
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SOLE
33414
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7396
VALSPAR CORP COMMON STOCK USD.
COM
920355104
9585
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SOLE
110442
0
22464
VALUEVISION MEDIA INC A COMMON
COM
92047K107
168
34613
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SOLE
23063
0
11550
VANDA PHARMACEUTICALS INC COMM
COM
921659108
463
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SOLE
19832
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VANGUARD TOTAL BOND MARKET ETF
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921937835
10080
124151
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SOLE
58651
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VANTAGE DRILLING CO COMMON STO
COM
G93205113
427
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SOLE
112360
0
137430
VANTAGESOUTH BANCSHARES INC
COM
92209W105
86
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SOLE
6499
0
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VANTIVE CORP COM
COM
92210H105
1913
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SOLE
45218
0
18069
VARIAN MEDICAL SYSTEMS INC COM
COM
92220P105
14093
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SOLE
103707
0
64086
VASCO DATA SECURITY INTL COMMO
COM
92230Y104
287
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SOLE
21811
0
16276
VASCULAR SOLUTIONS INC COMMON
COM
92231M109
367
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SOLE
10061
0
3950
VCA ANTECH INC COMMON STOCK US
COM
918194101
3798
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SOLE
93090
0
24743
VECTOR GROUP LTD COMMON STOCK
COM
92240M108
1353
62833
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SOLE
51122
0
11711
VECTREN CORPORATION COMMON STO
COM
92240G101
4728
120035
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SOLE
95965
0
24070
VEECO INSTRUMENTS INC COMMON S
COM
922417100
2649
63171
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SOLE
37656
0
25515
VENTAS INC REIT USD.25
COM
92276F100
27090
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SOLE
238589
0
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VERA BRADLEY INC COMMON STOCK
COM
92335C106
537
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SOLE
13626
0
6270
VERASTEM INC
COM
92337C104
134
12418
SH
SOLE
8418
0
4000
VERIFONE SYSTEMS INC COMMON ST
COM
92342Y109
4968
146891
SH
SOLE
117115
0
29776
VERINT SYSTEMS INC COMMON STOC
COM
92343X100
2365
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SOLE
36781
0
13622
VERISIGN INC COMMON STOCK USD.
COM
92343E102
10926
202663
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SOLE
123856
0
78807
VERISK ANALYTICS INC CLASS A C
COM
92345Y106
7588
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SOLE
86692
0
39865
VERIZON COMMUNICATIONS INC COM
COM
92343V104
347263
7300041
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SOLE
3812083
0
3487958
VERTEX PHARMACEUTICALS INC COM
COM
92532F100
25248
357011
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SOLE
214323
0
142688
VF CORP COMMON STOCK USD1.
COM
918204108
32419
523902
SH
SOLE
325920
0
197982
VIACOM INC CLASS B COMMON STOC
COM
92553P201
62506
735453
SH
SOLE
368657
0
366796
VIAD CORP COMMON STOCK USD1.5
COM
92552R406
758
31526
SH
SOLE
16426
0
15100
VIASAT INC COMMON STOCK USD.00
COM
92552V100
3314
48007
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SOLE
36827
0
11180
VICAL INC COMMON STOCK USD.01
COM
925602104
84
65112
SH
SOLE
43734
0
21378
VICOR CORP COMMON STOCK USD.01
COM
925815102
291
28524
SH
SOLE
13254
0
15270
VIEWPOINT FINANCIAL GROUP COMM
COM
92672A101
1615
55970
SH
SOLE
29316
0
26654
VILLAGE SUPER MARKET CLASS A C
COM
927107409
234
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SH
SOLE
4182
0
4670
VINCE HOLDING CORP
COM
92719W108
228
8640
SH
SOLE
3240
0
5400
VIRNETX HOLDING CORP COMMON ST
COM
92823T108
598
42199
SH
SOLE
29019
0
13180
VIRTUS INVESTMENT PARTNERS COM
COM
92828Q109
1580
9126
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SOLE
7206
0
1920
VIRTUSA CORP COMMON STOCK USD.
COM
92827P102
754
22508
SH
SOLE
17121
0
5387
VISA INC CLASS A SHARES COMMON
COM
92826C839
195831
907212
SH
SOLE
466168
0
441044
VISHAY INTERTECHNOLOGY INC COM
COM
928298108
2654
178358
SH
SOLE
139847
0
38511
VISHAY PRECISION GROUP COMMON
COM
92835K103
277
15957
SH
SOLE
6892
0
9065
VISTAPRINT NV COMMON STOCK USD
COM
N93540107
1570
31903
SH
SOLE
24193
0
7710
VISTEON CORP COMMON STOCK
COM
92839U206
3705
41893
SH
SOLE
27232
0
14661
VITACOST.COM INC
COM
92847A200
127
17981
SH
SOLE
12731
0
5250
VITAMIN SHOPPE INC COMMON STOC
COM
92849E101
1692
35616
SH
SOLE
27436
0
8180
VIVUS INC COMMON STOCK USD.001
COM
928551100
708
119145
SH
SOLE
87005
0
32140
VMWARE INC CLASS A COMMON STOC
COM
928563402
10064
93172
SH
SOLE
47210
0
45962
VOCERA COMMUNICATIONS INC COM
COM
92857F107
308
18863
SH
SOLE
12423
0
6440
VOCUS INC COMMON STOCK USD.01
COM
92858J108
342
25637
SH
SOLE
12077
0
13560
VODAFONE GROUP PLC ADR
COM
92857W308
1436
39007
SH
SOLE
39007
0
0
VOLCANO CORP COMMON STOCK USD.
COM
928645100
1041
52791
SH
SOLE
37701
0
15090
VONAGE HOLDINGS CORP COMMON ST
COM
92886T201
905
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SOLE
96250
0
115700
VORNADO REALTY TRUST REIT USD.
COM
929042109
25717
260928
SH
SOLE
138041
0
122887
VOXX INTERNATIONAL CORPORATION
COM
91829F104
401
29328
SH
SOLE
13348
0
15980
VOYA FINANACIAL INC
COM
929089100
1540
42455
SH
SOLE
25535
0
16920
VRINGO INC COM
COM
92911N104
266
76713
SH
SOLE
36733
0
39980
VSE CORP COMMON STOCK USD.05
COM
918284100
263
4992
SH
SOLE
2132
0
2860
VULCAN MATERIALS CO COMMON STO
COM
929160109
11445
172231
SH
SOLE
95518
0
76713
W+T OFFSHORE INC COMMON STOCK
COM
92922P106
832
48055
SH
SOLE
22975
0
25080
WABASH NATIONAL CORP COMMON ST
COM
929566107
1274
92592
SH
SOLE
43992
0
48600
WABCO HOLDINGS INC COMMON STOC
COM
92927K102
5606
53104
SH
SOLE
33730
0
19374
WABTEC CORP COMMON STOCK USD.0
COM
929740108
13682
176541
SH
SOLE
145357
0
31184
WADDELL + REED FINANCIAL A COM
COM
930059100
10088
137029
SH
SOLE
113461
0
23568
WAGEWORKS INC COM
COM
930427109
1521
27107
SH
SOLE
21217
0
5890
WAL MART STORES INC COMMON STO
COM
931142103
216840
2837104
SH
SOLE
1519916
0
1317188
WALGREEN CO COMMON STOCK USD.0
COM
931422109
109571
1659408
SH
SOLE
890313
0
769095
WALKER + DUNLOP INC COMMON STO
COM
93148P102
359
21978
SH
SOLE
10698
0
11280
WALT DISNEY CO/THE COMMON STOC
COM
254687106
231361
2889488
SH
SOLE
1445886
0
1443602
WALTER ENERGY INC COMMON STOCK
COM
93317Q105
724
95809
SH
SOLE
57779
0
38030
WALTER INVESTMENT MANAGEMENT R
COM
93317W102
1601
53655
SH
SOLE
27297
0
26358
WARREN RESOURCES INC COMMON ST
COM
93564A100
466
97099
SH
SOLE
43889
0
53210
WASHINGTON BANKING CO COMMON S
COM
937303105
340
19104
SH
SOLE
8504
0
10600
WASHINGTON FEDERAL INC COMMON
COM
938824109
3250
139502
SH
SOLE
109649
0
29853
WASHINGTON REIT REIT USD.01
COM
939653101
2034
85167
SH
SOLE
40876
0
44291
WASHINGTON TRUST BANCORP COMMO
COM
940610108
1014
27051
SH
SOLE
14891
0
12160
WASTE CONNECTIONS INC COMMON S
COM
941053100
8266
188473
SH
SOLE
155806
0
32667
WASTE MANAGEMENT INC COMMON ST
COM
94106L109
37184
883856
SH
SOLE
495364
0
388492
WATERS CORP COMMON STOCK USD.0
COM
941848103
17128
157991
SH
SOLE
77951
0
80040
WATSCO INC COMMON STOCK USD.5
COM
942622200
4701
47052
SH
SOLE
40402
0
6650
WATTS WATER TECHNOLOGIES A COM
COM
942749102
2775
47280
SH
SOLE
27310
0
19970
WAUSAU PAPER CORP COMMON STOCK
COM
943315101
754
59200
SH
SOLE
39930
0
19270
WD 40 CO COMMON STOCK USD.001
COM
929236107
2282
29417
SH
SOLE
23817
0
5600
WEATHERFORD INTL LTD SHS
COM
H27013103
255
14700
SH
SOLE
14700
0
0
WEB.COM GROUP INC COMMON STOCK
COM
94733A104
1411
41466
SH
SOLE
31056
0
10410
WEBMD HEALTH CORP COMMON STOCK
COM
94770V102
1407
33975
SH
SOLE
23337
0
10638
WEBSTER FINANCIAL CORP COMMON
COM
947890109
6386
205611
SH
SOLE
137141
0
68470
WEIGHT WATCHERS INTL INC COMMO
COM
948626106
374
18186
SH
SOLE
12454
0
5732
WEINGARTEN REALTY INVESTORS RE
COM
948741103
4961
165382
SH
SOLE
122966
0
42416
WEIS MARKETS INC COMMON STOCK
COM
948849104
871
17691
SH
SOLE
9345
0
8346
WELLCARE HEALTH PLANS INC COMM
COM
94946T106
6265
98633
SH
SOLE
66793
0
31840
WELLPOINT INC COMMON STOCK USD
COM
94973V107
48256
484746
SH
SOLE
240053
0
244693
WELLS FARGO + CO COMMON STOCK
COM
949746101
404050
8123234
SH
SOLE
3983373
0
4139861
WENDY S CO/THE COMMON STOCK US
COM
95058W100
3629
397925
SH
SOLE
303576
0
94349
WERNER ENTERPRISES INC COMMON
COM
950755108
3062
120013
SH
SOLE
91873
0
28140
WESBANCO INC COMMON STOCK USD2
COM
950810101
1159
36426
SH
SOLE
17592
0
18834
WESCO AIRCRAFT HOLDINGS INC
COM
950814103
1138
51721
SH
SOLE
23661
0
28060
WESCO INTERNATIONAL INC COMMON
COM
95082P105
3517
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SOLE
18303
0
23960
WEST BANCORPORATION COMMON STO
COM
95123P106
276
18198
SH
SOLE
8421
0
9777
WEST CORP COM
COM
952355204
504
21049
SH
SOLE
12709
0
8340
WEST MARINE INC COMMON STOCK U
COM
954235107
271
23811
SH
SOLE
10386
0
13425
WEST PHARMACEUTICAL SERVICES C
COM
955306105
6760
153470
SH
SOLE
132210
0
21260
WESTAMERICA BANCORPORATION COM
COM
957090103
4223
78082
SH
SOLE
56820
0
21262
WESTAR ENERGY INC COMMON STOCK
COM
95709T100
6239
177437
SH
SOLE
141771
0
35666
WESTELL TECHNOLOGIES INC A COM
COM
957541105
199
54043
SH
SOLE
23983
0
30060
WESTERN ALLIANCE BANCORP COMMO
COM
957638109
2622
106581
SH
SOLE
55344
0
51237
WESTERN ASSET MTG CAP CORP
COM
95790D105
494
31614
SH
SOLE
15350
0
16264
WESTERN DIGITAL CORP COMMON ST
COM
958102105
26276
286167
SH
SOLE
158047
0
128120
WESTERN REFINING INC COMMON ST
COM
959319104
2781
72058
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SOLE
45638
0
26420
WESTERN UNION CO COMMON STOCK
COM
959802109
17470
1067831
SH
SOLE
727261
0
340570
WESTFIELD FINANCIAL INC COMMON
COM
96008P104
222
29736
SH
SOLE
12631
0
17105
WESTLAKE CHEMICAL CORP COMMON
COM
960413102
2352
35534
SH
SOLE
26394
0
9140
WESTMORELAND COAL CO COMMON ST
COM
960878106
540
18139
SH
SOLE
10059
0
8080
WESTPAC BANKING CORP SP ADR
COM
961214301
1250
38992
SH
SOLE
38992
0
0
WESTWOOD HOLDINGS GROUP INC CO
COM
961765104
397
6331
SH
SOLE
4661
0
1670
WET SEAL INC/THE CLASS A COMMO
COM
961840105
89
67328
SH
SOLE
55268
0
12060
WEX INC
COM
96208T104
6763
71154
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SOLE
60454
0
10700
WEYCO GROUP INC COMMON STOCK U
COM
962149100
249
9232
SH
SOLE
3472
0
5760
WEYERHAEUSER CO REIT USD1.25
COM
962166104
26816
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SOLE
532998
0
380681
WGL HOLDINGS INC COMMON STOCK
COM
92924F106
4460
111345
SH
SOLE
73769
0
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WHIRLPOOL CORP COMMON STOCK US
COM
963320106
16588
110988
SH
SOLE
57244
0
53744
WHITE MOUNTAINS INSURANCE GP C
COM
G9618E107
2502
4171
SH
SOLE
2156
0
2015
WHITESTONE REIT B REIT USD.001
COM
966084204
364
25206
SH
SOLE
9126
0
16080
WHITING PETROLEUM CORP COMMON
COM
966387102
5624
81054
SH
SOLE
47334
0
33720
WHOLE FOODS MARKET INC COMMON
COM
966837106
28614
564269
SH
SOLE
334423
0
229846
WILEY (JOHN) + SONS CLASS A CO
COM
968223206
5720
99236
SH
SOLE
84715
0
14521
WILLBROS GROUP INC COMMON STOC
COM
969203108
643
50943
SH
SOLE
23663
0
27280
WILLIAMS COS INC COMMON STOCK
COM
969457100
47752
1176742
SH
SOLE
601438
0
575304
WILLIAMS SONOMA INC COMMON STO
COM
969904101
9467
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SH
SOLE
116741
0
25316
WILLIS GROUP HOLDINGS PLC
COM
G96666105
207
4700
SH
SOLE
4700
0
0
WILSHIRE BANCORP INC COMMON ST
COM
97186T108
1084
97676
SH
SOLE
50256
0
47420
WINDSTREAM HOLDINGS INC
COM
97382A101
7184
871824
SH
SOLE
538298
0
333526
WINNEBAGO INDUSTRIES COMMON ST
COM
974637100
992
36205
SH
SOLE
27955
0
8250
WINTHROP REALTY TRUST REIT USD
COM
976391300
478
41237
SH
SOLE
17098
0
24139
WINTRUST FINANCIAL CORP COMMON
COM
97650W108
3659
75196
SH
SOLE
43681
0
31515
WISCONSIN ENERGY CORP COMMON S
COM
976657106
16162
347186
SH
SOLE
211089
0
136097
WISDOMTREE INVTS INC COM
COM
97717P104
1173
89423
SH
SOLE
66413
0
23010
WOLVERINE WORLD WIDE INC COMMO
COM
978097103
3873
135662
SH
SOLE
107372
0
28290
WOODWARD INC COMMON STOCK USD.
COM
980745103
5051
121619
SH
SOLE
101319
0
20300
WORKDAY INC
COM
98138H101
2914
31873
SH
SOLE
22343
0
9530
WORLD ACCEPTANCE CORP COMMON S
COM
981419104
999
13304
SH
SOLE
10084
0
3220
WORLD FUEL SERVICES CORP COMMO
COM
981475106
4444
100772
SH
SOLE
80509
0
20263
WORLD WRESTLING ENTERTAIN A CO
COM
98156Q108
1065
36872
SH
SOLE
16572
0
20300
WORTHINGTON INDUSTRIES COMMON
COM
981811102
3845
100530
SH
SOLE
83760
0
16770
WP CAREY INC
COM
92936U109
2461
40975
SH
SOLE
21075
0
19900
WPP PLC ADR
COM
92937A102
433
4200
SH
SOLE
4200
0
0
WPX ENERGY INC
COM
98212B103
4874
270326
SH
SOLE
210459
0
59867
WR BERKLEY CORP COMMON STOCK U
COM
084423102
6191
148741
SH
SOLE
115544
0
33197
WR GRACE + CO COMMON STOCK USD
COM
38388F108
6159
62102
SH
SOLE
41697
0
20405
WRIGHT MEDICAL GROUP INC COMMO
COM
98235T107
1803
58039
SH
SOLE
28886
0
29153
WSFS FINANCIAL CORP COMMON STO
COM
929328102
822
11505
SH
SOLE
4745
0
6760
WSP HOLDINGS LTD
COM
92934f203
29
10690
SH
SOLE
10690
0
0
WW GRAINGER INC COMMON STOCK U
COM
384802104
31264
123741
SH
SOLE
85704
0
38037
WYNDHAM WORLDWIDE CORP COMMON
COM
98310W108
15270
208522
SH
SOLE
119553
0
88969
WYNN RESORTS LTD COMMON STOCK
COM
983134107
26628
119865
SH
SOLE
73721
0
46144
XCEL ENERGY INC COMMON STOCK U
COM
98389B100
23540
775364
SH
SOLE
482387
0
292977
XENOPORT INC COMMON STOCK USD.
COM
98411C100
328
63443
SH
SOLE
28653
0
34790
XEROX CORP COMMON STOCK USD1.
COM
984121103
13558
1199799
SH
SOLE
599139
0
600660
XILINX INC COMMON STOCK USD.01
COM
983919101
25454
469030
SH
SOLE
314425
0
154605
XL GROUP PLC COMMON STOCK USD.
COM
G98290102
11170
357437
SH
SOLE
202355
0
155082
XO GROUP INC COMMON STOCK USD.
COM
983772104
308
30354
SH
SOLE
22354
0
8000
XOMA CORP
COM
98419J107
367
70448
SH
SOLE
47088
0
23360
XPO LOGISTICS INC COM
COM
983793100
1333
45334
SH
SOLE
18494
0
26840
XYLEM INC
COM
98419M100
9756
267879
SH
SOLE
145232
0
122647
YADKIN FINANCIAL CORPORATION
COM
984305102
377
17629
SH
SOLE
7849
0
9780
YAHOO INC COMMON STOCK USD.00
COM
984332106
54811
1526767
SH
SOLE
770308
0
756459
YELP INC COM
COM
985817105
2541
33028
SH
SOLE
24498
0
8530
YORK WATER CO COMMON STOCK NPV
COM
987184108
245
12011
SH
SOLE
7421
0
4590
YRC WORLDWIDE INC
COM
984249607
565
25120
SH
SOLE
8650
0
16470
YUM BRANDS INC COMMON STOCK N
COM
988498101
55350
734187
SH
SOLE
384430
0
349757
ZAGG INC COMMON STOCK USD.001
COM
98884U108
174
37606
SH
SOLE
16716
0
20890
ZALE CORP COMMON STOCK USD.01
COM
988858106
1054
50403
SH
SOLE
25793
0
24610
ZAZA ENERGY CORP
COM
98919T100
24
31909
SH
SOLE
20799
0
11110
ZEBRA TECHNOLOGIES CORP CL A C
COM
989207105
5224
75267
SH
SOLE
58294
0
16973
ZELTIQ AESTHETICS INC
COM
98933Q108
286
14608
SH
SOLE
10378
0
4230
ZEP INC COMMON STOCK USD.01
COM
98944B108
535
30252
SH
SOLE
17442
0
12810
ZILLOW INC
COM
98954A107
2144
24337
SH
SOLE
17887
0
6450
ZIMMER HOLDINGS INC COMMON STO
COM
98956P102
22576
238694
SH
SOLE
130739
0
107955
ZIONS BANCORPORATION COMMON ST
COM
989701107
7665
247407
SH
SOLE
136768
0
110639
ZIOPHARM ONCOLOGY INC COMMON S
COM
98973P101
278
60639
SH
SOLE
41439
0
19200
ZIX CORP COMMON STOCK USD.01
COM
98974P100
203
49076
SH
SOLE
38396
0
10680
ZOETIS INC COM
COM
98978V103
24179
835478
SH
SOLE
453305
0
382173
ZOGENIX INC
COM
98978L105
187
65896
SH
SOLE
42566
0
23330
ZULILY INC-CL A
COM
989774104
486
9690
SH
SOLE
4760
0
4930
ZUMIEZ INC COMMON STOCK NPV
COM
989817101
611
25223
SH
SOLE
18533
0
6690
ZYGO CORP COMMON STOCK USD.1
COM
989855101
348
22927
SH
SOLE
9567
0
13360
ZYNGA INC CL A
COM
98986T108
1419
330003
SH
SOLE
199410
0
130593